Each N-PORT filing of JMBS compared with the one before: positions added and dropped, the largest weight changes, turnover. Computed by Mulden from the filings; dated by filing period and SEC receipt.https://themulden.com/enhttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/631 positions became 639: 84 added (53.81% of the fund), 76 dropped (53.42%). Turnover proxy 54.8%. Largest increases: FHLMC STACR REMIC Trust 0.26% to 0.43%; N/A 0.02% to 0.08%; FNMA 1.14% to 1.18%; Connecticut Avenue Securities Trust 0.05% to 0.09%; FHLMC Pool 0.97% to 1%; Connecticut Avenue Securities Trust 0.01% to 0.03%. Largest decreases: J.P. Morgan Mortgage Trust 0.2% to 0.02%; Connecticut Avenue Securities Trust 0.19% to 0.03%; FHF Issuer Trust 0.19% to 0.03%; Saluda Grade Alternative Mortgage Trust 0.15% to 0%; MetroNet Infrastructure Issuer LLC 0.22% to 0.1%; PRPM LLC 0.13% to 0.05%. New: FNMA or FHLMC (12.04%), GNMA (5.55%), FNMA or FHLMC (3.85%), FNMA or FHLMC (2.63%), FNMA or FHLMC (2.42%), FNMA or FHLMC (1.85%). Gone: FNMA or FHLMC (11.13%), GNMA (5.42%), FNMA or FHLMC (4.18%), GNMA (3.55%), FNMA or FHLMC (3.06%), FNMA or FHLMC (2.65%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 26 Jun 2026 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/587 positions became 631: 123 added (59.31% of the fund), 79 dropped (56.6%). Turnover proxy 59.6%. Largest increases: FHLMC Pool 0.12% to 0.22%; FHLMC STACR REMIC Trust 0.19% to 0.26%; Saluda Grade Alternative Mortgage Trust 0.11% to 0.15%; Connecticut Avenue Securities Trust 0.06% to 0.07%; Galaxy Senior Participation Interest Trust 1 0.12% to 0.13%; FHLMC STACR REMIC Trust 0.4% to 0.4%. Largest decreases: FNMA 1.71% to 1.61%; FNMA 1.4% to 1.31%; FNMA 0.65% to 0.58%; J.P. Morgan Mortgage Trust 0.27% to 0.2%; FHLMC Pool 0.56% to 0.5%; FNMA 0.99% to 0.94%. New: FNMA or FHLMC (11.13%), GNMA (5.42%), FNMA or FHLMC (4.18%), GNMA (3.55%), FNMA or FHLMC (3.06%), FNMA or FHLMC (2.65%). Gone: FNMA or FHLMC (12.94%), FNMA or FHLMC (5.44%), GNMA (3.65%), GNMA (3.42%), FNMA or FHLMC (2.91%), FNMA or FHLMC (2.35%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 23 Mar 2026 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/552 positions became 587: 96 added (59.71% of the fund), 61 dropped (54.49%). Turnover proxy 60.1%. Largest increases: FHLMC STACR REMIC Trust 0.19% to 0.4%; Janus Henderson Cash Liquidity Fund LLC 0.42% to 0.57%; Tricolor Auto Securitization Trust 0% to 0.01%. Largest decreases: FNMA 1.9% to 1.71%; FNMA 1.58% to 1.4%; FNMA 1.45% to 1.29%; FNMA 0.79% to 0.65%; FHLMC Pool 1.08% to 0.96%; FNMA 1.11% to 0.99%. New: FNMA or FHLMC (12.94%), FNMA or FHLMC (5.44%), GNMA (3.65%), GNMA (3.42%), FNMA or FHLMC (2.91%), FNMA or FHLMC (2.35%). Gone: FNMA or FHLMC (13.83%), FNMA or FHLMC (7.62%), GNMA (3.55%), FNMA or FHLMC (3.14%), GNMA (2.53%), GNMA (2.46%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 23 Dec 2025 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/582 positions became 552: 76 added (56.8% of the fund), 106 dropped (52.91%). Turnover proxy 57.3%. Largest increases: FHLMC Pool 0.02% to 0.27%; FNMA 0.1% to 0.2%; FHLMC Pool 0.08% to 0.17%; FHLMC STACR REMIC Trust 0.15% to 0.19%; FIGRE Trust 0.07% to 0.08%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 1.68% to 0.42%; FNMA 1.99% to 1.9%; FNMA 1.67% to 1.58%; FNMA 0.88% to 