Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of 12/31/2019)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 3.00%, 01/14/20 2.38
Ginnie Mae, 3.50%, 01/21/20 1.90
Fannie Mae or Freddie Mac, 4.00%, 01/14/20 1.63
BX Commercial Mortgage Trust 2019-XL, 4.04%, 10/15/36 1.50
Fannie Mae or Freddie Mac, 4.50%, 01/14/20 1.21
Connecticut Avenue Securities Trust 2019-R06, 3.89%, 09/25/39 1.15
Fannie Mae Connecticut Avenue Securities, 3.79%, 03/25/31 0.97
Ginnie Mae, 4.00%, 01/21/20 0.94
Fannie Mae Pool, 2.50%, 01/01/35 0.93
Fannie Mae or Freddie Mac, 2.50%, 01/14/20 0.91
Connecticut Avenue Securities Trust 2019-R05, 3.79%, 07/25/39 0.85
Station Place Securitization Trust Series 2019-WL1, 3.39%, 08/25/52 0.82
Jersey Mike's Funding, 4.43%, 02/15/50 0.77
Fannie Mae Pool, 3.50%, 02/01/57 0.74
Hasbro Inc, 3.90%, 11/19/29 0.73
Calpine Corp, 5.12%, 03/15/28 0.71
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.66
CSC Holdings LLC, 5.75%, 01/15/30 0.65
Formula One Management Ltd, 4.40%, 02/01/24 0.64
Aleris International Inc, 10.75%, 07/15/23 0.61
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.60
Freeport-McMoRan Inc, 3.55%, 03/01/22 0.58
Freddie Mac Pool, 4.00%, 05/01/49 0.57
Octagon Investment Partners 45 Ltd, 3.16%, 10/15/32 0.55
Synchrony Financial 0.55
Black Hills Corp, 3.05%, 10/15/29 0.55
Refinitiv US Holdings Inc, 5.66%, 10/01/25 0.52
Freddie Mac Pool, 3.50%, 07/01/49 0.52
Dell International LLC / EMC Corp, 5.30%, 10/01/29 0.51
Connecticut Avenue Securities Trust 2019-R05, 5.89%, 07/25/39 0.51
Enterprise Development Authority, 12.00%, 07/15/24 0.51
Freddie Mac Pool, 3.50%, 07/01/49 0.51
Jack in the Box Funding LLC, 3.98%, 08/25/49 0.50
Victoria PLC, 5.25%, 07/15/24 0.50
Bausch Health Americas Inc, 4.91%, 06/01/25 0.50
Mohegan Gaming & Entertainment, 7.88%, 10/15/24 0.49
Juniper Networks Inc, 3.75%, 08/15/29 0.49
Standard Industries Inc/NJ, 2.25%, 11/21/26 0.47
GCI LLC, 4.15%, 02/02/22 0.47
Equinix Inc, 2.62%, 11/18/24 0.47
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.47
Change Healthcare Holdings LLC, 4.20%, 03/01/24 0.47
Newell Brands Inc, 4.20%, 04/01/26 0.47
LABL Escrow Issuer LLC, 10.50%, 07/15/27 0.47
Vivion Investments Sarl, 3.00%, 08/08/24 0.47
Albemarle Wodgina Pty Ltd, 3.45%, 11/15/29 0.46
Freddie Mac Pool, 3.50%, 08/01/49 0.46
Connecticut Avenue Securities Trust 2019-R07, 5.19%, 10/25/39 0.46
Ginnie Mae II Pool, 5.00%, 04/20/49 0.46
Dryden 80 CLO Ltd, 3.21%, 01/17/33 0.46
Madison Park Funding XXXVI Ltd, 1.33%, 01/15/33 0.46
Great Wolf Trust, 4.45%, 12/15/29 0.46
MMFL Re-REMIC Trust 2019-1, 5.54%, 12/28/26 0.46
FC Compassus LLC, 6.74%, 11/05/26 0.45
18 Fremont Street Acquisition LLC, 9.76%, 08/09/25 0.45
Freddie Mac Pool, 3.00%, 11/01/43 0.44
Freddie Mac Pool, 3.50%, 07/01/49 0.44
Freddie Mac Pool, 3.50%, 06/01/49 0.43
Allegheny Technologies Inc, 5.88%, 12/01/27 0.43
BlueMountain CLO XXIV Ltd, 4.67%, 04/20/31 0.43
Braskem Netherlands Finance BV, 4.50%, 01/31/30 0.42
ARD Finance SA, 6.50%, 06/30/27 0.42
Freddie Mac Pool, 3.50%, 09/01/49 0.42
AbbVie Inc, 2.95%, 11/21/26 0.41
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.41
Golden Entertainment Inc, 7.62%, 04/15/26 0.41
