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

Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of April 30, 2024)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 4.00%, 05/13/24 3.52
Fannie Mae or Freddie Mac, 5.00%, 05/13/24 2.87
Fannie Mae or Freddie Mac, 6.00%, 05/13/24 2.67
Fannie Mae or Freddie Mac, 5.50%, 05/13/24 2.28
Ginnie Mae, 3.50%, 05/20/24 2.24
Fannie Mae or Freddie Mac, 4.50%, 05/13/24 2.20
Fannie Mae or Freddie Mac, 3.00%, 05/13/24 1.95
Fannie Mae or Freddie Mac, 3.50%, 05/13/24 1.59
Freddie Mac STACR REMIC Trust 2021-DNA7, 8.98%, 11/25/41 0.79
Freddie Mac STACR REMIC Trust 2021-HQA3, 7.43%, 09/25/41 0.75
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.75
Freddie Mac STACR REMIC Trust 2021-HQA4, 9.08%, 12/25/41 0.71
FREMF 2017-K729 Mortgage Trust, 0.00%, 11/25/49 0.71
Fannie Mae Pool, 5.00%, 07/01/53 0.68
Multifamily Connecticut Avenue Securities Trust 2019-01, 8.69%, 10/25/49 0.67
Connecticut Avenue Securities Trust 2019-R02, 9.59%, 08/25/31 0.65
Connecticut Avenue Securities Trust 2021-R01, 8.43%, 10/25/41 0.63
Freddie Mac STACR REMIC Trust 2021-DNA3, 11.58%, 10/25/33 0.62
Fannie Mae Pool, 4.00%, 10/01/51 0.58
Rad CLO 10 Ltd, 6.76%, 04/23/34 0.58
CF Hippolyta Issuer LLC, 5.97%, 08/15/62 0.58
Freddie Mac Pool, 5.00%, 10/01/53 0.56
2023-MIC Trust, 8.73%, 12/05/38 0.55
CF Hippolyta Issuer LLC, 6.11%, 08/15/62 0.54
Freddie Mac Strips, 2.50%, 01/25/51 0.51
Caesars Entertainment Inc, 8.07%, 02/06/31 0.47
Connecticut Avenue Securities Trust 2022-R02, 9.83%, 01/25/42 0.46
Hertz Vehicle Financing LLC, 3.98%, 12/26/25 0.46
Life 2021-BMR Mortgage Trust, 7.19%, 03/15/38 0.44
SB Multifamily Repack 2020-FRR2, 6.74%, 12/27/39 0.42
Fannie Mae Connecticut Avenue Securities, 7.33%, 11/25/41 0.42
Freddie Mac Pool, 6.00%, 09/01/53 0.41
FREMF 2019-KF70 Mortgage Trust, 11.44%, 09/25/29 0.41
FREMF 2018-KSW4 Mortgage Trust, 10.44%, 10/25/28 0.41
Modena Buyer LLC, 9.82%, 04/21/31 0.40
NW RE-REMIC TRUST 2021-FRR1, 2.65%, 12/18/51 0.40
Connecticut Avenue Securities Trust 2019-R03, 9.54%, 09/25/31 0.40
Organon & Co / Organon Foreign Debt Co-Issuer BV, 5.12%, 04/30/31 0.39
CBAM 2021-14 Ltd, 6.69%, 04/20/34 0.39
Multifamily Connecticut Avenue Securities Trust 2020-01, 9.19%, 03/25/50 0.39
Freddie Mac STACR REMIC Trust 2021-DNA6, 8.73%, 10/25/41 0.39
Med Trust 2021-MDLN, 10.69%, 11/15/38 0.38
Upstart Securitization Trust 2023-3, 8.25%, 10/20/33 0.38
Fannie Mae Pool, 5.50%, 09/01/53 0.38
Cheplapharm Arzneimittel GmbH, 7.50%, 05/15/30 0.38
FTAI Infra Escrow Holdings LLC, 10.50%, 06/01/27 0.38
Ginnie Mae, 4.00%, 05/20/24 0.37
Marlette Funding Trust 2023-1, 8.15%, 04/15/33 0.37
United States of America, 8.04%, 01/25/44 0.37
Freddie Mac STACR REMIC Trust 2020-DNA2, 11.33%, 08/25/33 0.37
OPEN Trust 2023-AIR, 12.00%, 10/15/28 0.37
BPR Trust 2023-BRK2, 7.15%, 11/05/28 0.37
Freddie Mac STACR REMIC Trust 2021-HQA1, 7.58%, 08/25/33 0.36
Connecticut Avenue Securities Trust 2022-R01, 8.48%, 12/25/41 0.36
PRET 2021-RN4 LLC, 2.49%, 10/25/51 0.35
Hess Midstream Operations LP, 4.25%, 02/15/30 0.35
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.29%, 01/10/37 0.35
BX Trust 2021-BXMF, 8.78%, 10/15/26 0.35
Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 0.34
BX Trust 2019-MMP, 8.16%, 08/15/36 0.34
Heartland Dental LLC / Heartland Dental Finance Corp, 10.50%, 04/30/28 0.33
GCAT 2022-INV1 Trust, 3.00%, 12/25/51 0.33
Cold Storage Trust 2020-ICE5, 8.93%, 11/15/37 0.33
SEB Funding LLC, 4.97%, 01/30/52 0.33
NRG Energy Inc, 7.00%, 03/15/33 0.33
Fannie Mae Pool, 5.50%, 10/01/52 0.32
Woodward Capital Management, 6.15%, 02/25/44 0.32
GAM RE-REMIC TRUST 2021-FRR2, 0.00%, 09/27/51 0.31
BXHPP Trust 2021-FILM, 6.34%, 08/15/36 0.31
Mercury Financial Credit Card Master Trust, 11.49%, 02/20/29 0.31
Great Wolf Trust 2019-WOLF, 8.37%, 12/15/36 0.31
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.30
Carvana Auto Receivables Trust 2021-N3, 3.16%, 06/12/28 0.30
DROP Mortgage Trust 2021-FILE, 8.19%, 10/15/43 0.30
Verde Purchaser LLC, 10.50%, 11/30/30 0.29
Fannie Mae Connecticut Avenue Securities, 7.64%, 01/25/30 0.29
1011778 BC ULC, 7.57%, 09/23/30 0.29
Costa Rica Government International Bond, 7.16%, 03/12/45 0.29
