SSLY vs. AFSM ETF Comparison

Comparison of Syntax Stratified SmallCap ETF (SSLY) to Active Factor Small Cap ETF (AFSM)
SSLY

Syntax Stratified SmallCap ETF

SSLY Description

The investment seeks to provide investment results that, before expenses, correspond generally to the total return performance of publicly traded equity securities of companies in the Syntax Stratified SmallCap Index. Under normal market conditions, the fund generally invests substantially all, and at least 80% of its total assets in the securities comprising the index. The index is the Stratified WeightTM version of the widely used S&P SmallCap 600® Index and holds the same constituents as the S&P SmallCap 600® Index.

Grade (RS Rating)

Last Trade

$46.63

Average Daily Volume

2,765

Number of Holdings *

576

* may have additional holdings in another (foreign) market
AFSM

Active Factor Small Cap ETF

AFSM Description The investment seeks to provide capital appreciation. Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in U.S.-listed equity securities issued by small capitalization companies. The manager defines small capitalization companies as those that, at the time of investment, have a market capitalization between a minimum of $250 million and the maximum market capitalization of a widely recognized index of small capitalization companies based upon the composition of the index at the time of investment. It is non-diversified.

Grade (RS Rating)

Last Trade

$30.80

Average Daily Volume

7,557

Number of Holdings *

294

* may have additional holdings in another (foreign) market
Performance
Period SSLY AFSM
30 Days 1.45% 1.91%
60 Days 2.35% 1.61%
90 Days 8.93% 8.56%
12 Months 14.09% 25.46%
155 Overlapping Holdings
Symbol Grade Weight in SSLY Weight in AFSM Overlap
ABG F 0.11% 0.24% 0.11%
ACIW B 0.17% 0.02% 0.02%
ACLS F 0.05% 0.03% 0.03%
ADUS B 0.12% 0.46% 0.12%
AKR C 0.07% 0.3% 0.07%
ALKS C 0.21% 0.97% 0.21%
ALRM F 0.68% 0.14% 0.14%
AMCX F 0.29% 0.1% 0.1%
AMN F 0.05% 0.07% 0.05%
AMPH C 0.33% 0.05% 0.05%
AMR F 0.04% 0.36% 0.04%
AMWD C 0.08% 0.49% 0.08%
ANDE D 0.18% 0.05% 0.05%
ANIP D 0.28% 0.39% 0.28%
APAM C 0.32% 0.05% 0.05%
