Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of 07/31/2020)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 2.50%, 09/17/20 9.11
Ginnie Mae, 3.50%, 08/20/20 1.89
Fannie Mae or Freddie Mac, 4.00%, 08/13/20 1.66
Fannie Mae or Freddie Mac, 4.50%, 08/13/20 1.39
Fannie Mae or Freddie Mac, 1.50%, 09/17/20 1.19
Fannie Mae or Freddie Mac, 3.50%, 08/13/20 1.12
Spruce Hill Mortgage Loan Trust 2020-SH2, 3.41%, 06/25/55 0.98
General Electric Co, 5.00%, 01/20/66 0.96
BX Commercial Mortgage Trust 2019-XL, 2.47%, 10/15/36 0.95
Jersey Mike's Funding, 4.43%, 02/15/50 0.70
Victoria PLC, 5.25%, 07/15/24 0.67
Ford Motor Co, 8.50%, 04/21/23 0.67
Fannie Mae Pool, 3.50%, 02/01/57 0.66
Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/26 0.64
Madison Park Funding XXII Ltd, 3.77%, 01/15/33 0.63
Prosper Marketplace Issuance Trust Series 2018-2, 5.50%, 10/15/24 0.59
Connecticut Avenue Securities Trust 2019-R06, 2.27%, 09/25/39 0.57
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.25%, 06/01/26 0.56
CSC Holdings LLC, 7.50%, 04/01/28 0.53
Molina Healthcare Inc, 4.38%, 06/15/28 0.53
Multifamily Connecticut Avenue Securities Trust 2019-01, 3.42%, 10/15/49 0.52
Z Capital Credit Partners CLO 2019-1 Ltd, 1.91%, 07/16/31 0.52
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.52
Great Wolf Trust 2019-WOLF, 2.91%, 12/15/36 0.51
CCO Holdings LLC / CCO Holdings Capital Corp, 4.50%, 08/15/30 0.51
Summit Materials LLC / Summit Materials Finance Corp, 5.25%, 01/15/29 0.51
1011778 BC ULC / New Red Finance Inc, 4.25%, 05/15/24 0.51
BX Commercial Mortgage Trust 2020-BXLP, 2.17%, 12/15/36 0.50
FREMF 2019-KBF3 Mortgage Trust, 2.66%, 01/25/29 0.50
Wyndham Destinations Inc, 4.25%, 03/01/22 0.49
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.49
MEDNAX Inc, 6.25%, 01/15/27 0.49
RSA Security LLC, 6.00%, 07/01/27 0.49
Tesla Auto Lease Trust 2019-A, 5.48%, 05/22/23 0.49
IRB Holding Corp, 6.75%, 02/15/26 0.47
Synchrony Financial, 5.62%, 08/17/68 0.47
Loire Finco Luxembourg Sarl, 3.68%, 04/20/27 0.46
GoldentTree Loan Management US CLO 1 Ltd, 2.92%, 04/20/29 0.46
Allegheny Technologies Inc, 5.88%, 12/01/27 0.45
Fannie Mae Pool, 3.00%, 05/01/43 0.45
TRI Pointe Group Inc, 5.70%, 06/15/28 0.45
Citigroup Inc, 5.95%, 04/24/65 0.45
Wells Fargo & Co, 5.88%, 01/23/65 0.44
Freddie Mac Pool, 4.00%, 05/01/49 0.44
Standard Industries Inc/NJ, 2.25%, 11/21/26 0.43
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.43
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.43
Discover Financial Services, 6.12%, 06/22/70 0.43
Hudbay Minerals Inc, 7.25%, 01/15/23 0.42
BBCMS 2018-TALL Mortgage Trust, 2.61%, 03/15/37 0.42
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.42
Liberty Interactive LLC, 8.50%, 07/15/29 0.42
Connecticut Avenue Securities Trust 2019-R05, 4.27%, 07/25/39 0.42
COLT 2018-4 Mortgage Loan Trust, 4.72%, 12/28/48 0.42
Arconic Corp, 6.12%, 02/15/28 0.41
Station Place Securitization Trust Series 2020-WL1, 2.43%, 06/25/51 0.41
Elanco Animal Health Inc, 5.65%, 08/28/28 0.41
Atotech Alpha 2 BV, 8.75%, 06/01/23 0.41
LABL Escrow Issuer LLC, 10.50%, 07/15/27 0.41
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.41
Freddie Mac Multifamily Structured Pass Through Certificates, 2.16%, 08/25/45 0.40
HLF Financing Sarl LLC / Herbalife International Inc, 7.25%, 08/15/26 0.40
Watco Cos LLC / Watco Finance Corp, 6.50%, 06/15/27 0.40
