ILS BROOKMONT CATASTROPHIC BD
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BROOKMONT CATASTROPHIC BD (ILS) ETF
BROOKMONT CATASTROPHIC BD
- Has Options
- No
- Expense ratio
- 1.58% prospectus, filed Apr 28, 2026
- Assets
- $77M SEC filing, Jun 30, 2026
- Trailing yield
- 8.01% paid quarterly
- Average daily volume
- $1.9M 30 sessions
- Holdings
- 127 top 10 are 20.2%
- Listed
- —
Stated objective. The primary investment objective of the Brookmont Catastrophic Bond ETF (the Fund) is to seek to generate current income with a secondary objective of capital preservation. (from the fund's prospectus)
All 127 holdingsFlow historyOverlap toolAll Investment-Grade Corporate ETFs
- Jun 2026
- −$17K latest reported month
- Latest 3 months
- +$21M +27.0% of assets
- Latest 12 months
- +$69M +89.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$17K |
| May 2026 | +$2.0M |
| Apr 2026 | +$19M |
| Mar 2026 | +$10M |
| Feb 2026 | +$7.0M |
| Jan 2026 | +$5.0M |
| Dec 2025 | +$10M |
| Nov 2025 | +$9.1M |
| Oct 2025 | +$3.0M |
| Sep 2025 | +$998K |
| Aug 2025 | +$1.0M |
| Jul 2025 | +$2.0M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 15 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VCITVanguard Intermediate-Term Corporate Bond ETF | — | 0.03% | $67.0B | −6.9% | compare |
| LQDiShares iBoxx $ Investment Grade Corporate Bond ETF | — | 0.14% | $28.9B | −8.3% | compare |
| IGIBiShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF | — | 0.04% | $19.3B | −6.9% | compare |
| USIGiShares Broad USD Investment Grade Corporate Bond ETF | — | 0.04% | $17.8B | −6.6% | compare |
| SPIBState Street SPDR Portfolio Intermediate Term Corporate Bond ETF | — | 0.04% | $11.4B | −4.8% | compare |
The largest other funds in the Investment-Grade Corporate category.
- Authorized participants
- 5 active of 9 with agreements; top 3 did 91%
- Created · redeemed
- $34M · $0 over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- not authorized
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-30 | $0.4087 | CD |
| 2026-06-24 | 2026-06-25 | $0.4053 | CD |
| 2026-03-25 | 2026-03-26 | $0.4023 | CD |
| 2025-12-24 | 2025-12-26 | $0.4062 | CD |
| 2025-09-24 | 2025-09-25 | $0.4025 | CD |
| 2025-06-25 | 2025-06-26 | $0.4020 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | 2001 CAT Re, Ltd | 2.83% | Debt | BM |
| — | FloodSmart Re Ltd | 2.70% | Debt | BM |
| — | Integrity Re III Ltd. | 2.05% | Debt | BM |
| — | ATLAS CAPITAL DESIGNATED ACTIVITY COMPANY | 1.99% | Debt | IE |
| — | BUTTONWOOD RE LTD | 1.96% | Debt | BM |
| — | United States of America | 1.94% | Debt | US |
| — | FUCHSIA 2023 1 LONDON BRIDGE 2 PCC LTD | 1.73% | Debt | BM |
| — | Yosemite Re Ltd. | 1.70% | Debt | BM |
| — | Logistics Re Ltd. | 1.67% | Debt | BM |
| — | Montoya Re Ltd. | 1.66% | Debt | BM |
| — | Maschpark Re Ltd. | 1.66% | Debt | BM |
| — | Four Lakes Re Ltd. | 1.64% | Debt | BM |
| — | INTEGRITY RE III LTD | 1.63% | Debt | BM |
| — | Sanders Re III Ltd. | 1.59% | Debt | BM |
| — | Herbie Re Ltd. | 1.40% | Debt | BM |
| — | Armor Re II Ltd. | 1.38% | Debt | BM |
| — | Winston Re Ltd. | 1.34% | Debt | BM |
| — | 3264 Re Ltd. | 1.33% | Debt | BM |
| — | TORREY PINES RE LTD | 1.31% | Debt | BM |
| — | HESTIA RE LTD | 1.31% | Debt | BM |
| — | RESIDENTIAL REINSURANCE LIMITED | 1.31% | Debt | US |
| — | ABACAB RE LTD | 1.30% | Debt | BM |
| — | BAYOU RE LTD | 1.30% | Debt | BM |
| — | Cape Lookout Re Ltd. | 1.02% | Debt | BM |
| — | Puerto Rico Parametric Re Ltd. | 1.01% | Debt | BM |
| — | Gateway Re Ltd. | 1.01% | Debt | BM |
| — | NAKAMA RE LTD. | 1.00% | Debt | BM |
| — | Torrey Pines Re Ltd | 1.00% | Debt | BM |
| — | Kilimanjaro II Re Limited | 1.00% | Debt | BM |
| — | Montoya Re Ltd. | 1.00% | Debt | BM |
| — | Four Lakes Re Ltd. | 0.99% | Debt | BM |
| — | ARAGONITE RE LTD | 0.99% | Debt | BM |
| — | Easton Re Ltd. | 0.98% | Debt | BM |
| — | Foundation Re IV Ltd. | 0.98% | Debt | BM |
| — | Wrigley Re Ltd. | 0.98% | Debt | BM |
| — | TITANIA RE LTD | 0.98% | Debt | BM |
| — | Turris Re Ltd. | 0.98% | Debt | BM |
| — | TORREY PINES RE LTD | 0.98% | Debt | BM |
| — | RECOLETOS RE DAC | 0.98% | Debt | IE |
| — | ALAMO RE LTD. | 0.98% | Debt | BM |
| — | EVERGLADES RE II LTD | 0.98% | Debt | BM |
