ROUS vs. AFLG ETF Comparison

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

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

$52.56

Average Daily Volume

58,484

Number of Holdings ^*

345

* may have additional holdings in another (foreign) market

AFLG

Active Factor Large Cap ETF

AFLG 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 large capitalization companies. The manager defines large capitalization companies as those that, at the time of investment, have a minimum market capitalization equal to or greater than the minimum market capitalization of a widely recognized index of large capitalization companies based upon the composition of the index at the time of investment. It is non-diversified.

Grade (RS Rating)

Last Trade

$35.16

Average Daily Volume

34,333

Number of Holdings ^*

247

* may have additional holdings in another (foreign) market

Performance

Period	ROUS	AFLG
30 Days	0.08%	1.21%
60 Days	2.69%	4.33%
90 Days	4.39%	6.95%
12 Months	27.41%	35.70%

160 Overlapping Holdings

Symbol	Grade	Weight in ROUS	Weight in AFLG	Overlap
AAPL	C	1.22%	6.85%	1.22%
ABBV	F	0.85%	0.85%	0.85%
ACGL	D	0.24%	0.18%	0.18%
ACN	C	0.44%	0.22%	0.22%
ADBE	D	0.16%	0.31%	0.16%
ADM	D	0.03%	0.06%	0.03%
AFL	C	0.32%	0.75%	0.32%
AIG	C	0.02%	0.28%	0.02%
AIZ	A	0.09%	0.15%	0.09%
ALL	A	0.14%	0.08%	0.08%
AMAT	F	0.29%	0.37%	0.29%
AMCR	D	0.1%	0.04%	0.04%
AMZN	B	0.52%	1.8%	0.52%
ANET	C	0.31%	0.13%	0.13%
AOS	F	0.01%	0.4%	0.01%
APH	B	0.58%	0.6%	0.58%
AVB	B	0.12%	0.05%	0.05%
AVGO	C	0.63%	1.38%	0.63%
AZO	C	0.32%	0.18%	0.18%
BAH	D	0.17%	0.22%	0.17%
BBY	D	0.35%	0.48%	0.35%
BK	B	0.48%	0.73%	0.48%
BKNG	A	0.23%	0.29%	0.23%
BLDR	D	0.12%	0.34%	0.12%
BMY	A	0.32%	0.59%	0.32%
BRK.A	B	0.72%	1.55%	0.72%
BSX	A	0.14%	0.66%	0.14%
CAH	B	0.17%	0.11%	0.11%
CAT	C	0.19%	0.58%	0.19%
CBOE	C	0.09%	0.36%	0.09%
CDNS	B	0.29%	0.05%	0.05%
CDW	F	0.33%	0.03%	0.03%
CF	A	0.03%	0.39%	0.03%
CI	D	0.24%	0.15%	0.15%
CL	D	0.43%	0.57%	0.43%
CMCSA	B	0.37%	0.56%	0.37%
CMI	A	0.48%	0.51%	0.48%
CNC	F	0.1%	0.19%	0.1%
COR	B	0.27%	0.58%	0.27%
COST	A	0.56%	0.9%	0.56%
CRBG	B	0.23%	0.09%	0.09%
CSCO	B	0.83%	0.45%	0.45%
CTAS	B	0.43%	0.71%	0.43%
CTSH	C	0.75%	0.47%	0.47%
CVS	F	0.44%	0.18%	0.18%
CVX	A	0.21%	0.43%	0.21%
DELL	B	0.88%	0.14%	0.14%
DHI	D	0.19%	0.33%	0.19%
DKS	D	0.21%	0.04%	0.04%
DVN	F	0.1%	0.3%	0.1%
EA	A	0.77%	0.3%	0.3%
EBAY	D	0.33%	0.1%	0.1%
ECL	D	0.18%	0.54%	0.18%
ED	C	0.23%	0.25%	0.23%
EG	D	0.26%	0.15%	0.15%
EIX	C	0.12%	0.22%	0.12%
ELV	F	0.42%	0.72%	0.42%
