NPORT-Pfalse0000277751XXXXXXXXS000010492C000028954C000077742C000077743C000077744C000077745C000077746C000083536C000114884JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Flexible Bond FundS000010492C8DSHUK27T5OOEDPW9452022-06-302021-12-31N42230811524203493323802731820000000000018533443.65002458949USDNN/AN/AN/A102155PAUSD1021550.003LongSTIVCORPUSN22022-01-03Fixed0.04NNNNNJanus Capital Group Inc8T2ZO87FU1KVPZIG9I59N/A431583123NSUSD43162628111.35LongECPFUSN2NNNJanus Henderson Cash Collateral FundN/AN/A53298NSUSD532980.001LongECPFUSN2NNAGREE LP549300DXY3G299V1BO77008513AA17291000PAUSD74070460.195LongDBTCORPUSN22030-10-01Fixed2.9NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK6300914AAG73698000PAUSD36909680.097LongDBTCORPUSN22030-02-01Fixed3NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK6300914AAM47478000PAUSD73542190.193LongDBTCORPUSN22026-08-15Fixed1.875NNNNNNAMERICAN HOMES 4 RENT549300N4PXZ37U8QKI5502666TAC13727000PAUSD36525920.096LongDBTCORPUSN22031-07-15Fixed2.375NNNNNNANHEUSER-BUSCH CO/INBEV5493002J2SVENP0PVK2703522AAJ98875000PAUSD112174220.295LongDBTCORPUSN22046-02-01Fixed4.9NNNNNNARAMARK SERVICES INC42YMHYH0XMHJEXDUB065038522AR98859000PAUSD92576550.243LongDBTCORPUSY22025-05-01Fixed6.375NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB4704010LBC67000000PAUSD68822750.181LongDBTCORPUSN22031-11-15Fixed3.2NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL32004685A3D113000000PAUSD127593130.336LongDBTCORPUSY22026-10-02Fixed1.73NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL32004685A3E912791000PAUSD126200890.332LongDBTCORPUSY22031-10-04Fixed2.646NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774060505ED23295000PAUSD34020880.089LongDBTCORPUSN22099-12-31Variable5.2NNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774060505EH38517000PAUSD91664210.241LongDBTCORPUSN22099-12-31Variable6.25NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO77406051GGL76770000PAUSD73470200.193LongDBTCORPUSN22028-04-24Variable3.705NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO77406051GHT97123000PAUSD76169940.2LongDBTCORPUSN22027-04-23Variable3.559NNNNNNBOEING CORVHJWBXLJ1RFUBSY1F30097023CR44573000PAUSD47500160.125LongDBTCORPUSN22059-08-01Fixed3.95NNNNNNBOEING CORVHJWBXLJ1RFUBSY1F30097023CT06657000PAUSD72832290.192LongDBTCORPUSN22025-05-01Fixed4.875NNNNNNBOEING CORVHJWBXLJ1RFUBSY1F30097023DC63448000PAUSD36768950.097LongDBTCORPUSN22031-02-01Fixed3.625NNNNNNBOEING CORVHJWBXLJ1RFUBSY1F30097023DG73268000PAUSD32672210.086LongDBTCORPUSN22026-02-04Fixed2.196NNNNNNBROADRIDGE FINANCIAL SOL549300KZDJZQ2YIHRC2811133TAE37723000PAUSD77518810.204LongDBTCORPUSN22031-05-01Fixed2.6NNNNNNBROADSTONE NET LEASE LLC54930089IBT6J4WBTI5011135EAA27513000PAUSD72910850.192LongDBTCORPUSN22031-09-15Fixed2.6NNNNNNBROADCOM INC549300WV6GIDOZJTV90911135FAS06344000PAUSD71292350.187LongDBTCORPUSN22032-11-15Fixed4.3NNNNNNBROADCOM INC549300WV6GIDOZJTV90911135FBK67643000PAUSD80121720.211LongDBTCORPUSY22033-04-15Fixed3.419NNNNNNBROADCOM INC549300WV6GIDOZJTV90911135FBL411487000PAUSD120230940.316LongDBTCORPUSY22034-04-15Fixed3.469NNNNNNCCO HLDGS LLC/CAP CORPN/A1248EPCK710815000PAUSD109099560.287LongDBTCORPUSY22031-02-01Fixed4.25NNNNNNCF INDUSTRIES INC5FVKT86LAD2F40NPC18312527GAD55242000PAUSD63278380.166LongDBTCORPUSN22043-06-01Fixed4.95NNNNNNCF INDUSTRIES INC5FVKT86LAD2F40NPC18312527GAE33715000PAUSD46849870.123LongDBTCORPUSN22044-03-15Fixed5.375NNNNNNCF INDUSTRIES INC5FVKT86LAD2F40NPC18312527GAF0526000PAUSD6354030.017LongDBTCORPUSN22034-03-15Fixed5.15NNNNNNCMS ENERGY CORP549300IA9XFBAGNIBW29125896BU38111000PAUSD88207130.232LongDBTCORPUSN22050-06-01Variable4.75NNNNNNCSC HOLDINGS LLC3HG2WD2W22M120IUNG49126307BB28595000PAUSD83908690.221LongDBTCORPUSY22030-12-01Fixed4.125NNNNNNCSC HOLDINGS LLC3HG2WD2W22M120IUNG49126307BD82034000PAUSD19246730.051LongDBTCORPUSY22030-12-01Fixed4.625NNNNNNCSC HOLDINGS LLC3HG2WD2W22M120IUNG49126307BF36993000PAUSD65471960.172LongDBTCORPUSY22031-02-15Fixed3.375NNNNNNCSC HOLDINGS LLC3HG2WD2W22M120IUNG49126307BK24156000PAUSD40053450.105LongDBTCORPUSY22031-11-15Fixed5NNNNNNCTR PARTNERSHIP/CARETRSTN/A126458AE85438000PAUSD55467600.146LongDBTCORPUSY22028-06-30Fixed3.875NNNNNNCADENCE DESIGN SYS INCGCT7RXJOGLXPV0NXZY22127387AL218064000PAUSD194112260.51LongDBTCORPUSN22024-10-15Fixed4.375NNNNNNCENTENE CORP549300Z7JJ4TQSQGT33315135BAR29782000PAUSD101977350.268LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCENTENE CORP549300Z7JJ4TQSQGT33315135BAW118550000PAUSD188562610.496LongDBTCORPUSN22030-10-15Fixed3NNNNNNCENTENE CORP549300Z7JJ4TQSQGT33315135BAX92493000PAUSD24269730.064LongDBTCORPUSN22031-03-01Fixed2.5NNNNNNCENTENE CORP549300Z7JJ4TQSQGT33315135BAY77054000PAUSD69481900.183LongDBTCORPUSN22028-07-15Fixed2.45NNNNNNCENTENE CORP549300Z7JJ4TQSQGT33315135BAZ42181000PAUSD21373800.056LongDBTCORPUSN22031-08-01Fixed2.625NNNNNNLUMEN TECHNOLOGIES INC8M3THTGWLTYZVE6BBY25156700AS53536000PAUSD35625200.094LongDBTCORPUSN22022-03-15Fixed5.8NNNNNNCHARTER COMM OPT LLC/CAP549300TPZNMN50BJ3745161175BT03731000PAUSD41773550.11LongDBTCORPUSN22050-03-01Fixed4.8NNNNNNCHENIERE ENERGY PARTNERS5493005UEC8AZ34LDV2916411QAK75833000PAUSD61185250.161LongDBTCORPUSN22031-03-01Fixed4NNNNNNCHENIERE ENERGY PARTNERS5493005UEC8AZ34LDV2916411QAL56435000PAUSD64993500.171LongDBTCORPUSY22032-01-31Fixed3.25NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395172967GD76781000PAUSD69844300.184LongDBTCORPUSN22099-12-31Variable5.95NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395172967GR64013000PAUSD40882440.108LongDBTCORPUSN22099-12-31Variable5.35NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395172967HQ7916000PAUSD9600870.025LongDBTCORPUSN22099-12-31Variable6.3NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395172967JM44099000PAUSD43859300.115LongDBTCORPUSN22099-12-31Variable5.95NNNNNNCONTINENTAL RESOURCESXXRTID9RYWOZ0UPIVR53212015AT88866000PAUSD104407790.275LongDBTCORPUSY22031-01-15Fixed5.75NNNNNNDAVITA INCM2XHYMU3TZNEZURC6H6623918KAS77041000PAUSD72082240.19LongDBTCORPUSY22030-06-01Fixed4.625NNNNNNDOMINION ENERGY INCILUL7B6Z54MRYCF6H30825746UDM84691000PAUSD48434580.127LongDBTCORPUSN22099-12-31Variable4.35NNNNNNDUQUESNE LIGHT H4CUJ1D8WDXK9X7QI6B93266233AJ47047000PAUSD69627600.183LongDBTCORPUSY22032-01-07Fixed2.775NNNNNNEQT