Vertical Bridge Holdings LLC, 4.46%, 09/15/50 0.29
Freddie Mac STACR REMIC Trust 2021-DNA6, 6.83%, 10/25/41 0.29
Cloud Software Group Inc, 6.50%, 03/31/29 0.29
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.29
Tricolor Auto Securitization Trust 2022-1, 7.79%, 08/16/27 0.28
GGAM Finance Ltd, 8.00%, 06/15/28 0.28
Osaic Holdings Inc, 9.32%, 08/16/28 0.28
Jane Street Group / JSG Finance Inc, 7.12%, 04/30/31 0.27
Saluda Grade Alternative Mortg, 7.50%, 02/25/30 0.27
Freddie Mac Pool, 5.00%, 07/01/53 0.27
VISTRA OPERATIONS CO LLC, 6.95%, 10/15/33 0.26
Lendbuzz Securitization Trust 2023-2, 8.69%, 06/15/29 0.26
Centene Corp, 3.38%, 02/15/30 0.26
Full House Resorts Inc, 8.25%, 02/15/28 0.26
Extended Stay America Trust 2021-ESH, 9.14%, 07/15/38 0.26
Exeter Automobile Receivables Trust 2024-1, 7.89%, 08/15/31 0.26
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP, 7.49%, 04/15/37 0.26
Octagon Investment Partners 42 Ltd, 6.73%, 07/15/34 0.26
NRTH 2024-PARK Mortgage Trust, 6.97%, 03/15/41 0.26
Rocket Software Inc, 10.07%, 11/28/28 0.26
Howard Midstream Energy Partners LLC, 6.75%, 01/15/27 0.25
DC Commercial Mortgage Trust, 7.14%, 09/12/40 0.25
BX Trust 2021-ARIA, 7.68%, 10/15/36 0.25
Madison Park Funding XXXII Ltd, 6.59%, 01/22/31 0.25
BX Trust 2021-ARIA, 8.03%, 10/15/36 0.25
Freddie Mac Multifamily Structured Credit Risk, 9.33%, 11/25/51 0.25
Marlette Funding Trust 2023-3, 8.04%, 09/15/33 0.25
Macquarie Airfinance Holdings Ltd, 6.50%, 03/26/31 0.25
BX Commercial Mortgage Trust 2024-WPT, 7.24%, 03/15/34 0.25
ReadyCap Lending Small Business Loan Trust 2023-3, 8.57%, 04/25/48 0.25
Western Digital Corp, 2.85%, 02/01/29 0.25
Life 2022-BMR Mortgage Trust, 7.86%, 05/15/39 0.25
Compass Minerals International Inc, 6.75%, 12/01/27 0.25
Saluda Grade Alternative Mortg, 7.76%, 04/25/30 0.24
LGI Homes Inc, 4.00%, 07/15/29 0.24
Navient Corp, 9.38%, 07/25/30 0.24
Fannie Mae REMICS, 2.00%, 05/25/51 0.24
Rithm Capital Corp, 8.00%, 04/01/29 0.24
Marlette Funding Trust 2023-2, 7.92%, 06/15/33 0.24
Fannie Mae Pool, 5.50%, 06/01/53 0.24
Aston Martin Capital Holdings Ltd, 10.00%, 03/31/29 0.24
BroadStreet Partners Inc, 5.88%, 04/15/29 0.24
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.24
AAdvantage Loyalty IP Ltd, 10.34%, 04/20/28 0.24
Bombardier Inc, 7.25%, 07/01/31 0.24
CCI Buyer Inc, 9.32%, 12/17/27 0.24
VetStrategy Canada Holdings Inc, 10.82%, 12/06/28 0.24
New Residential Mortgage Loan Trust 2022-SFR1, 4.44%, 02/17/39 0.24
NextEra Energy Partners LP, 2.50%, 06/15/26 0.24
GCAT, 6.50%, 01/25/54 0.24
Delta 2 Lux Sarl, 7.57%, 01/15/30 0.24
RingCentral Inc, 8.50%, 08/15/30 0.23
Mavis Tire Express Services Topco Corp, 6.50%, 05/15/29 0.23
Tronox Inc, 4.62%, 03/15/29 0.23
Arcline FM Holdings LLC, 10.34%, 06/23/28 0.23
SM Energy Co, 5.62%, 06/01/25 0.23
Humana Inc, 5.38%, 04/15/31 0.23
Pilgrim's Pride Corp, 6.25%, 07/01/33 0.23
ExteNet LLC 2019-1, 5.22%, 07/25/49 0.23
Athena Bidco SASU, 7.93%, 03/12/31 0.23
Fannie Mae Connecticut Avenue Securities, 8.63%, 11/25/41 0.23
Solventum Corp, 5.60%, 03/23/34 0.23
Ahead DB Holdings LLC, 9.57%, 02/03/31 0.23
House of HR Group BV, 8.89%, 11/05/29 0.23
McAfee Corp, 7.38%, 02/15/30 0.23
MHC Commercial Mortgage Trust 2021-MHC, 8.64%, 04/15/38 0.23
Driven Holdings LLC, 8.43%, 12/18/28 0.23
USI Inc/NY, 8.57%, 09/27/30 0.23
NCL Corp Ltd, 7.75%, 02/15/29 0.23
Topgolf Callaway Brands Corp, 8.32%, 03/18/30 0.23
Netflix Inc, 3.62%, 06/15/30 0.22
Turkiye Government International Bond, 5.88%, 05/21/30 0.22
PRPM 2021-9 LLC, 2.36%, 10/25/26 0.22
Flagship Credit Auto Trust 2023-1, 11.44%, 04/15/30 0.22
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.22
BX Commercial Mortgage Trust 2021-VINO, 9.39%, 05/15/38 0.22
Madison Park Funding XXII Ltd, 9.09%, 01/15/33 0.22
Petroleos Mexicanos, 5.95%, 01/28/31 0.22
RAD CLO 21 Ltd, 9.72%, 01/25/33 0.22
BX Commercial Mortgage Trust 2021-VOLT, 7.84%, 09/15/36 0.22
Hertz Vehicle Financing III LP, 4.34%, 12/27/27 0.22
Freddie Mac STACR REMIC Trust 2020-HQA4, 10.69%, 09/25/50 0.21
LSF9 Atlantis Holdings LLC / Victra Finance Corp, 7.75%, 02/15/26 0.21
Fannie Mae - CAS, 8.12%, 03/25/44 0.21
Prima Capital CRE Securitization 2021-1X, 7.78%, 12/15/37 0.21
Mercury Financial Credit Card Master Trust, 8.04%, 09/20/27 0.21
Thrust Engine Leasing 2021 DAC, 4.16%, 07/15/40 0.21
LL ABS Trust 2022-2, 9.00%, 05/15/30 0.21
LIBERTY UTILITIES CO, 5.87%, 01/31/34 0.21
BX Trust 2022-FOX2, 6.07%, 04/15/39 0.21
AGL CLO 10 LTD, 8.49%, 04/15/34 0.21
Upland CLO Ltd, 8.49%, 04/20/31 0.21
SCIH Salt Holdings Inc, 8.82%, 03/16/27 0.21
Sandstone Peak Ltd, 9.14%, 10/15/34 0.20
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl, 4.62%, 06/01/28 0.20
Nasdaq Inc, 4.50%, 02/15/32 0.20
Virtusa Corp, 7.12%, 12/15/28 0.20
Sagax Euro Mtn NL BV, 0.75%, 01/26/28 0.20
Freddie Mac STACR REMIC Trust 2021-DNA1, 7.98%, 01/25/51 0.20
BX Commercial Mortgage Trust 2021-SOAR, 9.19%, 06/15/38 0.20
AmeriGas Partners LP / AmeriGas Finance Corp, 5.75%, 05/20/27 0.20
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.20
EnLink Midstream Partners LP, 9.70%, 12/15/99 0.20
Freddie Mac - STACR, 8.62%, 11/25/43 0.20
Standard Industries Inc/NJ, 7.93%, 09/22/28 0.20
Octagon 58 Ltd, 8.88%, 07/15/37 0.20
Fannie Mae Pool, 5.00%, 06/01/53 0.20
Cable One Inc, 4.00%, 11/15/30 0.20
Mitchell International Inc, 9.19%, 10/16/28 0.20
Med Trust 2021-MDLN, 9.44%, 11/15/38 0.20
North Macedonia Government International Bond, 1.62%, 03/10/28 0.20
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC, 3.00%, 09/01/29 0.20
Banc of America Merrill Lynch, 1.27%, 07/27/50 0.20
Gracie Point International Fun, 9.32%, 03/01/27 0.20
Civitas Resources Inc, 8.38%, 07/01/28 0.20
Saluda Grade Alternative Mortg, 9.65%, 08/25/53 0.20
Proampac PG Borrower LLC, 9.32%, 09/15/28 0.19
GS Mortgage Securities Corp Trust 2017-SLP, 4.74%, 10/10/32 0.19
GAM RE-REMIC TRUST 2021-FRR2, 0.00%, 09/27/51 0.19
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC, 9.00%, 02/15/29 0.19
Algonquin Power & Utilities Corp, 4.75%, 01/18/82 0.19
Carnival Corp, 6.00%, 05/01/29 0.19
Sunoco LP / Sunoco Finance Corp, 4.50%, 04/30/30 0.19
Bellis Acquisition Co PLC, 3.25%, 02/16/26 0.19
Saluda Grade Alternative Mortgage Trust 2023-FIG4, 8.01%, 11/25/53 0.19
Connecticut Avenue Securities Trust 2019-R05, 9.54%, 07/25/39 0.19
PennyMac Financial Services Inc, 5.75%, 09/15/31 0.19
Venture Global LNG Inc, 9.50%, 02/01/29 0.19
MINERAL RESOURCES LTD, 9.25%, 10/01/28 0.19
Octagon 61 Ltd, 10.82%, 04/20/36 0.19
Herens US Holdco Corp, 9.30%, 07/03/28 0.19
Santander Bank Auto Credit-Linked Notes Series 2023-B, 12.24%, 12/15/33 0.19
PRPM 2021-10 LLC, 2.49%, 10/25/26 0.18
goeasy Ltd, 7.62%, 07/01/29 0.18
Foundry JV Holdco LLC, 5.88%, 01/25/34 0.18
Star Parent Inc, 9.30%, 09/30/30 0.18
Ginnie Mae, 5.00%, 05/20/24 0.18
Rad CLO 19 Ltd, 11.07%, 04/20/35 0.18
Madison Park Funding XXXII Ltd, 8.79%, 01/22/31 0.18
Brazilian Government International Bond, 6.12%, 03/15/34 0.18
Mission Lane Credit Card Master Trust, 11.97%, 11/15/28 0.18
Freddie Mac STACR REMIC Trust 2021-DNA5, 8.38%, 01/25/34 0.18
Adler Pelzer Holding GmbH, 9.50%, 04/01/27 0.18
Arthur J Gallagher & Co, 6.50%, 02/15/34 0.18
CRSO Trust 2023-BRND, 7.12%, 07/10/28 0.18
DT Midstream Inc, 4.12%, 06/15/29 0.18
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.18
XCEL ENERGY INC, 5.45%, 08/15/33 0.18
SMRT 2022-MINI, 8.02%, 01/15/39 0.17
Benefit Street Partners CLO X Ltd, 9.09%, 04/20/34 0.17
Rad CLO 18 Ltd, 10.58%, 04/15/36 0.17
Hudbay Minerals Inc, 4.50%, 04/01/26 0.17
Blackstone Private Credit Fund, 6.25%, 01/25/31 0.17
PRET 2023-RN1 LLC, 8.23%, 09/25/53 0.17
CPF IV, LLC, CP EF ASSET SECUR, 7.77%, 03/15/32 0.17
CENT Trust 2023-CITY, 7.94%, 09/15/38 0.17
PRPM 2022-2 LLC, 5.00%, 03/25/27 0.17
Upstart Securitization Trust 2020-3, 6.25%, 11/20/30 0.17
CBRE Services Inc, 5.95%, 08/15/34 0.17
Viper Energy Inc, 7.38%, 11/01/31 0.17
Rand Parent LLC, 8.50%, 02/15/30 0.17
Kohl's Corp, 4.62%, 05/01/31 0.17
Summit Behavioral Healthcare LLC, 9.57%, 11/24/28 0.17
Gold Rush Bidco Ltd, 7.86%, 04/15/31 0.17
Barclays PLC, 6.69%, 09/13/34 0.17
LV Collective LLC, 13.00%, 03/07/25 0.16
Lernen Bidco Ltd, 8.09%, 04/03/29 0.16
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl, 6.75%, 03/15/34 0.16
Upstart Securitization Trust 2023-1, 8.35%, 02/20/33 0.16
Freddie Mac STACR REMIC Trust 2020-HQA5, 9.33%, 11/25/50 0.16
Carmax Auto Owner Trust 2022-3, 6.20%, 01/16/29 0.16
BlueMountain CLO XXV Ltd, 9.74%, 07/15/36 0.16
OnDeck Asset Securitization Trust IV LLC, 8.25%, 08/19/30 0.16
BX Commercial Mortgage Trust 2021-SOAR, 8.24%, 06/15/38 0.16
Blue Owl Credit Income Corp, 4.70%, 02/08/27 0.16
Directv Financing LLC, 10.68%, 08/02/29 0.16
Luxury Lease Partners Auto Lease Trust 2024-4, 7.29%, 07/15/30 0.16
Pawnee Equipment Receivables Series 2020-1 LLC, 5.43%, 07/15/27 0.16
WB Commercial Mortgage Trust 2024-HQ, 6.13%, 03/15/40 0.16
Prestige Auto Receivables Trust 2023-1, 9.88%, 05/15/30 0.16
Vistra Operations Co LLC, 6.88%, 04/15/32 0.16
Gartner Inc, 3.75%, 10/01/30 0.16
Dryden 105 CLO Ltd, 10.53%, 04/18/36 0.16
LHOME Mortgage Trust, 7.02%, 01/25/29 0.16
Dryden 83 CLO Ltd, 9.09%, 01/18/32 0.15
CI Maroon Holdings LLC, 9.32%, 03/28/31 0.15
Saratoga Food Specialties LLC, 9.07%, 03/07/29 0.15
Chromalloy Corp, 9.07%, 03/27/31 0.15
Citigroup Commercial Mortgage Trust 2021-PRM2, 9.19%, 10/15/38 0.15
BX Commercial Mortgage Trust 2021-VOLT, 8.29%, 09/15/36 0.15
Lithia Motors Inc, 4.38%, 01/15/31 0.15
Citigroup Commercial Mortgage Trust 2021-PRM2, 9.94%, 10/15/38 0.15
Trimble Inc, 6.10%, 03/15/33 0.15
Tricolor Auto Securitization Trust 2023-1, 8.56%, 07/15/27 0.15
SBNA Auto Receivables Trust 2024-A, 8.00%, 04/15/32 0.15
Advanced Micro Devices Inc 0.15
CA Magnum Holdings, 5.38%, 10/31/26 0.15
Citigroup Commercial Mortgage Trust 2021-PRM2, 10.84%, 10/15/36 0.15
Century DE Buyer LLC, 9.33%, 10/30/30 0.15
Parts Europe SA, 7.58%, 02/03/31 0.15
Pinnacle Bidco PLC, 8.25%, 10/11/28 0.15
Republic of Uzbekistan International Bond, 7.85%, 10/12/28 0.15
Upstart Securitization Trust 2021-1, 4.06%, 03/20/31 0.15
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.15
Bank of New York Mellon Corp, 4.97%, 04/26/34 0.15
MTN Commercial Mortgage Trust 2022-LPFL, 10.62%, 03/15/39 0.15
TVEST 2021A LLC, 0.00%, 09/15/33 0.15
Business Jet Securities 2024-1 LLC, 9.13%, 05/15/39 0.15
Angolan Government International Bond, 8.00%, 11/26/29 0.15
Arches Buyer Inc, 8.67%, 12/06/27 0.15
AT&T Inc, 2.88%, 05/01/99 0.15
MKT 2020-525M Mortgage Trust, 3.04%, 02/12/40 0.14
BNP Paribas SA, 5.12%, 01/13/29 0.14
A&D Mortgage Trust, 8.10%, 09/25/68 0.14
Athene Global Funding, 2.65%, 10/04/31 0.14
Oak Street Investment Grade Net Lease Fund Series 2021-1, 4.23%, 01/20/51 0.14
FREMF 2018-KL02 Mortgage Trust, 7.94%, 01/25/28 0.14
Neuberger Berman CLO Ltd, 9.80%, 10/24/32 0.14
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 5.50%, 01/15/28 0.14
Marvell Technology Inc 0.14
Hudsons Bay Simon JV Trust 2015-HBS, 3.91%, 08/05/34 0.14
Lendbuzz Securitization Trust 2022-1, 5.99%, 12/15/28 0.14
Aruba Investments Holdings LLC, 13.17%, 11/24/28 0.14
Vertical Bridge Holdings LLC, 3.23%, 09/15/50 0.14
Sprite 2021-1 Ltd, 8.84%, 11/15/46 0.14
Berry Global Inc, 5.65%, 01/15/34 0.14
Avis Budget Rental Car Funding AESOP LLC, 3.71%, 08/20/27 0.14
CPF IV, LLC, CP EF ASSET SECUR, 7.56%, 03/15/32 0.14
Wynn Macau Ltd, 5.12%, 12/15/29 0.14
LHOME Mortgage Trust, 7.13%, 03/25/29 0.14
Directv Financing LLC, 10.43%, 08/02/27 0.14
CARLYLE US CLO 2023-4 LTD, 9.42%, 10/25/36 0.14
Flagship Credit Auto Trust 2022-4, 12.66%, 01/15/30 0.14
Genesee & Wyoming Inc, 7.32%, 04/10/31 0.14
Blue Owl Finance LLC, 6.25%, 04/18/34 0.13
280 Park Avenue 2017-280P Mortgage Trust, 6.70%, 09/15/34 0.13
Colombia Government International Bond, 3.25%, 04/22/32 0.13
Broadstone Net Lease LLC, 2.60%, 09/15/31 0.13
Entain Holdings Gibraltar Ltd, 7.65%, 06/30/28 0.13
Gracie Point International Fun, 10.72%, 03/01/27 0.13
MHC Commercial Mortgage Trust 2021-MHC, 8.04%, 04/15/38 0.13
Commonwealth Bank of Australia, 3.78%, 03/14/32 0.13
OHA Credit Partners VII Ltd, 6.65%, 02/20/34 0.13
Universal Health Services Inc, 2.65%, 01/15/32 0.13
Inspired Finco Holdings Ltd, 7.94%, 02/20/31 0.13
Luxury Lease Partners Auto Lease Trust 2024-4, 10.49%, 07/15/30 0.13
Citigroup Inc, 3.88%, 05/18/99 0.13
Invesco CLO Ltd, 8.49%, 07/15/34 0.13
BlueMountain CLO XXVIII Ltd, 6.85%, 04/15/34 0.13
CARLYLE US CLO 2022-2 LTD, 8.87%, 04/20/35 0.13
Wells Fargo Commercial Mortgage Trust 2021-C61, 1.49%, 11/15/54 0.13
Lendbuzz Securitization Trust, 7.75%, 09/15/30 0.13
Truist Insurance Holdings LLC, 8.57%, 03/24/31 0.13
Banc of America Merrill Lynch, 1.26%, 07/27/50 0.13
Mattel Inc, 5.45%, 11/01/41 0.13
Georgian Railway JSC, 4.00%, 06/17/28 0.13
Bain Capital Credit CLO 2021-4 Ltd, 8.69%, 10/20/34 0.13
LifePoint Health Inc, 11.00%, 10/15/30 0.13
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.13
Angel Oak Mortgage Trust, 4.80%, 11/26/68 0.13
LKQ Corp, 6.25%, 06/15/33 0.13
ILPT Commercial Mortgage Trust 2022-LPF2, 9.51%, 10/15/39 0.13
Freddie Mac STACR REMIC Trust 2021-HQA3, 8.68%, 09/25/41 0.13
Extended Stay America Trust 2021-ESH, 8.29%, 07/15/38 0.12
NCMF Trust 2022-MFP, 9.75%, 03/15/39 0.12
Pawneee Equipment Receivables Series 2022-1 LLC, 7.23%, 07/17/28 0.12
Santander Bank Auto Credit-Linked Notes Series 2023-B, 17.13%, 12/15/33 0.12
Westlake Automobile Receivables Trust 2021-3, 3.42%, 04/15/27 0.12
Citigroup Inc, 4.00%, 03/10/99 0.12
Burford Capital Global Finance LLC, 6.25%, 04/15/28 0.12
Mission Lane Credit Card Master Trust, 9.67%, 11/15/28 0.12
AON North America Inc, 5.75%, 03/01/54 0.12
Connecticut Avenue Securities Trust 2019-R04, 10.69%, 06/25/39 0.12
HGI CRE CLO 2021-FL1 Ltd, 7.78%, 06/16/36 0.12
Mongolia Government International Bond, 4.45%, 07/07/31 0.12
HLF Financing Sarl LLC / Herbalife International Inc, 4.88%, 06/01/29 0.12
VASA Trust 2021-VASA, 7.54%, 07/15/39 0.12
Theorem Funding Trust 2022-3, 8.95%, 04/15/29 0.12
Westgate Resorts 2022-1 LLC, 3.84%, 08/20/36 0.12
Prologis Targeted US Logistics Fund LP, 5.25%, 04/01/29 0.12
Ford Motor Credit Co LLC, 7.35%, 11/04/27 0.12
United Auto Credit Securitization Trust 2024-1, 8.30%, 11/12/29 0.12
First Student Bidco Inc, 9.40%, 07/21/28 0.12
Gracie Point International Fun, 9.36%, 03/01/28 0.12
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.11
Travel + Leisure Co, 8.67%, 12/14/29 0.11
BB-UBS Trust 2012-SHOW, 3.43%, 11/05/36 0.11
Saluda Grade Alternative Mortg, 6.85%, 04/25/54 0.11
Tallman Park CLO Ltd, 8.69%, 04/20/34 0.11
Pawneee Equipment Receivables Series 2022-1 LLC, 9.50%, 09/17/29 0.11
Aretec Group Inc, 10.00%, 08/15/30 0.11
FS Commercial Mortgage Trust 2023-4SZN, 9.38%, 11/10/39 0.11
SMRT 2022-MINI, 8.67%, 01/15/39 0.11
Fannie Mae Pool, 4.50%, 12/01/50 0.11
Dealer Tire Financial LLC, 9.07%, 01/12/27 0.11
Pretium Mortgage Credit Partne, 8.35%, 11/25/53 0.11
Occidental Petroleum Corp, 7.88%, 09/15/31 0.11
Connecticut Avenue Securities Trust 2018-R07, 9.79%, 04/25/31 0.11
Surgery Partners Inc 0.11
Societe Generale SA, 4.75%, 11/24/25 0.11
Sun Communities Operating LP, 5.50%, 01/15/29 0.11
Alexandria Real Estate Equities Inc, 4.75%, 04/15/35 0.11
Ivory Coast Government International Bond, 7.62%, 01/30/33 0.11
Societe Generale SA, 4.25%, 04/14/25 0.11
ECOPETROL SA, 8.38%, 01/19/36 0.11
Romanian Government International Bond, 2.12%, 07/16/31 0.11
Romanian Government International Bond, 1.75%, 07/13/30 0.11
Connecticut Avenue Securities Trust 2023-R06, 8.03%, 07/25/43 0.11
Diamond Issuer LLC, 3.79%, 11/20/51 0.11
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 09/22/25 0.11
Sixth Street Lending Partners, 6.50%, 03/11/29 0.11
Oak Street Investment Grade Net Lease Fund Series 2020-1, 5.11%, 11/20/50 0.11
Arcline FM Holdings LLC, 13.68%, 06/23/29 0.11
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC, 7.25%, 02/15/31 0.10
PNC Financial Services Group Inc, 6.88%, 10/20/34 0.10
Egypt Government International Bond, 8.75%, 09/30/51 0.10
Republic of Poland Government International Bond, 5.12%, 09/18/34 0.10
American Electric Power Co Inc, 3.88%, 02/15/62 0.10
RRX 4 Ltd, 8.74%, 07/15/34 0.10
Romanian Government International Bond, 6.38%, 01/30/34 0.10
Sotheby's Artfi Master Trust, 7.91%, 12/22/31 0.10
Dawson Forest Holdings LLC 0.10
HLF Financing Sarl LLC / Herbalife International Inc, 12.25%, 04/15/29 0.10
Freddie Mac Strips, 2.00%, 01/25/51 0.10
Fannie Mae Pool, 3.00%, 02/01/57 0.10
Romanian Government International Bond, 2.00%, 04/14/33 0.10
Fannie Mae or Freddie Mac, 2.50%, 05/13/24 0.10
Freddie Mac Strips, 2.00%, 01/25/51 0.10
Aretec Group Inc, 9.92%, 08/09/30 0.10
Burford Capital Global Finance LLC, 6.88%, 04/15/30 0.10
VICI Properties LP, 4.95%, 02/15/30 0.10
Home Partners of America 2021-3 Trust, 4.24%, 01/17/41 0.10
LFS 2022A LLC, 8.00%, 05/15/34 0.10
BNP Paribas SA, 9.25%, 05/17/99 0.10
Freddie Mac Pool, 4.00%, 05/01/49 0.10
ILPT Commercial Mortgage Trust 2022-LPF2, 11.26%, 10/15/39 0.09
FREMF 2021-KF98 Mortgage Trust, 13.82%, 12/25/30 0.09
ACC Auto Trust 2021-A, 6.10%, 06/15/29 0.09
Bank of Montreal, 3.09%, 01/10/37 0.09
Inspired Finco Holdings Ltd, 7.94%, 02/20/31 0.09
Libra Solutions 2023-1 LLC, 10.25%, 02/15/35 0.09
Xcel Energy Inc, 4.60%, 06/01/32 0.09
ING GROEP NV, 6.11%, 09/11/34 0.09
Diamond Infrastructure Funding LLC, 2.35%, 04/15/49 0.09
Connecticut Avenue Securities Trust 2021-R03, 8.08%, 12/25/41 0.09
Theorem Funding Trust 2022-3, 7.60%, 04/15/29 0.09
Med Trust 2021-MDLN, 8.59%, 11/15/38 0.09
Claudius Finance Sarl, 7.63%, 07/02/28 0.09
Cloud Software Group Inc, 9.82%, 03/24/31 0.09
BANK OF AMERICA CORP, 5.47%, 01/23/35 0.09
ACC Auto Trust 2021-A, 3.79%, 04/15/27 0.09
Cologix Canadian Issuer LP, 4.94%, 01/25/52 0.09
BX Trust 2019-MMP, 6.97%, 08/15/36 0.09
Iron Mountain Inc, 4.50%, 02/15/31 0.09
Flagship Credit Auto Trust 2023-3, 9.74%, 06/17/30 0.09
Lithia Motors Inc, 3.88%, 06/01/29 0.09
Boeing Co, 6.39%, 05/01/31 0.09
Mission Lane Credit Card Master Trust, 10.03%, 07/17/28 0.09
Exeter Automobile Receivables Trust 2023-1, 12.07%, 09/16/30 0.08
JPMorgan Chase Bank NA - CACLN, 4.28%, 09/25/28 0.08
Freddie Mac Pool, 3.00%, 11/01/43 0.08
Sprite 2021-1 Ltd, 5.10%, 11/15/46 0.08
Hudsons Bay Simon JV Trust 2015-HBS, 4.15%, 08/05/34 0.08
Bayview Opportunity Master Fund VII 2024-EDU1 LLC, 7.83%, 06/25/47 0.08
Libra Solutions 2022-2 LLC, 8.85%, 10/15/34 0.08
Pagaya AI Debt Trust 2022-1, 4.89%, 10/15/29 0.08
Tricolor Auto Securitization Trust 2024-1, 8.61%, 04/17/28 0.08
Hudsons Bay Simon JV Trust 2015-HBS, 5.63%, 08/05/34 0.08
Foundation Finance Trust 2023-2, 9.10%, 06/15/49 0.08
North Macedonia Government International Bond, 6.96%, 03/13/27 0.08
Bahamas Government International Bond, 6.00%, 11/21/28 0.08
GRACIE POINT INTERNATIONAL FUNDING 2023-1, 7.96%, 09/01/26 0.08
GRACIE POINT INTERNATIONAL FUNDING 2023-1, 8.46%, 09/01/26 0.08
JPMorgan Chase & Co, 2.07%, 06/01/29 0.08
US Bank NA, 9.79%, 08/25/32 0.08
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.08
Post Road Equipment Finance 2024-1 LLC, 8.50%, 12/15/31 0.08
Diamond Infrastructure Funding LLC, 3.48%, 04/15/49 0.08
Mission Lane Credit Card Master Trust, 8.15%, 07/17/28 0.08
Coherent Corp, 8.16%, 07/02/29 0.08
Discover Financial Services, 7.96%, 11/02/34 0.08
Capital One Financial Corp, 6.05%, 02/01/35 0.08
Morgan Stanley, 3.62%, 04/01/31 0.08
OnDeck Asset Securitization Trust III LLC, 2.97%, 05/17/27 0.07
VASA Trust 2021-VASA, 9.34%, 07/15/39 0.07
Starwood Property Trust Inc, 7.25%, 04/01/29 0.07
Amur Equipment Finance Receivables XIII LLC, 6.57%, 04/21/31 0.07
Republic of Poland Government International Bond, 5.50%, 03/18/54 0.07
GPD Cos Inc, 10.12%, 04/01/26 0.07
Amur Equipment Finance Receivables XIII LLC, 9.66%, 04/20/32 0.07
Inspired Finco Holdings Ltd, 7.94%, 02/20/31 0.07
Financiere Mendel SASU, 9.57%, 11/11/30 0.07
Colombia Government International Bond, 3.00%, 01/30/30 0.07
Republic of Kenya Government International Bond, 9.75%, 02/16/31 0.07
CSAIL 2021-C20 Commercial Mortgage Trust, 1.12%, 03/15/54 0.07
ACHV ABS TRUST 2023-1PL, 8.47%, 03/18/30 0.07
Loire Finco Luxembourg Sarl, 7.08%, 04/20/27 0.07
Blue Bridge Funding 2023-1 LLC, 9.48%, 11/15/30 0.07
Life Time Inc, 8.00%, 04/15/26 0.07
Hudsons Bay Simon JV Trust 2015-HBS, 4.67%, 08/05/34 0.07
KBR Inc, 7.32%, 01/17/31 0.07
Gracie Point International Fun, 12.76%, 03/01/28 0.07
Banijay Group US Holding Inc, 8.67%, 03/01/28 0.07
CIM Trust 2021-NR1, 5.57%, 07/25/55 0.07
Hotwire Funding LLC, 4.46%, 11/20/51 0.07
Business Jet Securities 2022-1 LLC, 6.41%, 06/15/37 0.07
Georgia Government International Bond, 2.75%, 04/22/26 0.07
Mello Mortgage Capital Acceptance 2021-INV4, 2.50%, 12/25/51 0.07
FREMF 2019-KF72 Mortgage Trust, 7.54%, 11/25/26 0.07
Morgan Stanley Capital I Trust 2019-MEAD, 3.28%, 11/10/36 0.07
NBC Funding LLC, 4.97%, 07/30/51 0.07
LifePoint Health Inc, 10.07%, 11/16/28 0.07
Fannie Mae Pool, 3.50%, 03/01/48 0.07
Freddie Mac Pool, 4.50%, 10/01/50 0.07
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl, 4.62%, 06/01/28 0.07
Blue Bridge Funding 2023-1 LLC, 9.50%, 11/15/30 0.07
DROP Mortgage Trust 2021-FILE, 6.59%, 10/15/43 0.07
Auxilior Term Funding 2023-1 LLC, 10.97%, 12/15/32 0.07
Marlette Funding Trust 2023-4, 8.15%, 12/15/33 0.06
Santander Bank Auto Credit-Linked Notes Series 2023-B, 8.41%, 12/15/33 0.06
CMS Energy Corp, 4.75%, 06/01/50 0.06
Magenta Buyer LLC, 10.59%, 07/27/28 0.06
Lendbuzz Securitization Trust, 6.58%, 09/15/29 0.06
American Electric Power Co Inc, 5.62%, 03/01/33 0.06
Sierra Timeshare 2021-1 Receivables Funding LLC, 3.17%, 11/20/37 0.06
Colombia Government International Bond, 3.12%, 04/15/31 0.06
Oaktree Strategic Credit Fund, 8.40%, 11/14/28 0.06
Hudsons Bay Simon JV Trust 2015-HBS, 4.91%, 08/05/34 0.06
UBS Group AG, 4.19%, 04/01/31 0.06
Regal Rexnord Corp, 6.30%, 02/15/30 0.06
Sierra Timeshare 2023-3 Receivables Funding LLC, 9.44%, 09/20/40 0.06
Summit Issuer LLC, 3.18%, 12/20/50 0.06
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.06
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.06
Albemarle Corp, 7.25%, 03/01/27 0.06
Mozambique International Bond, 9.00%, 09/15/31 0.06
Onslow Bay Financial LLC, 6.62%, 01/25/64 0.06
JPMORGAN CHASE & CO, 5.04%, 01/23/28 0.06
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.06
LXP Industrial Trust, 2.70%, 09/15/30 0.06
Brown & Brown Inc, 4.95%, 03/17/52 0.06
Sierra Receivables Funding Co, 8.02%, 01/20/43 0.06
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.06
Chase Mortgage Finance Corp, 7.98%, 02/25/50 0.05
Mongolia Government International Bond, 5.12%, 04/07/26 0.05
Benin Government International Bond, 4.95%, 01/22/35 0.05
Constellation Software Inc/Canada, 5.46%, 02/16/34 0.05
LHOME Mortgage Trust, 8.90%, 03/25/29 0.05
Duquesne Light Holdings Inc, 2.53%, 10/01/30 0.05
Engie SA, 5.88%, 04/10/54 0.05
American Express Co, 3.55%, 09/15/99 0.05
1011778 BC ULC, 7.57%, 09/23/30 0.05
Lendbuzz Securitization Trust 2024-2, 7.45%, 05/15/31 0.05
BX Commercial Mortgage Trust 2021-VINO, 7.39%, 05/15/38 0.05
GLS Auto Select Receivables Trust 2024-1, 6.43%, 01/15/31 0.05
Mamba Purchaser Inc, 11.82%, 10/15/29 0.05
Entain PLC, 7.14%, 06/30/28 0.05
JPMorgan Chase Bank NA - CACLN, 8.48%, 12/26/28 0.05
Citigroup Commercial Mortgage Trust 2021-PRM2, 7.84%, 10/15/38 0.05
Fannie Mae - CAS, 8.07%, 02/25/44 0.05
Multifamily Connecticut Avenue Securities Trust 2020-01, 12.94%, 03/25/50 0.05
Freddie Mac Pool, 5.50%, 07/01/53 0.05
JPMorgan Chase & Co, 3.65%, 09/01/99 0.05
Lorca Co-Borrower LLC, 8.82%, 04/17/31 0.05
Santander Bank Auto Credit-Linked Notes Series 2022-C, 11.37%, 12/15/32 0.05
DBGS 2018-BIOD Mortgage Trust, 7.62%, 05/15/35 0.05
Reach Abs Trust 2024-1, 6.90%, 02/18/31 0.05
UniCredit SpA, 2.57%, 09/22/26 0.05
Tricolor Auto Securitization Trust 2024-1, 6.99%, 01/18/28 0.05
BXHPP Trust 2021-FILM, 7.44%, 08/15/36 0.05
Montenegro Government International Bond, 7.25%, 03/12/31 0.05
Entain Holdings Gibraltar Ltd, 8.93%, 10/31/29 0.05
JPMorgan Chase & Co, 5.00%, 02/01/99 0.05
COLT Funding LLC, 3.56%, 12/25/64 0.04
Fannie Mae REMICS, 2.00%, 01/25/51 0.04
Lendbuzz Securitization Trust 2022-1, 4.22%, 05/17/27 0.04
Bayview Opportunity Master Fun, 10.32%, 12/26/31 0.04
Blue Bridge Funding 2023-1 LLC, 15.00%, 11/15/30 0.04
US BANCORP, 5.68%, 01/23/35 0.04
First Quantum Minerals Ltd, 9.38%, 03/01/29 0.04
Covanta Holding Corp, 8.07%, 11/30/28 0.04
Morgan Stanley, 4.43%, 01/23/30 0.04
Santander Consumer Auto Receivables Trust 2021-A, 3.28%, 03/15/27 0.04
Freddie Mac Pool, 3.50%, 08/01/49 0.04
Fannie Mae Pool, 3.00%, 07/01/45 0.04
Nasdaq Inc, 5.55%, 02/15/34 0.04
Regal Rexnord Corp, 6.40%, 04/15/33 0.04
Z Capital Credit Partners CLO 2018-1 Ltd, 7.15%, 01/16/31 0.04
Mongolia Government International Bond, 3.50%, 07/07/27 0.04
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.04
VICI Properties LP, 5.12%, 05/15/32 0.04
Santander Consumer Auto Receivables Trust 2020-B, 4.13%, 01/15/27 0.04
Sierra Timeshare 2023-1 Receivables Funding LLC, 7.00%, 01/20/40 0.04
Hilton Grand Vacations Trust 2022-1D, 6.79%, 06/20/34 0.04
Business Jet Securities 2024-1 LLC, 6.92%, 05/15/39 0.04
Chase Mortgage Finance Corp, 6.53%, 02/25/50 0.04
Mehilainen Yhtiot Oy, 7.89%, 08/21/28 0.04
Thunderbolt Aircraft Lease Ltd, 7.75%, 05/17/32 0.03
Fannie Mae Pool, 3.00%, 03/01/43 0.03
Bayview Opportunity Master Fund VII 2024-EDU1 LLC, 8.83%, 06/25/47 0.03
Santander Bank Auto Credit-Linked Notes Series 2022-B, 8.68%, 08/16/32 0.03
Morgan Stanley, 5.95%, 01/19/38 0.03
Freddie Mac STACR REMIC Trust 2020-DNA2, 7.63%, 08/25/33 0.03
Z Capital Credit Partners CLO 2018-1 Ltd, 8.04%, 01/16/31 0.03
Business Jet Securities 2021-1 LLC, 2.92%, 04/15/36 0.03
Sierra Timeshare 2020-2 Receivables Funding LLC, 6.59%, 07/20/37 0.03
Freddie Mac Pool, 5.50%, 07/01/53 0.03
Benin Government International Bond, 4.88%, 01/19/32 0.03
NCMF Trust 2022-MFP, 10.45%, 03/15/39 0.03
MVW 2021-1W LLC, 3.17%, 01/22/41 0.03
Sierra Timeshare 2022-3 Receivables Funding LLC, 7.63%, 07/20/39 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
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.03
US Auto Funding Trust 2022-1, 3.98%, 04/15/25 0.03
Fannie Mae Pool, 3.00%, 01/01/43 0.03
Sagax AB, 1.12%, 01/30/27 0.03
Freddie Mac Pool, 4.50%, 04/01/49 0.03
Freddie Mac Pool, 3.00%, 05/01/31 0.03
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE, 3.82%, 01/10/37 0.02
Summit Behavioral Healthcare LLC, 10.08%, 11/24/28 0.02
Uzbekneftegaz JSC, 4.75%, 11/16/28 0.02
Business Jet Securities 2021-1 LLC, 5.07%, 04/15/36 0.02
CF Hippolyta Issuer LLC, 2.28%, 07/15/60 0.02
Chase Mortgage Finance Corp, 8.58%, 02/25/50 0.02
ECAF I Ltd, 5.80%, 06/15/40 0.02
Fannie Mae Pool, 3.00%, 09/01/42 0.02
Citigroup Commercial Mortgage Trust 2018-C5, 0.83%, 06/10/51 0.02
Fannie Mae Pool, 3.00%, 09/01/46 0.02
BPCE SA, 4.50%, 03/15/25 0.02
Fannie Mae Pool, 4.00%, 05/01/47 0.02
Fannie Mae REMICS, 0.00%, 10/25/40 0.02
Carvana Auto Receivables Trust 2023-P5, 8.02%, 12/10/30 0.02
Santander Bank Auto Credit-Linked Notes Series 2023-A, 10.07%, 06/15/33 0.01
Intesa Sanpaolo SpA, 5.71%, 01/15/26 0.01
Fannie Mae REMICS, 0.61%, 08/25/48 0.01
Fannie Mae Pool, 5.00%, 12/01/53 0.01
Start II LTD, 0.00%, 03/15/44 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
JPMorgan Chase Bank NA - CACLN, 2.10%, 02/26/29 0.01
Project Silver, 6.90%, 07/15/44 0.01
Fannie Mae Pool, 3.00%, 03/01/43 0.01
Diamond Resorts Owner Trust 2021-1, 3.83%, 11/21/33 0.01
Freddie Mac Pool, 5.00%, 09/01/53 0.01
Worldwide Plaza Trust 2017-WWP, 3.72%, 11/10/36 0.01
Fannie Mae Pool, 3.00%, 05/01/43 0.01
FREMF 2018-KF45 Mortgage Trust, 7.39%, 03/25/25 0.01
Fannie Mae Pool, 3.00%, 09/01/49 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Fannie Mae Pool, 5.50%, 07/01/53 0.01
Fannie Mae Pool, 3.00%, 11/01/46 0.01
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.01
Government National Mortgage Association, 0.25%, 01/16/60 0.01
Freddie Mac Pool, 3.00%, 12/01/49 0.01
SK Neptune Husky Group Sarl, 10.43%, 01/03/29 0.00
JPMorgan Chase Bank NA - CACLN, 2.37%, 09/25/28 0.00
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
Project Silver, 0.00%, 03/15/44 0.00
Covanta Holding Corp, 8.07%, 11/30/28 0.00
Freddie Mac Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 5.50%, 10/01/52 0.00
Fannie Mae Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 3.00%, 01/01/33 0.00
FREMF 2017-K729 Mortgage Trust, 0.10%, 11/25/49 0.00
Ginnie Mae II Pool, 4.50%, 02/20/48 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
Clarivate PLC 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Government National Mortgage Association, 0.72%, 10/16/55 0.00
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.00
Government National Mortgage Association, 0.12%, 01/20/44 0.00
Fannie Mae Pool, 3.00%, 06/01/57 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
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
Pagaya AI Debt Selection Trust 2021-1, 0.00%, 11/15/27 0.00
Fannie Mae Pool, 5.00%, 07/01/44 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, 5.00%, 05/13/24 -1.73
Cash & Equivalents -16.97
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.