APOG B 0.07% 0.31% 0.07%
AROC C 0.07% 0.59% 0.07%
ASO C 0.23% 0.35% 0.23%
ASTH B 0.46% 0.12% 0.12%
ATEN C 0.73% 0.05% 0.05%
ATGE D 0.16% 0.28% 0.16%
AVNS B 0.13% 0.36% 0.13%
AZZ C 0.06% 0.26% 0.06%
BCC C 0.09% 0.71% 0.09%
BHE C 0.25% 0.26% 0.25%
BKE B 0.33% 0.3% 0.3%
BKU C 0.02% 0.26% 0.02%
BLFS D 0.22% 0.2% 0.2%
BMI B 0.11% 0.63% 0.11%
BRC B 0.13% 0.17% 0.13%
BTU D 0.06% 0.47% 0.06%
CAL F 0.16% 0.5% 0.16%
CALM B 0.22% 0.63% 0.22%
CASH B 0.18% 0.33% 0.18%
CCRN F 0.06% 0.39% 0.06%
CEIX D 0.06% 0.54% 0.06%
CHCO B 0.11% 0.54% 0.11%
CLW F 0.14% 0.15% 0.14%
CNK B 0.89% 0.31% 0.31%
CNXN B 0.11% 0.38% 0.11%
COLL B 0.22% 0.06% 0.06%
COOP B 0.21% 0.63% 0.21%
CORT B 0.23% 0.39% 0.23%
CPRX B 0.33% 0.89% 0.33%
CRS B 0.1% 0.77% 0.1%
CRVL B 0.16% 0.6% 0.16%
CSGS C 0.18% 0.13% 0.13%
CTRE B 0.45% 0.08% 0.08%
CTS D 0.25% 0.05% 0.05%
DFIN B 0.37% 0.54% 0.37%
DNOW D 0.06% 0.27% 0.06%
DXC C 0.44% 0.32% 0.32%
EGBN C 0.02% 0.46% 0.02%
EIG B 0.33% 0.13% 0.13%
EMBC C 0.91% 0.04% 0.04%
EPAC B 0.15% 0.0% 0.0%
ETH D 0.1% 0.05% 0.05%
EXTR C 0.42% 0.19% 0.19%
FBP C 0.14% 0.35% 0.14%
FDP B 0.25% 0.58% 0.25%
FORM F 0.12% 0.05% 0.05%
FTDR B 0.15% 0.05% 0.05%
GEO F 0.08% 0.3% 0.08%
GES F 0.1% 0.19% 0.1%
GFF C 0.33% 0.1% 0.1%
GIII C 0.22% 0.29% 0.22%
GMS C 0.09% 0.56% 0.09%
GRBK B 0.21% 0.36% 0.21%
HCC F 0.05% 0.23% 0.05%
HCI C 0.3% 0.25% 0.25%
HIW B 0.09% 0.38% 0.09%
HLX D 0.07% 0.22% 0.07%
HRMY B 0.32% 0.44% 0.32%
HSII C 0.07% 0.57% 0.07%
HUBG C 0.11% 0.29% 0.11%
HWKN B 0.17% 0.63% 0.17%
IDCC B 0.18% 0.95% 0.18%
IIPR B 0.07% 0.49% 0.07%
INVA B 0.23% 0.13% 0.13%
JXN B 0.33% 0.63% 0.33%
KELYA D 0.06% 0.23% 0.06%
KN D 0.27% 0.23% 0.23%
KRYS D 0.16% 0.09% 0.09%
KSS F 0.15% 0.08% 0.08%
KTB B 0.2% 0.08% 0.08%
LBRT D 0.07% 0.04% 0.04%
LGND C 0.39% 0.39% 0.39%
LMAT B 0.11% 0.22% 0.11%
LPG F 0.25% 0.46% 0.25%
LRN B 0.17% 0.32% 0.17%
MATX C 0.08% 0.32% 0.08%
MCY C 0.34% 0.59% 0.34%
MD C 0.55% 0.27% 0.27%
MHO B 0.21% 0.84% 0.21%
MLI B 0.35% 1.13% 0.35%
MLKN D 0.1% 0.09% 0.09%
MOG.A B 0.17% 0.32% 0.17%
MOV F 0.12% 0.14% 0.12%
MTH B 0.19% 0.4% 0.19%
NAVI C 0.12% 0.21% 0.12%
NHC D 0.14% 1.27% 0.14%
NMIH B 0.14% 0.68% 0.14%
NSIT C 0.1% 0.07% 0.07%
