AFMC vs. ROUS ETF Comparison

Comparison of Active Factor Mid Cap ETF (AFMC) to Lattice U.S. Equity Strategy ETF (ROUS)

AFMC

Active Factor Mid Cap ETF

AFMC Description

The investment seeks to provide capital appreciation. Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in U.S.-listed equity securities issued by mid capitalization companies. The manager defines mid capitalization companies as those that, at the time of investment, have a market capitalization between the minimum and maximum market capitalization of a widely recognized index of mid capitalization companies based upon the composition of the index at the time of investment. It is non-diversified.

Grade (RS Rating)

Last Trade

$34.31

Average Daily Volume

9,370

Number of Holdings ^*

244

* may have additional holdings in another (foreign) market

ROUS

Lattice U.S. Equity Strategy ETF

ROUS Description

The investment seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Lattice Risk-Optimized US Large Cap Equity Strategy Index (LROUSLX). The fund generally invests at least 80 percent of its assets in securities of the index and in depositary receipts representing securities of the index. The index seeks to improve returns through a market cycle relative to traditional cap-weighted U.S. equity market indices and active U.S. equity market strategies.

Grade (RS Rating)

Last Trade

$53.83

Average Daily Volume

59,393

Number of Holdings ^*

345

* may have additional holdings in another (foreign) market

Performance

Period	AFMC	ROUS
30 Days	7.36%	4.24%
60 Days	6.97%	4.66%
90 Days	8.83%	6.25%
12 Months	41.05%	30.06%

89 Overlapping Holdings

Symbol	Grade	Weight in AFMC	Weight in ROUS	Overlap
ACIW	B	0.51%	0.08%	0.08%
ADC	B	0.34%	0.17%	0.17%
AIT	A	0.22%	0.23%	0.22%
AIZ	A	0.4%	0.09%	0.09%
ALSN	B	1.13%	0.49%	0.49%
AN	C	0.26%	0.22%	0.22%
ANF	C	0.37%	0.05%	0.05%
AOS	F	0.09%	0.01%	0.01%
APPF	B	0.3%	0.07%	0.07%
ARW	D	0.34%	0.19%	0.19%
ASGN	F	0.07%	0.17%	0.07%
ATR	B	0.15%	0.08%	0.08%
AVT	C	0.27%	0.69%	0.27%
AWI	A	0.06%	0.05%	0.05%
AYI	B	1.16%	0.22%	0.22%
BLDR	D	0.59%	0.12%	0.12%
BMI	B	0.04%	0.32%	0.04%
CACI	D	0.62%	0.24%	0.24%
CAH	B	0.13%	0.17%	0.13%
CASY	A	0.14%	0.26%	0.14%
CHE	D	0.41%	0.13%	0.13%
CHRD	D	0.4%	0.09%	0.09%
CHRW	C	0.28%	0.38%	0.28%
CMC	B	0.6%	0.14%	0.14%
COKE	C	0.87%	0.13%	0.13%
CRUS	D	0.46%	0.32%	0.32%
CSWI	A	0.33%	0.06%	0.06%
CVLT	B	0.7%	0.78%	0.7%
DBX	B	0.54%	0.43%	0.43%
DCI	B	0.08%	0.24%	0.08%
DKS	C	0.29%	0.21%	0.21%
EHC	B	0.27%	0.02%	0.02%
EME	C	1.33%	0.39%	0.39%
EXEL	B	0.39%	0.29%	0.29%
FFIV	B	0.58%	0.42%	0.42%
FHN	A	0.32%	0.02%	0.02%
FICO	B	0.67%	0.67%	0.67%
FSS	B	0.3%	0.1%	0.1%
GDDY	A	1.2%	0.52%	0.52%
GEN	B	0.1%	0.21%	0.1%
GLPI	C	0.72%	0.08%	0.08%
GPI	A	0.25%	0.29%	0.25%
HRB	D	0.5%	0.49%	0.49%
INCY	C	0.29%	0.44%	0.29%
INGR	B	0.9%	0.08%	0.08%
ITRI	B	0.08%	0.02%	0.02%
JBL	B	0.67%	0.16%	0.16%
JHG	A	0.26%	0.08%	0.08%
L	A	0.22%	0.1%	0.1%
LAMR	D	0.39%	0.13%	0.13%
LII	A	0.75%	0.12%	0.12%
LOPE	B	0.26%	0.25%	0.25%
MANH	D	0.27%	0.24%	0.24%
MLI	C	1.15%	0.4%	0.4%
MTG	C	1.1%	0.14%	0.14%
MTH	D	0.47%	0.01%	0.01%
MUSA	A	0.6%	0.64%	0.6%
NFG	A	0.56%	0.24%	0.24%
NNN	D	0.0%	0.07%	0.0%
NRG	B	0.99%	0.51%	0.51%
NSIT	F	0.1%	0.32%	0.1%
NTAP	C	0.62%	1.0%	0.62%
NXST	C	0.62%	0.04%	0.04%
NYT	C	0.5%	0.35%	0.35%
OC	A	0.8%	0.2%	0.2%
OGN	D	0.08%	0.2%	0.08%
OHI	C	0.58%	0.02%	0.02%
ORI	A	1.17%	0.31%	0.31%
PHM	D	0.56%	0.29%	0.29%
RDN	C	0.76%	0.19%	0.19%
RL	B	0.26%	0.14%	0.14%
RPM	A	0.5%	0.44%	0.44%
RS	B	0.35%	0.39%	0.35%
SANM	B	0.49%	0.37%	0.37%
SFM	A	1.96%	0.14%	0.14%
SKX	D	0.07%	0.16%	0.07%
SNA	A	0.47%	0.25%	0.25%
SNX	C	0.55%	0.25%	0.25%
SPSC	C	0.05%	0.06%	0.05%
STLD	B	0.36%	0.3%	0.3%
UFPI	B	0.34%	0.17%	0.17%
UNM	A	0.96%	0.41%	0.41%
UTHR	C	1.55%	0.42%	0.42%
VMI	B	0.24%	0.1%	0.1%
VNT	B	0.09%	0.36%	0.09%
VST	B	1.04%	0.16%	0.16%
WPC	D	0.65%	0.01%	0.01%
WSM	B	0.98%	0.22%	0.22%
WSO	A	0.38%	0.19%	0.19%

AFMC Overweight 155 Positions Relative to ROUS

Symbol	Grade	Weight
TOL	B	1.47%
THC	D	1.12%
KBH	D	1.09%
FIX	A	1.06%
IDCC	A	0.95%
TPL	A	0.94%
ACT	D	0.87%
IBOC	A	0.85%
CSL	C	0.8%
ESNT	D	0.8%
CW	B	0.78%
TMHC	B	0.78%
HIW	D	0.77%
SF	B	0.74%
WBS	A	0.73%
CNM	D	0.72%
TXRH	C	0.72%
FHI	A	0.68%
G	B	0.66%
ERIE	D	0.65%
JXN	C	0.65%
BRBR	A	0.62%
TPR	B	0.62%
AMG	B	0.62%
PRI	A	0.6%
BERY	B	0.59%
CUZ	B	0.56%
EXP	A	0.56%
PPC	C	0.54%
CRS	A	0.54%
TGNA	B	0.54%
DECK	A	0.52%
SBRA	C	0.51%
CBSH	A	0.51%
DINO	D	0.48%
ENS	D	0.48%
GMED	A	0.48%
NVST	B	0.47%
KMT	B	0.47%
PSN	D	0.46%
UHS	D	0.45%
BCC	B	0.45%
AMR	C	0.45%
GHC	C	0.44%
PINC	B	0.44%
HNI	B	0.44%
RGLD	C	0.43%
DDS	B	0.43%
PK	B	0.43%
JLL	D	0.43%
MEDP	D	0.43%
AGCO	D	0.43%
BTU	B	0.43%
ONTO	D	0.42%
GEF	A	0.42%
NTCT	C	0.42%
HALO	F	0.39%
HLI	B	0.39%
PVH	C	0.39%
JAZZ	B	0.38%
TEX	D	0.37%
CDP	C	0.37%
WFRD	D	0.37%
MAN	D	0.37%
BYD	C	0.35%
MOH	F	0.34%
UGI	A	0.34%
HWC	B	0.33%
COLB	A	0.33%
SAIC	F	0.31%
EPR	D	0.31%
PBF	D	0.3%
SSB	B	0.3%
CR	A	0.3%
GAP	C	0.3%
BDC	B	0.29%
LNTH	D	0.29%
ASO	F	0.29%
NSA	D	0.27%
CTRE	D	0.27%
TTEK	F	0.26%
WWD	B	0.26%
NVT	B	0.26%
ATKR	C	0.25%
CATY	B	0.25%
HOG	D	0.25%
CNA	B	0.25%
ZD	C	0.25%
IBP	D	0.25%
WCC	B	0.25%
TDC	D	0.24%
MSM	C	0.24%
LPX	B	0.24%
OLN	D	0.24%
ESAB	B	0.23%
ENSG	D	0.23%
NBIX	C	0.22%
HST	C	0.22%
OZK	B	0.21%
BWA	D	0.21%
LEA	D	0.21%
CRVL	A	0.21%
HOMB	A	0.2%
PRGO	B	0.19%
NEU	C	0.19%
JWN	C	0.19%
NAVI	C	0.19%
SM	B	0.18%
ZION	B	0.18%
SJM	D	0.18%
NUS	D	0.18%
CRI	D	0.18%
APLE	B	0.17%
CROX	D	0.17%
ADNT	F	0.17%
ABG	B	0.17%
DXC	B	0.17%
CLF	F	0.17%
M	D	0.15%
BLD	D	0.13%
VSH	D	0.13%
OPCH	D	0.12%
AEO	F	0.12%
HPP	F	0.12%
TPH	D	0.11%
EQH	B	0.1%
EXLS	B	0.1%
BPMC	C	0.1%
CUBE	D	0.1%
ELF	C	0.1%
BOX	B	0.1%
AMN	F	0.09%
HSIC	B	0.09%
CNXC	F	0.09%
ITT	A	0.09%
CPT	B	0.09%
HAE	C	0.08%
BRX	A	0.08%
APA	D	0.08%
LECO	B	0.08%
DOCS	C	0.07%
WU	D	0.07%
TAP	C	0.07%
OSCR	D	0.07%
DVA	B	0.06%
PDCO	D	0.06%
PBH	A	0.06%
MMSI	B	0.06%
CXT	B	0.05%
ZETA	D	0.05%
ACLS	F	0.04%
LEVI	F	0.03%
IART	C	0.02%
VRNS	D	0.0%
PI	D	0.0%

