Overview
-
NAV
- B
- (as of 02/20/2019)
- $27.07
- Daily Change
- (as of 02/20/2019)
- $0.05
- 0.19%
-
YTD
- (as of 02/20/2019)
- 15.44%
- Expense Ratio
- (as of 02/20/2019)
- 0.19%
The Oppenheimer Russell 1000 Size Factor ETF is composed of securities in the Russell 1000 Index that, in the aggregate, have smaller market capitalizations than the broader U.S. equity market.
Why OSIZ?
1. Delivers exposure to companies in the Russell 1000 that exhibit relatively smaller capitalization.
2. Provides direct access to the size factor, which has historically been a significant driver of equity risk and return.
3. Can be used to help manage factor exposure and risk within a diversified portfolio.
Why Consider a Factor Strategy?
Combining multiple factors can provide investors with tools to construct more efficient portfolios.
- Total Assets
- (as of 02/20/2019)
- $5.41 MM
- Number of Holdings
- (as of 02/20/2019)
- 627
- Inception Date
- November 8, 2017
- Investment Style
- Single Factor Strategy
- Tracked Index
- Russell 1000 Size Factor Index
- Bloomberg Index Ticker
- R1FSF
- Broad Benchmark
- Russell 1000® Index
- Reuters Bridge Ticker
- OSIZ.IV
- ISIN
- US68386C6903
- CUSIP
- 68386C690
- Closing Price
- (as of 02/20/2019)
- $27.06
- Midpoint Price
- (as of 02/20/2019)
- $27.06
- Premium/Discount
- (as of 02/20/2019)
- -0.04% Premium/Discount Analysis
Performance
Average Annual Returns as of 12/31/2018
Average Annual Returns as of 01/31/2019
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2018-12-31
|
1 yr | since inception | |
| -10.23% | -16.11% | -8.48% | -8.48% | -3.78% | |
| -9.11% | -13.82% | -4.78% | -4.78% | -1.30% | |
| -10.24% | -16.13% | -8.34% | -8.34% | -3.62% | |
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2018-12-31
|
1 yr | since inception | |
| -10.29% | -16.09% | -8.63% | -8.63% | -3.81% | |
| -9.11% | -13.82% | -4.78% | -4.78% | -1.30% | |
| -10.24% | -16.13% | -8.34% | -8.34% | -3.62% | |
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2019-01-31
|
1 yr | since inception | |
| 10.97% | 2.03% | 10.97% | -1.82% | 4.99% | |
| 8.38% | 0.51% | 8.38% | -2.17% | 5.47% | |
| 11.04% | 2.11% | 11.04% | -1.61% | 5.21% | |
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2019-01-31
|
1 yr | since inception | |
| 11.05% | 2.06% | 11.05% | -1.88% | 5.02% | |
| 8.38% | 0.51% | 8.38% | -2.17% | 5.47% | |
| 11.04% | 2.11% | 11.04% | -1.61% | 5.21% | |
Expense Ratio:
0.19%
The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.
Calendar Year Returns as of 02/21/2019
| Year | Russell 1000 Size Factor ETF | Russell 1000® Index | Russell 1000 Size Factor Index |
|---|---|---|---|
| 2018 | -8.48% | -4.78% | -8.34% |
The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.
Cumulative Returns & Income Dividends
| Date | Russell 1000 Size Factor ETF |
Russell 1000® Index
|
|---|---|---|
| 1/31/2018 | 0.00 | 0.00 |
| 2/1/2018 | -0.07 | -0.03 |
| 2/2/2018 | -2.04 | -2.11 |
| 2/5/2018 | -5.38 | -6.04 |
| 2/6/2018 | -4.45 | -4.48 |
| 2/7/2018 | -4.56 | -4.91 |
| 2/8/2018 | -7.79 | -8.43 |
| 2/9/2018 | -6.83 | -7.10 |
| 2/12/2018 | -5.64 | -5.82 |
| 2/13/2018 | -5.31 | -5.55 |
| 2/14/2018 | -3.60 | -4.23 |
| 2/15/2018 | -2.60 | -3.06 |
| 2/16/2018 | -2.60 | -3.01 |
| 2/20/2018 | -3.15 | -3.56 |
| 2/21/2018 | -3.56 | -4.07 |
| 2/22/2018 | -3.75 | -4.00 |
| 2/23/2018 | -2.45 | -2.49 |
| 2/26/2018 | -1.93 | -1.40 |
| 2/27/2018 | -3.27 | -2.64 |
| 2/28/2018 | -4.12 | -3.67 |
| 3/1/2018 | -4.71 | -4.87 |
| 3/2/2018 | -3.82 | -4.32 |
| 3/5/2018 | -2.67 | -3.27 |
| 3/6/2018 | -2.00 | -2.96 |
| 3/7/2018 | -1.86 | -2.96 |
| 3/8/2018 | -1.74 | -2.54 |
| 3/9/2018 | -0.33 | -0.90 |
| 3/12/2018 | -0.33 | -0.98 |
| 3/13/2018 | -0.78 | -1.60 |
| 3/14/2018 | -1.26 | -2.12 |
| 3/15/2018 | -1.63 | -2.22 |
| 3/16/2018 | -1.11 | -2.02 |
| 3/19/2018 | -2.11 | -3.37 |
| 3/20/2018 | -1.93 | -3.22 |
| 3/21/2018 | -1.67 | -3.35 |
| 3/22/2018 | -3.93 | -5.76 |
| 3/23/2018 | -5.61 | -7.70 |
| 3/26/2018 | -3.56 | -5.25 |
| 3/27/2018 | -4.98 | -6.88 |
| 3/28/2018 | -5.01 | -7.13 |
| 3/29/2018 | -3.75 | -5.86 |
| 4/2/2018 | -5.94 | -7.97 |
| 4/3/2018 | -4.86 | -6.82 |
| 4/4/2018 | -3.93 | -5.76 |
| 4/5/2018 | -3.15 | -5.09 |
| 4/6/2018 | -5.12 | -7.14 |
| 4/9/2018 | -5.09 | -6.84 |
| 4/10/2018 | -3.60 | -5.28 |
| 4/11/2018 | -3.79 | -5.76 |
| 4/12/2018 | -3.34 | -5.01 |
| 4/13/2018 | -3.71 | -5.30 |
| 4/16/2018 | -2.78 | -4.52 |
| 4/17/2018 | -1.85 | -3.50 |
| 4/18/2018 | -1.52 | -3.40 |
| 4/19/2018 | -2.11 | -3.94 |
| 4/20/2018 | -2.71 | -4.72 |
| 4/23/2018 | -2.67 | -4.73 |
| 4/24/2018 | -3.60 | -5.97 |
| 4/25/2018 | -3.56 | -5.83 |
| 4/26/2018 | -2.97 | -4.88 |
| 4/27/2018 | -2.93 | -4.78 |
| 4/30/2018 | -3.67 | -5.54 |
| 5/1/2018 | -3.60 | -5.30 |
| 5/2/2018 | -4.01 | -5.95 |
