NPORT-Pfalse0000277751XXXXXXXXS000010479C000028938C000077701C000077702C000077703C000077704C000083525C000114878JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Short Duration Flexible Bond FundS0000104790IWXBJ4S82V64ZFH45822023-06-302022-12-31N905135254764263689749261800000000000001754778USDNN/AN/AN/AN/ARoyal Bank of CanadaN/A357074PAUSD3570740.04LongSTIVCORPUSN22023-01-03Fixed4.31NNNNNReach Financial LLC5967007LIEEXZXK7FS45Reach Financial LLC 2022-2A A75526GAA91962906PAUSD19588610.218LongECCORPUSY2NNNJanus Capital Group Inc8T2ZO87FU1KVPZIG9I59Janus Henderson Cash Liquidity FundN/A15652821NSUSD156559521.744LongECPFUSN2NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A1428296NSUSD14282960.159LongECPFUSN2NNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAP73072000PAUSD28287560.315LongDBTCORPUSN22024-08-18Fixed0.8NNNNNNALBERTSONS COS/SAFEWAY549300YKWOC0AOR16R51Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC013092AD35132000PAUSD50998310.568LongDBTCORPUSY22023-02-15Fixed3.5NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBD44880000PAUSD41359090.461LongDBTCORPUSN22027-06-15Fixed2.875NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GLC12851000PAUSD29435770.328LongDBTCORPUSN22028-11-10Variable6.204NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR213752000PAUSD128974951.437LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCOREBRIDGE FINANCIAL INC549300XY1661QCIA7J65Corebridge Financial Inc21871XAA72625000PAUSD25165210.28LongDBTCORPUSY22025-04-04Fixed3.5NNNNNNDAE FUNDING LLC635400SZTPQL3Y1P2C76DAE Funding LLC23371DAJ31642000PAUSD15259260.17LongDBTCORPUSY22024-08-01Fixed1.55NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT Corp26884LAP42371000PAUSD23594760.263LongDBTCORPUSN22025-10-01Fixed5.678NNNNNNGE HEALTHCARE HLDG LLC549300OI9J7XOWZMUN85GE HEALTHCARE HLDG LLC36267VAC73053000PAUSD30718100.342LongDBTCORPUSY22025-11-15Fixed5.6NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BR91308000PAUSD13064160.146LongDBTCORPUSN22025-02-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BS7684000PAUSD6883160.077LongDBTCORPUSN22026-02-15Fixed5.875NNNNNNILLUMINA INCSQ95QG8SR5Q56LSNF682Illumina Inc452327AN92951000PAUSD29710520.331LongDBTCORPUSN22025-12-12Fixed5.8NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PCZ76763000PAUSD65663450.732LongDBTCORPUSN22026-04-26Variable4.08NNNNNNLOWE'S COS INCWAFCR4OKGSC504WU3E95LOW 3.35 04/01/27548661EG8916000PAUSD8599080.096LongDBTCORPUSN22027-04-01Fixed3.35NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61744YAQ15133000PAUSD51052520.569LongDBTCORPUSN22024-04-24Variable3.737NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YDU68673000PAUSD86412930.963LongDBTCORPUSN22023-05-22Fixed4.1NNNNNNNEXTERA ENERGY OPERATING549300KJEC5IUVJWR786NextEra Energy Operating Partners LP65342QAK81229000PAUSD11921310.133LongDBTCORPUSY22024-07-15Fixed4.25NNNNNNOWL ROCK CAPITAL CORPORA5493003BCZ22YM5BRK17Owl Rock Capital Corp69122JAC04908000PAUSD40402290.45LongDBTCORPUSN22027-04-13Fixed3.125NNNNNNMODIVCARE INC549300EFZIFW7F7I0Q28Providence Service Corp743815AE21734000PAUSD16287920.181LongDBTCORPUSY22025-11-15Fixed5.875NNNNNNSLM CORP4K8SLPBF5DXXGPW03H93SLM Corp78442PGE03419000PAUSD29076880.324LongDBTCORPUSN22026-11-02Fixed3.125NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAJ0857000PAUSD5656370.063LongDBTCORPUSN22099-12-31Variable4NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAP66640000PAUSD43561630.485LongDBTCORPUSN22099-12-31Variable4.25NNNNNNSOUTHERN CAL EDISON9R1Z5I36FERIBVKW4P77Southern California Edison Co842400HS52077000PAUSD21378290.238LongDBTCORPUSN22027-11-01Fixed5.85NNNNNNSPRINT LLC549300ZTTY7CXOLJ6539Sprint Corp85207UAF22254000PAUSD22855240.255LongDBTCORPUSN22023-09-15Fixed7.875NNNNNNTARGA RESOURCES PARTNERS6OQWTZ1SPC04IFT4T704Targa Resources Partners LP / Targa Resources Partners Finance Corp87612BBL51643000PAUSD16534170.184LongDBTCORPUSN22027-07-15Fixed6.5NNNNNNTENET HEALTHCARE CORP0W9AIBT6U6ADJ2I8HK17Tenet Healthcare Corp88033GCS7712000PAUSD6943830.077LongDBTCORPUSN22024-07-15Fixed4.625NNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond9128286Z84521000PAUSD43323900.483LongDBTUSTUSN22024-06-30Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCD124051000PAUSD236216522.632LongDBTUSTUSN22023-05-31Fixed0.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCK560346000PAUSD589966276.573LongDBTUSTUSN22023-06-30Fixed0.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCU34619000PAUSD44795280.499LongDBTUSTUSN22023-08-31Fixed0.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDD044134000PAUSD425600024.742LongDBTUSTUSN22023-10-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDH19849000PAUSD91926571.024LongDBTUSTUSN22024-11-15Fixed0.