OGSP Obra High Grade Structured Products ETF
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Obra High Grade Structured Products ETF (OGSP) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2024-04-09
- Has Options
- No
- Expense ratio
- 0.64% prospectus, filed Dec 1, 2025
- Assets
- $29M shares × price, Oct 9, 2026
- Trailing yield
- 5.88% paid monthly
- Average daily volume
- $2K 30 sessions
- Holdings
- 117 top 10 are 21.8%
- Listed
- Apr 9, 2024 NYSE Arca
- Last fee change
- -27 bp filed Dec 1, 2025
Stated objective. Obra High Grade Structured Products ETF (the Fund) seeks income and capital preservation. (from the fund's prospectus)
All 117 holdingsFlow historyOverlap toolAll Mortgage & Securitized ETFs
- Jun 2026
- +$100K latest reported month
- Latest 3 months
- −$100K −0.3% of assets
- Latest 12 months
- +$607K +2.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$100K |
| May 2026 | −$200K |
| Apr 2026 | $0 |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
| Aug 2025 | +$707K |
| Jul 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 27 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MBBiShares MBS ETF | — | 0.04% | $35.6B | −5.6% | compare |
| VMBSVanguard Mortgage-Backed Securities ETF | — | 0.03% | $15.4B | −5.2% | compare |
| JMTGJPMorgan Mortgage-Backed Securities ETF | — | 0.24% | $6.9B | −5.2% | compare |
| SPMBState Street SPDR Portfolio Mortgage Backed Bond ETF | — | 0.04% | $6.8B | −5.5% | compare |
| JMBSJanus Henderson Mortgage-Backed Securities ETF | — | 0.21% | $6.3B | −6.8% | compare |
The largest other funds in the Mortgage & Securitized category.
- Authorized participants
- 3 active of 3 with agreements; top 3 did 100%
- Created · redeemed
- $3.6M · $404K over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 10,000 shares
- Securities lending
- authorized, none lent
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 |
|---|---|---|---|
| 2026-09-29 | 2026-09-30 | $0.0466 | CD |
| 2026-08-28 | 2026-08-31 | $0.0466 | CD |
| 2026-07-30 | 2026-07-31 | $0.0482 | CD |
| 2026-06-29 | 2026-06-30 | $0.0482 | CD |
| 2026-05-28 | 2026-05-29 | $0.0482 | CD |
| 2026-04-29 | 2026-04-30 | $0.0471 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Goldman Sachs Financ | 4.95% | Short-term investment | US |
| — | GWT 2024-WLF2 C | 2.59% | Debt | US |
| — | HWIRE 2023-1A A2 | 2.58% | Debt | US |
| — | PAID 2025-4 C | 2.58% | Mortgage-backed | US |
| — | GPIF 2025-1A C | 2.40% | Mortgage-backed | US |
| — | IVYH 9A BR3 | 2.21% | Mortgage-backed | KY |
| — | BHMS 2025-ATLS C | 2.06% | Mortgage-backed | US |
| — | OBRAC 2025-2A D2 | 2.06% | Mortgage-backed | KY |
| — | NALP 2026-1 A | 1.92% | Mortgage-backed | US |
| — | BLKMM 2024-1A C | 1.72% | Debt | KY |
| — | BATLN 2026-31A C | 1.72% | Mortgage-backed | KY |
| — | OCPA 2023-29A D1R | 1.70% | Debt | JE |
| — | ANTR 2021-1A DR | 1.69% | Mortgage-backed | KY |
| — | BEATS 2024-1A A2 | 1.68% | Debt | US |
| — | RMCT 2025-J2 A4 | 1.68% | Mortgage-backed | US |
