Portfolio Build
Investment Guidelines and Risk Controls
Benchmark |
>> | Russell 1000 Value |
Market Cap Size Limitations |
>> | Generally within range of the index |
Sector Weights |
>> | Within ±3% of the Russell 1000 Value sector weight |
Valuation |
>> | Core Value Exposure |
Non-US Based Companies |
>> | Less than 5% of the Portfolio |
Position Size |
>> | Within ±5% of the Russell 1000 Value stock weight |
Other |
>> | Number of holdings: 90 or more Cash: Less than 3% Out of benchmark holdings: Allowed |
| Key Takeaway: Guidelines help maintain style purity while focusing portfolio risk on stock selection where Wellington believes consistency of value-added is highest. | ||