SPQQ

Siren Large Cap Blend Index ETF
*Unless otherwise stated, data provided by FactSet.

SPQQ Fund Description

SPQQ tracks an equal-weighted index of global large cap equities selected by market cap.

SPQQ Factset Analytics Insight

SPQQ is passively managed to invest in a blend of stocks coming from a pool of 500 largest US companies, including REITS and from 100 largest companies from the NASDAQ Global Select Market. The NASDAQ selection excludes companies in the banking, insurance, real estate and financial services sectors. The fund selects 30 stocks with the largest market capitalization from each two pools. The 60 stocks selected are weighted equally. Companies that appear on both pools are overweighed by twice as much than those that appear only on one pool. The Index is reconstituted annually and rebalanced quarterly.

SPQQ MSCI ESG Analytics Insight

Siren Large Cap Blend Index ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.60 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Siren Large Cap Blend Index ETF ranks in the 36th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPQQ MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPQQ 2.19% 8.40% 17.34% 33.32% -- -- --
SPQQ (NAV) -0.12% 5.82% 15.33% 34.35% -- -- --
Siren Large Cap Blend Index -- -- -- -- -- -- --
MSCI ACWI Large Cap Index 0.04% 2.67% 14.32% 33.49% 13.71% 14.10% 12.47%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPQQ Summary Data

SRN Advisors
Siren
07/01/20
Open-Ended Fund
0.20%
$1.65M
$1.62K
0.05%

SPQQ Portfolio Data

$552.60B
31.97
6.33
4.42%
N/A
47

SPQQ Index Data

Siren Large Cap Blend Index
Equal
Market Cap
MSCI ACWI Large Cap Index

SPQQ Portfolio Management

0.20%
--
--
--

SPQQ Tax Exposures

20.00% / 39.60%
4.77%
Qualified dividends
No

SPQQ Fund Structure

Open-Ended Fund
Yes
Yes
-- / --
N/A
N/A
High
Daily

SPQQ Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPQQ. SPQQ is rated a 4 out of 5.

SPQQ Tradability

70
$1.62K
25
0
0.05%
$0.02
-0.09%
5.80% / -3.74%
None
100.00%
25,000
0.00
0.03%
0.00%
0
$33.48
4

SPQQ Sector/Industry Breakdown


SPQQ
Segment Benchmark
56.82%
30.30%
21.29%
12.86%
6.00%
12.05%
5.13%
15.68%
4.96%
7.08%
4.31%
2.19%
1.49%
3.39%

SPQQ Top 10 Holdings[View All]

Adobe Inc. 3.90%
Apple Inc. 3.16%
37.43%

SPQQ Countries


SPQQ
Segment Benchmark
96.09%
61.41%
1.99%
1.26%
1.14%
4.69%
0.79%
0.66%
--
0.13%
--
0.37%
--
0.15%
--
1.31%
--
0.37%
--
0.23%

SPQQ Regions


SPQQ
Segment Benchmark
96.09%
63.96%
1.99%
16.36%
1.92%
17.83%
--
0.85%
--
1.00%

SPQQ Economic Development


SPQQ
Segment Benchmark
99.21%
95.25%
0.79%
4.75%

SPQQ Performance Statistics

0.80
1.22
1.21
1.10
0.48%
MSCI ACWI Large Cap Index

SPQQ MSCI ESG Ratings

5.60 / 10
11.27
35.74
2.09%
3.33%
31.51

SPQQ Benchmark Comparison Holdings

47
1348
47
31.77%

SPQQ Benchmark Comparison Summary


SPQQ
Segment Benchmark
47
1348
$552.60B
$422.21B
31.97
24.83
6.33
3.16
1.12%
1.67%
Medium
Low

SPQQ Benchmark Comparison Market Cap Size


SPQQ
Segment Benchmark
100.00%
98.33%
0.00%
1.65%
0.00%
0.02%
0.00%
0.00%