QRAFT AI-Enhanced U.S. Large Cap ETF (QRFT US) – Portfolio Construction Methodology

The investment process guiding the actively managed QRAFT AI-Enhanced U.S. Large Cap ETF targets capital appreciation in U.S. large-cap equities using a proprietary artificial-intelligence security-selection engine. Under normal conditions ≥80% of assets are in U.S.-listed large-cap stocks (with ADRs/GDRs eligible), drawn from a defined universe and filtered, ranked, and weighted by models that dynamically emphasize multifactor signals (e.g., quality, size, value, momentum, low volatility). The system refreshes its investable database every four weeks, driving frequent trading and sector tilts as signals evolve. Portfolio construction imposes explicit concentration controls at rebalance: single-issuer weights ≤10%, and aggregate positions >5% each capped at ≤40% of assets. Liquidity and capacity reflect U.S. primary-listing markets and the need to execute high-turnover rebalances efficiently. Sell and trim rules follow the model’s periodic refresh and constraint enforcement.

To explore QRFT in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/QRFT_US