0.79%; FHLMC Pool 1.42% to 1.34%; FHLMC Pool 1.17% to 1.08%. New: FNMA or FHLMC (13.83%), FNMA or FHLMC (7.62%), GNMA (3.55%), FNMA or FHLMC (3.14%), GNMA (2.53%), GNMA (2.46%). Gone: FNMA or FHLMC (13.89%), FNMA or FHLMC (6.63%), FNMA or FHLMC (3.76%), GNMA (3.4%), FNMA or FHLMC (3.07%), GNMA (2.44%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 18 Sep 2025 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/571 positions became 582: 71 added (57.64% of the fund), 60 dropped (51.71%). Turnover proxy 57.8%. Largest increases: FIGRE Trust 0.02% to 0.1%; Saluda Grade Alternative Mortgage Trust 0.1% to 0.13%; JPMorgan Chase Bank NA 0.13% to 0.15%; FHLMC Pool 0.13% to 0.15%; FNMA 0% to 0%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 3.07% to 1.68%; FNMA 2.18% to 1.99%; FNMA 1.02% to 0.88%; FHLMC Pool 1.55% to 1.42%; FNMA 1.31% to 1.19%; FNMA 1.22% to 1.11%. New: FNMA or FHLMC (13.89%), FNMA or FHLMC (6.63%), FNMA or FHLMC (3.76%), GNMA (3.4%), FNMA or FHLMC (3.07%), GNMA (2.44%). Gone: FNMA or FHLMC (10.37%), FNMA or FHLMC (5.3%), FNMA or FHLMC (4.92%), GNMA (3.32%), FNMA or FHLMC (3.29%), FNMA or FHLMC (2.92%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 20 Jun 2025 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/599 positions became 571: 57 added (58.82% of the fund), 85 dropped (52.7%). Turnover proxy 59.5%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 2.43% to 3.07%. Largest decreases: FHLMC 1.82% to 1.5%; FNMA 1.53% to 1.31%; FNMA 1.22% to 1.02%; FNMA 1.42% to 1.22%; N/A 0.21% to 0.07%; FNMA 0.63% to 0.54%. New: FNMA or FHLMC (10.37%), FNMA or FHLMC (5.3%), FNMA or FHLMC (4.92%), GNMA (3.32%), FNMA or FHLMC (3.29%), FNMA or FHLMC (2.92%). Gone: FNMA or FHLMC (14.91%), FNMA or FHLMC (6.05%), FNMA or FHLMC (3.78%), GNMA (2.93%), STRU JP (2.9%), GNMA (1.94%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 24 Mar 2025 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/588 positions became 599: 58 added (50.75% of the fund), 47 dropped (47.36%). Turnover proxy 51.2%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 2.13% to 2.43%; LHOME Mortgage Trust 0.07% to 0.13%; FHLMC STACR REMIC Trust 0.09% to 0.13%; N/A 0.19% to 0.21%; Connecticut Avenue Securities Trust 0.08% to 0.1%; PRPM LLC 0.03% to 0.03%. Largest decreases: FHLMC 1.96% to 1.82%; FNMA 1.65% to 1.53%; FNMA 1.52% to 1.42%; FHLMC 1.23% to 1.13%; RCKT Mortgage Trust 0.15% to 0.09%; FNMA 0.58% to 0.52%. New: FNMA or FHLMC (14.91%), FNMA or FHLMC (6.05%), FNMA or FHLMC (3.78%), GNMA (2.93%), STRU JP (2.9%), GNMA (1.94%). Gone: FNMA or FHLMC (15.81%), FNMA or FHLMC (6.34%), FNMA or FHLMC (4.13%), FNMA or FHLMC (3.96%), GNMA (2.04%), GNMA (1.98%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 27 Dec 2024 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/608 positions became 588: 60 added (54.29% of the fund), 80 dropped (50.25%). Turnover proxy 55.6%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 0.81% to 2.13%; JPMorgan Chase Bank NA 0.13% to 0.16%; Prosper Marketplace Issuance Trust 0.03% to 0.03%; FNMA 0% to 0%; FNMA 0% to 0%. Largest decreases: FNMA 1.8% to 1.65%; FNMA 1.67% to 1.52%; FHLMC Pool 1.03% to 0.94%; GNMA 0.78% to 0.69%; FNMA 1.01% to 0.92%; FNMA 0.8% to 0.72%. New: FNMA or FHLMC (15.81%), FNMA or FHLMC (6.34%), FNMA or FHLMC (4.13%), FNMA or FHLMC (3.96%), GNMA (2.04%), GNMA (1.98%). Gone: FNMA or FHLMC (16.16%), FNMA or FHLMC (4.15%), FNMA or FHLMC (3.55%), FNMA or FHLMC (2.87%), GNMA (2.18%), GNMA (2.16%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 19 Sep 2024 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/585 positions became 608: 104 added (54.86% of the fund), 81 dropped (49.61%). Turnover proxy 55.4%. Largest increases: Connecticut Avenue Securities Trust 0.04% to 0.22%; N/A 0.06% to 0.21%; FHLMC STACR REMIC Trust 0.18% to 0.26%; AMCR ABS Trust 0.06% to 0.13%; BHG Securitization Trust 0.02% to 0.07%; Connecticut Avenue Securities Trust 0.2% to 0.22%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 1.42% to 0.81%; FNMA 1.99% to 1.8%; FNMA 1.84% to 1.67%; FHLMC 0.25% to 0.14%; FHLMC Pool 1.13% to 1.03%; FNMA 0.84% to 0.75%. New: FNMA or FHLMC (16.16%), FNMA or FHLMC (4.15%), FNMA or FHLMC (3.55%), FNMA or FHLMC (2.87%), GNMA (2.18%), GNMA (2.16%). Gone: FNMA or FHLMC (14.38%), FNMA or FHLMC (7.46%), FNMA or FHLMC (4.64%), FNMA or FHLMC (2.41%), GNMA (2.4%), GNMA (2.32%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 18 Jun 2024 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/506 positions became 585: 122 added (66.33% of the fund), 43 dropped (46.35%). Turnover proxy 68.1%. Largest increases: FNMA 0.59% to 1.84%; FHLMC STACR REMIC Trust 0.22% to 0.41%; FNMA 0.15% to 0.29%; ACHV ABS TRUST 0.03% to 0.09%; FHLMC STACR REMIC Trust 0.15% to 0.18%; FNMA 1.95% to 1.99%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 2.6% to 1.42%; FNMA 2.18% to 1.26%; FNMA 1.02% to 0.58%; FHLMC Pool 1.03% to 0.62%; FNMA 1.01% to 0.61%; FNMA 0.95% to 0.57%. New: FNMA or FHLMC (14.38%), FNMA or FHLMC (7.46%), FNMA or FHLMC (4.64%), FNMA or FHLMC (2.41%), GNMA (2.4%), GNMA (2.32%). Gone: FNMA or FHLMC (17.62%), FNMA or FHLMC (6.27%), FNMA or FHLMC (3.79%), FNMA or FHLMC (2.6%), GNMA (2.53%), FNMA or FHLMC (1.82%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 21 Mar 2024 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/483 positions became 506: 76 added (59.55% of the fund), 53 dropped (45.09%). Turnover proxy 60.3%. Largest increases: FHLMC 0.13% to 0.43%; N/A 0.04% to 0.27%; Connecticut Avenue Securities Trust 0.06% to 0.18%; FHLMC STACR REMIC Trust 0.25% to 0.29%; FHLMC STACR REMIC Trust 0.05% to 0.08%; CIM Trust 0.03% to 0.06%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 7.33% to 2.6%; FNMA 2.56% to 1.95%; FNMA 1.34% to 1.01%; FNMA 1.26% to 0.95%; FHLMC Pool 1.33% to 1.03%; FHLMC Pool 0.98% to 0.77%. New: FNMA or FHLMC (17.62%), FNMA or FHLMC (6.27%), FNMA or FHLMC (3.79%), FNMA or FHLMC (2.6%), GNMA (2.53%), FNMA (2.18%). Gone: FNMA or FHLMC (15.72%), FNMA or FHLMC (5.03%), FNMA or FHLMC (3.78%), GNMA (2.23%), GNMA (2.17%), GNMA (1.82%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Wed, 20 Dec 2023 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/371 positions became 483: 133 added (57.62% of the fund), 21 dropped (39.63%). Turnover proxy 61.3%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 4.37% to 7.33%; FNMA 2.28% to 2.56%; FHLMC STACR REMIC Trust 0.06% to 0.25%; Pagaya AI Debt Trust 0.06% to 0.17%; FNMA 0.12% to 0.18%; N/A 0% to 0.04%. Largest decreases: FNMA 2.25% to 1.34%; FHLMC Pool 2.23% to 1.33%; FNMA 1.19% to 0.7%; FNMA 1.21% to 0.73%; FNMA 1.16% to 0.7%; FNMA 1.12% to 0.67%. New: FNMA or FHLMC (15.72%), FNMA or FHLMC (5.03%), FNMA or FHLMC (3.78%), GNMA (2.23%), GNMA (2.17%), GNMA (1.82%). Gone: FNMA or FHLMC (19.48%), GNMA (3.15%), FNMA or FHLMC (3.1%), GNMA (3.06%), GNMA (2.59%), FNMA or FHLMC (2%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 22 Sep 2023 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/310 positions became 371: 83 added (51.4% of the fund), 22 dropped (44.02%). Turnover proxy 53.8%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 2.01% to 4.37%; FHLMC STACR Debt Notes 0.85% to 0.85%. Largest decreases: FNMA 2.71% to 2.25%; FHLMC Pool 2.67% to 2.23%; Lendingpoint Asset Securitization Trust 0.38% to 0.09%; FNMA 1.25% to 1.01%; FNMA 1.42% to 1.19%; FNMA 1.39% to 1.16%. New: FNMA or FHLMC (19.48%), GNMA (3.15%), FNMA or FHLMC (3.1%), GNMA (3.06%), GNMA (2.59%), FNMA (2.28%). Gone: FNMA or FHLMC (16.06%), GNMA (7.29%), GNMA (5.18%), GNMA (3.6%), GNMA (3.04%), FNMA or FHLMC (2.34%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 27 Jun 2023 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/285 positions became 310: 62 added (61.71% of the fund), 37 dropped (61.17%). Turnover proxy 63.2%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 0.61% to 2.01%; Connecticut Avenue Securities Trust 0.23% to 0.32%; FNMA 0.15% to 0.16%; Rithm Capital Corp. 0.04% to 0.05%; FNMA 0.04% to 0.04%; FNMA 0% to 0%. Largest decreases: Santander Bank Auto Credit-Linked Notes 0.82% to 0.66%; Pawneee Equipment Receivables LLC 0.18% to 0.03%; FHLMC Pool 2.76% to 2.67%; Connecticut Avenue Securities Trust 0.67% to 0.59%; American Credit Acceptance Receivables Trust 0.22% to 0.15%; FNMA 1.5% to 1.43%. New: FNMA or FHLMC (16.06%), GNMA (7.29%), GNMA (5.18%), GNMA (3.6%), GNMA (3.04%), FNMA (2.71%). Gone: FNMA or FHLMC (15.31%), GNMA (7.4%), FNMA or FHLMC (5.4%), FNMA or FHLMC (4.56%), FNMA or FHLMC (4.34%), FNMA or FHLMC (3.68%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 27 Mar 2023 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/259 positions became 285: 83 added (68.98% of the fund), 57 dropped (59.47%). Turnover proxy 70.2%. Largest increases: FNMA 0.94% to 1.5%; FHLMC Pool 0.07% to 0.3%; FNMA 0.06% to 0.28%; FHLMC Pool 0.06% to 0.27%; N/A 0.09% to 0.1%; FHLMC Pool 0% to 0%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 4.91% to 0.61%; FHLMC Pool 3.3% to 2.76%; FNMA 3.31% to 2.79%; FNMA 1.97% to 1.56%; FNMA 1.79% to 1.44%; FNMA 1.67% to 1.34%. New: FNMA or FHLMC (15.31%), GNMA (7.4%), FNMA or FHLMC (5.4%), FNMA or FHLMC (4.56%), FNMA or FHLMC (4.34%), FNMA or FHLMC (3.68%). Gone: FNMA or FHLMC (7.85%), FNMA or FHLMC (5.78%), FNMA or FHLMC (4.32%), FNMA or FHLMC (3.47%), FNMA or FHLMC (2.88%), FNMA or FHLMC (2.87%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 22 Dec 2022 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/248 positions became 259: 45 added (58.33% of the fund), 34 dropped (47.45%). Turnover proxy 58.9%. Largest increases: FNMA 0.96% to 1.21%; FNMA 0.86% to 1.11%; FNMA 0.32% to 0.41%; FNMA 0.01% to 0.01%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 13.19% to 4.91%; GNMA 2.41% to 2.24%; N/A 0.25% to 0.09%; Connecticut Avenue Securities Trust 0.96% to 0.81%; FNMA 2.1% to 1.97%; FREED ABS Trust 0.34% to 0.24%. New: FNMA or FHLMC (7.85%), FNMA or FHLMC (5.78%), FNMA or FHLMC (4.32%), FNMA or FHLMC (3.47%), FNMA (3.31%), FHLMC Pool (3.3%). Gone: FNMA or FHLMC (6.59%), FNMA or FHLMC (5.39%), FNMA or FHLMC (5.17%), FNMA or FHLMC (4.52%), FNMA or FHLMC (4.47%), FNMA or FHLMC (3.61%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 22 Sep 2022 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/222 positions became 248: 68 added (67.81% of the fund), 42 dropped (49.81%). Turnover proxy 70.4%. Largest increases: FNMA 1.85% to 2.1%; N/A 0.05% to 0.25%; PRPM LLC 0.73% to 0.88%; FNMA 0.27% to 0.37%; PRPM LLC 0.36% to 0.45%; FNMA 0.33% to 0.42%. Largest decreases: Janus Henderson Cash Liquidity Fund LLC 33.78% to 13.19%; Connecticut Avenue Securities Trust 0.3% to 0.27%; Sequoia Mortgage Trust 0.01% to 0.01%; FNMA 0.01% to 0.01%; Connecticut Avenue Securities Trust 0.02% to 0.02%; GNMA 0.01% to 0.01%. New: FNMA or FHLMC (6.59%), FNMA or FHLMC (5.39%), FNMA or FHLMC (5.17%), FNMA or FHLMC (4.52%), FNMA or FHLMC (4.47%), FNMA or FHLMC (3.61%). Gone: FNMA or FHLMC (13.99%), GNMA (6.85%), FNMA or FHLMC (5.18%), FNMA or FHLMC (4.13%), FNMA or FHLMC (3.74%), GNMA (2.5%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 28 Jun 2022 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/213 positions became 222: 33 added (48.45% of the fund), 24 dropped (44.3%). Turnover proxy 49.6%. Largest increases: Janus Henderson Cash Liquidity Fund LLC 32.72% to 33.78%; FNMA 0.43% to 0.47%; N/A 0.02% to 0.05%; Sequoia Mortgage Trust 0% to 0%. Largest decreases: FNMA 2.43% to 1.85%; FNMA 1.05% to 0.77%; FNMA 0.85% to 0.65%; MSG III Securitization Trust 0.27% to 0.1%; Bayview MSR Opportunity Master Fund Trust 0.72% to 0.58%; FHLMC Pool 0.51% to 0.38%. New: FNMA or FHLMC (13.99%), GNMA (6.85%), FNMA or FHLMC (5.18%), FNMA or FHLMC (4.13%), FNMA or FHLMC (3.74%), GNMA (2.5%). Gone: FNMA or FHLMC (8.62%), FNMA or FHLMC (6.67%), GNMA (4.79%), FNMA or FHLMC (4.53%), FNMA or FHLMC (3.92%), GNMA (2.73%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 28 Mar 2022 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/228 positions became 213: 39 added (80.12% of the fund), 54 dropped (72.93%). Turnover proxy 80.1%. Largest increases: N/A 0% to 0.02%. Largest decreases: FNMA 3.23% to 2.43%; FNMA 1.45% to 1.05%; Lakeview CDO LLC 0.38% to 0.04%; FNMA 1.07% to 0.85%; Connecticut Avenue Securities Trust 0.54% to 0.32%; Spruce Hill Mortgage Loan Trust 0.32% to 0.11%. New: Janus Henderson Cash Liquidity Fund LLC (32.72%), FNMA or FHLMC (8.62%), FNMA or FHLMC (6.67%), GNMA (4.79%), FNMA or FHLMC (4.53%), FNMA or FHLMC (3.92%). Gone: Federated Government Obligations Tax-Managed Fund (22.12%), FHLMC Pool (6.17%), FNMA or FHLMC (5.52%), FNMA or FHLMC (4.88%), GNMA (4.47%), FNMA or FHLMC (3.9%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 30 Dec 2021 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/220 positions became 228: 34 added (67.34% of the fund), 26 dropped (66%). Turnover proxy 68.3%. Largest increases: FHLMC Pool 5.72% to 6.17%; FNMA 0.38% to 0.61%; FNMA 0.48% to 0.61%; FNMA 1.03% to 1.07%; FNMA 0.55% to 0.58%; Provident Funding Mortgage Warehouse Securitization Trust 0.59% to 0.61%. Largest decreases: Lakeview LLC 0.32% to 0.01%; Bayview Opportunity Master Fund Trust 2014-1SBC 0.49% to 0.28%; Connecticut Avenue Securities Trust 0.72% to 0.54%; FNMA 1.62% to 1.45%; FNMA 3.37% to 3.23%; Spruce Hill