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Janus Henderson Mortgage-Backed Securities ETF

Janus Detroit Street Trust

Assets: $1.6B Net: $848M Series: S000063007 EDGAR ↗
+43
New
-50
Exited
272
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Janus Henderson Cash Liquidity Fund LLC N/A Oct 2021 479,932,490 +479,932,497 $480.0M +4124329.5% 56.58% STIV
2 FNMA or FHLMC 01F0206B0 — 126,487,353 New $126.5M — 14.91% ABS-MBS
3 FNMA or FHLMC 01F0226B6 — 95,320,968 New $97.9M — 11.54% ABS-MBS
4 GNMA 21H0226B2 — 68,306,936 New $70.2M — 8.28% ABS-MBS
5 FNMA or FHLMC 01F0204B2 — 64,738,501 New $66.4M — 7.83% ABS-MBS
6 FNMA or FHLMC 01F0326B5 — 54,464,871 New $57.5M — 6.78% ABS-MBS
7 GNMA 21H0306B5 — 38,547,805 New $40.0M — 4.72% ABS-MBS
8 GNMA 21H0326B1 — 35,085,634 New $36.7M — 4.32% ABS-MBS
9 FNMA 3140X6EV9 Oct 2021 33,580,105 -3,167,167 $35.7M -9.2% 4.21% ABS-MBS
10 GNMA 21H0206B6 — 32,241,724 New $32.7M — 3.85% ABS-MBS
11 FNMA or FHLMC 01F0126B7 — 26,998,730 New $26.1M — 3.08% ABS-MBS
12 GNMA 21H0406B4 — 15,717,109 New $16.7M — 1.96% ABS-MBS
13 FNMA or FHLMC 01F0304B1 — 15,195,555 New $15.9M — 1.88% ABS-MBS
14 FNMA 3140X7JB6 Oct 2021 14,446,267 -2,105,919 $15.4M -12.7% 1.82% ABS-MBS
15 FNMA 3140X9FB6 Oct 2021 12,088,826 -448,702 $12.4M -4.8% 1.47% ABS-MBS
16 FNMA or FHLMC 01F0306B9 — 11,542,685 New $12.0M — 1.42% ABS-MBS
17 FNMA or FHLMC 01F0124B9 — 11,958,094 New $12.0M — 1.42% ABS-MBS
18 Bayview MSR Opportunity Master Fund Trust 07336GAK0 — 10,529,417 New $10.5M — 1.24% ABS-MBS
19 Mello Mortgage Capital Acceptance 585491BC6 — 9,232,796 New $9.2M — 1.09% ABS-MBS
20 FHLMC Pool 31346YMN0 Oct 2021 7,405,322 -952,885 $7.7M -11.8% 0.91% ABS-MBS
21 FHLMC Pool 3133A0KK9 Oct 2021 7,140,711 -729,419 $7.4M -9.7% 0.88% ABS-MBS
22 Provident Funding Mortgage Warehouse Securitization Trust 74387PAE2 Oct 2021 7,500,000 — $7.4M -0.3% 0.87% ABS-MBS
23 UWM Mortgage Trust 90354TAJ8 — 7,366,330 New $7.4M — 0.87% ABS-MBS
24 FNMA 30711XYX6 Oct 2021 7,276,034 -65,255 $7.4M -1.0% 0.87% ABS-MBS
25 PRPM LLC 69360XAA4 — 7,099,000 New $7.1M — 0.84% ABS-MBS
26 FNMA 30711XNX8 Oct 2021 6,803,946 -71,155 $6.9M -1.3% 0.82% ABS-MBS
27 FNMA or FHLMC 01F0324B7 — 6,061,089 New $6.4M — 0.76% ABS-MBS
28 FNMA 30711XAX2 Oct 2021 6,212,399 -1,050,301 $6.3M -14.6% 0.75% ABS-MBS
29 Station Place Securitization Trust 857740AE4 Oct 2021 6,250,000 — $6.2M +0.2% 0.74% ABS-MBS
