Mohr Company Nav ETF (CNAV US) – Portfolio Construction Methodology

The investment strategy underpinning the actively managed Mohr Company Nav ETF applies a rules-driven, tactical framework to U.S. equities by rotating among companies grouped across the S&P 500’s industry sub-segments and, when risk-reward degrades, the fund may allocate defensively to money market funds (USD). A quantitative price-movement model screens and ranks candidates by trend persistence and participation, with liquidity and investability dictating inclusion and position size. Portfolio construction targets a focused yet diversified list of higher-conviction names—generally up to ~50 holdings—balancing concentration limits at the issuer and sub-industry level to manage drawdown and turnover costs. Active risk is monitored against unintended factor bets; exposure is dialed up or down as breadth and momentum signals evolve. Rebalancing is event- and threshold-based, with sells triggered by model deterioration, risk-budget breaches, adverse crowding/liquidity dynamics, or when cash is preferred pending stronger signals.

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