Mortgage Loan Trust 0.45% to 0.32%. New: Federated Government Obligations Tax-Managed Fund (22.12%), FNMA or FHLMC (5.52%), FNMA or FHLMC (4.88%), GNMA (4.47%), FNMA or FHLMC (3.9%), FHLMC Pool (3.53%). Gone: Invesco (21.69%), Government National Mortgage Association (6.24%), UMBS, TBA (5.11%), UMBS, TBA (3.97%), Government National Mortgage Association (3.83%), UMBS, TBA (3.81%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 27 Sep 2021 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/225 positions became 220: 34 added (56.1% of the fund), 39 dropped (50.3%). Turnover proxy 56.5%. Largest increases: Fannie Mae - CAS 0.24% to 0.62%; Chicago Mercantile Exchange 0% to 0%. Largest decreases: Invesco 25.03% to 21.69%; Fannie Mae 1.95% to 1.62%; Spruce Hill Mortgage Acquisition Company, LLC 0.65% to 0.45%; Freddie Mac 1.25% to 1.07%; Freddie Mac 0.88% to 0.71%; Fannie Mae 0.9% to 0.76%. New: Government National Mortgage Association (6.24%), Freddie Mac (5.72%), UMBS, TBA (5.11%), UMBS, TBA (3.97%), Government National Mortgage Association (3.83%), UMBS, TBA (3.81%). Gone: UMBS, TBA (7.11%), UMBS, TBA (6.81%), UMBS, TBA (5.97%), Government National Mortgage Association (4.58%), UMBS, TBA (4.3%), Government National Mortgage Association (3.6%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 24 Jun 2021 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/271 positions became 225: 32 added (52.1% of the fund), 78 dropped (48.89%). Turnover proxy 57.3%. Largest increases: Invesco 21.38% to 25.03%; Freddie Mac 0.08% to 0.62%; Freddie Mac 0.08% to 0.54%; Freddie Mac 0.26% to 0.6%; Fannie Mae - CAS 0.62% to 0.73%; Fannie Mae 0.03% to 0.08%. Largest decreases: Fannie Mae 2.88% to 1.95%; Freddie Mac 1.8% to 1.25%; UMBS, TBA 2.31% to 1.86%; Spruce Hill Mortgage Acquisition Company, LLC 1.08% to 0.65%; Fannie Mae 1.31% to 0.9%; VCAT Asset Securitization, LLC 0.71% to 0.33%. New: UMBS, TBA (7.11%), UMBS, TBA (6.81%), UMBS, TBA (5.97%), Government National Mortgage Association (4.58%), UMBS, TBA (4.3%), Government National Mortgage Association (3.6%). Gone: UMBS, TBA (5.25%), UMBS, TBA (4.47%), Government National Mortgage Association (3.88%), Government National Mortgage Association (3.75%), UMBS, TBA (3.74%), UMBS, TBA (3.61%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 29 Mar 2021 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/271 positions became 271: 44 added (52.44% of the fund), 44 dropped (50.97%). Turnover proxy 61.1%. Largest increases: Invesco 12.71% to 21.38%. Largest decreases: Freddie Mac 2.54% to 1.8%; Fannie Mae 1.86% to 1.31%; Spruce Hill Mortgage Acquisition Company, LLC 1.48% to 1.08%; Fannie Mae - CAS 0.52% to 0.18%; Government National Mortgage Association 1.07% to 0.76%; Starwood Mortgage Residential Trust 0.95% to 0.66%. New: UMBS, TBA (5.25%), UMBS, TBA (4.47%), Government National Mortgage Association (3.88%), Government National Mortgage Association (3.75%), UMBS, TBA (3.74%), UMBS, TBA (3.61%). Gone: UMBS, TBA (5.82%), Government National Mortgage Association (4.83%), Government National Mortgage Association (4.81%), Government National Mortgage Association (4.68%), Fannie Mae (3.51%), UMBS, TBA (3.19%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 28 Dec 2020 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/287 positions became 271: 49 