Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of 08/31/2019)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 2.50%, 10/10/19 3.61
Fannie Mae or Freddie Mac, 3.50%, 09/17/19 2.07
Fannie Mae Pool, 3.50%, 02/01/57 0.88
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.69
Freeport-McMoRan Inc, 3.55%, 03/01/22 0.66
Freddie Mac Gold Pool, 4.00%, 05/01/49 0.65
Fannie Mae Connecticut Avenue Securities, 5.75%, 01/25/30 0.63
Jack In The Box Funding LLC, 3.98%, 08/25/49 0.60
Freddie Mac Pool, 3.50%, 07/01/49 0.60
Refinitiv US Holdings Inc, 6.08%, 10/01/25 0.58
Freddie Mac Pool, 3.50%, 07/01/49 0.58
Dell International LLC / EMC Corp, 5.30%, 10/01/29 0.56
Freddie Mac Pool, 3.50%, 08/01/49 0.53
Juniper Networks Inc, 3.75%, 08/15/29 0.52
Ginnie Mae, 5.00%, 09/19/19 0.51
Global Payments Inc, 2.65%, 02/15/25 0.51
Freddie Mac Pool, 3.50%, 07/01/49 0.50
Stericycle Inc, 5.38%, 07/15/24 0.49
Freddie Mac Pool, 3.50%, 06/01/49 0.49
Mello Warehouse Securitization Trust 2019-1, 4.50%, 06/25/52 0.46
Golden Entertainment Inc, 7.62%, 04/15/26 0.45
Southwick Park CLO LLC, 3.47%, 07/20/32 0.45
Aleris International Inc, 10.75%, 07/15/23 0.45
DynCorp International Inc, 8.14%, 08/16/25 0.44
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.44
Fannie Mae Pool, 3.00%, 02/01/57 0.44
Formula One Management Ltd, 4.77%, 02/01/24 0.44
Freeport-McMoRan Inc, 5.00%, 09/01/27 0.44
Global Aircraft Leasing Co Ltd, 6.50%, 09/15/24 0.41
EPR Properties, 3.75%, 08/15/29 0.41
Golden Nugget Inc, 8.75%, 10/01/25 0.40
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.39
Freddie Mac Pool, 3.50%, 08/01/49 0.39
Freddie Mac Pool, 3.50%, 08/01/49 0.39
Diamond Sports Group LLC / Diamond Sports Finance Co, 6.62%, 08/15/27 0.39
CCO Holdings LLC / CCO Holdings Capital Corp, 5.38%, 06/01/29 0.39
Freeport-McMoRan Inc, 5.25%, 09/01/29 0.38
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.38
PRPM 2019-3 LLC, 4.46%, 07/25/24 0.38
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.37
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.37
LABL Escrow Issuer LLC, 10.50%, 07/15/27 0.37
Dryden 71 CLO Ltd, 3.45%, 01/15/29 0.36
Tenet Healthcare Corp, 4.88%, 01/01/26 0.35
Station Place Securitization Trust Series 2019-WL1, 3.75%, 08/25/52 0.34
LABL Escrow Issuer LLC, 6.75%, 07/15/26 0.34
Fannie Mae Connecticut Avenue Securities, 5.70%, 07/25/30 0.33
Octagon Investment Partners 44 Ltd, 3.58%, 07/20/32 0.33
JPMorgan Chase & Co, 5.00%, 07/31/69 0.33
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 5.50%, 01/15/30 0.33
Diamond Sports Group LLC / Diamond Sports Finance Co, 5.38%, 08/15/26 0.33
EW Scripps Co, 5.12%, 05/15/25 0.32
CPI Property Group SA, 4.88%, 04/16/69 0.32
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.32
Scientific Games International Inc, 10.00%, 12/01/22 0.32
Trinity Industries Inc, 4.55%, 10/01/24 0.32
Tacala Investment Corp, 5.54%, 02/01/25 0.32
General Electric Co, 5.00%, 01/20/66 0.32
Ultra Clean Holdings Inc, 6.62%, 08/27/25 0.31
UBM PLC, 5.75%, 11/03/20 0.31
Madison Park Funding XVIII Ltd, 3.47%, 10/21/30 0.31
Carlyle Global Market Strategies CLO 2013-1 Ltd, 3.40%, 08/14/30 0.31
