JSI holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 0.52% at a quoted market price (level 1), 3 issuer countries, 76.3% restricted securities.

JSI's largest investment is Umbs, Single Family, 30 Year at 14.19% of net assets. Umbs, Single Family, 30 Year and Gnma II, Single Family, 30 Year follow; the three together are 34.69%. Ten companies are 26.23% of the fund; the other 572 share the rest. Among the 15 mortgage-backed funds measured here, JSI behaves like 70.8 holdings against a median of 157.5 — 2.2 times more concentrated than the median. Across 10 quarterly filings JSI has become less concentrated: it behaved like 59.4 at 2024-01-31 and 75.5 at 2026-04-30. Between the 2026-01-31 and 2026-04-30 filings 91 positions were added and 65 dropped; 42.5% of the weight moved.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable mortgage-backed funds on this site. Nothing here is a view on the fund.

Between 2024-01-31 and 2025-10-31, JSI went from behaving like 59.4 equally weighted positions to 75.5 — 27% more, while its top ten went from 29.7% to 28.05% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 15 largest of 582 positions in JSI's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: JSI.csv.gz.

Share of JSI's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of JSI's own filings, 30 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: JSI.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-07-31, $904,083 was out to 1 borrower.

The filing reports no cash collateral position against this loan. Collateral taken in a form the fund does not hold as a position does not appear in N-PORT, so this is silence rather than absence. What the collateral figure can and cannot show. Every quarter JSI has filed, with each borrower: JSI.json · all funds.

530 positions became 556: 91 added (41.2% of the fund at the later date), 65 dropped (35.6% at the earlier date). Half the sum of all weight changes, a turnover proxy: 42.5%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of JSI compared this way, as a feed: changes.xml · all funds: filings received.

New: FNMA or FHLMC (9.85%), FNMA or FHLMC (8.87%), GNMA (5.36%), FNMA or FHLMC (2.88%), FNMA or FHLMC (1.58%), Janus Detroit Street Trust (1.54%). Gone: FNMA or FHLMC (10.47%), GNMA (5.75%), FNMA or FHLMC (3.05%), FNMA or FHLMC (2.66%), FNMA or FHLMC (1.51%), FNMA or FHLMC (1.15%).

0.5% of JSI is carried at a quoted market price (fair-value level 1); 0.5% at level 3, priced from the filer's own inputs. Categories and levels are the filer's, from Form N-PORT; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $1.51B. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays SOFR + 0.19% on $3M of long swap notional . Issuers fill the spread field differently (some file the all-in rate), so compare within an issuer, not across.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured mortgage-backed fund lined up by how many holdings it behaves like; these sit either side of JSI (70.8). Same filings, same arithmetic. Position in this list says nothing about which fund is better.