CORP4NT01YGM4X7ZX86ISY5226884LAM113469000PAUSD138263330.364LongDBTCORPUSY22026-05-15Fixed3.125NNNNNNELANCO ANIMAL HEALTH INC549300SHPNDCE059M93428414HAE37651000PAUSD81407790.214LongDBTCORPUSN22023-08-28Fixed5.272NNNNNNFORD MOTOR COMPANY20S05OYHG0MQM4VUIC57345370DA59955000PAUSD101939200.268LongDBTCORPUSN22032-02-12Fixed3.25NNNNNNGCI LLC549300N3IE9H88Q2022136166TAB616183000PAUSD166078040.437LongDBTCORPUSY22028-10-15Fixed4.75NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44361841AH25592000PAUSD62270830.164LongDBTCORPUSN22026-04-15Fixed5.375NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44361841AJ82969000PAUSD32518030.086LongDBTCORPUSN22025-06-01Fixed5.25NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44361841AL3603000PAUSD6845260.018LongDBTCORPUSN22029-01-15Fixed5.3NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44361841AR07318000PAUSD73574440.193LongDBTCORPUSN22032-01-15Fixed3.25NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN6636262GAA96199000PAUSD60486120.159LongDBTCORPUSY22026-07-15Fixed1.65NNNNNNGENERAL ELECTRIC CO3C7474T6CDKPR9K6YT90369604BQ511629000PAUSD115127100.303LongDBTCORPUSN22099-12-31Variable3.53275NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E58438144GAB72745000PAUSD28479380.075LongDBTCORPUSN22099-12-31Variable4.95NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46404119BR93852000PAUSD42333480.111LongDBTCORPUSN22025-02-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46404119BZ12544000PAUSD32673100.086LongDBTCORPUSN22049-06-15Fixed5.25NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46404119CA55585000PAUSD59026470.155LongDBTCORPUSN22030-09-01Fixed3.5NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46404119CB37748000PAUSD78988670.208LongDBTCORPUSN22051-07-15Fixed3.5NNNNNNHASBRO INC549300NUB6D2R1ITYR45418056AS61354000PAUSD18681380.049LongDBTCORPUSN22040-03-15Fixed6.35NNNNNNHASBRO INC549300NUB6D2R1ITYR45418056AU11345000PAUSD16740580.044LongDBTCORPUSN22044-05-15Fixed5.1NNNNNNHASBRO INC549300NUB6D2R1ITYR45418056AZ010315000PAUSD113726610.299LongDBTCORPUSN22029-11-19Fixed3.9NNNNNNHESS MIDSTREAM OPERATIONN/A428102AE71194000PAUSD11850450.031LongDBTCORPUSY22030-02-15Fixed4.25NNNNNNHESS MIDSTREAM OPERATIONN/A428104AA113236000PAUSD137819850.362LongDBTCORPUSY22028-06-15Fixed5.125NNNNNNINVITATION HOMES OP549300147YMUQB3GW31946188BAA07783000PAUSD73292070.193LongDBTCORPUSN22031-08-15Fixed2NNNNNNIPALCO ENTERPRISES INC5493000YFVK2DZX0JV43462613AP58732000PAUSD95830350.252LongDBTCORPUSN22030-05-01Fixed4.25NNNNNNIRON MOUNTAIN INFO MGMTN/A46285MAA812939000PAUSD132426780.348LongDBTCORPUSY22032-07-15Fixed5NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M9246590XAC05243000PAUSD53216450.14LongDBTCORPN/AY22031-12-01Fixed3.75NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU74846647PBA310483000PAUSD113267400.298LongDBTCORPUSN22027-01-29Variable3.96NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU74846647PBK13788000PAUSD38447010.101LongDBTCORPUSN22026-04-22Variable2.083NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU74846647PBP09112000PAUSD94343240.248LongDBTCORPUSN22031-05-13Variable2.956NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU74848128BAF83293000PAUSD33835580.089LongDBTCORPUSN22099-12-31Variable5NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU74848128BAG63476000PAUSD35672450.094LongDBTCORPUSN22099-12-31Variable4.6NNNNNNKRAFT HEINZ FOODS CO5493003STKEZ2S0RNU9150076QAE64788000PAUSD59560680.157LongDBTCORPUSN22042-06-04Fixed5NNNNNNKRAFT HEINZ FOODS CO5493003STKEZ2S0RNU9150077LAB21378000PAUSD16136380.042LongDBTCORPUSN22046-06-01Fixed4.375NNNNNNKRAFT HEINZ FOODS CO5493003STKEZ2S0RNU9150077LAZ93221000PAUSD40453900.106LongDBTCORPUSN22049-10-01Fixed4.875NNNNNNKRAFT HEINZ FOODS CO5493003STKEZ2S0RNU9150077LBC96964000PAUSD75221080.198LongDBTCORPUSN22027-05-15Fixed3.875NNNNNNLITHIA MOTORS INCSE8N1EZEHPZQBCBVKD53536797AG812911000PAUSD131808400.347LongDBTCORPUSY22029-06-01Fixed3.875NNNNNNMGM RESORTS INTL54930066VBP7DZEGGJ87552953BX81300000PAUSD13162500.035LongDBTCORPUSN22022-03-15Fixed7.75NNNNNNMPT OPER PARTNERSP/FINLWUQXXXF7PXTUPGROE84355342UAM68967000PAUSD90678790.238LongDBTCORPUSN22031-03-15Fixed3.5NNNNNNMARVELL TECHNOLOGY INCN/A573874AC85742000PAUSD56741300.149LongDBTCORPUSN22026-04-15Fixed1.65NNNNNNMARVELL TECHNOLOGY INCN/A573874AN46709000PAUSD76840770.202LongDBTCORPUSN22028-06-22Fixed4.875NNNNNNMICROCHIP TECHNOLOGY INC5493007PTFULNYZJ1R12595017AZ79518000PAUSD97206840.256LongDBTCORPUSN22023-09-01Fixed2.67NNNNNNMICRON TECHNOLOGY INCB3DXGBC8GAIYWI2Z0172595112BS15880000PAUSD58866440.155LongDBTCORPUSN22032-04-15Fixed2.703NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ346174468Q511145000PAUSD113636310.299LongDBTCORPUSN22026-04-28Variable2.188NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ3461747YEF814971000PAUSD144163220.379LongDBTCORPUSN22036-09-16Variable2.484NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ3461761JZN29471000PAUSD104264390.274LongDBTCORPUSN22027-04-23Fixed3.95NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ3461772BAB94849000PAUSD48011990.126LongDBTCORPUSN22027-05-04Variable1.593NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38629377CC41643000PAUSD17079560.045LongDBTCORPUSN22027-01-15Fixed6.625NNNNNNNETFLIX INC549300Y7VHGU0I7CE87364110LAY218841000PAUSD198546460.522LongDBTCORPUSY22025-06-15Fixed3.625NNNNNNNEXTERA ENERGY CAPITALUMI46YPGBLUE4VGNNT4865339KBY510129000PAUSD101890640.268LongDBTCORPUSN22027-01-15Fixed1.875NNNNNNNEXTERA ENERGY CAPITALUMI46YPGBLUE4VGNNT4865339KBZ23010000PAUSD30167220.079LongDBTCORPUSN22032-01-15Fixed2.44NNNNNNPreston Ridge Partners MortgagN/A69357QAA48491386PAUSD84428010.222LongDBTCORPUSY22051-10-25Variable1.455NNNNNNPILGRIM'S PRIDE CORP549300ZSLGV64ZL3HD7572147KAG38144000PAUSD82254400.216LongDBTCORPUSY22032-03-01Fixed3.5NNNNNNROCKETMTGE C0-ISSUER INC549300FGXN1K3HLB1R5074841CAA97327000PAUSD73544760.193LongDBTCORPUSY22029-03-01Fixed3.625NNNNNNROCKETMTGE C0-ISSUER INC549300FGXN1K3HLB1R5074841CAB711034000PAUSD111995100.295LongDBTCORPUSY22031-03-01Fixed3.875NNNNNNREXFORD INDUSTRIAL REALT549300028US163ELJN7076169XAA28832000PAUSD83892630.221LongDBTCORPUSN22030-12-01Fixed2.125NNNNNNROCKETMTGE C0-ISSUER