EME	A	0.39%	0.68%	0.39%
EQR	C	0.12%	0.1%	0.1%
FDX	B	0.36%	0.24%	0.24%
FE	C	0.17%	0.52%	0.17%
FFIV	B	0.42%	0.6%	0.42%
FICO	B	0.67%	0.81%	0.67%
FOXA	B	0.58%	0.55%	0.55%
GDDY	A	0.52%	0.53%	0.52%
GEN	B	0.21%	0.1%	0.1%
GILD	C	0.7%	0.62%	0.62%
GLPI	C	0.08%	0.4%	0.08%
GOOGL	B	1.26%	2.07%	1.26%
GRMN	B	0.3%	0.42%	0.3%
GWW	B	0.58%	0.2%	0.2%
HPQ	B	1.07%	0.5%	0.5%
HUM	D	0.53%	0.16%	0.16%
IBM	C	0.83%	0.43%	0.43%
INCY	C	0.44%	0.25%	0.25%
IP	A	0.04%	0.33%	0.04%
IT	C	0.56%	0.13%	0.13%
JBL	C	0.16%	0.19%	0.16%
JNJ	D	1.08%	0.71%	0.71%
KEYS	C	0.25%	0.21%	0.21%
KLAC	F	0.28%	0.11%	0.11%
KMB	C	0.38%	0.05%	0.05%
KO	D	0.09%	0.33%	0.09%
KR	B	0.84%	0.49%	0.49%
L	A	0.1%	0.18%	0.1%
LDOS	C	0.11%	0.16%	0.11%
LII	A	0.12%	0.25%	0.12%
LLY	F	0.75%	0.46%	0.46%
LMT	D	0.38%	0.36%	0.36%
LOW	C	0.31%	0.33%	0.31%
LYB	F	0.17%	0.07%	0.07%
MA	B	0.39%	0.21%	0.21%
MANH	D	0.24%	0.26%	0.24%
MAS	D	0.26%	0.52%	0.26%
MCK	A	0.54%	0.52%	0.52%
META	C	0.78%	1.84%	0.78%
MMM	D	0.15%	0.56%	0.15%
MO	A	0.6%	0.95%	0.6%
MPC	D	0.26%	0.12%	0.12%
MRK	F	0.84%	0.64%	0.64%
MSFT	D	1.14%	4.59%	1.14%
MSI	B	0.82%	0.39%	0.39%
NRG	B	0.51%	0.8%	0.51%
NTAP	C	1.0%	0.62%	0.62%
NVDA	A	0.99%	5.38%	0.99%
NVR	D	0.24%	0.47%	0.24%
NWSA	B	0.03%	0.19%	0.03%
NXPI	F	0.38%	0.05%	0.05%
OC	A	0.2%	0.36%	0.2%
OGN	F	0.2%	0.3%	0.2%
ORLY	B	0.37%	0.06%	0.06%
PCAR	C	0.31%	0.41%	0.31%
PEG	C	0.24%	0.54%	0.24%
PG	C	0.64%	0.81%	0.64%
PGR	B	0.23%	0.73%	0.23%
PHM	D	0.29%	0.53%	0.29%
PKG	B	0.23%	0.35%	0.23%
PM	A	0.34%	0.34%	0.34%
PPG	F	0.16%	0.19%	0.16%
PPL	A	0.19%	0.05%	0.05%
PRU	B	0.25%	0.09%	0.09%
PSA	C	0.07%	0.05%	0.05%
PSX	C	0.02%	0.09%	0.02%
QCOM	F	0.52%	0.95%	0.52%
RF	A	0.27%	0.28%	0.27%
RHI	C	0.29%	0.38%	0.29%
RL	C	0.14%	0.83%	0.14%
RMD	C	0.3%	0.1%	0.1%
ROL	B	0.14%	0.06%	0.06%
RPM	B	0.44%	0.12%	0.12%
RS	B	0.39%	0.67%	0.39%
SHW	C	0.51%	0.2%	0.2%
SNA	B	0.25%	0.63%	0.25%
SNPS	C	0.19%	0.06%	0.06%
SO	C	0.26%	0.13%	0.13%
SPG	A	0.07%	0.58%	0.07%
STLD	B	0.3%	0.47%	0.3%
STT	B	0.25%	0.05%	0.05%
SWKS	F	0.15%	0.21%	0.15%
SYF	B	0.31%	0.29%	0.29%
SYK	A	0.02%	0.15%	0.02%
T	A	0.89%	0.18%	0.18%
TJX	A	0.28%	0.37%	0.28%
TMUS	B	0.76%	0.35%	0.35%
TT	A	0.23%	0.49%	0.23%
UNH	C	1.02%	0.28%	0.28%
UTHR	C	0.42%	0.05%	0.05%
V	A	0.4%	0.3%	0.3%
VICI	C	0.31%	0.42%	0.31%
VLO	C	0.47%	0.3%	0.3%
VRSN	F	0.36%	0.21%	0.21%
VST	A	0.16%	1.18%	0.16%
VTR	B	0.02%	0.21%	0.02%
VZ	C	0.84%	0.46%	0.46%
WELL	A	0.09%	0.32%	0.09%
WMT	A	1.09%	0.58%	0.58%
WPC	C	0.01%	0.21%	0.01%
WSM	D	0.22%	0.3%	0.22%
WSO	A	0.19%	0.06%	0.06%
XOM	B	0.82%	0.73%	0.73%