| — | Blue Ridge Re Ltd. | 0.97% | Debt | BM |
| — | ONE SHIELD RE LTD | 0.97% | Debt | US |
| — | RESIDENTIAL REINSURANCE LIMITED | 0.96% | Debt | US |
| — | Bonanza Re Ltd | 0.89% | Debt | BM |
| — | Torrey Pines Re Ltd | 0.67% | Debt | BM |
| — | BAYOU RE LTD | 0.67% | Debt | BM |
| — | Palm Re Ltd. | 0.67% | Debt | BM |
| — | Purple Re Ltd. | 0.67% | Debt | BM |
| — | Hestia Re Ltd. | 0.67% | Debt | BM |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 95.53% | $73.2M | 126 |
| US Treasury | 1.94% | $1.5M | 1 |
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | -- | 0.34% | 0.34% |
| Feb | -- | 0.25% | 0.25% |
| Mar | -- | -1.68% | -1.68% |
| Apr | -0.42% | 0.30% | -0.06% |
| May | 1.84% | -0.05% | 0.90% |
| Jun | -1.35% | -1.26% | -1.31% |
| Jul | 0.78% | 0.91% | 0.84% |
| Aug | 0.65% | 1.96% | 1.30% |
| Sep | 0.22% | -0.59% | -0.18% |
| Oct | 0.37% | 0.70%* | 0.53% |
| Nov | 0.45% | -- | 0.45% |
| Dec | -1.68% | -- | -1.68% |
| Total | 0.82% | 0.83% | 0.82% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: ILS
Executive Summary:
BULLISH (Confidence Level: 8/10)
Key Drivers: Technical momentum, strong trend, and oversold RSI signal.
Primary Risks: Overbought conditions, potential profit taking, and market volatility.
Investment Thesis: The stock has a strong uptrend, with technical indicators suggesting further upside. Recent news headlines are not available, but the current price action suggests a potential breakout is imminent.
Recent News Sentiment Impact: No recent news available, but absent any negative news, this analysis focuses on the technical signals and market context.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): Bullish, Medium-term (1-3 months): Bullish, Long-term (3-12 months): Neutral
Support/Resistance Levels:
- SMA 20: $19.95 (support)
- SMA 50: $19.86 (support)
- Upper Bollinger Band: $20.12 (resistance)
Momentum Signals:
- RSI interpretation: Overbought (>70), suggesting a potential sell signal.
- MACD signal: Bullish, indicating a strong uptrend.
- Bollinger Bands position: Neutral, indicating a consolidation phase.
Volume Analysis: Volume SMA 20: 41249.52 (increasing trend), On-Balance Volume (OBV): 1782053.62 (strong accumulation), and Volume Rate of Change: 1729.75% (high volume).
News & Sentiment Analysis:
Recent Headlines Summary: No recent news available.
Sentiment Assessment: Neutral, as there is no recent news to gauge sentiment.
Catalyst Identification: None available.
Market Narrative: The stock's strong technical momentum suggests a potential breakout is imminent. Absent any negative news, this analysis focuses on the technical signals and market context.
Risk & Volatility Assessment:
Beta Interpretation: -0.00 (vs SPY), indicating a low correlation with the market.
Volatility Regime: High volatility, as indicated by the Average True Range (ATR) of $0.05 and Historical Volatility of HV20 2.2%.
Options Market Signals: No options data available.
Downside Protection: Support levels: SMA 20 ($19.95), SMA 50 ($19.86), and Lower Bollinger Band ($19.77).
Market Context & Positioning:
Sector Performance: Neutral, as the sector average is flat.
Institutional Activity: High volume (41249.52) and accumulation (1782053.62), suggesting institutional interest.
Correlation Analysis: -0.00 (vs SPY), indicating a low correlation with the market.
Relative Valuation: The stock is trading above its short-term moving averages, indicating a strong position within its trading range.
Key Levels & Action Items:
- Critical Price Levels: SMA 20 ($19.95), Upper Bollinger Band ($20.12)
- Breakout/Breakdown Levels: None available.
- Time-Sensitive Catalysts: No earnings or product launches scheduled.
- Risk Management: Stop-loss levels: SMA 20 ($19.95) and Lower Bollinger Band ($19.77); position sizing considerations: 2-3% of total portfolio.
This comprehensive analysis provides a detailed assessment of the stock's technical, news, and market context. The bullish momentum signals suggest further upside potential, but caution is advised due to overbought conditions.
ILS Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Negative beta - stock moves opposite to market
ILS Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|