Broadridge Financial Solutions Inc, 2.90%, 12/01/29 0.41
Mello Warehouse Securitization Trust 2019-1, 4.14%, 06/25/52 0.41
Southwick Park CLO LLC, 3.47%, 07/20/32 0.41
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 5.50%, 09/15/24 0.40
DynCorp International Inc, 7.74%, 08/16/25 0.40
Dole Food Co Inc, 7.25%, 06/15/25 0.40
Global Aircraft Leasing Co Ltd, 6.50%, 09/15/24 0.39
ARD Finance SA, 5.00%, 06/30/27 0.39
CIT Group Inc, 4.75%, 02/16/24 0.39
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.39
MMFL Re-REMIC Trust 2019-1, 3.19%, 01/28/24 0.38
Alliance Data Systems Corp, 4.75%, 12/15/24 0.38
HLF Financing Sarl LLC / Herbalife International Inc, 7.25%, 08/15/26 0.38
First Quantum Minerals Ltd, 6.88%, 03/01/26 0.38
Fannie Mae Pool, 3.00%, 02/01/57 0.37
BlueMountain CLO XXVI Ltd, 4.73%, 10/20/32 0.37
Mohegan Gaming & Entertainment, 5.75%, 10/13/21 0.37
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.37
EPR Properties, 3.75%, 08/15/29 0.37
Madison Park Funding XXI Ltd, 3.29%, 10/15/32 0.37
Mello Warehouse Securitization Trust 2019-2, 4.19%, 11/25/52 0.37
CubeSmart LP, 3.00%, 02/15/30 0.36
Z Capital Credit Partners CLO 2019-1 Ltd, 3.90%, 07/16/31 0.36
Mylan Inc, 4.55%, 04/15/28 0.36
Citigroup Inc, 5.00%, 09/12/69 0.36
Enel Finance International NV, 4.62%, 09/14/25 0.36
Hudbay Minerals Inc, 7.25%, 01/15/23 0.36
Dell International LLC, 3.79%, 09/19/25 0.35
Freddie Mac Pool, 3.50%, 08/01/49 0.35
DRIVEN BRANDS FUNDING LLC, 3.98%, 10/20/49 0.35
Bausch Health Cos Inc, 5.00%, 01/30/28 0.34
Freddie Mac Pool, 3.50%, 08/01/49 0.34
DH Europe Finance II Sarl, 3.25%, 11/15/39 0.34
PRPM 2019-3 LLC, 4.46%, 07/25/24 0.34
CCM Merger Inc, 6.00%, 03/15/22 0.33
Scientific Games International Inc, 7.00%, 05/15/28 0.33
Madison Park Funding XXXIII Ltd, 3.17%, 10/15/32 0.33
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.33
Autostrade per l'Italia SpA, 4.38%, 09/16/25 0.33
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.33
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.33
Fannie Mae or Freddie Mac, 3.50%, 01/16/20 0.32
LABL Escrow Issuer LLC, 6.75%, 07/15/26 0.32
PRPM 2019-4 LLC, 4.65%, 11/25/24 0.32
CARLYLE US CLO 2019-4 LTD, 3.20%, 01/15/33 0.32
Playtika Holding Corp, 7.76%, 12/10/24 0.31
Hess Midstream Operations LP, 5.12%, 06/15/28 0.31
CIFC Funding 2016-I Ltd, 4.90%, 10/21/31 0.31
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.31
CIFC Funding 2016-I Ltd, 3.45%, 10/21/31 0.31
JPMorgan Chase & Co, 5.00%, 07/31/69 0.30
CPI Property Group SA, 4.88%, 04/16/69 0.30
General Electric Co, 5.00%, 01/20/66 0.30
Octagon Investment Partners 44 Ltd, 3.27%, 07/20/32 0.30
Fannie Mae Pool, 3.00%, 01/01/50 0.30
Aqua Finance Trust 2019-A, 3.14%, 07/16/40 0.29
DH Europe Finance II Sarl, 2.20%, 11/15/24 0.29
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.29
Trinity Industries Inc, 4.55%, 10/01/24 0.29
HUB International Ltd, 5.79%, 04/25/25 0.29
Tacala Investment Corp, 5.76%, 02/01/25 0.29
Bausch Health Americas Inc, 8.50%, 01/31/27 0.28
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.28
Lannett Co Inc, 7.14%, 11/25/22 0.28
Prosper Pass-Thru Trust II Series 2019-St1, 0.00%, 07/15/25 0.28
Connecticut Avenue Securities Trust 2019-R03, 3.94%, 09/25/31 0.28