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDS7760000PAUSD7112230.079LongDBTUSTUSN22025-01-15Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDV012392000PAUSD118900271.325LongDBTUSTUSN22024-01-31Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDZ1361000PAUSD3398190.038LongDBTUSTUSN22025-02-15Fixed1.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CED91442000PAUSD13625770.152LongDBTUSTUSN22025-03-15Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CEY319964700PAUSD193376842.155LongDBTUSTUSN22025-07-15Fixed3NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFA451147000PAUSD498883045.559LongDBTUSTUSN22024-07-31Fixed3NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFE612236000PAUSD118794351.324LongDBTUSTUSN22025-08-15Fixed3.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFK27113000PAUSD69707400.777LongDBTUSTUSN22025-09-15Fixed3.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFM814758000PAUSD148133421.651LongDBTUSTUSN22027-09-30Fixed4.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFN622326000PAUSD222117542.475LongDBTUSTUSN22024-09-30Fixed4.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFU049416100PAUSD495975505.526LongDBTUSTUSN22027-10-31Fixed4.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFW610568000PAUSD106315731.185LongDBTUSTUSN22025-11-15Fixed4.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFY21306000PAUSD12972250.145LongDBTUSTUSN22029-11-30Fixed3.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFZ921784000PAUSD216648692.414LongDBTUSTUSN22027-11-30Fixed3.875NNNNNNWELLS FARGO & COMPANYPBLD0EJDB5FWOLXP3B76Wells Fargo & Co95000U2V43116000PAUSD28854190.321LongDBTCORPUSN22028-03-24Variable3.526NNNNNNTRAVEL + LEISURE COT4VNTWMFQ7JQB65L7T35Wyndham Destinations Inc98310WAP31763000PAUSD17364690.193LongDBTCORPUSN22024-04-01Fixed5.65NNNNNNAVOLON HOLDINGS FNDG LTD635400ZRKEX9L1BKCH30Avolon Holdings Funding Ltd05401AAL52351000PAUSD21313020.237LongDBTCORPKYY22026-04-15Fixed4.25NNNNNNAVOLON HOLDINGS FNDG LTD635400ZRKEX9L1BKCH30Avolon Holdings Funding Ltd05401AAM33354000PAUSD28867060.322LongDBTCORPKYY22026-02-21Fixed2.125NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA05565AAN35148000PAUSD50902260.567LongDBTCORPFRY22099-12-31Variable7.375NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2G83253000PAUSD32204820.359LongDBTCORPFRY22025-01-10Variable4.705NNNNNNCASTLELAKE AVIATION FIN2138006F7SMD1COVC345Castlelake Aviation Finance DAC14856HAA62999000PAUSD26096210.291LongDBTCORPIEY22027-04-15Fixed5NNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAR74222000PAUSD36930680.411LongDBTCORPN/AY22027-01-15Fixed2.5NNNNNNNOVA CHEMICALS CORP5493007M1XGU5E55ZJ25NOVA Chemicals Corp66977WAQ21707000PAUSD16515160.184LongDBTCORPCAY22024-06-01Fixed4.875NNNNNNUBS GROUP AG549300SZJ9VS8SGXAN81UBS Group AG90352JAF05447000PAUSD53588860.597LongDBTCORPCHY22099-12-31Variable7NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F032617993344PAUSD9017090.1LongABS-MBSUSGSEUSN22052-03-25Fixed3.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0426162741764PAUSD26390960.294LongABS-MBSUSGSEUSN22052-06-25Fixed4.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F050619937576PAUSD9235900.103LongABS-MBSUSGSEUSN22052-07-25Fixed5NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AA73732437PAUSD36863660.411LongABS-MBSCORPUSY22036-10-15Floating5.37009NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AE9850000PAUSD8343640.093LongABS-MBSCORPUSY22036-10-15Floating5.53009NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0320753MAF5351741PAUSD3507490.039LongABS-MBSUSGSEUSY22031-09-25Floating6.53871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0720753WAF34130PAUSD41190LongABS-MBSUSGSEUSY22039-10-25Floating6.48871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0620754JAB081311PAUSD812120.009LongABS-MBSUSGSEUSY22039-09-25Floating6.48871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M120754KAA92013788PAUSD19587660.218LongABS-MBSUSGSEUSY22041-11-25Floating4.82768NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329Q5T436901PAUSD360930.004LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADPD454721PAUSD521620.006LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DN2L61167814PAUSD11415460.127LongABS-MBSUSGSEUSN22052-10-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNHU01916399PAUSD18763090.209LongABS-MBSUSGSEUSN22050-09-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNP49514603PAUSD4830180.054LongABS-MBSUSGSEUSN22052-08-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQD81150504PAUSD10569390.118LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNSB0186170PAUSD1770810.02LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNWL3647185PAUSD6169180.069LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DV4Z555203PAUSD539960.006LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7F86115469PAUSD1055270.012LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B9K7827968PAUSD269450.003LongABS-MBSUSGSEUSN22052-