NTCT D 0.42% 0.23% 0.23%
NUS F 0.13% 0.23% 0.13%
NX D 0.08% 0.2% 0.08%
ODP F 0.17% 0.36% 0.17%
OFG C 0.17% 0.6% 0.17%
OMI D 0.25% 0.07% 0.07%
OTTR D 0.24% 0.05% 0.05%
PCRX F 0.09% 0.11% 0.09%
PFBC C 0.02% 0.82% 0.02%
PFS B 0.02% 0.3% 0.02%
PHIN B 0.13% 0.28% 0.13%
PINC C 0.31% 0.46% 0.31%
PIPR B 0.12% 0.22% 0.12%
PLAB F 0.06% 0.43% 0.06%
PLUS B 0.46% 0.61% 0.46%
POWL C 0.13% 0.36% 0.13%
PRDO D 0.14% 0.45% 0.14%
PRG B 0.15% 0.28% 0.15%
PRGS C 0.14% 0.37% 0.14%
PRK C 0.02% 0.56% 0.02%
RAMP F 0.11% 0.09% 0.09%
RDN B 0.13% 0.83% 0.13%
RDNT B 0.1% 0.3% 0.1%
REZI D 0.08% 0.5% 0.08%
SANM D 0.54% 0.6% 0.54%
SBH B 0.26% 0.22% 0.22%
SCSC D 0.1% 0.15% 0.1%
SCVL B 0.16% 0.18% 0.16%
SIG C 0.14% 0.34% 0.14%
SKYW C 0.22% 0.93% 0.22%
SLG B 0.08% 0.59% 0.08%
SLVM B 0.17% 0.58% 0.17%
SMP C 0.22% 0.24% 0.22%
SPSC D 0.13% 0.11% 0.11%
STBA B 0.02% 0.59% 0.02%
SUPN C 0.33% 0.59% 0.33%
SWI B 0.03% 0.03% 0.03%
SXC F 0.06% 0.19% 0.06%
TBBK B 0.17% 0.67% 0.17%
TILE B 0.09% 0.3% 0.09%
TNC D 0.13% 0.21% 0.13%
TPH C 0.18% 0.08% 0.08%
TRMK C 0.02% 0.31% 0.02%
TWI D 0.06% 0.36% 0.06%
UCTT F 0.05% 0.19% 0.05%
UFPT C 0.16% 0.6% 0.16%
VIRT B 0.22% 0.28% 0.22%
VSTO B 0.3% 0.06% 0.06%
WABC D 0.02% 0.21% 0.02%
WGO D 0.29% 0.07% 0.07%
WNC F 0.09% 0.41% 0.09%
XRX F 0.12% 0.21% 0.12%
SSLY Overweight 421 Positions Relative to AFSM
Symbol Grade Weight
LUMN C 1.15%
VCEL D 0.79%
TNDM C 0.71%
HLIT C 0.68%
PLXS B 0.67%
CEVA C 0.58%
CALX D 0.55%
VGR C 0.54%
SMTC C 0.52%
HVT D 0.52%
SATS B 0.47%
TRUP C 0.46%
DGII D 0.46%
TDS C 0.44%
UVV D 0.42%
MGPI C 0.42%
STEP B 0.41%
CNS B 0.41%
SITM B 0.41%
SGH F 0.41%
AOSL D 0.41%
SPTN C 0.4%
PRFT A 0.39%
HSTM C 0.39%
MPW C 0.39%
UNFI C 0.38%
SEM D 0.38%
SDGR F 0.37%
MXL F 0.37%
PSMT B 0.37%
PTGX C 0.37%
LESL F 0.36%
PAHC B 0.36%
SXI C 0.35%
CHEF C 0.35%
SPNT C 0.34%
BSIG B 0.34%
PLMR B 0.34%
PBH B 0.34%
RUN C 0.34%
SAFT C 0.32%
GNW B 0.32%
MSEX C 0.32%
GOGO F 0.32%
DIOD F 0.32%
AMSF C 0.32%
SHAK C 0.31%
UTL B 0.31%
CCOI C 0.31%
LCII C 0.31%
HMN C 0.3%
FL D 0.3%
PRA C 0.3%
MGEE B 0.3%
SJW C 0.3%
CWT C 0.3%
VRTS D 0.3%
AWR B 0.3%
FELE C 0.29%
AGO C 0.29%
UFCS D 0.29%
PZZA D 0.29%
NWN B 0.29%
CPK B 0.29%
CERT F 0.29%