added (70.9% of the fund), 65 dropped (56.04%). Turnover proxy 71.4%. Largest increases: Fannie Mae - CAS 0.53% to 0.86%; Preston Ridge Partners Mortgage Trust 0.21% to 0.32%; Preston Ridge Partners Mortgage Trust 0.32% to 0.34%. Largest decreases: Fannie Mae 5.25% to 3.51%; Fannie Mae 1.59% to 0.88%; Fannie Mae 1.39% to 0.93%; Fannie Mae 1.13% to 0.7%; Fannie Mae - CAS 1.07% to 0.67%; Fannie Mae 0.99% to 0.6%. New: Invesco (12.71%), UMBS, TBA (5.82%), Government National Mortgage Association (4.83%), Government National Mortgage Association (4.81%), Government National Mortgage Association (4.68%), UMBS, TBA (3.19%). Gone: FEDERATED INSTITUTIONAL PRIME DUMMY OF 60934N203 (9.07%), Government National Mortgage Association (7.44%), Government National Mortgage Association (6.69%), Government National Mortgage Association (6.39%), UMBS, TBA (5.23%), UMBS, TBA (3.83%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 24 Sep 2020 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/296 positions became 287: 67 added (69.53% of the fund), 76 dropped (62.55%). Turnover proxy 72.3%. Largest increases: Fannie Mae 0.16% to 0.81%; Mello Warehouse Securitization Trust 0.01% to 0.56%; Station Place Securitization Trust 0.08% to 0.57%; Fannie Mae 0.19% to 0.57%; Fannie Mae 0.04% to 0.2%; Freddie Mac 0.01% to 0.17%. Largest decreases: Fannie Mae - CAS 2.22% to 1.13%; Government National Mortgage Association 1.42% to 1.02%; Government National Mortgage Association 1.19% to 0.86%; Freddie Mac 1.45% to 1.14%; Fannie Mae - CAS 0.83% to 0.53%; Fannie Mae - CAS 1.39% to 1.11%. New: FEDERATED INSTITUTIONAL PRIME DUMMY OF 60934N203 (9.07%), Government National Mortgage Association (7.44%), Government National Mortgage Association (6.69%), Government National Mortgage Association (6.39%), Fannie Mae (5.25%), UMBS, TBA (5.23%). Gone: Federated Institutional Prime 60 Day Fund (10.09%), Government National Mortgage Association (6.64%), Government National Mortgage Association (4.91%), Government National Mortgage Association (4.87%), UMBS, TBA (4.25%), UMBS, TBA (3.57%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 23 Jun 2020 12:00:00 GMThttps://themulden.com/funds/jmbs/https://themulden.com/funds/jmbs/251 positions became 296: 68 added (55.87% of the fund), 23 dropped (42.04%). Turnover proxy 62.1%. Largest increases: Federated Institutional Prime 60 Day Fund 4.83% to 10.09%; Mello Warehouse Securitization Trust 0.08% to 0.44%; Fannie Mae - CAS 1.98% to 2.22%; Station Place Securitization Trust 0.28% to 0.45%; Fannie Mae 0.59% to 0.66%; Station Place Securitization Trust 0.5% to 0.53%. Largest decreases: Freddie Mac 2.4% to 1.45%; Freddie Mac 1.85% to 1.12%; Freddie Mac 1.26% to 0.75%; Towd Point Asset Funding, LLC 1.08% to 0.58%; Fannie Mae - CAS 1.23% to 0.74%; Freddie Mac 1.29% to 0.81%. New: Government National Mortgage Association (6.64%), Government National Mortgage Association (4.91%), Government National Mortgage Association (4.87%), UMBS, TBA (4.25%), UMBS, TBA (3.57%), UMBS, TBA (2.06%). Gone: Fannie Mae or Freddie Mac (9.78%), Government National Mortgage Association (6.25%), Government National Mortgage Association (5.8%), Government National Mortgage Association (3.95%), Fannie Mae (3.44%), Fannie Mae (3.26%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Wed, 25 Mar 2020 12:00:00 GMT