| — | BX 2025-COPT C | 1.38% | Mortgage-backed | US |
| — | TPGCLO 2025-1A D1 | 1.38% | Mortgage-backed | KY |
| — | MF1 2025-FL19 C | 1.37% | Debt | KY |
| — | LS 2026-HTL6 D | 1.37% | Mortgage-backed | US |
| — | GOOD 2023-4C A | 1.30% | Debt | US |
| — | PAID 2026-3 C | 1.29% | Mortgage-backed | US |
| — | JPMMT 2025-NQM2 A1 | 1.29% | Mortgage-backed | US |
| — | SEMT 2025-5 A1 | 1.17% | Mortgage-backed | US |
| — | CNSL 2025-1A A2 | 1.04% | Debt | US |
| — | OBRAC 2024-1A D1 | 1.04% | Debt | KY |
| — | PFP 2025-12 B | 1.03% | Debt | KY |
| — | BHMS 2025-ATLS B | 1.03% | Mortgage-backed | US |
| — | JPMCC 2025-PHNY C | 1.03% | Mortgage-backed | US |
| — | PARL 2020-1A A2R | 1.02% | Debt | KY |
| — | LMRK 2025-1A A | 1.02% | Mortgage-backed | US |
| — | NALP 2024-1 A | 0.98% | Debt | US |
| — | BAHA 2024-MAR B | 0.88% | Debt | US |
| — | FMBT 2024-FBLU D | 0.87% | Debt | US |
| — | VBTOW 2025-1A C | 0.87% | Mortgage-backed | US |
| — | GSHOR 2022-1A CR | 0.86% | Debt | US |
| — | IVYH 20A CR | 0.86% | Debt | JE |
| — | MIDO 2024-17A D1 | 0.86% | Debt | KY |
| — | CALI 2024-SUN C | 0.86% | Debt | US |
| — | TOWN 2025-STAY C | 0.86% | Debt | US |
| — | NYC 2024-3ELV C | 0.86% | Debt | US |
| — | BX 2025-COPT D | 0.86% | Mortgage-backed | US |
| — | BSPRT 2025-FL12 C | 0.86% | Mortgage-backed | US |
| — | BX 2025-VOLT A | 0.86% | Mortgage-backed | US |
| — | BDS 2025-FL14 D | 0.86% | Mortgage-backed | US |
| — | BX 2025-VLT7 D | 0.86% | Mortgage-backed | US |
| — | LPATH 2026-1A A2 | 0.86% | Mortgage-backed | US |
| — | NAVS 2025-3A C1 | 0.86% | Mortgage-backed | KY |
| — | WOODS 2020-22A C1R3 | 0.86% | Mortgage-backed | KY |
| — | WOODS 2020-22A D1R3 | 0.86% | Mortgage-backed | KY |
| — | PGA 2024-RSR2 D | 0.86% | Mortgage-backed | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Mortgage-backed (Corporate) | 62.27% | $18.2M | 79 |
| Debt | 33.20% | $9.7M | 37 |
| Short-term investment | 4.95% | $1.4M | 1 |
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 0.00% | -0.15% | -0.07% |
| Feb | -- | 0.05% | 0.00% | 0.03% |
| Mar | -- | -0.20% | -0.70% | -0.45% |
| Apr | 0.25% | -0.20% | 0.05% | 0.03% |
| May | 0.75% | -0.20% | 0.00% | 0.18% |
| Jun | -0.80% | 0.40% | 0.10% | -0.10% |
| Jul | -0.05% | -0.15% | -0.15% | -0.12% |
| Aug | 0.05% | 0.05% | -0.05% | 0.02% |
| Sep | 0.05% | 0.05% | -0.60% | -0.17% |
| Oct | -0.39% | -0.10% | 0.10%* | -0.13% |
| Nov | -0.10% | 0.00% | -- | -0.05% |
| Dec | -0.10% | 0.05% | -- | -0.03% |
| Total | -0.35% | -0.25% | -1.39% | -0.66% |
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
Click Frenzy-Pro™ for an AI analysis of this ticker.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
OGSP 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: 250
Period: 252 trading days
Low volatility - stock moves less than market
OGSP Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional 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 |
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