Please ensure Javascript is enabled for purposes of website accessibility VIT Balanced Portfolio - Janus Henderson Investors
For Financial Professionals in the US

VIT Balanced Portfolio Holdings

Full Portfolio Holdings

(As of 02/29/2024)

% OF INVESTMENTS
Microsoft Corp 6.45
NVIDIA Corp 3.72
Apple Inc 3.07
Alphabet Inc 2.56
Mastercard Inc 2.45
Amazon.com Inc 2.36
Meta Platforms Inc 2.29
UnitedHealth Group Inc 1.80
Lam Research Corp 1.58
American Express Co 1.47
Accenture PLC 1.46
Progressive Corp 1.43
JPMorgan Chase & Co 1.32
United States Treasury Note/Bond, 4.12%, 02/15/27 1.23
McDonald's Corp 1.18
Hilton Worldwide Holdings Inc 1.15
Eli Lilly & Co 1.12
NIKE Inc 1.01
Abbott Laboratories 1.00
Deere & Co 0.91
Fannie Mae or Freddie Mac, 5.00%, 03/13/24 0.89
United States Treasury Note/Bond, 4.75%, 11/15/53 0.87
Honeywell International Inc 0.86
Home Depot Inc 0.85
United States Treasury Note/Bond, 4.25%, 02/28/29 0.84
Booking Holdings Inc 0.84
United States Treasury Note/Bond, 4.50%, 02/15/44 0.82
Merck & Co Inc 0.81
Morgan Stanley 0.81
Thermo Fisher Scientific Inc 0.81
Costco Wholesale Corp 0.78
AbbVie Inc 0.78
ConocoPhillips 0.78
Procter & Gamble Co 0.77
KLA Corp 0.77
TJX Cos Inc 0.73
Monster Beverage Corp 0.71
Texas Instruments Inc 0.71
Adobe Inc 0.69
Automatic Data Processing Inc 0.68
Starbucks Corp 0.66
General Dynamics Corp 0.66
CME Group Inc 0.63
Intuit Inc 0.62
Sysco Corp 0.60
Stryker Corp 0.59
Chevron Corp 0.59
Comcast Corp 0.58
Oracle Corp 0.55
Trane Technologies plc 0.52
Constellation Brands Inc 0.50
Ginnie Mae, 2.50%, 03/20/24 0.50
Corteva Inc 0.48
Fannie Mae Pool, 3.00%, 12/01/51 0.48
Fannie Mae or Freddie Mac, 6.00%, 03/13/24 0.48
Zoetis Inc 0.47
Marsh & McLennan Cos Inc 0.47
Chipotle Mexican Grill Inc 0.45
Charles Schwab Corp 0.41
Netflix Inc 0.41
Rockwell Automation Inc 0.39
Vertex Pharmaceuticals Inc 0.39
Hershey Co 0.37
Edwards Lifesciences Corp 0.37
HCA Healthcare Inc 0.36
Fannie Mae or Freddie Mac, 3.50%, 03/13/24 0.35
Schlumberger NV 0.34
Ginnie Mae, 3.50%, 03/20/24 0.34
Fannie Mae or Freddie Mac, 2.50%, 03/13/24 0.33
Danaher Corp 0.31
Walt Disney Co 0.30
Fannie Mae or Freddie Mac, 5.50%, 03/13/24 0.30
Cadence Design Systems Inc 0.29
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.65%, 02/01/34 0.27
Amgen Inc 0.23
Foundry JV Holdco LLC, 5.88%, 01/25/34 0.21
Fannie Mae Pool, 2.50%, 08/01/50 0.21
CBRE Services Inc, 5.95%, 08/15/34 0.20
Motorola Solutions Inc 0.20
Fannie Mae Pool, 3.50%, 03/01/52 0.20
Citigroup Inc, 5.83%, 02/13/35 0.20
Freddie Mac Pool, 6.00%, 09/01/53 0.19
Fannie Mae Pool, 2.50%, 05/01/52 0.19
Fannie Mae Pool, 2.50%, 03/01/62 0.19
Fannie Mae Pool, 2.50%, 02/01/52 0.18
Ginnie Mae, 4.00%, 03/20/24 0.18
Centene Corp, 4.25%, 12/15/27 0.18
AON North America Inc, 5.45%, 03/01/34 0.18
Freddie Mac STACR REMIC Trust 2021-HQA1, 7.57%, 08/25/33 0.18
CF Hippolyta Issuer LLC, 6.11%, 08/15/62 0.18
BANK OF AMERICA CORP, 5.82%, 09/15/29 0.18
Fannie Mae Pool, 2.50%, 02/01/52 0.18
Fannie Mae Pool, 4.00%, 10/01/51 0.18
BANK OF AMERICA CORP, 5.87%, 09/15/34 0.17
Fannie Mae Pool, 4.00%, 03/01/51 0.17
JPMORGAN CHASE & CO, 6.25%, 10/23/34 0.16
Solventum Corp, 5.60%, 03/23/34 0.16
Fannie Mae Pool, 5.50%, 07/01/53 0.15
Ginnie Mae II Pool, 3.00%, 08/20/51 0.15
Ginnie Mae II Pool, 3.50%, 05/20/49 0.15
Fannie Mae Connecticut Avenue Securities, 7.32%, 11/25/41 0.15
PNC Financial Services Group Inc, 6.88%, 10/20/34 0.15
XCEL ENERGY INC, 5.45%, 08/15/33 0.14
Goldman Sachs Group Inc, 3.50%, 04/01/25 0.14
Freddie Mac Pool, 2.50%, 10/01/51 0.14
Woodward Capital Management, 7.11%, 11/25/43 0.14
Freddie Mac Pool, 3.00%, 06/01/52 0.13
Ginnie Mae II Pool, 2.50%, 03/20/51 0.13
American Tower Trust #1, 5.49%, 03/15/28 0.13
CRSO Trust 2023-BRND, 7.12%, 07/10/28 0.13
Life 2022-BMR Mortgage Trust, 6.61%, 05/15/39 0.13
PNC Financial Services Group Inc, 5.58%, 06/12/29 0.13
Citigroup Inc, 3.89%, 01/10/28 0.13
SMRT 2022-MINI, 6.32%, 01/15/39 0.13
Madison Park Funding XXXV Ltd, 6.57%, 04/20/32 0.13
Fannie Mae Pool, 2.50%, 12/01/36 0.13
Fannie Mae Pool, 5.50%, 09/01/52 0.13
BANK OF AMERICA CORP, 5.47%, 01/23/35 0.13
LPL Holdings Inc, 6.75%, 11/17/28 0.13
Morgan Stanley, 5.42%, 07/21/34 0.13
CyrusOne Data Centers Issuer I LLC, 5.56%, 11/20/48 0.12
Nasdaq Inc, 5.55%, 02/15/34 0.12
Fannie Mae Pool, 5.50%, 06/01/53 0.12