Bellring Brands LLC, 6.78%, 10/21/24 0.28
CIFC Funding 2019-VI Ltd, 3.24%, 01/16/33 0.27
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.27
Altice Luxembourg SA, 7.62%, 02/15/25 0.27
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.27
T-Mobile USA Inc, 6.50%, 01/15/24 0.27
HUB International Ltd, 4.93%, 04/25/25 0.27
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.27
Freddie Mac Pool, 3.00%, 05/01/31 0.26
Equinix Inc, 2.90%, 11/18/26 0.26
Helios Software Holdings Inc, 6.05%, 10/24/25 0.26
Ultra Clean Holdings Inc, 6.41%, 08/27/25 0.26
CPI Property Group SA, 4.75%, 03/08/23 0.26
Starfruit Finco BV / Starfruit US Holdco LLC, 8.00%, 10/01/26 0.26
Synchrony Financial, 5.15%, 03/19/29 0.26
Mauser Packaging Solutions Holding Co, 5.17%, 04/03/24 0.26
Keurig Dr Pepper Inc, 3.40%, 11/15/25 0.26
II-VI Inc, 5.46%, 09/24/26 0.26
Reynolds Group Holdings Inc, 4.65%, 02/05/23 0.26
Jack in the Box Funding LLC, 4.48%, 08/25/49 0.26
CenturyLink Inc, 5.12%, 12/15/26 0.26
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.25
CIFC Funding 2019-VI Ltd, 4.61%, 01/16/33 0.25
LPL Holdings Inc, 4.62%, 11/15/27 0.25
FREMF 2019-KF72 Mortgage Trust, 3.80%, 11/25/26 0.25
Assurant Inc, 3.70%, 02/22/30 0.25
Smithfield Foods Inc, 5.20%, 04/01/29 0.25
First Quantum Minerals Ltd, 7.00%, 02/15/21 0.25
BlueMountain Fuji US Clo II Ltd, 4.12%, 10/20/30 0.25
AT Securities BV, 5.25%, 07/21/99 0.24
Summit Materials LLC / Summit Materials Finance Corp, 6.50%, 03/15/27 0.24
Trivium Packaging Finance BV, 5.50%, 08/15/26 0.24
Jaguar Holding Co II, 4.44%, 08/18/22 0.24
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, 03/01/50 0.24
Tesco Corporate Treasury Services PLC, 0.88%, 05/29/26 0.24
Unum Group, 4.00%, 06/15/29 0.24
Freddie Mac Pool, 4.50%, 04/01/49 0.24
Prima Capital CRE Securitization 2015-IV Ltd, 4.00%, 08/24/49 0.24
Terrier Media Buyer Inc, 6.01%, 12/17/26 0.23
Fannie Mae Pool, 3.50%, 03/01/48 0.23
Santander Drive Auto Receivables Trust 2019-2, 3.22%, 07/15/25 0.23
Hasbro Inc, 3.55%, 11/19/26 0.23
Hasbro Inc, 3.00%, 11/19/24 0.23
Froneri International Ltd, 4.05%, 01/26/25 0.23
Octagon Investment Partners 40 Ltd, 5.77%, 04/20/31 0.23
Level 3 Financing Inc, 3.88%, 11/15/29 0.23
Carlyle Global Market Strategies CLO 2015-5 Ltd, 5.72%, 01/20/32 0.23
Traviata BV, 5.00%, 11/21/26 0.23
Perimeter Master Note Business Trust, 4.23%, 05/15/24 0.23
Conn's Receivables Funding 2019-B LLC, 4.60%, 06/17/24 0.23
Carlyle Global Market Strategies CLO 2013-1 Ltd, 3.13%, 08/14/30 0.23
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.23
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.23
Beechwood Park CLO Ltd, 3.23%, 01/17/33 0.23
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.23
CARLYLE US CLO 2019-4 LTD, 1.33%, 01/15/33 0.23
Upstart Securitization Trust 2019-3, 0.00%, 01/21/30 0.23
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.23
Arroyo Mortgage Trust 2019-2, 4.76%, 04/25/49 0.22
CGDB Commercial Mortgage Trust 2019-MOB, 4.29%, 11/15/36 0.22
Magellan Health Inc, 4.90%, 09/22/24 0.22
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.22
Fannie Mae Pool, 3.00%, 07/01/45 0.22
CGDB Commercial Mortgage Trust 2019-MOB, 3.74%, 11/15/36 0.22
