Janus Henderson Mortgage-Backed Securities ETF

Fund Profile

Fund profile

Tickers

JMBS

Fund manager

Janus Detroit Street Trust

Total assets

$10.51 bn

Liabilities

$5.82 bn

Net assets

$4.68 bn

Number of holdings

612.00

JMBS stock data

1M 3M 6M 1Y

Top 200 of 612 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UMBS, Single Family, 30 Year	1.18 bn	1.42 bn principal	25.14	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	477.66 mm	554.92 mm principal	10.20	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	298.16 mm	376.10 mm principal	6.36	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	231.36 mm	242.46 mm principal	4.94	ABS-mortgage backed security	Long	USA
Janus Henderson Cash Liquidity Fund LLC	191.81 mm	191.77 mm shares	4.09	Short-term investment vehicle	Long	USA
GNMA II, Single Family, 30 Year	153.51 mm	175.02 mm principal	3.28	ABS-mortgage backed security	Long	USA
STRU JP	152.87 mm	152.87 mm principal	3.26	ABS-other	Long	USA
FHLMC, REMIC, Series 5440, Class WF	143.88 mm	143.46 mm principal	3.07	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	120.88 mm	129.16 mm principal	2.58	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	119.52 mm	120.70 mm principal	2.55	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	111.76 mm	119.41 mm principal	2.39	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	105.39 mm	107.95 mm principal	2.25	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	99.98 mm	107.41 mm principal	2.13	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	98.64 mm	110.30 mm principal	2.11	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	96.65 mm	95.67 mm principal	2.06	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	92.08 mm	94.80 mm principal	1.97	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5430, Class FC	89.43 mm	88.99 mm principal	1.91	ABS-mortgage backed security	Long	USA
STRU JP	76.45 mm	76.43 mm principal	1.63	ABS-other	Long	USA
UMBS, 30 Year	68.55 mm	69.10 mm principal	1.46	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	68.03 mm	68.38 mm principal	1.45	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	54.31 mm	55.75 mm principal	1.16	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	49.84 mm	49.80 mm principal	1.06	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	49.46 mm	54.40 mm principal	1.06	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	46.75 mm	47.99 mm principal	1.00	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	45.89 mm	47.10 mm principal	0.98	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	44.96 mm	44.60 mm principal	0.96	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	44.34 mm	49.08 mm principal	0.95	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	44.27 mm	44.50 mm principal	0.95	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	43.46 mm	45.07 mm principal	0.93	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	42.03 mm	42.24 mm principal	0.90	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	41.27 mm	41.02 mm principal	0.88	ABS-mortgage backed security	Long	USA
UMBS, 30 year	40.76 mm	43.48 mm principal	0.87	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	40.70 mm	41.77 mm principal	0.87	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	40.59 mm	39.37 mm principal	0.87	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	40.50 mm	41.57 mm principal	0.86	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	40.40 mm	39.62 mm principal	0.86	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	39.49 mm	38.73 mm principal	0.84	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	39.28 mm	40.32 mm principal	0.84	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	38.92 mm	38.17 mm principal	0.83	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	37.03 mm	37.56 mm principal	0.79	ABS-mortgage backed security	Long	USA
FNMA, Other	35.86 mm	43.84 mm principal	0.77	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	35.51 mm	35.69 mm principal	0.76	ABS-mortgage backed security	Long	USA
FNMA, Other	34.31 mm	38.74 mm principal	0.73	ABS-mortgage backed security	Long	USA
UMBS, 30 year	33.17 mm	32.54 mm principal	0.71	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	32.90 mm	32.63 mm principal	0.70	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	32.53 mm	34.20 mm principal	0.69	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	32.19 mm	33.37 mm principal	0.69	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	31.82 mm	32.65 mm principal	0.68	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	31.25 mm	31.08 mm principal	0.67	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	30.96 mm	30.41 mm principal	0.66	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	30.08 mm	31.18 mm principal	0.64	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	28.44 mm	28.35 mm principal	0.61	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-60, Class FG	28.35 mm	28.44 mm principal	0.61	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	28.03 mm	28.74 mm principal	0.60	ABS-mortgage backed security	Long	USA
UMBS, 30 year	27.73 mm	27.20 mm principal	0.59	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	27.43 mm	28.14 mm principal	0.59	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA3, Class M2	26.67 mm	26.46 mm principal	0.57	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	26.60 mm	27.34 mm principal	0.57	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	26.19 mm	27.15 mm principal	0.56	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	25.06 mm	25.72 mm principal	0.53	ABS-mortgage backed security	Long	USA
Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1	24.78 mm	24.80 mm principal	0.53	ABS-other	Long	USA
