| Ticker | IVOL |
| Primary Exchange | NYSE |
| CUSIP | 500767736 |
| ISIN | US5007677363 |
| Net Assets | $497,381,608 |
| Total Annual Fund Operating Expense | 1.02% |
| Inception Date | 5/13/2019 |
| Distribution Frequency | Monthly |
| Monthly Historical Distribution (Minimum) | 0.30% |
| IVOL has paid a steady monthly distribution of at least 30 bps for 4 years in a row. Some distributions include a partial return of capital. Past performance is no guarantee of future results. | |
| NAV | |
| Net Asset Value | $17.83 |
| Daily Change | 0.34% |
| Price | |
| Market Price | $17.87 |
| Daily Change | 0.51% |
|
Curve Spread DV01 Data as of 12/03/2024 |
$0.0351 |
| Curve Spread DV01 is the sensitivity of the fund’s OTC options to a 0.01% change in the steepness of the US interest rate curve. | |
|
30 Day Median Bid/Ask Spread |
0.06% |
The ETF’s 30 Day Median Bid-Ask Spread is calculated by identifying the ETF’s national best bid and national best offer ("NBBO") as of the end of each 10 second interval during each trading day of the last 30 calendar days and dividing the difference between each such bid and offer by the midpoint of the NBBO. The median of those values is identified and that value is expressed as a percentage rounded to the nearest hundredth.
Cumulative %Data as of: 11/30/2024 |
Fund NAV | Closing Price | Index |
| 1 Month | -2.11% | -1.89% | 0.48% |
| 3 Month | -6.48% | -6.41% | 0.16% |
| 6 Month | -1.38% | -1.00% | 3.56% |
| Since Inception | -12.84% | -12.55% | 16.47% |
Avg Annualized %Data as of month end: 11/30/2024 |
Fund NAV | Closing Price | Index |
| 1 Year | -10.25% | -10.04% | 6.26% |
| 3 Year | -9.80% | -9.63% | -1.67% |
| 5 Year | -3.08% | -3.12% | 2.27% |
| Since Inception | -2.44% | -2.39% | 2.78% |
Avg Annualized %
Data as of quarter end: 09/30/2024
|
Fund NAV | Closing Price | Index |
| 1 Year | -3.08% | -2.94% | 9.79% |
| 3 Year | -8.25% | -8.31% | -0.57% |
| 5 Year | -1.76% | -1.87% | 2.62% |
| Since Inception | -1.25% | -1.26% | 3.12% |
The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted.
| 30-day SEC Yield | 3.09% |
| Unsubsidized 30-day SEC Yield | 3.09% |
30-day SEC Yield (Subsidized/Unsubsidized) is a standard yield calculation developed by the U.S. Securities and Exchange Commission (SEC) that allows for fairer comparisons of bond funds. It is based on the most recent 30-day period covered by the fund's filings with the SEC. It includes any TIPS principal adjustment from inflation as income. An exceptionally high 30-day SEC yield may be attributable to a rise in the inflation rate, which may not be repeated. Unsubsidized yield does not adjust for any fee waivers and/or expense reimbursements in effect.
| Rank | Name | % of Net Assets | Ticker | Identifier | Type | Shares Held | Market Value($) |
| 1 | SCHWAB U.S. TIPS ETF | 82.57% | SCHP | US8085248701 | Mutual Fund | 15,592,263 | 410,700,207 |
| 2 | Cash | 6.82% | – | – | Cash | 33,902,787 | 33,902,787 |
| 3 | USD CMS 2-10 04/08/2026 5 | 2.82% | – | – | Option | 500,000 | 14,046,485 |
| 4 | USD CMS 2-10 04/14/27 20 | 1.9% | – | – | Option | 300,000 | 9,428,396 |
| 5 | USD CMS 2-10 07/15/26 10 | 1.76% | – | – | Option | 300,000 | 8,730,374 |
| 6 | USD CMS 2-10 01/28/2026 3 | 1.32% | – | – | Option | 250,000 | 6,551,076 |
| 7 | USD CMS 2-10 09/17/25 08 | 1.22% | – | – | Option | 350,000 | 6,064,921 |
| 8 | USD CMS 2-10 12/09/26 28 | 1.02% | – | – | Option | 200,000 | 5,089,810 |
| 9 | USD CMS 2-10 06/25/25 13 | 0.43% | – | – | Option | 200,000 | 2,118,201 |
| 10 | USD CMS 2-10 03/13/25 27 | 0.15% | – | – | Option | 400,000 | 749,350 |
Holdings are subject to change.