INC549300FGXN1K3HLB1R5077313LAA15797000PAUSD57535230.151LongDBTCORPUSY22026-10-15Fixed2.875NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R5077313LAB95781000PAUSD58554590.154LongDBTCORPUSY22033-10-15Fixed4NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE754278486QAG610526000PAUSD104102140.274LongDBTCORPUSN22099-12-31Variable4.1NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE754278486QAP615687000PAUSD159066180.418LongDBTCORPUSN22099-12-31Variable4.25NNNNNNCHARLES SCHWAB CORP549300VSGCJ7E698NM85808513BD617082000PAUSD186193800.49LongDBTCORPUSN22099-12-31Variable5.375NNNNNNSOUTHWESTERN ENERGY COEFWMP121W54QV9MGOP87845467AT65711000PAUSD60142830.158LongDBTCORPUSN22032-02-01Fixed4.75NNNNNNSTANDARD INDUSTRIES INC54930064UHXCIUWVI755853496AG22151000PAUSD21951060.058LongDBTCORPUSY22030-07-15Fixed4.375NNNNNNSUN COMMUNITIES549300PUNBPJCGT6X741866677AE78985000PAUSD89118860.234LongDBTCORPUSN22031-07-15Fixed2.7NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778891906AC315432000PAUSD171320260.451LongDBTCORPUSN22026-04-01Fixed4.8NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19896239AA810216000PAUSD110750600.291LongDBTCORPUSN22024-12-01Fixed4.75NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19896239AC45033000PAUSD57241210.151LongDBTCORPUSN22028-06-15Fixed4.9NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H1591159HJB79791000PAUSD97533460.256LongDBTCORPUSN22036-11-03Variable2.491NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810QX954525300PAUSD621247641.634LongDBTUSTUSN22042-08-15Fixed2.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810SP473904400PAUSD647385221.702LongDBTUSTUSN22050-08-15Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810SS883854800PAUSD781258142.054LongDBTUSTUSN22050-11-15Fixed1.625NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810ST618848000PAUSD171767120.452LongDBTUSTUSN22040-11-15Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810SU319309700PAUSD191045340.502LongDBTUSTUSN22051-02-15Fixed1.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810SX716139000PAUSD178260300.469LongDBTUSTUSN22051-05-15Fixed2.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810SZ24624000PAUSD47135900.124LongDBTUSTUSN22051-08-15Fixed2NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810TA693035000PAUSD902003402.372LongDBTUSTUSN22041-08-15Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77912810TC27880000PAUSD79698810.21LongDBTUSTUSN22041-11-15Fixed2NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CBP53194200PAUSD31477840.083LongDBTUSTUSN22028-02-29Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CBQ385961000PAUSD835198422.196LongDBTUSTUSN22026-02-28Fixed0.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CBW078317000PAUSD767659562.019LongDBTUSTUSN22026-04-30Fixed0.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CBZ34581400PAUSD45397020.119LongDBTUSTUSN22028-04-30Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCH28133000PAUSD80497640.212LongDBTUSTUSN22028-06-30Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCJ8102189000PAUSD1005683462.645LongDBTUSTUSN22026-06-30Fixed0.875NNNNNNTSY INFL IX N/B254900HROIFWPRGM1V7791282CCM116832022PAUSD189187020.498LongDBTUSTUSN22031-07-15Fixed0.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCP439401000PAUSD383128551.008LongDBTUSTUSN22026-07-31Fixed0.625NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCV1108933200PAUSD1068226192.809LongDBTUSTUSN22028-08-31Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCW929072400PAUSD284216780.747LongDBTUSTUSN22026-08-31Fixed0.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCX719608000PAUSD193307310.508LongDBTUSTUSN22024-09-15Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CCZ246027100PAUSD452054441.189LongDBTUSTUSN22026-09-30Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CDD012666300PAUSD125915890.331LongDBTUSTUSN22023-10-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CDF59990000PAUSD99494160.262LongDBTUSTUSN22028-10-31Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CDG3335000PAUSD3327750.009LongDBTUSTUSN22026-10-31Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CDJ7191367500PAUSD1892947014.978LongDBTUSTUSN22031-11-15Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V7791282CDK452847000PAUSD528139711.389LongDBTUSTUSN22026-11-30Fixed1.25NNNNNNWESTINGHOUSE AIR BRAKE06BTX5UWZD0GQ5N5Y745960386AM24932000PAUSD56062580.147LongDBTCORPUSN22028-09-15Fixed4.95NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G6300774MAR67710000PAUSD85288510.224LongDBTCORPIEN22027-10-15Fixed4.625NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G6300774MAW54922000PAUSD49915760.131LongDBTCORPIEN22028-10-29Fixed3NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G6300774MAX35045000PAUSD51397030.135LongDBTCORPIEN22032-01-30Fixed3.3NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G6300774MAY13699000PAUSD37660040.099LongDBTCORPIEN22033-10-29Fixed3.4NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G6300774MAZ82811000PAUSD29280440.077LongDBTCORPIEN22041-10-29Fixed3.85NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P8309659T2B612265000PAUSD117500400.309LongDBTCORPFRY22035-08-12Variable2.588NNNNNNCREDIT AGRICOLE SA969500TJ5KRTCJQWXH05225313AF24128000PAUSD44327280.117LongDBTCORPFRY22025-03-17Fixed4.375NNNNNNGRIFOLS ESCROW ISSUER959800HLB3PGTGSLVV6239843UAA012851000PAUSD131108470.345LongDBTCORPESY22028-10-15Fixed4.75NNNNNNIHS MARKIT LTD549300HLPTRASHS0E72644962LAB311491000PAUSD125108280.329LongDBTCORPBMY22025-02-15Fixed4.75NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M9246590XAA410966000PAUSD120627100.317LongDBTCORPN/AY22029-04-15Fixed6.5NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M9246590XAB29007000PAUSD97951130.258LongDBTCORPN/AY22030-01-15Fixed5.5NNNNNNJBS FINANCE LUXEMBOURGN/A46592QAA75544000PAUSD55648450.146LongDBTCORPLUY22032-01-15Fixed3.625NNNNNNJBS USA LUX/JBS USA FINP77IMDGVZE8EFBTF2M92472141AA84307000PAUSD46462190.122LongDBTCORPN/AY22028-02-15Fixed6.75NNNNNN1011778 BC / NEW RED FIN549300RHSHNRWI5LLA8668245XAM117636000PAUSD173273700.456LongDBTCORPCAY22030-10-15Fixed4NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR0378081BAM56478000PAUSD64227370.169LongDBTCORPGBN22050-09-02Fixed3.55NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR0378081BAN36539000PAUSD61771240.162LongDBTCORPGBN22031-09-02Fixed2.15NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR0378081BAP83255000PAUSD31135260.082LongDBTCORPGBN22051-09-02Fixed3.35NNNNNNSK