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFN697522PAUSD891130.01LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BGBH0457141PAUSD4288900.048LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPL2234552PAUSD344830.004LongABS-MBSUSGAUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPUK21141496PAUSD11392050.127LongABS-MBSUSGAUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPV541759088PAUSD17555580.196LongABS-MBSUSGAUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF45327201PAUSD3200420.036LongABS-MBSUSGAUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF5256161PAUSD549330.006LongABS-MBSUSGAUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGJ90286716PAUSD2804430.031LongABS-MBSUSGAUSN22049-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KHGG5194946PAUSD1906810.021LongABS-MBSUSGAUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JLKM596747PAUSD922220.01LongABS-MBSUSGSEUSN22048-12-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHTA71072843PAUSD9496570.106LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHU56163980PAUSD1498610.017LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6R1897986PAUSD7971210.089LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6S9800336PAUSD7081950.079LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7F6440450PAUSD4024710.045LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7G4799269PAUSD7309110.081LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4R833238PAUSD319930.004LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4S665027PAUSD626470.007LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MLUD0113378PAUSD1092290.012LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MMPS1147318PAUSD1419260.016LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNA0122353PAUSD1118030.012LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNB8261888PAUSD2394890.027LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCJ451620PAUSD497300.006LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCT259014PAUSD568550.006LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRLZ8179865PAUSD1732820.019LongABS-MBSUSGSEUSN22052-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRZU4458530PAUSD4301840.048LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSF75116229PAUSD1090440.012LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSNE1255894PAUSD2553810.028LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MUUU2208282PAUSD1954070.022LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140N0FK6572442PAUSD5712940.064LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140Q9ED1392446PAUSD3842360.043LongABS-MBSUSGSEUSN22048-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBCV836946PAUSD361370.004LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBPV450656PAUSD495470.006LongABS-MBSUSGSEUSN22049-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPX691974380PAUSD19032420.212LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQL374919179PAUSD50089010.558LongABS-MBSUSGSEUSN22052-10-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQVP71968083PAUSD19237970.214LongABS-MBSUSGSEUSN22052-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7ST71937798PAUSD18431960.205LongABS-MBSUSGSEUSN22050-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJE15148106PAUSD48967770.546LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJZ41021636PAUSD10002650.111LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGZE2577511PAUSD5481570.061LongABS-MBSUSGSEUSN22052-04-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLR61257071PAUSD11982780.134LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHVN42960697PAUSD27199030.303LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZL448756PAUSD464750.005LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZN0100036PAUSD951530.011LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJKP7738460PAUSD7024080.078LongABS-MBSUSGSEUSN22051-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418C4F8606351PAUSD5779930.064LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CQB3423565PAUSD4041060.045LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CYM0521792PAUSD4973880.055LongABS-MBSUSGSEUSN22048-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DCZ377895PAUSD740920.008LongABS-MBSUSGSEUSN22049-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DKW170948PAUSD693950.008LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA4 M235565AAH3202344PAUSD2022120.023LongABS-MBSUSGSEUSY22049-10-25Floating6.33871NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAA85929000PAUSD57536970.641LongABS-MBSCORPUSY22036-12-15Floating5.352NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE B46591PAE22560000PAUSD23471930.262LongABS-MBSCORPUSY22037-01-10Fixed3.6401NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-3 