Solventum Corp, 5.45%, 03/13/31 0.12
Saluda Grade Alternative Mortg, 7.03%, 08/25/53 0.12
Ginnie Mae II Pool, 3.00%, 04/20/51 0.12
Nordea Bank Abp, 5.38%, 09/22/27 0.12
Bank of America Corp, 6.20%, 11/10/28 0.12
Life 2021-BMR Mortgage Trust, 6.13%, 03/15/38 0.11
GCAT 2022-INV1 Trust, 3.00%, 12/25/51 0.11
Trimble Inc, 6.10%, 03/15/33 0.11
Wells Fargo & Co, 5.20%, 01/23/30 0.11
Charles Schwab Corp, 6.14%, 08/24/34 0.11
Ginnie Mae II Pool, 3.00%, 11/20/46 0.11
Freddie Mac Pool, 2.50%, 09/01/51 0.11
TRANSDIGM INC, 6.62%, 03/01/32 0.11
Freddie Mac Pool, 6.00%, 10/01/53 0.11
Ginnie Mae, 4.50%, 03/20/24 0.10
Universal Health Services Inc, 2.65%, 10/15/30 0.10
GCAT, 6.50%, 01/25/54 0.10
Freddie Mac STACR REMIC Trust 2020-DNA2, 7.62%, 08/25/33 0.10
Bank of New York Mellon Corp, 6.47%, 10/25/34 0.10
Fannie Mae Pool, 2.50%, 02/01/52 0.10
TYSN 2023-CRNR Mortgage Trust, 6.58%, 12/10/33 0.10
PRET 2023-RN1 LLC, 8.23%, 09/25/53 0.10
SOUND POINT CLO XXII LTD, 6.66%, 01/20/32 0.10
Celanese US Holdings LLC, 6.55%, 11/15/30 0.10
Cedar Funding XI Clo Ltd, 6.65%, 05/29/32 0.10
Fannie Mae Pool, 5.50%, 09/01/53 0.10
Freddie Mac Pool, 2.50%, 03/01/52 0.09
Celanese US Holdings LLC, 6.70%, 11/15/33 0.09
Capital One Financial Corp, 7.62%, 10/30/31 0.09
Woodward Capital Management, 6.81%, 09/25/43 0.09
Morgan Stanley, 2.19%, 04/28/26 0.09
Fannie Mae Pool, 3.50%, 06/01/52 0.09
Freddie Mac Pool, 4.50%, 08/01/52 0.09
Cold Storage Trust 2020-ICE5, 6.34%, 11/15/37 0.09
Pilgrim's Pride Corp, 6.25%, 07/01/33 0.09
JPMORGAN CHASE & CO, 6.09%, 10/23/29 0.09
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 6.35%, 05/15/36 0.09
Freddie Mac Pool, 2.50%, 06/01/37 0.09
MSCI Inc, 3.62%, 09/01/30 0.09
AON North America Inc, 5.30%, 03/01/31 0.09
Toronto-Dominion Bank, 5.52%, 07/17/28 0.09
GCAT, 6.00%, 08/25/53 0.09
Fannie Mae Pool, 6.00%, 09/01/53 0.09
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.09
JPMORGAN CHASE & CO, 5.30%, 07/24/29 0.09
American Electric Power Co Inc, 5.62%, 03/01/33 0.09
AON North America Inc, 5.75%, 03/01/54 0.09
OBX 2022-INV1 Trust, 3.00%, 12/25/51 0.09
BPR Trust, 7.15%, 11/05/28 0.09
Bank of America Corp, 6.25%, 03/05/99 0.09
Bayview MSR Opportunity Master Fund Trust 2021-INV2, 3.00%, 12/25/51 0.09
Citigroup Inc, 5.17%, 02/13/30 0.08
US BANCORP, 5.68%, 01/23/35 0.08
Barings CLO Ltd 2019-III, 6.65%, 04/20/31 0.08
CENT Trust 2023-CITY, 7.94%, 09/15/38 0.08
Viper Energy Inc, 7.38%, 11/01/31 0.08
LKQ Corp, 5.75%, 06/15/28 0.08
POLARIS INC, 6.95%, 03/15/29 0.08
American Express Co, 5.04%, 05/01/34 0.08
Wells Fargo & Co, 5.50%, 01/23/35 0.08
JPMORGAN CHASE & CO, 5.01%, 01/23/30 0.08
Fannie Mae Pool, 3.00%, 04/01/52 0.08
Morgan Stanley, 5.16%, 04/20/29 0.08
US Bancorp, 5.78%, 06/12/29 0.08
Solventum Corp, 5.40%, 03/01/29 0.08
US BANCORP, 5.38%, 01/23/30 0.08
BX Trust 2021-LBA, 6.23%, 02/15/36 0.08
National Australia Bank Ltd, 2.99%, 05/21/31 0.08
LKQ Corp, 6.25%, 06/15/33 0.08
ARTHUR J GALLAGHER & CO, 5.45%, 07/15/34 0.08
Freddie Mac STACR REMIC Trust 2022-HQA1, 7.42%, 03/25/42 0.08
CF Hippolyta Issuer LLC, 5.97%, 08/15/62 0.08
Mello Mortgage Capital Acceptance 2022-INV1, 3.00%, 03/25/52 0.08
Fannie Mae Pool, 2.50%, 03/01/52 0.08
PRPM 2022-2 LLC, 5.00%, 03/25/27 0.08
Capital One Financial Corp, 6.38%, 06/08/34 0.08
Fannie Mae Pool, 2.50%, 03/01/52 0.08
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.29%, 01/10/37 0.07
BX Trust, 7.26%, 11/15/28 0.07
MHC Commercial Mortgage Trust 2021-MHC, 6.23%, 04/15/38 0.07
Ginnie Mae, 5.00%, 03/20/24 0.07
Fannie Mae Pool, 2.50%, 03/01/52 0.07
CIFC Funding 2021-IV Ltd, 6.63%, 07/15/33 0.07
BPR Trust 2022-OANA, 7.22%, 04/15/37 0.07
Freddie Mac Pool, 6.50%, 11/01/53 0.07
RTX CORP, 6.00%, 03/15/31 0.07
UBS GROUP AG, 5.43%, 02/08/30 0.07
Med Trust 2021-MDLN, 8.58%, 11/15/38 0.07
Fiserv Inc, 5.45%, 03/02/28 0.07
HCA Inc, 5.50%, 06/01/33 0.07
Constellation Software Inc/Canada, 5.46%, 02/16/34 0.07
DC Commercial Mortgage Trust 2023-DC, 6.31%, 09/12/40 0.07
Exelon Corp, 5.45%, 03/15/34 0.07
Fannie Mae Pool, 3.00%, 07/01/50 0.07
PRPM 2021-10 LLC, 2.49%, 10/25/26 0.07
Freddie Mac Pool, 5.00%, 10/01/52 0.07
Mercury Financial Credit Card Master Trust, 8.04%, 09/20/27 0.07
Ginnie Mae II Pool, 3.00%, 07/20/51 0.07
Georgia Power Co, 4.95%, 05/17/33 0.07
Freddie Mac STACR REMIC Trust 2021-HQA4, 6.27%, 12/25/41 0.07
Regal Rexnord Corp, 6.05%, 04/15/28 0.07
HCA Inc, 5.60%, 04/01/34 0.07
Fannie Mae Pool, 4.00%, 10/01/50 0.07
NATIONAL GRID PLC, 5.81%, 06/12/33 0.07
Great Wolf Trust 2019-WOLF, 6.67%, 12/15/36 0.06
Athene Global Funding, 2.72%, 01/07/29 0.06
Saluda Grade Alternative Mortg, 6.82%, 11/25/53 0.06
L3Harris Technologies Inc, 5.40%, 07/31/33 0.06
AbbVie Inc, 4.80%, 03/15/29 0.06
BX Trust, 8.01%, 11/15/28 0.06
Trimble Inc, 4.75%, 12/01/24 0.06
Blue Owl Credit Income Corp, 7.75%, 09/16/27 0.06
Blackstone Private Credit Fund, 6.25%, 01/25/31 0.06
Southern Co, 5.70%, 03/15/34 0.06
Freddie Mac Pool, 2.50%, 06/01/51 0.06
BNP Paribas SA, 5.18%, 01/09/30 0.06
Blackstone Private Credit Fund, 7.30%, 11/27/28 0.06
Connecticut Avenue Securities Trust 2022-R03, 7.42%, 03/25/42 0.06
MSCI Inc, 3.88%, 02/15/31 0.06
Fannie Mae Pool, 4.00%, 09/01/50 0.06
Freddie Mac Pool, 4.50%, 09/01/50 0.06
Connecticut Avenue Securities Trust 2022-R09, 7.82%, 09/25/42 0.06
BX Trust 2022-FOX2, 6.07%, 04/15/39 0.06
UBS GROUP AG, 5.70%, 02/08/35 0.06
2023-MIC Trust, 8.44%, 12/05/38 0.06
BX Commercial Mortgage Trust 2021-VOLT, 6.38%, 09/15/36 0.06
Woodward Capital Management, 6.03%, 02/25/44 0.06
BX Trust 2021-LBA, 6.23%, 02/15/36 0.06
Fannie Mae Pool, 5.00%, 08/01/53 0.06
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 5.50%, 01/15/30 0.06
Fannie Mae Pool, 4.00%, 03/01/50 0.06
Nasdaq Inc, 5.95%, 08/15/53 0.06
GLP Capital LP / GLP Financing II Inc, 6.75%, 12/01/33 0.06
A&D Mortgage Trust 2023-NQM2, 6.13%, 05/25/68 0.06
T-MOBILE USA INC, 4.85%, 01/15/29 0.06
Sun Communities Operating LP, 2.70%, 07/15/31 0.06
Electricite de France SA, 6.25%, 05/23/33 0.06
US Bancorp, 2.49%, 11/03/36 0.06
Brown & Brown Inc, 4.95%, 03/17/52 0.06
CBAM 2019-11R Ltd, 6.76%, 01/20/35 0.06
WESCO Distribution Inc, 6.62%, 03/15/32 0.06
Mitsubishi UFJ Financial Group Inc, 4.79%, 07/18/25 0.06
Fannie Mae Pool, 4.50%, 12/01/50 0.06
Columbia Pipelines Operating Co LLC, 6.54%, 11/15/53 0.06
Morgan Stanley, 5.12%, 02/01/29 0.06
Georgia Power Co, 5.25%, 03/15/34 0.06
Duke Energy Corp, 4.30%, 03/15/28 0.06
AbbVie Inc, 4.95%, 03/15/31 0.06
Freddie Mac Pool, 6.00%, 01/01/53 0.06
Energy Transfer LP, 5.55%, 02/15/28 0.06
BX Commercial Mortgage Trust 2021-VOLT, 7.08%, 09/15/36 0.06
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 6.50%, 02/15/28 0.06
Bank of Montreal, 3.09%, 01/10/37 0.06
Fannie Mae Pool, 5.00%, 11/01/52 0.05
Connecticut Avenue Securities Trust 2022-R02, 8.32%, 01/25/42 0.05
Freddie Mac Pool, 5.00%, 05/01/53 0.05
Fannie Mae Pool, 3.50%, 02/01/52 0.05
Athene Global Funding, 2.65%, 10/04/31 0.05
Leidos Inc, 5.75%, 03/15/33 0.05
BX Commercial Mortgage Trust 2023-VLT2, 8.45%, 06/15/40 0.05
Connecticut Avenue Securities Trust 2023-R04, 7.62%, 05/25/43 0.05
Occidental Petroleum Corp, 6.12%, 01/01/31 0.05
OPEN Trust 2023-AIR, 8.41%, 10/15/28 0.05
Comcast Corp, 4.55%, 01/15/29 0.05
Morgan Stanley, 2.94%, 01/21/33 0.05
Fannie Mae Pool, 4.50%, 07/01/50 0.05
Fannie Mae Pool, 3.50%, 06/01/52 0.05
United States Treasury Note/Bond, 4.25%, 02/28/31 0.05
Columbia Pipelines Operating Co LLC, 6.04%, 11/15/33 0.05
RAD CLO 21 Ltd, 6.96%, 01/25/33 0.05
Centene Corp, 3.00%, 10/15/30 0.05
Vantage Data Centers Issuer LLC, 1.65%, 09/15/45 0.05
BX Commercial Mortgage Trust 2021-VINO, 6.08%, 05/01/38 0.05
JPMORGAN CHASE & CO, 5.04%, 01/23/28 0.05
Bank of New York Mellon Corp, 4.95%, 04/26/27 0.05
Invitation Homes Operating Partnership LP, 2.00%, 08/15/31 0.05
Diamond Infrastructure Funding LLC, 1.76%, 04/15/49 0.05
Centene Corp, 2.45%, 07/15/28 0.05
Truist Financial Corp, 6.05%, 06/08/27 0.05
Freddie Mac Pool, 5.00%, 08/01/52 0.05
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.64%, 01/10/37 0.05
T-MOBILE USA INC, 5.15%, 04/15/34 0.05
Freddie Mac Pool, 3.50%, 06/01/52 0.05
Fannie Mae Pool, 5.50%, 11/01/52 0.05
Connecticut Avenue Securities Trust 2023-R06, 7.02%, 07/25/43 0.05
Fannie Mae Pool, 5.00%, 09/01/52 0.05
Occidental Petroleum Corp, 8.88%, 07/15/30 0.05
PRPM 2021-9 LLC, 2.36%, 10/25/26 0.05
Woodward Capital Management, 6.51%, 06/25/43 0.05
Ford Motor Credit Co LLC, 7.12%, 11/07/33 0.05
ENBRIDGE INC, 6.00%, 11/15/28 0.05
Fannie Mae Pool, 3.00%, 07/01/52 0.05
Life 2021-BMR Mortgage Trust, 6.53%, 03/15/38 0.05
