What is STNC?

STNC is an actively-managed, non-transparent ETF that holds a concentrated portfolio of US large-cap firms screened for ESG criteria. The fund utilizes the Blue Tractor non-transparent model.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STNC 0.91% 3.50% -10.57% -7.12% -- -- --
STNC (NAV) 1.12% 3.85% -10.21% -6.66% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.18% -1.89% -17.19% -15.47% 9.67% 10.62% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STNC Factset Analytics Insight

STNC combines ESG investing with machine learning, risk optimization and a non-transparent active approach. The fund applies a multi-step ESG methodology to its large-cap US equity universe—first, screening securities for ESG criteria, and then ranking remaining securities against industry peers on sustainability-related key performance indicators. The fund adviser uses a machine learning model to identify firms that are most likely to outperform over the next quarter. Then the portfolio is optimized to minimize risk and maximize diversification. STNC is composed of at least 25 holdings, which are rebalanced quarterly. The fund only discloses its full holdings quarterly, with a 60-day lag. A ‘tracking basket’ is published daily on its website, in place of the actual portfolio. While STNC may disclose its actual holdings in the ‘tracking basket’, the portfolio weights are different. Investors should note that a non-transparent structure could result in wider spreads.

STNC Summary Data

03/16/21
0.85%
$44.33M
No Underlying Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
+$0.00B 90 Days

STNC Portfolio Data

--
--
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0.46%
N/A
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STNC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

STNC Portfolio Management

0.85%
--
--
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STNC Tax Exposures

20.00% / 39.60%
0.10%
Qualified dividends
No

STNC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Medium
Quarterly

Factset Analytics Block Liquidity

As of 11/30/22

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

STNC Tradability

3,223
$80.94K
215
$4.81K
0.23%
$0.06
0.02%
0.45% / -1.17%
None
--
5,000
0.04
0.37%
--
0
$26.17
N/A

STNC Performance Statistics

0.89
0.81
0.83
0.81
0.51%
MSCI USA Large Cap Index

STNC Benchmark Comparison Holdings

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STNC Benchmark Comparison Summary

STNC Segment
Benchmark
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STNC Benchmark Comparison Market Cap Size

STNC Segment
Benchmark
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Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.