| 5/3/2018 | -4.16 | -6.16 |
| 5/4/2018 | -3.04 | -4.93 |
| 5/7/2018 | -2.48 | -4.56 |
| 5/8/2018 | -2.26 | -4.55 |
| 5/9/2018 | -1.52 | -3.64 |
| 5/10/2018 | -0.89 | -2.76 |
| 5/11/2018 | -0.81 | -2.59 |
| 5/14/2018 | -0.96 | -2.51 |
| 5/15/2018 | -1.30 | -3.14 |
| 5/16/2018 | -0.70 | -2.72 |
| 5/17/2018 | -0.51 | -2.75 |
| 5/18/2018 | -0.59 | -2.97 |
| 5/21/2018 | 0.15 | -2.25 |
| 5/22/2018 | -0.44 | -2.58 |
| 5/23/2018 | -0.22 | -2.28 |
| 5/24/2018 | -0.14 | -2.45 |
| 5/25/2018 | -0.33 | -2.65 |
| 5/29/2018 | -0.96 | -3.70 |
| 5/30/2018 | 0.27 | -2.47 |
| 5/31/2018 | -0.55 | -3.13 |
| 6/1/2018 | 0.27 | -2.10 |
| 6/4/2018 | 0.79 | -1.63 |
| 6/5/2018 | 1.20 | -1.52 |
| 6/6/2018 | 1.98 | -0.67 |
| 6/7/2018 | 1.90 | -0.73 |
| 6/8/2018 | 2.42 | -0.40 |
| 6/11/2018 | 2.50 | -0.31 |
| 6/12/2018 | 2.94 | -0.10 |
| 6/13/2018 | 2.31 | -0.52 |
| 6/14/2018 | 2.57 | -0.24 |
| 6/15/2018 | 2.50 | -0.32 |
| 6/18/2018 | 2.72 | -0.48 |
| 6/19/2018 | 2.29 | -0.89 |
| 6/20/2018 | 2.85 | -0.68 |
| 6/21/2018 | 2.03 | -1.33 |
| 6/22/2018 | 2.14 | -1.15 |
| 6/25/2018 | 0.76 | -2.55 |
| 6/26/2018 | 0.98 | -2.32 |
| 6/27/2018 | -0.13 | -3.21 |
| 6/28/2018 | 0.42 | -2.58 |
| 6/29/2018 | 0.50 | -2.50 |
| 7/2/2018 | 0.61 | -2.20 |
| 7/3/2018 | 0.69 | -2.65 |
| 7/5/2018 | 1.47 | -1.80 |
| 7/6/2018 | 2.36 | -0.94 |
| 7/9/2018 | 3.22 | -0.04 |
| 7/10/2018 | 3.26 | 0.27 |
| 7/11/2018 | 2.51 | -0.43 |
| 7/12/2018 | 3.00 | 0.42 |
| 7/13/2018 | 3.04 | 0.51 |
| 7/16/2018 | 2.51 | 0.36 |
| 7/17/2018 | 3.00 | 0.79 |
| 7/18/2018 | 3.22 | 1.02 |
| 7/19/2018 | 3.48 | 0.68 |
| 7/20/2018 | 3.00 | 0.55 |
| 7/23/2018 | 3.00 | 0.71 |
| 7/24/2018 | 2.25 | 1.03 |
| 7/25/2018 | 2.85 | 1.93 |
| 7/26/2018 | 3.30 | 1.69 |
| 7/27/2018 | 2.33 | 0.96 |
| 7/30/2018 | 1.62 | 0.33 |
| 7/31/2018 | 2.48 | 0.86 |
| 8/1/2018 | 2.10 | 0.77 |
| 8/2/2018 | 2.89 | 1.36 |
| 8/3/2018 | 3.18 | 1.79 |
| 8/6/2018 | 3.67 | 2.19 |
| 8/7/2018 | 3.86 | 2.50 |
| 8/8/2018 | 3.67 | 2.45 |
| 8/9/2018 | 3.74 | 2.37 |
| 8/10/2018 | 3.18 | 1.71 |
| 8/13/2018 | 2.55 | 1.28 |
| 8/14/2018 | 3.52 | 1.94 |
| 8/15/2018 | 2.63 | 1.15 |
| 8/16/2018 | 3.41 | 1.98 |
| 8/17/2018 | 3.97 | 2.32 |
| 8/20/2018 | 4.49 | 2.59 |
| 8/21/2018 | 5.12 | 2.86 |
| 8/22/2018 | 5.09 | 2.85 |
| 8/23/2018 | 4.86 | 2.67 |
| 8/24/2018 | 5.38 | 3.32 |
| 8/27/2018 | 5.98 | 4.10 |
| 8/28/2018 | 6.13 | 4.15 |
| 8/29/2018 | 6.50 | 4.74 |
| 8/30/2018 | 5.87 | 4.29 |
| 8/31/2018 | 6.09 | 4.34 |
| 9/4/2018 | 6.09 | 4.20 |
| 9/5/2018 | 5.87 | 3.86 |
| 9/6/2018 | 5.50 | 3.50 |
| 9/7/2018 | 5.12 | 3.27 |
| 9/10/2018 | 5.61 | 3.50 |
| 9/11/2018 | 5.83 | 3.87 |
| 9/12/2018 | 5.98 | 3.91 |
| 9/13/2018 | 6.32 | 4.47 |
| 9/14/2018 | 6.62 | 4.55 |
| 9/17/2018 | 5.76 | 3.90 |
| 9/18/2018 | 6.28 | 4.45 |
| 9/19/2018 | 5.91 | 4.52 |
| 9/20/2018 | 6.50 | 5.33 |
| 9/21/2018 | 6.39 | 5.27 |
| 9/24/2018 | 5.72 | 4.89 |
| 9/25/2018 | 5.69 | 4.80 |
| 9/26/2018 | 5.05 | 4.41 |
| 9/27/2018 | 5.12 | 4.72 |
| 9/28/2018 | 5.46 | 4.74 |
| 10/1/2018 | 4.94 | 5.03 |
| 10/2/2018 | 4.45 | 4.94 |
| 10/3/2018 | 4.68 | 5.05 |
| 10/4/2018 | 3.55 | 4.15 |
| 10/5/2018 | 2.88 | 3.55 |
| 10/8/2018 | 2.65 | 3.44 |
| 10/9/2018 | 2.02 | 3.29 |
| 10/10/2018 | -0.98 | -0.09 |
| 10/11/2018 | -2.89 | -2.11 |
| 10/12/2018 | -2.07 | -0.74 |
| 10/15/2018 | -1.81 | -1.26 |
| 10/16/2018 | 0.37 | 0.90 |
| 10/17/2018 | -0.01 | 0.84 |
| 10/18/2018 | -1.39 | -0.61 |
| 10/19/2018 | -2.03 | -0.73 |
| 10/22/2018 | -2.52 | -1.15 |
| 10/23/2018 | -3.27 | -1.70 |
| 10/24/2018 | -6.08 | -4.76 |
| 10/25/2018 | -4.80 | -3.00 |
| 10/26/2018 | -6.15 | -4.64 |
| 10/29/2018 | -6.53 | -5.28 |
| 10/30/2018 | -4.69 | -3.77 |
| 10/31/2018 | -3.75 | -2.68 |
| 11/1/2018 | -1.99 | -1.54 |
| 11/2/2018 | -2.37 | -2.14 |
| 11/5/2018 | -2.03 | -1.66 |
| 11/6/2018 | -1.47 | -1.06 |
| 11/7/2018 | -0.05 | 1.00 |
| 11/8/2018 | -0.42 | 0.75 |
| 11/9/2018 | -1.36 | -0.18 |
| 11/12/2018 | -2.93 | -2.15 |
| 11/13/2018 | -2.89 | -2.26 |
| 11/14/2018 | -3.60 | -2.98 |
| 11/15/2018 | -2.59 | -1.90 |
| 11/16/2018 | -2.41 | -1.68 |
| 11/19/2018 | -4.13 | -3.38 |
| 11/20/2018 | -5.63 | -5.08 |
| 11/21/2018 | -4.62 | -4.70 |
| 11/23/2018 | -4.65 | -5.26 |
| 11/26/2018 | -3.30 | -3.77 |
| 11/27/2018 | -3.83 | -3.57 |
| 11/28/2018 | -1.84 | -1.34 |
| 11/29/2018 | -1.96 | -1.52 |
| 11/30/2018 | -1.43 | -0.69 |
| 12/3/2018 | -0.38 | 0.41 |
| 12/4/2018 | -3.60 | -2.85 |
| 12/6/2018 | -3.60 | -2.93 |
| 12/7/2018 | -5.74 | -5.19 |
| 12/10/2018 | -6.08 | -5.07 |
| 12/11/2018 | -6.30 | -5.12 |
| 12/12/2018 | -5.78 | -4.59 |
| 12/13/2018 | -6.56 | -4.67 |
| 12/14/2018 | -7.80 | -6.42 |
| 12/17/2018 | -10.09 | -8.41 |
| 12/18/2018 | -10.01 | -8.39 |
| 12/19/2018 | -11.36 | -9.79 |
| 12/20/2018 | -12.90 | -11.23 |
| 12/21/2018 | -14.58 | -13.07 |
| 12/24/2018 | -16.68 | -15.40 |
| 12/26/2018 | -12.83 | -11.20 |