A91679LAA0852716PAUSD8333070.093LongABS-MBSCORPUSY22031-07-20Fixed0.83NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2022-2 A169377AAA52501161PAUSD23371680.26LongABS-CBDOCORPUSY22027-03-25Variable5NNNNNNVMC Finance LLCN/AVMC Finance LLC 2021-HT1 A91835TAA41233677PAUSD11908220.133LongABS-CBDOCORPUSY22037-01-18Floating5.98914NNNNNNARES CLO LtdN/AARES CLO Ltd 2021-60A A04018FAA6491000PAUSD4775950.053LongABS-CBDOCORPKYY22034-07-18Floating3.86029NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA A212510TAB04325000PAUSD40616640.453LongABS-CBDOCORPKYY22035-01-20Floating5.74257NNNNNNCIFC Funding Ltd54930089HD7KU5NUS092CIFC Funding Ltd 2021-7A B12567HAE21432000PAUSD13673410.152LongABS-CBDOCORPKYY22035-01-23Floating5.92457NNNNNNCIFC Funding Ltd54930076OPDXR0U68E20CIFC Funding Ltd 2016-1A BRR17180TBC51278000PAUSD12261310.137LongABS-CBDOCORPKYY22031-10-21Floating5.97757NNNNNNElmwood CLO II Ltd.N/AElmwood CLO VIII Ltd 2019-2A AR29001LAL5740000PAUSD7224950.081LongABS-CBDOCORPKYY22034-04-20Floating3.85986NNNNNNNeuberger Berman CLO Ltd549300RVE5T2OYI2H743Neuberger Berman CLO Ltd 2019-33A BR64132TAL73800000PAUSD36690940.409LongABS-CBDOCORPKYY22033-10-16Floating5.1591NNNNNNOCP CLO Ltd254900FZYL5HDKV64882OCP CLO Ltd 2015-10A BR267092DAV12686000PAUSD25642220.286LongABS-CBDOCORPKYY22034-01-26Floating5.97686NNNNNNOctagon Investment Partners 48N/AOctagon Investment Partners 48 Ltd 2020-3A BR67577UAL9527000PAUSD5058460.056LongABS-CBDOCORPKYY22034-10-20Floating5.84257NNNNNNPalmer Square Loan Funding LtdN/APalmer Square Loan Funding 2020-1A A269701EAC03093334PAUSD30403820.339LongABS-CBDOCORPKYY22028-02-20Floating6.02543NNNNNNSound Point CLO LTDN/ASound Point CLO Ltd 2019-1A AR83611KAL62136000PAUSD20904730.233LongABS-CBDOCORPKYY22032-01-20Floating3.78986NNNNNNWind River CLO Ltd549300AMLFWC1VCUN251THL Credit Wind River CLO Ltd 2014-1A ARR88432CBB15118934PAUSD50030830.557LongABS-CBDOCORPKYY22031-07-18Floating3.79029NNNNNNACC Auto TrustN/AACC Auto Trust 2022-A A00085YAA11742040PAUSD17095990.19LongABS-OCORPUSY22026-07-15Fixed4.58NNNNNNACM Auto TrustN/AACM Auto Trust 2022-1A A00091QAA0637867PAUSD6347360.071LongABS-OCORPUSY22029-04-20Fixed3.23NNNNNNACC Auto TrustN/AACC Auto Trust 2021-A A00108XAA6274021PAUSD2708550.03LongABS-OCORPUSY22027-04-15Fixed1.08NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2021-B A00834DAA11402000PAUSD13291390.148LongABS-OCORPUSY22026-08-17Fixed1.03NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-503464KAA6172341PAUSD1652940.018LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-603464VAA2148851PAUSD1410520.016LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAqua Finance TrustN/AAqua Finance Trust 2021-A A03842VAA5685228PAUSD6153540.069LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArivo Acceptance Auto Loan RecN/AArivo Acceptance Auto Loan Receivables 2022-1A A04047EAA42285717PAUSD22184730.247LongABS-OCORPUSY22028-05-15Fixed3.93NNNNNNAtalaya Equipment Leasing FundN/AAtalaya Equipment Leasing Fund I LP 2021-1A A2046497AB9857694PAUSD8325450.093LongABS-OCORPUSY22026-05-15Fixed1.23NNNNNNAvis Budget Rental Car FundingIHXLB8SL0QWSSG2VG640Avis Budget Rental Car Funding AESOP LLC 2017-2A D05377REW01617000PAUSD16116330.18LongABS-OCORPUSY22024-03-20Fixed4.56NNNNNNBarclays Commercial Mortgage SN/ABarclays Commercial Mortgage Securities LLC 2017-DELC05552EAA8430000PAUSD4221770.047LongABS-OCORPUSY22036-08-15Floating5.29286NNNNNNBPR TrustN/ABPR Trust 2022-OANA A05592DAA23717000PAUSD36601710.408LongABS-OCORPUSY22037-04-15Floating6.23361NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AV05609BAV11817000PAUSD17308240.193LongABS-OCORPUSY22036-02-15Floating5.118NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AJV05609BCD91598000PAUSD15194680.169LongABS-OCORPUSY22036-02-15Floating5.118NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-21M A05609CAA51868489PAUSD17955200.2LongABS-OCORPUSY22036-10-15Floating5.048NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT F05609VAQ83235000PAUSD29817330.332LongABS-OCORPUSY22036-09-15Floating6.71787NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2022-FOX2 A205610AAW82005000PAUSD18462730.206LongABS-OCORPUSY22039-04-15Floating5.08481NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-4 A1107336GAK01935358PAUSD17338550.193LongABS-OCORPUSY22051-10-25Floating4.3708NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-5 AF07336JAX61892985PAUSD17001050.189LongABS-OCORPUSY22051-11-25Floating4.3708NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-2 A107336NAA73904326PAUSD32584450.363LongABS-OCORPUSY22051-12-25Variable3NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A A112530MAE52191812PAUSD18906620.211LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A B112530MAG0804204PAUSD6601070.074LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A112530MAL912430022PAUSD120486681.342LongABS-OCORPUSY22062-08-15Fixed5.97NNNNNNCIM