Chase Mortgage Finance Corp, 6.52%, 02/25/50 0.05
Bank of New York Mellon Corp, 6.32%, 10/25/29 0.05
Marvell Technology Inc, 4.88%, 06/22/28 0.05
Fannie Mae - CAS, 7.07%, 10/25/43 0.05
Fannie Mae Pool, 3.50%, 02/01/51 0.05
Enbridge Inc, 5.70%, 03/08/33 0.05
Morgan Stanley, 4.35%, 09/08/26 0.05
Oceanview Mortgage Trust 2022-INV1, 3.00%, 12/25/51 0.05
WESCO Distribution Inc, 6.38%, 03/15/29 0.05
Duquesne Light Holdings Inc, 2.77%, 01/07/32 0.05
CF Hippolyta Issuer LLC, 1.53%, 03/15/61 0.05
Bayview MSR Opportunity Master Fund Trust 2021-INV5, 5.00%, 11/25/51 0.05
Fannie Mae Pool, 3.00%, 09/01/49 0.04
DT Midstream Inc, 4.38%, 06/15/31 0.04
GXO Logistics Inc, 1.65%, 07/15/26 0.04
Illumina Inc, 5.80%, 12/12/25 0.04
United States of America, 6.48%, 01/25/44 0.04
Freddie Mac Pool, 5.00%, 10/01/52 0.04
CPF IV, LLC, CP EF ASSET SECUR, 7.48%, 03/15/32 0.04
AbbVie Inc, 5.05%, 03/15/34 0.04
Workday Inc, 3.80%, 04/01/32 0.04
Westlake Automobile Receivables Trust 2023-3, 5.96%, 10/15/26 0.04
Fannie Mae Pool, 5.00%, 07/01/53 0.04
Arthur J Gallagher & Co, 6.50%, 02/15/34 0.04
Freddie Mac Pool, 2.50%, 11/01/51 0.04
Connecticut Avenue Securities Trust 2023-R03, 7.82%, 04/25/43 0.04
Georgia Power Co, 4.65%, 05/16/28 0.04
Imperial Fund Mortgage Trust 2023-NQM1, 5.94%, 02/25/68 0.04
MHC Commercial Mortgage Trust 2021-MHC, 6.78%, 04/15/38 0.04
Fannie Mae Pool, 4.00%, 01/01/51 0.04
Fannie Mae Pool, 4.00%, 11/01/49 0.04
Freddie Mac - STACR, 7.28%, 11/25/43 0.04
HCA Inc, 5.45%, 04/01/31 0.04
Hess Midstream Operations LP, 5.12%, 06/15/28 0.04
Mello Mortgage Capital Acceptance 2021-INV3, 5.00%, 10/25/51 0.04
BNP Paribas SA, 2.59%, 01/20/28 0.04
Fannie Mae Pool, 4.50%, 10/01/50 0.04
Marvell Technology Inc, 1.65%, 04/15/26 0.04
Freddie Mac Pool, 2.50%, 05/01/52 0.04
FREMF 2017-K729 Mortgage Trust, 0.00%, 11/25/49 0.04
NCMF Trust 2022-MFP, 7.06%, 03/15/39 0.04
MARVELL TECHNOLOGY INC, 5.75%, 02/15/29 0.04
JPMORGAN CHASE & CO, 5.34%, 01/23/35 0.04
Freddie Mac STACR REMIC Trust 2020-HQA5, 7.92%, 11/25/50 0.04
Fannie Mae Pool, 3.50%, 03/01/52 0.04
Morgan Stanley, 5.45%, 07/20/29 0.04
UWM Mortgage Trust 2021-INV1, 5.00%, 08/25/51 0.04
Haleon US Capital LLC, 3.38%, 03/24/27 0.04
Fannie Mae Pool, 2.50%, 01/01/52 0.04
Oak Street Investment Grade Net Lease Fund Series 2020-1, 1.85%, 11/20/50 0.04
UnitedHealth Group Inc, 5.25%, 02/15/28 0.04
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 3.00%, 05/15/32 0.04
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.62%, 10/15/27 0.04
Celanese US Holdings LLC, 6.35%, 11/15/28 0.04
Towd Point Mortgage Trust, 7.29%, 10/25/63 0.04
M&T Equipment 2023-LEAF1 Notes, 6.09%, 07/15/30 0.04
Fannie Mae Pool, 3.00%, 03/01/52 0.04
Freddie Mac Pool, 4.00%, 11/01/50 0.04
CoStar Group Inc, 2.80%, 07/15/30 0.04
HCA Inc, 3.62%, 03/15/32 0.04
Fannie Mae Pool, 6.00%, 01/01/54 0.04
Global Payments Inc, 4.80%, 04/01/26 0.04
Celanese US Holdings LLC, 6.33%, 07/15/29 0.04
Blue Owl Credit Income Corp, 7.95%, 06/13/28 0.04
Truist Financial Corp, 5.43%, 01/24/30 0.04
PNC Financial Services Group Inc, 6.04%, 10/28/33 0.04
CIFC Funding 2018-III Ltd, 6.66%, 07/18/31 0.04
LAD Auto Receivables Trust 2022-1, 5.21%, 06/15/27 0.04
Freddie Mac STACR REMIC Trust 2020-DNA6, 7.32%, 12/25/50 0.04
Fannie Mae Pool, 6.00%, 01/01/53 0.04
Connecticut Avenue Securities Trust 2021-R03, 6.97%, 12/25/41 0.04
Electricite de France SA, 5.70%, 05/23/28 0.04
Capital One Financial Corp, 6.31%, 06/08/29 0.04
Sysco Corp, 5.75%, 01/17/29 0.04
OBX 2022-INV1 Trust, 3.00%, 12/25/51 0.04
RTX CORP, 5.75%, 01/15/29 0.04
United States Treasury Note/Bond, 4.00%, 02/15/34 0.04
JPMorgan Chase & Co, 5.35%, 06/01/34 0.04
CSMC 2021-WEHO, 9.40%, 04/15/26 0.04
AbbVie Inc, 5.40%, 03/15/54 0.04
Global Payments Inc, 2.15%, 01/15/27 0.04
280 Park Avenue 2017-280P Mortgage Trust, 6.50%, 09/15/34 0.03
Diageo Capital PLC, 1.38%, 09/29/25 0.03
Morgan Stanley, 1.59%, 05/04/27 0.03
VMC Finance 2021-HT1 LLC, 7.08%, 01/18/37 0.03
MORGAN STANLEY, 5.17%, 01/16/30 0.03
Freddie Mac Pool, 4.00%, 06/01/50 0.03
Cold Storage Trust 2020-ICE5, 7.09%, 11/15/37 0.03
Cold Storage Trust 2020-ICE5, 6.74%, 11/15/37 0.03
Sumitomo Mitsui Financial Group Inc, 5.85%, 07/13/30 0.03
Lockheed Martin Corp, 4.45%, 05/15/28 0.03
Freddie Mac Pool, 4.50%, 10/01/50 0.03
Fannie Mae Pool, 3.50%, 05/01/49 0.03
