AMEX · inception 2021-11-16 · beta 0.93 · avg volume 1,693,644 · holdings as of 2026-10-15 · prices through 2026-10-16
AUM$11.6B
Holdings1,874
Top-10 weight0.0%
1-yr return-5.0%
Max drawdown 5y-19.6%
Volatility 1y4.3%
Performance vs S&P 500 (SPY)
■ DFCF■ SPY
Total return
1m
3m
6m
YTD
1y
3y
5y
DFCF
-0.7%
-2.7%
-4.6%
-4.3%
-5.0%
+11.1%
—
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 2022-10-20). 3y and 5y returns are cumulative.
Top holdings
#
Ticker
Name
Weight
1
FNMA 30YR TBA NOV 6%
6.23%
2
FNMA 30YR TBA NOV 2.5%
5.25%
3
FNMA 30YR TBA NOV 6.5%
5.03%
4
GNMA 30YR TBA NOV 6%
4.55%
5
US T-NOTE VRN 01/31/28
4.47%
6
US T-NOTE VRN 10/31/27
2.83%
7
US T-NOTE VRN 7/31/27
2.59%
8
FNMA 30YR TBA NOV 3.5%
2.25%
9
US T-NOTE VRN 10/31/26
2.17%
10
US T-NOTE VRN 04/30/27
1.90%
Exposure
Sector
Unclassified100.0%
Country
Unclassified100.0%
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).