Columbia Research Enhanced Value ETF (REVS US) – Portfolio Construction Methodology

The underlying Beta Advantage Research Enhanced U.S. Value Index targets a rules-based portfolio of U.S. value stocks drawn from the Russell 1000 Value Index, representing the U.S. large- and mid-cap segment. All Russell 1000 Value constituents are eligible, and Columbia’s Quantitative Research Group assigns each a 1–5 rating from proprietary quality, valuation and catalyst composites. The index retains roughly the 35% of names rated 1 or 2 and automatically includes all Biotechnology industry constituents; if a GICS sector has no 1- or 2-rated stocks, all eligible 3-rated stocks in that sector are added to preserve representation. Selected companies receive starting weights proportional to their market cap as in Russell 1000 Value, then weights are adjusted so each sector weight, and the Biotechnology industry weight, matches that in the parent index. The index is reconstituted and rebalanced semi-annually in June and December, while ongoing corporate actions follow Russell 1000 treatment.

To explore REVS 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/REVS_US