AVA B 0.29%
SLP F 0.28%
AHCO B 0.28%
GO F 0.28%
TTMI D 0.27%
SNCY D 0.27%
VSAT F 0.27%
RGR F 0.27%
LQDT B 0.26%
PDCO F 0.26%
CHCT F 0.26%
PRLB D 0.26%
THRM D 0.26%
SABR D 0.25%
DLX D 0.25%
MLAB C 0.25%
SCHL D 0.25%
DOCN B 0.25%
URBN D 0.24%
ENR F 0.24%
JBLU D 0.24%
CNSL A 0.24%
CVI F 0.24%
IAC C 0.24%
GSHD B 0.24%
CARG B 0.24%
IPAR D 0.24%
NPK C 0.23%
JACK F 0.23%
HBI B 0.23%
PARR F 0.22%
EPC F 0.22%
CABO F 0.22%
FN D 0.22%
ALK C 0.22%
THRY D 0.21%
WD B 0.21%
VFC C 0.21%
YELP F 0.21%
GDOT C 0.21%
FLGT D 0.21%
CARS D 0.2%
BGC B 0.2%
SHEN F 0.2%
MMI C 0.2%
ALGT F 0.19%
OGN D 0.19%
CBU C 0.19%
STC B 0.19%
CCS B 0.19%
SSTK F 0.19%
AVAV D 0.19%
CWK B 0.19%
EXPI C 0.19%
MODG F 0.19%
REX D 0.18%
CHUY B 0.18%
DVAX D 0.18%
SNEX C 0.18%
CVGW C 0.18%
VIAV D 0.18%
CVCO B 0.18%
LGIH C 0.18%
WWW B 0.18%
CTKB F 0.18%
OMCL C 0.17%
AIN D 0.17%
CMA B 0.17%
OI D 0.17%
VRRM D 0.17%
TRIP F 0.17%
DORM B 0.17%
MATV B 0.17%
TALO F 0.17%
PATK B 0.17%
GPRE F 0.16%
BOOT B 0.16%
NATL D 0.16%
BOX B 0.16%
CUBI F 0.16%
EVTC D 0.16%
CRC C 0.16%
MGY C 0.16%
FTRE F 0.16%
AXL F 0.16%
XPEL D 0.16%
NBHC C 0.16%
SHOO B 0.16%
FWRD C 0.16%
GVA B 0.16%
VSTS D 0.15%
RCUS D 0.15%
XNCR C 0.15%
VSCO C 0.15%
SEE D 0.15%
ICUI B 0.15%
ENVA C 0.15%
WDFC B 0.15%
NOG D 0.15%
LKFN C 0.15%
ASIX C 0.15%
DAN F 0.15%
CRK D 0.14%
MRCY C 0.14%
CWEN B 0.14%
CWEN B 0.14%
ACA C 0.14%
RGNX D 0.14%
SM D 0.14%
KMT B 0.14%
AGYS D 0.14%
DY B 0.14%
NVEE F 0.14%
PBI C 0.14%
ENSG C 0.14%
VICR F 0.14%
HAIN D 0.13%
COHU F 0.13%
ESE B 0.13%
EZPW D 0.13%
CPF B 0.13%
VREX F 0.13%
IRWD F 0.13%
GPI B 0.13%
ECPG C 0.13%
EAT B 0.13%
WAFD B 0.13%
BL D 0.13%
ENV C 0.13%
TGI D 0.13%
UNF B 0.13%
ABM D 0.12%
SAH D 0.12%
TRST C 0.12%
MC B 0.12%
MNRO D 0.12%
NWBI C 0.12%
KOP F 0.12%
HCSG C 0.12%
HASI B 0.12%
EYE F 0.12%
OSIS C 0.12%
QNST B 0.12%
PRAA D 0.12%
UNIT C 0.12%
DBI F 0.12%
GKOS D 0.12%
JBT D 0.12%
VIR F 0.12%
DV F 0.12%
SONO F 0.12%
THS C 0.12%
MARA F 0.12%
AEIS D 0.12%
STRA D 0.12%
MMSI B 0.12%
SXT C 0.12%
KALU F 0.12%
LTC B 0.12%
MERC F 0.12%
AEO D 0.11%
CNMD D 0.11%
BGS D 0.11%
TRN C 0.11%
BLMN F 0.11%
CXM F 0.11%
HZO C 0.11%
LZB C 0.11%
RUSHA C 0.11%
LNC D 0.11%
BOH C 0.11%