30 NRZ Excess Spread-Collateralized Notes 62955MAB2 Oct 2021 6,226,851 -519,149 $6.2M -7.6% 0.73% ABS-O
31 FNMA 30711XWX8 Oct 2021 5,711,436 -45,212 $5.8M -0.5% 0.68% ABS-MBS
32 FHLMC Pool 31339USH4 Oct 2021 5,402,704 -633,125 $5.6M -10.9% 0.66% ABS-MBS
33 FHLMC Pool 31339SSN6 Oct 2021 5,269,270 -493,603 $5.5M -9.0% 0.65% ABS-MBS
34 FNMA 3136BDLE6 Oct 2021 30,523,673 -1,948,002 $5.3M -7.5% 0.62% ABS-MBS
35 FREED ABS Trust 35634LAC7 — 4,989,000 New $5.2M — 0.62% ABS-O
36 GNMA 38380KNA9 Oct 2021 5,732,403 -501,369 $5.2M -10.0% 0.61% ABS-MBS
37 FHLMC Pool 31339UQD5 Oct 2021 4,736,559 -440,608 $4.9M -8.9% 0.58% ABS-MBS
38 Connecticut Avenue Securities Trust 20753MAF5 Oct 2021 4,692,815 -1,796,159 $4.7M -27.7% 0.56% ABS-MBS
39 FNMA or FHLMC 01F0426B4 — 4,203,000 New $4.5M — 0.54% ABS-MBS
40 Invitation Homes Operating Partnership LP 46188BAA0 — 4,784,000 New $4.5M — 0.54% DBT
41 Connecticut Avenue Securities Trust 20754WAB1 Oct 2021 4,400,646 -1,291,674 $4.4M -22.6% 0.52% ABS-MBS
42 MRA Issuance Trust 55350M101 Oct 2021 4,255,000 — $4.3M +0.1% 0.50% ABS-MBS
43 FNMA 3140XCX37 — 4,027,381 New $4.3M — 0.50% ABS-MBS
44 FHLMC Pool 31346YLW1 Oct 2021 3,945,053 -420,687 $4.1M -10.1% 0.48% ABS-MBS
45 MSG III Securitization Trust 55368MAD3 Oct 2021 4,000,000 — $4.0M +0.3% 0.47% ABS-MBS
46 FNMA 3140K8U25 Oct 2021 3,664,525 -956,365 $3.8M -21.4% 0.45% ABS-MBS
47 GoodLeap Sustainable Home Solutions Trust 382371AA0 Oct 2021 3,765,518 -1,152,442 $3.7M -24.3% 0.44% ABS-O
48 FHLMC Pool 31334YHQ3 Oct 2021 3,454,501 -120,243 $3.6M -4.2% 0.43% ABS-MBS
49 FHLMC Pool 3132A5AL9 Oct 2021 3,387,609 -289,327 $3.6M -8.5% 0.42% ABS-MBS
50 Mello Warehouse Securitization Trust 58550LAF2 Oct 2021 3,489,000 — $3.5M -0.0% 0.41% ABS-MBS
51 FHLMC STACR Trust 35564KBS7 Oct 2021 3,430,000 — $3.5M -0.1% 0.41% ABS-MBS
52 Chase Mortgage Finance Corp. 46591HBZ2 Oct 2021 3,414,088 -498,912 $3.4M -12.5% 0.40% ABS-MBS
53 FHLMC Pool 3132ACSS0 Oct 2021 3,079,153 -230,258 $3.3M -8.4% 0.39% ABS-MBS
54 Extended Stay America Trust 30227FAJ9 Oct 2021 2,984,474 -15,526 $3.0M -0.9% 0.35% ABS-MBS
55 Mello Mortgage Capital Acceptance 58549XBC6 — 2,956,481 New $3.0M — 0.35% ABS-MBS
56 Point Securitization Trust 73090AAA3 — 2,950,452 New $3.0M — 0.35% ABS-MBS
57 Chase Mortgage Finance Corp. 46591HBY5 Oct 2021 2,879,246 -420,754 $2.9M -12.4% 0.34% ABS-MBS
58 COLT Funding LLC 19688DAG5 Oct 2021 2,862,000 — $2.8M -0.1% 0.34% ABS-MBS
59 FNMA 3140HBFX1 Oct 2021 2,569,963 -202,376 $2.8M -6.8% 0.33% ABS-MBS