AFMC Underweight 256 Positions Relative to ROUS

Symbol	Grade	Weight
GOOGL	C	-1.26%
AAPL	C	-1.22%
MSFT	F	-1.14%
WMT	A	-1.09%
JNJ	D	-1.08%
HPQ	B	-1.07%
UNH	C	-1.02%
NVDA	C	-0.99%
T	A	-0.89%
DELL	C	-0.88%
HPE	B	-0.86%
ABBV	D	-0.85%
VZ	C	-0.84%
KR	B	-0.84%
MRK	F	-0.84%
IBM	C	-0.83%
CSCO	B	-0.83%
XOM	B	-0.82%
MSI	B	-0.82%
JPM	A	-0.81%
HD	A	-0.81%
META	D	-0.78%
EA	A	-0.77%
TMUS	B	-0.76%
CTSH	B	-0.75%
LLY	F	-0.75%
BRK.A	B	-0.72%
GILD	C	-0.7%
TXN	C	-0.65%
PG	A	-0.64%
ORCL	B	-0.64%
EOG	A	-0.63%
AVGO	D	-0.63%
MTB	A	-0.62%
MO	A	-0.6%
APH	A	-0.58%
FOXA	B	-0.58%
GWW	B	-0.58%
IT	C	-0.56%
COST	B	-0.56%
GLW	B	-0.54%
MCK	B	-0.54%
HUM	C	-0.53%
QCOM	F	-0.52%
AMZN	C	-0.52%
SHW	A	-0.51%
CINF	A	-0.5%
FAST	B	-0.49%
BK	A	-0.48%
CMI	A	-0.48%
VLO	C	-0.47%
ACN	C	-0.44%
CVS	D	-0.44%
CL	D	-0.43%
CTAS	B	-0.43%
ELV	F	-0.42%
ACI	C	-0.41%
JNPR	F	-0.4%
V	A	-0.4%
TRV	B	-0.39%
MA	C	-0.39%
NXPI	D	-0.38%
SW	A	-0.38%
LMT	D	-0.38%
KMB	D	-0.38%
ETR	B	-0.37%
CMCSA	B	-0.37%
AXS	A	-0.37%
ORLY	B	-0.37%
FDX	B	-0.36%
VRTX	F	-0.36%
AMGN	D	-0.36%
VRSN	F	-0.36%
BBY	D	-0.35%
C	A	-0.34%
PM	B	-0.34%
MKL	A	-0.33%
EBAY	D	-0.33%
CB	C	-0.33%
GPC	D	-0.33%
CDW	F	-0.33%
TER	D	-0.33%
LNG	B	-0.33%
AZO	C	-0.32%
AFL	B	-0.32%
TSCO	D	-0.32%
BMY	B	-0.32%
PCAR	B	-0.31%
ANET	C	-0.31%
SYF	B	-0.31%
WM	A	-0.31%
VICI	C	-0.31%
LOW	D	-0.31%
YUM	B	-0.3%
GRMN	B	-0.3%
RMD	C	-0.3%
RHI	B	-0.29%
AMAT	F	-0.29%
WTM	A	-0.29%
DUK	C	-0.29%
CDNS	B	-0.29%
PEP	F	-0.28%
KLAC	D	-0.28%
TJX	A	-0.28%
OTIS	C	-0.28%
ALKS	B	-0.27%
HSY	F	-0.27%
RF	A	-0.27%
XEL	A	-0.27%
DGX	A	-0.27%
COR	B	-0.27%
EG	C	-0.26%
SYY	B	-0.26%
SO	D	-0.26%
MPC	D	-0.26%
MAS	D	-0.26%
ITW	B	-0.26%
PRU	A	-0.25%
STT	A	-0.25%
DLB	B	-0.25%
KEYS	A	-0.25%
CI	F	-0.24%
PEG	A	-0.24%
NVR	D	-0.24%
ACGL	D	-0.24%
