Please ensure Javascript is enabled for purposes of website accessibility Multi-Sector Income Fund - Janus Henderson Investors
For Individual Investors in the US

Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of February 29, 2024)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 4.00%, 03/13/24 3.82
Fannie Mae or Freddie Mac, 5.00%, 03/13/24 3.10
Fannie Mae or Freddie Mac, 3.50%, 03/13/24 3.09
Ginnie Mae, 3.50%, 03/20/24 2.43
Fannie Mae or Freddie Mac, 4.50%, 03/13/24 2.38
Fannie Mae or Freddie Mac, 3.00%, 03/13/24 2.13
Fannie Mae or Freddie Mac, 6.00%, 03/13/24 2.04
Fannie Mae or Freddie Mac, 5.50%, 03/13/24 1.92
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.87
Freddie Mac STACR REMIC Trust 2021-DNA7, 8.97%, 11/25/41 0.82
Freddie Mac Strips, 2.50%, 01/25/51 0.80
Freddie Mac STACR REMIC Trust 2021-HQA3, 7.42%, 09/25/41 0.80
Fannie Mae Pool, 5.00%, 07/01/53 0.76
Freddie Mac STACR REMIC Trust 2021-HQA4, 9.07%, 12/25/41 0.75
FREMF 2017-K729 Mortgage Trust, 0.00%, 11/25/49 0.73
Multifamily Connecticut Avenue Securities Trust 2019-01, 8.69%, 10/25/49 0.71
Connecticut Avenue Securities Trust 2019-R02, 9.59%, 08/25/31 0.70
Freddie Mac STACR REMIC Trust 2021-DNA3, 11.57%, 10/25/33 0.65
Fannie Mae Pool, 4.00%, 10/01/51 0.65
Connecticut Avenue Securities Trust 2021-R01, 8.42%, 10/25/41 0.63
CF Hippolyta Issuer LLC, 5.97%, 08/15/62 0.63
Freddie Mac Pool, 5.00%, 10/01/53 0.62
Rad CLO 10 Ltd, 6.75%, 04/23/34 0.62
CF Hippolyta Issuer LLC, 6.11%, 08/15/62 0.58
BX Commercial Mortgage Trust 2019-XL, 8.08%, 10/15/36 0.52
Caesars Entertainment Inc, 8.07%, 02/06/31 0.50
Connecticut Avenue Securities Trust 2022-R02, 9.82%, 01/25/42 0.49
Life 2021-BMR Mortgage Trust, 7.18%, 03/15/38 0.47
Home Partners of America 2021-2 Trust, 3.80%, 12/17/26 0.46
SB Multifamily Repack 2020-FRR2, 6.74%, 12/27/39 0.45
Freddie Mac Pool, 6.00%, 09/01/53 0.45
Fannie Mae Connecticut Avenue Securities, 7.32%, 11/25/41 0.45
NRG Energy Inc, 7.00%, 03/15/33 0.44
FREMF 2019-KF70 Mortgage Trust, 11.45%, 09/25/29 0.43
FREMF 2018-KSW4 Mortgage Trust, 10.45%, 10/25/28 0.43
NW RE-REMIC TRUST 2021-FRR1, 2.66%, 12/18/51 0.43
Connecticut Avenue Securities Trust 2019-R03, 9.54%, 09/25/31 0.43
Great Wolf Trust 2019-WOLF, 8.36%, 12/15/36 0.42
Organon & Co / Organon Foreign Debt Co-Issuer BV, 5.12%, 04/30/31 0.42
Multifamily Connecticut Avenue Securities Trust 2020-01, 9.19%, 03/25/50 0.41
Fannie Mae Pool, 5.50%, 09/01/53 0.41
CBAM 2021-14 Ltd, 6.68%, 04/20/34 0.41
Ginnie Mae, 4.00%, 03/20/24 0.41
Freddie Mac STACR REMIC Trust 2021-DNA6, 8.72%, 10/25/41 0.41
Med Trust 2021-MDLN, 10.68%, 11/15/38 0.40
Cheplapharm Arzneimittel GmbH, 7.50%, 05/15/30 0.40
Hertz Vehicle Financing LLC, 3.98%, 12/26/25 0.40
Upstart Securitization Trust 2023-3, 8.25%, 10/20/33 0.40
Prima Capital CRE Securitization 2021-1X, 7.78%, 12/15/37 0.40
Carnival Corp, 6.00%, 05/01/29 0.40
OPEN Trust 2023-AIR, 12.00%, 10/15/28 0.39
BPR Trust, 7.15%, 11/05/28 0.39
United States of America, 8.04%, 01/25/44 0.39
Freddie Mac STACR REMIC Trust 2021-HQA1, 7.57%, 08/25/33 0.39
FTAI Infra Escrow Holdings LLC, 10.50%, 06/01/27 0.39
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 8.02%, 05/15/36 0.39
PRET 2021-RN4 LLC, 2.49%, 10/25/51 0.38
Freddie Mac STACR REMIC Trust 2020-DNA2, 11.32%, 08/25/33 0.38
Connecticut Avenue Securities Trust 2022-R01, 8.47%, 12/25/41 0.38
Hess Midstream Operations LP, 4.25%, 02/15/30 0.37
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.29%, 01/10/37 0.36
GCAT 2022-INV1 Trust, 3.00%, 12/25/51 0.36
BX Trust 2019-MMP, 8.15%, 08/15/36 0.36
CSMC 2021-WEHO, 9.40%, 04/15/26 0.36
VISTRA OPERATIONS CO LLC, 6.95%, 10/15/33 0.35
SEB Funding LLC, 4.97%, 01/30/52 0.35
Fannie Mae Pool, 5.50%, 10/01/52 0.35
Woodward Capital Management, 6.15%, 02/25/44 0.35
BX Trust 2021-BXMF, 8.78%, 10/15/26 0.35
Heartland Dental LLC / Heartland Dental Finance Corp, 10.50%, 04/30/28 0.35
Centene Corp, 3.38%, 02/15/30 0.34
Cold Storage Trust 2020-ICE5, 8.93%, 11/15/37 0.34
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.34