ROUS Overweight 185 Positions Relative to AFLG

Symbol	Grade	Weight
HPE	B	0.86%
JPM	A	0.81%
HD	A	0.81%
CVLT	B	0.78%
AVT	C	0.69%
TXN	C	0.65%
MUSA	B	0.64%
ORCL	A	0.64%
EOG	A	0.63%
MTB	A	0.62%
GLW	B	0.54%
CINF	A	0.5%
ALSN	B	0.49%
HRB	D	0.49%
FAST	B	0.49%
DBX	C	0.43%
UNM	A	0.41%
ACI	C	0.41%
JNPR	D	0.4%
MLI	B	0.4%
TRV	A	0.39%
SW	A	0.38%
CHRW	B	0.38%
ETR	A	0.37%
SANM	B	0.37%
AXS	A	0.37%
VRTX	D	0.36%
AMGN	D	0.36%
VNT	C	0.36%
NYT	D	0.35%
C	B	0.34%
MKL	A	0.33%
CB	C	0.33%
GPC	F	0.33%
TER	F	0.33%
LNG	A	0.33%
NSIT	F	0.32%
BMI	C	0.32%
CRUS	F	0.32%
TSCO	D	0.32%
ORI	A	0.31%
WM	B	0.31%
YUM	D	0.3%
WTM	A	0.29%
GPI	B	0.29%
DUK	C	0.29%
EXEL	B	0.29%
PEP	F	0.28%
OTIS	C	0.28%
ALKS	C	0.27%
HSY	F	0.27%
XEL	A	0.27%
DGX	A	0.27%
SYY	D	0.26%
CASY	A	0.26%
ITW	B	0.26%
DLB	F	0.25%
SNX	D	0.25%
LOPE	B	0.25%
DCI	B	0.24%
CACI	C	0.24%
NFG	A	0.24%
AIT	B	0.23%
DTE	C	0.23%
LSTR	D	0.23%
GPK	D	0.23%
HBAN	B	0.23%
R	B	0.23%
WFC	A	0.22%
KD	A	0.22%
AN	D	0.22%
AEP	C	0.22%
AYI	B	0.22%
PNC	B	0.21%
MCHP	F	0.21%
HCA	F	0.2%
ROP	C	0.2%
RSG	A	0.2%
SON	F	0.2%
ARW	F	0.19%
FLO	D	0.19%
RDN	D	0.19%
VRSK	B	0.19%
DY	C	0.18%
IRM	C	0.18%
ADC	A	0.17%
REGN	F	0.17%
ASGN	F	0.17%
MDT	D	0.17%
LRCX	F	0.17%
UFPI	C	0.17%
FITB	B	0.17%
STX	D	0.16%
RNR	C	0.16%
CBT	C	0.16%
SKX	F	0.16%
OMC	C	0.15%
MTG	D	0.14%
ABT	A	0.14%
O	C	0.14%
SFM	A	0.14%
FLEX	B	0.14%
BPOP	C	0.14%
FCN	F	0.14%
MCD	D	0.14%
RGA	B	0.14%
CMC	B	0.14%
GIS	F	0.14%
COKE	C	0.13%
CHE	F	0.13%
LAMR	D	0.13%
USB	B	0.13%
PANW	B	0.13%
DOV	B	0.13%
WEC	A	0.13%
AEE	A	0.13%
POR	C	0.12%
PSTG	F	0.12%
FANG	D	0.12%
BAC	A	0.11%
MTD	F	0.11%
INTU	B	0.11%
TGT	B	0.11%
UMBF	B	0.1%
VMI	B	0.1%
FSS	B	0.1%
NEE	C	0.09%
HUBB	B	0.09%
ADI	D	0.09%
CHRD	F	0.09%
BJ	B	0.09%
ATR	B	0.08%
OGE	A	0.08%
JHG	B	0.08%
EXC	C	0.08%
ACIW	B	0.08%
NOC	D	0.08%
INGR	B	0.08%
MMS	D	0.08%
COP	B	0.08%
GWRE	A	0.07%
APPF	C	0.07%
GD	D	0.07%
SRE	A	0.07%
NNN	C	0.07%
FTNT	B	0.07%
KNF	B	0.07%
PTC	B	0.06%
LNC	B	0.06%
CSWI	A	0.06%
SPSC	F	0.06%
AWI	B	0.05%
ANF	C	0.05%
MOG.A	B	0.05%
NOW	B	0.05%
ADSK	B	0.05%
BR	B	0.05%
HON	B	0.05%
FELE	B	0.04%
LFUS	D	0.04%
CCI	C	0.04%
EPRT	A	0.04%
COF	B	0.04%
BCO	F	0.04%
D	C	0.04%
AKAM	F	0.04%
ITCI	B	0.04%
NXST	C	0.04%
JCI	B	0.03%
CIEN	B	0.02%
PAYX	B	0.02%
SEE	D	0.02%
CHTR	B	0.02%
MSA	D	0.02%
EHC	B	0.02%
ITRI	B	0.02%
OHI	B	0.02%
LIN	D	0.02%
FHN	A	0.02%
AAON	B	0.02%
SLGN	A	0.02%
AVY	D	0.01%
MPWR	F	0.01%
MTH	D	0.01%
ONB	B	0.01%