HYNIX INC988400XAIK6XISWQV04578392BAB37758000PAUSD75880350.2LongDBTCORPKRY22026-01-19Fixed1.5NNNNNNSK HYNIX INC988400XAIK6XISWQV04578392BAC15044000PAUSD48541620.128LongDBTCORPKRY22031-01-19Fixed2.375NNNNNNSEAGATE HDD CAYMAN529900BD50TRWEG1SF6381180WBD27448000PAUSD77488990.204LongDBTCORPKYN22031-01-15Fixed4.125NNNNNNTEVA PHARMACEUTICAL INDU5493004T21MOAFINJP3588167AAP62612000PAUSD25881520.068LongDBTCORPNLN22027-05-09Fixed4.75NNNNNNTEVA PHARMACEUTICALS NE5493004T21MOAFINJP3588167AAQ43422000PAUSD33546210.088LongDBTCORPNLN22029-05-09Fixed5.125NNNNNNWESTPAC BANKING CORPEN5TNI6CI43VEPAMHL14961214EP49029000PAUSD87955790.231LongDBTCORPAUN22035-11-15Variable2.668NNNNNNPERSHING SQUARE HOLDINGSU7LC4KOKCTZ0YWGI2G56BR66687839400000PAUSD94102650.247LongDBTCORPGGY22031-10-01Fixed3.25NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F0124112307597PAUSD23152580.061LongABS-MBSUSGSEUSN22036-08-25Fixed1.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F02041417396694PAUSD178223910.469LongABS-MBSUSGSEUSN22036-07-25Fixed2NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F020612124367618PAUSD1240034703.261LongABS-MBSUSGSEUSN22051-07-25Fixed2NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F0224102932700PAUSD30337320.08LongABS-MBSUSGSEUSN22034-05-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F02261892544885PAUSD944762972.484LongABS-MBSUSGSEUSN22051-07-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F03061173933608PAUSD766003932.014LongABS-MBSUSGSEUSN22049-05-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD5801F03262511048000PAUSD116198450.306LongABS-MBSUSGSEUSN22049-02-25Fixed3.5NNNNNNBarclays Commercial Mortgage SN/A05547HAC59721000PAUSD107418780.282LongABS-MBSCORPUSY22035-08-10Fixed4.197NNNNNNBX Commercial Mortgage Trust 2N/A056054AA77843501PAUSD78413270.206LongABS-MBSCORPUSY22036-10-15Floating1.03NNNNNNBX Commercial Mortgage Trust 2N/A056054AE91207000PAUSD12058120.032LongABS-MBSCORPUSY22036-10-15Floating1.19NNNNNNBX Trust 2019-OC11N/A05606FAA14297000PAUSD45296480.119LongABS-MBSCORPUSY22041-12-09Fixed3.202NNNNNNBX Trust 2019-OC11N/A05606FAG82160000PAUSD22779840.06LongABS-MBSCORPUSY22041-12-09Fixed3.605NNNNNNBX Trust 2019-OC11N/A05606FAJ24295000PAUSD44226330.116LongABS-MBSCORPUSY22041-12-09Fixed3.856NNNNNNBXP TrustN/A056083AA64909000PAUSD52304840.138LongABS-MBSCORPUSY22039-06-13Fixed3.379NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820753MAF51849075PAUSD18549460.049LongABS-MBSUSGSEUSY22031-09-25Floating2.25275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820753TAB9724878PAUSD7248780.019LongABS-MBSUSGSEUSY22039-06-25Floating2.20188NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820753WAF3601501PAUSD6026480.016LongABS-MBSUSGSEUSY22039-10-25Floating2.20275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820754HAE8839168PAUSD8391680.022LongABS-MBSUSGSEUSY22039-07-25Floating2.10275NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8721H02061826562720PAUSD268015190.705LongABS-MBSUSGAUSN22051-05-20Fixed2NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8721H02261430286459PAUSD310351400.816LongABS-MBSUSGAUSN22051-04-20Fixed2.5NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XAX2970168PAUSD9870030.026LongABS-MBSUSGSEUSN22025-05-25Floating4.10275NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131XC5X1335576PAUSD3526010.009LongABS-MBSUSGSEUSN22032-09-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131XDAJ4415762PAUSD4359510.011LongABS-MBSUSGSEUSN22032-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131XDFC4239505PAUSD2516560.007LongABS-MBSUSGSEUSN22033-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131XXYA316650PAUSD176460LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131Y16T21118888PAUSD11982200.032LongABS-MBSUSGSEUSN22048-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131Y2YX0169629PAUSD1852990.005LongABS-MBSUSGSEUSN22048-09-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131Y4LZ579912PAUSD831390.002LongABS-MBSUSGSEUSN22043-06-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131Y6P4569020PAUSD743970.002LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873131Y6V712977880PAUSD32126500.084LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L8731329L6U154549PAUSD587980.002LongABS-MBSUSGSEUSN22042-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L8731329L6W761763PAUSD665740.002LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132A4C891523961PAUSD17686470.047LongABS-MBSUSGSEUSN22040-04-01Fixed6NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132A5AL9834548PAUSD8787990.023LongABS-MBSUSGSEUSN22043-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132A8GL711067015PAUSD116190650.306LongABS-MBSUSGSEUSN22031-05-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ACLS752405PAUSD562320.001LongABS-MBSUSGSEUSN22044-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ACSU550190PAUSD541760.001LongABS-MBSUSGSEUSN22047-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ADHW11521435PAUSD16823330.044LongABS-MBSUSGSEUSN22044-05-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ADJC34453061PAUSD48041320.126LongABS-MBSUSGSEUSN22044-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ADJS83690046PAUSD40697670.107LongABS-MBSUSGSEUSN22046-02-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ADME5114798PAUSD1221570.003LongABS-MBSUSGSEUSN22046-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132ADY699667PAUSD104560LongABS-MBSUSGSEUSN22047-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132CWBH69001850PAUSD93330660.245LongABS-MBSUSGSEUSN22033-12-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132CWDV31172240PAUSD12207640.032LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873132H7F41720158PAUSD7764220.02LongABS-MBSUSGSEUSN22047-01-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L8731334WZG91006310PAUSD10535270.028LongABS-MBSUSGSEUSN22047-04-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L8731334YMG9612533PAUSD6467530.017LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133