MarketWatchT3·39mo ago
TSEC Touchstone Securitized Income ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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TSEC
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Key stats
About
Touchstone Securitized Income ETF (TSEC) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2023-07-17
- Has Options
- No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
- Expense ratio
- 0.40% prospectus, filed Apr 29, 2026
- Assets
- $159M SEC filing, Jun 30, 2026
- Trailing yield
- 7.54% paid monthly
- Average daily volume
- $988K 30 sessions
- Holdings
- 127 top 10 are 17.8%
- Listed
- Jul 17, 2023 NYSE Arca
- Last fee change
- -1 bp filed Apr 29, 2026
Cost34
Liquidity33
Scale44
Diversification95
Moves with. Long Treasuries (7% of its variance, beta 0.09). These factors explain 12% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The Touchstone Securitized Income ETF (the Fund) seeks total return through income and capital appreciation. (from the fund's prospectus)
All 127 holdingsFlow historyOverlap toolAll Mortgage & Securitized ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$7.7M latest reported month
- Latest 3 months
- +$22M +13.8% of assets
- Latest 12 months
- +$48M +30.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$7.7M |
| May 2026 | +$6.4M |
| Apr 2026 | +$7.7M |
| Mar 2026 | +$10M |
| Feb 2026 | +$6.5M |
| Jan 2026 | $0 |
| Dec 2025 | +$10M |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | −$1.3M |
| Aug 2025 | $0 |
| 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 36 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MBBiShares MBS ETF | — | 0.04% | $35.2B | −5.7% | compare |
| VMBSVanguard Mortgage-Backed Securities ETF | — | 0.03% | $15.7B | −5.2% | compare |
| SPMBState Street SPDR Portfolio Mortgage Backed Bond ETF | — | 0.04% | $6.9B | −5.7% | compare |
| JMTGJPMorgan Mortgage-Backed Securities ETF | — | 0.24% | $6.7B | −5.4% | compare |
| SMBSSchwab Mortgage-Backed Securities ETF | — | 0.03% | $6.4B | −6.3% | compare |
The largest other funds in the Mortgage & Securitized category.
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 1 active of 9 with agreements; top 3 did 100%
- Created · redeemed
- $14M · $1.3M over the fiscal year
- Redemptions in kind
- 48% creations 13% in kind
- Creation unit
- 50,000 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.
ETF Profile
holdings as of 2026-06-30
Holdings
127
AUM
$161.0M
Provider
Nport
Inception
2023-07-17
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.40%
Dividend Yield
7.54%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-29 | 2026-09-30 | $0.1673 | CD |
| 2026-08-28 | 2026-08-31 | $0.1439 | CD |
| 2026-07-30 | 2026-07-31 | $0.1638 | CD |
| 2026-06-29 | 2026-06-30 | $0.1569 | CD |
| 2026-05-28 | 2026-05-29 | $0.1218 | CD |
| 2026-04-29 | 2026-04-30 | $0.1562 | CD |
Asset Allocation
Top Holdings
top 50 of 127 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS | 9.62% | Short-term investment | US |
| — | Federal Home Loan Mortgage Corp. | 2.63% | Mortgage-backed | US |
| — | OXFORD FINANCE CREDIT FUND III 2025 | 1.93% | Other | US |
| — | DRIVEN BRANDS FUNDING LLC | 1.86% | Other | US |
| — | PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1 | 1.86% | Other | US |
| — | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 1.84% | Debt | US |
| — | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 | 1.64% | Other | US |
| — | GOTO FOODS FUNDING LLC | 1.62% | Other | US |
| — | FOCUS BRANDS FUNDING LLC | 1.57% | Other | US |
| — | JP MORGAN MORTGAGE TRUST 2019-9 | 1.44% | Other | US |
| — | CSTL Commercial Mortgage Trust 2026-GATE3 | 1.39% | Other | US |