Hanjin International Corp, 4.45%, 10/18/20 0.22
Palmer Square Loan Funding 2019-4 Ltd, 5.19%, 10/24/27 0.22
PRPM 2019-GS1, 4.75%, 10/25/24 0.22
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.22
Terrier Media Buyer Inc, 8.88%, 12/15/27 0.21
Babson CLO Ltd 2016-I, 4.03%, 07/23/30 0.21
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.21
Alcoa Nederland Holding BV, 6.75%, 09/30/24 0.21
Goldentree Loan Management US CLO 5 Ltd, 3.49%, 10/20/32 0.21
Boardriders Inc, 8.41%, 04/06/24 0.21
Grifols SA, 2.25%, 11/15/27 0.20
Jane Street Group LLC, 5.00%, 08/25/22 0.20
Goldman Sachs Group Inc, 4.95%, 11/15/69 0.20
Pawnee Equipment Receivables Series 2019-1 LLC, 3.80%, 01/15/26 0.20
eG Global Finance PLC, 8.50%, 10/30/25 0.20
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.20
Qwest Corp, 6.88%, 09/15/33 0.19
Lions Gate Capital Holdings LLC, 3.68%, 03/22/23 0.19
ECAF I Ltd, 5.80%, 06/15/40 0.19
Cheniere Corpus Christi Holdings LLC, 3.70%, 11/15/29 0.19
QEP Resources Inc, 6.88%, 03/01/21 0.19
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27 0.19
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.19
Tamko Building Products Inc, 5.16%, 05/31/26 0.19
Level 3 Financing Inc, 5.38%, 08/15/22 0.19
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.19
Upstart Securitization Trust 2018-1, 6.15%, 08/20/25 0.19
BX Commercial Mortgage Trust 2018-IND, 3.44%, 11/15/35 0.19
Micron Technology Inc, 5.33%, 02/06/29 0.18
Exeter Automobile Receivables Trust 2019-3, 4.00%, 08/17/26 0.18
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.18
Golden Nugget Inc, 8.75%, 10/01/25 0.18
Glencore Funding LLC, 4.12%, 03/12/24 0.18
Brown & Brown Inc, 4.50%, 03/15/29 0.18
Intelsat Connect Finance SA, 9.50%, 02/15/23 0.18
Conagra Brands Inc, 4.85%, 11/01/28 0.18
Nexstar Broadcasting Inc, 4.54%, 09/19/26 0.18
Micron Technology Inc, 4.97%, 02/06/26 0.18
Watco Cos LLC / Watco Finance Corp, 6.38%, 04/01/23 0.18
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 5.88%, 02/15/28 0.18
Mauser Packaging Solutions Holding Co, 7.25%, 04/15/25 0.17
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.17
Trivium Packaging Finance BV, 8.50%, 08/15/27 0.17
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.17
Diamond Sports Group LLC / Diamond Sports Finance Co, 5.38%, 08/15/26 0.17
AMN Healthcare Inc, 4.62%, 10/01/27 0.17
Freddie Mac Pool, 4.00%, 04/01/47 0.16
Infrabuild Australia Pty Ltd, 12.00%, 10/01/24 0.16
NVA Holdings Inc, 4.65%, 02/02/25 0.16
Freddie Mac Pool, 4.50%, 01/01/49 0.16
eG Global Finance PLC, 6.75%, 02/07/25 0.16
CyrusOne LP / CyrusOne Finance Corp, 3.45%, 11/15/29 0.16
Freddie Mac Pool, 3.00%, 12/01/49 0.16
NBM US Holdings Inc, 6.62%, 08/06/29 0.16
Kraft Heinz Foods Co, 5.00%, 07/15/35 0.16
Uber Technologies Inc, 7.50%, 11/01/23 0.16
Great Western Petroleum LLC / Great Western Finance Corp, 9.00%, 09/30/21 0.16
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.16
Avantor Inc, 4.75%, 10/01/24 0.16
American Axle & Manufacturing Inc, 6.62%, 10/15/22 0.16
BX Trust 2019-OC11, 4.08%, 12/09/41 0.15
BlueMountain CLO 2018-1 Ltd, 3.99%, 07/30/30 0.15
Ginnie Mae, 4.50%, 01/21/20 0.15
Elanco Animal Health Inc, 4.90%, 08/28/28 0.15