A0G73519485PAUSD5387450.014LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133A1CP5289894PAUSD2972240.008LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133A2HT0301724PAUSD3125400.008LongABS-MBSUSGSEUSN22050-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133APYB92548782PAUSD26037320.068LongABS-MBSUSGSEUSN22051-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133G62Q730518PAUSD320860.001LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133G62T174505PAUSD784440.002LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L873133G7BU62593458PAUSD27008130.071LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L8731346YPV9917522PAUSD9515380.025LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583136B1N266348535PAUSD66043430.174LongABS-MBSUSGSEUSN22048-05-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583136B6B778145853PAUSD84688330.223LongABS-MBSUSGSEUSN22049-11-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138ENRH42063808PAUSD23010540.061LongABS-MBSUSGSEUSN22044-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138ENS834998861PAUSD55798250.147LongABS-MBSUSGSEUSN22044-07-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138EPHU13069991PAUSD34229040.09LongABS-MBSUSGSEUSN22045-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138EPX33881250PAUSD9708140.026LongABS-MBSUSGSEUSN22042-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138EQFX51650631PAUSD18251020.048LongABS-MBSUSGSEUSN22045-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583138WHND07291914PAUSD78677350.207LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140FXEC221281336PAUSD231295880.608LongABS-MBSUSGSEUSN22056-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140FXF7246418PAUSD492380.001LongABS-MBSUSGSEUSN22057-06-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140FXFH012147963PAUSD128862410.339LongABS-MBSUSGSEUSN22057-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140GSKE12022204PAUSD21429740.056LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140HAMH01826306PAUSD19282310.051LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140HBFX1899072PAUSD9776460.026LongABS-MBSUSGSEUSN22048-05-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140J73V53059087PAUSD33699890.089LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140J9NN738631728PAUSD406729361.07LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140JMBK71408958PAUSD15108580.04LongABS-MBSUSGSEUSN22049-02-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140JXJ58249357PAUSD2609360.007LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140JXSM135290PAUSD371020.001LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140JYSB3565233PAUSD5967780.016LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140K0HB72844901PAUSD29625440.078LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140K1TP1180072PAUSD1899700.005LongABS-MBSUSGSEUSN22034-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140K3A36708621PAUSD7265010.019LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140K3SF0158385PAUSD1672820.004LongABS-MBSUSGSEUSN22034-11-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140KQQE42134008PAUSD21791140.057LongABS-MBSUSGSEUSN22050-10-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140LRJE9274253PAUSD2803660.007LongABS-MBSUSGSEUSN22051-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140QCEU6406349PAUSD4300270.011LongABS-MBSUSGSEUSN22048-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X3A732924515PAUSD30790400.081LongABS-MBSUSGSEUSN22046-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X45D410256202PAUSD107981140.284LongABS-MBSUSGSEUSN22047-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X6FJ5928756PAUSD9917310.026LongABS-MBSUSGSEUSN22047-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X6NZ01056117PAUSD11277280.03LongABS-MBSUSGSEUSN22047-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X7JB624673351PAUSD262930340.691LongABS-MBSUSGSEUSN22048-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD583140X9FB67450257PAUSD76077300.2LongABS-MBSUSGSEUSN22051-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD5831416CE69927875PAUSD10716850.028LongABS-MBSUSGSEUSN22037-02-01Fixed6NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD5831417EMM0162494PAUSD1711930.005LongABS-MBSUSGSEUSN22043-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD5831418AQR2284199PAUSD3002720.008LongABS-MBSUSGSEUSN22043-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD5831418BW931237765PAUSD13216940.035LongABS-MBSUSGSEUSN22045-12-01Fixed3.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L8735565AAH3410997PAUSD4121080.011LongABS-MBSUSGSEUSY22049-10-25Floating2.05275NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8736179T7M12767134PAUSD29501820.078LongABS-MBSUSGAUSN22048-08-20Fixed5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8736179TSJ52266080PAUSD24348000.064LongABS-MBSUSGAUSN22048-02-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8736179TXV28991967PAUSD95199900.25LongABS-MBSUSGAUSN22048-05-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT8736179TZ572508126PAUSD26546230.07LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617B13X9198266PAUSD2127300.006LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617B14U4431660PAUSD4608520.012LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617BA5W9799829PAUSD8596580.023LongABS-MBSUSGAUSN22047-08-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617BN3S2906658PAUSD9744790.026LongABS-MBSUSGAUSN22047-11-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617BN4U61657509PAUSD17814950.047LongABS-MBSUSGAUSN22047-12-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT873617H1CH8720488PAUSD7693990.02LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGreat Wolf TrustN/A39152TAA82050000PAUSD20469000.054LongABS-MBSCORPUSY22036-12-15Floating1.144NNNNNNGreat Wolf TrustN/A39152TAG52296000PAUSD22885020.06LongABS-MBSCORPUSY22036-12-15Floating1.444NNNNNNGreat Wolf TrustN/A39152TAJ92558000PAUSD25433830.067LongABS-MBSCORPUSY22036-12-15Floating1.743NNNNNNMRA Issuance TrustN/A55350M10110100000PAUSD101020910.266LongABS-MBSCORPUSY22022-03-08Floating1.59925NNNNNNNew Residential Mortgage