Model Overview
The iQ All-Cap Smart Beta Model attempts to capture profits by selecting common stock that have lower volatility (5-year beta) relative to the broader U.S. equity market.
CURRENT portfolio
The following stocks represent the most current All Cap Smart Beta Model holdings:
| %Alloc | Ticker | Name |
|---|---|---|
| 10 | SMG | SCOTTS MIRACLE |
| 10 | UBNT | UBIQUITI NETWORK |
| 10 | DPZ | DOMINO'S PIZZA |
| 10 | RE | EVEREST RE GROUP |
| 10 | WTM | WHITE MOUNTAINS |
| 10 | TSN | TYSON FOODS |
| 10 | NGG | NATL GRID PLC |
| 10 | JACK | JACK IN THE BOX |
| 10 | DNKN | DUNKIN' BRANDS |
| 10 | AXS | AXIS CAPITAL HLD |
changes in model holdings
Rebalanced on 8/1/2018. Next rebalance is on 11/1/2018.
| Ticker | Name | Action |
|---|---|---|
| SMG | SCOTTS MIRACLE | BUY |
| UBNT | UBIQUITI NETWORK | BUY |
| WTM | WHITE MOUNTAINS | BUY |
| TSN | TYSON FOODS | BUY |
| NGG | NATL GRID PLC | BUY |
| DNKN | DUNKIN' BRANDS | BUY |
| AXS | AXIS CAPITAL HLD | BUY |
| HRB | BLOCK, H + R | SELL |
| JBL | JABIL CIRCUIT | SELL |
| PPC | PILGRIMS PRIDE | SELL |
| SAFM | SANDERSON FARMS | SELL |
| BOFI | BOFI HOLDING | SELL |
| CAG | CONAGRA BRANDS | SELL |
| FUJIY | FUJIFILM HOLDING | SELL |