CyrusOne LP / CyrusOne Finance Corp, 2.90%, 11/15/24 0.15
Buckeye Partners LP, 4.52%, 11/01/26 0.15
CryoLife Inc, 5.91%, 12/01/24 0.15
Magnetite XXII Ltd, 5.65%, 04/15/31 0.15
Netflix Inc, 4.62%, 05/15/29 0.15
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.15
Tacala Investment Corp, 9.51%, 02/01/26 0.15
Fannie Mae Pool, 3.00%, 03/01/43 0.15
McAfee LLC, 5.64%, 09/29/24 0.15
Citigroup Inc, 2.90%, 12/08/21 0.14
Engie SA, 1.38%, 06/21/39 0.14
Fannie Mae Pool, 3.00%, 01/01/43 0.14
Abertis Infraestructuras SA, 1.88%, 03/26/32 0.14
Verus Securitization Trust 2019-1, 4.46%, 02/25/59 0.14
Stars Group Holdings BV, 5.41%, 07/10/25 0.14
Camelot Finance SA, 5.01%, 10/31/26 0.14
Freddie Mac Pool, 4.50%, 06/01/49 0.14
Antero Resources Corp, 5.38%, 11/01/21 0.14
Level 3 Financing Inc, 3.55%, 03/01/27 0.14
RPI Finance Trust, 3.97%, 04/17/23 0.14
Grizzly Finco, 5.16%, 10/01/25 0.14
Sound Point Clo XVI Ltd, 5.54%, 07/25/30 0.14
Equifax Inc, 2.78%, 08/15/21 0.14
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.13
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.13
JBS USA LUX SA, 6.38%, 05/01/26 0.13
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.13
SES GLOBAL Americas Holdings GP, 5.30%, 03/25/44 0.13
BX Commercial Mortgage Trust 2019-XL, 3.74%, 10/15/36 0.13
OCI NV, 5.25%, 11/01/24 0.13
Six Flags Theme Parks Inc, 3.97%, 04/17/26 0.13
Fannie Mae REMICS, 4.26%, 08/25/48 0.13
Entegris Inc, 3.90%, 11/06/25 0.13
ViacomCBS Inc, 5.88%, 02/28/57 0.13
Chobani LLC, 5.41%, 10/10/23 0.13
Octagon Investment Partners 41 Ltd, 5.65%, 04/15/31 0.13
Octagon Investment Partners XXI Ltd, 5.86%, 02/14/31 0.13
THL Credit Wind River 2019-2 Clo Ltd, 3.17%, 01/15/33 0.12
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.12
Level 3 Financing Inc, 3.40%, 03/01/27 0.12
IHS Markit Ltd, 5.00%, 11/01/22 0.12
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.12
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.12
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.12
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.12
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.12
Lamar Media Corp, 3.65%, 03/16/25 0.12
American Homes 4 Rent LP, 4.25%, 02/15/28 0.12
Electricite de France SA, 2.00%, 10/02/30 0.11
Golden Nugget Inc, 6.75%, 10/15/24 0.11
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.11
DCP Midstream Operating LP, 5.60%, 04/01/44 0.11
Abertis Infraestructuras SA, 2.38%, 09/27/27 0.11
Fannie Mae Pool, 3.00%, 09/01/42 0.11
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.11
Gentiva Health Services Inc, 5.66%, 07/02/25 0.11
EnLink Midstream LLC, 5.38%, 06/01/29 0.11
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/30 0.11
NGPL PipeCo LLC, 7.77%, 12/15/37 0.11
Freddie Mac Pool, 3.50%, 08/01/49 0.10
Fannie Mae Pool, 4.50%, 01/01/49 0.10
Perimeter Master Note Business Trust, 5.21%, 05/15/24 0.10
InSite Issuer LLC, 6.12%, 12/15/48 0.10
IHS Markit Ltd, 4.12%, 08/01/23 0.10
Fannie Mae Pool, 3.00%, 09/01/46 0.10
Fannie Mae REMICS, 36.40%, 10/25/40 0.10
Sequoia Mortgage Trust 2018-8, 0.31%, 11/25/48 0.10
Freddie Mac Pool, 3.00%, 12/01/49 0.10
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.09