Jack In The Box Funding LLC, 4.48%, 08/25/49 0.30
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.30
Harsco Corp, 5.75%, 07/31/27 0.30
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.30
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.30
T-Mobile USA Inc, 6.50%, 01/15/24 0.30
CPI Property Group SA, 4.75%, 03/08/23 0.29
TRI Pointe Group Inc / TRI Pointe Homes Inc, 5.88%, 06/15/24 0.29
Keurig Dr Pepper Inc, 3.40%, 11/15/25 0.29
Reynolds Group Holdings Inc, 4.93%, 02/05/23 0.29
Western Digital Corp, 4.75%, 02/15/26 0.29
Smithfield Foods Inc, 5.20%, 04/01/29 0.29
Builders FirstSource Inc, 6.75%, 06/01/27 0.28
Fannie Mae Pool, 3.50%, 03/01/48 0.28
Freddie Mac Gold Pool, 4.50%, 04/01/49 0.28
WPP Finance 2010, 4.75%, 11/21/21 0.28
Assurant Inc, 3.70%, 02/22/30 0.28
Summit Materials LLC / Summit Materials Finance Corp, 6.50%, 03/15/27 0.27
First Quantum Minerals Ltd, 7.00%, 02/15/21 0.27
Carlyle Global Market Strategies Euro CLO 2015-3 DAC, 1.65%, 07/15/30 0.27
Trivium Packaging Finance BV, 5.50%, 08/15/26 0.27
Prima Capital CRE Securitization 2015-IV Ltd, 4.00%, 08/24/49 0.27
Unum Group, 4.00%, 06/15/29 0.27
Arroyo Mortgage Trust 2019-2, 4.76%, 04/25/49 0.27
Allegheny Technologies Inc, 5.95%, 01/15/21 0.27
Synchrony Financial, 5.15%, 03/19/29 0.26
Santander Drive Auto Receivables Trust 2019-2, 3.22%, 07/15/25 0.26
Upstart Securitization Trust 2018-1, 6.15%, 08/20/25 0.26
Harvest Clo XII DAC, 1.85%, 11/18/30 0.26
Octagon Investment Partners 40 Ltd, 6.43%, 04/20/31 0.26
AT Securities BV, 5.25%, 07/21/99 0.26
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.26
Level 3 Financing Inc, 5.38%, 08/15/22 0.25
Carlyle Global Market Strategies CLO 2015-5 Ltd, 6.03%, 01/20/32 0.25
II-VI Inc, 5.68%, 05/08/26 0.25
Magellan Health Inc, 4.90%, 09/22/24 0.25
Hanjin International Corp, 4.78%, 10/18/20 0.25
GCI Holdings LLC, 4.42%, 02/02/22 0.24
Fannie Mae Connecticut Avenue Securities, 5.90%, 10/25/30 0.24
KKR Clo 17 Ltd, 5.75%, 04/15/29 0.24
Froneri International Ltd, 4.03%, 01/26/25 0.24
Alcoa Nederland Holding BV, 6.75%, 09/30/24 0.24
Freddie Mac Gold Pool, 4.50%, 01/01/49 0.23
Jane Street Group LLC, 5.30%, 08/25/22 0.23
Level 3 Parent LLC, 4.38%, 02/22/24 0.23
Goldentree Loan Management US CLO 5 Ltd, 3.49%, 10/20/32 0.23
Enterprise Development Authority, 12.00%, 07/15/24 0.22
GCI LLC, 6.62%, 06/15/24 0.22
ECAF I Ltd, 5.80%, 06/15/40 0.22
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.22
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.22
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.21
Newell Brands Inc, 4.20%, 04/01/26 0.21
LCM XVIII LP, 3.30%, 04/20/31 0.21
Forestar Group Inc, 8.00%, 04/15/24 0.21
Tamko Building Products Inc, 5.39%, 05/31/26 0.21
Sound Point Clo XVI Ltd, 5.88%, 07/25/30 0.21
Exeter Automobile Receivables Trust 2019-3, 4.00%, 08/17/26 0.21
QEP Resources Inc, 6.88%, 03/01/21 0.21
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.21
CF Industries Inc, 3.40%, 12/01/21 0.21
Glencore Funding LLC, 4.12%, 03/12/24 0.20
Brown & Brown Inc, 4.50%, 03/15/29 0.20
Magnetite XV Ltd, 3.29%, 07/25/31 0.20
Freddie Mac Gold Pool, 4.50%, 06/01/49 0.20
Conagra Brands Inc, 4.85%, 11/01/28 0.20