NEO C 0.11%
HNI B 0.11%
ITGR B 0.11%
MYGN B 0.11%
TR C 0.11%
NABL D 0.11%
PJT B 0.11%
CAKE C 0.11%
FOXF F 0.11%
KAR D 0.11%
AX D 0.11%
DIN F 0.1%
FSS D 0.1%
RXO D 0.1%
NWL D 0.1%
LNN C 0.1%
AMBC F 0.1%
ALG D 0.1%
FIZZ D 0.1%
ASTE F 0.1%
ARLO F 0.1%
DXPE C 0.1%
HTZ D 0.1%
CBRL D 0.1%
LEG D 0.1%
BJRI D 0.1%
PRVA D 0.1%
JBSS D 0.1%
NARI F 0.1%
ITRI C 0.1%
CFFN C 0.1%
WRLD D 0.1%
JJSF C 0.1%
KLG C 0.1%
UHT B 0.09%
HAYW C 0.09%
GDEN D 0.09%
VVI C 0.09%
AWI B 0.09%
JBGS B 0.09%
HI F 0.09%
DEI B 0.09%
AL D 0.09%
CRSR F 0.09%
AIR C 0.09%
GBX C 0.09%
MCRI B 0.09%
GNL B 0.09%
GTES C 0.09%
CXW F 0.09%
MYRG F 0.09%
MCW F 0.09%
OXM D 0.09%
SMPL D 0.09%
ATI C 0.08%
IBP C 0.08%
NXRT B 0.08%
VTOL D 0.08%
INN C 0.08%
OII D 0.08%
DDD F 0.08%
WHD C 0.08%
MSGS B 0.08%
NBR F 0.08%
NVRI D 0.08%
MATW F 0.08%
DEA B 0.08%
PENN D 0.08%
USNA F 0.08%
BDN B 0.08%
USPH D 0.08%
KFY B 0.07%
ARCB D 0.07%
XHR C 0.07%
SKT B 0.07%
SVC F 0.07%
HP D 0.07%
ROCK D 0.07%
JOE C 0.07%
UE B 0.07%
AHH B 0.07%
HAYN D 0.07%
ALEX B 0.07%
PECO B 0.07%
CLB D 0.07%
OUT B 0.07%
STAA F 0.07%
MRTN D 0.07%
APLE D 0.07%
IIIN D 0.07%
CSR B 0.07%
GTY B 0.07%
RES D 0.07%
AAP F 0.07%
SHO D 0.07%
KW C 0.07%
FCPT A 0.07%
ROIC B 0.07%
HTLD D 0.07%
DRH C 0.07%
WERN D 0.07%
LXP B 0.07%
WS C 0.07%
HPP D 0.07%
SNDR B 0.07%
TTGT F 0.07%
EPRT A 0.07%
AAT B 0.07%
PLAY F 0.06%
WSR D 0.06%
EFC B 0.06%
PTEN F 0.06%
NPO C 0.06%
RHI D 0.06%
PDFS D 0.06%
KLIC D 0.06%
MTRN D 0.06%
RWT B 0.06%
MAC B 0.06%
PUMP F 0.06%
IART F 0.06%
SEDG F 0.06%
BFS C 0.06%
PEB D 0.06%
KWR D 0.05%
VECO F 0.05%
MTUS F 0.05%
FUL D 0.05%
WOR F 0.05%
CMP D 0.05%
CENTA D 0.05%
CENT D 0.05%
BCPC C 0.05%
ZEUS F 0.05%
MYE D 0.05%
ARCH F 0.05%
B D 0.05%
CENX D 0.05%
ICHR F 0.05%
TDW F 0.05%
PMT B 0.05%
NGVT F 0.04%
ROG D 0.04%
SCL D 0.04%
MTX D 0.04%
IOSP D 0.04%
RILY F 0.03%
RC D 0.02%
ABR B 0.02%
ARI F 0.02%
BXMT C 0.02%
CVBF C 0.02%
BANC B 0.02%
HTH C 0.02%
PPBI D 0.02%
FULT C 0.02%
RNST D 0.02%
CATY B 0.02%
FHB C 0.02%
BRKL C 0.02%
SBCF C 0.02%
UCBI B 0.02%
BHLB C 0.02%
AUB C 0.02%
HOPE B 0.02%
WSFS C 0.02%
FFBC C 0.02%
HAFC C 0.02%
VBTX B 0.02%
SFNC B 0.02%
BANF B 0.02%
FBK B 0.02%
FCF C 0.02%