UMBS, 30 Year	24.60 mm	26.29 mm principal	0.53	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5430, Class FD	24.36 mm	24.34 mm principal	0.52	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	23.97 mm	23.81 mm principal	0.51	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	23.69 mm	25.27 mm principal	0.51	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	23.65 mm	25.27 mm principal	0.50	ABS-mortgage backed security	Long	USA
FNMA, Other	23.09 mm	25.12 mm principal	0.49	ABS-mortgage backed security	Long	USA
UMBS, 30 year	22.45 mm	22.56 mm principal	0.48	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	22.24 mm	21.92 mm principal	0.47	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	22.16 mm	23.64 mm principal	0.47	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	21.48 mm	22.95 mm principal	0.46	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	21.48 mm	21.43 mm principal	0.46	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIRC, Class C	21.47 mm	21.40 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	21.44 mm	25.30 mm principal	0.46	ABS-mortgage backed security	Long	USA
Finance of America Structured Securities Trust, Series 2024-S3, Class A1	20.71 mm	21.97 mm principal	0.44	ABS-mortgage backed security	Long	USA
UMBS, 30 year	20.49 mm	20.10 mm principal	0.44	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	20.39 mm	20.11 mm principal	0.44	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	20.18 mm	20.92 mm principal	0.43	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	20.16 mm	21.18 mm principal	0.43	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	19.43 mm	19.45 mm principal	0.41	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	19.25 mm	21.20 mm principal	0.41	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	18.61 mm	18.17 mm principal	0.40	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	18.40 mm	18.88 mm principal	0.39	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	18.12 mm	19.96 mm principal	0.39	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	18.10 mm	19.36 mm principal	0.39	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M2	18.06 mm	18.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	17.88 mm	17.70 mm principal	0.38	ABS-mortgage backed security	Long	USA
Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1	17.57 mm	17.42 mm principal	0.38	ABS-other	Long	USA
Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1	17.39 mm	17.26 mm principal	0.37	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B1	17.25 mm	16.78 mm principal	0.37	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	16.52 mm	16.60 mm principal	0.35	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	16.17 mm	15.78 mm principal	0.35	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	15.46 mm	17.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2024-CES7, Class A1A	15.45 mm	15.61 mm principal	0.33	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1	15.34 mm	15.22 mm principal	0.33	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	15.05 mm	14.68 mm principal	0.32	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	15.03 mm	15.80 mm principal	0.32	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2	14.92 mm	14.84 mm principal	0.32	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2	14.77 mm	14.41 mm principal	0.32	ABS-mortgage backed security	Long	USA
Finance of America Structured Securities Trust, Series 2024-S2, Class A1	14.65 mm	15.47 mm principal	0.31	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	14.37 mm	14.15 mm principal	0.31	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2	14.13 mm	14.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	14.04 mm	14.56 mm principal	0.30	ABS-mortgage backed security	Long	USA
BMP, Series 2024-MF23, Class A	14.01 mm	14.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA, Other	13.95 mm	17.04 mm principal	0.30	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	13.89 mm	14.40 mm principal	0.30	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2	13.19 mm	13.08 mm principal	0.28	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	13.05 mm	13.95 mm principal	0.28	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	13.03 mm	12.82 mm principal	0.28	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2017-K729, Class D	12.82 mm	12.98 mm principal	0.27	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.66 mm	13.13 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1	12.60 mm	12.58 mm principal	0.27	ABS-mortgage backed security	Long	USA
Toorak Mortgage Trust, Series 2024-2, Class A1	12.60 mm	12.60 mm principal	0.27	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.46 mm	12.42 mm principal	0.27	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.36 mm	12.21 mm principal	0.26	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2022-RTL3, Class A1	12.34 mm	12.30 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.29 mm	12.35 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.18 mm	12.63 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.16 mm	12.19 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.13 mm	13.34 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.08 mm	12.53 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	12.08 mm	12.53 mm principal	0.26	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2024-CES5, Class A1B	12.07 mm	12.04 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	11.94 mm	11.93 mm principal	0.25	ABS-mortgage backed security	Long	USA
UMBS, 30 year	11.70 mm	12.16 mm principal	0.25	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank NA, Series 2020-CL1, Class M1	11.54 mm	11.37 mm principal	0.25	ABS-mortgage backed security	Long	USA
Tricolor Auto Securitization Trust, Series 2024-3A, Class A	11.50 mm	11.50 mm principal	0.25	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R08, Class 1B1	11.45 mm	10.98 mm principal	0.24	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	11.32 mm	11.89 mm principal	0.24	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2024-CES1, Class A1B	11.25 mm	11.23 mm principal	0.24	ABS-other	Long	USA
UMBS, 30 Year	11.01 mm	11.76 mm principal	0.24	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	10.98 mm	10.83 mm principal	0.23	ABS-mortgage backed security	Long	USA
Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A1	10.92 mm	11.63 mm principal	0.23	ABS-mortgage backed security	Long	USA
Alterna Funding III LLC, Series 2024-1A, Class A	10.65 mm	10.52 mm principal	0.23	ABS-other	Long	USA
UMBS, 30 Year	10.39 mm	11.44 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	10.39 mm	10.15 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	10.23 mm	10.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
ACHM Mortgage Trust, Series 2024-HE1, Class A	10.23 mm	10.04 mm principal	0.22	ABS-other	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M2	10.18 mm	10.09 mm principal	0.22	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2	10.11 mm	10.06 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	10.09 mm	9.95 mm principal	0.22	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL3, Class A1	10.06 mm	9.96 mm principal	0.21	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	9.97 mm	9.86 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2	9.91 mm	9.88 mm principal	0.21	ABS-mortgage backed security	Long	USA
UMBS, 30 year	9.88 mm	9.78 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2022-65, Class FB	9.58 mm	9.76 mm principal	0.20	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	9.39 mm	9.30 mm principal	0.20	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL5, Class A2	9.23 mm	9.32 mm principal	0.20	ABS-mortgage backed security	Long	USA
RITM Rithm Capital Corp.	9.19 mm	9.21 mm principal	0.20	Debt	Long	USA
UMBS, 30 Year	8.81 mm	8.72 mm principal	0.19	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A	8.79 mm	8.52 mm principal	0.19	ABS-other	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR2, Class C	8.74 mm	10.48 mm principal	0.19	ABS-mortgage backed security	Long	USA
Mello Mortgage Capital Acceptance, Series 2024-SD1, Class A1	8.74 mm	9.02 mm principal	0.19	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1	8.62 mm	8.58 mm principal	0.18	ABS-mortgage backed security	Long	USA
US Bank NA, Series 2023-1, Class B	8.43 mm	8.33 mm principal	0.18	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1	8.36 mm	8.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A	8.27 mm	7.98 mm principal	0.18	ABS-other	Long	USA
UMBS, 30 Year	8.12 mm	7.99 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	8.08 mm	7.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	8.05 mm	8.11 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	8.03 mm	7.94 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	7.95 mm	7.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
PRPM LLC, Series 2024-RPL1, Class A2	7.85 mm	8.35 mm principal	0.17	ABS-mortgage backed security	Long	USA
Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1	7.83 mm	7.75 mm principal	0.17	ABS-other	Long	USA
U.S. Treasury 10 Year Ultra Bonds	7.82 mm	-4.04 k contracts	0.17	Interest rate derivative	N/A	USA
UMBS, 30 Year	7.67 mm	7.69 mm principal	0.16	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	7.61 mm	7.40 mm principal	0.16	ABS-mortgage backed security	Long	USA
Mission Lane Credit Card Master Trust, Series 2023-A, Class A	7.60 mm	7.57 mm principal	0.16	ABS-other	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class C	7.58 mm	7.54 mm principal	0.16	ABS-other	Long	USA
UMBS, 30 Year	7.55 mm	7.94 mm principal	0.16	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1	7.51 mm	7.32 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-116, Class LF	7.38 mm	7.33 mm principal	0.16	ABS-mortgage backed security	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C	7.29 mm	7.25 mm principal	0.16	ABS-other	Long	USA
RCKT Mortgage Trust, Series 2024-CES8, Class A1A	7.29 mm	7.33 mm principal	0.16	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	7.18 mm	7.22 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	7.11 mm	6.98 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	7.09 mm	7.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2023-CES1, Class A1A	6.99 mm	6.94 mm principal	0.15	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1	6.98 mm	6.98 mm principal	0.15	ABS-mortgage backed security	Long	USA
Brean Asset-Backed Securities Trust, Series 2024-RM9, Class A1	6.97 mm	7.25 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.96 mm	7.44 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.95 mm	6.76 mm principal	0.15	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR3, Class C	6.94 mm	8.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL4, Class A2	6.85 mm	6.87 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.81 mm	7.01 mm principal	0.15	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.66 mm	6.57 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.62 mm	6.66 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.50 mm	6.74 mm principal	0.14	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL1, Class A1	6.39 mm	6.34 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.38 mm	6.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Ultra Bonds	6.36 mm	-795.00 contracts	0.14	Interest rate derivative	N/A	USA
UMBS, 30 Year	6.32 mm	6.17 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.27 mm	6.69 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.17 mm	6.57 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC, STRIPS, Series 375, Class C1	6.16 mm	39.65 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS, 30 year	6.11 mm	6.35 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	6.04 mm	5.95 mm principal	0.13	ABS-mortgage backed security	Long	USA
UMBS, 30 Year	5.92 mm	5.87 mm principal	0.13	ABS-mortgage backed security	Long	USA
Reach ABS Trust, Series 2024-2A, Class A	5.88 mm	5.84 mm principal	0.13	ABS-other	Long	USA
RCKT Mortgage Trust, Series 2024-CES6, Class A1B	5.87 mm	5.92 mm principal	0.13	ABS-other	Long	USA