TrustN/ACIM Trust 2021-NR1 A112565YAA51174882PAUSD11062530.123LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE412653VAA43703000PAUSD36604650.408LongABS-OCORPUSY22036-05-15Floating5.298NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE4 C12653VAE64106000PAUSD40166150.448LongABS-OCORPUSY22036-05-15Floating5.748NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2021-WEHO A12657CAA21528094PAUSD14838410.165LongABS-OCORPUSY22023-04-15Floating8.2873NNNNNNCOLEM 2021-HLNE Mortgage TrustN/ACOLEM Mortgage Trust 2022-HLNE A12659JAA54914000PAUSD41234000.459LongABS-OCORPUSY22042-04-12Variable2.461NNNNNNCP EF ASSET SECURITIZATION I,N/ACP EF Asset Securitization I LLC 2002-1A A12662AAA92934292PAUSD28864010.322LongABS-OCORPUSY22030-04-15Fixed5.96NNNNNNCarvana Auto Receivables TrustN/ACarvana Auto Receivables Trust 2021-P4 A214687KAB2615577PAUSD6076640.068LongABS-OCORPUSN22025-04-10Fixed0.82NNNNNNChesapeake Funding II LLC5493000HT7H4OFOD6Z12Chesapeake Funding II LLC 2019-2A165183CH52858000PAUSD28451560.317LongABS-OCORPUSY22031-09-15Fixed2.71NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 A193051AA73282205PAUSD31962880.356LongABS-OCORPUSY22037-11-15Floating5.21786NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 B193051AJ81683863PAUSD16302250.182LongABS-OCORPUSY22037-11-15Floating5.61786NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 C193051AL31690744PAUSD16353440.182LongABS-OCORPUSY22037-11-15Floating5.96786NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0220753KAB820728PAUSD206890.002LongABS-OUSGSEUSY22031-08-25Floating6.68871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2018-R0720753QAE956254PAUSD560880.006LongABS-OUSGSEUSY22031-04-25Floating6.78871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R03 1M120753XAA21936442PAUSD19255870.215LongABS-OUSGSEUSY22042-03-25Floating6.02768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R04 1M120753YCH3873269PAUSD8711660.097LongABS-OUSGSEUSY22042-03-25Floating5.92768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R03 1M220754AAB9951000PAUSD8830960.098LongABS-OUSGSEUSY22041-12-25Floating5.57768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M220754KAB72548000PAUSD23712950.264LongABS-OUSGSEUSY22041-11-25Floating5.92768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1M220754LAB51997000PAUSD18674220.208LongABS-OUSGSEUSY22041-12-25Floating5.82768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1B120754LAF61759000PAUSD16510000.184LongABS-OUSGSEUSY22041-12-25Floating7.07768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R06 1M120754NAB1766234PAUSD7732260.086LongABS-OUSGSEUSY22042-05-25Floating6.67768NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R08 1M120755DAA4931068PAUSD9337200.104LongABS-OUSGSEUSY22042-07-25Floating6.47768NNNNNNConn Funding II, L.PN/AConn Funding II LP 2021-A A20825GAA31242PAUSD12400LongABS-OCORPUSY22026-05-15Fixed1.05NNNNNNConn Funding II, L.PN/AConn Funding II LP 2022-A A20825YAA41228526PAUSD12265610.137LongABS-OCORPUSY22026-12-15Fixed5.87NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2019-P2 C21054PAD7315929PAUSD3139920.035LongABS-OCORPUSY22026-10-15Fixed4.41NNNNNNDB Master Finance LLC549300F17UZJL70BPB08DB Master Finance LLC 2017-1A A2II233046AF84880610PAUSD44122090.492LongABS-OCORPUSY22047-11-20Fixed4.03NNNNNNDBCCRE Mortgage TrustN/ADBCCRE Mortgage Trust 2014-ARCP E23305MAL94240000PAUSD37939280.423LongABS-OCORPUSY22034-01-10Variable4.9345NNNNNNDiamond Infrastructure FundingN/ADiamond Infrastructure Funding LLC 2021-1A A25265LAA82114000PAUSD17315490.193LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNDiamond Resorts Owner TrustN/ADiamond Resorts Owner Trust 2021-1A A25273CAA8700629PAUSD6377320.071LongABS-OCORPUSY22033-11-21Fixed1.51NNNNNNDonlen Fleet Lease Funding549300ZWUQETU54FDP26Donlen Fleet Lease Funding 2021-2 B257812AE71572000PAUSD14728920.164LongABS-OCORPUSY22034-12-11Fixed0.98NNNNNNDonlen Fleet Lease Funding549300ZWUQETU54FDP26Donlen Fleet Lease Funding 2021-2 C257812AF41471000PAUSD13663870.152LongABS-OCORPUSY22034-12-11Fixed1.2NNNNNNDrive Auto Receivables TrustN/ADrive Auto Receivables Trust 2020-126208QAG22511000PAUSD24634690.274LongABS-OCORPUSN22027-05-17Fixed2.7NNNNNNDROP Mortgage Trust 2021-FILEN/ADROP Mortgage Trust 2021-FILE A26210YAA43929000PAUSD37493210.418LongABS-OCORPUSY22043-10-15Floating5.47NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2021-1A D30166RAF41081000PAUSD10073540.112LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ040Exeter Automobile Receivables Trust 2019-130167DAE72895000PAUSD28678750.32LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2020-2A E30167YAJ02687000PAUSD27038170.301LongABS-OCORPUSY22027-09-15Fixed7.19NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH B30227FAE0704811PAUSD6752050.075LongABS-OCORPUSY22038-07-15Floating5.698NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH E30227FAL43306363PAUSD31475290.351LongABS-OCORPUSY22038-07-15Floating7.168NNNNNNFREED ABS TrustN/AFREED ABS Trust 2019-2 C30312JAC2211528PAUSD2113030.024LongABS-OCORPUSY22026-11-18Fixed4.86NNNNNNFreedom FinancialN/AFREED ABS Trust 2021-3FP B30322MAB52189782PAUSD21677770.242LongABS-OCORPUSY22028-11-20Fixed1.01NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2015-C01 1M230711XAT1386668PAUSD3941700.044LongABS-OUSGSEUSN22025-02-25Floating8.68871NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBB9158802PAUSD1647000.018LongABS-OUSGSEUSN22025-07-25Floating9.38871NNNNNNFirst Investors Auto Owner TruN/AFirst Investors Auto Owner Trust 2022-1A A32057KAA82703493PAUSD26202990.292LongABS-OCORPUSY22027-01-15Fixed2.03NNNNNNFlagstar Mortgage TrustN/AFlagstar Mortgage Trust 2021-13IN A233853HAB75598845PAUSD46726400.521LongABS-OCORPUSY22051-12-30Variable3NNNNNNFoursight Capital Automobile RN/AFoursight Capital Auto Receivables Trust 2021-1 B35105WAG42960000PAUSD28849870.321LongABS-OCORPUSY22026-01-15Fixed0.87NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA1 M235564KBS7681000PAUSD6273150.07LongABS-OUSGSEUSY22033-08-25Floating6.17768NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB2622000PAUSD6150990.069LongABS-OUSGSEUSY22033-08-25Floating6.22768NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA3 M1A35564KE39785097PAUSD7818760.087LongABS-OUSGSEUSY22042-08-25Floating6.22768NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA2 M235564KFV62592000PAUSD22731060.253LongABS-OUSGSEUSY22033-12-25Floating5.97768NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA1 M1A35564KTA7909465PAUSD9011160.1LongABS-OUSGSEUSY22042-03-25Floating6.02768NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M1A35564KYN31278669PAUSD12903030.144LongABS-OUSGSEUSY22042-06-25Floating6.87768NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA2 M235565LAH91923102PAUSD19380740.216LongABS-OUSGSEUSY22050-03-25Floating7.48871NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M235565TAH21252471PAUSD12372410.138LongABS-OUSGSEUSY22050-11-25Floating6.52768NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA6 M235566CAH81135713PAUSD11267390.126LongABS-OUSGSEUSY22050-12-25Floating5.92768NNNNNNFreedom FinancialN/AFREED ABS Trust 2022-2CP B35633LAB06317000PAUSD61794880.689LongABS-OCORPUSY22029-05-18Fixed4.49NNNNNNFreedom FinancialN/AFREED ABS Trust 2022-3FP A35634EAA71576549PAUSD15705560.175LongABS-OCORPUSY22029-08-20Fixed4.5NNNNNNGCATN/AGCAT 2022-INV1 A136168YAA54870109PAUSD40112320.447LongABS-OCORPUSY22051-12-25Variable3NNNNNNHPEFS Equipment TrustN/AHewlett-Packard Financial Services Company Trust 2020-1A C40438FAE4322899PAUSD3217150.036LongABS-OCORPUSY22030-02-20Fixed2.03NNNNNNHPEFS Equipment TrustN/AHewlett-Packard Financial Services Company Trust 2020-1A D40438FAF1800000PAUSD7912260.088LongABS-OCORPUSY22030-02-20Fixed2.26NNNNNNHilton Grand Vacations TrustN/AHilton Grand Vacations Trust 2020-AA43285HAA61838591PAUSD17255740.192LongABS-OCORPUSY22039-02-25Fixed2.74NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2020-PLS1 A433674AA6398953PAUSD3635950.041LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2020-1 B46591HAN0740758PAUSD7276910.081LongABS-OCORPUSY22028-01-25Fixed0.991NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2020-2 B46591HAU4469634PAUSD4567680.051LongABS-OCORPUSY22028-02-25Fixed0.84NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-1 B46591HBR01063684PAUSD10209930.114LongABS-OCORPUSY22028-09-25Fixed0.875NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE A46591PAA0991000PAUSD9111690.102LongABS-OCORPUSY22037-01-10Fixed3.2865NNNNNNJP Morgan Mortgage TrustN/AJP Morgan Mortgage Trust 2019-LTV246651AAQ541179PAUSD406400.005LongABS-OCORPUSY22049-12-25Variable3.5NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-2 B48128U2M0828431PAUSD7916080.088LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNKNDL Mortgage TrustN/AKNDL Mortgage Trust 2019-KNSQ A482598AA73838000PAUSD37995830.423LongABS-OCORPUSY22036-05-15Floating5.118NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2021-1A A501683AA4702548PAUSD6818110.076LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2022-1A A501687AA53407336PAUSD33512590.373LongABS-OCORPUSY22027-06-15Fixed5.21NNNNNNLendingPoint Asset SecuritizatN/ALendingPoint Asset Securitization Trust 2022-A A52605AAA51187183PAUSD11756000.131LongABS-OCORPUSY22029-06-15Fixed1.68NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607BAA12977062PAUSD28418240.317LongABS-OCORPUSY22026-06-15Fixed1.46NNNNNNLendingPoint Asset SecuritizatN/ALendingPoint Asset Securitization Trust 2021-B A52607HAA8542278PAUSD5381680.06LongABS-OCORPUSY22029-02-15Fixed1.11NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607KAA12448422PAUSD23520920.262LongABS-OCORPUSY22027-05-17Fixed4.22NNNNNNOasis