60 FNMA 3138WGR97 Oct 2021 2,588,218 -292,027 $2.7M -10.1% 0.32% ABS-MBS
61 Bayview Financing Trust 07335FAB3 Oct 2021 2,719,340 -280,660 $2.7M -9.3% 0.32% ABS-MBS
62 Lakeview LLC 512368AB7 Oct 2021 2,526,000 — $2.5M +0.0% 0.30% ABS-MBS
63 FHLMC Multifamily Structured Credit Risk 35563FAA9 Oct 2021 2,502,261 -62,113 $2.5M -2.5% 0.30% ABS-MBS
64 CoreLogic, Inc. 21871DAD5 Oct 2021 2,500,000 — $2.5M -0.8% 0.29% DBT
65 NRZ Excess Spread-Collateralized Notes 433674AA6 Oct 2021 2,397,832 -205,181 $2.4M -8.5% 0.28% ABS-O
66 PRPM LLC 69357QAC0 — 2,350,000 New $2.3M — 0.28% ABS-MBS
67 GNMA 36179TSJ5 Oct 2021 2,162,545 -386,112 $2.3M -15.0% 0.28% ABS-MBS
68 FHLMC STACR Trust 35564KFV6 — 2,235,000 New $2.3M — 0.27% ABS-MBS
69 FNMA 3140LRLF3 — 2,177,151 New $2.2M — 0.26% ABS-MBS
70 FNMA 3140FXFH0 Oct 2021 2,087,064 -120,837 $2.2M -5.5% 0.26% ABS-MBS
71 CIM Trust 12565YAA5 Oct 2021 2,142,037 -177,853 $2.1M -7.7% 0.25% ABS-MBS
72 Sunnova Helios II Issuer LLC 86744TAB2 Oct 2021 2,159,523 -1,090,477 $2.1M -34.4% 0.25% ABS-O
73 FNMA 3138WTUT1 Oct 2021 2,001,504 -170,354 $2.1M -8.5% 0.25% ABS-MBS
74 Connecticut Avenue Securities Trust 20753KAF9 Oct 2021 2,000,000 — $2.0M -0.5% 0.24% ABS-MBS
75 Connecticut Avenue Securities Trust 20753MAE8 Oct 2021 2,000,000 — $2.0M -0.5% 0.24% ABS-MBS
76 COLT Mortgage Loan Trust 12597VAB1 Oct 2021 1,993,574 — $2.0M -0.0% 0.24% ABS-MBS
77 FNMA 3140F0GY4 Oct 2021 1,817,042 -185,786 $1.9M -10.3% 0.23% ABS-MBS
78 FNMA 3140JMBK7 Oct 2021 1,719,929 -303,960 $1.9M -14.4% 0.22% ABS-MBS
79 PRPM LLC 69357QAB2 — 1,750,000 New $1.7M — 0.21% ABS-MBS
80 FNMA 30711XCT9 Oct 2021 1,651,795 -21,627 $1.7M -1.1% 0.20% ABS-MBS
81 FHLMC Pool 31334WZG9 Oct 2021 1,626,468 -9,902 $1.7M -0.9% 0.20% ABS-MBS
82 FREMF Mortgage Trust 30298UAJ0 — 1,695,576 New $1.7M — 0.20% ABS-MBS
83 GNMA 36179TZ57 Oct 2021 1,526,434 -309,335 $1.6M -16.7% 0.19% ABS-MBS
84 Spruce Hill Mortgage Loan Trust 85214RAA1 Oct 2021 1,586,554 -2,239,181 $1.6M -58.8% 0.19% ABS-MBS
85 FNMA or FHLMC 01F0404B0 — 1,501,500 New $1.6M — 0.19% ABS-MBS
86 FNMA 31417GLX2 Oct 2021 1,407,910 -120,962 $1.5M -9.4% 0.18% ABS-MBS
87 FNMA 30711XBF0 Oct 2021 1,344,559 -12,428 $1.4M -0.4% 0.17% ABS-MBS
88 FHLMC Pool 3132CWDV3 Oct 2021 1,353,388 -84,249 $1.4M -6.7% 0.17% ABS-MBS
89 FHLMC Pool 3133APYB9 — 1,357,507 New $1.4M — 0.16% ABS-MBS
90 FHLMC Pool 3132AED78 Oct 2021 1,300,544 -168,857 $1.4M -11.9% 0.16% ABS-MBS