| 12/27/2018 | -12.26 | -10.46 |
| 12/28/2018 | -12.37 | -10.53 |
| 12/31/2018 | -11.51 | -9.74 |
| 1/2/2019 | -11.81 | -9.68 |
| 1/3/2019 | -13.20 | -11.83 |
| 1/4/2019 | -10.41 | -8.80 |
| 1/7/2019 | -9.13 | -8.08 |
| 1/8/2019 | -7.84 | -7.14 |
| 1/9/2019 | -7.05 | -6.68 |
| 1/10/2019 | -6.41 | -6.24 |
| 1/11/2019 | -6.34 | -6.25 |
| 1/14/2019 | -6.79 | -6.75 |
| 1/15/2019 | -6.07 | -5.77 |
| 1/16/2019 | -5.62 | -5.51 |
| 1/17/2019 | -4.79 | -4.78 |
| 1/18/2019 | -3.47 | -3.53 |
| 1/22/2019 | -4.86 | -4.90 |
| 1/23/2019 | -4.98 | -4.72 |
| 1/24/2019 | -4.41 | -4.52 |
| 1/25/2019 | -3.28 | -3.66 |
| 1/28/2019 | -3.43 | -4.36 |
| 1/29/2019 | -3.43 | -4.49 |
| 1/30/2019 | -2.45 | -3.02 |
| 1/31/2019 | -1.81 | -2.17 |
The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.
Capital Gains and Distributions ($ per share) as of 02/21/2019
| Date | 2014 | 2015 | 2016 | 2017 | 2018 |
|---|---|---|---|---|---|
| Short Term | — | — | — | — | 0.0363 |
| Long Term | — | — | — | — | 0.0175 |
| Total Amount of Distribution | — | — | — | — | 0.0538 |
| Record Date | — | — | — | — | 12/27/18 |
| Ex Div Date | — | — | — | — | 12/26/18 |
| Pay Date | — | — | — | — | 12/28/18 |
There is no guarantee of the payment of any dividend or other distributions at any level.
Portfolio
Top Holdings
(6.3% of assets as of 02/20/2019)
Full Holdings
Fund Holdings subject to change as of 02/20/2019
| Description | Weight |
|---|---|
| Advanced Micro Devices | 0.4353% |
| Veeva Systems , Inc. | 0.3683% |
| IAC/InterActiveCorp | 0.3525% |
| Diamondback Energy, Inc. | 0.3421% |
| Ball Corp. | 0.3276% |
| Cadence Design Systems, Inc. | 0.3275% |
| Dexcom, Inc. | 0.3118% |
| Twilio, Inc. | 0.3050% |
| Synopsys, Inc. | 0.3043% |
| Keysight Technologies, Inc. | 0.3025% |
| Atlassian Corp plc | 0.3000% |
| Church & Dwight Co., Inc. | 0.2963% |
| CDW Corp./DE. | 0.2959% |
| Realty Income Corp. | 0.2949% |
| McCormick & Company, Inc. | 0.2939% |
| Fastenal Co. | 0.2913% |
| Symantec Corp. | 0.2909% |
| HCP, Inc. | 0.2898% |
| Fortinet, Inc. | 0.2897% |
| ANSYS, Inc. | 0.2807% |
| Paycom Software, Inc. | 0.2780% |
| Ulta Beauty, Inc. | 0.2772% |
| Waters Corp. | 0.2766% |
| Gartner, Inc. | 0.2763% |
| The Ultimate Software Group, Inc. | 0.2762% |
| Genuine Parts Co. | 0.2761% |
| Chipotle Mexican Grill, Inc. | 0.2760% |
| Marvell Technology Group Ltd. | 0.2739% |
| Mettler-Toledo International, Inc. | 0.2735% |
| Cooper Cos., Inc. | 0.2734% |
| Tractor Supply Co. | 0.2721% |
| First Data Corp. | 0.2699% |
| American Water Works Co Inc. | 0.2697% |
| NRG Energy, Inc. | 0.2696% |
| Ameren Corp. | 0.2692% |
| PTC, Inc. | 0.2663% |
| Darden Restaurants, Inc. | 0.2654% |
| Citrix Systems, Inc. | 0.2647% |
| Dover Corp. | 0.2636% |
| AES Corp. | 0.2632% |
| Arthur J Gallagher & Co. | 0.2617% |
| The Hershey Co. | 0.2596% |
| Zendesk, Inc. | 0.2594% |
| SS&C Technologies Holdings, Inc. | 0.2583% |
| Advance Auto Parts, Inc. | 0.2576% |
| CoStar Group, Inc. | 0.2572% |
| WellCare Health Plans, Inc. | 0.2567% |
| Juniper Networks, Inc. | 0.2566% |
| Entergy Corp. | 0.2562% |
| Tableau Software, Inc. | 0.2558% |
| Arch Capital Group Ltd. | 0.2553% |
| lululemon athletica, Inc. | 0.2544% |
| Exact Sciences Corp. | 0.2533% |
| CenterPoint Energy, Inc. | 0.2529% |
| CMS Energy Corp. | 0.2525% |
| Hologic Inc. | 0.2521% |
| L3 Technologies, Inc. | 0.2517% |
| Okta, Inc. | 0.2498% |
| Total System Services, Inc. | 0.2491% |
| Ally Financial, Inc. | 0.2489% |
| Cincinnati Financial Corp. | 0.2477% |
| Alexandria Real Estate Equities, Inc. | 0.2468% |
| Yum China Holdings Inc. | 0.2468% |
| PerkinElmer, Inc. | 0.2453% |
| EPAM Systems, Inc. | 0.2447% |
| Cabot Oil & Gas Corp. | 0.2447% |
| Molina Healthcare, Inc. | 0.2441% |
| UDR, Inc. | 0.2440% |
| Zebra Technologies Corp. | 0.2436% |
| CBRE Group, Inc. | 0.2425% |
| Trimble, Inc. | 0.2422% |
| GoDaddy, Inc. | 0.2420% |
| Incyte Corp. | 0.2413% |
| Burlington Stores, Inc. | 0.2412% |
| MSCI, Inc., Cl. A | 0.2407% |
| Mid-America Apartment Communities, Inc. | 0.2402% |
| Vmware, Inc. | 0.2397% |
| F5 Networks, Inc. | 0.2392% |
| Evergy Inc. | 0.2391% |
| Sarepta Therapeutics, Inc. | 0.2389% |
| RingCentral, Inc. | 0.2380% |
| Teradyne, Inc. | 0.2372% |
| Lamb Weston Holdings, Inc. | 0.2368% |
| Varian Medical Systems, Inc. | 0.2352% |
| Akamai Technologies, Inc. | 0.2347% |
| Universal Health Services | 0.2332% |
| Teleflex, Inc. | 0.2328% |
| Mosaic Co. | 0.2319% |
| Spirit AeroSystems Holdings, Inc. | 0.2316% |
| Domino's Pizza, Inc. | 0.2315% |
| Xylem, Inc. | 0.2312% |
| ON Semiconductor Corp. | 0.2299% |
| Fair Isaac Corp. | 0.2295% |
| CH Robinson Worldwide, Inc. | 0.2295% |
| International Flavors & Fragrances, Inc. | 0.2281% |
| Federal Realty Investment Trus | 0.2271% |
| STERIS plc | 0.2269% |
| Expeditors International of Washington, Inc. | 0.2247% |
| Leidos Holdings, Inc. | 0.2244% |
| The J.M. Smucker Co. | 0.2232% |
| Pinnacle West Capital Corp. | 0.2217% |
| Equity Lifestyle Properties, Inc. | 0.2214% |
| Sun Communities, Inc. | 0.2211% |
| Aspen Technology, Inc. | 0.2211% |
| Annaly Mortgage Management, Inc. | 0.2207% |
| Extra Space Storage, Inc. | 0.2199% |
| Kansas City Southern | 0.2195% |
| Alliant Energy Corp. | 0.2194% |
| CF Industries Holdings, Inc. | 0.2182% |
| Duke Realty Corp. | 0.2177% |
| Kohl's Corp. | 0.2176% |
| ResMed Inc. | 0.2174% |
| IDEX Corp. | 0.2168% |
| FMC Corp. | 0.2164% |
| Alleghany Corp. | 0.2164% |
| Qurate Retail Inc | 0.2158% |
| Masco Corp. | 0.2158% |
| Lincoln National Corp. | 0.2140% |
| Iron Mountain, Inc. | 0.2138% |
| Jack Henry & Associates, Inc. | 0.2134% |
| Service Corp International, US | 0.2131% |
| Celanese Corp. | 0.2125% |
| Qiagen NV | 0.2122% |
| Atmos Energy Corp. | 0.2118% |
| Equifax, Inc. | 0.2117% |
| Garmin Ltd. | 0.2102% |
| DENTSPLY SIRONA Inc. | 0.2097% |
| Tyler Technologies, Inc. | 0.2087% |
| Cheniere Energy, Inc. | 0.2083% |
| Guidewire Software, Inc. | 0.2082% |
| OGE Energy Corp. | 0.2076% |
| Kimco Realty Corp. | 0.2076% |
| CarMax, Inc. | 0.2075% |
| Cognex Corp. | 0.2074% |
| Markel Corp. | 0.2072% |
| Hasbro, Inc. | 0.2071% |
| Ionis Pharmaceuticals, Inc. | 0.2070% |
| Regency Centers Corp. | 0.2067% |
| Lennox International, Inc. | 0.2066% |
| CBOE Global Markets Inc. | 0.2056% |
| HD Supply Holdings, Inc. | 0.2054% |
| NiSource, Inc. | 0.2053% |
| Nordson Corp. | 0.2051% |
| Camden Property Trust | 0.2050% |
| Teradata Corp. | 0.2050% |
| Teledyne Technologies, Inc. | 0.2047% |
| Monolithic Power Systems, Inc. | 0.2044% |
| UGI Corp. | 0.2044% |
| National Retail Properties Inc. | 0.2037% |
| Snap-on Inc. | 0.2037% |
| Broadridge Financial Solutions Inc. | 0.2035% |
| Jacobs Engineering Group, Inc. | 0.2031% |
| Allegion plc | 0.2031% |
| TransUnion | 0.2026% |
| Norwegian Cruise Line Holdings Ltd. | 0.2023% |
| FactSet Research Systems, Inc. | 0.2022% |
| CDK Global, Inc. | 0.2021% |
| Interpublic Group of Cos., Inc. (The) | 0.2019% |
| Avery Dennison Corp. | 0.2005% |
| Bio-Techne Corp. | 0.2004% |
| Whirlpool Corp. | 0.2003% |
| Huntington Ingalls Industries, Inc. | 0.1999% |
| MarketAxess Holdings, Inc. | 0.1985% |
| Qorvo, Inc. | 0.1983% |
| DR Horton, Inc. | 0.1981% |
| Discovery Communications, Inc., Cl. C | 0.1975% |
| Vornado Realty Trust | 0.1971% |
| ARRIS International plc | 0.1971% |
| Viacom, Inc. | 0.1971% |
| Apartment Investment & Management | 0.1970% |
| VEREIT, Inc. | 0.1970% |
| Amdocs Ltd. | 0.1966% |
| RPM International, Inc. | 0.1964% |
| Albemarle Corp. | 0.1958% |
| Berry Global Group, Inc. | 0.1955% |
| Loews Corp. | 0.1954% |
| Martin Marietta Materials, Inc. | 0.1953% |
| Donaldson Co., Inc. | 0.1952% |
| Reinsurance Group of America | 0.1948% |
| Graco, Inc. | 0.1947% |
| Booz Allen Hamilton Holding Corp. | 0.1946% |
| Jones Lang LaSalle Inc. | 0.1942% |
| Zions Bancorporation | 0.1942% |
| Apache Corp. | 0.1929% |
| Athene Holding Ltd. | 0.1928% |
| Everest Re Group Ltd. | 0.1924% |
| Euronet Worldwide, Inc. | 0.1920% |
| Alaska Air Group Inc. | 0.1919% |
| WP Carey, Inc. | 0.1918% |
| Molson Coors Brewing Co., Cl. B | 0.1916% |
| Old Dominion Freight Line, Inc. | 0.1915% |
| Robert Half International, Inc. | 0.1914% |
| NVR, Inc. | 0.1914% |
| Conagra Brands, Inc. | 0.1913% |
| United Rentals, Inc. | 0.1913% |
| Unum Group | 0.1909% |
| Targa Resources Corp. | 0.1907% |
| Sealed Air Corp. | 0.1906% |
| Lear Corp. | 0.1896% |
| Wayfair, Inc. | 0.1896% |
| Baker Hughes a GE Co. | 0.1895% |
| Quest Diagnostics, Inc. | 0.1889% |
| Liberty Property Trust | 0.1888% |
| Charles River Laboratories International, Inc. | 0.1884% |
| AGNC Investment Corp. | 0.1883% |
| West Pharmaceutical Services, Inc. | 0.1881% |
| Vistra Energy Corp. | 0.1880% |
| Bright Horizons Family Solutions | 0.1879% |
| Post Holdings, Inc. | 0.1878% |
| Copart, Inc. | 0.1877% |
| Proofpoint, Inc. | 0.1875% |
| Crown Holdings, Inc. | 0.1874% |
| Medical Properties Trust Inc | 0.1873% |
| Voya Financial, Inc. | 0.1872% |
| Fidelity National Financial Inc | 0.1870% |
| Sensata Technologies Holding plc | 0.1866% |
| Middleby Corp. | 0.1863% |
| Gaming and Leisure Properties, Inc. | 0.1860% |
| Live Nation Entertainment, Inc. | 0.1850% |
| Torchmark Corp. | 0.1847% |
| Carlisle Companies, Inc. | 0.1846% |
| Eastman Chemical Co. | 0.1844% |
| Lamar Advertising Co. | 0.1836% |
| DISH Network Corp. | 0.1836% |
| Tapestry Inc. | 0.1835% |
| Arrow Electronics Inc. | 0.1832% |
| Liberty Broadband Corp. | 0.1832% |
| Omega Healthcare Investors, Inc. | 0.1832% |
| Hanesbrands, Inc. | 0.1832% |
| Kilroy Realty Corp. | 0.1823% |
| Nuance Communications, Inc. | 0.1821% |
| Foot Locker, Inc. | 0.1819% |
| CIT Group, Inc. | 0.1818% |
| Hill-Rom Holdings, Inc. | 0.1812% |
| Henry Schein, Inc. | 0.1812% |
| US Foods Holding Corp. | 0.1810% |
| Nutanix, Inc. | 0.1809% |
| Packaging Corp. of America | 0.1805% |
| Signature Bank | 0.1803% |
| Take-Two Interactive Software, Inc. | 0.1802% |
| Nielsen Holdings PLC. | 0.1800% |
| LPL Financial Holdings, Inc. | 0.1790% |
| Arconic, Inc. | 0.1787% |
| Black Knight Inc. | 0.1777% |
| Pool Corp. | 0.1777% |
| Western Union Co. | 0.1773% |
| Aqua America, Inc. | 0.1770% |
| WEX, Inc. | 0.1764% |
| BorgWarner, Inc. | 0.1763% |
| Cypress Semiconductor Corp. | 0.1758% |
| Vail Resorts, Inc. | 0.1756% |
| Toro Co. | 0.1753% |
| Hubbell, Inc. | 0.1748% |
| Raymond James Financial, Inc. | 0.1743% |
| Oshkosh Corp. | 0.1739% |
| Exelixis, Inc. | 0.1730% |
| SL Green Realty Corp. | 0.1729% |
| Allison Transmission Holdings | 0.1722% |
| Flowserve Corp. | 0.1720% |
| LKQ Corp. | 0.1719% |
| FLIR Systems, Inc. | 0.1716% |
| Xerox Corp. | 0.1716% |
| Harley-Davidson, Inc. | 0.1707% |
| AptarGroup Inc. | 0.1700% |
| Net Cash and Equivalents | 0.1698% |
| Madison Square Garden Co/The. | 0.1690% |
| Douglas Emmett, Inc. | 0.1687% |
| Royal Gold, Inc. | 0.1686% |
| WR Berkley Corp. | 0.1678% |
| Aramark | 0.1672% |
| PulteGroup, Inc. | 0.1669% |
| Ralph Lauren Corp. | 0.1667% |
| Alliance Data Systems Corp. | 0.1666% |
| PVH Corp. | 0.1664% |
| American Homes 4 Rent | 0.1664% |
| Sage Therapeutics Inc. | 0.1664% |
| American Campus Communities, Inc. | 0.1664% |
| Popular, Inc. | 0.1663% |
| Sonoco Products Co. | 0.1661% |
| Liberty Media Corp. -Liberty Med | 0.1652% |
| Hexcel Corp. | 0.1650% |
| Encompass Health Corp. | 0.1648% |
| Bunge Ltd. | 0.1645% |
| Neurocrine Biosciences, Inc. | 0.1642% |
| Ingredion, Inc. | 0.1641% |
| RenaissanceRe Holdings Ltd. | 0.1635% |
| East West Bancorp, Inc. | 0.1635% |
| Leggett & Platt, Inc. | 0.1631% |
| Steel Dynamics, Inc. | 0.1630% |
| Healthcare Trust of America, Inc. | 0.1622% |
| Pentair PLC. | 0.1620% |
| Invesco Ltd. | 0.1618% |
| Masimo Corp. | 0.1618% |
| Starwood Property Trust, Inc. | 0.1613% |
| Dunkin' Brands Group, Inc. | 0.1612% |
| WABCO Holdings, Inc. | 0.1610% |
| JEFFERIES FINANCIAL GROUP IN | 0.1610% |
| Quanta Services, Inc. | 0.1609% |
| A.O. Smith Corp. | 0.1609% |
| Brown & Brown, Inc. | 0.1604% |
| Fortune Brands Home & Security, Inc. | 0.1599% |
| JB Hunt Transport Services, Inc. | 0.1597% |
| DREYFUF GOVT CASH MANAGEMENT - INST | 0.1596% |
| Macy's, Inc. | 0.1594% |
| Park Hotels & Resorts, Inc. | 0.1590% |
| EPR Properties | 0.1582% |
| STORE Capital Corp | 0.1582% |
| Cimarex Energy Co. | 0.1581% |
| Catalent, Inc. | 0.1581% |
| People's United Financial, Inc. | 0.1579% |
| PacWest Bancorp. | 0.1579% |
| PRA Health Sciences, Inc. | 0.1578% |
| New York Community Bancorp, Inc. | 0.1575% |
| Seattle Genetics, Inc. | 0.1572% |
| JetBlue Airways Corp. | 0.1570% |
| Commerce Bancshares, Inc. | 0.1568% |
| GCI Liberty, Inc. | 0.1566% |
| ManpowerGroup, Inc. | 0.1561% |
| Universal Display Corp. | 0.1560% |
| Old Republic International Corp. | 0.1554% |
| Newell Rubbermaid, Inc. | 0.1552% |
| WestRock Co. | 0.1549% |
| ITT, Inc. | 0.1548% |
| NASDAQ, Inc. | 0.1546% |
| KAR Auction Services | 0.1545% |
| GrubHub, Inc. | 0.1539% |
| Casey's General Stores, Inc. | 0.1538% |
| MKS Instruments, Inc. | 0.1537% |
| Axalta Coating Systems Ltd. | 0.1536% |
| Avnet, Inc. | 0.1535% |
| Reliance Steel & Aluminum Co. | 0.1534% |
| CyrusOne, Inc. | 0.1533% |
| Bluebird Bio, Inc. | 0.1528% |
| Jazz Pharmaceuticals PLC | 0.1522% |
| Hanover Insurance Group, Inc. | 0.1513% |
| Brixmor Property Group, Inc. | 0.1512% |
| Chemours Co. | 0.1509% |
| CubeSmart | 0.1509% |
| Brighthouse Financial, Inc. | 0.1505% |
| SLM Corp. | 0.1503% |
| Acuity Brands, Inc. | 0.1496% |
| Lincoln Electric Holdings, Inc. | 0.1496% |
| CommScope Holding Co., Inc. | 0.1495% |
| American Financial Group Inc/O. | 0.1494% |
| HollyFrontier Corp. | 0.1492% |
| First American Financial Corp. | 0.1488% |
| Alnylam Pharmaceuticals, Inc. | 0.1479% |
| Assurant, Inc. | 0.1479% |
| Helmerich & Payne, Inc. | 0.1476% |
| TripAdvisor, Inc. | 0.1473% |
| DaVita, Inc. | 0.1473% |
| WR Grace & Co. | 0.1465% |
| Bemis Co., Inc. | 0.1464% |
| Cullen/Frost Bankers, Inc. | 0.1464% |
| United Therapeutics Corp. | 0.1459% |
| Insulet Corp. | 0.1459% |
| Curtiss-Wright Corp. | 0.1455% |
| Skechers USA, Inc. | 0.1452% |
| New Residential Investment Cor | 0.1448% |
| Mattel, Inc. | 0.1448% |
| L Brands, Inc. | 0.1447% |
| Affiliated Managers Group, Inc. | 0.1442% |
| Genesee & Wyoming, Inc. | 0.1441% |
| VICI Properties, Inc. | 0.1437% |
| Owens Corning. | 0.1428% |
| SEI Investments Co. | 0.1427% |
| Hormel Foods Corp. | 0.1426% |
| Gentex Corp. | 0.1424% |
| Herbalife Nutrition Ltd | 0.1414% |
| MDU Resources Group, Inc. | 0.1411% |
| Bio-Rad Laboratories Inc. | 0.1411% |
| Hudson Pacific Properties Inc. | 0.1410% |
| Sterling Bancorp/DE. | 0.1408% |
| Ashland Global Holdings, Inc. | 0.1405% |
| HEICO Corp. | 0.1403% |
| Prosperity Bancshares, Inc. | 0.1398% |
| Kirby Corp. | 0.1397% |
| National Fuel Gas Co. | 0.1396% |
| Cable One, Inc. | 0.1395% |
| NCR Corp. | 0.1391% |
| Macerich Co. | 0.1391% |
| Webster Financial Corp. | 0.1389% |
| CAPRI HOLDINGS LTD | 0.1388% |
| Wyndham Hotels & Resorts Inc. | 0.1386% |
| National Instruments Corp. | 0.1386% |
| Assured Guaranty Ltd. | 0.1383% |
| Grand Canyon Education, Inc. | 0.1382% |
| Polaris Industries, Inc. | 0.1380% |
| Wabtec Corp. | 0.1373% |
| Toll Brothers, Inc. | 0.1370% |
| Aecom Technology Corp. | 0.1368% |
| Perrigo Co Plc. | 0.1365% |
| Jabil, Inc. | 0.1361% |
| Manhattan Associates, Inc. | 0.1360% |
| Williams-Sonoma, Inc. | 0.1355% |
| Murphy Oil Corp. | 0.1354% |
| LogMeIn, Inc. | 0.1352% |
| White Mountains Insurance Group | 0.1347% |
| Axis Capital Holdings Ltd. | 0.1347% |
| H&R Block, Inc. | 0.1346% |
| First Horizon National Corp. | 0.1346% |
| Chemed Corp. | 0.1345% |
| RealPage, Inc. | 0.1339% |
| Landstar System, Inc. | 0.1339% |
| AGCO Corp. | 0.1336% |
| Highwoods Properties, Inc. | 0.1334% |
| Western Alliance Bancorp | 0.1332% |
| Valvoline, Inc. | 0.1324% |
| Fluor Corp. | 0.1323% |
| Sabre Corp. | 0.1323% |
| Genpact Ltd. | 0.1319% |
| Mohawk Industries, Inc. | 0.1317% |
| Life Storage, Inc. | 0.1317% |
| BWX Technologies, Inc. | 0.1312% |
| Wyndham Destinations Inc | 0.1306% |
| Invitation Homes, Inc. | 0.1296% |
| WPX Energy, Inc. | 0.1294% |
| Caesars Entertainment Corp. | 0.1286% |
| Tribune Media Co. | 0.1286% |
| Hospitality Properties Trust | 0.1285% |
| Huntsman Corp. | 0.1276% |
| Campbell Soup Co. | 0.1267% |
| nVent Electric PLC. | 0.1256% |
| Hawaiian Electric Industries, Inc. | 0.1256% |
| ServiceMaster Global Holdings, Inc. | 0.1255% |
| Versum Materials, Inc. | 0.1255% |
| Littelfuse, Inc. | 0.1248% |
| Alkermes plc | 0.1244% |
| Eaton Vance Corp. | 0.1243% |
| Pinnacle Financial Partners, Inc. | 0.1243% |
| Olin Corp. | 0.1242% |
| Goodyear Tire & Rubber Co. | 0.1242% |
| Penumbra, Inc. | 0.1238% |
| Brunswick Corp. | 0.1236% |
| Howard Hughes Corp. | 0.1234% |
| JBG SMITH Properties | 0.1227% |
| Credit Acceptance Corp. | 0.1222% |
| Macquarie Infrastructure Corp. | 0.1221% |
| Watsco, Inc. | 0.1216% |
| Extended Stay America, Inc. | 0.1216% |
| Nordstrom, Inc. | 0.1214% |
| Crane Co. | 0.1213% |
| Synovus Financial Corp. | 0.1202% |
| Cinemark Holdings, Inc. | 0.1201% |
| Match Group, Inc. | 0.1200% |
| 2U, Inc. | 0.1197% |
| Under Armour, Inc., Cl. A | 0.1195% |
| TreeHouse Foods, Inc. | 0.1194% |
| Alcoa Corp. | 0.1194% |
| Dolby Laboratories, Inc. | 0.1192% |
| FNB Corp. | 0.1188% |
| Equity Commonwealth | 0.1175% |
| Zynga, Inc. | 0.1175% |
| Wintrust Financial Corp. | 0.1174% |
| Rayonier, Inc. | 0.1172% |
| BANK OZK | 0.1171% |
| Carter's, Inc. | 0.1170% |
| Telephone & Data Systems, Inc. | 0.1169% |
| Coty, Inc. | 0.1166% |
| Fireeye, Inc. | 0.1164% |
| Under Armour, Inc., Cl. C | 0.1162% |
| Six Flags Entertainment Corp. | 0.1161% |
| Valmont Industries, Inc. | 0.1158% |
| Retail Properties of America, Inc. | 0.1155% |
| Pure Storage, Inc. | 0.1154% |
| Graphic Packaging Holding Co. | 0.1152% |
| Associated Banc-Corp. | 0.1150% |
| Erie Indemnity Co. | 0.1146% |
| Zayo Group Holdings, Inc. | 0.1141% |
| XPO Logistics, Inc. | 0.1140% |
| TCF Financial Corp. | 0.1138% |
| MSC Industrial Direct Co., Inc. | 0.1138% |
| Regal Beloit Corp. | 0.1135% |
| Umpqua Holdings Corp. | 0.1133% |
| Lazard Ltd. | 0.1123% |
| Coresite Realty Corp. | 0.1114% |
| Flowers Foods, Inc. | 0.1112% |
| BankUnited, Inc. | 0.1110% |
| Parsley Energy, Inc. | 0.1110% |
| Paramount Group, Inc. | 0.1105% |
| PBF Energy, Inc. | 0.1103% |
| Rollins, Inc. | 0.1097% |
| Nektar Therapeutics | 0.1097% |
| Evercore Partners, Inc., Cl. A | 0.1092% |
| Knight-Swift Transportation Ho. | 0.1090% |
| Nu Skin Enterprises, Inc. | 0.1084% |
| COLONY CAPITAL INC | 0.1083% |
| News Corp., Cl. A | 0.1082% |
| United States Steel Corp. | 0.1082% |
| Bruker Corp. | 0.1076% |
| Air Lease Corp. | 0.1076% |
| Weingarten Realty Investors | 0.1075% |
| Trinity Industries, Inc. | 0.1071% |
| Domtar Corp. | 0.1069% |
| Bank of Hawaii Corp. | 0.1068% |
| Interactive Brokers Group, Inc. | 0.1065% |
| Gap, Inc. (The) | 0.1064% |
| Chimera Investment Corp. | 0.1064% |
| Apple Hospitality REIT, Inc. | 0.1061% |
| NewMarket Corp. | 0.1049% |
| SPIRIT REALTY CAPITAL INC | 0.1047% |
| Owens-Illinois, Inc. | 0.1047% |
| Liberty Media Corp-Liberty Sir | 0.1046% |
| Stericycle, Inc. | 0.1041% |
| First Solar, Inc. | 0.1041% |
| Ryder System, Inc. | 0.1037% |
| Hyatt Hotels Corp. | 0.1037% |
| Hilton Grand Vacations, Inc. | 0.1032% |
| ICU Medical, Inc. | 0.1028% |
| Eagle Materials, Inc. | 0.1022% |
| Integra LifeSciences Holdings. | 0.1017% |
| Navient Corp. | 0.1015% |
| Wendy's Co. | 0.1008% |
| Sprouts Farmers Markets, Inc. | 0.1008% |
| Transocean Ltd. | 0.0997% |
| Graham Holdings Co. | 0.0996% |
| Clean Harbors, Inc. | 0.0991% |
| Armstrong World Industries, Inc. | 0.0990% |
| Thor Industries, Inc. | 0.0988% |
| MEDNAX, Inc. | 0.0987% |
| Texas Capital Bancshares, Inc. | 0.0983% |
| Senior Housing Properties Trust | 0.0979% |
| Apergy Corp. | 0.0973% |
| Taubman Centers, Inc. | 0.0971% |
| First Citizens BancShares, Inc. | 0.0970% |
| CoreLogic, Inc. | 0.0961% |
| Outfront Media, Inc. | 0.0957% |
| WESCO International, Inc. | 0.0954% |
| Zillow Group, Inc. | 0.0952% |
| Coherent, Inc. | 0.0951% |
| Scotts Miracle-Gro Co./The | 0.0947% |
| Dick's Sporting Goods, Inc. | 0.0945% |
| USG Corp. | 0.0942% |
| Energizer Holdings, Inc. | 0.0934% |
| IPG Photonics Corp. | 0.0934% |
| AMC Networks, Inc. | 0.0929% |
| Cantel Medical Corp. | 0.0924% |
| MFA Financial Inc. | 0.0919% |
| Two Harbors Investment Corp | 0.0918% |
| Timken Co. | 0.0916% |
| Patterson-UTI Energy, Inc. | 0.0907% |
| Discovery Communications, Inc., Cl. A | 0.0892% |
| Brandywine Realty Trust | 0.0890% |
| EQT Corp. | 0.0890% |
| Tempur Sealy International, Inc. | 0.0886% |
| Cabot Corp. | 0.0880% |
| Agios Pharmaceuticals, Inc. | 0.0877% |
| Terex Corp. | 0.0874% |
| Conduent, Inc. | 0.0873% |
| Copa Holdings S.A. | 0.0863% |
| Columbia Property Trust, Inc. | 0.0861% |
| Corporate Office Properties Trust | 0.0860% |
| Columbia Sportswear Co. | 0.0843% |
| Colfax Corp. | 0.0840% |
| Realogy Holdings Corp. | 0.0835% |
| Univar, Inc. | 0.0834% |
| Ubiquiti Networks, Inc. | 0.0831% |
| EchoStar Corp. | 0.0814% |
| Legg Mason, Inc. | 0.0807% |
| Choice Hotels International, Inc. | 0.0803% |
| Premier, Inc. | 0.0795% |
| HEICO Corp. | 0.0788% |
| ELEMENT SOLUTIONS INC | 0.0781% |
| OneMain Holdings, Inc. | 0.0773% |
| Chesapeake Energy Corp. | 0.0770% |
| Whiting Petroleum Corp. | 0.0767% |
| Visteon Corp. | 0.0750% |
| Pegasystems, Inc. | 0.0746% |
| Acadia Healthcare Co., Inc. | 0.0738% |
| Equitrans Midstream Corp. | 0.0728% |
| Gardner Denver Holdings Inc. | 0.0721% |
| John Wiley & Sons, Inc. | 0.0714% |
| Silgan Holdings, Inc. | 0.0707% |
| Range Resources Corp. | 0.0704% |
| AMERCO | 0.0703% |
| SM Energy Co. | 0.0698% |
| CNX Resources Corp. | 0.0696% |
| Centennial Resource Developmen. | 0.0692% |
| Welbilt, Inc. | 0.0677% |
| Empire State Realty Trust, Inc. | 0.0674% |
| Morningstar, Inc. | 0.0650% |
| Urban Outfitters, Inc. | 0.0647% |
| Adient plc | 0.0644% |
| AutoNation, Inc. | 0.0643% |
| SITE CENTERS CORP | 0.0638% |
| Lions Gate Entertainment Corp. | 0.0631% |
| Antero Resources Corp. | 0.0625% |
| QEP Resources, Inc. | 0.0620% |
| Uniti Group, Inc. | 0.0619% |
| BOK Financial Corp. | 0.0609% |
| Santander Consumer USA Holding | 0.0607% |
| Zillow Group, Inc. | 0.0606% |
| Hain Celestial Group, Inc. | 0.0570% |
| The Michaels Companies, Inc. | 0.0569% |
| First Hawaiian, Inc. | 0.0565% |
| FRONTDOOR INC | 0.0538% |
| BGC Partners, Inc. | 0.0517% |
| Liberty Media SiriusXM Corp. | 0.0515% |
| AXA Equitable Holdings Inc. | 0.0486% |
| Mercury General Corp. | 0.0481% |
| Penske Automotive Group, Inc. | 0.0470% |
| Sprint Corp. | 0.0457% |
| Westlake Chemical Corp. | 0.0443% |
| Arcosa Inc. | 0.0440% |
| KOSMOS ENERGY LTD | 0.0439% |
| Covetrus Inc. | 0.0421% |
| Liberty Broadband Corp. | 0.0413% |
| Avangrid, Inc. | 0.0385% |
| DocuSign, Inc. | 0.0380% |
| Ceridian HCM Holding Inc. | 0.0377% |
| Nabors Industries Ltd. | 0.0368% |
| American National Insurance Co. | 0.0368% |
| Schneider National, Inc. | 0.0362% |
| News Corp., Cl. B | 0.0350% |
| Continental Resources, Inc. | 0.0349% |
| TFS Financial Corp. | 0.0319% |
| Virtu Financial, Inc. | 0.0316% |
| Retail Value Inc | 0.0265% |
| Weatherford International plc | 0.0256% |
| ADT Inc. | 0.0233% |
| CNA Financial Corp. | 0.0219% |
| Gates Industrial Corp PLC. | 0.0209% |
| Brown-Forman Corp. | 0.0207% |
| RPC, Inc. | 0.0194% |
| Southern Copper Corp. | 0.0152% |
| Extraction Oil & Gas Inc. | 0.0138% |
| Newmark Group Inc. | 0.0111% |
Negative net cash may be the result of a variety of factors including, but not limited to, (1) pending receivables or (2) amounts owed to the fund due to balancing amounts with respect to purchases and redemptions of creation units, but is not the result of the use of leverage.