MORGAN STANLEY, 5.47%, 01/18/35 0.03
Fannie Mae Pool, 4.50%, 01/01/50 0.03
Mello Mortgage Capital Acceptance 2021-INV2, 5.00%, 08/25/51 0.03
Agree LP, 2.00%, 06/15/28 0.03
Connecticut Avenue Securities Trust 2022-R05, 8.32%, 04/25/42 0.03
Analog Devices Inc, 2.95%, 04/01/25 0.03
Fannie Mae Pool, 3.00%, 04/01/52 0.03
Fannie Mae Pool, 4.00%, 03/01/50 0.03
Freddie Mac - STACR, 6.67%, 02/25/44 0.03
Connecticut Avenue Securities Trust 2023-R01, 7.72%, 12/25/42 0.03
Occidental Petroleum Corp, 6.62%, 09/01/30 0.03
Royalty Pharma PLC, 3.55%, 09/02/50 0.03
Freddie Mac STACR REMIC Trust 2021-DNA7, 6.17%, 11/25/41 0.03
Santander Bank Auto Credit-Linked Notes Series 2022-A, 5.28%, 05/15/32 0.03
NATIONAL GRID PLC, 5.60%, 06/12/28 0.03
Vantage Data Centers LLC, 1.99%, 09/15/45 0.03
Connecticut Avenue Securities Trust 2022-R05, 7.22%, 04/25/42 0.03
Lendbuzz Securitization Trust 2022-1, 4.22%, 05/17/27 0.03
Exeter Automobile Receivables Trust 2021-2, 1.08%, 11/16/26 0.03
Hudsons Bay Simon JV Trust 2015-HBS, 4.15%, 08/05/34 0.03
OBX 2021-INV3 Trust, 2.50%, 10/25/51 0.03
Truist Financial Corp, 5.71%, 01/24/35 0.03
GLP Capital LP / GLP Financing II Inc, 5.38%, 04/15/26 0.03
Elmwood CLO II Ltd, 6.73%, 04/20/34 0.03
Gracie Point International Fun, 7.26%, 03/01/28 0.03
Freddie Mac Pool, 5.50%, 09/01/52 0.03
Fannie Mae Pool, 4.00%, 08/01/51 0.03
Ginnie Mae I Pool, 4.50%, 08/15/46 0.03
Trimble Inc, 4.90%, 06/15/28 0.03
EQT Corp, 5.70%, 04/01/28 0.03
A&D Mortgage Trust, 7.47%, 09/25/68 0.03
Fannie Mae Pool, 3.50%, 04/01/52 0.03
Fannie Mae Pool, 2.50%, 03/01/52 0.03
Workday Inc, 3.50%, 04/01/27 0.03
RCKT Mortgage Trust 2021-3, 5.00%, 07/25/51 0.03
Fannie Mae Pool, 3.50%, 08/01/56 0.03
HCA Inc, 5.62%, 09/01/28 0.03
THL Credit Wind River 2019-1 CLO Ltd, 6.74%, 07/20/34 0.03
Freddie Mac Pool, 2.50%, 12/01/33 0.03
Freddie Mac STACR REMIC Trust 2021-DNA6, 6.12%, 10/25/41 0.03
Extended Stay America Trust 2021-ESH, 6.51%, 07/15/38 0.03
Fannie Mae Pool, 3.00%, 04/01/52 0.03
Citigroup Inc, 5.95%, 11/15/99 0.03
Freddie Mac Pool, 3.00%, 05/01/31 0.03
Ginnie Mae I Pool, 4.00%, 01/15/45 0.03
Barings CLO Ltd 2020-IV, 6.80%, 01/20/32 0.03
BBCMS Trust 2015-SRCH, 4.20%, 08/10/35 0.03
Fannie Mae REMICS, 3.00%, 11/25/49 0.03
Fannie Mae Pool, 4.50%, 07/01/52 0.03
Fannie Mae Pool, 3.00%, 02/01/57 0.03
New Economy Assets Phase 1 Sponsor LLC, 2.41%, 10/20/61 0.03
Fannie Mae Pool, 4.50%, 07/01/53 0.03
Dryden 83 CLO Ltd, 6.78%, 01/18/32 0.03
Lendbuzz Securitization Trust 2023-1, 6.92%, 08/15/28 0.03
Connecticut Avenue Securities Trust 2022-R04, 7.32%, 03/25/42 0.03
Mello Mortgage Capital Acceptance 2021-INV4, 2.50%, 12/25/51 0.03
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 3.62%, 01/15/32 0.03
Fannie Mae Pool, 4.00%, 01/01/48 0.03
Towd Point Mortgage Trust 2023-CES1, 6.75%, 07/25/63 0.03
Nasdaq Inc, 6.10%, 06/28/63 0.03
Air Lease Corp, 1.88%, 08/15/26 0.03
Freddie Mac Pool, 4.50%, 03/01/50 0.03
Morgan Stanley, 5.05%, 01/28/27 0.03
VASA Trust 2021-VASA, 6.33%, 07/15/39 0.03
Fannie Mae Pool, 4.00%, 01/01/48 0.02
Fannie Mae Pool, 4.00%, 04/01/52 0.02
Freddie Mac Pool, 5.50%, 07/01/53 0.02
PRPM 2020-4 LLC, 5.61%, 10/25/25 0.02
Saluda Grade Alternative Mortgage Trust 2023-SEQ3, 7.16%, 06/01/53 0.02
Constellation Software Inc/Canada, 5.16%, 02/16/29 0.02
BX Commercial Mortgage Trust 2023-VLT2, 7.60%, 06/15/40 0.02
Freddie Mac - STACR, 7.17%, 11/25/43 0.02
TRANSDIGM INC, 6.38%, 03/01/29 0.02
Ford Motor Credit Co LLC, 7.35%, 03/06/30 0.02
Freddie Mac STACR REMIC Trust 2023-DNA2, 7.42%, 04/25/43 0.02
DROP Mortgage Trust 2021-FILE, 6.58%, 10/15/43 0.02
Fannie Mae Pool, 4.00%, 10/01/51 0.02
Freddie Mac Pool, 5.50%, 05/01/53 0.02
Fifth Third Bancorp, 5.63%, 01/29/32 0.02
Fannie Mae Pool, 3.00%, 07/01/50 0.02
CBAM 2019-11R Ltd, 7.33%, 01/20/35 0.02
JPMorgan Chase & Co, 5.00%, 02/01/99 0.02
General Dynamics Corp, 3.50%, 04/01/27 0.02
Ford Motor Credit Co LLC, 7.20%, 06/10/30 0.02
Freddie Mac Pool, 5.00%, 05/01/53 0.02
BX Trust 2019-OC11, 3.86%, 12/09/41 0.02
Diageo Capital PLC, 2.12%, 04/29/32 0.02
Connecticut Avenue Securities Trust 2023-R07, 7.27%, 09/25/43 0.02
Fannie Mae Pool, 5.00%, 10/01/52 0.02
HCA Inc, 5.88%, 02/01/29 0.02
Fannie Mae Pool, 4.50%, 08/01/53 0.02
Freddie Mac Pool, 3.50%, 04/01/52 0.02
Freddie Mac STACR REMIC Trust 2022-HQA2, 7.97%, 07/25/42 0.02
HCA Inc, 5.20%, 06/01/28 0.02
Agree LP, 2.60%, 06/15/33 0.02
Connecticut Avenue Securities Trust 2021-R03, 6.17%, 12/25/41 0.02
Fannie Mae Pool, 3.50%, 04/01/52 0.02
Marlette Funding Trust 2023-2, 6.54%, 06/15/33 0.02
Aimco CLO 11 Ltd, 6.71%, 10/17/34 0.02
Life 2022-BMR Mortgage Trust, 7.11%, 05/15/39 0.02
Freddie Mac Pool, 4.00%, 12/01/48 0.02
Hudsons Bay Simon JV Trust 2015-HBS, 3.91%, 08/05/34 0.02
Columbia Pipelines Operating Co LLC, 5.93%, 08/15/30 0.02
Freddie Mac Pool, 4.00%, 03/01/50 0.02
Fannie Mae REMICS, 3.00%, 05/25/48 0.02
Capital One Financial Corp, 5.70%, 02/01/30 0.02
Fannie Mae Pool, 3.50%, 01/01/52 0.02
M&T Equipment 2023-LEAF1 Notes, 5.74%, 07/15/30 0.02
Freddie Mac STACR REMIC Trust 2022-HQA3, 7.62%, 08/25/42 0.02
Agree LP, 2.90%, 10/01/30 0.02
Regatta XXIII Funding Ltd, 7.28%, 01/20/35 0.02
ARES LX CLO LTD, 6.68%, 07/18/34 0.02
OPEN Trust 2023-AIR, 10.55%, 10/15/28 0.02
Freddie Mac STACR REMIC Trust 2021-DNA6, 6.82%, 10/25/41 0.02
UWM Mortgage Trust 2021-INV4, 2.50%, 12/25/51 0.02
Fannie Mae Pool, 4.00%, 11/01/48 0.02
Seasoned Loans Structured Transaction Trust Series 2020-2, 4.75%, 09/25/60 0.02
Fannie Mae Pool, 4.00%, 11/01/47 0.02
Freddie Mac Pool, 5.00%, 03/01/53 0.02
CIFC Funding 2021-VII Ltd, 7.18%, 01/23/35 0.02
ENBRIDGE INC, 6.20%, 11/15/30 0.02
Nasdaq Inc, 5.35%, 06/28/28 0.02
HPS Loan Management 2021-16 Ltd, 7.28%, 01/23/35 0.02
Med Trust 2021-MDLN, 6.38%, 11/15/38 0.02
Fannie Mae Pool, 4.00%, 09/01/48 0.02
Freddie Mac Pool, 6.00%, 01/01/53 0.02
CRB Securitization Trust 2023-1, 6.96%, 10/20/33 0.02
Freddie Mac Pool, 2.50%, 02/01/52 0.02
BX Trust 2019-MMP, 6.81%, 08/15/36 0.02
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 6.80%, 05/15/36 0.02
CF Hippolyta Issuer LLC, 1.98%, 03/15/61 0.02
Freddie Mac Pool, 5.00%, 07/01/53 0.02
Upstart Securitization Trust 2022-1, 3.12%, 03/20/32 0.02
Freddie Mac Pool, 5.50%, 07/01/53 0.02
Freddie Mac STACR REMIC Trust 2021-DNA1, 7.12%, 01/25/51 0.02
Fannie Mae Pool, 4.00%, 07/01/48 0.02
Freddie Mac Pool, 3.50%, 12/01/47 0.02
Freddie Mac Pool, 5.50%, 07/01/53 0.02
NRZ Excess Spread-Collateralized Notes, 3.10%, 07/25/26 0.02
Upstart Securitization Trust 2022-2, 4.37%, 05/20/32 0.02
MSCI Inc, 4.00%, 11/15/29 0.02
LCM XXIV Ltd, 6.56%, 03/20/30 0.02
Fannie Mae Pool, 3.50%, 05/01/52 0.02
Fannie Mae Pool, 3.50%, 04/01/52 0.02
Fannie Mae Pool, 5.00%, 04/01/53 0.02
Great Wolf Trust 2019-WOLF, 7.27%, 12/15/36 0.02
Freddie Mac Pool, 4.00%, 07/01/49 0.02
CIM Trust 2021-NR1, 5.57%, 07/25/55 0.02
Fannie Mae Pool, 5.00%, 07/01/53 0.02
Fannie Mae Pool, 4.50%, 06/01/48 0.01
CIM Trust 2021-NR4, 2.82%, 10/25/61 0.01
Tesla Auto Lease Trust 2021-B, 0.91%, 09/22/25 0.01
CP EF Asset Securitization I LLC, 5.96%, 04/15/30 0.01
Barings CLO Ltd 2018-III, 6.53%, 07/20/29 0.01
Great Wolf Trust 2019-WOLF, 6.97%, 12/15/36 0.01
Ginnie Mae II Pool, 4.00%, 06/20/48 0.01
Fannie Mae Pool, 5.00%, 01/01/53 0.01
Fannie Mae Pool, 4.00%, 10/01/47 0.01
Fannie Mae Pool, 3.50%, 07/01/52 0.01
HCA Inc, 5.88%, 02/15/26 0.01
Fannie Mae Pool, 4.50%, 02/01/46 0.01
Fannie Mae Pool, 3.00%, 03/01/47 0.01
Leidos Inc, 2.30%, 02/15/31 0.01
Freddie Mac Pool, 5.00%, 05/01/53 0.01
Freddie Mac Pool, 5.00%, 07/01/53 0.01
Freddie Mac STACR REMIC Trust 2022-DNA3, 7.32%, 04/25/42 0.01
Freddie Mac STACR REMIC Trust 2022-DNA2, 6.62%, 02/25/42 0.01
Fannie Mae Pool, 5.00%, 06/01/53 0.01
Fannie Mae Pool, 4.00%, 03/01/50 0.01
BXP Trust 2017-GM, 3.38%, 06/13/39 0.01
Freddie Mac Pool, 4.50%, 07/01/49 0.01
Fannie Mae Pool, 4.00%, 09/01/49 0.01
Fannie Mae Pool, 5.00%, 03/01/53 0.01
Aqua Finance Trust 2021-A, 1.54%, 07/17/46 0.01
Wells Fargo Commercial Mortgage Trust 2021-SAVE, 6.58%, 02/15/40 0.01
Fannie Mae Pool, 4.50%, 03/01/45 0.01
Freddie Mac Pool, 2.50%, 01/01/52 0.01
Santander Bank Auto Credit-Linked Notes Series 2022-B, 5.59%, 08/16/32 0.01
BX Trust 2019-OC11, 3.60%, 12/09/41 0.01
Freddie Mac Pool, 3.50%, 04/01/52 0.01
Freddie Mac Pool, 3.50%, 04/01/52 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Freddie Mac Pool, 4.50%, 08/01/49 0.01
Arivo Acceptance Auto Loan Receivables Trust 2022-1, 3.93%, 05/15/28 0.01
Freddie Mac Pool, 5.00%, 04/01/53 0.01
BX Commercial Mortgage Trust 2020-VKNG, 6.36%, 10/15/37 0.01
Freddie Mac Pool, 4.00%, 05/01/48 0.01
Columbia Pipelines Operating Co LLC, 6.50%, 08/15/43 0.01