91 FNMA 30711XY32 — 1,307,741 New $1.4M — 0.16% ABS-MBS
92 FNMA 3140J9D24 Oct 2021 1,208,996 -101,910 $1.3M -8.3% 0.15% ABS-MBS
93 Eagle RE Ltd. 26982LAA8 Oct 2021 1,200,000 — $1.2M -0.2% 0.14% ABS-MBS
94 Bayview Opportunity Master Fund Trust 07335PAA3 Oct 2021 1,191,412 -2,186,209 $1.2M -64.7% 0.14% ABS-MBS
95 Sequoia Mortgage Trust 81745AAA5 Oct 2021 1,140,897 -80,032 $1.2M -7.0% 0.14% ABS-MBS
96 FHLMC Pool 3133AR3P8 — 1,084,700 New $1.1M — 0.13% ABS-MBS
97 FHLMC Pool 3133ARXP5 — 1,079,984 New $1.1M — 0.13% ABS-MBS
98 New Residential Investment Corp. 64828T706 — 40,000 New $1.0M — 0.12% EP
99 FNMA 3140LRJY5 — 996,795 New $997K — 0.12% ABS-MBS
100 JPMorgan Mortgage Trust 46644VBP0 Oct 2021 832,675 -55,900 $850K -6.5% 0.10% ABS-MBS
101 FNMA 30711XAP9 Oct 2021 802,540 -111,312 $835K -10.7% 0.10% ABS-MBS
102 FHLMC Pool 3132ACLS7 Oct 2021 727,346 -78,332 $787K -9.8% 0.09% ABS-MBS
103 FNMA 3140KQQE4 Oct 2021 758,913 -120,647 $780K -15.0% 0.09% ABS-MBS
104 FNMA 31418BW93 Oct 2021 718,528 -83,528 $771K -10.4% 0.09% ABS-MBS
105 FNMA 30711XBD5 Oct 2021 657,448 -598,623 $662K -47.7% 0.08% ABS-MBS
106 FHLMC Pool 3133A3FP8 Oct 2021 624,418 -117,355 $662K -16.7% 0.08% ABS-MBS
107 FNMA 3140X6NZ0 Oct 2021 615,594 -74,359 $660K -10.8% 0.08% ABS-MBS
108 FNMA 3140QCEU6 Oct 2021 617,613 -71,993 $656K -11.9% 0.08% ABS-MBS
109 Connecticut Avenue Securities Trust 20753TAB9 Oct 2021 636,771 -540,920 $637K -45.9% 0.08% ABS-MBS
110 JPMorgan Mortgage Trust 46592WBE5 — 637,037 New $637K — 0.08% ABS-MBS
111 FHLMC Pool 3132CWBH6 Oct 2021 609,007 -55,514 $635K -9.1% 0.07% ABS-MBS
112 FHLMC Pool 3132ACNG1 Oct 2021 548,637 -42,405 $604K -7.7% 0.07% ABS-MBS
113 FHLMC Pool 3131YAV98 Oct 2021 545,759 -4,706 $599K -0.6% 0.07% ABS-MBS
114 FHLMC Pool 3131YDFA7 Oct 2021 550,605 -2,778 $591K -0.3% 0.07% ABS-MBS
115 FNMA 3136A9ZR2 Oct 2021 601,925 -220,071 $580K -27.2% 0.07% ABS-MBS
116 FNMA 3140X6FJ5 Oct 2021 537,014 -58,968 $576K -9.9% 0.07% ABS-MBS
117 FNMA 3138WJTF5 Oct 2021 526,440 -76,618 $555K -13.0% 0.07% ABS-MBS
118 FNMA 3138W7HB3 Oct 2021 500,716 -52,539 $533K -10.0% 0.06% ABS-MBS
119 FNMA 3140EVBD8 Oct 2021 502,306 -96,379 $527K -16.6% 0.06% ABS-MBS
120 Lakeview CDO LLC 51236PAA1 Oct 2021 524,522 -4,046,970 $525K -88.5% 0.06% ABS-O
121 GNMA 36179TXV2 Oct 2021 460,858 -89,566 $491K -16.1% 0.06% ABS-MBS
122 FNMA 31418APM4 Oct 2021 449,585 -33,377 $478K -7.4% 0.06% ABS-MBS
123 FHLMC Pool 31334XYL7 Oct 2021 452,538 -179,259 $478K -28.5% 0.06% ABS-MBS
