AMEX · inception 2018-09-13 · beta 1.20 · avg volume 804,301 · holdings as of 2026-10-16 · prices through 2026-10-16
AUM$6.3B
Holdings439
Top-10 weight0.0%
1-yr return-5.8%
Max drawdown 5y-16.5%
Volatility 1y5.2%
Performance vs S&P 500 (SPY)
■ JMBS■ SPY
Total return
1m
3m
6m
YTD
1y
3y
5y
JMBS
-1.3%
-3.7%
-6.3%
-5.2%
-5.8%
+10.8%
-4.2%
SPY
+0.3%
+2.9%
+7.5%
+11.7%
+15.1%
+80.0%
+84.9%
Rebased to 100 five years ago, weekly adjusted closes. Max drawdown is the largest peak-to-trough fall in that window (trough 2022-10-20). 3y and 5y returns are cumulative.
Top holdings
#
Ticker
Name
Weight
1
UMBS TBA 30yr 2.5% November Delivery, 2.50%, 11/
17.52%
2
GNMA II TBA 30yr 12% September Delivery, 2.50%,
9.17%
3
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/
4.73%
4
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%,
4.72%
5
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12
4.69%
6
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12
4.58%
7
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12
4.34%
8
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%,
3.11%
9
GNMA II TBA 30yr 3% April Delivery, 5.00%, 11/19
2.97%
10
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%,
2.67%
Exposure
Sector
Unclassified100.0%
Country
Unclassified100.0%
Weights of holdings joined to company profiles; bonds, cash and derivatives fall under Unclassified.
InsiderStreet scores of the holdings
The holdings are not companies we score (e.g. bonds or commodities).