SecuritisationN/AOasis Securitization 2022-2A A53161MAA32446464PAUSD24328100.271LongABS-OCORPUSY22034-10-15Fixed6.85NNNNNNOasis SecuritisationN/AOasis Securitization 2022-1A A53161NAA11769631PAUSD17360240.193LongABS-OCORPUSY22034-05-15Fixed4.75NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR A53218CAA83554420PAUSD34417660.383LongABS-OCORPUSY22038-03-15Floating5.018NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR C53218CAE01980685PAUSD18825700.21LongABS-OCORPUSY22038-03-15Floating5.418NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 A153218DAA62823000PAUSD27530770.307LongABS-OCORPUSY22039-05-15Floating5.63085NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 B53218DAE81059000PAUSD10223350.114LongABS-OCORPUSY22039-05-15Floating6.12952NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC A55316VAA23182956PAUSD30876970.344LongABS-OCORPUSY22038-04-15Floating5.118962NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC C55316VAE41797068PAUSD17127970.191LongABS-OCORPUSY22038-04-15Floating5.668962NNNNNNMarlette Funding Trust549300J7CH2COR8VWE03Marlette Funding Trust 2021-3A A57108QAA1986133PAUSD9751150.109LongABS-OCORPUSY22031-12-15Fixed0.65NNNNNNMED TrustN/AMED Trust 2021-MDLN C58403YAN6587000PAUSD5566520.062LongABS-OCORPUSY22038-11-15Floating6.118NNNNNNMED TrustN/AMED Trust 2021-MDLN D58403YAR7596000PAUSD5642020.063LongABS-OCORPUSY22038-11-15Floating6.318NNNNNNMED TrustN/AMED Trust 2021-MDLN E58403YAU02647000PAUSD24569690.274LongABS-OCORPUSY22038-11-15Floating7.468NNNNNNMED TrustN/AMED Trust 2021-MDLN F58403YAX41665000PAUSD15333310.171LongABS-OCORPUSY22038-11-15Floating8.318NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2022-INV1 A2585490AC93347818PAUSD27453610.306LongABS-OCORPUSY22052-03-25Variable3NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV3 A11585491BC61760254PAUSD15892310.177LongABS-OCORPUSY22051-10-25Floating4.4708NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV4 A358550NAC51854910PAUSD14814000.165LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMercury Financial Credit CardN/AMercury Financial Credit Card Master Trust 2021-1A A58940BAA41890000PAUSD18093190.202LongABS-OCORPUSY22026-03-20Fixed1.54NNNNNNNMEF Funding LLCN/ANMEF Funding LLC 2022-A A262920KAB83487030PAUSD33773840.376LongABS-OCORPUSY22028-10-16Fixed2.58NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2021-FHT1 A62955MAB2869539PAUSD7549290.084LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A167115NAA83933096PAUSD32831460.366LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A1867115NAU41668108PAUSD13202150.147LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2021-INV3 A367117JAC12885448PAUSD23068360.257LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/AOak Street Investment Grade Net Lease Fund 2020-1A A167181DAA91067745PAUSD9492710.106LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNOasis SecuritisationN/AOasis Securitization 2021-2A A67422CAA01318067PAUSD12853760.143LongABS-OCORPUSY22033-10-15Fixed2.143NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-1 A167648BAA01970414PAUSD16444510.183LongABS-OCORPUSY22051-12-25Variable3NNNNNNOndeck Asset Securitization TrN/AOndeck Asset Securitization Trust LLC 2021-1A A68236WAA01807000PAUSD16508110.184LongABS-OCORPUSY22027-05-17Fixed1.59NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-10 A169360HAA91908180PAUSD17158130.191LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-9 A169360XAA41920029PAUSD17391330.194LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPagaya AI Debt Selection TrustN/APagaya AI Debt Selection Trust 2022-1 A69546MAA5960065PAUSD9154810.102LongABS-OCORPUSY22029-10-15Fixed2.03NNNNNNPawnee Equipment ReceivablesN/APawnee Equipment Receivables 2021-1 A2704100AB22978572PAUSD28400770.316LongABS-OCORPUSY22027-07-15Fixed1.1NNNNNNPear LLCN/APear LLC 2022-1 A170472XAA72285646PAUSD22815760.254LongABS-OCORPUSY22034-10-15Fixed6.5NNNNNNProvident Funding Mortgage TruN/AProvident Funding Mortgage Trust 2021-INV1 A174387VAA71622425PAUSD12951730.144LongABS-OCORPUSY22051-08-25Variable2.5NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2021-3 A2174938DAW31246602PAUSD11170990.124LongABS-OCORPUSY22051-07-25Floating4.3208NNNNNNSMRTN/ASMRT 2022-MINI A78457JAA02805000PAUSD27078100.302LongABS-OCORPUSY22039-01-15Floating5.336NNNNNNSREIT TrustN/ASREIT Trust 2021-MFP A78472UAA63236000PAUSD31118580.347LongABS-OCORPUSY22038-11-15Floating5.04866NNNNNNSREIT TrustN/ASREIT Trust 2021-FLWR D78485GAL82543000PAUSD24130390.269LongABS-OCORPUSY22036-07-15Floating5.69304NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2021-1 D80286NAG14581000PAUSD43266290.482LongABS-OCORPUSN22026-11-16Fixed1.13NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A C80290CAG9788694PAUSD7599410.085LongABS-OCORPUSY22031-12-15Fixed3.268NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2022-A