FC Compassus LLC, 6.00%, 12/31/26 0.40
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.40
Vivion Investments Sarl, 3.00%, 08/08/24 0.40
2020 Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23 0.39
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.39
Alexandria Real Estate Equities Inc, 1.88%, 02/01/33 0.38
CHT 2017-COSMO Mortgage Trust, 3.17%, 11/15/36 0.38
Freddie Mac Pool, 3.00%, 11/01/43 0.38
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.38
Enterprise Development Authority, 12.00%, 07/15/24 0.38
BlueMountain CLO XXIV Ltd, 2.97%, 04/20/31 0.38
Dole Food Co Inc, 7.25%, 06/15/25 0.37
Mello Warehouse Securitization Trust 2019-1, 2.52%, 06/25/52 0.37
Mylan Inc, 4.55%, 04/15/28 0.36
DENTSPLY SIRONA Inc, 3.25%, 06/01/30 0.36
Hasbro Inc, 3.90%, 11/19/29 0.36
CSC Holdings LLC, 5.75%, 01/15/30 0.36
Fannie Mae or Freddie Mac, 3.50%, 08/17/20 0.36
DXC Technology Co, 4.00%, 04/15/23 0.36
ARD Finance SA, 5.00%, 06/30/27 0.35
18 Fremont Street Acquisition LLC, 9.50%, 08/09/25 0.35
Freddie Mac STACR REMIC Trust 2020-DNA3, 3.17%, 06/25/50 0.35
Fannie Mae Pool, 3.00%, 02/01/57 0.35
AT&T Inc, 3.65%, 06/01/51 0.35
Vail Resorts Inc, 6.25%, 05/15/25 0.35
Connecticut Avenue Securities Trust 2019-R03, 2.32%, 09/25/31 0.34
Upjohn Inc, 3.85%, 06/22/40 0.34
CoreCivic Inc, 5.50%, 12/12/24 0.34
Herbalife Nutrition Ltd / HLF Financing Inc, 7.88%, 09/01/25 0.34
DynCorp International Inc, 7.00%, 08/16/25 0.34
DPL Inc, 4.12%, 07/01/25 0.34
Alcon Finance Corp, 2.60%, 05/27/30 0.34
Hadrian Merger Sub Inc, 8.50%, 05/01/26 0.33
Ford Motor Co, 9.00%, 04/22/25 0.33
BlueMountain CLO XXVI Ltd, 3.17%, 10/20/32 0.33
Autostrade per l'Italia SpA, 4.38%, 09/16/25 0.33
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.33
Avient Corp, 5.75%, 05/15/25 0.32
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 4.12%, 08/15/26 0.32
Mello Warehouse Securitization Trust 2019-2, 2.57%, 11/25/52 0.32
Omnicom Group Inc, 4.20%, 06/01/30 0.32
Netflix Inc, 3.62%, 06/15/30 0.31
Broadcom Inc, 4.15%, 11/15/30 0.31
NVR Inc, 3.00%, 05/15/30 0.31
Ford Motor Co, 9.62%, 04/22/30 0.31
BWX Technologies Inc, 4.12%, 06/30/28 0.31
Epicor Software Corp, 5.25%, 07/30/27 0.31
Citigroup Inc, 4.70%, 01/23/70 0.30
Block Communications Inc, 4.88%, 03/01/28 0.30
Wyndham Destinations Inc, 6.62%, 07/31/26 0.30
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.30
Fannie Mae Connecticut Avenue Securities, 2.17%, 03/25/31 0.30
AMN Healthcare Inc, 4.62%, 10/01/27 0.30
Bausch Health Cos Inc, 5.25%, 01/30/30 0.30
Solera LLC / Solera Finance Inc, 10.50%, 03/01/24 0.30
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.30
PRPM 2019-3 LLC, 4.46%, 07/25/24 0.29
Fannie Mae Connecticut Avenue Securities, 5.17%, 07/25/25 0.29
Cornerstone OnDemand Inc, 4.43%, 04/22/27 0.29
Altice Financing SA, 5.00%, 01/15/28 0.29
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.29
Finastra USA Inc, 4.50%, 06/13/24 0.29
BY Crown Parent LLC / BY Bond Finance Inc, 4.25%, 01/31/26 0.29
PVH Corp, 4.62%, 07/10/25 0.28
Tacala Investment Corp, 3.65%, 02/05/27 0.28
Hess Midstream Operations LP, 5.12%, 06/15/28 0.28
Multifamily Connecticut Avenue Securities Trust 2020-01, 3.92%, 03/25/50 0.28
CSN Islands XI Corp, 6.75%, 01/28/28 0.28
PRPM 2019-4 LLC, 4.65%, 11/25/24 0.28
CPI Property Group SA, 4.88%, 04/16/69 0.28
Palmer Square Loan Funding 2020-2 Ltd, 3.27%, 04/20/28 0.28
Athene Holding Ltd, 6.15%, 04/03/30 0.27
LABL Escrow Issuer LLC, 6.75%, 07/15/26 0.27
IRB Holding Corp, 7.00%, 06/15/25 0.27
CIFC Funding 2016-I Ltd, 3.07%, 10/21/31 0.27
Connecticut Avenue Securities Trust 2020-R02, 2.17%, 01/25/40 0.27
Taylor Morrison Communities Inc, 5.12%, 08/01/30 0.27
Freddie Mac Pool, 3.50%, 08/01/49 0.27
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.26
Lions Gate Capital Holdings LLC, 2.05%, 03/22/23 0.26
Scientific Games International Inc, 7.00%, 05/15/28 0.26
Exxon Mobil Corp, 3.45%, 04/15/51 0.26
Connecticut Avenue Securities Trust 2019-R02, 2.47%, 08/25/31 0.26
Booking Holdings Inc, 4.62%, 04/13/30 0.26
Westlake Chemical Corp, 3.38%, 06/15/30 0.26
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.26
Anglo American Capital PLC, 5.38%, 04/01/25 0.26
Virgin Media Finance PLC, 5.00%, 07/15/30 0.26
Forestar Group Inc, 5.00%, 03/01/28 0.26
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.25
Allegheny Technologies Inc, 7.88%, 08/15/23 0.25
Ingredion Inc, 2.90%, 06/01/30 0.25
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA, 7.38%, 06/01/25 0.25
Boston Scientific Corp 0.25
Wendy's International LLC, 7.00%, 12/15/25 0.25
StorCentric Inc, 5.88%, 02/19/23 0.25
HCA Inc, 4.12%, 06/15/29 0.25
AT&T Inc, 2.88%, 02/18/70 0.25
Delta 2 Lux Sarl, 3.50%, 02/01/24 0.25
TEGNA Inc, 4.62%, 03/15/28 0.25
Southwest Airlines Co, 5.12%, 06/15/27 0.24
Colt Merger Sub Inc, 5.75%, 07/01/25 0.24
Bellring Brands LLC, 6.00%, 10/21/24 0.24
Lannett Co Inc, 6.38%, 11/25/22 0.24
CMS Energy Corp, 4.75%, 06/01/50 0.24
CHS/Community Health Systems Inc, 6.62%, 02/15/25 0.24
Fannie Mae Connecticut Avenue Securities, 5.87%, 04/25/28 0.24
CPI Property Group SA, 4.75%, 03/08/23 0.24
Prosper Pass-Thru Trust II Series 2019-St1, 0.00%, 07/15/25 0.24
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.24
Freddie Mac Multifamily Structured Pass Through Certificates, 2.29%, 10/25/28 0.24
Teva Pharmaceutical Finance Netherlands III BV, 2.80%, 07/21/23 0.24
Becton Dickinson and Co, 6.00%, 06/01/23 0.24
Chobani LLC, 4.50%, 10/10/23 0.23
Helios Software Holdings Inc, 4.42%, 10/24/25 0.23
Assurant Inc, 3.70%, 02/22/30 0.23
Benchmark 2020-IG1 Mortgage Trust, 3.24%, 09/15/43 0.23
Freddie Mac Pool, 3.00%, 01/01/50 0.23
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.23
General Motors Financial Co Inc, 2.90%, 02/26/25 0.23
Tronox Inc, 6.50%, 05/01/25 0.23
OCP CLO 2013-4 Ltd, 3.26%, 04/24/29 0.23
Ginnie Mae, 3.00%, 09/21/20 0.23
Energy Transfer Operating LP, 3.75%, 05/15/30 0.23
Magellan Health Inc, 4.90%, 09/22/24 0.23
Neuberger Berman CLO XIV Ltd, 3.05%, 01/28/30 0.23
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.23
CIFC Funding 2019-VI Ltd, 2.97%, 01/16/33 0.22
Level 3 Financing Inc, 3.88%, 11/15/29 0.22
Hasbro Inc, 3.55%, 11/19/26 0.22
Freddie Mac STACR REMIC Trust 2020-HQA3, 5.93%, 07/25/50 0.22
Black Hills Corp, 3.05%, 10/15/29 0.22
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.22
Golden Entertainment Inc, 7.62%, 04/15/26 0.22
Refinitiv US Holdings Inc, 3.43%, 10/01/25 0.22
T-Mobile USA Inc, 4.50%, 04/15/50 0.22
Southwest Airlines Co, 4.75%, 05/04/23 0.22
Camelot Finance SA, 3.42%, 10/31/26 0.22
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, 04/01/51 0.22
Tacala Investment Corp, 7.90%, 02/01/26 0.21
Fannie Mae Pool, 3.50%, 03/01/48 0.21
Keurig Dr Pepper Inc, 3.80%, 05/01/50 0.21
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.21
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.21
Trivium Packaging Finance BV, 8.50%, 08/15/27 0.21
Huntington Ingalls Industries Inc, 3.84%, 05/01/25 0.21
CCO Holdings LLC / CCO Holdings Capital Corp, 5.88%, 04/01/24 0.21
Surgery Center Holdings Inc, 6.75%, 07/01/25 0.21
AT Securities BV, 5.25%, 07/21/99 0.21
VB-S1 Issuer LLC, 3.03%, 06/15/50 0.21
Kraft Heinz Foods Co, 3.88%, 05/15/27 0.21
TransDigm Inc, 7.50%, 03/15/27 0.21
Perimeter Master Note Business Trust, 4.23%, 05/15/24 0.21
ONEOK Inc, 3.10%, 03/15/30 0.20
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.20
Traviata BV, 5.00%, 12/12/26 0.20
Southwest Airlines Co, 5.25%, 05/04/25 0.20
CARLYLE US CLO 2019-4 LTD, 2.98%, 01/15/33 0.20
Oracle Corp, 3.60%, 04/01/50 0.20
PBF Holding Co LLC / PBF Finance Corp, 9.25%, 05/15/25 0.20
Vulcan Materials Co, 3.50%, 06/01/30 0.20
FREMF 2019-KF72 Mortgage Trust, 2.26%, 11/25/26 0.20
Ziggo Bond Co BV, 5.12%, 02/28/30 0.20
Fannie Mae Connecticut Avenue Securities, 4.42%, 01/25/29 0.20
Octagon Investment Partners 40 Ltd, 4.07%, 04/20/31 0.20
Freddie Mac Multifamily Structured Pass Through Certificates, 1.87%, 11/25/47 0.20
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.20
Fannie Mae Pool, 3.00%, 07/01/45 0.20
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.20
BX Commercial Mortgage Trust 2019-XL, 2.82%, 10/15/36 0.19
CGDB Commercial Mortgage Trust 2019-MOB, 2.72%, 11/15/36 0.19
Freddie Mac STACR REMIC Trust 2020-DNA3, 5.27%, 06/25/50 0.19
Conn's Receivables Funding 2019-B LLC, 4.60%, 06/17/24 0.19
Palmer Square Loan Funding 2019-4 Ltd, 3.51%, 10/24/27 0.19
Ross Stores Inc, 4.80%, 04/15/30 0.19
Ginnie Mae, 4.00%, 08/20/20 0.19
Novelis Corp, 4.75%, 01/30/30 0.19
CGDB Commercial Mortgage Trust 2019-MOB, 2.17%, 11/15/36 0.19
T-Mobile USA Inc, 3.15%, 04/01/27 0.19
Freddie Mac STACR REMIC Trust 2020-HQA3, 3.78%, 07/25/50 0.18
Broadcom Inc, 3.15%, 11/15/25 0.18
Pawnee Equipment Receivables Series 2019-1 LLC, 3.80%, 01/15/26 0.18
PRPM 2019-GS1, 4.75%, 10/25/24 0.18
Hanjin International Corp, 2.77%, 10/18/20 0.18
Freddie Mac Multifamily Structured Pass Through Certificates, 2.15%, 05/25/47 0.18
CommScope Inc, 8.25%, 03/01/27 0.18
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.18
MMFL Re-REMIC Trust 2019-1, 1.57%, 01/28/24 0.17
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.17
New Metro Global Ltd, 6.50%, 04/23/21 0.17
Change Healthcare Holdings LLC, 3.50%, 03/01/24 0.17
Expedia Group Inc, 6.25%, 05/01/25 0.17
Glencore Funding LLC, 4.12%, 03/12/24 0.17
China SCE Group Holdings Ltd, 8.75%, 01/15/21 0.17
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.17
BX Commercial Mortgage Trust 2018-IND, 1.87%, 11/15/35 0.17
Valvoline Inc, 4.25%, 02/15/30 0.17
Brown & Brown Inc, 4.50%, 03/15/29 0.17
Z Capital Credit Partners CLO 2019-1 Ltd, 2.97%, 07/16/31 0.17
Freddie Mac Pool, 4.50%, 04/01/49 0.16
Exeter Automobile Receivables Trust 2019-3, 4.00%, 08/17/26 0.16
Vertical US Newco Inc, 5.25%, 07/15/27 0.16
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.16
Altice France Holding SA, 6.00%, 02/15/28 0.16
Seazen Group Ltd, 6.50%, 09/12/20 0.16
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.16
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.16
