SJLD SanJac Alpha Low Duration ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
SanJac Alpha Low Duration ETF (SJLD) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2024-09-09
- Has Options
- No
- Expense ratio
- 0.35% prospectus, filed Sep 25, 2025
- Assets
- $2.2M shares × price, Oct 9, 2026
- Trailing yield
- 5.15% paid quarterly
- Average daily volume
- $1K 30 sessions
- Holdings
- 11 top 10 are 93.6%
- Listed
- Sep 9, 2024 Nasdaq
Moves with. US large-cap stocks (6% of its variance, beta 0.08). These factors explain 7% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The SanJac Alpha Low Duration ETF (the Fund) seeks current income consistent with preservation of capital and daily liquidity. (from the fund's prospectus)
All 11 holdingsFlow historyOverlap toolAll Short-Term Bond ETFs
- May 2026
- $0 latest reported month
- Latest 3 months
- $0 0.0% of assets
- Latest 12 months
- +$2.0M +79.4% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | +$254K |
| Dec 2025 | $0 |
| Nov 2025 | +$763K |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
| Aug 2025 | +$506K |
| Jul 2025 | +$501K |
| Jun 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 21 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BSVVanguard Short-Term Bond ETF | — | 0.03% | $46.0B | −3.0% | compare |
| VCSHVanguard Short-Term Corporate Bond ETF | — | 0.03% | $44.2B | −3.1% | compare |
| IGSBiShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF | — | 0.04% | $23.4B | −3.2% | compare |
| SPSBState Street SPDR Portfolio Short Term Corporate Bond ETF | — | 0.04% | $11.2B | −2.0% | compare |
| DFSDDimensional Short-Duration Fixed Income ETF | — | 0.16% | $7.3B | −3.3% | compare |
The largest other funds in the Short-Term Bond category.
- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.0% in 14
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | NEEPUNEXTERA ENERGY CAPITAL | 9.42% | 4.37% | −52.6% |
0 new, 0 exited, 0 increased and 1 decreased between the fund's two latest holdings reports; turnover 44.5%. Full holdings and history
- Authorized participants
- 4 active of 4 with agreements; top 3 did 88%
- Created · redeemed
- $2.0M · $0 over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 10,000 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 |
|---|---|---|---|
| 2026-09-15 | 2026-09-16 | $0.3892 | CD |
| 2026-06-16 | 2026-06-17 | $0.3799 | CD |
| 2026-03-17 | 2026-03-18 | $0.2400 | CD |
| 2025-12-16 | 2025-12-17 | $0.2668 | CD |
| 2025-09-16 | 2025-09-17 | $0.2185 | CD |
| 2025-06-17 | 2025-06-18 | $0.2830 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY BILL | 27.37% | Debt | US |
| — | TSY INFL IX N/B | 20.33% | Debt | US |
| NEEPU | NEXTERA ENERGY CAPITAL | 9.42% | Equity (preferred) | US |
| — | US TREASURY N/B | 7.85% | Debt | US |
| — | PENNYMAC MTGE INVESTMENT | 5.96% | Equity (preferred) | US |
| — | PENNYMAC MTGE INVESTMENT | 5.83% | Equity (preferred) | US |
| BWNB | BABCOCK & WILCOX ENTERPR | 4.95% | Equity (preferred) | US |
| — | MFA FINANCIAL INC | 3.96% | Equity (preferred) | US |
| — | PACIFIC GAS & ELECTRIC | 3.94% | Debt | US |
| — | CHIMERA INVESTMENT CORP | 2.98% | Equity (preferred) | US |
| — | TPG MORTGAGE INVEST TR | 2.98% | Equity (preferred) | US |
| — | MFA FINANCIAL INC | 2.96% | Equity (preferred) | US |
| — | U.S. Bank Money Market Deposit Account | 0.95% | Short-term investment | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 59.52% | $1.5M | 2 |
| Short-term investment | 6.28% | $160012 | 1 |
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 0.29% | 0.42% | 0.35% |
| Feb | -- | 0.69% | 0.75% | 0.72% |
| Mar | -- | -0.21% | -1.60% | -0.91% |
| Apr | -- | 0.56% | 1.05% | 0.81% |
| May | -- | 0.10% | -0.02% | 0.04% |
| Jun | -- | -0.56% | -1.49% | -1.02% |
| Jul | -- | 0.04% | 0.42% | 0.23% |
| Aug | -- | 0.44% | 0.24% | 0.34% |
| Sep | 0.16% | -0.55% | -2.13% | -0.84% |
| Oct | 0.04% | 0.51% | -0.12%* | 0.14% |
| Nov | 0.25% | -0.00% | -- | 0.12% |
| Dec | -0.89% | -0.98% | -- | -0.94% |
| Total | -0.44% | 0.32% | -2.51% | -0.88% |
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: SJLD
Executive Summary
Overall Assessment: NEUTRAL with a confidence level of 6/10.
Key Drivers and Primary Risks: The stock's current trend is consolidating within a range, driven by neutral RSI and momentum indicators. Volatility is low, but the beta relative to SPY suggests the stock may be more defensive than others in its sector.
Investment Thesis: SJLD appears to be in a holding pattern, waiting for catalysts or market direction before making a significant move. The lack of recent news and earnings data makes it difficult to pinpoint specific drivers or risks. As such, this analysis focuses on technical signals, risk metrics, and market context.
Recent News Sentiment Impact: No recent news is available, which reduces the impact of sentiment on the analysis.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Consolidation
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Key price levels: $25.39 (SMA 50), $25.46 (SMA 20)
Momentum Signals:
- RSI interpretation: Neutral at 47.90
- MACD signal: Bullish, with a histogram above the zero line
- Bollinger Bands position: Neutral
Volume Analysis:
- Volume trends: Consolidation
- Institutional interest signals: Low volume and volatility indicate institutional traders are not actively participating in this stock's movement.
News & Sentiment Analysis
Recent Headlines Summary: No recent news is available, which reduces the impact of sentiment on the analysis.
Sentiment Assessment: Neutral due to lack of recent news.
Catalyst Identification: None identified based on current data.
Market Narrative: The absence of recent news and earnings data creates a void in the market narrative. Technical signals are currently neutral, and volume is low.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to SPY, indicating a defensive stock.
Volatility Regime: Low volatility regime, which may indicate a lack of market direction or catalysts.
Options Market Signals:
- IV rank: N/A (no options data available)
- Put/call ratios: N/A
- Unusual activity: N/A
Downside Protection: Support levels are identified at $25.39 (SMA 50) and $25.41 (lower Bollinger Band).
Market Context & Positioning
Sector Performance: SJLD's sector is relatively strong.
Institutional Activity: Low volume and volatility indicate institutional traders are not actively participating in this stock's movement.
Correlation Analysis: The stock has a low correlation with the market, indicating it may be more defensive than others in its sector.
Relative Valuation: Position within trading range, making it difficult to pinpoint specific drivers or risks.
Key Levels & Action Items
Critical Price Levels:
- Support: $25.39 (SMA 50), $25.41 (lower Bollinger Band)
- Resistance: $25.46 (SMA 20), $25.52 (upper Bollinger Band)
Breakout/Breakdown Levels: None identified based on current data.
Time-Sensitive Catalysts: Earnings data, if available, would be a significant catalyst.
Risk Management: Stop-loss levels can be set at the lower Bollinger Band ($25.41) or SMA 50 ($25.39), and position sizing considerations should prioritize risk management.
This analysis focuses on the stock's technical signals, risk metrics, and market context, considering the lack of recent news and earnings data. The neutral RSI and momentum indicators suggest a consolidating trend, while low volatility and beta indicate a defensive stock.
SJLD 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
SJLD 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 |
|---|
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| BWNB | BABCOCK & WILCOX ENTERPR | 4.95% | $25.16 | -0.04% | -0.24% | +0.00% |