Loan549300U1MV4J7YQZG97464828CAA72977759PAUSD31729130.083LongABS-MBSCORPUSY22058-02-25Variable4.5NNNNNNZaxby's Funding LLCN/A98920MAA03240878PAUSD32711800.086LongABS-MBSCORPUSY22051-07-30Fixed3.238NNNNNNChase Mortgage Finance CorporaN/A46591HBX74068843PAUSD40794290.107LongABS-CBDOCORPUSY22050-02-25Floating1.24967NNNNNNVMC Finance LLCN/A91835TAA45203000PAUSD52062660.137LongABS-CBDOCORPUSY22037-01-18Floating1.74NNNNNNCBAM CLO ManagementN/A12510TAA210885000PAUSD108980180.287LongABS-CBDOCORPKYY22035-01-20Floating1.3049NNNNNNCBAM CLO ManagementN/A12510TAC85551000PAUSD55519210.146LongABS-CBDOCORPKYY22035-01-20Floating1.8749NNNNNNCIFC Funding LtdN/A12567HAC67861000PAUSD78562680.207LongABS-CBDOCORPKYY22035-01-23Floating1.25835NNNNNNCIFC Funding LtdN/A12567HAE24467000PAUSD44335910.117LongABS-CBDOCORPKYY22035-01-23Floating1.72835NNNNNNCIFC Funding Ltd54930076OPDXR0U68E2017180TBC54008000PAUSD39595550.104LongABS-CBDOCORPKYY22031-10-21Floating0NNNNNNHighbridge Loan Management LtdN/A40440XAA99714000PAUSD97081420.255LongABS-CBDOCORPKYY22035-01-23Floating1.39528NNNNNNHighbridge Loan Management LtdN/A40440XAC54181000PAUSD41778600.11LongABS-CBDOCORPKYY22035-01-23Floating1.95528NNNNNNLogan CLO II LtdN/A540544AA19819000PAUSD98129810.258LongABS-CBDOCORPKYY22035-01-20Floating1.39736NNNNNNLogan CLO II LtdN/A540544AC74018000PAUSD40149020.106LongABS-CBDOCORPKYY22035-01-20Floating1.94736NNNNNNOctagon Investment Partners 48N/A67577UAJ47314000PAUSD73054060.192LongABS-CBDOCORPKYY22034-10-20Floating1.27691NNNNNNOctagon Investment Partners 48N/A67577UAL91643000PAUSD16307660.043LongABS-CBDOCORPKYY22034-10-20Floating1.72691NNNNNNRegatta XXIII Funding LtdN/A75889FAC810952775PAUSD109461490.288LongABS-CBDOCORPKYY22035-01-20Floating1.26041NNNNNNRegatta XXIII Funding LtdN/A75889FAG94386000PAUSD43826930.115LongABS-CBDOCORPKYY22035-01-20Floating1.81041NNNNNNACC Auto TrustN/A00108XAA63663229PAUSD36583200.096LongABS-OCORPUSY22027-04-15Fixed1.08NNNNNNAffirm IncN/A00833MAA24557000PAUSD45413510.119LongABS-OCORPUSY22025-08-15Fixed0.88NNNNNNAffirm IncN/A00834AAA71460009PAUSD14658900.039LongABS-OCORPUSY22025-01-15Fixed1.9NNNNNNAffirm IncN/A00834DAA14780000PAUSD47432270.125LongABS-OCORPUSY22026-08-17Fixed1.03NNNNNNAngel Oak Mortgage TrustN/A03464KAA61381046PAUSD13801920.036LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/A03464VAA21072162PAUSD10721620.028LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAngel Oak Mortgage TrustN/A03464XAL42434729PAUSD24605520.065LongABS-OCORPUSY22065-01-26Variable2.531NNNNNNAngel Oak Mortgage TrustN/A03465LAB12072234PAUSD20753830.055LongABS-OCORPUSY22065-04-25Variable2.41NNNNNNAqua Finance TrustN/A03842VAA53135536PAUSD31020980.082LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArbys Funding LLCN/A038779AB011128138PAUSD113661240.299LongABS-OCORPUSY22050-07-30Fixed3.237NNNNNNAtalaya Equipment Leasing FundN/A046497AB94551000PAUSD45443090.12LongABS-OCORPUSY22026-05-15Fixed1.23NNNNNNBarclays Commercial Mortgage SN/A05552EAA83044000PAUSD30431460.08LongABS-OCORPUSY22036-08-15Floating0.95975NNNNNNBX TrustN/A05609BAV16081000PAUSD60579990.159LongABS-OCORPUSY22036-02-15Floating0.91NNNNNNBX TrustN/A05609BCD95348000PAUSD53277730.14LongABS-OCORPUSY22036-02-15Floating0.91NNNNNNBX TrustN/A05609VAA33022000PAUSD30126090.079LongABS-OCORPUSY22036-09-15Floating0.80976NNNNNNBX TrustN/A05609VAG06188000PAUSD61319500.161LongABS-OCORPUSY22036-09-15Floating1.05976NNNNNNBX TrustN/A05609VAL96499000PAUSD64421620.169LongABS-OCORPUSY22036-09-15Floating1.75976NNNNNNBayview Financing Trust 2021-2FN/A07335MAA0677047PAUSD6781980.018LongABS-OCORPUSN22032-01-10Floating1.6NNNNNNBayview MSR Opportunity MasterN/A07336GAK06789884PAUSD67756410.178LongABS-OCORPUSY22051-10-25Floating0.89967NNNNNNBayview MSR Opportunity MasterN/A07336JAX66527398PAUSD65138700.171LongABS-OCORPUSY22051-11-25Floating0.898NNNNNNBX TrustN/A12433AAA79779894PAUSD97776060.257LongABS-OCORPUSY22032-11-15Floating1.11NNNNNNBX TrustN/A12433AAC31698249PAUSD16967510.045LongABS-OCORPUSY22032-11-15Floating1.46NNNNNNBX TrustN/A12433AAE91464793PAUSD14589010.038LongABS-OCORPUSY22032-11-15Floating1.66NNNNNNCF Hippolyta Issuer LLCN/A12530MAE57271406PAUSD71403490.188LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/A12530MAG02669751PAUSD26303590.069LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCosmopolitan Hotel TrustN/A12546DAA53744959PAUSD37434290.098LongABS-OCORPUSY22036-11-15Floating1.03975NNNNNNCIM TrustN/A12565YAA55910759PAUSD59018070.155LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCIM Retail Portfolio TrustN/A12566BAA44893000PAUSD48840600.128LongABS-OCORPUSY22036-08-15Floating1.51NNNNNNCOLT Funding LLCN/A12597QAA4848541PAUSD8493230.022LongABS-OCORPUSY22065-04-27Variable1.506NNNNNNCredit Suisse Mortgage TrustN/A12653VAA410122000PAUSD101192730.266LongABS-OCORPUSY22036-05-15Floating1.09NNNNNNCredit Suisse Mortgage TrustN/A12653VAE65168000PAUSD51446650.135LongABS-OCORPUSY22036-05-15Floating1.54NNNNNNCSMC 2020-UNFIN/A12656MAA12788000PAUSD27843200.073LongABS-OCORPUSY22022-12-15Floating4.1682NNNNNNCredit Suisse Mortgage TrustN/A12657CAA25874394PAUSD58474620.154LongABS-OCORPUSY22023-04-15Floating4.07905NNNNNNCarvana Auto Receivables TrustN/A14687KAB24921000PAUSD49189010.129LongABS-OCORPUSN22025-04-10Fixed0.82NNNNNNCold Storage TrustN/A193051AA710993766PAUSD109824040.289LongABS-OCORPUSY22037-11-15Floating1.00975NNNNNNCold Storage TrustN/A193051AJ84888412PAUSD48782840.128LongABS-OCORPUSY22037-11-15Floating1.40975NNNNNNCold Storage TrustN/A193051AL34906106PAUSD48873140.129LongABS-OCORPUSY22037-11-15Floating1.75975NNNNNNCOLT Funding LLCN/A19688JAA5717136PAUSD7193180.019LongABS-OCORPUSY22065-03-25Variable1.853NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820753KAB8531782PAUSD5337720.014LongABS-OUSGSEUSY22031-08-25Floating2.40275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820753QAE9710536PAUSD7131020.019LongABS-OUSGSEUSY22031-04-25Floating2.50188NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820754AAB93943000PAUSD39489800.104LongABS-OUSGSEUSY22041-12-25Floating1.7NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820754KAB710654000PAUSD106606380.28LongABS-OUSGSEUSY22041-11-25Floating2.05NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5820754WAB14490505PAUSD44989290.118LongABS-OUSGSEUSY22040-01-25Floating2.10275NNNNNNConn