Infor Inc, 1.75%, 07/15/25 0.16
Easy Tactic Ltd, 8.75%, 01/10/21 0.16
Aramark Services Inc, 5.00%, 02/01/28 0.16
Mauser Packaging Solutions Holding Co, 7.25%, 04/15/25 0.16
Mauser Packaging Solutions Holding Co, 3.62%, 04/03/24 0.15
Six Flags Entertainment Corp, 5.50%, 04/15/27 0.15
ARD Finance SA, 6.50%, 06/30/27 0.15
Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 5.75%, 03/01/25 0.15
JPMorgan Chase & Co, 5.00%, 07/31/69 0.15
T-Mobile USA Inc, 3.50%, 04/15/25 0.15
Huntington Ingalls Industries Inc, 4.20%, 05/01/30 0.15
OASIS 2020-2 LLC, 4.26%, 05/15/32 0.15
BX Commercial Mortgage Trust 2018-BIOA, 2.13%, 03/15/37 0.15
Visa Inc, 2.70%, 04/15/40 0.15
Newco GB SAS, 8.00%, 12/15/22 0.15
NBM US Holdings Inc, 6.62%, 08/06/29 0.15
Freddie Mac Pool, 3.00%, 12/01/49 0.14
GCI LLC, 2.64%, 02/02/22 0.14
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.14
HT Troplast GmbH, 9.25%, 07/15/25 0.14
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.14
Great Wolf Trust 2019-WOLF, 3.31%, 12/15/36 0.14
Safeway Inc, 3.95%, 08/15/20 0.14
Infrabuild Australia Pty Ltd, 12.00%, 10/01/24 0.14
Sands China Ltd, 4.38%, 06/18/30 0.14
Diamond Sports Group LLC / Diamond Sports Finance Co, 5.38%, 08/15/26 0.14
Ginnie Mae, 4.50%, 08/20/20 0.14
Bank of New York Mellon Corp, 4.70%, 05/19/70 0.14
Tenet Healthcare Corp, 6.88%, 11/15/31 0.13
Yum! Brands Inc, 3.88%, 11/01/20 0.13
CryoLife Inc, 5.00%, 12/01/24 0.13
Fannie Mae Pool, 3.00%, 01/01/50 0.13
BX Trust 2019-OC11, 4.08%, 12/09/41 0.13
Hillenbrand Inc, 5.75%, 06/15/25 0.13
Fannie Mae Pool, 3.00%, 03/01/43 0.13
Sable International Finance Ltd, 5.75%, 09/07/27 0.13
Magnetite XXII Ltd, 3.92%, 04/15/31 0.13
SVB Financial Group, 3.12%, 06/05/30 0.13
Fannie Mae REMICS, 53.12%, 10/25/40 0.13
Loire Finco Luxembourg Sarl, 3.25%, 04/20/27 0.13
Z Capital Credit Partners CLO 2018-1 Ltd, 1.83%, 01/16/31 0.13
Freddie Mac Multifamily Structured Pass Through Certificates, 4.25%, 04/25/34 0.13
Freddie Mac Pool, 3.00%, 05/01/31 0.13
Fannie Mae or Freddie Mac, 3.00%, 09/14/20 0.13
Bausch Health Cos Inc, 5.00%, 01/30/28 0.12
Froneri Lux FinCo SARL, 2.62%, 01/31/27 0.12
Kraft Heinz Foods Co, 4.25%, 03/01/31 0.12
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.12
PayPal Holdings Inc, 2.30%, 06/01/30 0.12
Level 3 Financing Inc, 3.40%, 03/01/27 0.12
AI Convoy Luxembourg Sarl, 4.50%, 01/20/27 0.12
Fannie Mae Pool, 3.00%, 01/01/43 0.12
Newell Brands Inc, 4.88%, 06/01/25 0.12
Exeter Automobile Receivables Trust 2020-1, 3.74%, 01/15/27 0.12
Westinghouse Air Brake Technologies Corp, 3.20%, 06/15/25 0.12
Northriver Midstream Finance LP, 3.55%, 10/01/25 0.12
OCI NV, 5.25%, 11/01/24 0.12
GS Mortgage Securities Corp Trust 2020-UPTN, 3.25%, 02/10/37 0.12
CoStar Group Inc, 2.80%, 07/15/30 0.12
Boardriders Inc, 7.50%, 04/06/24 0.11
Westgate Resorts 2020-1 LLC, 6.21%, 03/20/34 0.11
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.11
CCO Holdings LLC / CCO Holdings Capital Corp, 5.50%, 05/01/26 0.11
Government National Mortgage Association, 5.49%, 10/20/45 0.11
Valvoline Inc, 4.38%, 08/15/25 0.11
Masonite International Corp, 5.75%, 09/15/26 0.11
BX Commercial Mortgage Trust 2019-XL, 2.17%, 10/15/36 0.11
American Homes 4 Rent LP, 4.25%, 02/15/28 0.11
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.11
Ford Motor Credit Co LLC, 3.09%, 01/09/23 0.11
Freddie Mac Multifamily Structured Pass Through Certificates, 3.10%, 07/25/48 0.11
Freddie Mac Pool, 3.00%, 03/01/50 0.11
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.11
Surgery Center Holdings Inc, 4.25%, 08/31/24 0.11
Rattler Midstream LP, 5.62%, 07/15/25 0.11
Fannie Mae or Freddie Mac, 3.00%, 08/17/20 0.11
Ashland Services BV, 2.00%, 01/30/28 0.10
Freddie Mac Pool, 3.00%, 03/01/50 0.10
Charles Schwab Corp, 5.38%, 04/30/70 0.10
JPMorgan Chase & Co, 4.60%, 01/23/70 0.10
Fannie Mae REMICS, 5.88%, 08/25/48 0.10
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.10
First Quantum Minerals Ltd, 6.88%, 03/01/26 0.10
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.10
Fannie Mae Pool, 3.00%, 09/01/42 0.10
Bank of America Corp, 4.30%, 01/24/70 0.10
Mohegan Gaming & Entertainment, 4.40%, 10/13/21 0.10
NGPL PipeCo LLC, 7.77%, 12/15/37 0.10
ARD Finance SA, 5.00%, 06/30/27 0.10
Perimeter Master Note Business Trust, 5.21%, 05/15/24 0.09
Aramark Services Inc, 6.38%, 05/01/25 0.09
GS Mortgage Securities Corp Trust 2020-UPTN, 3.25%, 02/10/37 0.09
DCP Midstream Operating LP, 5.60%, 04/01/44 0.09
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.09
ECAF I Ltd, 5.80%, 06/15/40 0.09
Freddie Mac Pool, 3.00%, 12/01/49 0.09
Government National Mortgage Association, 5.86%, 04/20/46 0.09
InSite Issuer LLC, 6.12%, 12/15/48 0.09
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.09
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.09
Keurig Dr Pepper Inc, 3.20%, 05/01/30 0.09
Fannie Mae Pool, 3.00%, 09/01/46 0.08
Diebold Nixdorf Inc, 9.38%, 07/15/25 0.08
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.08
FirstKey Homes 2020-SFR1 Trust, 4.87%, 09/17/25 0.08
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.08
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.08
Government National Mortgage Association, 5.41%, 08/20/44 0.08
Rohm Holding GmbH, 5.15%, 07/31/26 0.08
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.08
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.08
Expedia Group Inc, 7.00%, 05/01/25 0.08
Upstart Securitization Trust 2019-3, 0.00%, 01/21/30 0.08
BX Commercial Mortgage Trust 2020-BXLP, 2.67%, 12/15/36 0.08
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA, 7.25%, 02/01/28 0.08
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.08
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 4.75%, 10/01/23 0.08
KNDL 2019-KNSQ Mortgage Trust, 2.17%, 05/15/36 0.08
Ameriprise Financial Inc, 3.00%, 04/02/25 0.08
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.08
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.08
Energy Transfer Operating LP, 2.90%, 05/15/25 0.08
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.08
GCI LLC, 6.88%, 04/15/25 0.08
Fannie Mae Pool, 4.00%, 05/01/47 0.08
EQM Midstream Partners LP, 5.50%, 07/15/28 0.08
Citigroup Commercial Mortgage Trust 2018-C5, 0.60%, 06/10/51 0.07
Vertical Holdco GmbH, 7.62%, 07/15/28 0.07
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.07
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.07
Freddie Mac Pool, 3.00%, 11/01/49 0.07
Ford Motor Co, 6.38%, 02/01/29 0.07
SoFi Professional Loan Program 2020-ATrust, 0.00%, 05/15/46 0.07
United Auto Credit Securitization Trust 2020-1, 5.19%, 02/10/25 0.06
OneMain Finance Corp, 6.88%, 03/15/25 0.06
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.06
Ford Motor Co, 7.45%, 07/16/31 0.06
GPC Merger Sub Inc, 7.12%, 08/15/28 0.06
THL Credit Wind River 2019-2 Clo Ltd, 2.92%, 01/15/33 0.06
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.06
Fannie Mae Pool, 2.50%, 01/01/50 0.06
JPMorgan Chase & Co, 4.00%, 02/24/70 0.06
Tesla Auto Lease Trust 2020-A, 7.12%, 08/20/24 0.06
Brink's Co, 5.50%, 07/15/25 0.06
Connecticut Avenue Securities Trust 2018-R07, 2.57%, 04/25/31 0.06
eG Global Finance PLC, 6.75%, 02/07/25 0.06
Freddie Mac Gold Pool, 4.50%, 12/01/48 0.06
Aruba Investments Inc, 5.25%, 07/01/25 0.06
Entravision Communications Corp, 3.09%, 11/30/24 0.06
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.06
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.06
Foursight Capital Automobile Receivables Trust 2020-1, 3.49%, 04/15/26 0.05
Excelitas Technologies Corp, 8.50%, 12/01/25 0.05
Masonite International Corp, 5.38%, 02/01/28 0.05
Government National Mortgage Association, 0.47%, 01/16/60 0.05
Globo Comunicacao e Participacoes SA, 4.88%, 01/22/30 0.05
Z Capital Credit Partners CLO 2018-1 Ltd, 2.72%, 01/16/31 0.05
Foursight Capital Automobile Receivables Trust 2020-1, 4.62%, 06/15/27 0.05
Fannie Mae Pool, 3.00%, 02/01/43 0.05
LOANME TRUST SBL 2019-1, 5.25%, 08/15/30 0.05
Weekley Homes LLC / Weekley Finance Corp, 6.62%, 08/15/25 0.05
Zephyrus Capital Aviation Partners 2018-1 Ltd, 4.61%, 10/15/38 0.05
Fannie Mae Pool, 3.50%, 11/01/47 0.05
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.05
Fannie Mae Pool, 3.00%, 03/01/43 0.04
FREMF 2018-KF45 Mortgage Trust, 2.11%, 03/25/25 0.04
Black Hills Corp, 2.50%, 06/15/30 0.04
Freddie Mac Gold Pool, 3.00%, 06/01/43 0.04
Affirm Asset Securitization Trust 2020-A, 6.23%, 02/18/25 0.04
Tesla Auto Lease Trust 2020-A, 4.68%, 02/20/24 0.04
Affirm Asset Securitization Trust 2020-A, 3.54%, 02/18/25 0.04
Allegion US Holding Co Inc, 3.55%, 10/01/27 0.04
Citigroup Capital XIII, 6.64%, 10/30/40 0.04
Entegris Inc, 4.62%, 02/10/26 0.04
Freddie Mac Pool, 3.00%, 10/01/49 0.04
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.04
Fannie Mae Pool, 3.00%, 05/01/43 0.04
Freddie Mac Pool, 3.00%, 12/01/49 0.03
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.03
Freddie Mac Pool, 4.00%, 05/01/49 0.03
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.03
Virgin Media SFA Finance Ltd, 3.78%, 11/15/27 0.03
Freddie Mac Pool, 3.00%, 10/01/34 0.03
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.03
Fannie Mae Pool, 3.00%, 09/01/49 0.03
Freddie Mac Pool, 2.50%, 01/01/50 0.03
Freddie Mac Pool, 3.00%, 01/01/50 0.02
Compass Minerals International Inc, 6.75%, 12/01/27 0.02
Freddie Mac Pool, 3.00%, 02/01/50 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
START Ireland, 0.00%, 03/15/44 0.02
Freddie Mac Pool, 3.50%, 12/01/44 0.02
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.02
Science Applications International Corp, 4.88%, 04/01/28 0.02
Freddie Mac Pool, 3.00%, 09/01/32 0.02
Sequoia Mortgage Trust 2018-8, 0.29%, 11/25/48 0.02
Project Silver, 0.00%, 03/15/44 0.02
Freddie Mac Pool, 3.00%, 11/01/49 0.02
Ginnie Mae II Pool, 4.50%, 02/20/48 0.02
Fannie Mae Pool, 4.00%, 10/01/47 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, 4.50%, 09/01/47 0.02
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.01
Project Silver, 6.90%, 07/15/44 0.01