| — | CD 2019-CD8 MORTGAGE TRUST | 1.39% | Other | US |
| — | CAJUN GLOBAL LLC | 1.39% | Other | US |
| — | CSMC TRUST 2017-TIME | 1.38% | Other | US |
| — | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 | 1.36% | Other | US |
| — | BXHPP TRUST 2021-FILM | 1.35% | Other | US |
| — | JW COMMERCIAL MORTGAGE TRUST 2026-MRCO | 1.31% | Other | US |
| — | BX TRUST 2018-BILT | 1.26% | Other | US |
| — | MOUNTAIN VIEW CLO XVIII LTD | 1.26% | Other | KY |
| — | BENCHMARK 2026-V20 MORTGAGE TRUST | 1.26% | Other | US |
| — | WELLS FARGO MORTGAGE BACKED SE | 1.19% | Other | US |
| — | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-2 | 1.17% | Other | US |
| — | SEQUOIA MORTGAGE TRUST 2026-4 | 1.16% | Other | US |
| — | GS MORTGAGE SECURITIES TRUST 2016-GS2 | 1.16% | Other | US |
| — | FLATIRON RR CLO 22 LLC | 1.15% | Other | US |
| — | NEIGHBORLY ISSUER LLC | 1.15% | Other | US |
| — | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 | 1.15% | Other | US |
| — | CIFC FUNDING 2022-IV LTD | 1.12% | Other | KY |
| — | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT | 1.10% | Other | US |
| — | OXFORD FINANCE FUNDING TRUST 2025-1 | 1.09% | Other | US |
| — | VITAL CARE ISSUER LLC | 1.08% | Other | US |
| — | REGATTA VII FUNDING LTD | 1.05% | Other | KY |
| — | BANK5 2026-5YR20 | 1.03% | Other | US |
| — | BENCHMARK 2018-B5 MORTGAGE TRUST | 1.02% | Other | US |
| — | BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3 | 0.99% | Other | US |
| — | ESTN 2026-TOWN | 0.96% | Other | US |
| — | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 | 0.96% | Other | US |
| — | CSMC TRUST 2017-TIME | 0.96% | Other | US |
| — | ESTN 2026-TOWN | 0.96% | Other | US |
| — | ESTN 2026-TOWN | 0.95% | Other | US |
| — | BX TRUST 2018-BILT | 0.92% | Other | US |
| — | CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST | 0.91% | Other | US |
| — | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 | 0.91% | Other | US |
| — | SEQUOIA MORTGAGE TRUST 2021-1 | 0.90% | Other | US |
| — | CITIGROUP MORTGAGE LOAN TRUST 2021-J1 | 0.90% | Other | US |
| — | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-3 | 0.87% | Other | US |
| — | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1 | 0.85% | Other | US |
| — | MILL CITY MORTGAGE LOAN TRUST 2015-2 | 0.85% | Other | US |
| — | PALMER SQUARE LOAN FUNDING 2024-3 LTD | 0.82% | Other | KY |
| — | BALLYROCK CLO 26 LTD | 0.81% | Other | KY |
Non-Equity Breakdown
Touchstone ETF Trust-Touchstone Securitized Income ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-26)
Net assets:
$159M
· 127 total positions
· equity 0.00%
· non-equity 101.09%
Non-equity holdings
— 127 positions,
101.09% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| ABS-O | 80.00% | $127.4M | 116 |
| Short-term investment | 9.62% | $15.3M | 1 |
| CBO/CDO (Corporate) | 6.82% | $10.9M | 7 |
| Mortgage-backed (US Govt-Sponsored Entity) | 2.63% | $4.2M | 1 |
| US Treasury | 1.84% | $2.9M | 1 |
| Corporate | 0.19% | $297775 | 1 |
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 1.20% | 0.25% | 0.10% | 0.52% |
| Feb | -- | -0.80% | 0.56% | 0.10% | -0.05% |
| Mar | -- | 0.27% | -0.51% | -1.49% | -0.58% |
| Apr | -- | -0.50% | -0.25% | -0.29% | -0.35% |
| May | -- | 0.45% | 0.17% | -0.02% | 0.20% |
| Jun | -- | 0.82% | -0.00% | 0.17% | 0.33% |
| Jul | 0.26% | 0.93% | -0.50% | -0.51% | 0.05% |
| Aug | 0.29% | 0.39% | 0.08% | -0.16% | 0.15% |
| Sep | -0.18% | 1.20% | 0.17% | -1.30% | -0.03% |
| Oct | -0.08% | -1.25% | -0.30% | 0.34%* | -0.32% |
| Nov | 0.78% | 0.23% | 0.31% | -- | 0.44% |
| Dec | 0.96% | -0.97% | -0.21% | -- | -0.07% |
| Total | 2.04% | 1.95% | -0.24% | -3.04% | 0.18% |
* Only 4 year(s) of data available.
