JMBS Janus Henderson Mortgage-Backed Securities ETF

ETF 43.22 Delayed

ETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history 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.

JMBS $43.22 —
Key stats
$43.22
52-Week Range
$41.93 – $46.39
YTD
-5.18%
IV Rank (30D)
69.79
Straddle Price
$1.98
Open
$43.09
Day Range
$43.03 – $43.31
Volume
1,054,523
Prev Close
$42.82
About

Janus Henderson Mortgage-Backed Securities ETF (JMBS) ETF

No description available.

Exchange
ARCX
Inception
2018-09-12
Has Options
Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
Taxable Bond Mortgage & Securitized#6 of 45 by assets Janus Henderson Actively managed
Expense ratio
0.21%
issuer, Oct 22, 2026
Assets
$6.2B
issuer-reported, Oct 20, 2026
Trailing yield
5.48%
paid monthly
Average daily volume
$51M
30 sessions
Holdings
445
top 10 are 58.9%
Listed
Sep 12, 2018
NYSE Arca
Last fee change
-1 bp
filed Feb 27, 2026
Net asset value
$42.84
issuer, Oct 21, 2026 · closed -0.02% to NAV
Median bid/ask spread
0.02%
30 days, issuer-reported
30-day SEC yield
5.26%
issuer, Sep 30, 2026
Closure risk, 12 months
0.2%
low · model
FrenzyCap ETF score
76
how it is built
Cost58
Liquidity90
Scale100
Diversification69

Moves with. Long Treasuries (51% of its variance, beta 0.32); High yield over Treasuries (11% of its variance, beta -0.29); US large-cap stocks (9% of its variance, beta 0.09); Developed markets ex-US over US (4% of its variance, beta 0.06). These factors explain 78% of its daily moves over the last year.

Stated objective. Janus Henderson Mortgage-Backed Securities ETF seeks a high level of total return consisting of income and capital appreciation. (from the fund's prospectus)

All 445 holdingsFlow historyOverlap toolAll Mortgage & Securitized ETFs

Fund flows
through Jul 2026SEC filings
Jul 2026
+$34M
latest reported month
Latest 3 months
+$225M
+3.4% of assets
Latest 12 months
+$792M
+11.8% of assets
Aug 2025: +$190MSep 2025: +$122MSepOct 2025: +$205MNov 2025: +$127MNovDec 2025: +$221M+$221MJan 2026: −$401M−$401MJanFeb 2026: +$124MMar 2026: −$65MMarApr 2026: +$44MMay 2026: +$146MMayJun 2026: +$45MJul 2026: +$34MJul
View as a table
Net flows of JMBS by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$34M
Jun 2026+$45M
May 2026+$146M
Apr 2026+$44M
Mar 2026−$65M
Feb 2026+$124M
Jan 2026−$401M
Dec 2025+$221M
Nov 2025+$127M
Oct 2025+$205M
Sep 2025+$122M
Aug 2025+$190M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago

Similar funds
FundOverlapFeeAssets1Y
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 Oct 31, 2025SEC census
Authorized participants
6 active
of 17 with agreements; top 3 did 90%
Created · redeemed
$2.1B · $285M
over the fiscal year
Redemptions in kind
0%
creations 2% in kind
Creation unit
25,000
shares
Securities lending
0.00%
of assets on loan on average; earned 0.0 bp

