« Back
Venn Collective Alpha US Index
| Since 2018-11-20 | Venn Research
At a glance
| ISIN | FR0013434362 |
| Initial Index Value | 126.81 |
| Last Value | 233.69 |
| Index Allocator | Venn Research |
| Index Administrator | LIXX |
Index Allocator Description
Venn Research
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
From the Index Universe, the algorithm chooses such components which fulfill the Index Component Selection Criteria. The strategy’s objective is to produce buy and sell signals of different market indices and equities. Based on these identified signals, the strategy allocates the component to the Index.
The allocation model derives the allocations to each Index Component based on price activity, liquid-ity, applicable technical data inputs, news flow, technical indicators, market access costs and other relevant factors.
In addition, cash holdings within the Index can be represented through highly liquid money market funds or foreign exchange spot positions. When the selection model detects a new signal, the Index Components will be reweighted. The regular screening for signals is done on a continuous basis.
Performance & Risk
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2026-07-31 | DIVIDEND | Aon PLC | IE00BLP1HW54 | 0.0001 | 0.0000 | USD |
| 2026-07-23 | DIVIDEND | Costco Wholesale Corp | US22160K1051 | 0.0000 | 0.0000 | USD |
| 2026-07-16 | DIVIDEND | TD Synnex Corp | US87162W1009 | 0.0000 | 0.0000 | USD |
| 2026-07-09 | DIVIDEND | Sunbelt Rentals Holdings Inc | US8669661048 | 0.0002 | 0.0007 | USD |
| 2026-07-09 | DIVIDEND | Lennar Corp | US5260571048 | 0.0001 | 0.0004 | USD |
| 2026-07-08 | DIVIDEND | Mastercard Inc | US57636Q1040 | 0.0000 | 0.0000 | USD |
| 2026-07-07 | DIVIDEND | Roper Technologies Inc | US7766961061 | 0.0001 | 0.0000 | USD |
| 2026-07-03 | DIVIDEND | JPMorgan Chase & Co | US46625H1005 | 0.0001 | 0.0001 | USD |
| 2026-07-01 | DIVIDEND | Progressive Corp | US7433151039 | 0.0000 | 0.0000 | USD |
| 2026-07-01 | DIVIDEND | American Express Co | US0258161092 | 0.0001 | 0.0000 | USD |
| 2026-06-30 | CAPITALIZATION | S&P Global Inc | US78409V1044 | 0.0017 | 0.0010 | |
| 2026-06-12 | DIVIDEND | Meta Platforms Inc | US30303M1027 | 0.0000 | 0.0000 | USD |
| 2026-06-12 | DIVIDEND | UnitedHealth Group Inc | US91324P1021 | 0.0001 | 0.0001 | USD |
| 2026-06-10 | DIVIDEND | Taiwan Semiconductor Manufacturing Co Ltd | US8740391003 | 0.0001 | 0.0000 | USD |
| 2026-06-09 | DIVIDEND | Elevance Health Inc | US0367521038 | 0.0001 | 0.0001 | USD |
| 2026-06-05 | DIVIDEND | Alphabet Inc | US02079K3059 | 0.0000 | 0.0000 | USD |
| 2026-06-04 | DIVIDEND | Booking Holdings Inc | US09857L1089 | 0.0001 | 0.0001 | USD |
| 2026-06-03 | DIVIDEND | Cigna Group | US1255231003 | 0.0001 | 0.0001 | USD |
| 2026-06-03 | DIVIDEND | NVIDIA Corp | US67066G1040 | 0.0000 | 0.0000 | USD |
| 2026-05-28 | DIVIDEND | S&P Global Inc | US78409V1044 | 0.0001 | 0.0000 | USD |
| 2026-05-20 | DIVIDEND | Microsoft Corp | US5949181045 | 0.0001 | 0.0000 | USD |
| 2026-05-20 | DIVIDEND | Applied Materials Inc | US0382221051 | 0.0000 | 0.0000 | USD |
| 2026-05-18 | DIVIDEND | Capital One Financial Corp | US14040H1059 | 0.0001 | 0.0001 | USD |
| 2026-05-14 | DIVIDEND | KKR & Co Inc | US48251W1045 | 0.0000 | 0.0001 | USD |
| 2026-05-14 | DIVIDEND | Moody's Corp | US6153691059 | 0.0001 | 0.0000 | USD |
| 2026-05-11 | DIVIDEND | Visa Inc | US92826C8394 | 0.0000 | 0.0000 | USD |
| 2026-05-08 | DIVIDEND | Apple Inc | US0378331005 | 0.0000 | 0.0000 | USD |
| 2026-05-07 | DIVIDEND | Charles Schwab Corp | US8085131055 | 0.0001 | 0.0002 | USD |
| 2026-04-30 | DIVIDEND | Aon PLC | IE00BLP1HW54 | 0.0001 | 0.0000 | USD |
