Description

The S&P 500 Factor Rotator Daily RC2 7% Total Return Index is designed to track the S&P 500 Factor Rotator Index plus the S&P 2-Year U.S. Treasury Note Futures Index. These two positions are dynamically rebalanced to target a volatility of 7%.

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Characteristics


Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



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