124 FNMA 3140X45D4 Oct 2021 427,680 -29,317 $454K -7.0% 0.05% ABS-MBS
125 FNMA 3140FPAS8 Oct 2021 406,148 -42,944 $448K -10.2% 0.05% ABS-MBS
126 FHLMC Pool 3133A2HT0 Oct 2021 399,443 -97,735 $418K -19.9% 0.05% ABS-MBS
127 N/A N/A Oct 2021 -273 New $345K — 0.04% DIR
128 GNMA 3617GDT77 Oct 2021 319,254 -1,584 $344K -0.3% 0.04% ABS-MBS
129 FNMA 31417C6S9 Oct 2021 320,696 -48,756 $341K -13.6% 0.04% ABS-MBS
130 Connecticut Avenue Securities Trust 20754FAK8 Oct 2021 325,803 -76,900 $327K -19.2% 0.04% ABS-MBS
131 GNMA 36179UMA7 Oct 2021 309,057 -58,801 $325K -15.4% 0.04% ABS-MBS
132 Sequoia Mortgage Trust 81748GBN0 Oct 2021 285,658 -142,114 $295K -33.2% 0.03% ABS-MBS
133 FNMA 3140JXJ58 Oct 2021 274,755 -22,750 $289K -8.6% 0.03% ABS-MBS
134 FHLMC 3137A9HT6 Oct 2021 283,660 -22,967 $288K -7.3% 0.03% ABS-MBS
135 GNMA 36179UQT2 Oct 2021 261,291 -83,017 $274K -23.6% 0.03% ABS-MBS
136 FNMA 31417EMM0 Oct 2021 255,996 -18,307 $272K -7.3% 0.03% ABS-MBS
137 FNMA 31418ALK2 Oct 2021 245,851 -18,270 $262K -7.3% 0.03% ABS-MBS
138 FNMA 31417GJ56 Oct 2021 244,097 -73,881 $260K -23.6% 0.03% ABS-MBS
139 GNMA 3617J6Q80 Oct 2021 239,181 -103,037 $253K -29.3% 0.03% ABS-MBS
140 GNMA 36179UMD1 Oct 2021 231,549 -840 $251K -1.6% 0.03% ABS-MBS
141 FHLMC Pool 3132ADY69 Oct 2021 210,564 -24,329 $229K -10.9% 0.03% ABS-MBS
142 FNMA 3138W4EF4 Oct 2021 207,294 -3,406 $220K -3.5% 0.03% ABS-MBS
143 FNMA 3140J7UG8 Oct 2021 195,830 -13,136 $214K -7.2% 0.03% ABS-MBS
144 FHLMC Pool 3131Y2YX0 Oct 2021 191,614 -167,444 $211K -46.3% 0.02% ABS-MBS
145 FNMA 3140Q7DN4 Oct 2021 187,453 -14,228 $205K -8.0% 0.02% ABS-MBS
146 FNMA 3136AHG53 Oct 2021 182,636 -14,351 $185K -7.0% 0.02% ABS-MBS
147 FHLMC Pool 3131Y2M21 Oct 2021 166,142 -6,435 $180K -3.5% 0.02% ABS-MBS
148 FNMA 3140HAMH0 Oct 2021 164,197 -10,169 $174K -6.7% 0.02% ABS-MBS
149 FNMA 3140JYSB3 Oct 2021 161,152 -16,727 $171K -10.2% 0.02% ABS-MBS
150 FNMA 31398NTM6 Oct 2021 41,248 — $153K -11.9% 0.02% ABS-MBS
151 FNMA 3140LRJE9 — 146,092 New $150K — 0.02% ABS-MBS
152 FHLMC Pool 3132A8GL7 Oct 2021 141,973 -12,349 $150K -8.4% 0.02% ABS-MBS
153 FHLMC Pool 31334YMG9 Oct 2021 140,155 -15,198 $149K -10.6% 0.02% ABS-MBS
154 FNMA 31418ATD0 Oct 2021 130,036 -10,852 $138K -8.2% 0.02% ABS-MBS
155 FHLMC Pool 3131XC5X1 Oct 2021 125,172 -11,073 $132K -8.6% 0.02% ABS-MBS
156 FHLMC Pool 31334YAT4 Oct 2021 121,623 -7,475 $128K -6.7% 0.02% ABS-MBS
157 FNMA 3140F9WP6 Oct 2021 106,620 -4,964 $113K -5.9% 0.01% ABS-MBS
158 FNMA 31395BU43 Oct 2021 110,402 -7,109 $111K -5.9% 0.01% ABS-MBS
159 FNMA 3140K1TP1 Oct 2021 99,278 -3,521 $105K -3.9% 0.01% ABS-MBS
160 FHLMC Pool 3131Y4LZ5 Oct 2021 93,319 -76,498 $98K -45.2% 0.01% ABS-MBS
161 FHLMC Pool 3131Y6P45 Oct 2021 83,929 -6,477 $91K -7.3% 0.01% ABS-MBS
162 FHLMC 31397KTJ0 Oct 2021 86,169 -4,084 $88K -4.0% 0.01% ABS-MBS
163 FNMA 3140K3SF0 Oct 2021 82,705 -20,142 $88K -20.0% 0.01% ABS-MBS
164 FNMA 3138WJP93 Oct 2021 81,311 -622 $87K -1.2% 0.01% ABS-MBS
165 FHLMC 3137GAD20 Oct 2021 85,460 -5,043 $86K -5.5% 0.01% ABS-MBS
166 GNMA 3617J6W91 Oct 2021 78,108 -356 $84K -1.8% 0.01% ABS-MBS
167 FHLMC Pool 31329L6W7 Oct 2021 72,923 -6,305 $79K -8.1% 0.01% ABS-MBS
168 FHLMC Pool 3131XDFC4 Oct 2021 74,306 -3,934 $78K -5.5% 0.01% ABS-MBS
169 GNMA 38375PNL1 Oct 2021 73,677 -4,835 $75K -5.9% 0.01% ABS-MBS
170 FHLMC Pool 31329MVA5 Oct 2021 69,193 -5,845 $74K -8.5% 0.01% ABS-MBS
171 FNMA 3140EU6G9 Oct 2021 66,096 -9,954 $71K -13.1% 0.01% ABS-MBS
172 GNMA 38377MHV1 Oct 2021 61,072 -4,087 $62K -6.2% 0.01% ABS-MBS
173 FNMA 3136AB4P5 Oct 2021 58,844 -2,782 $59K -4.4% 0.01% ABS-MBS
174 GNMA 38375KZS4 Oct 2021 57,894 -3,123 $58K -4.6% 0.01% ABS-MBS
175 FNMA 3140X3A73 Oct 2021 54,732 -4,723 $58K -8.6% 0.01% ABS-MBS
176 GNMA 38374JAT3 Oct 2021 55,648 -3,642 $56K -6.1% 0.01% ABS-MBS
177 FHLMC 3137GAYQ4 Oct 2021 47,542 -7,232 $48K -13.1% 0.01% ABS-MBS
178 FHLMC 31339W7G5 Oct 2021 46,436 -2,266 $47K -4.3% 0.01% ABS-MBS
179 FHLMC Pool 3131Y8MN2 Oct 2021 43,136 -4,520 $47K -9.3% 0.01% ABS-MBS
180 GNMA 38375LPU8 Oct 2021 43,981 -2,974 $45K -5.7% 0.01% ABS-MBS
181 FNMA 31393E4W6 Oct 2021 41,588 -2,207 $42K -5.1% 0.00% ABS-MBS
182 GNMA 38374HYS3 Oct 2021 41,445 -2,775 $42K -5.8% 0.00% ABS-MBS
183 FNMA 31392EHN3 Oct 2021 40,565 -1,909 $41K -4.3% 0.00% ABS-MBS
184 GNMA 38374LL25 Oct 2021 40,095 -2,371 $40K -5.5% 0.00% ABS-MBS
185 GNMA 38375KNR9 Oct 2021 37,012 -2,705 $37K -6.6% 0.00% ABS-MBS
186 GNMA 383742FU2 Oct 2021 36,034 -2,540 $37K -6.3% 0.00% ABS-MBS
187 FNMA 31396XPM0 Oct 2021 33,304 -2,568 $34K -7.1% 0.00% ABS-MBS
188 FNMA 31394FUL7 Oct 2021 32,777 -2,029 $33K -5.4% 0.00% ABS-MBS
189 GNMA 38374LHM6 Oct 2021 32,471 -2,398 $32K -6.8% 0.00% ABS-MBS
190 FHLMC 31392RC58 Oct 2021 32,038 -4,489 $32K -12.3% 0.00% ABS-MBS
191 FNMA 31392CWW0 Oct 2021 31,654 -1,409 $32K -4.1% 0.00% ABS-MBS
192 FHLMC 31339NJN7 Oct 2021 31,522 -1,956 $32K -5.9% 0.00% ABS-MBS
