We use a rolling window for lobbying disclosures in an attempt to capture the full quarter’s lobbying expenditure. Large lobbying disclosures for a company on the same issue are often done quarterly with a semi-consistent interval, so there is potential for a company to move out of the rankings for one (or more) rebalance periods if the two disclosures are spread out, and conversely for a company to move into the ranking during a rebalance window if the two disclosures are closer together.
Lobbying disclosures are filed under a company’s legal name, and are not mapped to tickers at the source. Because of this, there is a risk of mapping lobbying disclosures to the wrong company, or missing disclosures that are filed under a subsidiary or other name. While we have taken steps to mitigate this risk, it presents the possibility for erroneous data. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.