| 2026-04-21 | DIVIDEND | Lennar Corp | US5260571048 | 0.0001 | 0.0002 | USD |
| 2026-04-14 | DIVIDEND | TD Synnex Corp | US87162W1009 | 0.0001 | 0.0001 | USD |
| 2026-04-08 | DIVIDEND | Salesforce Inc | US79466L3024 | 0.0001 | 0.0001 | USD |
| 2026-04-08 | DIVIDEND | Mastercard Inc | US57636Q1040 | 0.0000 | 0.0000 | USD |
| 2026-04-03 | CAPITALIZATION | Booking Holdings Inc | US09857L1089 | 0.0349 | 0.0421 | |
| 2026-04-03 | DIVIDEND | JPMorgan Chase & Co | US46625H1005 | 0.0001 | 0.0001 | USD |
| 2026-04-03 | DIVIDEND | Roper Technologies Inc | US7766961061 | 0.0001 | 0.0000 | USD |
| 2026-04-01 | DIVIDEND | Progressive Corp | US7433151039 | 0.0000 | 0.0000 | USD |
| 2026-04-01 | DIVIDEND | American Express Co | US0258161092 | 0.0001 | 0.0000 | USD |
| 2026-03-16 | DIVIDEND | Taiwan Semiconductor Manufacturing Co Ltd | US8740391003 | 0.0001 | 0.0000 | USD |
| 2026-03-16 | DIVIDEND | Brookfield Corp | CA11271J1075 | 0.0000 | 0.0002 | USD |
| 2026-03-13 | DIVIDEND | Meta Platforms Inc | US30303M1027 | 0.0000 | 0.0000 | USD |
| 2026-03-10 | DIVIDEND | NVIDIA Corp | US67066G1040 | 0.0000 | 0.0000 | USD |
| 2026-03-09 | DIVIDEND | Elevance Health Inc | US0367521038 | 0.0001 | 0.0001 | USD |
| 2026-03-06 | DIVIDEND | Alphabet Inc | US02079K3059 | 0.0000 | 0.0000 | USD |
| 2026-03-06 | DIVIDEND | UnitedHealth Group Inc | US91324P1021 | 0.0002 | 0.0001 | USD |
| 2026-03-05 | DIVIDEND | Booking Holdings Inc | US09857L1089 | 0.0001 | 0.0000 | USD |
ESG Factor
| Value | Coverage | |
|---|---|---|
| Enviromental Factors | ||
| Degree of exposure of the portfolio to the sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006 of the European Parliament and of the Council(1) as a percentage of the total weight in the portfolio. | 18.61% | 96.64% |
| Greenhouse gas (GHG) intensity of the benchmark. | 7.1576 | 90.53% |
| Total GHG emissions in tonnes. | ||
| Total GHG emissions in tonnes. | 17606605.6471 | 93.48% |
| Total GHG emissions in tonnes. | 50230263.3292 | |
| Exposure of the benchmark portfolio to companies the activities of which fall under Divisions 05 to 09, 19 and 20 of Annex I to Regulation (EC) No 1893/2006. | 0.07% | 96.64% |
| Exposure of the benchmark portfolio to activities included in the environmental goods and services sector, as defined in Article 2, point (5) of Regulation (EU) No 691/2011 of the European Parliament and of the Council(2). | 5.64% | 96.64% |
| Social Factors | ||
| International treaties and conventions, United Nations principles or, where applicable, national law used in order to determine what constitutes a ‘controversial weapon’. | 0.0000 | 96.64% |
| Weighted average percentage of benchmark constituents in the controversial weapons sector. | 0.00% | 96.64% |
| Weighted average percentage of benchmark constituents in the tobacco sector. | 0.00% | 0.00% |
| Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law. | ||
| Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law. | 6.0000 | 96.64% |
| Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law. | 0.20% | |
| Exposure of the benchmark portfolio to companies without due diligence policies on issues addressed by the fundamental International Labor Organisation Conventions 1 to 8. | 2.96% | 96.64% |
| Unadjusted gender pay gap. | 1.5988 | 23.26% |
| Percentage of female to male board members. | 33.48% | 96.64% |
| Rate of accidents, injuries, fatalities per million hours. | 0.00% | 13.31% |
| Numbers of convictions and amount of fines for violations of anti-corruption and anti-bribery laws. | 0.0000 | 96.64% |
| Governance Factors | ||
| Percentage of board members who are independent. | 82.90% | 96.64% |
| Percentage of female board members. | 33.48% | 96.64% |