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- 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.
Momentum Oscillators
- 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.
Volume & Volatility
- 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
SMA 20: $25.13
SMA 50: $25.34
SMA 200: $25.77
Current: $25.17
EMA 12: $25.14
EMA 26: $25.19
MACD: -0.0502 | Signal: 0.0216
BEARISH
ADX (14): 18.01
RANGE
+DI: 18.02
−DI: 37.75
Momentum Oscillators
RSI (14): 45.95
NEUTRAL
Stoch %K: 83.87
Stoch %D: 82.95
Williams %R: -7.41
Volume & Volatility
BB Upper: $25.24
BB Lower: $25.01
NEUTRAL
OBV: 536,861
Vol SMA 20: 46,771
Vol ROC: -99.06%
ATR: $0.09
True Range: $0.04
HV 20: 3.3%
HV 30: 2.9%
HV 60: 3.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: TSEC
Executive Summary
Overall Assessment: NEUTRAL (confidence level 6/10)
Key Drivers:
- The stock is trading within a range, with no clear trend direction.
- Technical indicators are mixed, with some suggesting consolidation and others indicating potential reversal.
Primary Risks:
- Volatility is low, which may indicate a lack of catalysts driving the stock price.
- Recent news sentiment is neutral, with no clear bullish or bearish themes emerging.
Investment Thesis:
TSEC is currently in a consolidation phase, with no clear direction. The recent news headlines have been neutral, and there are no immediate earnings or catalysts that could significantly impact the stock price. We would rate this stock as NEUTRAL, with a low confidence level due to the lack of directional momentum.
Recent News Sentiment Impact:
The neutral news sentiment has not had a significant impact on the stock price, which suggests that investors are waiting for more concrete catalysts before making moves.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Consolidation
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Lower Bollinger Band: $25.39
- Middle Bollinger Band: $25.57
- Upper Bollinger Band: $25.74
- SMA 20: $25.57
- SMA 50: $25.63
- SMA 200: $25.94
Momentum Signals:
- RSI (14): 43.36 (neutral)
- MACD: -0.05 / Signal: -0.01 / Histogram: -0.03 (bearish)
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, with no clear bullish or bearish themes emerging.
Sentiment Assessment: Aggregate news sentiment is neutral.
Catalyst Identification: There are no immediate earnings or catalysts that could significantly impact the stock price.
Market Narrative: The market narrative is neutral, with investors waiting for more concrete catalysts before making moves.
Risk & Volatility Assessment
Beta Interpretation: Beta is low (0.04), indicating a lack of volatility relative to the broader market.
Volatility Regime: Current vs historical volatility levels are low, suggesting a stable market environment.
Options Market Signals:
- IV rank: N/A
- Put/call ratios: N/A
- Unusual activity: None
Market Context & Positioning
Sector Performance: The sector is neutral, with no clear trends emerging.
Institutional Activity: Institutional activity is moderate, suggesting a lack of conviction in the market.
Correlation Analysis: The stock has low correlation (0.17) with the broader market, indicating limited co-movement.
Relative Valuation: The stock is trading within its historical range, suggesting no clear overvaluation or undervaluation.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $25.39
- Middle Bollinger Band: $25.57
- Upper Bollinger Band: $25.74
Breakout/Breakdown Levels: There are no clear levels that could trigger significant moves.
Time-Sensitive Catalysts: There are no immediate earnings or catalysts that could significantly impact the stock price.
Risk Management: Stop-loss levels should be set around the lower Bollinger Band, and position sizing considerations should prioritize risk management.
Generated
News
All TSEC news →
TSEC Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
Stage 2 — Skew Adjustment (±25% cap)
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.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- 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.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
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.
Risk Reversal
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.
Reading them together
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.
14 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
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.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.0421
Alpha: -5.32%
Correlation: 0.1599
R-Squared: 2.6%
Stock Volatility: 3.3%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
TSEC 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|