NBTB D 0.02%
BANR B 0.02%
HFWA C 0.02%
ABCB B 0.02%
KREF B 0.02%
SBSI B 0.02%
TMP C 0.02%
INDB C 0.02%
FBNC B 0.02%
IBTX B 0.02%
SFBS B 0.02%
DCOM B 0.02%
SSLY Underweight 139 Positions Relative to AFSM
Symbol Grade Weight
ANF D -0.88%
MTG B -0.85%
SFM B -0.81%
TNK D -0.8%
HALO B -0.79%
DAKT D -0.79%
UVE B -0.76%
TMHC B -0.72%
CVLT B -0.71%
NHI A -0.68%
EME B -0.66%
ZETA B -0.64%
NTB C -0.64%
COKE C -0.62%
FIX B -0.62%
ACT A -0.6%
GMED D -0.6%
MUSA C -0.6%
LNTH C -0.59%
DOLE A -0.58%
KBH B -0.58%
STRL B -0.56%
APPF D -0.54%
HRB C -0.53%
PI B -0.52%
RMR C -0.5%
TEX D -0.49%
TGNA C -0.49%
EVER D -0.49%
BELFB C -0.49%
BRBR B -0.48%
YOU B -0.47%
BXC D -0.47%
WFRD F -0.47%
BLBD C -0.46%
VRNT F -0.46%
DDS D -0.45%
ESNT B -0.44%
YMAB C -0.43%
SPNS D -0.42%
CSWI B -0.41%
RXST C -0.41%
M F -0.4%
PBF F -0.38%
INMD D -0.38%
TMDX C -0.37%
BPMC D -0.36%
BDC B -0.36%
PDM B -0.36%
SCS B -0.35%
HDSN D -0.35%
ATKR F -0.34%
BNL B -0.33%
LOPE D -0.33%
CUZ B -0.32%
CVNA B -0.32%
CRAI C -0.32%
QTWO B -0.32%
ASC D -0.31%
HIMS D -0.31%
PRMW A -0.31%
VRNS C -0.3%
CMC D -0.3%
IBOC C -0.3%
SBRA B -0.3%
BKH B -0.29%
TCMD C -0.28%
THFF B -0.28%
MEDP D -0.28%
GNK D -0.27%
INSW D -0.27%
PSN B -0.27%
USLM B -0.27%
HURN C -0.27%
MRVI C -0.26%
MED F -0.26%
SIGA D -0.25%
ADMA B -0.25%
VNDA D -0.25%
ITCI D -0.25%
IMKTA D -0.25%
AMKR F -0.25%
IESC C -0.24%
CMPR F -0.24%
ONTO F -0.23%
PRM B -0.23%
STNG D -0.22%
DHT C -0.22%
INTA B -0.22%
ENS C -0.22%
AXSM C -0.21%
HOV C -0.21%
NSSC F -0.21%
PK D -0.21%
HAE D -0.21%
GOGL D -0.2%
ADNT F -0.2%
HY D -0.2%
ASGN D -0.2%
SD D -0.19%
KRC B -0.19%
VSH D -0.19%
VCTR B -0.18%
CRDO D -0.18%
AGX C -0.17%
SGBX F -0.17%
OSCR B -0.16%
NVST D -0.16%
MAX C -0.15%
HROW B -0.15%
CWCO F -0.15%
TGTX B -0.15%
TPC C -0.15%
CECO D -0.14%
TARS C -0.14%
AYI B -0.13%
TWST D -0.13%
CHRD F -0.13%
CGEM F -0.13%
METC F -0.12%
ALKT D -0.11%
AIT C -0.11%
YEXT C -0.1%
JWN B -0.07%
EOLS C -0.06%
REVG C -0.05%
SWX C -0.05%
PHR C -0.05%
GRND B -0.05%
HE F -0.05%
OGS B -0.05%
JBI F -0.04%
PGNY F -0.04%
TDC F -0.04%
SEMR C -0.04%
RYI F -0.03%
VITL D -0.03%
MITK F -0.0%
MAIN C -0.0%
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