ROUS Underweight 87 Positions Relative to AFLG

Symbol	Grade	Weight
APP	A	-1.13%
HIG	B	-1.09%
UHS	D	-0.93%
NFLX	A	-0.82%
CRM	B	-0.62%
CEG	C	-0.62%
ETN	B	-0.56%
MAA	A	-0.47%
TPR	B	-0.44%
HWM	A	-0.44%
CSL	C	-0.41%
CNA	C	-0.41%
AXP	B	-0.41%
ICE	C	-0.4%
HST	D	-0.39%
WAB	B	-0.39%
NUE	D	-0.39%
FIS	C	-0.37%
IBKR	A	-0.37%
HSIC	C	-0.36%
HLT	A	-0.35%
TRGP	A	-0.34%
LEN	D	-0.33%
CMG	C	-0.32%
BRO	B	-0.3%
EVRG	A	-0.28%
DECK	A	-0.28%
WU	F	-0.28%
VSCO	A	-0.27%
CFG	B	-0.27%
SOLV	F	-0.26%
MTCH	F	-0.26%
ZM	B	-0.25%
PH	B	-0.24%
ERIE	F	-0.24%
CME	A	-0.23%
ALNY	D	-0.23%
EXPE	B	-0.22%
TROW	B	-0.2%
BEN	C	-0.17%
LKQ	F	-0.17%
GE	D	-0.16%
AMP	A	-0.16%
TOL	B	-0.16%
GL	C	-0.16%
VRT	A	-0.15%
ULTA	F	-0.15%
CPT	C	-0.15%
BBWI	C	-0.13%
FI	A	-0.12%
KHC	F	-0.11%
SCCO	F	-0.11%
LH	B	-0.1%
VTRS	A	-0.1%
DXC	D	-0.09%
J	D	-0.09%
MOH	F	-0.09%
SSNC	C	-0.09%
ETSY	D	-0.09%
TPL	A	-0.08%
TXT	D	-0.08%
SPGI	D	-0.08%
IPG	F	-0.07%
CVNA	A	-0.07%
DINO	D	-0.06%
DASH	A	-0.06%
BG	D	-0.06%
ZION	B	-0.06%
UDR	C	-0.05%
DPZ	C	-0.05%
ESS	A	-0.05%
MCO	D	-0.05%
WTW	B	-0.05%
QRVO	F	-0.05%
EPAM	C	-0.05%
BWA	D	-0.04%
WBA	F	-0.04%
PINS	F	-0.04%
PFG	C	-0.04%
HOLX	D	-0.04%
ROST	D	-0.04%
MET	A	-0.04%
IVZ	C	-0.04%
MOS	D	-0.03%
ALLE	D	-0.01%
EQH	B	-0.0%
TDG	D	-0.0%