ROUS vs. AFMC ETF Comparison

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

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

$50.92

Average Daily Volume

22,924

Number of Holdings ^*

345

* may have additional holdings in another (foreign) market

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

$31.46

Average Daily Volume

16,300

Number of Holdings ^*

242

* may have additional holdings in another (foreign) market

Performance

Period	ROUS	AFMC
30 Days	1.19%	2.32%
60 Days	3.69%	3.80%
90 Days	5.51%	7.75%
12 Months	25.03%	30.36%

88 Overlapping Holdings

Symbol	Grade	Weight in ROUS	Weight in AFMC	Overlap
ACIW	B	0.07%	0.49%	0.07%
ADC	C	0.18%	0.37%	0.18%
AIT	C	0.18%	0.18%	0.18%
AIZ	B	0.08%	0.39%	0.08%
ALSN	B	0.37%	0.94%	0.37%
AN	D	0.22%	0.28%	0.22%
ANF	D	0.05%	0.39%	0.05%
AOS	C	0.02%	0.11%	0.02%
APPF	D	0.07%	0.32%	0.07%
ARW	C	0.21%	0.41%	0.21%
ASGN	D	0.17%	0.09%	0.09%
ATR	B	0.07%	0.15%	0.07%
AVT	D	0.68%	0.28%	0.28%
AWI	B	0.04%	0.05%	0.04%
AYI	B	0.18%	1.02%	0.18%
BLDR	C	0.12%	0.64%	0.12%
BMI	B	0.31%	0.04%	0.04%
CACI	B	0.25%	0.71%	0.25%
CAH	C	0.17%	0.13%	0.13%
CASY	D	0.26%	0.14%	0.14%
CHE	C	0.13%	0.48%	0.13%
CHRD	F	0.1%	0.61%	0.1%
CHRW	B	0.36%	0.28%	0.28%
CMC	D	0.13%	0.55%	0.13%
COKE	C	0.13%	0.99%	0.13%
CRUS	D	0.45%	0.67%	0.45%
CSWI	B	0.05%	0.28%	0.05%
CVLT	B	0.7%	0.65%	0.65%
DBX	D	0.4%	0.52%	0.4%
DCI	D	0.23%	0.09%	0.09%
DKS	D	0.24%	0.34%	0.24%
EHC	B	0.02%	0.27%	0.02%
EME	B	0.32%	1.06%	0.32%
EXEL	B	0.23%	0.32%	0.23%
FFIV	A	0.37%	0.54%	0.37%
FHN	D	0.02%	0.27%	0.02%
FICO	A	0.57%	0.56%	0.56%
FSS	D	0.1%	0.3%	0.1%
GDDY	C	0.45%	1.05%	0.45%
GLPI	B	0.09%	0.83%	0.09%
GPI	B	0.26%	0.24%	0.24%
HRB	C	0.55%	0.62%	0.55%
INCY	C	0.37%	0.29%	0.29%
INGR	A	0.08%	0.95%	0.08%
ITRI	C	0.02%	0.08%	0.02%
JBL	D	0.14%	0.59%	0.14%
JHG	B	0.06%	0.23%	0.06%
L	B	0.1%	0.23%	0.1%
LAMR	A	0.14%	0.42%	0.14%
LII	B	0.12%	0.74%	0.12%
LOPE	D	0.23%	0.25%	0.23%
MANH	B	0.24%	0.29%	0.24%
MLI	B	0.32%	0.94%	0.32%
MTG	B	0.14%	1.23%	0.14%
MTH	B	0.01%	0.56%	0.01%
MUSA	C	0.68%	0.66%	0.66%
NFG	B	0.25%	0.61%	0.25%
NNN	B	0.09%	0.0%	0.0%
NRG	C	0.46%	0.91%	0.46%
NSIT	C	0.44%	0.15%	0.15%
NTAP	D	1.04%	0.63%	0.63%
NXST	D	0.05%	0.67%	0.05%
NYT	C	0.36%	0.56%	0.36%
OC	C	0.17%	0.72%	0.17%
OGN	D	0.28%	0.12%	0.12%
OHI	A	0.02%	0.65%	0.02%
ORI	A	0.3%	1.2%	0.3%
PHM	B	0.32%	0.65%	0.32%
PSTG	F	0.12%	0.22%	0.12%
RDN	B	0.2%	0.87%	0.2%
RL	B	0.12%	0.25%	0.12%
RPM	B	0.4%	0.41%	0.4%
RS	D	0.37%	0.34%	0.34%
SANM	D	0.33%	0.46%	0.33%
SFM	B	0.1%	1.55%	0.1%
SKX	C	0.19%	0.09%	0.09%
SNA	B	0.21%	0.4%	0.21%
SNX	D	0.26%	0.58%	0.26%
SPSC	D	0.07%	0.05%	0.05%
STLD	D	0.25%	0.3%	0.25%
UFPI	C	0.16%	0.33%	0.16%
UNM	B	0.33%	0.79%	0.33%
UTHR	C	0.39%	1.62%	0.39%
VNT	D	0.32%	0.09%	0.09%
VST	C	0.1%	0.97%	0.1%
WPC	B	0.02%	0.8%	0.02%
WSM	C	0.24%	0.81%	0.24%
WSO	C	0.18%	0.36%	0.18%

ROUS Overweight 257 Positions Relative to AFMC

Symbol	Grade	Weight
AAPL	D	1.25%
JNJ	B	1.24%
MSFT	C	1.19%
GOOGL	D	1.16%
WMT	B	1.08%
UNH	C	1.06%
MRK	D	1.04%
HPQ	D	1.02%
ABBV	C	1.02%
LLY	C	0.94%
VZ	B	0.9%
T	B	0.9%
IBM	B	0.88%
NVDA	D	0.85%
KR	B	0.83%
HD	B	0.79%
XOM	D	0.79%
MSI	C	0.77%
DELL	D	0.77%
META	A	0.75%
CSCO	B	0.75%
CTSH	C	0.74%
JPM	D	0.73%
BRK.A	C	0.73%
HPE	D	0.72%
EA	D	0.71%
PG	C	0.7%
TMUS	C	0.68%
GILD	B	0.67%
TXN	C	0.65%
HUM	F	0.64%
AVGO	C	0.64%
MO	C	0.6%
ELV	C	0.59%
TEL	D	0.59%
EOG	D	0.58%
COST	C	0.58%
ORCL	B	0.58%
QCOM	D	0.55%
IT	B	0.55%
APH	D	0.53%
SHW	B	0.52%
CL	C	0.52%
GWW	B	0.52%
FOXA	B	0.5%
GLW	B	0.5%
MTB	B	0.5%
AMZN	C	0.49%
CVS	D	0.49%
CINF	B	0.48%
MCK	F	0.48%
VLO	D	0.47%
BK	A	0.45%
ACN	C	0.45%
FAST	C	0.44%
ACI	F	0.43%
CTAS	C	0.43%
KMB	D	0.43%
JNPR	A	0.42%
TER	D	0.42%
LMT	C	0.42%
AMGN	B	0.42%
CDW	D	0.42%
CMI	C	0.41%
NXPI	D	0.4%
V	B	0.39%
MA	B	0.39%
BBY	B	0.39%
GPC	D	0.38%
FDX	C	0.37%
TRV	B	0.37%
VRTX	D	0.37%
VRSN	D	0.37%
SW	B	0.36%
ORLY	B	0.36%
PM	C	0.35%
TSCO	C	0.35%
RMD	C	0.35%
CMCSA	D	0.35%
CB	B	0.35%
EBAY	B	0.35%
AXS	B	0.35%
VICI	C	0.35%
KLAC	D	0.33%
AFL	B	0.33%
DUK	C	0.32%
ETR	A	0.32%
AZO	D	0.32%
LOW	B	0.31%
WM	D	0.31%
YUM	D	0.31%
PEP	C	0.31%
HSY	C	0.31%
AMAT	D	0.3%
C	D	0.3%
ANET	B	0.3%
MKL	C	0.3%
TJX	C	0.29%
LNG	D	0.29%
SYY	D	0.28%
GRMN	D	0.28%
CDNS	D	0.28%
MPC	D	0.28%
EG	B	0.28%
CI	C	0.28%
ACGL	B	0.28%
DGX	B	0.28%
PCAR	D	0.27%
ED	C	0.27%
WTM	F	0.27%
MAS	B	0.27%
SO	B	0.27%
OTIS	D	0.27%
KEYS	C	0.26%
AEP	B	0.26%
GPK	B	0.26%
MCHP	D	0.26%
ALKS	C	0.26%
REGN	C	0.26%
XEL	A	0.26%
RHI	D	0.25%
ITW	B	0.25%
BMY	C	0.25%
DTE	B	0.25%
LSTR	D	0.24%
RF	B	0.24%
PRU	C	0.24%
PEG	B	0.24%
NVR	B	0.23%
SON	C	0.23%
STT	A	0.23%
HCA	B	0.23%
DLB	D	0.23%
PGR	A	0.23%
DHI	B	0.23%
SYF	C	0.23%
CRBG	D	0.22%
LYB	F	0.21%
FLO	C	0.21%
PKG	B	0.21%
TT	B	0.21%
IRM	B	0.2%
ECL	B	0.2%
HBAN	B	0.2%
BKNG	B	0.2%
R	B	0.2%
ROP	C	0.2%
RSG	D	0.2%
KD	D	0.19%
ADBE	D	0.19%
MDT	C	0.19%
DY	B	0.19%
PPL	C	0.19%
PNC	B	0.19%
VRSK	D	0.19%
FE	C	0.19%
CVX	D	0.19%
PPG	C	0.18%
LRCX	F	0.18%
CAT	C	0.18%
BAH	B	0.18%
SWKS	F	0.18%
FCN	C	0.17%
STX	D	0.17%
GIS	B	0.17%
SNPS	D	0.17%
FITB	B	0.16%
MMM	B	0.16%
O	B	0.16%
CBT	B	0.16%
WFC	D	0.16%
RNR	B	0.16%
MCD	C	0.15%
BPOP	C	0.15%
ROL	C	0.15%
EQR	B	0.14%
ALL	A	0.14%
RGA	B	0.14%
WEC	B	0.14%
BSX	B	0.14%
OMC	A	0.14%
ABT	C	0.14%
EIX	C	0.13%
MTD	D	0.13%
AVB	B	0.13%
CNC	C	0.13%
POR	B	0.13%
DOV	B	0.13%
AEE	B	0.13%
FLEX	C	0.12%
TGT	C	0.12%
FANG	D	0.12%
USB	B	0.12%
PANW	D	0.12%
KO	B	0.11%
DVN	F	0.11%
INTU	D	0.11%
AMCR	C	0.11%
BAC	D	0.1%
NEE	B	0.1%
ADI	D	0.1%
CBOE	C	0.1%
LDOS	C	0.1%
HUBB	B	0.09%
NOC	B	0.09%
EXC	B	0.09%
BJ	D	0.09%
MMS	D	0.09%
WELL	B	0.09%
PSA	B	0.08%
OGE	B	0.08%
COP	D	0.08%
VMI	D	0.08%
UMBF	B	0.08%
SRE	B	0.07%
KNF	B	0.07%
GD	B	0.07%
FTNT	C	0.06%
GWRE	A	0.06%
SPG	B	0.06%
NOW	A	0.05%
CCI	B	0.05%
D	C	0.05%
BR	D	0.05%
BCO	B	0.05%
HON	D	0.05%
AKAM	D	0.05%
LNC	D	0.05%
PTC	D	0.05%
IP	B	0.04%
ADM	D	0.04%
LFUS	D	0.04%
EPRT	A	0.04%
ITCI	D	0.04%
ADSK	B	0.04%
MOG.A	B	0.04%
LIN	B	0.03%
JCI	B	0.03%
COF	C	0.03%
NWSA	D	0.03%
CF	B	0.03%
FELE	C	0.03%
SIRI	C	0.02%
AAON	B	0.02%
PAYX	C	0.02%
SEE	D	0.02%
CHTR	D	0.02%
SYK	C	0.02%
VTR	C	0.02%
MSA	C	0.02%
SLGN	B	0.02%
AIG	D	0.02%
PSX	D	0.02%
AVY	D	0.01%
ONB	C	0.01%
MPWR	C	0.01%
CIEN	C	0.01%