Ashton Woods USA LLC / Ashton Woods Finance Co, 6.75%, 08/01/25 0.09
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.09
CF Industries Inc, 3.40%, 12/01/21 0.09
Outfront Media Capital LLC / Outfront Media Capital Corp, 4.62%, 03/15/30 0.09
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.09
KNDL 2019-KNSQ Mortgage Trust, 3.74%, 05/15/36 0.09
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.09
LPL Holdings Inc, 3.51%, 11/12/26 0.09
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.09
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 4.75%, 10/01/23 0.09
New Residential Mortgage Loan Trust 2019-NQM2, 4.27%, 04/25/49 0.09
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.09
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.09
Citigroup Commercial Mortgage Trust 2018-C5, 0.60%, 06/10/51 0.09
Fannie Mae Pool, 4.00%, 05/01/47 0.09
Men's Wearhouse Inc, 7.00%, 07/01/22 0.09
Domino's Pizza Master Issuer LLC, 4.33%, 07/25/48 0.09
LOANME TRUST SBL 2019-1, 5.25%, 08/15/30 0.09
Fannie Mae Pool, 3.00%, 09/01/49 0.08
Freddie Mac Pool, 3.50%, 08/01/49 0.08
Freddie Mac Pool, 3.50%, 06/01/49 0.08
Westinghouse Air Brake Technologies Corp, 3.19%, 09/15/21 0.08
Range Resources Corp, 5.00%, 08/15/22 0.08
Dell International LLC, 3.65%, 03/13/24 0.08
EQM Midstream Partners LP, 5.50%, 07/15/28 0.08
Newell Brands Inc, 5.50%, 04/01/46 0.08
Freddie Mac Gold Pool, 4.00%, 06/01/49 0.08
Element Solutions Inc, 5.88%, 12/01/25 0.08
USI Inc/NY, 5.76%, 12/02/26 0.08
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.08
Freddie Mac Pool, 4.00%, 05/01/49 0.08
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.75%, 10/15/20 0.07
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.07
Freddie Mac Gold Pool, 4.50%, 12/01/48 0.07
Tesla Auto Lease Trust 2019-A, 5.48%, 05/22/23 0.07
Freddie Mac Pool, 3.00%, 10/01/49 0.07
START Ireland, 0.00%, 03/15/44 0.07
Project Silver, 0.00%, 03/15/44 0.07
Entravision Communications Corp, 4.66%, 11/30/24 0.07
Business Jet Securities LLC, 7.75%, 02/15/33 0.07
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.06
FREMF 2018-KF45 Mortgage Trust, 3.65%, 03/25/25 0.06
Nexstar Broadcasting Inc, 4.18%, 01/17/24 0.06
Excelitas Technologies Corp, 9.41%, 12/01/25 0.06
Synchrony Financial, 4.38%, 03/19/24 0.06
SES SA, 4.62%, 01/02/68 0.06
Fannie Mae Pool, 3.00%, 09/01/49 0.06
Freddie Mac Gold Pool, 3.50%, 11/01/48 0.06
Fannie Mae Pool, 3.00%, 02/01/43 0.06
SES SA, 5.30%, 04/04/43 0.06
Allegheny Technologies Inc, 7.88%, 08/15/23 0.06
Government National Mortgage Association, 0.48%, 01/16/60 0.05
Fannie Mae Pool, 3.00%, 03/01/43 0.05
Fannie Mae Pool, 3.50%, 11/01/47 0.05
Apollo Aviation Securitization Equity Trust 2016-2, 5.93%, 11/15/41 0.05
Freddie Mac Gold Pool, 3.50%, 08/01/48 0.05
Citigroup Capital XIII, 8.31%, 10/30/40 0.05
ViacomCBS Inc, 4.38%, 03/15/43 0.05
ViacomCBS Inc, 5.25%, 04/01/44 0.05
Project Silver, 6.90%, 07/15/44 0.04
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.04
Extraction Oil & Gas Inc, 5.62%, 02/01/26 0.04
Advanced Drainage Systems Inc, 4.05%, 09/24/26 0.04
Fannie Mae Pool, 3.00%, 05/01/43 0.04
Fannie Mae Pool, 3.50%, 01/01/49 0.04
Fannie Mae Pool, 2.50%, 10/01/34 0.03
Virgin Media SFA Finance Ltd, 4.04%, 11/15/27 0.03
Synchrony Financial, 3.95%, 12/01/27 0.03
Freddie Mac Pool, 3.00%, 10/01/34 0.03
Bausch Health Americas Inc, 9.25%, 04/01/26 0.03
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.03
Freddie Mac Pool, 3.50%, 03/01/48 0.03
A10 Term Asset Financing 2017-1 LLC, 4.70%, 03/15/36 0.03
PowerTeam Services LLC, 9.14%, 03/06/26 0.03
Freddie Mac Pool, 3.50%, 11/01/47 0.03
Freddie Mac Pool, 3.50%, 12/01/47 0.03
Freddie Mac Pool, 3.00%, 10/01/49 0.03
Freddie Mac Pool, 3.50%, 12/01/44 0.03
Zekelman Industries Inc, 9.88%, 06/15/23 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
CSMC 2017-HD Trust, 5.39%, 02/15/31 0.02
Freddie Mac Multifamily Structured Pass Through Certificates, 0.04%, 07/25/28 0.02
Freddie Mac Pool, 3.00%, 09/01/32 0.02
Fannie Mae Pool, 4.50%, 09/01/47 0.02
Fannie Mae Pool, 4.00%, 10/01/47 0.02
MarketPlace Loan Trust 2015-LD1, 6.00%, 12/15/21 0.02
Freddie Mac Pool, 3.00%, 09/01/49 0.02
Fannie Mae Pool, 3.00%, 10/01/34 0.02
Fannie Mae Pool, 3.00%, 11/01/46 0.02
Fannie Mae Pool, 3.50%, 04/01/43 0.02
EQT Corp, 2.68%, 10/01/20 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Fannie Mae Pool, 3.50%, 07/01/49 0.01
Freddie Mac Pool, 4.00%, 04/01/48 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Fannie Mae Pool, 3.50%, 11/01/43 0.01
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.01
Mission Broadcasting Inc, 4.18%, 01/17/24 0.01
Fannie Mae Pool, 3.50%, 12/01/47 0.01
Freddie Mac Pool, 3.00%, 01/01/33 0.01
PetVet Care Centers LLC, 8.15%, 02/15/26 0.01
Government National Mortgage Association, 4.41%, 10/16/55 0.01
Fannie Mae Pool, 3.50%, 01/01/47 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.01
Freddie Mac Pool, 3.50%, 11/01/47 0.01
Fannie Mae Pool, 3.50%, 07/01/46 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Freddie Mac Pool, 3.00%, 03/01/43 0.01
Fannie Mae Pool, 3.00%, 01/01/47 0.01
BBCCRE Trust 2015-GTP, 4.56%, 08/10/33 0.01
Government National Mortgage Association, 3.79%, 01/20/44 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Freddie Mac Pool, 2.50%, 10/01/34 0.01
Freddie Mac Pool, 4.00%, 05/01/48 0.01
Freddie Mac Pool, 3.50%, 11/01/46 0.01
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Freddie Mac Gold Pool, 4.00%, 01/01/49 0.00
Fannie Mae Pool, 4.00%, 02/01/48 0.00
Fannie Mae Pool, 4.00%, 09/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/48 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Freddie Mac Pool, 3.00%, 11/01/49 0.00
Freddie Mac Gold Pool, 3.50%, 04/01/48 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Fannie Mae Pool, 3.50%, 02/01/48 0.00
Freddie Mac Pool, 4.00%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 02/01/43 0.00
Fannie Mae Pool, 3.50%, 08/01/46 0.00
Fannie Mae Pool, 3.00%, 05/01/48 0.00
Freddie Mac Pool, 2.50%, 07/01/34 0.00
Freddie Mac Pool, 3.00%, 10/01/46 0.00
Belo Corp, 7.25%, 09/15/27 0.00
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 4.00%, 05/01/48 0.00
Freddie Mac Gold Pool, 6.00%, 04/01/40 0.00
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Fannie Mae Pool, 3.50%, 07/01/46 0.00
Freddie Mac Pool, 3.50%, 02/01/44 0.00
Fannie Mae Pool, 3.50%, 12/01/42 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/47 0.00