Funding II, L.PN/A20825GAA35220171PAUSD52159900.137LongABS-OCORPUSY22026-05-15Fixed1.05NNNNNNDB Master Finance LLC549300F17UZJL70BPB08233046AK71694008PAUSD17533450.046LongABS-OCORPUSY22049-05-20Fixed4.021NNNNNNDB Master Finance LLC549300F17UZJL70BPB08233046AL53518023PAUSD37268630.098LongABS-OCORPUSY22049-05-20Fixed4.352NNNNNNDiamond Infrastructure FundingN/A25265LAA87083000PAUSD69244680.182LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNDominos Pizza Master Issuer LLN/A25755TAH32489025PAUSD26086530.069LongABS-OCORPUSY22047-07-25Fixed4.118NNNNNNDominos Pizza Master Issuer LLN/A25755TAJ97312830PAUSD74729800.197LongABS-OCORPUSY22048-07-25Fixed4.116NNNNNNDominos Pizza Master Issuer LL25490005ZWM1IF9UXU5725755TAK63894550PAUSD40851930.107LongABS-OCORPUSY22048-07-25Fixed4.328NNNNNNDominos Pizza Master Issuer LL25490005ZWM1IF9UXU5725755TAL413571273PAUSD142871640.376LongABS-OCORPUSY22049-10-25Fixed3.668NNNNNNDrive Auto Receivables Trust549300RZ091I85JWZO6326207KAG641169PAUSD412000.001LongABS-OCORPUSY22023-12-15Fixed3.53NNNNNNExeter Automobile ReceivablesN/A30166RAE71133000PAUSD11289920.03LongABS-OCORPUSN22026-01-15Fixed0.74NNNNNNExeter Automobile ReceivablesN/A30166RAF43626000PAUSD36040860.095LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ04030167DAE73260000PAUSD34265890.09LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNExtended Stay America Trust549300IESZBC3BJUJW6430227FAA88962374PAUSD89643150.236LongABS-OCORPUSY22038-07-15Floating1.19NNNNNNExtended Stay America Trust549300IESZBC3BJUJW6430227FAE02437320PAUSD24406420.064LongABS-OCORPUSY22038-07-15Floating1.49NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XAP9346995PAUSD3599380.009LongABS-OUSGSEUSN22024-11-25Floating5.00275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XBB91985743PAUSD20342450.053LongABS-OUSGSEUSN22025-07-25Floating5.10275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XBF02073222PAUSD21830940.057LongABS-OUSGSEUSN22028-04-25Floating5.80275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XDS02317083PAUSD23889550.063LongABS-OUSGSEUSN22029-04-25Floating4.35275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XEP54113417PAUSD42055570.111LongABS-OUSGSEUSN22029-07-25Floating3.65275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XJ705291581PAUSD53493260.141LongABS-OUSGSEUSN22030-10-25Floating2.25275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XNX85340993PAUSD54282530.143LongABS-OUSGSEUSN22030-01-25Floating2.30275NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD5830711XUX05231832PAUSD53068640.14LongABS-OUSGSEUSN22030-05-25Floating2.50188NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L873137G0HW21651626PAUSD17126460.045LongABS-OUSGSEUSN22028-07-25Floating5.65275NNNNNNFlagstar Mortgage TrustN/A33853HAB715381531PAUSD156507070.412LongABS-OCORPUSY22051-12-30Variable3NNNNNNFreddie Mac - STACRN/A35564KBS73013000PAUSD30308560.08LongABS-OUSGSEUSY22033-08-25Floating2.29967NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L8735564KDB22791000PAUSD28350290.075LongABS-OUSGSEUSY22033-08-25Floating2.34967NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L8735565RAH61021192PAUSD10233500.027LongABS-OUSGSEUSY22050-09-25Floating3.25275NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L8735565TAH28470215PAUSD85502050.225LongABS-OUSGSEUSY22050-11-25Floating2.64967NNNNNNFreddie Mac - STACRN/A35566CAH85597000PAUSD56237500.148LongABS-OUSGSEUSY22050-12-25Floating2.04967NNNNNNNRZ Excess Spread Collateraliz549300PJOVSVFWMID248433674AA61829022PAUSD18368150.048LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJP Morgan Mortgage TrustN/A46592WBE53023409PAUSD30234090.08LongABS-OCORPUSY22052-02-25Floating0.89967NNNNNNJack in the Box Funding, LLC5493002OJW26P0SUUP68466365AA16954051PAUSD69804760.184LongABS-OCORPUSY22049-08-25Fixed3.982NNNNNNJack in the Box Funding, LLC5493002OJW26P0SUUP68466365AB99239183PAUSD95569200.251LongABS-OCORPUSY22049-08-25Fixed4.476NNNNNNJack in the Box Funding, LLC5493002OJW26P0SUUP68466365AC76981107PAUSD74537720.196LongABS-OCORPUSY22049-08-25Fixed4.97NNNNNNJP Morgan Mortgage TrustN/A46654KBE64946546PAUSD49444690.13LongABS-OCORPUSY22052-01-25Floating0.89967NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE9748128U2M05634633PAUSD56039580.147LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNLAD Auto Receivables TrustN/A501683AA44931257PAUSD49134670.129LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNBVRT LLCN/A512366AB1874420PAUSD8766060.023LongABS-OCORPUSN22033-01-10Variable2.35138NNNNNNLakeview 2021-CRT2 LLCN/A51236PAA1217161PAUSD2171610.006LongABS-OCORPUSN22032-11-10Floating1.85138NNNNNNLife Financial Services TrustN/A53218CAA813778000PAUSD137375320.361LongABS-OCORPUSY22038-03-15Floating0.81NNNNNNLife Financial Services TrustN/A53218CAE06599000PAUSD65246350.172LongABS-OCORPUSY22038-03-15Floating1.21NNNNNNLUXE Commercial Mortgage TrustN/A55066WAA214554000PAUSD145894750.384LongABS-OCORPUSY22038-10-15Floating1.16NNNNNNMHC Commercial Mortgage TrustN/A55316VAA212276358PAUSD122292540.322LongABS-OCORPUSY22038-04-15Floating0.910712NNNNNNMHC Commercial Mortgage TrustN/A55316VAE45917835PAUSD58870340.155LongABS-OCORPUSY22038-04-15Floating1.460712NNNNNNMED TrustN/A58403YAN61845000PAUSD18388550.048LongABS-OCORPUSY22038-11-15Floating1.91NNNNNNMED TrustN/A58403YAR71873000PAUSD18663120.049LongABS-OCORPUSY22038-11-15Floating2.11NNNNNNMED TrustN/A58403YAU08317000PAUSD82517480.217LongABS-OCORPUSY22038-11-15Floating3.26NNNNNNMED TrustN/A58403YAX45232000PAUSD51927620.137LongABS-OCORPUSY22038-11-15Floating4.11NNNNNNMello Mortgage Capital AcceptaN/A585491BC66033533PAUSD60460770.159LongABS-OCORPUSY22051-10-25Floating0.99967NNNNNNMello Mortgage Capital AcceptaN/A58549XBC64753337PAUSD47630750.125LongABS-OCORPUSY22051-08-25Floating0.99967NNNNNNMello Mortgage Capital AcceptaN/A58550NAC54447913PAUSD44472460.117LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMercury Financial Credit CardN/A58940BAA46186000PAUSD61890710.163LongABS-OCORPUSY22026-03-20Fixed1.54NNNNNNNRZ Excess Spread Collateraliz549300PJOVSVFWMID24862955MAB25150952PAUSD51329470.135LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNOnslow Bay Financial LLCN/A67117JAC15198730PAUSD51974830.137LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/A67181DAA94794673PAUSD47447390.125LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNOneMain Direct Auto ReceivableN/A68268XAC52347000PAUSD23491350.062LongABS-OCORPUSY22025-10-14Fixed3.85NNNNNNOneMain Direct Auto ReceivableN/A68268XAD32534000PAUSD25366220.067LongABS-OCORPUSY22028-01-14Fixed4.4NNNNNNPreston Ridge Partners MortgagN/A69359XAA73919220PAUSD39147430.103LongABS-OCORPUSY22025-10-25Variable2.951NNNNNNPreston Ridge Partners MortgagN/A69360HAA97303120PAUSD72845570.192LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/A69360XAA47502716PAUSD74602440.196LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPlanet Fitness Master Issuer L549300NX9W3U2DO53T2272703PAA13566205PAUSD35662050.094LongABS-OCORPUSY22048-09-05Fixed4.262NNNNNNPlanet Fitness Master Issuer L549300NX9W3U2DO53T2272703PAC76495440PAUSD66543070.175LongABS-OCORPUSY22049-12-05Fixed3.858NNNNNNWoodward Capital ManagementN/A74938DAW34767087PAUSD47570500.125LongABS-OCORPUSY22051-07-25Floating0.84967NNNNNNSantander Drive Auto ReceivablN/A80285WAG28839000PAUSD89021620.234LongABS-OCORPUSN22026-11-16Fixed1.64NNNNNNSantander Drive Auto ReceivablN/A80286NAG115238000PAUSD151573390.399LongABS-OCORPUSN22026-11-16Fixed1.13NNNNNNSantander Bank Auto Credit-LinTR24TWEY5RVRQV65HD4980290CAE42532000PAUSD25296640.067LongABS-OCORPUSY22031-12-15Fixed1.833NNNNNNSequoia Mortgage Trust549300671OK77JNRLK2881745AAA5695321PAUSD7047640.019LongABS-OCORPUSY22043-05-25Variable2.5NNNNNNSequoia Mortgage TrustN/A81748KBN1608831PAUSD6134330.016LongABS-OCORPUSY22050-03-25Variable3.5NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/A85209FAA4306074PAUSD3071550.008LongABS-OCORPUSY22050-01-28Variable2.521NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/A85209FAB21263818PAUSD12676260.033LongABS-OCORPUSY22050-01-28Variable2.624NNNNNNSpruce Hill Mortgage AcquisitiN/A85214RAA1594127PAUSD5968370.016LongABS-OCORPUSY22055-06-25Variable3.407NNNNNNTaco Bell Funding, LLCN/A87342RAC83796125PAUSD39610300.104LongABS-OCORPUSY22046-05-25Fixed4.97NNNNNNTaco Bell Funding, LLCN/A87342RAE43306730PAUSD35941110.095LongABS-OCORPUSY22048-11-25Fixed4.94NNNNNNTaco Bell Funding, LLCN/A87342RAG94293000PAUSD41538860.109LongABS-OCORPUSY22051-08-25Fixed1.946NNNNNNTaco Bell Funding, LLCN/A87342RAH75159000PAUSD50157470.132LongABS-OCORPUSY22051-08-25Fixed2.294NNNNNNTesla Auto Lease TrustN/A88161KAC93326000PAUSD32849160.086LongABS-OCORPUSY22025-09-22Fixed0.6NNNNNNTesla Auto Lease TrustN/A88161KAE51705000PAUSD16807760.044LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTheorem Funding TrustN/A88339VAA63975793PAUSD39678280.104LongABS-OCORPUSY22027-12-15Fixed1.21NNNNNN280 Park Avenue Mortgage TrustN/A90205FAA84050930PAUSD40474140.106LongABS-OCORPUSY22034-09-15Floating0.98975NNNNNNUnited Wholesale Mortgage LLCN/A90354TAJ85997033PAUSD60217410.158LongABS-OCORPUSY22051-09-25Floating1.04967NNNNNNUnited Wholesale Mortgage LLCN/A90354XAJ95744145PAUSD57441420.151LongABS-OCORPUSY22051-08-25Floating0.94967NNNNNNUNIFY Auto Receivables TrustN/A90775QAD83808000PAUSD38143330.1LongABS-OCORPUSY22026-07-15Fixed0.98NNNNNNUpstart Securitization TrustN/A91679JAA53140000PAUSD31255490.082LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNVCAT Asset Securitization, LLCN/A91790CAA41722025PAUSD17161690.045LongABS-OCORPUSY22050-12-26Variable2.2891NNNNNNUnited Wholesale Mortgage LLCN/A918307AC33476854PAUSD34722370.091LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLC5493000RL8X7WTQ7HO2092212KAB29359000PAUSD91070070.239LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVantage Data Centers LLC5493000RL8X7WTQ7HO2092212KAC04083000PAUSD39767580.105LongABS-OCORPUSY22045-09-15Fixed1.992NNNNNNVASA TrustN/A92230AAA43768000PAUSD37434780.098LongABS-OCORPUSY22039-07-15Floating1.01NNNNNNWells Fargo Commercial MortgagN/A95003LAA82718884PAUSD27190280.072LongABS-OCORPUSY22040-02-15Floating1.26NNNNNNWENDYS FUNDING LLC5493009DRVSTWJOXUL4895058XAE8699840PAUSD7242480.019LongABS-OCORPUSY22048-03-15Fixed3.884NNNNNNWENDYS FUNDING LLC5493009DRVSTWJOXUL4895058XAG33632160PAUSD37512610.099LongABS-OCORPUSY22049-06-15Fixed3.783NNNNNNWENDYS FUNDING LLC5493009DRVSTWJOXUL4895058XAL22381035PAUSD23641000.062LongABS-OCORPUSY22051-06-15Fixed2.775NNNNNNWestlake Automobile ReceivableN/A96042KAF04016000PAUSD40924660.108LongABS-OCORPUSY22025-06-16Fixed2.8NNNNNNWingstop Funding LLCN/A974153AB45811795PAUSD58781700.155LongABS-OCORPUSY22050-12-05Fixed2.841NNNNNNNEWDAY FUNDING213800GBPRAJHSB5YK1965120LAA94332000PAUSD43623770.115LongABS-OCORPGBY22029-03-15Floating1.15NNNNNNELANCO ANIMAL HEALTH INC549300SHPNDCE059M93428414BAF315630778PAUSD154110090.405LongLONCORPUSN22027-08-01Floating1.84925NNNNNNMADISON IAQ LLC549300IXDNBXNHUPBU7355759VAB415163750PAUSD151405490.398LongLONCORPUSN22028-06-21Floating3.75NNNNNNMOZART BORROWER LPN/ABL36651247550143PAUSD75468210.198LongLONCORPUSN22028-10-23Floating3.75NNNNNNMKS INSTRUMENTS INC549300KEQATBHAGVF505BL36786638162000PAUSD81395550.214LongLONCORPUSN22028-10-20Floating2.75NNNNNNSTANDARD INDUSTRIES INC54930064UHXCIUWVI755BL36839865170951PAUSD51731220.136LongLONCORPUSN22028-09-22Floating3NNNNNNCASTLELAKE AVIATION ONE2138003EQK2PETKID103BL372987010910439PAUSD108525040.285LongLONCORPUSN22026-10-22Floating3.25NNNNNNTRANS UNION LLCX8NPN6PWJOM1QCTYFV34BL376542911745000PAUSD117068290.308LongLONCORPUSN22028-12-01Floating2.75NNNNNNICON LUXEMBOURG SARL635400PUWMHSPI2DDA35BL357384912482041PAUSD124767980.328LongLONCORPLUN22028-07-03Floating2.75NNNNNNPRA HEALTH SCIENCES INC549300R1HR1VWWHIAK47BL36463973109908PAUSD31086020.082LongLONCORPUSN22028-07-03Floating2.75NNNNNNALPHA 3 BV549300RVASWYF4HCO804N0287GAG87152075PAUSD71341950.188LongLONCORPUSN22028-03-18Floating3NNNNNNDIAMOND BC BV549300SWLHWJF3D4N658BL370689410845000PAUSD107941370.284LongLONCORPKYN22028-09-29Floating3.5NNNNNNN/AN/AN/A269NCUSD1366020.004N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-04-0532406094USD136602NNNN/AN/AN/A-5NCUSD6250N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2022-04-05-1091484USD625NNNN/AN/AN/A10NCUSD210160.001N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-03-311443359USD21016NNN2022-02-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER