NPORT-Pfalse0000277751XXXXXXXXS000010479C000028938C000077701C000077702C000077703C000077704C000083525C000114878JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Short Duration Flexible Bond FundS0000104790IWXBJ4S82V64ZFH45822024-06-302023-12-31N761263794550123575576255900000000000002419628USDNN/AN/AN/AN/ARoyal Bank of CanadaN/A14292PAUSD142920.002LongSTIVCORPUSN22024-01-02Fixed5.31NNNNNJanus Henderson US Holdings Inc8T2ZO87FU1KVPZIG9I59Janus Henderson Cash Liquidity FundN/A5522170NSUSD55232740.731LongECPFUSN2NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A57168NSUSD571680.008LongECPFUSN2NNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAP73072000PAUSD29775340.394LongDBTCORPUSN22024-08-18Fixed0.8NNNNNALBERTSONS COS/SAFEWAY549300YKWOC0AOR16R51Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC01309QAA61938000PAUSD19611550.259LongDBTCORPUSY22028-02-15Fixed6.5NNNNNNAMERICAN EXPRESS COR4PP93JZOLY261QX3811American Express Co025816DL02284000PAUSD23286620.308LongDBTCORPUSN22026-10-30Variable6.338NNNNNNAMERICAN TOWER TRUST I5493004YGM0MQZJOEJ36American Tower Trust I03027WAM44241000PAUSD42926210.568LongDBTCORPUSY22028-03-15Fixed5.49NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBE23793000PAUSD39014660.516LongDBTCORPUSN22027-01-15Fixed7NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GLC12851000PAUSD29739940.394LongDBTCORPUSN22028-11-10Variable6.204NNNNNNBANK OF AMERICA NAB4TYDEB6GKMZO031MB27Bank of America NA06428CAA26452000PAUSD65711000.869LongDBTCORPUSN22026-08-18Fixed5.526NNNNNNBLACKSTONE PRIVATE CRE549300ORP3TTCNXSYO43Blackstone Private Credit Fund09261HBB23813000PAUSD39637240.524LongDBTCORPUSY22028-11-27Fixed7.3NNNNNNCAPITAL ONE FINANCIAL COZUE8T73ROZOF6FLBAR73Capital One Financial Corp14040HCZ62533000PAUSD25986300.344LongDBTCORPUSN22029-06-08Variable6.312NNNNNNCAPITAL ONE FINANCIAL COZUE8T73ROZOF6FLBAR73Capital One Financial Corp14040HDB83029000PAUSD31445020.416LongDBTCORPUSN22027-10-29Variable7.149NNNNNNCELANESE US HOLDINGS LLCCD30XVRLT4QO00B1C706Celanese US Holdings LLC15089QAW46012000PAUSD63048790.834LongDBTCORPUSN22028-11-15Fixed6.35NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR213752000PAUSD132507841.753LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCOLUMBIA PIPELINE HOLDCON/AColumbia Pipelines Holding Company LLC19828AAA51572000PAUSD16091470.213LongDBTCORPUSY22026-08-15Fixed6.055NNNNNNCOREBRIDGE FINANCIAL INC549300XY1661QCIA7J65Corebridge Financial Inc21871XAB52625000PAUSD25590060.339LongDBTCORPUSN22025-04-04Fixed3.5NNNNNNFIFTH THIRD BANCORPTHRNG6BD57P9QWTQLG42Fifth Third Bancorp316773DK31256000PAUSD13077210.173LongDBTCORPUSN22029-07-27Variable6.339NNNNNNGE HEALTHCARE TECH INC549300OI9J7XOWZMUN85GE HealthCare Technologies Inc36267VAD53053000PAUSD30800680.408LongDBTCORPUSN22025-11-15Fixed5.6NNNNNNGEORGIA POWER COD981X4Z4RWS7PDMJUZ03Georgia Power Co373334KS92005000PAUSD20203260.267LongDBTCORPUSN22028-05-16Fixed4.65NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BR91308000PAUSD13060780.173LongDBTCORPUSN22025-02-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BS7684000PAUSD6898170.091LongDBTCORPUSN22026-02-15Fixed5.875NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119CP21262000PAUSD12749500.169LongDBTCORPUSN22028-06-01Fixed5.2NNNNNNILLUMINA INCSQ95QG8SR5Q56LSNF682Illumina Inc452327AN92951000PAUSD29610960.392LongDBTCORPUSN22025-12-12Fixed5.8NNNNNNIQVIA INC549300PLWY28YB00C717IQVIA Inc46266TAE81818000PAUSD18978960.251LongDBTCORPUSY22029-02-01Fixed6.25NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PCZ76763000PAUSD66529660.88LongDBTCORPUSN22026-04-26Variable4.08NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDU74909000PAUSD49812160.659LongDBTCORPUSN22029-07-24Variable5.299NNNNNNJACOBS ENGINEERING GROUP549300CZ8QS1GE53O776Jacobs Engineering Group Inc469814AB35024000PAUSD52470480.694LongDBTCORPUSN22028-08-18Fixed6.35NNNNNNLKQ CORPDS830JTTZQN6GK0I2E41LKQ Corp501889AD14169000PAUSD42668520.565LongDBTCORPUSN22028-06-15Fixed5.75NNNNNNLPL HOLDINGS INC549300Z5YF8CCRMYUL26LPL Holdings Inc50212YAH73451000PAUSD36788350.487LongDBTCORPUSN22028-11-17Fixed6.75NNNNNNL3HARRIS TECH INC549300UTE50ZMDBG8A20L3Harris Technologies Inc502431AP44423000PAUSD45147720.597LongDBTCORPUSN22027-01-15Fixed5.4NNNNNNLOWE'S COS INCWAFCR4OKGSC504WU3E95LOW 3.35 04/01/27548661EG8916000PAUSD8822810.117LongDBTCORPUSN22027-04-01Fixed3.35NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AP94791000PAUSD49500510.655LongDBTCORPUSN22029-02-15Fixed5.75NNNNNNMATTEL INC549300VELLG24KHTJ564Mattel Inc577081BF83395000PAUSD31009700.41LongDBTCORPUSY22029-04-01Fixed3.75NNNNNNMORGAN STANLEY BANK NAIGJSJL3JD5P30I6NJZ34Morgan Stanley Bank N.A.61690U4T42138000PAUSD21365580.283LongDBTCORPUSN22026-04-21Fixed4.754NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YFD21918000PAUSD19289640.255LongDBTCORPUSN22029-04-20Variable5.164NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YFF72175000PAUSD22162200.293LongDBTCORPUSN22029-07-20Variable5.449NNNNNNNASDAQ INC549300L8X1Q78ERXFD06Nasdaq Inc63111XAH45925000PAUSD61024360.807LongDBTCORPUSN22028-06-28Fixed5.35NNNNNNNEXTERA ENERGY OPERATING549300KJEC5IUVJWR786NextEra Energy Operating Partners LP65342QAK81229000PAUSD12150530.161LongDBTCORPUSY22024-07-15Fixed4.25NNNNNNNORDSON CORP14OS6Q5N55N95WM84M53Nordson Corp655663AA03080000PAUSD31933200.423LongDBTCORPUSN22028-09-15Fixed5.6NNNNNNBLUE OWL CAP CORP III5493003BCZ22YM5BRK17Owl Rock Capital Corp69122JAC04908000PAUSD43369040.574LongDBTCORPUSN22027-04-13Fixed3.125NNNNNNPNC FINANCIAL SERVICESCFGNEKW0P8842LEUIA51PNC V5.582 06/12/29693475BR52638000PAUSD26942740.356LongDBTCORPUSN22029-06-12Variable5.582NNNNNNPNC FINANCIAL SERVICESCFGNEKW0P8842LEUIA51PNC V6.615 10/20/27693475BT15774000PAUSD59894960.793LongDBTCORPUSN22027-10-20Variable6.615NNNNNNPOLARIS INC549300QJSN8UVWN1EI78Polaris Inc731068AA03813000PAUSD40558270.537LongDBTCORPUSN22029-03-15Fixed6.95NNNNNNRTX CORPI07WOS4YJ0N7YRFE7309RTX Corp75513ECT65001000PAUSD51390500.68LongDBTCORPUSN22026-11-08Fixed5.75NNNNNNREGAL REXNORD CORPQH78R09VCJGQKPBPYU33Regal Rexnord Corp758750AC71890000PAUSD19108900.253LongDBTCORPUSY22026-02-15Fixed6.05NNNNNNREGAL REXNORD CORPQH78R09VCJGQKPBPYU33Regal Rexnord Corp758750AD51518000PAUSD15366360.203LongDBTCORPUSY22028-04-15Fixed6.05NNNNNNCHARLES SCHWAB CORP549300VSGCJ7E698NM85Charles Schwab Corp808513CG86336000PAUSD64984890.86LongDBTCORPUSN22026-08-24Fixed5.875NNNNNNSOUTHERN CAL EDISON9R1Z5I36FERIBVKW4P77Southern California Edison Co842400HS52077000PAUSD21688370.287LongDBTCORPUSN22027-11-01Fixed5.85NNNNNNSYSCO CORPORATION5RGWIFLMGH3YS7KWI652Sysco Corp871829BS55747000PAUSD59865330.792LongDBTCORPUSN22029-01-17Fixed5.75NNNNNNTHE 2023-MIC TrustN/ATHE 2023-MIC Trustt 2023-MIC A87256GAA01278485PAUSD13457680.178LongDBTCORPUSY22038-12-05Variable8.4366NNNNNNTARGA RESOURCES PARTNERS6OQWTZ1SPC04IFT4T704Targa Resources Partners LP / Targa Resources Partners Finance Corp87612BBL51643000PAUSD16646880.22LongDBTCORPUSN22027-07-15Fixed6.5NNNNNNTRUIST FINANCIAL CORP549300DRQQI75D2JP341Truist Financial Corp89788MAN22484000PAUSD25277510.334LongDBTCORPUSN22027-06-08Variable6.047NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJM32260000PAUSD23218200.307LongDBTCORPUSN22029-06-12Variable5.775NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDZ1361000PAUSD3483790.046LongDBTUSTUSN22025-02-15Fixed1.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFA418781000PAUSD185594432.456LongDBTUSTUSN22024-07-31Fixed3NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFE64110000PAUSD40281210.533LongDBTUSTUSN22025-08-15Fixed3.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFN619165900PAUSD190678242.523LongDBTUSTUSN22024-09-30Fixed4.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGD724496000PAUSD243652663.224LongDBTUSTUSN22024-12-31Fixed4.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGN51583000PAUSD15820720.209LongDBTUSTUSN22025-02-28Fixed4.625NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CHL860346000PAUSD604811628.003LongDBTUSTUSN22025-06-30Fixed4.625NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CJN27567000PAUSD77431691.025LongDBTUSTUSN22028-11-30Fixed4.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CJP74496000PAUSD45399060.601LongDBTUSTUSN22026-12-15Fixed4.375NNNNNNWELLS FARGO & COMPANYPBLD0EJDB5FWOLXP3B76Wells Fargo & Co95000U2V43116000PAUSD29727220.393LongDBTCORPUSN22028-03-24Variable3.526NNNNNNXCEL ENERGY INCLGJNMI9GH8XIDG5RCM61Xcel Energy Inc98389BAV25589000PAUSD54532550.722LongDBTCORPUSN22028-06-15Fixed4NNNNNNAVOLON HOLDINGS FNDG LTD635400ZRKEX9L1BKCH30Avolon Holdings Funding Ltd05401AAL52351000PAUSD22706290.3LongDBTCORPKYY22026-04-15Fixed4.25NNNNNNAVOLON HOLDINGS FNDG LTD635400ZRKEX9L1BKCH30Avolon Holdings Funding Ltd05401AAM33354000PAUSD31078840.411LongDBTCORPKYY22026-02-21Fixed2.125NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA05565AAN35148000PAUSD51551510.682LongDBTCORPFRY22099-12-31Variable7.375NNNNNNBANK OF MONTREALNQQ6HPCNCCU6TUTQYE16BANK OF MONTREAL06368LWU64034000PAUSD41805190.553LongDBTCORPCAN22028-09-25Fixed5.717NNNNNNBARCLAYS PLC213800LBQA1Y9L22JB70Barclays PLC06738ECJ24465000PAUSD45904560.607LongDBTCORPGBN22027-09-13Variable6.496NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2G83253000PAUSD32527120.43LongDBTCORPFRY22025-01-10Variable4.705NNNNNNCASTLELAKE AVIATION FIN2138006F7SMD1COVC345Castlelake Aviation Finance DAC14856HAA62999000PAUSD28075680.371LongDBTCORPIEY22027-04-15Fixed5NNNNNNDANSKE BANK A/SMAES062Z21O4RZ2U7M96Danske Bank A/S23636ABF76589000PAUSD66357130.878LongDBTCORPDKY22026-01-09Variable6.466NNNNNNELECTRICITE DE FRANCE SA549300X3UK4GG3FNMO06Electricite de France SA28504DAB91520000PAUSD15726630.208LongDBTCORPFRY22028-05-23Fixed5.7NNNNNNING GROEP NV549300NYKK9MWM7GGW15ING Groep NV456837BF92448000PAUSD24981920.331LongDBTCORPNLN22027-09-11Variable6.083NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAS54222000PAUSD38853380.514LongDBTCORPN/AN22027-01-15Fixed2.5NNNNNNNATIONAL GRID PLC8R95QZMKZLJX5Q2XR704National Grid PLC636274AD41558000PAUSD16051560.212LongDBTCORPGBN22028-06-12Fixed5.602NNNNNNA&D Mortgage TrustN/AA&D Mortgage Trust 2023-NQM2 A100002DAA71892106PAUSD18831150.249LongABS-MBSCORPUSY22068-05-25Variable6.132NNNNNNA&D Mortgage Trust9845002EOD0CFAFA4F48A&D Mortgage Trust 2023-NQM4 A100002MAA71288055PAUSD13088410.173LongABS-MBSCORPUSY22068-09-25Variable7.472NNNNNNACHV ABS TRUST549300V82ZKZDTAU0A46ACHV ABS Trust 2023-2PL A00111JAA219517PAUSD195140.003LongABS-MBSCORPUSY22030-05-20Fixed6.42NNNNNNA&D Mortgage Trust984500L072D83D1AA637A&D Mortgage Trust 2023-NQM5 A100249XAA6616730PAUSD6223710.082LongABS-MBSCORPUSY22068-11-25Variable7.049NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F040610862629PAUSD8158390.108LongABS-MBSUSGSEUSN22052-04-25Fixed4NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F050619893900PAUSD8846770.117LongABS-MBSUSGSEUSN22053-02-25Fixed5NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AA71666170PAUSD16618730.22LongABS-MBSCORPUSY22036-10-15Floating6.39629NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AE9850000PAUSD8459500.112LongABS-MBSCORPUSY22036-10-15Floating6.55629NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2019-MMP C05606KAJ12744267PAUSD26626640.352LongABS-MBSCORPUSY22036-08-15Floating6.856NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2022-FOX2 A205610AAW81667536PAUSD16200210.214LongABS-MBSCORPUSY22039-04-15Floating6.11101NNNNNNBPR TrustN/ABPR Trust 2023-BRK2 A05610WAA81788000PAUSD18722500.248LongABS-MBSCORPUSY22028-11-05Variable6.899NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2023-VLT3 A05611GAA21523750PAUSD15220760.201LongABS-MBSCORPUSY22028-11-15Floating7.30181NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2023-VLT3 B05611GAC81142633PAUSD11410040.151LongABS-MBSCORPUSY22028-11-15Floating8.05081NNNNNNCENT Trust 2023-CITYN/ACENT Trust 2023-CITY A12516WAA91845000PAUSD18545390.245LongABS-MBSCORPUSY22038-09-15Floating7.98181NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R03 2M120753ACJ11807415PAUSD18073950.239LongABS-MBSUSGSEUSY22043-04-25Floating7.83743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R07 2M120753BAA0504259PAUSD5042550.067LongABS-MBSUSGSEUSY22043-09-25Floating7.28743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0720753WAF3210PAUSD2100LongABS-MBSUSGSEUSY22039-10-25Floating7.55191NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R06 1M120754EAA31103125PAUSD11031160.146LongABS-MBSUSGSEUSY22043-07-25Floating7.03743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M120754KAA91195253PAUSD11904680.158LongABS-MBSUSGSEUSY22041-11-25Floating6.23743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R08 1M120755CAA6993733PAUSD9937270.131LongABS-MBSUSGSEUSY22043-10-25Floating6.83743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R01 1M1207932AA2811536PAUSD8244310.109LongABS-MBSUSGSEUSY22042-12-25Floating7.73743NNNNNNDC Commercial Mortgage TrustN/ADC Commercial Mortgage Trust 2023-DC A24023AAA81548000PAUSD15925710.211LongABS-MBSCORPUSY22040-09-12Fixed6.3143NNNNNNDC Commercial Mortgage TrustN/ADC Commercial Mortgage Trust 2023-DC B24023AAC41459617PAUSD14937040.198LongABS-MBSCORPUSY22040-09-12Fixed6.8043NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac3131Y0ZS430327PAUSD291380.004LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329Q5T435648PAUSD350420.005LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADPD449257PAUSD473250.006LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DN2L61093688PAUSD10708210.142LongABS-MBSUSGSEUSN22052-10-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNHU01693578PAUSD16681040.221LongABS-MBSUSGSEUSN22050-09-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQD81064553PAUSD9870660.131LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNSB0154527PAUSD1482400.02LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNWL3585440PAUSD5624880.074LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DV4Z550123PAUSD492720.007LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7F8692692PAUSD864540.011LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B9K7827525PAUSD266890.004LongABS-MBSUSGSEUSN22052-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFN684499PAUSD788000.01LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPL2234119PAUSD339980.004LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPUK21109252PAUSD11053110.146LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPV541703632PAUSD16975800.225LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF45294610PAUSD2896030.038LongABS-MBSUSGSEUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF5245340PAUSD445690.006LongABS-MBSUSGSEUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGJ90266462PAUSD2619330.035LongABS-MBSUSGSEUSN22049-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KHGG5180566PAUSD1774970.023LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae3140GYG86240562PAUSD2316850.031LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae3140HJJS1160887PAUSD1545800.02LongABS-MBSUSGSEUSN22048-08-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JLKM586542PAUSD831490.011LongABS-MBSUSGSEUSN22048-12-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHTA7982038PAUSD8785940.116LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHU56133306PAUSD1243340.016LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6R1821469PAUSD7359530.097LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6S9711984PAUSD6369310.084LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7F6388141PAUSD3619620.048LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7G4736319PAUSD6859390.091LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4R832753PAUSD317560.004LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4S664070PAUSD621240.008LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MLUD0111754PAUSD1083610.014LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MMPS1132070PAUSD1280600.017LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNA0110819PAUSD1033440.014LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNB8229989PAUSD2142530.028LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCJ450862PAUSD493180.007LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCT258184PAUSD564170.007LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRLZ8177323PAUSD1719390.023LongABS-MBSUSGSEUSN22052-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSNE1247784PAUSD2469040.033LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140N0FK6563490PAUSD5614890.074LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140Q9ED1351574PAUSD3462860.046LongABS-MBSUSGSEUSN22048-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBCV831680PAUSD311410.004LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBPV444251PAUSD434980.006LongABS-MBSUSGSEUSN22049-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPX691835742PAUSD17802500.236LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQVP71845057PAUSD18064810.239LongABS-MBSUSGSEUSN22052-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QSNC1604757PAUSD5944170.079LongABS-MBSUSGSEUSN22053-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN CB66893140QSNF44680067PAUSD47037340.622LongABS-MBSUSGSEUSN22053-07-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QSTH4422545PAUSD4153210.055LongABS-MBSUSGSEUSN22053-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7ST71723659PAUSD16535330.219LongABS-MBSUSGSEUSN22050-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae3140X9FG5384541PAUSD3703500.049LongABS-MBSUSGSEUSN22048-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJE14610602PAUSD44230220.585LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJZ4898910PAUSD8853900.117LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XC3V8576185PAUSD5340220.071LongABS-MBSUSGSEUSN22051-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGZE2521390PAUSD4980800.066LongABS-MBSUSGSEUSN22052-04-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLR61124272PAUSD10801970.143LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHVN42735541PAUSD25340320.335LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZL444937PAUSD431760.006LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZN089118PAUSD854920.011LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJ7D9720004PAUSD6917780.092LongABS-MBSUSGSEUSN22051-08-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJKP7661307PAUSD6344020.084LongABS-MBSUSGSEUSN22051-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XL5Y0789973PAUSD7765640.103LongABS-MBSUSGSEUSN22050-12-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418C4F8546865PAUSD5254270.07LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CQB3383482PAUSD3693300.049LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CYM0468635PAUSD4502630.06LongABS-MBSUSGSEUSN22048-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DCZ368451PAUSD656660.009LongABS-MBSUSGSEUSN22049-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DKW159657PAUSD586440.008LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA3 A135564K3F4508098PAUSD5106920.068LongABS-MBSUSGSEUSY22043-11-25Floating7.18743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA3 M135564K3G2874739PAUSD8747300.116LongABS-MBSUSGSEUSY22043-11-25Floating7.18743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA1 M235564KAH2368573PAUSD3699440.049LongABS-MBSUSGSEUSY22051-01-25Floating7.13743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-DNA2 M1A35564KT581508360PAUSD15083430.2LongABS-MBSUSGSEUSY22043-04-25Floating7.43743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA4 M235565AAH317110PAUSD171240.002LongABS-MBSUSGSEUSY22049-10-25Floating7.40191NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAA85929000PAUSD58992830.781LongABS-MBSCORPUSY22036-12-15Floating6.71048NNNNNNHudsons Bay Simon JV TrustN/AHudson Bay Simon JV Trust 2015-HB7 A744422PAU6555659PAUSD4990290.066LongABS-MBSCORPUSY22034-08-05Fixed3.9141NNNNNNImperial Fund LLCN/AImerial Fund LLC 2023-NQM1 A145290BAA7957918PAUSD9499080.126LongABS-MBSCORPUSY22068-02-25Variable5.941NNNNNNChase Mortgage Finance Corpora7H6GLXDRUGQFU57RNE97Chase Mortgage Finance Corp 2020-CL1 M146591HAG52881474PAUSD28832220.381LongABS-MBSCORPUSY22057-10-25Floating7.72043NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE A46591PAA0991000PAUSD9509750.126LongABS-MBSCORPUSY22037-01-10Fixed3.2865NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE B46591PAE22560000PAUSD24216970.32LongABS-MBSCORPUSY22037-01-10Fixed3.6401NNNNNNMarlette Funding Trust549300J7CH2COR8VWE03Marlette Funding Trust 2023-2A B57109LAB91275000PAUSD12869120.17LongABS-MBSCORPUSY22033-06-15Fixed6.54NNNNNNNCMF TrustN/ANCMF Trust 2022-MFP A628870AA5855000PAUSD8460650.112LongABS-MBSCORPUSY22039-03-15Floating7.10381NNNNNNPretium Mortgage Credit PartneN/APretium Mortgage Credit Partners LLC 2023-RN1 A174137BAA42145392PAUSD21889130.29LongABS-MBSCORPUSY22053-09-25Variable8.2321NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2023-CES2 A1A748956AA72031993PAUSD20609860.273LongABS-MBSCORPUSY22043-09-25Variable6.808NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2023-CES1 A1A74935WAA21102057PAUSD11131830.147LongABS-MBSCORPUSY22043-06-25Variable6.515NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2023-CES3 A1A749407AA02824467PAUSD29064750.385LongABS-MBSCORPUSY22043-11-25Fixed7.113NNNNNNSMRTN/ASMRT 2022-MINI A78457JAA02805000PAUSD27455750.363LongABS-MBSCORPUSY22039-01-15Floating6.362NNNNNNSaluda Grade Alternative MortgN/ASaluda Grade Alternative Mortgage Trust 2023-FIG4 A79581UAA21323000PAUSD13229910.175LongABS-MBSCORPUSY22053-11-25Variable6.718NNNNNNTYSN 2023-CRNR Mortgage TrustN/ATYSN 2023-CRNR Mortgage Trust 2023-CRNR A87332PAA8758943PAUSD7868520.104LongABS-MBSCORPUSY22033-12-10Variable6.799NNNNNNTYSN 2023-CRNR Mortgage TrustN/ATYSN 2023-CRNR Mortgage Trust 2023-CRNR B87332PAC41530716PAUSD15395210.204LongABS-MBSCORPUSY22033-12-10Variable6.799NNNNNNTowd Point Mortgage TrustN/ATowd Point Mortgage Trust 2023-CES1 A1A89181XAM3573258PAUSD5791900.077LongABS-MBSCORPUSY22063-07-25Variable6.75NNNNNNTowd Point Mortgage TrustN/ATowd Point Mortgage Trust 2023-CES2 A1A89182FAA7808740PAUSD8258330.109LongABS-MBSCORPUSY22063-10-25Variable7.294NNNNNNCRSO Trust 2023-BRNDN/ASignal Peak CLO LLC 2022-12A A1228925AA12616000PAUSD27348000.362LongABS-MBSCORPUSN22028-07-10Floating6.891NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2022-2 A169377AAA52251240PAUSD21920450.29LongABS-CBDOCORPUSY22027-03-25Variable5NNNNNNVMC Finance LLCN/AVMC Finance LLC 2021-HT1 A91835TAA41233677PAUSD12090140.16LongABS-CBDOCORPUSY22037-01-18Floating7.12273NNNNNNARES CLO LtdN/AARES CLO Ltd 2021-60A A04018FAA6491000PAUSD4904820.065LongABS-CBDOCORPKYY22034-07-18Floating6.692NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA A212510TAB04325000PAUSD41771070.553LongABS-CBDOCORPKYY22035-01-20Floating7.17743NNNNNNCIFC Funding Ltd54930089HD7KU5NUS092CIFC Funding Ltd 2021-7A B12567HAE21432000PAUSD14220810.188LongABS-CBDOCORPKYY22035-01-23Floating7.27354NNNNNNCIFC Funding Ltd54930076OPDXR0U68E20CIFC Funding Ltd 2016-1A BRR17180TBC51278000PAUSD12686260.168LongABS-CBDOCORPKYY22031-10-21Floating7.29513NNNNNNElmwood CLO II Ltd.N/AElmwood CLO VIII Ltd 2019-2A AR29001LAL5740000PAUSD7399560.098LongABS-CBDOCORPKYY22034-04-20Floating6.82743NNNNNNNeuberger Berman CLO Ltd549300RVE5T2OYI2H743Neuberger Berman CLO Ltd 2019-33A BR64132TAL73800000PAUSD37943230.502LongABS-CBDOCORPKYY22033-10-16Floating7.25548NNNNNNOCP CLO Ltd254900FZYL5HDKV64882OCP CLO Ltd 2015-10A BR267092DAV12686000PAUSD26561750.351LongABS-CBDOCORPKYY22034-01-26Floating7.29121NNNNNNOctagon Investment Partners 48N/AOctagon Investment Partners 48 Ltd 2020-3A BR67577UAL9527000PAUSD5220350.069LongABS-CBDOCORPKYY22034-10-20Floating7.27743NNNNNNRad CLO LtdN/ARad CLO Ltd 2023-21A C750099AE32327710PAUSD23204450.307LongABS-CBDOCORPKYY22033-01-25Floating0NNNNNNSound Point CLO LTDN/ASound Point CLO Ltd 2019-1A AR83611KAL62136000PAUSD21149370.28LongABS-CBDOCORPKYY22032-01-20Floating6.75743NNNNNNWind River CLO Ltd549300AMLFWC1VCUN251THL Credit Wind River CLO Ltd 2014-1A ARR88432CBB14651963PAUSD46522560.616LongABS-CBDOCORPKYY22031-07-18Floating6.622NNNNNNACC Auto TrustN/AACC Auto Trust 2022-A A00085YAA1530593PAUSD5274150.07LongABS-OCORPUSY22026-07-15Fixed4.58NNNNNNACHV ABS TRUST549300V82ZKZDTAU0A46ACHV ABS Trust 2023-3PL A000876AA0258074PAUSD2580360.034LongABS-OCORPUSY22030-08-19Fixed6.6NNNNNNACHV ABS TRUST549300V82ZKZDTAU0A46ACHV ABS Trust 2023-4CP A00092CAA01436383PAUSD14373110.19LongABS-OCORPUSY22030-11-25Fixed6.81NNNNNNAMCR ABS TrustN/AAMCR ABS Trust 2023-1A A00178CAA71524200PAUSD15325790.203LongABS-OCORPUSY22031-01-21Fixed7.66NNNNNNACM Auto TrustN/AACM Auto Trust 2023-1A A00461VAA1563617PAUSD5632330.075LongABS-OCORPUSY22030-01-22Fixed6.61NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-503464KAA6123015PAUSD1184220.016LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-603464VAA2110708PAUSD1065310.014LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAqua Finance TrustN/AAqua Finance Trust 2021-A A03842VAA5508649PAUSD4542710.06LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArivo Acceptance Auto Loan RecN/AArivo Acceptance Auto Loan Receivables 2022-1A A04047EAA41235477PAUSD12109470.16LongABS-OCORPUSY22028-05-15Fixed3.93NNNNNNAtalaya Equipment Leasing FundN/AAtalaya Equipment Leasing Fund I LP 2021-1A A2046497AB9195508PAUSD1936840.026LongABS-OCORPUSY22026-05-15Fixed1.23NNNNNNBPR TrustN/ABPR Trust 2022-OANA A05592DAA23717000PAUSD36562600.484LongABS-OCORPUSY22037-04-15Floating7.25981NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AV05609BAV11436901PAUSD14130820.187LongABS-OCORPUSY22036-02-15Floating6.27648NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AJV05609BCD91598000PAUSD15714250.208LongABS-OCORPUSY22036-02-15Floating6.27648NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-21M A05609CAA51692686PAUSD16588430.219LongABS-OCORPUSY22036-10-15Floating6.20648NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT F05609VAQ83235000PAUSD30460940.403LongABS-OCORPUSY22036-09-15Floating7.87629NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-4 A1107336GAK01813738PAUSD16772620.222LongABS-OCORPUSY22051-10-25Floating5NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-5 AF07336JAX61769327PAUSD16337260.216LongABS-OCORPUSY22051-11-25Floating5NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-2 A107336NAA73671592PAUSD31252000.414LongABS-OCORPUSY22051-12-25Variable3NNNNNNBlue Bridge Funding LLC549300CC3V03BF1OI668BBEF 2023-1A A09531MAA82278000PAUSD22826120.302LongABS-OCORPUSY22030-11-15Fixed7.37NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A A112530MAE52170457PAUSD19412240.257LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A B112530MAG0796368PAUSD6832830.09LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A112530MAL912308912PAUSD122482101.621LongABS-OCORPUSY22062-08-15Fixed5.97NNNNNNCIM TrustN/ACIM Trust 2021-NR1 A112565YAA5723597PAUSD7085540.094LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE412653VAA43693810PAUSD36883510.488LongABS-OCORPUSY22036-05-15Floating6.38901NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE4 C12653VAE64095810PAUSD40835370.54LongABS-OCORPUSY22036-05-15Floating6.83901NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2021-WEHO A12657CAA21391565PAUSD13683380.181LongABS-OCORPUSY22026-04-15Floating9.44578NNNNNNCOLEM 2021-HLNE Mortgage TrustN/ACOLEM Mortgage Trust 2022-HLNE A12659JAA54914000PAUSD39668450.525LongABS-OCORPUSY22042-04-12Variable2.461NNNNNNCP EF ASSET SECURITIZATION I,N/ACP EF Asset Securitization I LLC 2002-1A A12662AAA91526221PAUSD15172130.201LongABS-OCORPUSY22030-04-15Fixed5.96NNNNNNCRB Securitization TrustN/ACRB Securitization Trust 2023-1 A12670DAA31486568PAUSD14957000.198LongABS-OCORPUSY22033-10-20Fixed6.96NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 A193051AA73282205PAUSD32613340.432LongABS-OCORPUSY22037-11-15Floating6.37187NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 B193051AJ81683863PAUSD16636770.22LongABS-OCORPUSY22037-11-15Floating6.77187NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 C193051AL31690744PAUSD16702310.221LongABS-OCORPUSY22037-11-15Floating7.12187NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2018-R0720753QAE99042PAUSD90470.001LongABS-OUSGSEUSY22031-04-25Floating7.85191NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R03 1M120753XAA21577380PAUSD15953530.211LongABS-OUSGSEUSY22042-03-25Floating7.43743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R04 1M120753YCH3691891PAUSD6982260.092LongABS-OUSGSEUSY22042-03-25Floating7.33743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R03 1M220754AAB9951000PAUSD9316780.123LongABS-OUSGSEUSY22041-12-25Floating6.98743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M120754DAA5129932PAUSD1303550.017LongABS-OUSGSEUSY22042-04-25Floating7.23743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M220754KAB72548000PAUSD25237180.334LongABS-OUSGSEUSY22041-11-25Floating7.33743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1M220754LAB51997000PAUSD19857510.263LongABS-OUSGSEUSY22041-12-25Floating7.23743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1B120754LAF61759000PAUSD17772360.235LongABS-OUSGSEUSY22041-12-25Floating8.48743NNNNNNCPF IV, LLC, CP EF ASSET SECURN/ACPF IV LLC / CP EF Asset Securitization LLC 2023-1A A224092AA4964653PAUSD9682220.128LongABS-OCORPUSY22032-03-15Fixed7.48NNNNNNCyrusOne Data Centers Issuer IN/ACyrusOne Data Centers Issuer I LLC 2023-2A A223284BAE41791000PAUSD17104790.226LongABS-OCORPUSY22048-11-20Fixed5.56NNNNNNDB Master Finance LLC549300F17UZJL70BPB08DB Master Finance LLC 2017-1A A2II233046AF84829370PAUSD45740190.605LongABS-OCORPUSY22047-11-20Fixed4.03NNNNNNDBCCRE Mortgage TrustN/ADBCCRE Mortgage Trust 2014-ARCP E23305MAL94240000PAUSD41869980.554LongABS-OCORPUSY22034-01-10Variable4.9345NNNNNNDiamond Infrastructure FundingN/ADiamond Infrastructure Funding LLC 2021-1A A25265LAA82114000PAUSD18764600.248LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNDiamond Resorts Owner TrustN/ADiamond Resorts Owner Trust 2021-1A A25273CAA8464326PAUSD4324830.057LongABS-OCORPUSY22033-11-21Fixed1.51NNNNNNDonlen Fleet Lease Funding549300ZWUQETU54FDP26Donlen Fleet Lease Funding 2021-2 B257812AE71572000PAUSD15191680.201LongABS-OCORPUSY22034-12-11Fixed0.98NNNNNNDonlen Fleet Lease Funding549300ZWUQETU54FDP26Donlen Fleet Lease Funding 2021-2 C257812AF41471000PAUSD14177080.188LongABS-OCORPUSY22034-12-11Fixed1.2NNNNNNDrive Auto Receivables TrustN/ADrive Auto Receivables Trust 2020-126208QAG21229328PAUSD12181760.161LongABS-OCORPUSN22027-05-17Fixed2.7NNNNNNDROP Mortgage Trust 2021-FILEN/ADROP Mortgage Trust 2021-FILE A26210YAA43929000PAUSD36344500.481LongABS-OCORPUSY22043-10-15Floating6.62648NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2021-1A D30166RAF41081000PAUSD10454900.138LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2020-2A E30167YAJ02687000PAUSD26897480.356LongABS-OCORPUSY22027-09-15Fixed7.19NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2023-5A A230168DAB22008000PAUSD20103690.266LongABS-OCORPUSN22026-04-15Fixed6.2NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH E30227FAL43161561PAUSD30972320.41LongABS-OCORPUSY22038-07-15Floating8.32648NNNNNNFirst Investors Auto Owner TruN/AFirst Investors Auto Owner Trust 2022-1A A32057KAA81152809PAUSD11320200.15LongABS-OCORPUSY22027-01-15Fixed2.03NNNNNNFlagstar Mortgage TrustN/AFlagstar Mortgage Trust 2021-13IN A233853HAB75254825PAUSD44728140.592LongABS-OCORPUSY22051-12-30Variable3NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA2 M1A35564K2F51683179PAUSD16943970.224LongABS-OUSGSEUSY22043-06-25Floating7.33743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA1 M235564KBS71661740PAUSD16570130.219LongABS-OUSGSEUSY22033-08-25Floating7.58743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB21443709PAUSD14531750.192LongABS-OUSGSEUSY22033-08-25Floating7.63743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA3 M1A35564KE39675515PAUSD6859260.091LongABS-OUSGSEUSY22042-08-25Floating7.63743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA2 M235564KFV62592000PAUSD25543750.338LongABS-OUSGSEUSY22033-12-25Floating7.38743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA1 M1A35564KTA7659598PAUSD6636010.088LongABS-OUSGSEUSY22042-03-25Floating7.43743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M235565TAH2957579PAUSD9745460.129LongABS-OUSGSEUSY22050-11-25Floating7.93743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA6 M235566CAH8906463PAUSD9188520.122LongABS-OUSGSEUSY22050-12-25Floating7.33743NNNNNNFreedom FinancialN/AFREED ABS Trust 2022-2CP B35633LAB02366755PAUSD23600050.312LongABS-OCORPUSY22029-05-18Fixed4.49NNNNNNGCATN/AGCAT 2022-INV1 A136168YAA54577751PAUSD38907640.515LongABS-OCORPUSY22051-12-25Variable3NNNNNNHilton Grand Vacations TrustN/AHilton Grand Vacations Trust 2020-AA43285HAA61295508PAUSD12285260.163LongABS-OCORPUSY22039-02-25Fixed2.74NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2020-PLS1 A433674AA6288605PAUSD2740070.036LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2020-2 B46591HAU421787PAUSD217130.003LongABS-OCORPUSY22028-02-25Fixed0.84NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-1 B46591HBR0330073PAUSD3241530.043LongABS-OCORPUSY22028-09-25Fixed0.875NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-2 B48128U2M0299975PAUSD2926120.039LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNKNDL Mortgage TrustN/AKNDL Mortgage Trust 2019-KNSQ A482598AA73838000PAUSD38282010.507LongABS-OCORPUSY22036-05-15Floating6.35801NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2021-1A A501683AA4218745PAUSD2159960.029LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2022-1A A501687AA51844780PAUSD18354570.243LongABS-OCORPUSY22027-06-15Fixed5.21NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607BAA11313778PAUSD12702540.168LongABS-OCORPUSY22026-06-15Fixed1.46NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607KAA11407835PAUSD13725280.182LongABS-OCORPUSY22027-05-17Fixed4.22NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2023-1A A252608LAB62621706PAUSD26291050.348LongABS-OCORPUSY22028-08-15Fixed6.92NNNNNNOasis SecuritisationN/AOasis Securitization 2023-1A A53161DAA32742727PAUSD27398610.363LongABS-OCORPUSY22035-02-15Fixed7NNNNNNOasis SecuritisationN/AOasis Securitization 2022-2A A53161MAA31117257PAUSD11172360.148LongABS-OCORPUSY22034-10-15Fixed6.85NNNNNNOasis SecuritisationN/AOasis Securitization 2022-1A A53161NAA1614482PAUSD6125340.081LongABS-OCORPUSY22034-05-15Fixed4.75NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR A53218CAA83554420PAUSD34772140.46LongABS-OCORPUSY22038-03-15Floating6.17648NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR C53218CAE01980685PAUSD19188740.254LongABS-OCORPUSY22038-03-15Floating6.57648NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 A153218DAA62823000PAUSD27634410.366LongABS-OCORPUSY22039-05-15Floating6.65705NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 B53218DAE81059000PAUSD10325700.137LongABS-OCORPUSY22039-05-15Floating7.15572NNNNNNReach Financial LLC5967007LIEEXZXK7FS45Reach Financial LLC 2021-1A B53934QAB82110000PAUSD20434820.27LongABS-OCORPUSY22029-05-15Fixed2.17NNNNNNM&T Equipment NotesN/AM&T Equipment Notes 2023-1A A2551925AA82070000PAUSD20745140.274LongABS-OCORPUSY22030-07-15Fixed6.09NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC A55316VAA22936248PAUSD29028310.384LongABS-OCORPUSY22038-04-15Floating6.277442NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC C55316VAE41657779PAUSD16329700.216LongABS-OCORPUSY22038-04-15Floating6.827442NNNNNNMarlette Funding Trust549300J7CH2COR8VWE03Marlette Funding Trust 2023-1A A57110PAA91361432PAUSD13602150.18LongABS-OCORPUSY22033-04-15Fixed6.07NNNNNNMED TrustN/AMED Trust 2021-MDLN E58403YAU02634357PAUSD25516750.338LongABS-OCORPUSY22038-11-15Floating8.62648NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2022-INV1 A2585490AC93179985PAUSD27067440.358LongABS-OCORPUSY22052-03-25Variable3NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV3 A11585491BC61659642PAUSD15378760.203LongABS-OCORPUSY22051-10-25Floating5NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV4 A358550NAC51768104PAUSD14468790.191LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMercury Financial Credit CardN/AMercury Financial Credit Card Master Trust 2023-1A A58940BAR72674000PAUSD26759400.354LongABS-OCORPUSY22027-09-20Fixed8.04NNNNNNMission Lane Credit Card MasteN/AMission Lane Credit Card Master Trust 2023-A A60510MAN82136000PAUSD21392990.283LongABS-OCORPUSY22028-07-17Fixed7.23NNNNNNNMEF Funding LLCN/ANMEF Funding LLC 2022-A A262920KAB81405497PAUSD13852400.183LongABS-OCORPUSY22028-10-16Fixed2.58NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2021-FHT1 A62955MAB2450712PAUSD4165900.055LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A167115NAA83677313PAUSD31300690.414LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A1867115NAU41559625PAUSD12915520.171LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2021-INV3 A367117JAC12715197PAUSD22222170.294LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/AOak Street Investment Grade Net Lease Fund 2020-1A A167181DAA91049571PAUSD9579630.127LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNOasis SecuritisationN/AOasis Securitization 2021-2A A67422CAA0385793PAUSD3823550.051LongABS-OCORPUSY22033-10-15Fixed2.143NNNNNNOCCU Auto Receivables TrustN/AOCCU Auto Receivables Trust 2023-1A A3674921AC51784000PAUSD18056470.239LongABS-OCORPUSY22028-06-15Fixed6.23NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-1 A167648BAA01847578PAUSD15726260.208LongABS-OCORPUSY22051-12-25Variable3NNNNNNOndeck Asset Securitization TrN/AOndeck Asset Securitization Trust LLC 2021-1A A68236WAA01807000PAUSD17644720.233LongABS-OCORPUSY22027-05-17Fixed1.59NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-10 A169360HAA91615084PAUSD15244480.202LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-9 A169360XAA41612826PAUSD15230220.202LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPagaya AI Debt Selection TrustN/APagaya AI Debt Selection Trust 2022-1 A69546MAA5320556PAUSD3156640.042LongABS-OCORPUSY22029-10-15Fixed2.03NNNNNNPawnee Equipment ReceivablesN/APawnee Equipment Receivables 2021-1 A2704100AB21233847PAUSD12050160.159LongABS-OCORPUSY22027-07-15Fixed1.1NNNNNNProvident Funding Mortgage TruN/AProvident Funding Mortgage Trust 2021-INV1 A174387VAA71553528PAUSD12715090.168LongABS-OCORPUSY22051-08-25Variable2.5NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2021-3 A2174938DAW31171217PAUSD10732930.142LongABS-OCORPUSY22051-07-25Floating5NNNNNNReach Financial LLC5967007LIEEXZXK7FS45Reach Financial LLC 2022-2A A75526GAA9408646PAUSD4087740.054LongABS-OCORPUSY22030-05-15Fixed6.63NNNNNNSREIT TrustN/ASREIT Trust 2021-MFP A78472UAA63096408PAUSD30441890.403LongABS-OCORPUSY22038-11-15Floating6.20709NNNNNNSaluda Grade Alternative MortgN/ASaluda Grade Alternative Mortgage Trust 2023-SEQ3 A179582GAA21876613PAUSD18962850.251LongABS-OCORPUSY22053-06-01Variable7.162NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2021-1 D80286NAG13923855PAUSD38232810.506LongABS-OCORPUSN22026-11-16Fixed1.13NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A B80290CAE42348556PAUSD22869710.303LongABS-OCORPUSY22031-12-15Fixed1.833NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A C80290CAG9323196PAUSD3159020.042LongABS-OCORPUSY22031-12-15Fixed3.268NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2022-A B80290CAS31186576PAUSD11766090.156LongABS-OCORPUSY22032-05-15Fixed5.281NNNNNNSantander Bank Auto Credit-LinTR24TWEY5RVRQV65HD49Santander Bank Auto Credit-Linked Notes 2023-B A280290CCA02430000PAUSD24372470.322LongABS-OCORPUSY22033-12-15Fixed5.644NNNNNNSierra Receivables Funding CoN/ASierra Receivables Funding Co LLC 2021-1A A82652QAA9700561PAUSD6599460.087LongABS-OCORPUSY22037-11-20Fixed0.99NNNNNNSocial Professional Loan ProgrN/ASoFi Professional Loan Program 2020-C Trust83390UAF41388215PAUSD12591270.167LongABS-OCORPUSY22046-02-15Fixed1.95NNNNNNSOFI CONSUMER LOAN PROGRAM TRUN/ASoFi Consumer Loan Program Trust 2022-1S A83406QAA6617953PAUSD6178790.082LongABS-OCORPUSY22031-04-15Fixed6.21NNNNNNTTANN/ATTAN 2021-MHC A87303TAA51442253PAUSD14260680.189LongABS-OCORPUSY22038-03-15Floating6.32648NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B B88161KAE5538000PAUSD5244600.069LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2022-3A A882925AA81640723PAUSD16521750.219LongABS-OCORPUSY22029-04-15Fixed7.6NNNNNNTricolor Auto Securitization TN/ATricolor Auto Securitization Trust 2023-1A A89616KAA21161552PAUSD11580000.153LongABS-OCORPUSY22026-08-17Fixed6.48NNNNNN280 Park Avenue Mortgage TrustN/A208 Park Avenue Mortgage Trust 2017-280P90205FAA82890000PAUSD27805650.368LongABS-OCORPUSY22034-09-15Floating6.538NNNNNNUSASF Receivables LLCN/AUSASF Receivables LLC 2021-1A C90355EAC52848869PAUSD27806420.368LongABS-OCORPUSY22026-05-15Fixed2.2NNNNNNU.S. Bank National Association6BYL5QZYBDK8S7L73M02US Bank National Association 2023-1 B90357PAV61904000PAUSD19086590.253LongABS-OCORPUSY22032-08-25Fixed6.789NNNNNNUNIFY Auto Receivables TrustN/AUNIFY Auto Receivables Trust 2021-1A A490775QAD82026215PAUSD19898590.263LongABS-OCORPUSY22026-07-15Fixed0.98NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-5 A91679JAA583006PAUSD823420.011LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNUpstart Securitization Trust549300WNB47JRNENIC75Upstart Securitization Trust 2022-2 A91679TAA3733079PAUSD7298130.097LongABS-OCORPUSY22032-05-20Fixed4.37NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2022-1 A91679WAA61272065PAUSD12575630.166LongABS-OCORPUSY22032-03-20Fixed3.12NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-4 A91682NAA175153PAUSD749420.01LongABS-OCORPUSY22031-09-20Fixed0.84NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV4 A3918307AC31351435PAUSD11074430.147LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLCN/AVantage Data Centers LLC 2020-1A A292212KAB22652000PAUSD24538310.325LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVASA TrustN/AVASA Trust 2021-VASA A92230AAA41260000PAUSD11184980.148LongABS-OCORPUSY22039-07-15Floating6.37648NNNNNNVerus Securitization TrustN/AVerus Securitization Trust 2020-192536PAD62321401PAUSD22074550.292LongABS-OCORPUSY22060-01-25Variable2.642NNNNNNWestgate ResortsN/AWestgate Resorts 2022-1A A96034JAA4429261PAUSD4092610.054LongABS-OCORPUSY22036-08-20Fixed1.788NNNNNNWestlake Automobile ReceivableN/AWestlake Automobile Receivable Trust 2023-4A A296041AAC02675000PAUSD26919050.356LongABS-OCORPUSY22027-01-15Fixed6.23NNNNNNWestlake Automobile ReceivableN/AWestlake Automobile Receivable Trust 2023-3A A2A96041CAC62481000PAUSD24866250.329LongABS-OCORPUSY22026-10-15Fixed5.96NNNNNNOSCAR US Funding Trust353800F8174AEKJO6C39Oscar US Funding Trust 2021-1A A368785AAC9407187PAUSD4049240.054LongABS-OCORPJPY22025-04-10Fixed0.7NNNNNNN/AN/AUS 5YR NOTE (CBT) Mar24N/A-650NCUSD-1194724-0.158N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-04-03-69508010USD-1194724NNNN/AN/AUS 2YR NOTE (CBT) Mar24N/A1978NCUSD38127300.504N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2024-04-03403485285USD3812730NNNN/AN/AUS 10YR NOTE (CBT)Mar24N/A-101NCUSD-356656-0.047N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-03-28-11045297USD-356656NNNN/AN/AUS LONG BOND(CBT) Mar24N/A-150NCUSD-1332422-0.176N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-03-28-17408203USD-1332422NNNN/AN/AUS 10yr Ultra Fut Mar24N/A-34NCUSD-169240-0.022N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-03-28-3843291USD-169240NNN2024-02-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER