ROUS vs. VLUE ETF Comparison

Comparison of Lattice U.S. Equity Strategy ETF (ROUS) to iShares MSCI USA Value Factor (VLUE)

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

VLUE

iShares MSCI USA Value Factor

VLUE Description

The investment seeks to track the performance of MSCI USA Value Weighted Index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations, before fees and expenses. The fund generally invests at least 90% of its assets in the securities of the underlying index or in depositary receipts representing securities in its underlying index. The MSCI USA Value Weighted Index (the "underlying index") is based on a traditional market capitalization-weighted parent index, the MSCI USA Index, which includes U.S. large- and mid- capitalization stocks.

Grade (RS Rating)

Last Trade

$114.13

Average Daily Volume

324,164

Number of Holdings ^*

148

* may have additional holdings in another (foreign) market

Performance

Period	ROUS	VLUE
30 Days	4.24%	4.45%
60 Days	4.66%	5.68%
90 Days	6.25%	7.63%
12 Months	30.06%	25.66%

69 Overlapping Holdings

Symbol	Grade	Weight in ROUS	Weight in VLUE	Overlap
ACI	C	0.41%	0.12%	0.12%
ADM	D	0.03%	0.65%	0.03%
AIG	B	0.02%	0.5%	0.02%
AKAM	D	0.04%	0.14%	0.04%
AMAT	F	0.29%	2.37%	0.29%
BAC	A	0.11%	2.25%	0.11%
BBY	D	0.35%	0.38%	0.35%
BK	A	0.48%	0.47%	0.47%
BLDR	D	0.12%	0.36%	0.12%
BMY	B	0.32%	1.55%	0.32%
C	A	0.34%	1.78%	0.34%
CF	B	0.03%	0.16%	0.03%
CI	F	0.24%	1.37%	0.24%
CMI	A	0.48%	0.6%	0.48%
CNC	D	0.1%	0.57%	0.1%
COF	B	0.04%	0.66%	0.04%
CSCO	B	0.83%	6.43%	0.83%
CTSH	B	0.75%	1.1%	0.75%
CVS	D	0.44%	1.46%	0.44%
D	C	0.04%	0.47%	0.04%
DELL	C	0.88%	0.84%	0.84%
DGX	A	0.27%	0.19%	0.19%
DHI	D	0.19%	1.4%	0.19%
EG	C	0.26%	0.17%	0.17%
ELV	F	0.42%	0.97%	0.42%
FANG	D	0.12%	0.6%	0.12%
FDX	B	0.36%	1.18%	0.36%
FFIV	B	0.42%	0.37%	0.37%
FITB	A	0.17%	0.21%	0.17%
FOXA	B	0.58%	0.33%	0.33%
GEN	B	0.21%	0.42%	0.21%
GILD	C	0.7%	1.29%	0.7%
GLW	B	0.54%	1.1%	0.54%
HBAN	A	0.23%	0.17%	0.17%
HPE	B	0.86%	1.4%	0.86%
HPQ	B	1.07%	1.19%	1.07%
IBM	C	0.83%	3.86%	0.83%
IP	B	0.04%	0.19%	0.04%
JBL	B	0.16%	0.31%	0.16%
JCI	C	0.03%	0.61%	0.03%
JNPR	F	0.4%	0.33%	0.33%
KR	B	0.84%	0.75%	0.75%
L	A	0.1%	0.13%	0.1%
LDOS	C	0.11%	0.19%	0.11%
LYB	F	0.17%	0.22%	0.17%
MO	A	0.6%	1.45%	0.6%
MTB	A	0.62%	0.31%	0.31%
NTAP	C	1.0%	0.52%	0.52%
NXPI	D	0.38%	1.12%	0.38%
OC	A	0.2%	0.36%	0.2%
PCAR	B	0.31%	0.76%	0.31%
PHM	D	0.29%	0.94%	0.29%
PPL	B	0.19%	0.32%	0.19%
PRU	A	0.25%	0.45%	0.25%
RF	A	0.27%	0.2%	0.2%
SNA	A	0.25%	0.23%	0.23%
SPG	B	0.07%	1.26%	0.07%
STLD	B	0.3%	0.27%	0.27%
STT	A	0.25%	0.26%	0.25%
SW	A	0.38%	0.13%	0.13%
SWKS	F	0.15%	0.46%	0.15%
SYF	B	0.31%	0.24%	0.24%
T	A	0.89%	6.04%	0.89%
USB	A	0.13%	0.48%	0.13%
UTHR	C	0.42%	0.23%	0.23%
VLO	C	0.47%	0.78%	0.47%
VST	B	0.16%	0.45%	0.16%
VZ	C	0.84%	2.91%	0.84%
WFC	A	0.22%	1.92%	0.22%

ROUS Overweight 276 Positions Relative to VLUE

Symbol	Grade	Weight
GOOGL	C	1.26%
AAPL	C	1.22%
MSFT	F	1.14%
WMT	A	1.09%
JNJ	D	1.08%
UNH	C	1.02%
NVDA	C	0.99%
ABBV	D	0.85%
MRK	F	0.84%
XOM	B	0.82%
MSI	B	0.82%
JPM	A	0.81%
HD	A	0.81%
META	D	0.78%
CVLT	B	0.78%
EA	A	0.77%
TMUS	B	0.76%
LLY	F	0.75%
BRK.A	B	0.72%
AVT	C	0.69%
FICO	B	0.67%
TXN	C	0.65%
PG	A	0.64%
MUSA	A	0.64%
ORCL	B	0.64%
EOG	A	0.63%
AVGO	D	0.63%
APH	A	0.58%
GWW	B	0.58%
IT	C	0.56%
COST	B	0.56%
MCK	B	0.54%
HUM	C	0.53%
QCOM	F	0.52%
GDDY	A	0.52%
AMZN	C	0.52%
NRG	B	0.51%
SHW	A	0.51%
CINF	A	0.5%
ALSN	B	0.49%
HRB	D	0.49%
FAST	B	0.49%
INCY	C	0.44%
RPM	A	0.44%
ACN	C	0.44%
CL	D	0.43%
DBX	B	0.43%
CTAS	B	0.43%
UNM	A	0.41%
V	A	0.4%
MLI	C	0.4%
TRV	B	0.39%
MA	C	0.39%
EME	C	0.39%
RS	B	0.39%
LMT	D	0.38%
KMB	D	0.38%
CHRW	C	0.38%
ETR	B	0.37%
CMCSA	B	0.37%
SANM	B	0.37%
AXS	A	0.37%
ORLY	B	0.37%
VRTX	F	0.36%
AMGN	D	0.36%
VNT	B	0.36%
VRSN	F	0.36%
NYT	C	0.35%
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%
NSIT	F	0.32%
AZO	C	0.32%
BMI	B	0.32%
AFL	B	0.32%
CRUS	D	0.32%
TSCO	D	0.32%
ORI	A	0.31%
ANET	C	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%
WTM	A	0.29%
GPI	A	0.29%
DUK	C	0.29%
EXEL	B	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%
XEL	A	0.27%
COR	B	0.27%
SYY	B	0.26%
SO	D	0.26%
MPC	D	0.26%
CASY	A	0.26%
MAS	D	0.26%
ITW	B	0.26%
DLB	B	0.25%
KEYS	A	0.25%
SNX	C	0.25%
LOPE	B	0.25%
DCI	B	0.24%
PEG	A	0.24%
MANH	D	0.24%
CACI	D	0.24%
NVR	D	0.24%
ACGL	D	0.24%
NFG	A	0.24%
PKG	A	0.23%
PGR	A	0.23%
AIT	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%
R	B	0.23%
KD	B	0.22%
WSM	B	0.22%
AN	C	0.22%
AEP	D	0.22%
AYI	B	0.22%
DKS	C	0.21%
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%
OGN	D	0.2%
ARW	D	0.19%
SNPS	B	0.19%
FLO	D	0.19%
RDN	C	0.19%
VRSK	A	0.19%
WSO	A	0.19%
CAT	B	0.19%
DY	D	0.18%
IRM	D	0.18%
ECL	D	0.18%
ADC	B	0.17%
REGN	F	0.17%
ASGN	F	0.17%
FE	C	0.17%
MDT	D	0.17%
LRCX	F	0.17%
CAH	B	0.17%
UFPI	B	0.17%
BAH	F	0.17%
STX	D	0.16%
RNR	C	0.16%
ADBE	C	0.16%
CBT	C	0.16%
SKX	D	0.16%
PPG	F	0.16%
OMC	C	0.15%
MMM	D	0.15%
MTG	C	0.14%
ABT	B	0.14%
ALL	A	0.14%
O	D	0.14%
SFM	A	0.14%
RL	B	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%
CMC	B	0.14%
GIS	D	0.14%
COKE	C	0.13%
CHE	D	0.13%
LAMR	D	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%
LII	A	0.12%
PSTG	D	0.12%
AVB	B	0.12%
EQR	B	0.12%
MTD	D	0.11%
INTU	C	0.11%
TGT	F	0.11%
UMBF	B	0.1%
VMI	B	0.1%
AMCR	D	0.1%
FSS	B	0.1%
DVN	F	0.1%
NEE	D	0.09%
HUBB	B	0.09%
AIZ	A	0.09%
KO	D	0.09%
WELL	A	0.09%
ADI	D	0.09%
CHRD	D	0.09%
CBOE	B	0.09%
BJ	A	0.09%
ATR	B	0.08%
OGE	B	0.08%
JHG	A	0.08%
GLPI	C	0.08%
EXC	C	0.08%
ACIW	B	0.08%
NOC	D	0.08%
INGR	B	0.08%
MMS	F	0.08%
COP	C	0.08%
GWRE	A	0.07%
PSA	D	0.07%
APPF	B	0.07%
GD	F	0.07%
SRE	A	0.07%
NNN	D	0.07%
FTNT	C	0.07%
KNF	A	0.07%
PTC	A	0.06%
LNC	B	0.06%
CSWI	A	0.06%
SPSC	C	0.06%
AWI	A	0.05%
ANF	C	0.05%
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%
BCO	D	0.04%
ITCI	C	0.04%
NXST	C	0.04%
NWSA	B	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%
EHC	B	0.02%
ITRI	B	0.02%
OHI	C	0.02%
LIN	D	0.02%
PSX	C	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%
AOS	F	0.01%
WPC	D	0.01%

ROUS Underweight 79 Positions Relative to VLUE

Symbol	Grade	Weight
INTC	D	-3.65%
GM	B	-3.6%
PFE	D	-2.07%
RTX	C	-1.77%
F	C	-1.68%
LEN	D	-1.49%
GS	A	-1.43%
TEL	B	-1.02%
URI	B	-0.77%
KHC	F	-0.74%
WBD	C	-0.7%
ON	D	-0.67%
PCG	A	-0.63%
WY	D	-0.55%
TFC	A	-0.54%
LHX	C	-0.53%
EXPE	B	-0.48%
ZM	B	-0.47%
MET	A	-0.46%
VTRS	A	-0.45%
NUE	C	-0.45%
MRO	B	-0.44%
TSN	B	-0.44%
FSLR	F	-0.38%
TAP	C	-0.38%
CTRA	B	-0.35%
TWLO	A	-0.34%
OVV	B	-0.33%
WAB	B	-0.32%
EQT	B	-0.28%
PARA	C	-0.27%
EVRG	A	-0.27%
CFG	B	-0.26%
SSNC	B	-0.25%
DAL	C	-0.25%
LKQ	D	-0.24%
LH	C	-0.24%
TXT	D	-0.24%
ATO	A	-0.23%
AZPN	A	-0.23%
DOW	F	-0.23%
CAG	D	-0.23%
HST	C	-0.23%
WBA	F	-0.22%
SJM	D	-0.22%
ES	D	-0.22%
HIG	B	-0.22%
GPN	B	-0.21%
BG	F	-0.2%
EXE	B	-0.2%
MAA	B	-0.19%
RPRX	D	-0.19%
KNX	B	-0.19%
FOX	A	-0.18%
UHS	D	-0.18%
QRVO	F	-0.18%
MOS	F	-0.17%
CNH	C	-0.17%
DINO	D	-0.16%
APA	D	-0.15%
SOLV	C	-0.14%
APTV	D	-0.13%
CPT	B	-0.13%
KEY	B	-0.13%
FCNCA	A	-0.12%
EQH	B	-0.12%
LUV	C	-0.12%
UHAL	D	-0.11%
FBIN	D	-0.11%
NLY	C	-0.11%
ALLY	C	-0.1%
SWK	D	-0.1%
EMN	D	-0.1%
FNF	B	-0.09%
HII	D	-0.09%
DVA	B	-0.08%
BEN	C	-0.06%
WLK	D	-0.05%
BIO	D	-0.05%