QUIKSILVER INC BANKRUPTCY EQUITY CERT, 0.00%, 08/01/18 0.00
Freddie Mac Pool, 2.50%, 09/01/34 0.00
Fannie Mae Pool, 4.50%, 02/01/46 0.00
Fannie Mae Pool, 3.50%, 04/01/44 0.00
Fannie Mae Pool, 3.50%, 04/01/48 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Freddie Mac Pool, 4.00%, 03/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/48 0.00
Fannie Mae Pool, 5.00%, 07/01/44 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 03/01/45 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Fannie Mae Pool, 3.50%, 10/01/42 0.00
Fannie Mae Pool, 4.50%, 06/01/47 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Freddie Mac Pool, 3.50%, 02/01/43 0.00
Freddie Mac Pool, 4.00%, 06/01/48 0.00
Fannie Mae Pool, 2.50%, 09/01/34 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 4.50%, 04/01/48 0.00
Freddie Mac Pool, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.00%, 11/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Pool, 3.00%, 02/01/43 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Freddie Mac Pool, 3.00%, 01/01/45 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Freddie Mac Pool, 3.50%, 07/01/46 0.00
Fannie Mae Pool, 2.50%, 09/01/34 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Freddie Mac Gold Pool, 4.50%, 05/01/44 0.00
Fannie Mae Pool, 3.50%, 12/01/45 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Fannie Mae Pool, 4.50%, 06/01/48 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.50%, 11/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Freddie Mac Pool, 4.00%, 05/01/46 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 3.50%, 03/01/48 0.00
Freddie Mac Pool, 3.00%, 03/01/43 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Freddie Mac Pool, 4.00%, 04/01/48 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 07/01/47 0.00
Fannie Mae Pool, 4.00%, 07/01/47 0.00
Fannie Mae Pool, 4.00%, 11/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
90DAY EURO$ FUTR Mar20 0.00
90DAY EURO$ FUTR Jun20 0.00
90DAY EURO$ FUTR Sep20 0.00
Pay Fixed 1.659% Receive ICE LIBOR USD 3 Month, 1.66%, 08/23/49 0.00
BP CDX.NA.HY.S33.V2-5Y, 5.00%, 12/20/24 0.00
US LONG BOND(CBT) Mar20 0.00
US ULTRA BOND CBT Mar20 0.00
US 10yr Ultra Fut Mar20 0.00
US 2YR NOTE (CBT) Mar20 0.00
US 5YR NOTE (CBT) Mar20 0.00
BP CDX.NA.HY.S33.V2-5Y, 5.00%, 12/20/24 0.00
Cash & Equivalents -6.51
Please consider the charges, risks, expenses and investment objectives carefully before investing. Please see a prospectus or, if available, a summary prospectus containing this and other information. Read it carefully before you invest or send money.
Holdings are subject to change without notice.
Janus Henderson publishes this listing of securities held as of the most recently available disclosure period, which varies depending on the portfolio. Any portion of holdings may be excluded from publication when deemed in the best interest of the portfolio. Securities are reported at market value.
The portfolio data and its presentation here may differ from the complete schedules of investments in regulatory filings due to differing accounting and reporting requirements.
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