Freddie Mac Pool, 5.00%, 07/01/53 0.01
Freddie Mac Pool, 5.50%, 06/01/53 0.01
HCA Inc, 5.38%, 09/01/26 0.01
Westgate Resorts 2022-1 LLC, 1.79%, 08/20/36 0.01
Freddie Mac Pool, 3.00%, 03/01/52 0.01
Freddie Mac Pool, 3.00%, 02/01/52 0.01
Fannie Mae Pool, 5.00%, 10/01/52 0.01
Freddie Mac STACR REMIC Trust 2022-DNA6, 7.47%, 09/25/42 0.01
Ginnie Mae II Pool, 5.00%, 08/20/48 0.01
Blue Owl Credit Income Corp, 4.70%, 02/08/27 0.01
Freddie Mac Pool, 5.00%, 03/01/53 0.01
Fannie Mae Pool, 3.50%, 04/01/52 0.01
Fannie Mae Pool, 5.00%, 09/01/53 0.01
Libra Solutions 2022-2 LLC, 6.85%, 10/15/34 0.01
Freddie Mac Pool, 5.00%, 03/01/53 0.01
Fannie Mae Pool, 3.50%, 08/01/52 0.01
Freddie Mac Pool, 6.00%, 04/01/40 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Freddie Mac Pool, 5.50%, 06/01/53 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Freddie Mac Gold Pool, 4.00%, 08/01/48 0.01
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1, 3.84%, 12/25/25 0.01
Fannie Mae Pool, 4.00%, 04/01/50 0.01
Morgan Stanley, 3.77%, 01/24/29 0.01
Fannie Mae Pool, 3.00%, 08/01/49 0.01
Freddie Mac Pool, 2.50%, 11/01/34 0.01
SREIT Trust 2021-MFP, 6.16%, 11/15/38 0.01
Freddie Mac Pool, 4.50%, 01/01/50 0.01
Pagaya AI Debt Trust 2022-1, 2.03%, 10/15/29 0.01
Fannie Mae Pool, 4.00%, 03/01/48 0.01
Fannie Mae Pool, 4.00%, 08/01/48 0.01
Fannie Mae Pool, 4.50%, 10/01/44 0.01
Freddie Mac Pool, 2.50%, 01/01/52 0.01
Angel Oak Mortgage Trust 2020-3, 2.41%, 04/25/65 0.01
Freddie Mac Pool, 5.50%, 06/01/53 0.01
Fannie Mae Pool, 5.00%, 05/01/48 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Fannie Mae Pool, 4.00%, 08/01/50 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Freddie Mac Pool, 3.00%, 02/01/52 0.01
Freddie Mac Pool, 5.50%, 06/01/53 0.01
Fannie Mae Pool, 3.50%, 01/01/48 0.01
Fannie Mae Pool, 4.50%, 05/01/52 0.01
Fannie Mae Pool, 2.50%, 03/01/52 0.01
Freddie Mac Pool, 4.00%, 03/01/48 0.01
JPMorgan Chase Bank NA - CACLN, 0.89%, 12/26/28 0.01
Freddie Mac Pool, 4.00%, 04/01/48 0.01
Citigroup Inc, 6.30%, 11/15/99 0.01
Freddie Mac Pool, 4.00%, 04/01/48 0.01
Fannie Mae Pool, 3.00%, 02/01/48 0.01
Fannie Mae Pool, 5.00%, 04/01/53 0.01
Fannie Mae Pool, 4.00%, 10/01/48 0.01
Freddie Mac Pool, 3.00%, 09/01/32 0.01
Libra Solutions 2022-1 LLC, 4.75%, 05/15/34 0.01
Fannie Mae Pool, 2.50%, 08/01/50 0.01
Connecticut Avenue Securities Trust 2021-R01, 6.87%, 10/25/41 0.01
Freddie Mac Pool, 3.50%, 02/01/48 0.01
Fannie Mae Pool, 4.50%, 06/01/45 0.01
Freddie Mac STACR REMIC Trust 2023-HQA2, 7.32%, 06/25/43 0.01
Sequoia Mortgage Trust 2013-5, 2.50%, 05/25/43 0.01
ACC Auto Trust 2022-A, 4.58%, 07/15/26 0.01
Fannie Mae Pool, 2.50%, 03/01/52 0.01
Freddie Mac Pool, 4.00%, 10/01/50 0.01
Freddie Mac Pool, 4.50%, 12/01/48 0.01
Fannie Mae Pool, 5.00%, 02/01/53 0.01
Freddie Mac Pool, 2.50%, 09/01/50 0.01
Freddie Mac Pool, 5.50%, 06/01/53 0.01
Fannie Mae Pool, 5.00%, 12/01/53 0.01
Fannie Mae Pool, 5.50%, 07/01/53 0.01
Ginnie Mae I Pool, 4.00%, 07/15/47 0.01
Freddie Mac Gold Pool, 4.00%, 09/01/48 0.01
Fannie Mae Pool, 2.50%, 03/01/52 0.01
Freddie Mac Pool, 5.00%, 06/01/53 0.01
Fannie Mae Pool, 3.50%, 04/01/52 0.01
Freddie Mac Pool, 3.50%, 07/01/46 0.01
Fannie Mae Pool, 4.50%, 04/01/52 0.00
Fannie Mae Pool, 3.50%, 07/01/52 0.00
Freddie Mac Pool, 5.00%, 06/01/53 0.00
AT&T Inc, 3.65%, 09/15/59 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Freddie Mac Pool, 5.50%, 05/01/53 0.00
LAD Auto Receivables Trust 2021-1, 1.30%, 08/17/26 0.00
Fannie Mae Pool, 3.50%, 04/01/52 0.00
Fannie Mae Pool, 5.00%, 06/01/53 0.00
VCAT 2021-NPL1 LLC, 5.29%, 12/26/50 0.00
Fannie Mae Pool, 5.00%, 01/01/53 0.00
Fannie Mae Pool, 4.50%, 04/01/52 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Santander Bank NA - SBCLN, 1.83%, 12/15/31 0.00
New Residential Mortgage Loan Trust 2018-2, 4.50%, 02/25/58 0.00
Fannie Mae Pool, 5.00%, 08/01/53 0.00
Fannie Mae Pool, 5.00%, 06/01/53 0.00
GLP Capital LP / GLP Financing II Inc, 5.30%, 01/15/29 0.00
Freddie Mac Pool, 5.00%, 09/01/53 0.00
Fannie Mae Pool, 4.00%, 02/01/49 0.00
Freddie Mac Pool, 3.00%, 01/01/33 0.00
Fannie Mae Pool, 5.00%, 04/01/53 0.00
Fannie Mae Pool, 4.00%, 11/01/49 0.00
Freddie Mac Pool, 5.00%, 03/01/53 0.00
Fannie Mae Pool, 5.50%, 07/01/53 0.00
Freddie Mac Pool, 5.00%, 06/01/53 0.00
Ginnie Mae II Pool, 4.00%, 08/20/47 0.00