ROUS Underweight 154 Positions Relative to AFMC

Symbol	Grade	Weight
TOL	B	-1.5%
THC	B	-1.27%
KBH	B	-1.25%
ACT	A	-1.02%
ESNT	B	-1.01%
ERIE	A	-0.87%
HIW	B	-0.86%
TMHC	B	-0.81%
CSL	C	-0.81%
IBOC	C	-0.81%
FIX	B	-0.78%
IDCC	B	-0.76%
CW	B	-0.71%
CNM	F	-0.68%
TXRH	D	-0.66%
G	C	-0.64%
AMG	C	-0.62%
BERY	B	-0.62%
FHI	A	-0.62%
WBS	C	-0.61%
SF	A	-0.6%
DINO	D	-0.58%
JXN	B	-0.58%
PRI	B	-0.57%
HALO	B	-0.57%
UHS	B	-0.57%
CUZ	B	-0.57%
SBRA	B	-0.54%
ENS	C	-0.54%
BRBR	B	-0.53%
EXP	B	-0.52%
ONTO	F	-0.52%
PSN	B	-0.51%
TPR	C	-0.51%
DECK	C	-0.49%
CBSH	C	-0.49%
PPC	D	-0.49%
MEDP	D	-0.48%
MAN	C	-0.48%
JLL	B	-0.47%
TGNA	C	-0.47%
PK	D	-0.46%
AGCO	D	-0.46%
GMED	D	-0.45%
CRS	B	-0.45%
KMT	B	-0.45%
PINC	C	-0.44%
NVST	D	-0.44%
WFRD	F	-0.44%
HNI	B	-0.44%
BCC	C	-0.44%
RGLD	B	-0.43%
PVH	F	-0.42%
MOH	C	-0.42%
NTCT	D	-0.42%
GEF	D	-0.4%
GHC	C	-0.4%
TEX	D	-0.39%
AMR	F	-0.39%
ASO	C	-0.39%
JAZZ	D	-0.38%
DDS	D	-0.38%
BTU	D	-0.37%
EPR	B	-0.37%
SAIC	C	-0.37%
TPL	C	-0.36%
LNTH	C	-0.36%
TTEK	C	-0.33%
PBF	F	-0.33%
GAP	F	-0.32%
NSA	B	-0.32%
BYD	C	-0.32%
HWC	D	-0.31%
CTRE	B	-0.3%
HOG	C	-0.3%
COLB	B	-0.29%
CNA	C	-0.29%
SSB	B	-0.29%
CRI	C	-0.28%
IBP	C	-0.28%
LEA	D	-0.27%
OLN	D	-0.27%
CR	C	-0.27%
WWD	D	-0.27%
ENSG	C	-0.27%
ATKR	F	-0.27%
MSM	D	-0.26%
BDC	B	-0.26%
NVT	D	-0.25%
HST	D	-0.24%
CROX	C	-0.24%
ZD	D	-0.24%
TDC	F	-0.24%
LPX	B	-0.23%
CATY	B	-0.23%
NBIX	F	-0.23%
NAVI	C	-0.22%
NEU	D	-0.22%
BWA	D	-0.22%
PRGO	D	-0.21%
JWN	B	-0.21%
SJM	C	-0.21%
WCC	C	-0.21%
ESAB	C	-0.2%
CRVL	B	-0.2%
ADNT	F	-0.2%
DXC	C	-0.19%
HOMB	B	-0.19%
NUS	F	-0.19%
OZK	D	-0.19%
HPP	D	-0.19%
OPCH	C	-0.19%
CLF	F	-0.18%
APLE	D	-0.17%
SM	D	-0.17%
CNXC	D	-0.17%
VSH	D	-0.17%
AMN	F	-0.17%
ABG	F	-0.16%
M	F	-0.16%
AEO	D	-0.15%
ZION	D	-0.15%
BLD	D	-0.15%
CUBE	B	-0.12%
TPH	C	-0.12%
CPT	B	-0.11%
BOX	B	-0.11%
APA	F	-0.1%
BPMC	D	-0.1%
ELF	F	-0.1%
ITT	C	-0.09%
WU	D	-0.09%
EQH	C	-0.09%
HSIC	C	-0.09%
HAE	D	-0.08%
LECO	F	-0.08%
OSCR	B	-0.08%
BRX	B	-0.08%
HLI	B	-0.08%
PDCO	F	-0.07%
UGI	C	-0.07%
TAP	C	-0.07%
DOCS	B	-0.06%
PBH	B	-0.06%
ZETA	B	-0.06%
DVA	B	-0.06%
MMSI	B	-0.06%
ACLS	F	-0.06%
CACC	D	-0.05%
SMAR	B	-0.05%
LEVI	C	-0.04%
IART	F	-0.02%
VRNS	C	-0.0%
PI	B	-0.0%