NYSE · inception 2012-03-01 · beta 1.09 · avg volume 739,349 · holdings as of 2026-10-15 · prices through 2026-10-16
AUM$8.6B
Holdings3
Top-10 weight4.2%
1-yr return-5.4%
Max drawdown 5y-19.1%
Volatility 1y4.8%
Performance vs S&P 500 (SPY)
■ BOND■ SPY
Total return
1m
3m
6m
YTD
1y
3y
5y
BOND
-0.9%
-3.1%
-5.5%
-4.7%
-5.4%
+12.0%
-4.5%
SPY
+0.3%
+2.9%
+7.5%
+11.7%
+15.1%
+80.0%
+84.9%
Rebased to 100 five years ago, weekly adjusted closes. Max drawdown is the largest peak-to-trough fall in that window (trough 2022-10-21). 3y and 5y returns are cumulative.
Top holdings
#
Ticker
Name
Weight
1
US TREASURY N/B 05/46 5 5.00% 05/15/2046
10.89%
2
REPO BANK AMERICA REPO 3.90% 10/16/2026
5.99%
3
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 4.50%
5.81%
4
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 12
5.50%
5
PMBS
PIMCO MORTGAGE BACKED SECURITI PIMCO MBS ACTIVE
3.83%
6
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 11
3.62%
7
GNMA II TBA 30 YR 5.5 JUMBOS 5.50% 11/19/2056
2.98%
8
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 4.50%
2.72%
9
TSY INFL IX N/B 07/36 2.375 2.38% 07/15/2036
2.25%
10
FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 6.00%
1.65%
Exposure
Sector
Unclassified95.4%
Financial Services4.2%
Country
Unclassified95.4%
US4.2%
Weights of holdings joined to company profiles; bonds, cash and derivatives fall under Unclassified.
InsiderStreet scores of the holdings
The holdings are not companies we score (e.g. bonds or commodities).