Fannie Mae Pool, 5.00%, 03/01/53 0.00
Freddie Mac Pool, 3.50%, 04/01/52 0.00
Fannie Mae Pool, 4.00%, 03/01/51 0.00
Angel Oak Mortgage Trust 2019-5, 2.59%, 10/25/49 0.00
Freddie Mac Pool, 3.50%, 04/01/52 0.00
Fannie Mae Pool, 5.00%, 05/01/53 0.00
Freddie Mac Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 3.00%, 12/01/49 0.00
Fannie Mae Pool, 5.00%, 04/01/53 0.00
Fannie Mae Pool, 4.50%, 11/01/42 0.00
Freddie Mac Pool, 2.50%, 08/01/50 0.00
Fannie Mae Pool, 4.00%, 12/01/48 0.00
Freddie Mac Pool, 3.00%, 10/01/32 0.00
Freddie Mac Pool, 4.00%, 03/01/47 0.00
Angel Oak Mortgage Trust 2019-6, 2.62%, 11/25/59 0.00
Ginnie Mae II Pool, 4.50%, 02/20/48 0.00
Fannie Mae Pool, 3.00%, 09/01/50 0.00
Freddie Mac Pool, 2.50%, 03/01/52 0.00
LL ABS Trust 2022-2, 6.63%, 05/15/30 0.00
Fannie Mae Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 5.00%, 01/01/53 0.00
Freddie Mac Pool, 5.00%, 05/01/53 0.00
Fannie Mae Pool, 4.00%, 06/01/49 0.00
Fannie Mae Pool, 4.50%, 01/01/50 0.00
Freddie Mac Pool, 3.00%, 08/01/49 0.00
Freddie Mac Pool, 3.00%, 12/01/49 0.00
Fannie Mae Pool, 4.00%, 05/01/45 0.00
Fannie Mae Pool, 4.50%, 04/01/52 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 5.50%, 03/01/53 0.00
Sequoia Mortgage Trust 2020-2, 3.50%, 03/25/50 0.00
Freddie Mac Pool, 4.50%, 05/01/44 0.00
Fannie Mae Pool, 2.50%, 03/01/52 0.00
Freddie Mac Pool, 5.00%, 01/01/53 0.00
Fannie Mae Pool, 4.50%, 04/01/52 0.00
COLT 2020-3 Mortgage Loan Trust, 1.51%, 04/27/65 0.00
JPMorgan Chase Bank NA - CACLN, 0.88%, 09/25/28 0.00
Freddie Mac Pool, 2.50%, 11/01/34 0.00
Freddie Mac Pool, 4.50%, 01/01/50 0.00
Energy Transfer LP, 4.95%, 06/15/28 0.00
Fannie Mae Pool, 5.50%, 05/01/53 0.00
Fannie Mae Pool, 2.50%, 11/01/34 0.00
Fannie Mae Pool, 5.50%, 06/01/53 0.00
Fannie Mae Pool, 4.50%, 04/01/52 0.00
Freddie Mac Pool, 4.50%, 07/01/49 0.00
Fannie Mae Pool, 4.50%, 08/01/49 0.00
Freddie Mac Pool, 4.00%, 11/01/48 0.00
Fannie Mae Pool, 3.00%, 01/01/43 0.00
Fannie Mae Pool, 3.00%, 09/01/49 0.00
Freddie Mac Pool, 4.50%, 07/01/48 0.00
Fannie Mae Pool, 4.00%, 03/01/51 0.00
Freddie Mac Pool, 5.50%, 10/01/52 0.00
Freddie Mac Pool, 4.50%, 06/01/49 0.00
Freddie Mac Pool, 3.50%, 03/01/50 0.00
Freddie Mac Pool, 4.00%, 04/01/48 0.00
Ginnie Mae II Pool, 4.00%, 05/20/48 0.00
Freddie Mac Pool, 5.00%, 10/01/52 0.00
Fannie Mae Pool, 4.50%, 06/01/49 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 4.50%, 04/01/52 0.00
Fannie Mae Pool, 3.00%, 11/01/34 0.00
Freddie Mac Pool, 3.00%, 01/01/46 0.00
Fannie Mae Pool, 3.00%, 12/01/34 0.00
Freddie Mac Pool, 2.50%, 08/01/50 0.00
Fannie Mae Pool, 5.50%, 04/01/53 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.50%, 03/01/48 0.00
Fannie Mae Pool, 5.50%, 05/01/53 0.00
Freddie Mac Pool, 4.50%, 03/01/52 0.00
Upstart Securitization Trust 2021-5, 1.31%, 11/20/31 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
Fannie Mae Pool, 3.00%, 06/01/57 0.00
Ginnie Mae II Pool, 4.00%, 08/20/47 0.00
Ginnie Mae II Pool, 4.00%, 08/20/47 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Freddie Mac Pool, 5.00%, 09/01/48 0.00
Fannie Mae Pool, 5.00%, 07/01/44 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Freddie Mac Pool, 4.50%, 03/01/48 0.00
Connecticut Avenue Securities Trust 2018-R07, 7.84%, 04/25/31 0.00
FREMF 2017-K729 Mortgage Trust, 0.10%, 11/25/49 0.00
Fannie Mae Pool, 4.50%, 08/01/48 0.00
COLT 2020-2 Mortgage Loan Trust, 1.85%, 03/25/65 0.00
FREMF 2017-K729 Mortgage Trust, 0.10%, 11/25/49 0.00
Spruce Hill Mortgage Loan Trust 2020-SH1, 2.62%, 01/28/50 0.00
Spruce Hill Mortgage Loan Trust 2020-SH1, 2.52%, 01/28/50 0.00
US 10YR NOTE (CBT)Jun24 JUN 24 0.00
US 10yr Ultra Fut Jun24 JUN 24 0.00
US 2YR NOTE (CBT) Jun24 JUN 24 0.00
US LONG BOND(CBT) Jun24 JUN 24 0.00
US 5YR NOTE (CBT) Jun24 JUN 24 0.00
US ULTRA BOND CBT Jun24 JUN 24 0.00
Fannie Mae or Freddie Mac, 3.50%, 03/13/24 -0.35
Fannie Mae or Freddie Mac, 5.00%, 03/13/24 -0.45
Fannie Mae or Freddie Mac, 6.00%, 03/13/24 -0.48
Cash & Equivalents 0.32
Janus Henderson publishes this listing of securities held as of the most recently available disclosure period, which varies depending on the portfolio. Any portion of holdings may be excluded from publication when deemed in the best interest of the portfolio. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.