{"ticker":"SCMC","name":"Sterling Capital Multi-Strategy Income ETF","page_url":null,"cite_as":"TickerInside, Sterling Capital Multi-Strategy Income ETF (SCMC), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-31, https://tickerinside.com/api/v1/etf/scmc.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/scmc.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/scmc.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01YZBWKY4","share_class_figi":"BBG01YZBWLV5","cik":null,"series_id":"S000097703","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"option-income","label":"Option Income","group":"options","group_label":"Option strategies","asset_class":"bond","rule":"In its filing for 2026-06-30, it writes calls on HYG (15% of net assets).","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"HYG"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-31","filing_url":"https://www.sec.gov/Archives/edgar/data/889284/000091047226014093/","net_assets":201319366,"multi_class":false,"stock_pct":1.26,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.55,"expense_ratio_gross":0.55,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-12-08","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/889284/000139834425022192/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":6,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{"AHL":0.4625,"AEGON":0.4016,"ATH":0.3964},"summary":"On 2026-06-30, SCMC held corporate debt (48.9%), asset-backed securities (28.9%) and collateralized debt and loan obligations (13.1%), as percent of net assets. It carried options on HYG (15.1% in written calls, 14.5% in written puts, 15.2% in purchased calls and 14.9% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"corporate_bonds","label":"Corporate debt","pct":48.91},{"kind":"asset_backed","label":"Asset-backed securities","pct":28.92},{"kind":"collateralized_debt","label":"Collateralized debt and loan obligations","pct":13.08},{"kind":"agency_mortgage_pools","label":"Agency mortgage-backed securities","pct":5.81},{"kind":"money_market_funds","label":"Money market funds","pct":1.46},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":1.26}],"derivatives":[{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"HYG","underlying_kind":"etf","direction":"long","notional_pct":15.2335,"value_pct":0.0019,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"HYG","underlying_kind":"etf","direction":"short","notional_pct":15.0477,"value_pct":-0.0111,"positions":1,"option_type":"call","option_side":"written","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"put option, purchased","underlying":null,"underlying_ticker":"HYG","underlying_kind":"etf","direction":"long","notional_pct":14.862,"value_pct":0.1858,"positions":1,"option_type":"put","option_side":"purchased","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"put option, written","underlying":null,"underlying_ticker":"HYG","underlying_kind":"etf","direction":"short","notional_pct":14.4904,"value_pct":-0.0855,"positions":1,"option_type":"put","option_side":"written","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"call option, written","underlying":"US 10YR FUT OPTN Aug26C 111","underlying_ticker":null,"underlying_kind":"other","direction":"short","notional_pct":4.9623,"value_pct":-0.0056,"positions":1,"option_type":"call","option_side":"written","expires_first":"2026-07-24","expires_last":"2026-07-24"},{"instrument":"future","description":"futures","underlying":"CBOT 10 Year US Treasury Note 2026-09-21","underlying_ticker":null,"underlying_kind":"rates","direction":"long","notional_pct":4.9127,"value_pct":0.0129,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-22","expires_last":"2026-09-22"}],"underlyings":[{"underlying":null,"underlying_ticker":"HYG","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"purchased_calls_pct":15.23,"written_calls_pct":15.05,"written_puts_pct":14.49,"purchased_puts_pct":14.86},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":1.26,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":59.63,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}