Fund Description
The LeaderShares AlphaFactor Core ETF seeks to passively replicate the Adviser s proprietary index, the AlphaFactor US Core Equity Index (the Index ). The Index utilizes a quantitative factor-based investment methodology focused on the largest 1,000 U.S. common stocks based on market capitalization. Companies within this group of top 1,000 market capitalization may be considered large or mid-cap companies. Due to future market fluctuations, the market capitalization of this universe may be lower or higher at any given time. The methodology selects stocks based on a number of characteristics that include, but are not limited to, net share count reduction, free cash flow growth, dividend yield, volatility and debt/asset ratios. The final selection of stocks is based on market characteristics including, but not limited to, liquidity and market capitalization.
Fund Profile
Fund Name LeaderShares AlphaFactor US Core Equity ETF
Fund Exchange Ticker LSAF
Fund Sponsor LeaderShares
Fund ISIN US90214Q7741
Net Expense Ratio 0.75 %
Fund Inception Date 2 October 2018
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Passive
Index Name AlphaFactor US Core Equity Index
Index Provider Redwood Investment
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 22 January 2019
Asset Under Management 52.76 Million (USD)
1 Month Total Return 6.96 %
Year To Date Return 5.91 %
1 Year Total Return
3 Year Annualized Total Return
NAV 22.45
Share Outstanding 2,350,000
Top 10 Holdings (22 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
HESS CORP HES EQUI 0.0119565512087250256710412603
SUNTRUST BANKS INC STI EQUI 0.0112063823507543928296238292
BANK OF AMERICA CORP BAC EQUI 0.0110944612386878371346310892
M & T BANK CORP MTB EQUI 0.0109797994087877339699210411
COMERICA INC CMA EQUI 0.0109481740499824779547129938
REGIONS FINANCIAL CORP RF EQUI 0.01089443414266002399945645
TERADATA CORP TDC EQUI 0.0108127517279689000188706707
LPL FINANCIAL HOLDINGS INC LPLA EQUI 0.0107771828670823541978437577
FAIR ISAAC CORP FICO EQUI 0.0107423430697445581048935336
ZIONS BANCORP NA ZION EQUI 0.0107018129370956935414789191