HCA Inc, 4.12%, 06/15/29 0.20
Nexstar Broadcasting Inc, 4.89%, 06/20/26 0.20
Micron Technology Inc, 5.33%, 02/06/29 0.20
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC, 5.88%, 02/15/28 0.19
Wabtec Corp, 4.95%, 09/15/28 0.19
Mauser Packaging Solutions Holding Co, 7.25%, 04/15/25 0.19
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.19
Micron Technology Inc, 4.97%, 02/06/26 0.19
JELD-WEN Inc, 4.62%, 12/15/25 0.19
Midcontinent Communications / Midcontinent Finance Corp, 5.38%, 08/15/27 0.19
Clear Channel Worldwide Holdings Inc, 5.12%, 08/15/27 0.19
Victoria PLC, 5.25%, 07/15/24 0.19
BlueMountain CLO 2016-2 Ltd, 9.14%, 08/20/28 0.19
Trivium Packaging Finance BV, 8.50%, 08/15/27 0.19
First Quantum Minerals Ltd, 6.88%, 03/01/26 0.19
NVA Holdings Inc/United States, 4.93%, 02/02/25 0.18
Tikehau CLO III BV, 1.85%, 12/01/30 0.18
Uber Technologies Inc, 7.50%, 11/01/23 0.18
CSC Holdings LLC, 5.75%, 01/15/30 0.18
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.18
Harley-Davidson Financial Services Inc, 4.05%, 02/04/22 0.18
Bausch Health Americas Inc, 8.50%, 01/31/27 0.18
Great Western Petroleum LLC / Great Western Finance Corp, 9.00%, 09/30/21 0.18
American Axle & Manufacturing Inc, 6.62%, 10/15/22 0.18
Avantor Inc, 4.75%, 10/01/24 0.18
eG Global Finance PLC, 6.75%, 02/07/25 0.18
Dole Food Co Inc, 7.25%, 06/15/25 0.17
CryoLife Inc, 6.14%, 12/01/24 0.17
Ginnie Mae, 4.50%, 09/19/19 0.17
Kraft Heinz Foods Co, 5.00%, 07/15/35 0.17
Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 5.75%, 03/01/25 0.17
Engie SA, 1.38%, 06/21/39 0.17
Sequoia Mortgage Trust 2018-8, 0.33%, 11/25/48 0.17
Lumentum Holdings Inc, 4.64%, 12/10/25 0.17
Elanco Animal Health Inc, 4.90%, 08/28/28 0.17
Netflix Inc, 4.62%, 05/15/29 0.17
HomeVi SASU, 3.00%, 10/30/24 0.17
Fannie Mae or Freddie Mac, 4.50%, 09/12/19 0.17
DaVita Inc, 5.75%, 08/15/22 0.17
Tronox Inc, 6.50%, 04/15/26 0.17
Voya CLO 2018-2 Ltd, 3.30%, 07/15/31 0.17
Stars Group Holdings BV, 5.84%, 07/10/25 0.16
Magnetite XXII Ltd, 6.14%, 04/15/31 0.16
Citigroup Inc, 2.90%, 12/08/21 0.16
McAfee LLC, 6.04%, 09/29/24 0.16
Verus Securitization Trust 2019-1, 4.46%, 02/25/59 0.16
SES GLOBAL Americas Holdings GP, 5.30%, 03/25/44 0.16
Antero Resources Corp, 5.38%, 11/01/21 0.16
NBM US Holdings Inc, 6.62%, 08/06/29 0.16
Sounds Point CLO IV-R LTD, 3.45%, 04/18/31 0.16
18 Fremont Street Acquisition LLC, 10.18%, 07/02/25 0.16
InSite Issuer LLC, 6.12%, 12/15/48 0.16
RPI Finance Trust, 4.30%, 04/17/23 0.16
Pilgrim's Pride Corp, 5.75%, 03/15/25 0.16
Magnetite VIII Ltd, 3.28%, 04/15/31 0.15
BlueMountain CLO 2015-3 Ltd, 3.28%, 04/20/31 0.15
LCM XV LP, 5.98%, 07/20/30 0.15
Grizzly Finco, 5.58%, 10/01/25 0.15
Equifax Inc, 3.03%, 08/15/21 0.15
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.15
JBS USA LUX SA, 4.79%, 05/01/26 0.15
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.15
Masonite International Corp, 5.38%, 02/01/28 0.15
Global Payments Inc, 3.20%, 08/15/29 0.15
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.15
Six Flags Theme Parks Inc, 4.30%, 04/17/26 0.15
ALM VII R Ltd, 9.44%, 10/15/28 0.15
Fannie Mae REMICS, 3.90%, 08/25/48 0.15
Entegris Inc, 4.19%, 11/06/25 0.15
Lions Gate Capital Holdings LLC, 5.88%, 11/01/24 0.14
Viacom Inc, 5.88%, 02/28/57 0.14
HUB International Ltd, 7.00%, 05/01/26 0.14
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.14
Chobani LLC, 5.84%, 10/07/23 0.14
Netflix Inc, 3.88%, 11/15/29 0.14
Exeter Automobile Receivables Trust 2018-2, 5.33%, 05/15/25 0.14
Octagon Investment Partners 41 Ltd, 6.25%, 04/15/31 0.14
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.14
Horizon Pharma USA Inc, 5.50%, 08/01/27 0.14
Octagon Investment Partners XXI Ltd, 6.13%, 02/14/31 0.14
IHS Markit Ltd, 5.00%, 11/01/22 0.14
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.14
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.14
Starfruit Finco BV / Starfruit US Holdco LLC, 8.00%, 10/01/26 0.14
Boardriders Inc, 8.81%, 04/06/24 0.14
Tenet Healthcare Corp, 4.75%, 06/01/20 0.13
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.13
GCI LLC, 6.88%, 04/15/25 0.13
Electricite de France SA, 2.00%, 10/02/30 0.13
Fannie Mae REMICS, 30.47%, 10/25/40 0.13
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.13
Lamar Media Corp, 4.15%, 03/16/25 0.13
Boeing Co, 3.10%, 05/01/26 0.13
American Homes 4 Rent LP, 4.25%, 02/15/28 0.13
EnLink Midstream LLC, 5.38%, 06/01/29 0.13
Cedar Fair LP, 5.25%, 07/15/29 0.13
Scientific Games International Inc, 6.25%, 09/01/20 0.13
Regatta IX Funding Ltd, 6.20%, 04/17/30 0.13
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.13
Golden Nugget Inc, 6.75%, 10/15/24 0.13
Abertis Infraestructuras SA, 2.38%, 09/27/27 0.13
Tacala Investment Corp, 9.29%, 02/01/26 0.13
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.12
Gentiva Health Services Inc, 6.06%, 07/02/25 0.12
DCP Midstream Operating LP, 5.60%, 04/01/44 0.12
Fannie Mae Pool, 4.50%, 01/01/49 0.12
ARD Securities Finance SARL, 8.75%, 01/31/23 0.12
NGPL PipeCo LLC, 7.77%, 12/15/37 0.12
Watco Cos LLC / Watco Finance Corp, 6.38%, 04/01/23 0.12
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.12
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/30 0.12
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.12
Kraft Heinz Foods Co, 4.00%, 06/15/23 0.12
CyrusOne LP / CyrusOne Finance Corp, 5.38%, 03/15/27 0.12
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.12
Freddie Mac Pool, 3.50%, 08/01/49 0.12
PCI Gaming Authority, 5.14%, 05/31/26 0.12
Ginnie Mae II Pool, 3.50%, 05/20/49 0.11
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.11
IHS Markit Ltd, 4.12%, 08/01/23 0.11
Change Healthcare Holdings LLC, 4.59%, 03/01/24 0.11
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.11
Exeter Automobile Receivables Trust 2018-1, 4.64%, 10/15/24 0.11
United Auto Credit Securitization Trust 2018-2, 5.26%, 05/10/23 0.11
Domino's Pizza Master Issuer LLC, 4.33%, 07/25/48 0.11
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.11
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.10
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.10
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.10
Post Holdings Inc, 4.14%, 05/24/24 0.10
KNDL 2019-KNSQ Mortgage Trust, 4.20%, 05/15/36 0.10
Fannie Mae Pool, 4.00%, 05/01/47 0.10
Citigroup Commercial Mortgage Trust 2018-C5, 0.76%, 06/10/51 0.10
Marriott Ownership Resorts Inc, 4.39%, 08/29/25 0.10
New Residential Mortgage Loan Trust 2019-NQM2, 4.27%, 04/25/49 0.10
Hudbay Minerals Inc, 7.25%, 01/15/23 0.10
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.10
CommScope Inc, 5.55%, 04/04/26 0.10
Men's Wearhouse Inc, 7.00%, 07/01/22 0.10
Benefit Street Partners CLO XI, 6.05%, 04/15/29 0.10
Freddie Mac Pool, 3.50%, 06/01/49 0.10
Autostrade per l'Italia SpA, 4.38%, 09/16/25 0.10
Freddie Mac Gold Pool, 4.00%, 06/01/49 0.10
Freddie Mac Gold Pool, 4.00%, 08/01/48 0.10
Exeter Automobile Receivables Trust 2018-3, 6.55%, 08/25/25 0.10
Freddie Mac Pool, 3.50%, 08/01/49 0.09
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.09
Wabtec Corp, 3.71%, 09/15/21 0.09
Dell International LLC, 4.16%, 03/13/24 0.09
Willis Engine Structured Trust III, 6.36%, 08/15/42 0.09
Newell Brands Inc, 5.50%, 04/01/46 0.09
Bausch Health Americas Inc, 5.14%, 06/01/25 0.09
EQM Midstream Partners LP, 5.50%, 07/15/28 0.09
Business Jet Securities LLC, 7.75%, 02/15/33 0.09
Marvell Technology Group Ltd, 4.88%, 06/22/28 0.09
Vistra Operations Co LLC, 4.40%, 08/04/23 0.09
Madison Park Funding XVII Ltd, 5.88%, 07/21/30 0.09
Element Solutions Inc, 5.88%, 12/01/25 0.09
Range Resources Corp, 5.00%, 08/15/22 0.09
Global Payments Inc, 4.15%, 08/15/49 0.09
Freddie Mac Gold Pool, 4.00%, 05/01/49 0.09
Freddie Mac Gold Pool, 4.00%, 08/01/48 0.09
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.09
Entravision Communications Corp, 4.89%, 11/30/24 0.08
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.75%, 10/15/20 0.08
S-Jets 2017-1 Ltd, 7.02%, 08/15/42 0.08
CCM Merger Inc, 6.00%, 03/15/22 0.08
Bristol-Myers Squibb Co, 3.20%, 06/15/26 0.08
Carlyle Group LP 0.08
Project Silver, 0.00%, 03/15/44 0.08
MarketPlace Loan Trust 2015-LD1, 6.00%, 12/15/21 0.08
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.08
American Credit Acceptance Receivables Trust 2018-3, 5.17%, 10/15/24 0.08
START Ireland, 0.00%, 03/15/44 0.07
Octagon Investment Partners XV Ltd, 6.00%, 07/19/30 0.07
Zephyrus Capital Aviation Partners 2018-1 Ltd, 4.61%, 10/15/38 0.07
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.07
Government National Mortgage Association, 0.48%, 01/16/60 0.07
Excelitas Technologies Corp, 9.64%, 12/01/25 0.07
SES SA, 5.30%, 04/04/43 0.07
Fannie Mae Pool, 4.00%, 01/01/48 0.07
Freddie Mac Gold Pool, 3.50%, 11/01/48 0.07
Synchrony Financial, 4.38%, 03/19/24 0.07
Nexstar Broadcasting Inc, 4.52%, 01/17/24 0.07
CSC Holdings LLC, 5.12%, 12/15/21 0.07
Clear Channel International BV, 8.75%, 12/15/20 0.07
SES SA, 4.62%, 01/02/68 0.07
Sierra Timeshare 2018-3 Receivables Funding LLC, 5.20%, 09/20/35 0.06
Diamond Sports Group LLC, 5.39%, 08/24/26 0.06
TRI Pointe Group Inc, 5.25%, 06/01/27 0.06
Synchrony Financial, 2.85%, 07/25/22 0.06
Beazer Homes USA Inc, 8.75%, 03/15/22 0.06
Horizon Aircraft Finance I Ltd, 6.66%, 12/15/38 0.06
Allegheny Technologies Inc, 7.88%, 08/15/23 0.06
Octagon Investment Partners 32 Ltd, 5.70%, 07/15/29 0.06
Apollo Aviation Securitization Equity Trust 2016-2, 5.93%, 11/15/41 0.06
Fannie Mae Pool, 3.50%, 11/01/47 0.06
Freddie Mac Gold Pool, 3.50%, 08/01/48 0.05
Scripps Escrow Inc, 5.88%, 07/15/27 0.05
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.05
Viacom Inc, 4.38%, 03/15/43 0.05
Foursight Capital Automobile Receivables Trust 2019-1, 4.30%, 09/15/25 0.05
ACC Trust 2018-1, 6.81%, 02/21/23 0.05
Foursight Capital Automobile Receivables Trust 2019-1, 5.57%, 11/16/26 0.05
Viacom Inc, 5.25%, 04/01/44 0.05
Pioneer Aircraft Finance Ltd, 6.90%, 06/15/44 0.05
Citigroup Capital XIII, 8.64%, 10/30/40 0.05
JC Penney Corp Inc, 8.12%, 10/01/19 0.05
Extraction Oil & Gas Inc, 5.62%, 02/01/26 0.05
Ginnie Mae II Pool, 3.50%, 06/20/49 0.05
Project Silver, 6.90%, 07/15/44 0.05
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.05
Fannie Mae Pool, 3.50%, 01/01/49 0.05
Zekelman Industries Inc, 9.88%, 06/15/23 0.04
SAPPHIRE AVIATION FINANCE I LTD, 7.38%, 03/15/40 0.04
PowerTeam Services LLC, 9.39%, 03/06/26 0.04
Ashton Woods USA LLC / Ashton Woods Finance Co, 6.75%, 08/01/25 0.04
Virgin Media SFA Finance Ltd, 4.01%, 11/15/27 0.03
JBS USA LUX SA / JBS USA Finance Inc, 6.75%, 02/15/28 0.03
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.03
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.03
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.03
A10 Term Asset Financing 2017-1 LLC, 4.70%, 03/15/36 0.03
Freddie Mac Gold Pool, 3.50%, 12/01/44 0.03
Freddie Mac Multifamily Structured Pass Through Certificates, 0.19%, 07/25/28 0.03
GLP Capital LP / GLP Financing II Inc, 3.35%, 09/01/24 0.03
CSMC 2017-HD Trust, 5.85%, 02/15/31 0.03
L1R HB Finance Ltd, 6.01%, 08/31/24 0.03
Altice Luxembourg SA, 7.75%, 05/15/22 0.02
Fannie Mae Pool, 4.50%, 09/01/47 0.02
Midcoast Energy LLC, 7.68%, 08/01/25 0.02
Weekley Homes LLC / Weekley Finance Corp, 6.00%, 02/01/23 0.02
Fannie Mae Pool, 4.00%, 10/01/47 0.02
Fannie Mae Pool, 3.50%, 04/01/43 0.02
Freddie Mac Gold Pool, 4.00%, 04/01/48 0.02
EQT Corp, 3.09%, 10/01/20 0.02
Fannie Mae Pool, 3.50%, 11/01/43 0.01
Fannie Mae Pool, 3.50%, 12/01/47 0.01
Fannie Mae Pool, 4.00%, 04/01/48 0.01
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Mission Broadcasting Inc, 4.52%, 01/17/24 0.01
Fannie Mae Pool, 3.50%, 01/01/47 0.01
PetVet Care Centers LLC, 8.37%, 02/15/26 0.01
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.01
Government National Mortgage Association, 3.95%, 10/16/55 0.01
Weekley Homes LLC / Weekley Finance Corp, 6.62%, 08/15/25 0.01
Fannie Mae Pool, 3.50%, 07/01/46 0.01
Fannie Mae Pool, 4.00%, 05/01/48 0.01
Altice Luxembourg SA, 7.25%, 05/15/22 0.01
Fannie Mae Pool, 4.00%, 08/01/47 0.01
BBCCRE Trust 2015-GTP, 4.71%, 08/10/33 0.01
Government National Mortgage Association, 3.38%, 01/20/44 0.01
Freddie Mac Gold Pool, 4.00%, 05/01/48 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Freddie Mac Gold Pool, 3.50%, 11/01/46 0.01
Fannie Mae Pool, 4.00%, 03/01/48 0.01
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.01
Freddie Mac Gold Pool, 4.00%, 01/01/49 0.01
Fannie Mae Pool, 4.00%, 02/01/48 0.00
Fannie Mae Pool, 4.00%, 09/01/47 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Fannie Mae Pool, 3.50%, 02/01/45 0.00
Freddie Mac Gold Pool, 3.50%, 04/01/48 0.00
Fannie Mae Pool, 3.50%, 02/01/48 0.00
Freddie Mac Gold Pool, 4.00%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 08/01/46 0.00
Fannie Mae Pool, 3.50%, 02/01/43 0.00
Freddie Mac Gold Pool, 3.00%, 10/01/46 0.00
Fannie Mae Pool, 4.00%, 05/01/48 0.00
Belo Corp, 7.25%, 09/15/27 0.00
Freddie Mac Gold Pool, 6.00%, 04/01/40 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
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Fannie Mae Pool, 3.50%, 07/01/46 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/44 0.00
Fannie Mae Pool, 3.50%, 12/01/42 0.00
Freddie Mac Gold Pool, 3.00%, 12/01/46 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/47 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
QUIKSILVER INC BANKRUPTCY EQUITY CERT, 0.00%, 08/01/18 0.00
Freddie Mac Gold 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
Fannie Mae Pool, 4.00%, 06/01/48 0.00
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Fannie Mae Pool, 4.50%, 03/01/45 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 06/01/47 0.00
Fannie Mae Pool, 3.50%, 10/01/42 0.00
Freddie Mac Gold Pool, 4.50%, 08/01/48 0.00
Freddie Mac Gold Pool, 4.00%, 06/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/43 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Freddie Mac Gold Pool, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 04/01/48 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 4.00%, 11/01/47 0.00
Freddie Mac Gold Pool, 3.50%, 07/01/46 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Gold Pool, 3.00%, 01/01/45 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/48 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Freddie Mac Gold Pool, 4.50%, 05/01/44 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/48 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Fannie Mae Pool, 3.50%, 12/01/45 0.00
Fannie Mae Pool, 4.50%, 05/01/48 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, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Freddie Mac Gold Pool, 4.00%, 05/01/46 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, 3.50%, 03/01/48 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, 6.29%, 05/15/46 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Freddie Mac Gold Pool, 4.00%, 04/01/48 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, 3.00%, 05/01/43 0.00
Fannie Mae Pool, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 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, 4.50%, 05/01/47 0.00
Beacon Roofing Supply Inc, 6.38%, 10/01/23 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, 4.00%, 07/01/47 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, 4.50%, 08/01/47 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
90DAY EURO$ FUTR Mar20 3.79
90DAY EURO$ FUTR Jun20 3.80
90DAY EURO$ FUTR Sep20 3.80
Pay Fixed 1.659% Receive ICE LIBOR USD 3 Month, 1.66%, 08/23/49 -1.13
US 2YR NOTE (CBT) Dec19 5.30
US LONG BOND(CBT) Dec19 0.87
US ULTRA BOND CBT Dec19 0.21
US 5YR NOTE (CBT) Dec19 11.34
US 10yr Ultra Fut Dec19 -0.99
US 10YR NOTE (CBT)Dec19 -2.91
Cash & Equivalents 1.26
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