GAM RE-REMIC TRUST 2021-FRR2, 0.00%, 09/27/51 0.33
Mercury Financial Credit Card Master Trust, 11.49%, 02/20/29 0.33
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP, 7.48%, 04/15/37 0.33
BXHPP Trust 2021-FILM, 6.33%, 08/15/36 0.33
Carvana Auto Receivables Trust 2021-N3, 3.16%, 06/12/28 0.33
Western Digital Corp, 2.85%, 02/01/29 0.32
Inspired Finco Holdings Ltd, 7.94%, 02/20/31 0.32
DROP Mortgage Trust 2021-FILE, 8.18%, 10/15/43 0.31
Fannie Mae Connecticut Avenue Securities, 7.64%, 01/25/30 0.31
Vertical Bridge Holdings LLC, 4.46%, 09/15/50 0.31
Solventum Corp, 5.60%, 03/23/34 0.31
Pilgrim's Pride Corp, 6.25%, 07/01/33 0.31
Verde Purchaser LLC, 10.50%, 11/30/30 0.31
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.30
Freddie Mac STACR REMIC Trust 2021-DNA6, 6.82%, 10/25/41 0.30
Tricolor Auto Securitization Trust 2022-1, 7.79%, 08/16/27 0.30
Freddie Mac Pool, 5.00%, 07/01/53 0.30
Prologis Targeted US Logistics Fund LP, 5.25%, 04/01/29 0.29
GGAM Finance Ltd, 8.00%, 06/15/28 0.29
Osaic Holdings Inc, 9.82%, 08/16/28 0.29
Saluda Grade Alternative Mortg, 7.50%, 02/25/30 0.29
2023-MIC Trust, 8.44%, 12/05/38 0.28
Lendbuzz Securitization Trust 2023-2, 8.69%, 06/15/29 0.28
Exeter Automobile Receivables Trust 2024-1, 7.89%, 08/15/31 0.28
LIBERTY UTILITIES CO, 5.87%, 01/31/34 0.28
Octagon Investment Partners 42 Ltd, 6.72%, 07/15/34 0.28
Madison Park Funding XXXII Ltd, 6.58%, 01/22/31 0.27
Howard Midstream Energy Partners LLC, 6.75%, 01/15/27 0.27
DC Commercial Mortgage Trust, 7.14%, 09/12/40 0.27
Marlette Funding Trust 2023-3, 8.04%, 09/15/33 0.27
Full House Resorts Inc, 8.25%, 02/15/28 0.27
ReadyCap Lending Small Business Loan Trust 2023-3, 8.57%, 04/25/48 0.27
BX Trust 2021-ARIA, 7.68%, 10/15/36 0.27
BX Trust 2021-ARIA, 8.03%, 10/15/36 0.27
Fannie Mae Pool, 5.50%, 06/01/53 0.26
Life 2022-BMR Mortgage Trust, 7.86%, 05/15/39 0.26
VetStrategy Canada Holdings Inc, 10.82%, 12/06/28 0.26
Fannie Mae REMICS, 2.00%, 05/25/51 0.26
Freddie Mac Multifamily Structured Credit Risk, 9.32%, 11/25/51 0.26
GCAT, 6.50%, 01/25/54 0.26
Navient Corp, 9.38%, 07/25/30 0.26
HCA Inc, 3.62%, 03/15/32 0.25
New Residential Mortgage Loan Trust 2022-SFR1, 4.44%, 02/17/39 0.25
CCI Buyer Inc, 9.36%, 12/17/27 0.25
Tronox Inc, 4.62%, 03/15/29 0.25
RingCentral Inc, 8.50%, 08/15/30 0.25
Delta 2 Lux Sarl, 7.57%, 01/15/30 0.25
Mavis Tire Express Services Topco Corp, 6.50%, 05/15/29 0.25
Extended Stay America Trust 2021-ESH, 9.13%, 07/15/38 0.25
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.25
Arcline FM Holdings LLC, 10.07%, 06/23/28 0.25
Foundry JV Holdco LLC, 5.88%, 01/25/34 0.25
SM Energy Co, 5.62%, 06/01/25 0.24
Fannie Mae Connecticut Avenue Securities, 8.62%, 11/25/41 0.24
BX Commercial Mortgage Trust 2021-VINO, 9.38%, 05/01/38 0.24
Ahead DB Holdings LLC, 9.57%, 02/03/31 0.24
PRPM 2021-9 LLC, 2.36%, 10/25/26 0.24
USI Inc/NY, 8.57%, 09/27/30 0.24
Flutter Financing BV, 8.68%, 07/04/28 0.24
MHC Commercial Mortgage Trust 2021-MHC, 8.63%, 04/15/38 0.24
Flagship Credit Auto Trust 2023-1, 11.44%, 04/15/30 0.24
Driven Holdings LLC, 8.43%, 12/18/28 0.24
Upstart Securitization Trust 2020-3, 6.25%, 11/20/30 0.24
Topgolf Callaway Brands Corp, 8.92%, 03/18/30 0.24
Netflix Inc, 3.62%, 06/15/30 0.24
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.24
NCL Corp Ltd, 7.75%, 02/15/29 0.24
Arthur J Gallagher & Co, 6.50%, 02/15/34 0.24
Hertz Vehicle Financing III LP, 4.34%, 12/27/27 0.24
Madison Park Funding XXII Ltd, 9.08%, 01/15/33 0.23
XCEL ENERGY INC, 5.45%, 08/15/33 0.23
Freddie Mac STACR REMIC Trust 2020-HQA4, 10.69%, 09/25/50 0.23
McAfee Corp, 7.38%, 02/15/30 0.23
LSF9 Atlantis Holdings LLC / Victra Finance Corp, 7.75%, 02/15/26 0.23
Petroleos Mexicanos, 5.95%, 01/28/31 0.23
BX Commercial Mortgage Trust 2021-VOLT, 7.83%, 09/15/36 0.23
Blackstone Private Credit Fund, 6.25%, 01/25/31 0.22
Barclays PLC, 6.69%, 09/13/34 0.22
MARVELL TECHNOLOGY INC, 5.95%, 09/15/33 0.22
Fannie Mae Pool, 5.00%, 06/01/53 0.22
Mercury Financial Credit Card Master Trust, 8.04%, 09/20/27 0.22
CBRE Services Inc, 5.95%, 08/15/34 0.22
JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL, 6.75%, 03/15/34 0.22
BX Trust 2022-FOX2, 6.07%, 04/15/39 0.22
Sagax Euro Mtn NL BV, 0.75%, 01/26/28 0.22
AGL CLO 10 LTD, 8.48%, 04/15/34 0.22
LL ABS Trust 2022-2, 9.00%, 05/15/30 0.22
RAD CLO 21 Ltd, 9.77%, 01/25/33 0.22
Upland CLO Ltd, 8.48%, 04/20/31 0.22
BX Commercial Mortgage Trust 2021-SOAR, 9.18%, 06/15/38 0.22
Nasdaq Inc, 4.50%, 02/15/32 0.22
Saluda Grade Alternative Mortg, 9.65%, 08/25/53 0.22
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.22
North Macedonia Government International Bond, 1.62%, 03/10/28 0.21
Mic Glen LLC, 12.07%, 10/15/29 0.21
EnLink Midstream Partners LP, 9.76%, 12/15/99 0.21
Sandstone Peak Ltd, 9.13%, 10/15/34 0.21
Freddie Mac - STACR, 8.62%, 11/25/43 0.21
Freddie Mac STACR REMIC Trust 2021-DNA1, 7.97%, 01/25/51 0.21
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl, 4.62%, 06/01/28 0.21
Standard Industries Inc/NJ, 7.82%, 09/22/28 0.21
GAM RE-REMIC TRUST 2021-FRR2, 0.00%, 09/27/51 0.21
Gartner Inc, 3.75%, 10/01/30 0.21
Progress Residential 2022-SFR1 Trust, 4.88%, 02/17/41 0.21
Virtusa Corp, 7.12%, 12/15/28 0.21
Thrust Engine Leasing 2021 DAC, 4.16%, 07/15/40 0.21
Mitchell International Inc, 9.07%, 10/15/28 0.21
Saluda Grade Alternative Mortgage Trust 2023-FIG4, 8.01%, 11/25/53 0.21
Med Trust 2021-MDLN, 9.43%, 11/15/38 0.21
Sunoco LP / Sunoco Finance Corp, 4.50%, 04/30/30 0.21
Octagon 58 Ltd, 8.86%, 07/15/37 0.21
Trimble Inc, 6.10%, 03/15/33 0.21
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 3.00%, 09/01/29 0.21
Gracie Point International Fun, 9.32%, 03/01/27 0.21
Blue Owl Credit Income Corp, 4.70%, 02/08/27 0.21
GS Mortgage Securities Corp Trust 2017-SLP, 4.59%, 10/10/32 0.21
AmeriGas Partners LP / AmeriGas Finance Corp, 5.75%, 05/20/27 0.21
Civitas Resources Inc, 8.38%, 07/01/28 0.21
PennyMac Financial Services Inc, 5.75%, 09/15/31 0.21
CCO Holdings LLC / CCO Holdings Capital Corp, 4.25%, 02/01/31 0.21
Proampac PG Borrower LLC, 9.82%, 09/15/28 0.21
Palmer Square European Loan Funding, 9.65%, 11/15/32 0.21
MINERAL RESOURCES LTD, 9.25%, 10/01/28 0.20
PRPM 2021-10 LLC, 2.49%, 10/25/26 0.20
Connecticut Avenue Securities Trust 2019-R05, 9.54%, 07/25/39 0.20
Bank of New York Mellon Corp, 4.97%, 04/26/34 0.20
Trinity Industries Inc, 7.75%, 07/15/28 0.20
Algonquin Power & Utilities Corp, 4.75%, 01/18/82 0.20
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC, 9.00%, 02/15/29 0.20
Adler Pelzer Holding GmbH, 9.50%, 04/01/27 0.20
Octagon 61 Ltd, 10.82%, 04/20/36 0.20
Ginnie Mae, 5.00%, 03/20/24 0.20
Brazilian Government International Bond, 6.12%, 03/15/34 0.19
Venture Global LNG Inc, 9.50%, 02/01/29 0.19
Herens US Holdco Corp, 9.33%, 07/03/28 0.19
goeasy Ltd, 7.62%, 07/01/29 0.19
Rad CLO 19 Ltd, 11.07%, 04/20/35 0.19
Upstart Securitization Trust 2021-1, 4.06%, 03/20/31 0.19
CRSO Trust 2023-BRND, 7.12%, 07/10/28 0.19
Madison Park Funding XXXII Ltd, 8.78%, 01/22/31 0.19
Arches Buyer Inc, 8.57%, 12/06/27 0.19
Mission Lane Credit Card Master Trust, 11.97%, 11/15/28 0.19
Athene Global Funding, 2.65%, 10/04/31 0.19
Hudbay Minerals Inc, 6.12%, 04/01/29 0.19
Santander Bank Auto Credit-Linked Notes Series 2023-B, 12.24%, 12/15/33 0.19
Star Parent Inc, 9.33%, 09/30/30 0.19
Freddie Mac STACR REMIC Trust 2021-DNA5, 8.37%, 01/25/34 0.19
BNP Paribas SA, 5.12%, 01/13/29 0.19
PRET 2023-RN1 LLC, 8.23%, 09/25/53 0.19
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.19
DT Midstream Inc, 4.12%, 06/15/29 0.19
Benefit Street Partners CLO X Ltd, 9.08%, 04/20/34 0.19
Hudbay Minerals Inc, 4.50%, 04/01/26 0.19
SMRT 2022-MINI, 8.02%, 01/15/39 0.19
Berry Global Inc, 5.65%, 01/15/34 0.18
Rad CLO 18 Ltd, 10.56%, 04/15/36 0.18
CPF IV, LLC, CP EF ASSET SECUR, 7.77%, 03/15/32 0.18
PRPM 2022-2 LLC, 5.00%, 03/25/27 0.18
CENT Trust 2023-CITY, 7.94%, 09/15/38 0.18
Commonwealth Bank of Australia, 3.78%, 03/14/32 0.18
Viper Energy Inc, 7.38%, 11/01/31 0.18
Broadstone Net Lease LLC, 2.60%, 09/15/31 0.17
Universal Health Services Inc, 2.65%, 01/15/32 0.17
Upstart Securitization Trust 2023-1, 8.35%, 02/20/33 0.17
Carmax Auto Owner Trust 2022-3, 6.20%, 01/16/29 0.17
OnDeck Asset Securitization Trust IV LLC, 8.25%, 08/19/30 0.17
BlueMountain CLO XXV Ltd, 9.73%, 07/15/36 0.17
Rand Parent LLC, 8.50%, 02/15/30 0.17
Prestige Auto Receivables Trust 2023-1, 9.88%, 05/15/30 0.17
Mattel Inc, 5.45%, 11/01/41 0.17
Banijay Entertainment SASU, 8.12%, 05/01/29 0.17
Pawnee Equipment Receivables Series 2020-1 LLC, 5.43%, 07/15/27 0.17
Kohl's Corp, 4.62%, 05/01/31 0.17
Republic of Uzbekistan International Bond, 7.85%, 10/12/28 0.17
BX Commercial Mortgage Trust 2021-SOAR, 8.23%, 06/15/38 0.17
CA Magnum Holdings, 5.38%, 10/31/26 0.17
Dryden 105 CLO Ltd, 10.50%, 04/18/36 0.17
LKQ Corp, 6.25%, 06/15/33 0.17
Dryden 83 CLO Ltd, 9.06%, 01/18/32 0.16
AON North America Inc, 5.75%, 03/01/54 0.16
Freddie Mac STACR REMIC Trust 2020-HQA5, 9.32%, 11/25/50 0.16
Hudsons Bay Simon JV Trust 2015-HBS, 3.91%, 08/05/34 0.16
Lithia Motors Inc, 4.38%, 01/15/31 0.16
Tricolor Auto Securitization Trust 2023-1, 8.56%, 07/15/27 0.16
Citigroup Commercial Mortgage Trust 2021-PRM2, 9.18%, 10/15/38 0.16
Citigroup Commercial Mortgage Trust 2021-PRM2, 9.93%, 10/15/38 0.16
Parts Europe SA, 7.69%, 01/22/31 0.16
Century DE Buyer LLC, 9.31%, 10/30/30 0.16
Pinnacle Bidco PLC, 8.25%, 10/11/28 0.16
Citigroup Commercial Mortgage Trust 2021-PRM2, 10.83%, 10/15/36 0.16
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.16
MTN Commercial Mortgage Trust 2022-LPFL, 10.61%, 03/15/39 0.16
A&D Mortgage Trust, 8.10%, 09/25/68 0.16
AT&T Inc, 2.88%, 05/01/99 0.16
BX Commercial Mortgage Trust 2021-VOLT, 8.28%, 09/15/36 0.15
HLF Financing Sarl LLC / Herbalife International Inc, 4.88%, 06/01/29 0.15
Lendbuzz Securitization Trust 2022-1, 5.99%, 12/15/28 0.15
FREMF 2018-KL02 Mortgage Trust, 7.95%, 01/25/28 0.15
Occidental Petroleum Corp, 7.88%, 09/15/31 0.15
Ford Motor Credit Co LLC, 7.35%, 11/04/27 0.15
TVEST 2021A LLC, 0.00%, 09/15/33 0.15
Neuberger Berman CLO Ltd, 9.80%, 10/24/32 0.15
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 5.50%, 01/15/28 0.15
Angolan Government International Bond, 8.00%, 11/26/29 0.15
Aruba Investments Holdings LLC, 13.07%, 11/24/28 0.15
Pediatrix Medical Group Inc, 5.38%, 02/15/30 0.15
Sprite 2021-1 Ltd, 8.84%, 11/15/46 0.15
Avis Budget Rental Car Funding AESOP LLC, 3.71%, 08/20/27 0.15
Vertical Bridge Holdings LLC, 3.23%, 09/15/50 0.15
CARLYLE US CLO 2023-4 LTD, 9.47%, 10/25/36 0.15
Alexandria Real Estate Equities Inc, 4.75%, 04/15/35 0.15
Wynn Macau Ltd, 5.12%, 12/15/29 0.15
Oak Street Investment Grade Net Lease Fund Series 2021-1, 4.23%, 01/20/51 0.15
Directv Financing LLC, 10.32%, 08/02/27 0.15
CPF IV, LLC, CP EF ASSET SECUR, 7.56%, 03/15/32 0.15
Colombia Government International Bond, 3.25%, 04/22/32 0.15
Surgery Partners Inc 0.15
Pawneee Equipment Receivables Series 2022-1 LLC, 9.50%, 09/17/29 0.14
Societe Generale SA, 4.75%, 11/24/25 0.14
Societe Generale SA, 4.25%, 04/14/25 0.14
Flagship Credit Auto Trust 2022-4, 12.66%, 01/15/30 0.14
Sun Communities Operating LP, 5.50%, 01/15/29 0.14
Entain Holdings Gibraltar Ltd, 7.68%, 06/30/28 0.14
PNC Financial Services Group Inc, 6.88%, 10/20/34 0.14
280 Park Avenue 2017-280P Mortgage Trust, 6.70%, 09/15/34 0.14
Wells Fargo Commercial Mortgage Trust 2021-C61, 1.36%, 11/15/54 0.14
ACC Auto Trust 2021-A, 3.79%, 04/15/27 0.14
Freddie Mac STACR REMIC Trust 2020-DNA3, 10.54%, 06/25/50 0.14
Lendbuzz Securitization Trust, 7.75%, 09/15/30 0.14
Gracie Point International Fun, 10.72%, 03/01/27 0.14
LifePoint Health Inc, 11.00%, 10/15/30 0.14
MKT 2020-525M Mortgage Trust, 2.94%, 02/12/40 0.14
BlueMountain CLO XXVIII Ltd, 6.84%, 04/15/34 0.14
Elmwood CLO VIII Ltd, 6.82%, 01/20/34 0.14
OHA Credit Partners VII Ltd, 6.65%, 02/20/34 0.14
Westgate Resorts 2022-1 LLC, 3.84%, 08/20/36 0.14
Citigroup Inc, 3.88%, 05/18/99 0.14
Dominican Republic International Bond, 7.05%, 02/03/31 0.14
Georgian Railway JSC, 4.00%, 06/17/28 0.14
CARLYLE US CLO 2022-2 LTD, 8.87%, 04/20/35 0.14
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.13
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 09/22/25 0.13
American Electric Power Co Inc, 3.88%, 02/15/62 0.13
Benin Government International Bond, 4.88%, 01/19/32 0.13
Burford Capital Global Finance LLC, 6.25%, 04/15/28 0.13
Invesco CLO Ltd, 8.48%, 07/15/34 0.13
Bain Capital Credit CLO 2021-4 Ltd, 8.68%, 10/20/34 0.13
Pawneee Equipment Receivables Series 2022-1 LLC, 7.23%, 07/17/28 0.13
Extended Stay America Trust 2021-ESH, 8.28%, 07/15/38 0.13
NCMF Trust 2022-MFP, 9.75%, 03/15/39 0.13
ILPT Commercial Mortgage Trust 2022-LPF2, 9.51%, 10/15/39 0.13
Navient Corp, 6.75%, 06/25/25 0.13
Freddie Mac STACR REMIC Trust 2021-HQA3, 8.67%, 09/25/41 0.13
Mission Lane Credit Card Master Trust, 9.67%, 11/15/28 0.13
Westlake Automobile Receivables Trust 2021-3, 3.42%, 04/15/27 0.13
Connecticut Avenue Securities Trust 2019-R04, 10.69%, 06/25/39 0.13
Citigroup Inc, 4.00%, 03/10/99 0.13
VICI Properties LP, 4.95%, 02/15/30 0.13
Mongolia Government International Bond, 4.45%, 07/07/31 0.13
HGI CRE CLO 2021-FL1 Ltd, 7.79%, 06/16/36 0.13
BNP Paribas SA, 9.25%, 05/17/99 0.13
Theorem Funding Trust 2022-3, 8.95%, 04/15/29 0.13
VASA Trust 2021-VASA, 7.53%, 07/15/39 0.13
ING GROEP NV, 6.11%, 09/11/34 0.13
Fannie Mae Pool, 4.50%, 12/01/50 0.12
Santander Bank Auto Credit-Linked Notes Series 2023-B, 17.13%, 12/15/33 0.12
Bank of Montreal, 3.09%, 01/10/37 0.12
Travel + Leisure Co, 8.67%, 12/14/29 0.12
Xcel Energy Inc, 4.60%, 06/01/32 0.12
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.12
FS Commercial Mortgage Trust 2023-4SZN, 9.08%, 11/10/39 0.12
Gracie Point International Fun, 9.36%, 03/01/28 0.12
Tallman Park CLO Ltd, 8.68%, 04/20/34 0.12
Pretium Mortgage Credit Partne, 8.35%, 11/25/53 0.12
SMRT 2022-MINI, 8.67%, 01/15/39 0.12
Dealer Tire Financial LLC, 9.07%, 12/14/27 0.12
Aretec Group Inc, 10.00%, 08/15/30 0.12
Connecticut Avenue Securities Trust 2018-R07, 9.79%, 04/25/31 0.12
Egypt Government International Bond, 8.75%, 09/30/51 0.12
ECOPETROL SA, 8.38%, 01/19/36 0.12
AMSR 2023-SFR1 Trust, 4.00%, 04/17/40 0.12
Romanian Government International Bond, 2.12%, 07/16/31 0.12
BANK OF AMERICA CORP, 5.47%, 01/23/35 0.12
Romanian Government International Bond, 1.75%, 07/13/30 0.12
FREMF 2021-KF98 Mortgage Trust, 13.83%, 12/25/30 0.12
Ivory Coast Government International Bond, 7.62%, 01/30/33 0.11
Progress Residential 2021-SFR11 Trust, 4.42%, 01/17/39 0.11
Connecticut Avenue Securities Trust 2023-R06, 8.02%, 07/25/43 0.11
Diamond Issuer, 3.79%, 11/20/51 0.11
Fannie Mae Pool, 3.00%, 02/01/57 0.11
NextEra Energy Partners LP, 2.50%, 06/15/26 0.11
Theorem Funding Trust 2022-3, 7.60%, 04/15/29 0.11
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC, 7.25%, 02/15/31 0.11
Oak Street Investment Grade Net Lease Fund Series 2020-1, 5.11%, 11/20/50 0.11
LHOME Mortgage Trust, 7.02%, 01/25/29 0.11
Romanian Government International Bond, 2.00%, 04/14/33 0.11
Arcline FM Holdings LLC, 13.69%, 06/23/29 0.11
Romanian Government International Bond, 6.38%, 01/30/34 0.11
OBX 2021-INV3 Trust, 2.50%, 10/25/51 0.11
Freddie Mac Strips, 2.00%, 01/25/51 0.11
Burford Capital Global Finance LLC, 6.88%, 04/15/30 0.11
LCM XIV LP, 6.62%, 07/20/31 0.11
RRX 4 Ltd, 8.73%, 07/15/34 0.11
ExteNet LLC 2019-1, 5.22%, 07/25/49 0.11
Freddie Mac Strips, 2.00%, 01/25/51 0.11
Aretec Group Inc, 9.92%, 08/09/30 0.11
Freddie Mac Pool, 4.00%, 05/01/49 0.11
LFS 2022A LLC, 8.00%, 05/15/34 0.11
Home Partners of America 2021-3 Trust, 4.24%, 01/17/41 0.10
LOANME TRUST SBL 2019-1, 13.00%, 08/15/30 0.10
Libra Solutions 2022-2 LLC, 8.85%, 10/15/34 0.10
JPMorgan Chase & Co, 2.07%, 06/01/29 0.10
Libra Solutions 2023-1 LLC, 10.25%, 02/15/35 0.10
Paramount Global, 4.20%, 05/19/32 0.10
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.10
Discover Financial Services, 7.96%, 11/02/34 0.10
Morgan Stanley, 3.62%, 04/01/31 0.10
ILPT Commercial Mortgage Trust 2022-LPF2, 11.26%, 10/15/39 0.10
Capital One Financial Corp, 6.05%, 02/01/35 0.10
Fortress Transportation and Infrastructure Investors LLC, 9.75%, 08/01/27 0.10
Sprite 2021-1 Ltd, 5.10%, 11/15/46 0.10
ACC Auto Trust 2021-A, 6.10%, 06/15/29 0.10
Claudius Finance Sarl, 7.68%, 07/02/28 0.10
Diamond Infrastructure Funding LLC, 2.35%, 04/15/49 0.10
Connecticut Avenue Securities Trust 2021-R03, 8.07%, 12/25/41 0.10
Freddie Mac Pool, 3.00%, 11/01/43 0.09
Flagship Credit Auto Trust 2023-3, 9.74%, 06/17/30 0.09
Leidos Inc, 5.75%, 03/15/33 0.09
Exeter Automobile Receivables Trust 2023-1, 12.07%, 09/16/30 0.09
Cologix Canadian Issuer LP, 4.94%, 01/25/52 0.09
BX Trust 2019-MMP, 6.96%, 08/15/36 0.09
US Bank NA, 9.79%, 08/25/32 0.09
Lithia Motors Inc, 3.88%, 06/01/29 0.09
Iron Mountain Inc, 4.50%, 02/15/31 0.09
North Macedonia Government International Bond, 6.96%, 03/13/27 0.09
Mission Lane Credit Card Master Trust, 10.03%, 07/17/28 0.09
JPMorgan Chase Bank NA - CACLN, 4.28%, 09/25/28 0.09
Hudsons Bay Simon JV Trust 2015-HBS, 4.15%, 08/05/34 0.09
American Electric Power Co Inc, 5.62%, 03/01/33 0.09
IAMGOLD Corp, 5.75%, 10/15/28 0.09
Pagaya AI Debt Trust 2022-1, 4.89%, 10/15/29 0.09
Lernen Bidco Ltd, 8.15%, 04/03/29 0.09
CMS Energy Corp, 4.75%, 06/01/50 0.08
VASA Trust 2021-VASA, 9.33%, 07/15/39 0.08
Foundation Finance Trust 2023-2, 9.10%, 06/15/49 0.08
Lernen Bidco Ltd, 8.67%, 04/03/29 0.08
GRACIE POINT INTERNATIONAL FUNDING 2023-1, 8.46%, 09/01/26 0.08
Post Road Equipment Finance 2024-1 LLC, 8.50%, 12/15/31 0.08
GRACIE POINT INTERNATIONAL FUNDING 2023-1, 7.96%, 09/01/26 0.08
Bahamas Government International Bond, 6.00%, 11/21/28 0.08
Mission Lane Credit Card Master Trust, 8.15%, 07/17/28 0.08
Elmwood CLO VIII Ltd, 8.58%, 01/20/34 0.08
Magenta Buyer LLC, 10.58%, 07/27/28 0.08
UBS Group AG, 4.19%, 04/01/31 0.08
CIM Trust 2021-NR1, 5.57%, 07/25/55 0.08
Oaktree Strategic Credit Fund, 8.40%, 11/14/28 0.08
Diamond Infrastructure Funding LLC, 3.48%, 04/15/49 0.08
Kodiak Gas Services LLC, 7.25%, 02/15/29 0.08
SK Neptune Husky Group Sarl, 10.43%, 01/03/29 0.08
GPD Cos Inc, 10.12%, 04/01/26 0.08
Regal Rexnord Corp, 6.30%, 02/15/30 0.08
OnDeck Asset Securitization Trust III LLC, 2.97%, 05/17/27 0.08
Amur Equipment Finance Receivables XIII LLC, 9.66%, 04/20/32 0.08
CSAIL 2021-C20 Commercial Mortgage Trust, 0.99%, 03/15/54 0.08
Colombia Government International Bond, 3.00%, 01/30/30 0.08
Hudsons Bay Simon JV Trust 2015-HBS, 5.45%, 08/05/34 0.08
Amur Equipment Finance Receivables XIII LLC, 6.57%, 04/21/31 0.08
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.08
Brown & Brown Inc, 4.95%, 03/17/52 0.08
Business Jet Securities 2022-1 LLC, 6.41%, 06/15/37 0.08
Hudsons Bay Simon JV Trust 2015-HBS, 4.67%, 08/05/34 0.08
Blue Bridge Funding 2023-1 LLC, 9.48%, 11/15/30 0.08
ACHV ABS TRUST 2023-1PL, 8.47%, 03/18/30 0.08
Loire Finco Luxembourg Sarl, 7.14%, 04/20/27 0.08
Financiere Mendel SASU, 9.57%, 11/11/30 0.08
LXP Industrial Trust, 2.70%, 09/15/30 0.08
KBR Inc, 7.42%, 01/21/31 0.08
Republic of Kenya Government International Bond, 9.75%, 02/16/31 0.08
JPMORGAN CHASE & CO, 5.04%, 01/23/28 0.08
Mello Mortgage Capital Acceptance 2021-INV4, 2.50%, 12/25/51 0.07
Gracie Point International Fun, 12.76%, 03/01/28 0.07
Georgia Government International Bond, 2.75%, 04/22/26 0.07
Freddie Mac Pool, 4.50%, 10/01/50 0.07
First Student Bidco Inc, 9.43%, 07/21/28 0.07
Fannie Mae Pool, 3.50%, 03/01/48 0.07
Sierra Timeshare 2023-3 Receivables Funding LLC, 9.44%, 09/20/40 0.07
Sierra Timeshare 2021-1 Receivables Funding LLC, 3.17%, 11/20/37 0.07
Constellation Software Inc/Canada, 5.46%, 02/16/34 0.07
FREMF 2019-KF72 Mortgage Trust, 7.55%, 11/25/26 0.07
NBC Funding LLC, 4.97%, 07/30/51 0.07
Marlette Funding Trust 2023-4, 8.15%, 12/15/33 0.07
Auxilior Term Funding 2023-1 LLC, 10.97%, 12/15/32 0.07
Hotwire Funding LLC, 4.46%, 11/20/51 0.07
Duquesne Light Holdings Inc, 2.53%, 10/01/30 0.07
Blue Bridge Funding 2023-1 LLC, 9.50%, 11/15/30 0.07
DROP Mortgage Trust 2021-FILE, 6.58%, 10/15/43 0.07
Colombia Government International Bond, 3.12%, 04/15/31 0.07
Lendbuzz Securitization Trust, 6.58%, 09/15/29 0.07
Morgan Stanley Capital I Trust 2019-MEAD, 3.18%, 11/10/36 0.07
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl, 4.62%, 06/01/28 0.07
Santander Bank Auto Credit-Linked Notes Series 2023-B, 8.41%, 12/15/33 0.07
American Express Co, 3.55%, 09/15/99 0.07
Fortress Transportation and Infrastructure Investors LLC, 6.50%, 10/01/25 0.06
Progress Residential 2022-SFR3 Trust, 6.60%, 04/17/39 0.06
Mozambique International Bond, 9.00%, 09/15/31 0.06
JPMorgan Chase & Co, 3.65%, 09/01/99 0.06
UniCredit SpA, 2.57%, 09/22/26 0.06
Eyecare Partners LLC, 12.07%, 11/15/29 0.06
Summit Issuer LLC, 3.18%, 12/20/50 0.06
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.06
Business Jet Securities 2020-1 LLC, 3.97%, 11/15/35 0.06
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 03/20/25 0.06
Santander Bank Auto Credit-Linked Notes Series 2022-C, 11.37%, 12/15/32 0.06
JPMorgan Chase & Co, 5.00%, 02/01/99 0.06
Chase Mortgage Finance Corp, 7.97%, 02/25/50 0.06
Mongolia Government International Bond, 5.12%, 04/07/26 0.06
US BANCORP, 5.68%, 01/23/35 0.06
Benin Government International Bond, 4.95%, 01/22/35 0.06
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.06
Morgan Stanley, 4.43%, 01/23/30 0.06
GLS Auto Select Receivables Trust 2024-1, 6.43%, 01/15/31 0.05
Regal Rexnord Corp, 6.40%, 04/15/33 0.05
Nasdaq Inc, 5.55%, 02/15/34 0.05
Mamba Purchaser Inc, 11.82%, 10/15/29 0.05
Citigroup Commercial Mortgage Trust 2021-PRM2, 7.83%, 10/15/38 0.05
Freddie Mac Pool, 5.50%, 07/01/53 0.05
Z Capital Credit Partners CLO 2018-1 Ltd, 7.14%, 01/16/31 0.05
Lendbuzz Securitization Trust 2022-1, 4.22%, 05/17/27 0.05
Thunderbolt Aircraft Lease Ltd, 5.75%, 05/17/32 0.05
Multifamily Connecticut Avenue Securities Trust 2020-01, 12.94%, 03/25/50 0.05
Tricolor Auto Securitization Trust 2024-1, 6.99%, 01/18/28 0.05
Reach Abs Trust 2024-1, 6.90%, 02/18/31 0.05
Tricolor Auto Securitization Trust 2024-1, 8.61%, 04/17/28 0.05
Banijay Group US Holding Inc, 8.61%, 02/04/25 0.05
VICI Properties LP, 5.12%, 05/15/32 0.05
BXHPP Trust 2021-FILM, 7.43%, 08/15/36 0.05
Entain Holdings Gibraltar Ltd, 8.93%, 10/31/29 0.05
Fannie Mae REMICS, 2.00%, 01/25/51 0.05
ARD Finance SA, 5.00%, 06/30/27 0.05
COLT Funding LLC, 3.56%, 12/25/64 0.05
Fannie Mae Pool, 3.00%, 07/01/45 0.05
Blue Bridge Funding 2023-1 LLC, 15.00%, 11/15/30 0.05
Covanta Holding Corp, 8.07%, 11/30/28 0.05
Freddie Mac Pool, 3.50%, 08/01/49 0.05
First Quantum Minerals Ltd, 9.38%, 03/01/29 0.05
Santander Consumer Auto Receivables Trust 2021-A, 3.28%, 03/15/27 0.04
Santander Bank Auto Credit-Linked Notes Series 2022-B, 8.68%, 08/16/32 0.04
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.04
Morgan Stanley, 5.95%, 01/19/38 0.04
Sierra Timeshare 2023-1 Receivables Funding LLC, 7.00%, 01/20/40 0.04
Mongolia Government International Bond, 3.50%, 07/07/27 0.04
Hilton Grand Vacations Trust 2022-1D, 6.79%, 06/20/34 0.04
Santander Consumer Auto Receivables Trust 2020-B, 4.13%, 01/15/27 0.04
IQVIA Inc, 7.43%, 01/02/31 0.04
Chase Mortgage Finance Corp, 6.52%, 02/25/50 0.04
Fannie Mae Pool, 3.00%, 03/01/43 0.04
Business Jet Securities 2021-1 LLC, 2.92%, 04/15/36 0.04
DBGS 2018-BIOD Mortgage Trust, 7.61%, 05/15/35 0.04
Sierra Timeshare 2020-2 Receivables Funding LLC, 6.59%, 07/20/37 0.04
Freddie Mac STACR REMIC Trust 2020-DNA2, 7.62%, 08/25/33 0.04
US Auto Funding Trust 2022-1, 3.98%, 04/15/25 0.03
MVW 2021-1W LLC, 3.17%, 01/22/41 0.03
Z Capital Credit Partners CLO 2018-1 Ltd, 8.03%, 01/16/31 0.03
Freddie Mac Pool, 5.50%, 07/01/53 0.03
Sierra Timeshare 2022-3 Receivables Funding LLC, 7.63%, 07/20/39 0.03
NCMF Trust 2022-MFP, 10.45%, 03/15/39 0.03
Carvana Auto Receivables Trust 2023-P5, 8.02%, 12/10/30 0.03
Post Road Equipment Finance 2024-1 LLC, 6.77%, 10/15/30 0.03
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 6.00%, 09/01/31 0.03
Fannie Mae Pool, 3.00%, 01/01/43 0.03
Business Jet Securities 2021-1 LLC, 5.07%, 04/15/36 0.03
Freddie Mac Pool, 3.00%, 05/01/31 0.03
Freddie Mac Pool, 4.50%, 04/01/49 0.03
Sagax AB, 1.12%, 01/30/27 0.03
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.69%, 01/10/37 0.03
BPCE SA, 4.50%, 03/15/25 0.03
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.03
Pagaya AI Debt Selection Trust 2021-1, 2.13%, 11/15/27 0.03
Oasis Securitization Funding LLC, 5.15%, 10/15/33 0.03
Oasis Securitization Funding LLC, 2.14%, 10/15/33 0.03
Uzbekneftegaz JSC, 4.75%, 11/16/28 0.03
Summit Behavioral Healthcare LLC, 10.08%, 11/24/28 0.03
Fannie Mae Pool, 3.00%, 09/01/42 0.02
Chase Mortgage Finance Corp, 8.57%, 02/25/50 0.02
SK Neptune Husky Group Sarl, 15.64%, 04/30/24 0.02
ECAF I Ltd, 5.80%, 06/15/40 0.02
Citigroup Commercial Mortgage Trust 2018-C5, 0.67%, 06/10/51 0.02
Fannie Mae REMICS, 0.00%, 10/25/40 0.02
Fannie Mae Pool, 3.00%, 09/01/46 0.02
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.02
Fannie Mae Pool, 4.00%, 05/01/47 0.02
Santander Bank Auto Credit-Linked Notes Series 2023-A, 10.07%, 06/15/33 0.02
Fannie Mae REMICS, 0.61%, 08/25/48 0.02
Intesa Sanpaolo SpA, 5.71%, 01/15/26 0.02
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.01
Fannie Mae Pool, 5.00%, 12/01/53 0.01
JPMorgan Chase Bank NA - CACLN, 2.10%, 02/26/29 0.01
Carvana Auto Receivables Trust 2023-P4, 8.05%, 10/10/30 0.01
Freddie Mac Pool, 4.50%, 12/01/48 0.01
Fannie Mae Pool, 5.50%, 07/01/53 0.01
Fannie Mae Pool, 3.00%, 02/01/43 0.01
Freddie Mac Pool, 3.00%, 12/01/49 0.01
Fannie Mae Pool, 3.00%, 03/01/43 0.01
Start II LTD, 0.00%, 03/15/44 0.01
Diamond Resorts Owner Trust 2021-1, 3.83%, 11/21/33 0.01
Worldwide Plaza Trust 2017-WWP, 3.60%, 11/10/36 0.01
Freddie Mac Pool, 5.00%, 09/01/53 0.01
Fannie Mae Pool, 3.00%, 05/01/43 0.01
Project Silver, 6.90%, 07/15/44 0.01
Fannie Mae Pool, 3.00%, 09/01/49 0.01
JPMorgan Chase Bank NA - CACLN, 2.37%, 09/25/28 0.01
FREMF 2018-KF45 Mortgage Trust, 7.40%, 03/25/25 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Fannie Mae Pool, 3.00%, 11/01/46 0.01
Fannie Mae Pool, 5.50%, 07/01/53 0.01
Government National Mortgage Association, 0.25%, 01/16/60 0.01
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.01
Freddie Mac Pool, 3.00%, 12/01/49 0.01
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.01
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.01
Freddie Mac Pool, 3.00%, 09/01/32 0.00
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.00
Fannie Mae Pool, 5.50%, 06/01/53 0.00
Freddie Mac Pool, 3.00%, 10/01/34 0.00
Covanta Holding Corp, 8.07%, 11/30/28 0.00
Freddie Mac Pool, 5.50%, 10/01/52 0.00
FREMF 2017-K729 Mortgage Trust, 0.10%, 11/25/49 0.00
Project Silver, 0.00%, 03/15/44 0.00
Fannie Mae Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 3.00%, 01/01/33 0.00
Ginnie Mae II Pool, 4.50%, 02/20/48 0.00
Connecticut Avenue Securities Trust 2021-R01, 6.07%, 10/25/41 0.00
FREMF 2017-K729 Mortgage Trust, 0.10%, 11/25/49 0.00
Fannie Mae Pool, 3.00%, 01/01/47 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Government National Mortgage Association, 0.71%, 10/16/55 0.00
Clarivate PLC 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Government National Mortgage Association, 0.12%, 01/20/44 0.00
Fannie Mae Pool, 3.00%, 06/01/57 0.00
Luxury Lease Partners Auto Lease Trust 2021-ARC2, 3.00%, 07/15/27 0.00
Freddie Mac Pool, 6.00%, 04/01/40 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Boardriders Inc, 0.00%, 10/15/69 0.00
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.00
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Fannie Mae Pool, 4.50%, 02/01/46 0.00
Freddie Mac Pool, 4.00%, 03/01/47 0.00
Fannie Mae Pool, 4.50%, 03/01/45 0.00
Fannie Mae Pool, 5.00%, 07/01/44 0.00
Pagaya AI Debt Selection Trust 2021-1, 0.00%, 11/15/27 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Freddie Mac Pool, 3.00%, 02/01/43 0.00
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Pool, 4.50%, 05/01/44 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Freddie Mac Pool, 3.50%, 07/01/46 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Freddie Mac Pool, 4.00%, 04/01/48 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 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, 6.00%, 03/13/24 -0.51
Fannie Mae or Freddie Mac, 3.50%, 03/13/24 -1.36
Cash & Equivalents -19.79
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.