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EFTA00665021.pdf
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-16 through 18-Sep-17. Source: BofA Merrill Lynch US Equity & Quant Strategy, Russell Investment Group, I/B/E/S, Compustat. Monthly data shown from Aug-03 through Aug-17. Source: BofA Merrill Lynch Global Research. Weekly data from 1-Jan-13 through 12-Sep-17. Futures positioning data accounts for last
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