Single Factor Strategy
Portfolio Holdings Breakdown
as of
02/20/2019
| Country | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| United States | 99.6% | 99.8% | -0.2% |
| Net Cash and Equivalents | 0.2% | - | - |
| China | 0.2% | 0.1% | 0.2% |
| Developed Markets | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| Americas | 99.6% | 99.8% | -0.2% |
| Net Cash and Equivalents | 0.2% | - | - |
| Emerging Markets | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| Net Cash and Equivalents | 0.2% | - | - |
| Asia Pacific | 0.2% | 0.1% | 0.2% |
| Equity Sector | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| Information Technology | 17.4% | 20.6% | -3.2% |
| Industrials | 14.2% | 10.1% | 4.1% |
| Financials | 13.3% | 13.6% | -0.3% |
| Consumer Discretionary | 12.5% | 10.1% | 2.4% |
| Real Estate | 10.6% | 3.7% | 6.9% |
| Health Care | 9.9% | 14.4% | -4.6% |
| Materials | 6.4% | 3.0% | 3.4% |
| Utilities | 4.2% | 3.1% | 1.0% |
| Communication Services | 4.0% | 9.5% | -5.5% |
| Consumer Staples | 3.7% | 6.7% | -3.0% |
| Energy | 3.5% | 5.2% | -1.7% |
| Net Cash and Equivalents | 0.2% | - | - |
| Industry | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| Equity Real Estate Investment Trusts (REITs) | 10.0% | 3.6% | 6.4% |
| Software | 6.7% | 6.5% | 0.3% |
| Insurance | 4.8% | 2.6% | 2.1% |
| Machinery | 3.9% | 1.8% | 2.1% |
| Banks | 3.7% | 5.7% | -2.1% |
| IT Services | 3.4% | 4.8% | -1.4% |
| Health Care Equipment & Supplies | 3.1% | 3.3% | -0.3% |
| Chemicals | 3.1% | 2.1% | 1.0% |
| Oil Gas & Consumable Fuels | 2.8% | 4.7% | -1.9% |
| Hotels Restaurants & Leisure | 2.7% | 2.0% | 0.7% |
| Capital Markets | 2.5% | 2.7% | -0.2% |
| Electronic Equipment Instruments & Components | 2.5% | 0.6% | 1.9% |
| Biotechnology | 2.3% | 2.6% | -0.3% |
| Food Products | 2.3% | 1.1% | 1.1% |
| Semiconductors & Semiconductor Equipment | 2.3% | 3.8% | -1.5% |
| Specialty Retail | 2.2% | 2.2% | -0.1% |
| Containers & Packaging | 2.2% | 0.4% | 1.8% |
| Media | 1.8% | 1.4% | 0.4% |
| Life Sciences Tools & Services | 1.8% | 1.1% | 0.7% |
| Health Care Providers & Services | 1.8% | 2.9% | -1.1% |
| Asset Allocation | Russell 1000 Size Factor ETF | Russell 1000® Index | Overweight / Underweight |
|---|---|---|---|
| Equity | 99.7% | 100.0% | -0.3% |
| Net Cash and Equivalents | 0.2% | - | - |
Analytics
Yields
Standardized Yield
1.59%
Portfolio Characteristics
Fund
Broad Benchmark
Average Market Cap (weighted)
$8.89 B
$192.60 B
Median Market Cap (weighted)
$7.90 B
$84.72 B
P/E Ratio (LTM)
18.01
17.98
P/E Ratio (NTM)
16.67
16.05
Price/Book
2.53
3.14
Price/Sales Ratio
1.64
2.06
Price/Cash Flow Ratio
12.57%
12.49%
Turnover Ratio
18.35%
-
Dividends
- D
Est. Frequency
Quarterly
Last Pay Date
12/28/2018
Per Share ($)
$0.1147
12-Month Distribution ($)
$0.3810
Distribution Sources
- D
Net Income
56.60%
Net Profit from Sale
0.00%
Other Capital Sources
43.40%
Insights
Documents
- 1. This is a new fund with limited operating history and an inception date of 11/8/17.
- 2. Access historical premium/discount information
- 3. An investment in the Fund is subject to investment risk, including the possible loss of principal amount invested. Small and mid-sized company stock is typically more volatile than that of larger company stock. The Fund will typically concentrate in industries or groups of industries to approximately the same extent as its Underlying Index. Investing significantly in a particular region, industry, sector or issuer may increase volatility and risk. Fund returns may not match the return of its respective index, known as non-correlation risk, due to operating expenses incurred by the Fund. The alternate weighting approach employed by the Fund (i.e., using size as a weighting measure), while designed to enhance potential returns, may not produce the desired results. Because the Fund is rebalanced quarterly, the Fund may experience portfolio turnover in excess of 100%. The greater the portfolio turnover, the greater the transaction costs to the Fund, which could have an adverse effect on the Fund’s performance.
- 4. The Russell 1000® Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000® Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 92% of the Russell 3000 Index. The index is unmanaged and cannot be purchased directly by investors. Index performance is shown for illustrative purposes only and does not predict or depict performance of the Fund. Past performance does not guarantee future results.
- 5. The Russell 1000 Size Factor Index is composed of securities in the Russell 1000 Index that, in the aggregate, have smaller size characteristics relative to the broader U.S. equity market. Past performance does not guarantee future results.
- 6. The Closing Price is the price of the last reported trade on the Fund's primary exchange.
- 7. Holdings are subject to change, and are dollar weighted based on total net assets.
- 8. Negative net cash may be the result of a variety of factors including, but not limited to, (1) pending receivables or (2) amounts owed to the fund due to balancing amounts with respect to purchases and redemptions of creation units, but is not the result of the use of leverage.
- 9. Standardized yield is based on an SEC standardized formula designed to approximate a Fund's annualized hypothetical current income from securities less expenses for the 30-day period ending and including the most recent month-end (or quarter-end) and either that date's maximum offering price (Class A shares) or net asset value (for other share classes).
- A. The Morningstar Rating™ for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. <b>The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics.</b> The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods. Ratings do not consider sales charges and are subject to change monthly. <strong>Past performance is no guarantee of future results</strong></p> ↩
- B. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily. ↩
-
C.
The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.
The NAV return is based on the net asset value of the Fund and the market return (MKT) is based on the market price per share of the Fund. The price used to calculate MKT is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the Fund are listed for trading when the Fund's NAV is calculated at market close. MKT and NAV assume dividends and capital gain distributions have been reinvested in the Fund at market price and NAV, respectively. Returns less than one year are cumulative.
"Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund). These returns would be lower if sales charges were taken into consideration. Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions. ↩ - D. There is no guarantee of the payment of any dividend or other distributions at any level. ↩