APPENDIX A
Index Strategy Box Abbreviation Guide
The left column lists abbreviations for security selection categories and the primary weighting methodology, and the right column lists abbreviations for security weighting categories and the primary weighting methodology. See the glossary for definitions of categories and methodologies.
| Security Selection Abbreviations | Security Weighting Abbreviations |
| P A Passive / Full ReplicationP B Passive / Buy and HoldP S Passive / SamplingP I Passive / Single Security | C A Capitalization / Full CapC C Capitalization / ConstrainedC F Capitalization / Free FloatC L Capitalization / LiquidityC P Capitalization / Production |
| S C Screened / Corporate ActionsS E Screened / Exchange ListingS F Screened / FundamentalsS M Screened / Multiple FactorS P Screened / Price TrendsS S Screened / Social IssuesS T Screened / Thematic (x-social) | F D Fundamental / DividendsF E Fundamental / EarningsF F Fundamental / MultifactorF M Fundamental / MomentumF P Fundamental / Security PricesF Q Fundamental / QualitativeF S Fundamental / Social Issues |
| Q C Quantitative / TechnicalQ E Quantitative / Economic Cycle | X E Fixed Weight / Equal |
| Q F Quantitative / FundamentalsQ M Quantitative / Multifactor Q P Quantitative / Proprietary1Q Q Quantitative / QualitativeQ X Quantitative / Momentum | X F Fixed Weight / Equal, then FloatX L Fixed Weight / LeveragedX N Fixed Weight / Long-ShortX M Fixed Weight / Modified EqualX S Fixed Weight / Short (inverse) |
1Proprietary ...
