SSPY

Syntax Stratified LargeCap ETF
*Unless otherwise stated, data provided by FactSet.

SSPY Fund Description

SSPY tracks an index that holds all constituents of the S&P 500 Index, reweighted to diversify related business risk.

SSPY Factset Analytics Insight

SSPY’s index aims to provide equal exposure to companies that share related business risks, using a proprietary stratified weighting methodology. The fund manager sorts S&P 500 companies into groups based on their underlying business functions and relationships such as: common suppliers, customers, competitors, and/or products. When two or more companies’ earnings are affected by these same fundamental drivers, they are grouped together, and their weight is redistributed across the other components. The objective is to provide a more unbiased return of the large-cap space than market-cap-weighted funds. The index is rebalanced quarterly and will typically include 500 components allocated across eight industry sectors: consumer, energy, financials, food, health care, industrials, information, and information tools. Prior to the inception date, the strategy was available as a privately held fund.

SSPY MSCI ESG Analytics Insight

Syntax Stratified LargeCap ETF has an MSCI ESG Fund Rating of A based on a score of 7.06 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. Syntax Stratified LargeCap ETF ranks in the 69th percentile within its peer group and in the 80th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SSPY 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 10/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSPY 4.59% 5.37% 23.48% 39.83% -- -- --
SSPY (NAV) 5.17% 4.71% 23.81% 40.93% 15.54% 14.71% --
Syntax Stratified LargeCap Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 4.38% 4.48% 21.84% 33.70% 21.03% 19.21% 16.60%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSPY Summary Data

Syntax
01/01/15
Open-Ended Fund
0.30%
$103.00M
$105.41K
0.17%

SSPY Portfolio Data

$124.29B
27.93
3.49
1.32%
N/A
498

SSPY Index Data

Syntax Stratified LargeCap Index
Tiered
Committee
MSCI USA Large Cap Index

SSPY Portfolio Management

0.30%
--
--
--

SSPY Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SSPY Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
Low
Daily

SSPY Factset Analytics Block Liquidity

As of 10/22/21
5
4
3
2
1

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

SSPY Tradability

1,597
$105.41K
587
$39.78K
0.17%
$0.11
0.01%
0.57% / -0.18%
None
99.00%
25,000
0.02
0.07%
0.00%
0
$69.32
5

SSPY Sector/Industry Breakdown


SSPY
Segment Benchmark
18.48%
38.43%
18.09%
14.61%
13.42%
11.96%
12.67%
5.87%
11.11%
13.41%
9.90%
7.84%
6.35%
2.14%
5.35%
2.04%
2.68%
1.78%
0.72%
1.44%

SSPY Top 10 Holdings[View All]

Walmart Inc. 0.76%
Kroger Co. 0.70%
Adobe Inc. 0.65%
7.53%

SSPY Countries


SSPY
Segment Benchmark
100.00%
99.90%
--
0.10%

SSPY Regions


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Economic Development


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Performance Statistics

0.70
0.88
0.83
0.85
0.47%
MSCI USA Large Cap Index

SSPY MSCI ESG Ratings

7.06 / 10
80.13
68.96
7.58%
--
239.17

SSPY Benchmark Comparison Holdings

498
291
263
40.35%

SSPY Benchmark Comparison Summary


SSPY
Segment Benchmark
498
291
$124.29B
$656.83B
27.93
29.41
3.49
5.17
1.63%
1.27%
Low
Low

SSPY Benchmark Comparison Market Cap Size


SSPY
Segment Benchmark
90.08%
100.00%
9.92%
0.00%
0.00%
0.00%
0.00%
0.00%