PKG	A	-0.23%
PGR	A	-0.23%
BKNG	A	-0.23%
CRBG	B	-0.23%
DTE	C	-0.23%
TT	A	-0.23%
LSTR	D	-0.23%
GPK	C	-0.23%
ED	D	-0.23%
HBAN	A	-0.23%
R	B	-0.23%
WFC	A	-0.22%
KD	B	-0.22%
AEP	D	-0.22%
PNC	B	-0.21%
MCHP	D	-0.21%
CVX	A	-0.21%
HCA	F	-0.2%
ROP	B	-0.2%
RSG	A	-0.2%
SON	D	-0.2%
PPL	B	-0.19%
SNPS	B	-0.19%
FLO	D	-0.19%
DHI	D	-0.19%
VRSK	A	-0.19%
CAT	B	-0.19%
DY	D	-0.18%
IRM	D	-0.18%
ECL	D	-0.18%
REGN	F	-0.17%
FE	C	-0.17%
MDT	D	-0.17%
LRCX	F	-0.17%
BAH	F	-0.17%
FITB	A	-0.17%
LYB	F	-0.17%
STX	D	-0.16%
RNR	C	-0.16%
ADBE	C	-0.16%
CBT	C	-0.16%
PPG	F	-0.16%
OMC	C	-0.15%
SWKS	F	-0.15%
MMM	D	-0.15%
ABT	B	-0.14%
ALL	A	-0.14%
O	D	-0.14%
FLEX	A	-0.14%
BPOP	B	-0.14%
FCN	D	-0.14%
BSX	B	-0.14%
ROL	B	-0.14%
MCD	D	-0.14%
RGA	A	-0.14%
GIS	D	-0.14%
USB	A	-0.13%
PANW	C	-0.13%
DOV	A	-0.13%
WEC	A	-0.13%
AEE	A	-0.13%
EIX	B	-0.12%
POR	C	-0.12%
PSTG	D	-0.12%
AVB	B	-0.12%
FANG	D	-0.12%
EQR	B	-0.12%
LDOS	C	-0.11%
BAC	A	-0.11%
MTD	D	-0.11%
INTU	C	-0.11%
TGT	F	-0.11%
CNC	D	-0.1%
UMBF	B	-0.1%
AMCR	D	-0.1%
DVN	F	-0.1%
NEE	D	-0.09%
HUBB	B	-0.09%
KO	D	-0.09%
WELL	A	-0.09%
ADI	D	-0.09%
CBOE	B	-0.09%
BJ	A	-0.09%
OGE	B	-0.08%
EXC	C	-0.08%
NOC	D	-0.08%
MMS	F	-0.08%
COP	C	-0.08%
GWRE	A	-0.07%
SPG	B	-0.07%
PSA	D	-0.07%
GD	F	-0.07%
SRE	A	-0.07%
FTNT	C	-0.07%
KNF	A	-0.07%
PTC	A	-0.06%
LNC	B	-0.06%
MOG.A	B	-0.05%
NOW	A	-0.05%
ADSK	A	-0.05%
BR	A	-0.05%
HON	B	-0.05%
FELE	B	-0.04%
LFUS	F	-0.04%
CCI	D	-0.04%
EPRT	B	-0.04%
COF	B	-0.04%
BCO	D	-0.04%
IP	B	-0.04%
D	C	-0.04%
AKAM	D	-0.04%
ITCI	C	-0.04%
ADM	D	-0.03%
CF	B	-0.03%
NWSA	B	-0.03%
JCI	C	-0.03%
CIEN	B	-0.02%
SYK	C	-0.02%
PAYX	C	-0.02%
SEE	C	-0.02%
CHTR	C	-0.02%
MSA	D	-0.02%
VTR	C	-0.02%
LIN	D	-0.02%
PSX	C	-0.02%
AAON	B	-0.02%
SLGN	A	-0.02%
AIG	B	-0.02%
AVY	D	-0.01%
MPWR	F	-0.01%
ONB	B	-0.01%