193 FHLMC 31393JAZ1 Oct 2021 30,523 -2,204 $31K -6.3% 0.00% ABS-MBS
194 GNMA 3837H2WA3 Oct 2021 30,328 -2,723 $31K -8.3% 0.00% ABS-MBS
195 FHLMC Pool 3132ACH52 Oct 2021 28,641 -2,325 $30K -8.9% 0.00% ABS-MBS
196 GNMA 38378EZ55 Oct 2021 29,433 -1,902 $30K -6.0% 0.00% ABS-MBS
197 FHLMC 31396AFB5 Oct 2021 27,082 -1,836 $27K -6.0% 0.00% ABS-MBS
198 FNMA 3138WJDM7 Oct 2021 22,902 -1,678 $24K -7.6% 0.00% ABS-MBS
199 Janus Henderson Cash Collateral Fund LLC N/A Oct 2021 22,880 New $23K — 0.00% STIV
200 FNMA 31398NEX8 Oct 2021 21,775 -1,744 $22K -7.1% 0.00% ABS-MBS
201 FNMA 3140J5EJ4 Oct 2021 20,846 -1,597 $22K -7.9% 0.00% ABS-MBS
202 FNMA 31398N2W3 Oct 2021 21,500 -1,323 $22K -5.7% 0.00% ABS-MBS
203 FNMA 3138WHP55 Oct 2021 20,510 -1,564 $21K -7.8% 0.00% ABS-MBS
204 FNMA 3140E9H66 Oct 2021 19,899 -1,281 $21K -6.4% 0.00% ABS-MBS
205 FHLMC Pool 3131XVQW8 Oct 2021 19,712 -1,271 $21K -7.3% 0.00% ABS-MBS
206 GNMA 38375LLN8 Oct 2021 18,647 -884 $19K -3.9% 0.00% ABS-MBS
207 FHLMC Pool 3131XCKS5 Oct 2021 17,430 -1,636 $18K -9.3% 0.00% ABS-MBS
208 FNMA 3136A8XS4 Oct 2021 16,001 -8,959 $16K -35.9% 0.00% ABS-MBS
209 FNMA 3136A8QW3 Oct 2021 14,433 -1,266 $15K -8.0% 0.00% ABS-MBS
210 GNMA 38375JC86 Oct 2021 13,021 -1,176 $13K -8.1% 0.00% ABS-MBS
211 GNMA 38376TSC7 Oct 2021 12,336 -881 $13K -6.4% 0.00% ABS-MBS
212 ROYAL BANK OF CANADA N/A Oct 2021 5,720 New $6K — 0.00% STIV
213 GNMA 38377JYJ6 Oct 2021 991 -156 $997 -13.3% 0.00% ABS-MBS
214 FHLMC Pool 3131Y6WK1 Oct 2021 656 -105 $698 -14.3% 0.00% ABS-MBS
215 Sequoia Mortgage Trust 81748HBA6 Oct 2021 924,721 -485,807 $188 -85.7% 0.00% ABS-MBS
216 FHLMC Pool 3133KYVF3 Oct 2021 1 -41,728,962 $1 -100.0% 0.00% ABS-MBS
217 FHLMC Pool 31329L6U1 Oct 2021 0 -72,104 $0 -100.0% 0.00% ABS-MBS
218 FNMA 30711XCB8 Oct 2021 0 -315,727 $0 -100.0% 0.00% ABS-MBS
219 FNMA 3140FXJG8 Oct 2021 0 -821,953 $0 -100.0% 0.00% ABS-MBS
220 FNMA 3138ETLU8 Oct 2021 0 -763,135 $0 -100.0% 0.00% ABS-MBS
221 N/A N/A Oct 2021 30,000,000 New $-10032 — -0.00% DCR
222 FNMA or FHLMC 01F0224B8 — -49,064,880 New $-51001471 — -6.01% ABS-MBS
✕ FHLMC Pool 3133KYVC0 — 72,940,182 Exited $75.1M — — —
✕ FNMA or FHLMC 01F020489 — 64,738,501 Exited $67.2M — — —
✕ FNMA or FHLMC 01F022691 — 57,131,891 Exited $59.4M — — —
✕ GNMA 21H022689 — 52,306,936 Exited $54.4M — — —
✕ FNMA or FHLMC 01F032682 — 44,810,871 Exited $47.5M — — —
✕ GNMA 21H030682 — 38,547,805 Exited $40.3M — — —
✕ GNMA 21H032688 — 35,085,634 Exited $36.8M — — —
✕ GNMA 21H020683 — 32,241,724 Exited $33.0M — — —
✕ FNMA or FHLMC 01F012692 — 26,998,730 Exited $26.7M — — —
✕ FNMA or FHLMC 01F020695 — 25,035,773 Exited $25.5M — — —
✕ GNMA 21H040681 — 15,717,109 Exited $16.6M — — —
✕ FNMA or FHLMC 01F030488 — 15,195,555 Exited $16.0M — — —
✕ FHLMC Pool 3132A5GL3 — 11,550,027 Exited $12.2M — — —
✕ FNMA or FHLMC 01F012486 — 11,958,094 Exited $12.2M — — —
✕ FNMA 3140X6GZ8 — 8,146,581 Exited $8.6M — — —
✕ FNMA or FHLMC 01F032484 — 6,061,089 Exited $6.5M — — —
✕ FNMA or FHLMC 01F042681 — 4,203,000 Exited $4.5M — — —
✕ FHLMC Pool 3132A5GZ2 — 4,135,197 Exited $4.4M — — —
✕ Connecticut Avenue Securities Trust 20753VDL9 — 3,993,600 Exited $4.3M — — —
✕ Bayview Financing Trust 07335MAA0 — 3,818,078 Exited $3.8M — — —
✕ Mello Warehouse Securitization Trust 585504AC7 — 3,378,378 Exited $3.4M — — —
✕ VCAT LLC 91822XAA0 — 3,143,557 Exited $3.2M — — —
✕ PRPM LLC 693585AA9 — 1,950,479 Exited $2.0M — — —
✕ FNMA 3140X4EJ1 — 1,514,898 Exited $1.6M — — —
✕ FNMA or FHLMC 01F040487 — 1,501,500 Exited $1.6M — — —
✕ Bayview Financing Trust 07335FAA5 — 1,246,991 Exited $1.2M — — —
✕ FHLMC Pool 3131XUT72 — 1,068,814 Exited $1.1M — — —
✕ FNMA 31418AQR2 — 729,987 Exited $0.8M — — —
✕ FHLMC 3132H7F41 — 498,137 Exited $0.5M — — —
✕ FHLMC Pool 3132ADJC3 — 431,931 Exited $0.5M — — —
✕ FNMA 3140JAPW2 — 349,526 Exited $0.4M — — —
✕ FHLMC Structured Agency Credit Risk Debt Notes 3137G0QP7 — 343,342 Exited $0.3M — — —
✕ FNMA 3140J9QR5 — 306,055 Exited $0.3M — — —
✕ FNMA 3140FXG30 — 229,948 Exited $0.2M — — —
✕ New Residential Mortgage Loan Trust 64828FCS9 — 195,387 Exited $0.2M — — —
✕ FNMA 31418ARE0 — 172,094 Exited $0.2M — — —
✕ Lakeview LLC 512368AA9 — 157,368 Exited $0.2M — — —
✕ FNMA 3140FXF72 — 132,174 Exited $0.1M — — —
✕ FNMA 31418AUD8 — 76,568 Exited $0.1M — — —
✕ FNMA 3140FXEC2 — 57,290 Exited $0.1M — — —
✕ COLT Mortgage Loan Trust 19688JAA5 — 44,384 Exited $0.0M — — —
✕ FNMA 31418CGC2 — 34,518 Exited $0.0M — — —
✕ FHLMC Pool 3131XNAH6 — 33,150 Exited $0.0M — — —
✕ Angel Oak Mortgage Trust I LLC 03464NAA0 — 18,420 Exited $0.0M — — —
✕ FNMA 31417FPB8 — 14,835 Exited $0.0M — — —
✕ FNMA 3138EQFX5 — 8,358 Exited $0.0M — — —
✕ FHLMC Pool 3131Y6VU0 — 1,563 Exited $0.0M — — —
✕ FHLMC Pool 3131XL4H7 — 307 Exited $0.0M — — —
✕ FNMA or FHLMC 01F030686 — -16,663,975 Exited $-17.5M — — —
✕ FNMA or FHLMC 01F022485 — -49,064,880 Exited $-51.4M — — —