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 2026-10-20
Holdings
445
AUM
$6.2B
Provider
Janus
Inception
2018-09-12
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.21%
Dividend Yield
5.48%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-30 2026-10-06 $0.2008 CD
2026-08-31 2026-09-04 $0.1966 CD
2026-07-31 2026-08-06 $0.1923 CD
2026-06-30 2026-07-07 $0.1953 CD
2026-05-29 2026-06-04 $0.1921 CD
2026-04-30 2026-05-06 $0.1898 CD
Asset Allocation
Top Holdings
top 50 of 445 holdings
Symbol Name Weight % Asset Class Country
— FHLMC TBA 10yr 10% March Delivery, 2.50%, 11/12/26 17.64% MBS/ABS US
— @NA Pool#789423 Var 01-Apr-2029, 2.50%, 11/19/26 9.22% MBS/ABS —
— FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 4.75% MBS/ABS —
— FHLMC TBA 10yr 8% August Delivery, 6.50%, 11/12/26 4.75% MBS/ABS US
— FHLMC TBA 10yr 3% December Delivery, 4.00%, 11/12/26 4.72% MBS/ABS US
— FHLMC TBA 10yr 12% December Delivery, 3.00%, 11/12/26 4.62% MBS/ABS US
— UMBS TBA 30yr 9.5% May Delivery, 2.00%, 11/12/26 4.37% MBS/ABS —
— FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 3.13% MBS/ABS —
— FHLMC 10/1 Pool#1B3335 Var 01-Aug-2036, 5.00%, 11/19/26 2.99% MBS/ABS US
— FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 2.68% MBS/ABS —
— FHLMC 10/1 Pool#1B3500 Var 01-Jul-2037, 5.50%, 11/19/26 2.55% MBS/ABS US
— FHLMC TBA 10yr 2% December Delivery, 3.50%, 11/12/26 2.46% MBS/ABS US
— FHLMC 10/1 Pool#1B1245 Var 01-Oct-2033, 3.00%, 11/19/26 2.46% MBS/ABS —
— FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 2.42% MBS/ABS —
— FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 2.08% MBS/ABS —
— FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 2.06% MBS/ABS —
— FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 1.87% MBS/ABS —
— FHLMC 10/1 Pool#1B2422 Var 01-Oct-2035, 3.50%, 11/19/26 1.79% MBS/ABS —
— FHLMC 10/1 Pool#1B3088 Var 01-Sep-2036, 4.50%, 11/19/26 1.66% MBS/ABS US
— FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 1.66% MBS/ABS —
— FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 1.65% MBS/ABS —
— FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 1.64% MBS/ABS —
— FHLMC 10/1 Pool#1B2806 Var 01-Feb-2035, 4.00%, 11/19/26 1.44% MBS/ABS US
— FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 1.41% MBS/ABS —
— FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 1.30% MBS/ABS —
— FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 1.29% MBS/ABS —
— FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 1.25% MBS/ABS —
— FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 1.21% MBS/ABS —
— FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 1.20% MBS/ABS —
— FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 1.19% MBS/ABS —
— FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 1.15% MBS/ABS —
— FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 1.11% MBS/ABS —
— FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 1.09% MBS/ABS —
— FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 1.03% MBS/ABS —
— FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 0.99% MBS/ABS —
— FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 0.97% MBS/ABS —
— FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 0.96% MBS/ABS —
— FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 0.96% MBS/ABS —
— FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 0.95% MBS/ABS —
— FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 0.91% MBS/ABS —
— FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 0.88% MBS/ABS —
— FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 0.87% MBS/ABS —
— FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 0.86% MBS/ABS —
— FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 0.85% MBS/ABS —
— FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 0.84% MBS/ABS —
— FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 0.79% MBS/ABS —
— FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 0.78% MBS/ABS —
— FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 0.78% MBS/ABS —
— FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 0.77% MBS/ABS —
— FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 0.75% MBS/ABS —
Non-Equity Breakdown
Janus Henderson Mortgage-Backed Securities ETF · NPORT-P period 2026-07-31 (filed 2026-09-25)
Net assets: $6.68B · 631 total positions · equity 0.00% · non-equity 131.33%
Non-equity holdings — 631 positions, 131.33% of NAV
Category Weight Value Positions
Mortgage-backed (US Govt-Sponsored Entity) 88.87% $5.94B 382
Mortgage-backed (US Govt Agency) 21.39% $1.43B 32
Mortgage-backed (Corporate) 10.98% $733.9M 100
ABS-O 8.50% $568.2M 104
Corporate 0.93% $61.8M 5
Short-term investment 0.52% $34.9M 3
Derivative (interest rate) 0.13% $8.8M 5
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan0.04%-1.14%3.20%0.42%0.54%0.37%0.57%
Feb-0.47%-1.10%-3.45%-2.27%2.66%1.45%-0.53%
Mar-0.54%-3.17%3.32%0.49%-0.31%-2.02%-0.37%
Apr0.52%-2.73%0.04%-2.33%-0.22%-0.09%-0.80%
May-0.21%1.65%-0.07%1.54%-0.80%-0.18%0.32%
Jun0.03%-0.89%-0.45%0.38%2.06%-0.02%0.19%
Jul0.47%2.10%0.15%3.54%-0.36%-1.63%0.71%
Aug-0.12%-3.15%-0.35%1.14%0.87%-0.05%-0.28%
Sep-0.10%-5.02%-2.67%0.71%1.51%-4.02%-1.60%
Oct-0.38%-2.14%-1.33%-3.60%0.68%1.93%*-0.81%
Nov-0.13%3.90%4.37%1.77%0.63%--2.11%
Dec-0.25%-1.35%2.80%-1.95%0.15%---0.12%
Total-1.14%-12.60%5.36%-0.40%7.60%-4.31%-0.92%
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: $42.58
SMA 50: $43.42
SMA 200: $44.84
Current: $43.22
EMA 12: $42.79
EMA 26: $42.90
MACD: -0.1101 | Signal: 0.1305
BEARISH
ADX (14): 30.68
TREND
+DI: 28.13
−DI: 23.98

Momentum Oscillators

RSI (14): 58.92
NEUTRAL
Stoch %K: 80.84
Stoch %D: 75.91
Williams %R: -6.86

Volume & Volatility

BB Upper: $43.12
BB Lower: $42.03
OVERBOUGHT
OBV: 10,370,343
Vol SMA 20: 1,287,679
Vol ROC: -52.15%
ATR: $0.28
True Range: $0.49
HV 20: 6.1%
HV 30: 7.1%
HV 60: 6.5%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All JMBS news →

JMBS Options Activity & IV Rank

JMBS IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 34.4%
7-DTE IV: —
Expected Move: $1.98
7-DTE Move: $1.98
Days to Exp: 29 (2026-11-20)

Options Flow

Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0

ATM Options Pricing

ATM Call: $1.05
ATM Put: $0.93
Call %: 2.4%
Put %: 2.1%

Chain Summary

Chain Volume: 6
Chain OI: 6
Last Updated: 10/22/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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
No data
30 DTE / 10d —
— pts EXTREME
ATM 12.8% / Wing —

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)69.8MediumOct 22
Straddle Price (30 DTE)$1.98Oct 22
Beta Analysis

Risk Metrics

Beta: 0.1417
Alpha: -8.44%
Correlation: 0.3505
R-Squared: 12.3%
Stock Volatility: 5.2%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

JMBS Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

283 filers138,743,888 shares$6.22B value
# Filer Shares Value % of Total % of Float Period
1 Morgan Stanley Custodian 30,547,370 $1.37B 22.11% — 2026-06-30
2 Charles Schwab Investment Management, Inc. 22,369,778 $1.01B 16.19% — 2026-06-30
3 Bank of America Corp Custodian 9,888,964 $444.90M 7.16% — 2026-06-30
4 Haverford Trust Co 3,993,467 $179.67M 2.89% — 2026-06-30
5 Raymond James Financial, Inc. Custodian 3,410,091 $153.42M 2.47% — 2026-06-30
6 OSAIC HOLDINGS, INC. Custodian 3,363,367 $151.34M 2.43% — 2026-06-30
7 Corient Private Wealth LP 3,321,191 $149.52M 2.40% — 2026-06-30
8 Focus Partners Wealth 2,825,037 $127.21M 2.05% — 2026-06-30
9 UBS Group AG Custodian 2,597,488 $116.86M 1.88% — 2026-06-30
10 Gradient Investments LLC 2,731,438 $115.43M 1.86% — 2026-09-30
11 Envestnet Asset Management, Inc. 2,420,928 $108.92M 1.75% — 2026-06-30
12 Ameriprise Financial, Inc. Custodian 2,206,955 $99.29M 1.60% — 2026-06-30
13 Royal Bank of Canada Custodian 1,989,959 $89.53M 1.44% — 2026-06-30
14 Hamilton Capital, LLC 1,978,648 $83.62M 1.34% — 2026-09-30
15 FOSTER & MOTLEY INC 1,856,863 $83.54M 1.34% — 2026-06-30
16 LPL Financial LLC Custodian 1,846,020 $83.05M 1.34% — 2026-06-30
17 Wells Fargo & Company Custodian 1,835,337 $82.57M 1.33% — 2026-06-30
18 Advance Capital Management, Inc. 1,789,564 $80.51M 1.29% — 2026-06-30
19 Pallas Capital Advisors LLC 1,638,165 $73.70M 1.19% — 2026-06-30
20 Bank of New York Mellon Corp Custodian 1,179,100 $53.05M 0.85% — 2026-06-30
21 Madison Asset Management, LLC 1,106,482 $49.78M 0.80% — 2026-06-30
22 EP Wealth Advisors, LLC 1,068,068 $48.05M 0.77% — 2026-06-30
23 CAPITAL ADVISORS INC/OK 1,047,135 $47.11M 0.76% — 2026-06-30
24 Divergent Planning, LLC 918,067 $41.85M 0.67% — 2025-12-31
25 SPC Financial, Inc. 832,692 $38.03M 0.61% — 2025-09-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Short Interest & Float

Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.

Metric definitions
  • Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
  • SI % of Float — short interest / free float. The key crowding metric.
  • Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
  • Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
  • Free Float — shares available for public trading (total shares minus insider / restricted).
  • Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
  • SI % of Float < 5% — typical, no particular signal.
  • 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
  • 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
  • >30% — extreme; borrow is likely expensive and squeeze risk is material.
  • Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
  • Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
  • A sudden drop in SI after a rally may indicate a squeeze in progress.

Short interest is reported mid-month and end-of-month; short volume is daily.

Short Interest
13.61K
SI % of Float
0.01%
Days to Cover
1.00
Short Vol Ratio
61.7%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month