Fannie Mae Pool, 3.50%, 04/01/43 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Fannie Mae Pool, 3.50%, 11/01/43 0.01
Government National Mortgage Association, 5.97%, 10/16/55 0.01
Freddie Mac Pool, 3.00%, 01/01/33 0.01
Fannie Mae Pool, 3.50%, 01/01/47 0.01
Fannie Mae Pool, 3.50%, 12/01/47 0.01
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.01
Freddie Mac Pool, 3.50%, 11/01/47 0.01
Freddie Mac Pool, 3.00%, 03/01/43 0.01
Fannie Mae Pool, 3.00%, 01/01/47 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
BBCCRE Trust 2015-GTP, 4.56%, 08/10/33 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Government National Mortgage Association, 5.36%, 01/20/44 0.01
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Fannie Mae Pool, 3.00%, 02/01/48 0.00
Freddie Mac Pool, 3.00%, 11/01/49 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Fannie Mae Pool, 3.50%, 02/01/43 0.00
Fannie Mae Pool, 3.00%, 05/01/48 0.00
Fannie Mae Pool, 3.00%, 06/01/57 0.00
Freddie Mac Pool, 3.00%, 10/01/46 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Freddie Mac Pool, 6.00%, 04/01/40 0.00
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Fannie Mae Pool, 3.50%, 07/01/46 0.00
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Freddie Mac Pool, 3.50%, 02/01/44 0.00
Quiksilver Inc / QS Wholesale Inc, 0.00%, 08/01/18 0.00
Fannie Mae Pool, 3.50%, 12/01/42 0.00
Freddie Mac Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 4.00%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 04/01/44 0.00
Fannie Mae Pool, 4.50%, 02/01/46 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, 5.00%, 07/01/44 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, 4.00%, 03/01/48 0.00
Freddie Mac Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 4.50%, 06/01/47 0.00
Freddie Mac Pool, 3.50%, 02/01/43 0.00
Freddie Mac Pool, 3.00%, 02/01/43 0.00
Fannie Mae Pool, 4.50%, 04/01/48 0.00
Fannie Mae Pool, 3.50%, 01/01/48 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, 3.50%, 08/01/47 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Pool, 3.50%, 07/01/46 0.00
Freddie Mac Pool, 3.00%, 01/01/45 0.00
Fannie Mae Pool, 3.50%, 12/01/45 0.00
Freddie Mac Gold Pool, 4.50%, 05/01/44 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 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, 3.50%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 05/01/48 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, 4.50%, 06/01/48 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 4.50%, 11/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 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
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 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%, 06/01/47 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, 4.00%, 07/01/47 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 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
Fannie Mae Pool, 4.00%, 07/01/47 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
CME 3 Month Eurodollar Future SEP 20 0.00
Pay Fixed 1.659% Receive ICE LIBOR USD 3 MONTH, 0.00%, 08/23/49 0.00
Ultra 10-Year US Treasury Note Futures SEP 20 0.00
CBOT 5 Year US Treasury Note SEP 20 0.00
CBOT 2 Year US Treasury Note Future SEP 20 0.00
CBOT US Long Bond Future SEP 20 0.00
Cash & Equivalents -15.95
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.
Janus Henderson Distributors