B80290CAS31899751PAUSD18394550.205LongABS-OCORPUSY22032-05-15Fixed5.281NNNNNNSierra Receivables Funding CoN/ASierra Receivables Funding Co LLC 2021-1A A82652QAA91134708PAUSD10640100.119LongABS-OCORPUSY22037-11-20Fixed0.99NNNNNNSocial Professional Loan ProgrN/ASoFi Professional Loan Program 2020-C Trust83390UAF41757318PAUSD15903440.177LongABS-OCORPUSY22046-02-15Fixed1.95NNNNNNSOFI CONSUMER LOAN PROGRAM TRUN/ASoFi Consumer Loan Program Trust 2022-1S A83406QAA63829000PAUSD38229340.426LongABS-OCORPUSY22031-04-15Fixed6.21NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK33872659AA5994000PAUSD9556410.106LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK34872659AC1819000PAUSD7873940.088LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK35872659AE71109000PAUSD10597040.118LongABS-OCORPUSY22046-08-25None0NNNNNNTTANN/ATTAN 2021-MHC A87303TAA51658861PAUSD16112450.18LongABS-OCORPUSY22038-03-15Floating5.168NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B A388161KAC91050000PAUSD9887380.11LongABS-OCORPUSY22025-09-22Fixed0.6NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B B88161KAE5538000PAUSD4970830.055LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2020-A88167HAH92650000PAUSD26297670.293LongABS-OCORPUSY22024-08-20Fixed4.64NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2022-3A A882925AA83266688PAUSD32660060.364LongABS-OCORPUSY22029-04-15Fixed7.6NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2021-1A A88339VAA62770977PAUSD27199400.303LongABS-OCORPUSY22027-12-15Fixed1.21NNNNNNTricolor Auto Securitization TN/ATricolor Auto Securitization Trust 2022-1A A89616BAA21573172PAUSD15592380.174LongABS-OCORPUSY22025-02-18Fixed3.3NNNNNN280 Park Avenue Mortgage TrustN/A208 Park Avenue Mortgage Trust 2017-280P90205FAA82890000PAUSD28193420.314LongABS-OCORPUSY22034-09-15Floating5.117NNNNNNUSASF Receivables LLCN/AUSASF Receivables LLC 2021-1A C90355EAC53000000PAUSD28868660.322LongABS-OCORPUSY22026-05-15Fixed2.2NNNNNNUNIFY Auto Receivables TrustN/AUNIFY Auto Receivables Trust 2021-1A A490775QAD82930000PAUSD27981150.312LongABS-OCORPUSY22026-07-15Fixed0.98NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-5 A91679JAA5456174PAUSD4391310.049LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNUpstart Securitization Trust549300WNB47JRNENIC75Upstart Securitization Trust 2022-2 A91679TAA32692271PAUSD26206810.292LongABS-OCORPUSY22032-05-20Fixed4.37NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2022-1 A91679WAA63342757PAUSD32089230.358LongABS-OCORPUSY22032-03-20Fixed3.12NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2020-3 B91680EAB11692730PAUSD16803610.187LongABS-OCORPUSY22030-11-20Fixed3.014NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-1 A91681NAA244714PAUSD445790.005LongABS-OCORPUSY22031-03-20Fixed0.87NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-4 A91682NAA11361485PAUSD13175880.147LongABS-OCORPUSY22031-09-20Fixed0.84NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV4 A3918307AC31432210PAUSD11553820.129LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLCN/AVantage Data Centers LLC 2020-1A A292212KAB22652000PAUSD23345120.26LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVASA TrustN/AVASA Trust 2021-VASA A92230AAA41260000PAUSD11659870.13LongABS-OCORPUSY22039-07-15Floating5.218NNNNNNVerizon Owner Trust549300WANFF5OIMC3D47Verizon Owner Trust 2019-C92348AAC98417000PAUSD83838110.934LongABS-OCORPUSN22024-04-22Fixed2.06NNNNNNVerus Securitization TrustN/AVerus Securitization Trust 2020-192536PAD62872478PAUSD27053150.301LongABS-OCORPUSY22060-01-25Variable2.642NNNNNNWestgate ResortsN/AWestgate Resorts 2022-1A A96034JAA4648394PAUSD6181640.069LongABS-OCORPUSY22036-08-20Fixed1.788NNNNNNOSCAR US Funding Trust353800F8174AEKJO6C39Oscar US Funding Trust 2021-1A A368785AAC92188000PAUSD21211600.236LongABS-OCORPJPY22025-04-10Fixed0.7NNNNNNZURN LLC549300XLZXRC2KJ6VK87Zurn Holdings Inc76168JAS53247754PAUSD32355750.361LongLONCORPUSN22028-10-04Floating6.38357NNNNNNN/AN/AUS 5YR NOTE (CBT) Mar23N/A-1041NCUSD4002500.045N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2023-04-05-112755055USD400250NNNN/AN/AUS 2YR NOTE (CBT) Mar23N/A1199NCUSD1405080.016N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-04-05245748165USD140508NNNN/AN/AUS 10YR NOTE (CBT)Mar23N/A-112NCUSD1172500.013N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2023-03-31-12694500USD117250NNNN/AN/AUS LONG BOND(CBT) Mar23N/A-99NCUSD2150160.024N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2023-03-31-12624047USD215016NNNN/AN/AUS 10yr Ultra Fut Mar23N/A39NCUSD-57891-0.006N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-03-314670859USD-57891NNNN/AN/AUS ULTRA BOND CBT Mar23N/A24NCUSD-113997-0.013N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-03-313337497USD-113997NNN2023-02-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER