Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of 06/30/2020)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 2.50%, 08/17/20 9.29
Ginnie Mae, 3.50%, 07/21/20 1.96
Fannie Mae or Freddie Mac, 4.00%, 07/14/20 1.71
Fannie Mae or Freddie Mac, 4.50%, 07/14/20 1.43
Fannie Mae or Freddie Mac, 1.50%, 08/17/20 1.21
Fannie Mae or Freddie Mac, 3.50%, 07/14/20 1.15
Spruce Hill Mortgage Loan Trust 2019-SH1, 3.42%, 06/25/55 1.00
General Electric Co, 5.00%, 01/20/66 0.97
BX Commercial Mortgage Trust 2019-XL, 2.48%, 10/15/36 0.96
Jersey Mike's Funding, 4.43%, 02/15/50 0.69
Fannie Mae Pool, 3.50%, 02/01/57 0.67
Connecticut Avenue Securities Trust 2019-R05, 4.28%, 07/25/39 0.66
Ford Motor Co, 8.50%, 04/21/23 0.65
Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/26 0.64
Victoria PLC, 5.25%, 07/15/24 0.64
Madison Park Funding XXII Ltd, 4.72%, 01/15/33 0.62
Connecticut Avenue Securities Trust 2019-R06, 2.28%, 09/25/39 0.60
Prosper Marketplace Issuance Trust Series 2018-2, 5.50%, 10/15/24 0.60
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.25%, 06/01/26 0.55
Z Capital Credit Partners CLO 2019-1 Ltd, 2.82%, 07/16/31 0.53
Multifamily Connecticut Avenue Securities Trust 2019-01, 3.43%, 10/15/49 0.52
1011778 BC ULC / New Red Finance Inc, 4.25%, 05/15/24 0.52
CSC Holdings LLC, 7.50%, 04/01/28 0.51
Molina Healthcare Inc, 4.38%, 06/15/28 0.51
Great Wolf Trust 2019-WOLF, 2.92%, 12/15/36 0.51
CCO Holdings LLC / CCO Holdings Capital Corp, 4.50%, 08/15/30 0.50
BX Commercial Mortgage Trust 2020-BXLP, 2.18%, 12/15/36 0.50
Tesla Auto Lease Trust 2019-A, 5.48%, 05/22/23 0.50
Wyndham Destinations Inc, 4.25%, 03/01/22 0.50
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.49
MEDNAX Inc, 6.25%, 01/15/27 0.48
Brink's Co, 5.50%, 07/15/25 0.48
Fannie Mae Pool, 3.00%, 05/01/43 0.48
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.48
Allegheny Technologies Inc, 5.88%, 12/01/27 0.47
Loire Finco Luxembourg Sarl, 3.69%, 04/20/27 0.47
GoldentTree Loan Management US CLO 1 Ltd, 3.79%, 04/20/29 0.46
IRB Holding Corp, 6.75%, 02/15/26 0.46
Freddie Mac Pool, 4.00%, 05/01/49 0.45
Hudbay Minerals Inc, 7.25%, 01/15/23 0.43
Wells Fargo & Co, 5.88%, 01/23/65 0.43
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.43
Synchrony Financial, 5.62%, 05/15/69 0.42
DRIVEN BRANDS FUNDING LLC, 4.64%, 04/20/49 0.42
COLT 2018-4 Mortgage Loan Trust, 4.72%, 12/28/48 0.42
Station Place Securitization Trust Series 2020-WL1, 2.43%, 06/25/51 0.42
Citigroup Inc, 5.95%, 04/24/65 0.42
TRI Pointe Group Inc, 5.70%, 06/15/28 0.42
LABL Escrow Issuer LLC, 10.50%, 07/15/27 0.42
Discover Financial Services, 6.12%, 06/22/70 0.42
BBCMS 2018-TALL Mortgage Trust, 2.62%, 03/15/37 0.42
Atotech Alpha 2 BV, 8.75%, 06/01/23 0.41
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.41
Freddie Mac Multifamily Structured Pass Through Certificates, 2.24%, 08/25/45 0.41
Liberty Interactive LLC, 8.50%, 07/15/29 0.41
Enterprise Development Authority, 12.00%, 07/15/24 0.41
Standard Industries Inc/NJ, 2.25%, 11/21/26 0.41
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.40
Elanco Animal Health Inc, 5.65%, 08/28/28 0.40
FC Compassus LLC, 6.00%, 12/31/26 0.40
Arconic Corp, 6.12%, 02/15/28 0.39
Connecticut Avenue Securities Trust 2019-R03, 2.33%, 09/25/31 0.39
Watco Cos LLC / Watco Finance Corp, 6.50%, 06/15/27 0.39
HLF Financing Sarl LLC / Herbalife International Inc, 7.25%, 08/15/26 0.39
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.39
Vivion Investments Sarl, 3.00%, 08/08/24 0.39
Freddie Mac Pool, 3.00%, 11/01/43 0.39
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.38
BlueMountain CLO XXIV Ltd, 3.84%, 04/20/31 0.38
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.38
CHT 2017-COSMO Mortgage Trust, 3.18%, 11/15/36 0.38
Mello Warehouse Securitization Trust 2019-1, 2.53%, 06/25/52 0.37
Fannie Mae or Freddie Mac, 3.50%, 07/16/20 0.36
18 Fremont Street Acquisition LLC, 9.50%, 08/09/25 0.36
Dole Food Co Inc, 7.25%, 06/15/25 0.36
Freddie Mac Structured Agency Credit Risk Debt Notes, 3.17%, 06/25/50 0.36
Hasbro Inc, 3.90%, 11/19/29 0.36
Fannie Mae Pool, 3.00%, 02/01/57 0.36
DXC Technology Co, 4.00%, 04/15/23 0.36
Mylan Inc, 4.55%, 04/15/28 0.36
CSC Holdings LLC, 5.75%, 01/15/30 0.36
DENTSPLY SIRONA Inc, 3.25%, 06/01/30 0.35
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.35
DynCorp International Inc, 7.00%, 08/16/25 0.34
Vail Resorts Inc, 6.25%, 05/15/25 0.34
Fannie Mae Connecticut Avenue Securities, 2.18%, 03/25/31 0.34
ARD Finance SA, 5.00%, 06/30/27 0.34
BlueMountain CLO XXVI Ltd, 4.04%, 10/20/32 0.34
Hadrian Merger Sub Inc, 8.50%, 05/01/26 0.33
Upjohn Inc, 3.85%, 06/22/40 0.33
Herbalife Nutrition Ltd / HLF Financing Inc, 7.88%, 09/01/25 0.33
Alcon Finance Corp, 2.60%, 05/27/30 0.33
Mello Warehouse Securitization Trust 2019-2, 2.58%, 11/25/52 0.33
DPL Inc, 4.12%, 07/01/25 0.33
Fannie Mae Connecticut Avenue Securities, 5.18%, 07/25/25 0.32
Omnicom Group Inc, 4.20%, 06/01/30 0.32
PolyOne Corp, 5.75%, 05/15/25 0.31
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 4.12%, 08/15/26 0.31
Ford Motor Co, 9.00%, 04/22/25 0.31
Autostrade per l'Italia SpA, 4.38%, 09/16/25 0.31
Broadcom Inc, 4.15%, 11/15/30 0.31
Station Casinos LLC, 4.50%, 02/15/28 0.31
Surgery Center Holdings Inc, 6.75%, 07/01/25 0.30
NVR Inc, 3.00%, 05/15/30 0.30
Block Communications Inc, 4.88%, 03/01/28 0.30
PRPM 2019-3 LLC, 4.46%, 07/25/24 0.30
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.30
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.30
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.30
AMN Healthcare Inc, 4.62%, 10/01/27 0.30
BWX Technologies Inc, 4.12%, 06/30/28 0.30
Connecticut Avenue Securities Trust 2019-R02, 2.48%, 08/25/31 0.30
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.29
Cornerstone OnDemand Inc, 4.43%, 04/22/27 0.29
Bausch Health Cos Inc, 5.25%, 01/30/30 0.29
Altice Financing SA, 5.00%, 01/15/28 0.29
Trivium Packaging Finance BV, 8.50%, 08/15/27 0.29
Citigroup Inc, 4.70%, 01/23/70 0.29
Multifamily Connecticut Avenue Securities Trust 2020-01, 3.93%, 03/25/50 0.29
Freddie Mac Multifamily Structured Pass Through Certificates, 2.23%, 05/25/47 0.29
PRPM 2019-4 LLC, 4.65%, 11/25/24 0.29
Tacala Investment Corp, 3.67%, 02/05/27 0.28
CIFC Funding 2016-I Ltd, 3.91%, 10/21/31 0.28
LABL Escrow Issuer LLC, 6.75%, 07/15/26 0.28
Finastra USA Inc, 4.50%, 06/13/24 0.28
Connecticut Avenue Securities Trust 2020-R02, 2.18%, 01/25/40 0.28
CSN Islands XI Corp, 6.75%, 01/28/28 0.27
Palmer Square Loan Funding 2020-2 Ltd, 4.11%, 04/20/28 0.27
Hess Midstream Operations LP, 5.12%, 06/15/28 0.27
Lions Gate Capital Holdings LLC, 2.05%, 03/22/23 0.27
Freddie Mac Pool, 3.50%, 08/01/49 0.27
Athene Holding Ltd, 6.15%, 04/03/30 0.27
CPI Property Group SA, 4.88%, 04/16/69 0.27
Jack In The Box Funding LLC, 3.98%, 08/25/49 0.27
IRB Holding Corp, 7.00%, 06/15/25 0.26
Fannie Mae Connecticut Avenue Securities, 5.88%, 04/25/28 0.26
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.26
Gartner Inc, 4.50%, 07/01/28 0.26
Jaguar Holding Co II / PPD Development LP, 5.00%, 06/15/28 0.26
Anglo American Capital PLC, 5.38%, 04/01/25 0.26
Westlake Chemical Corp, 3.38%, 06/15/30 0.26
StorCentric Inc, 5.88%, 02/19/23 0.26
Wendy's International LLC, 7.00%, 12/15/25 0.26
Booking Holdings Inc, 4.62%, 04/13/30 0.26
Prosper Pass-Thru Trust II Series 2019-St1, 0.00%, 07/15/25 0.25
Forestar Group Inc, 5.00%, 03/01/28 0.25
Ginnie Mae II Pool, 5.00%, 04/20/49 0.25
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.25
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.25
Allegheny Technologies Inc, 7.88%, 08/15/23 0.25
Verisk Analytics Inc, 4.12%, 03/15/29 0.25
Exxon Mobil Corp, 3.45%, 04/15/51 0.25
Lannett Co Inc, 6.38%, 11/25/22 0.25
Freddie Mac Pool, 3.00%, 01/01/50 0.25
Ingredion Inc, 2.90%, 06/01/30 0.25
Dell International LLC / EMC Corp, 5.30%, 10/01/29 0.25
Delta 2 Lux Sarl, 3.50%, 02/01/24 0.25
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.25
Freeport-McMoRan Inc, 3.55%, 03/01/22 0.25
Bellring Brands LLC, 6.00%, 10/21/24 0.25
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA, 7.38%, 06/01/25 0.25
Virgin Media Finance PLC, 5.00%, 07/15/30 0.24
Freddie Mac Multifamily Structured Pass Through Certificates, 2.37%, 10/25/28 0.24
Lamb Weston Holdings Inc, 4.88%, 05/15/28 0.24
CPI Property Group SA, 4.75%, 03/08/23 0.24
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.24
Solera LLC / Solera Finance Inc, 10.50%, 03/01/24 0.24
AT&T Inc, 2.88%, 02/18/70 0.24
HCA Inc, 4.12%, 06/15/29 0.24
Colt Merger Sub Inc, 5.75%, 07/01/25 0.24
Teva Pharmaceutical Finance Netherlands III BV, 2.80%, 07/21/23 0.24
Helios Software Holdings Inc, 4.43%, 10/24/25 0.23
Golden Entertainment Inc, 7.62%, 04/15/26 0.23
Boston Scientific Corp 0.23
CMS Energy Corp, 4.75%, 06/01/50 0.23
Ginnie Mae, 3.00%, 08/20/20 0.23
Chobani LLC, 4.50%, 10/10/23 0.23
Scientific Games International Inc, 7.00%, 05/15/28 0.23
Magellan Health Inc, 4.90%, 09/22/24 0.23
OCP CLO 2013-4 Ltd, 4.02%, 04/24/29 0.23
Energy Transfer Operating LP, 3.75%, 05/15/30 0.23
Assurant Inc, 3.70%, 02/22/30 0.23
II-VI Inc, 3.78%, 09/24/26 0.23
Neuberger Berman CLO XIV Ltd, 3.69%, 01/28/30 0.23
CIFC Funding 2019-VI Ltd, 3.88%, 01/16/33 0.23
CHS/Community Health Systems Inc, 6.62%, 02/15/25 0.23
Hasbro Inc, 3.55%, 11/19/26 0.23
Benchmark 2020-IG1 Mortgage Trust, 3.24%, 09/15/43 0.23
General Motors Financial Co Inc, 2.90%, 02/26/25 0.22
Level 3 Financing Inc, 3.88%, 11/15/29 0.22
Aqua Finance Trust 2019-A, 3.14%, 07/16/40 0.22
AT Securities BV, 5.25%, 07/21/99 0.22
Fannie Mae Connecticut Avenue Securities, 4.43%, 01/25/29 0.22
Freed ABS Trust 2020-2CP, 4.52%, 06/18/27 0.22
Refinitiv US Holdings Inc, 3.44%, 10/01/25 0.22
Camelot Finance SA, 3.43%, 10/31/26 0.22
Tronox Inc, 6.50%, 05/01/25 0.22
Fannie Mae Pool, 3.50%, 03/01/48 0.22
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.22
Southwest Airlines Co, 4.75%, 05/04/23 0.22
FREMF 2019-KF72 Mortgage Trust, 2.28%, 11/25/26 0.22
Black Hills Corp, 3.05%, 10/15/29 0.22
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.22
Tacala Investment Corp, 7.92%, 02/01/26 0.21
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.21
CCO Holdings LLC / CCO Holdings Capital Corp, 5.88%, 04/01/24 0.21
Becton Dickinson and Co, 6.00%, 06/01/23 0.21
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.21
ONEOK Inc, 3.10%, 03/15/30 0.21
VB-S1 Issuer LLC, 3.03%, 06/15/50 0.21
Huntington Ingalls Industries Inc, 3.84%, 05/01/25 0.21
CARLYLE US CLO 2019-4 LTD, 4.26%, 01/15/33 0.21
T-Mobile USA Inc, 4.50%, 04/15/50 0.21
Arroyo Mortgage Trust 2019-2, 4.76%, 04/25/49 0.21
Kraft Heinz Foods Co, 3.88%, 05/15/27 0.20
Southwest Airlines Co, 5.25%, 05/04/25 0.20
Freddie Mac Multifamily Structured Pass Through Certificates, 1.93%, 11/25/47 0.20
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.20
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, 04/01/51 0.20
Perimeter Master Note Business Trust, 4.23%, 05/15/24 0.20
Fannie Mae Pool, 3.00%, 07/01/45 0.20
Traviata BV, 5.00%, 12/12/26 0.20
Keurig Dr Pepper Inc, 3.80%, 05/01/50 0.20
Octagon Investment Partners 40 Ltd, 4.94%, 04/20/31 0.20
Freddie Mac Structured Agency Credit Risk Debt Notes, 5.27%, 06/25/50 0.20
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.20
TransDigm Inc, 7.50%, 03/15/27 0.20
Vulcan Materials Co, 3.50%, 06/01/30 0.20
PBF Holding Co LLC / PBF Finance Corp, 9.25%, 05/15/25 0.20
Oracle Corp, 3.60%, 04/01/50 0.20
Ziggo Bond Co BV, 5.12%, 02/28/30 0.19
CGDB Commercial Mortgage Trust 2019-MOB, 2.73%, 11/15/36 0.19
Conn's Receivables Funding 2019-B LLC, 4.60%, 06/17/24 0.19
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.19
Palmer Square Loan Funding 2019-4 Ltd, 4.27%, 10/24/27 0.19
Ginnie Mae, 4.00%, 07/21/20 0.19
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.19
CGDB Commercial Mortgage Trust 2019-MOB, 2.18%, 11/15/36 0.19
BX Commercial Mortgage Trust 2019-XL, 2.83%, 10/15/36 0.19
Ross Stores Inc, 4.80%, 04/15/30 0.19
T-Mobile USA Inc, 3.17%, 04/01/27 0.19
PRPM 2019-GS1, 4.75%, 10/25/24 0.18
Hanjin International Corp, 3.61%, 10/18/20 0.18
Pawnee Equipment Receivables Series 2019-1 LLC, 3.80%, 01/15/26 0.18
Broadcom Inc, 3.15%, 11/15/25 0.18
Novelis Corp, 4.75%, 01/30/30 0.18
MMFL Re-REMIC Trust 2019-1, 1.58%, 01/28/24 0.18
China SCE Group Holdings Ltd, 8.75%, 01/15/21 0.18
First Quantum Minerals Ltd, 6.88%, 03/01/26 0.18
Freddie Mac Pool, 4.50%, 04/01/49 0.18
New Metro Global Ltd, 6.50%, 04/23/21 0.17
CommScope Inc, 8.25%, 03/01/27 0.17
Glencore Funding LLC, 4.12%, 03/12/24 0.17
Change Healthcare Holdings LLC, 3.50%, 03/01/24 0.17
Z Capital Credit Partners CLO 2019-1 Ltd, 3.88%, 07/16/31 0.17
BX Commercial Mortgage Trust 2018-IND, 1.88%, 11/15/35 0.17
Expedia Group Inc, 6.25%, 05/01/25 0.17
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.17
Easy Tactic Ltd, 8.75%, 01/10/21 0.16
Exeter Automobile Receivables Trust 2019-3, 4.00%, 08/17/26 0.16
Brown & Brown Inc, 4.50%, 03/15/29 0.16
Seazen Group Ltd, 6.50%, 09/12/20 0.16
OASIS 2020-2 LLC, 4.26%, 05/15/32 0.16
Valvoline Inc, 4.25%, 02/15/30 0.16
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.16
Infor Inc, 1.75%, 07/15/25 0.16
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.15
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.15
Altice France Holding SA, 6.00%, 02/15/28 0.15
Mauser Packaging Solutions Holding Co, 3.62%, 04/03/24 0.15
Santander Consumer Auto Receivables Trust 2020-A, 5.49%, 04/15/26 0.15
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.15
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.15
Aramark Services Inc, 5.00%, 02/01/28 0.15
Mauser Packaging Solutions Holding Co, 7.25%, 04/15/25 0.15
T-Mobile USA Inc, 3.50%, 04/15/25 0.15
ARD Finance SA, 6.50%, 06/30/27 0.15
Freddie Mac Pool, 3.00%, 12/01/49 0.15
BX Commercial Mortgage Trust 2018-BIOA, 2.14%, 03/15/37 0.15
Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 5.75%, 03/01/25 0.15
Six Flags Entertainment Corp, 5.50%, 04/15/27 0.15
GCI LLC, 3.00%, 02/02/22 0.15
Sunac China Holdings Ltd, 8.62%, 07/27/20 0.14
JPMorgan Chase & Co, 5.00%, 07/31/69 0.14
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.14
Huntington Ingalls Industries Inc, 4.20%, 05/01/30 0.14
Newco GB SAS, 8.00%, 12/15/22 0.14
Visa Inc, 2.70%, 04/15/40 0.14
Ginnie Mae, 4.50%, 07/21/20 0.14
Great Wolf Trust 2019-WOLF, 3.32%, 12/15/36 0.14
Safeway Inc, 3.95%, 08/15/20 0.14
Powerlong Real Estate Holdings Ltd, 5.95%, 07/19/20 0.14
Sands China Ltd, 4.38%, 06/18/30 0.14
NBM US Holdings Inc, 6.62%, 08/06/29 0.14
Yum! Brands Inc, 3.88%, 11/01/20 0.14
HT Troplast GmbH, 9.25%, 07/15/25 0.14
Fannie Mae Pool, 3.00%, 01/01/50 0.14
CryoLife Inc, 5.00%, 12/01/24 0.13
Infrabuild Australia Pty Ltd, 12.00%, 10/01/24 0.13
Royal Caribbean Cruises Ltd, 11.50%, 06/01/25 0.13
Bank of New York Mellon Corp, 4.70%, 05/19/70 0.13
BX Trust 2019-OC11, 4.08%, 12/09/41 0.13
Fannie Mae Pool, 3.00%, 03/01/43 0.13
2020 Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23 0.13
Magnetite XXII Ltd, 4.87%, 04/15/31 0.13
Freddie Mac Pool, 3.00%, 05/01/31 0.13
Sable International Finance Ltd, 5.75%, 09/07/27 0.13
Hillenbrand Inc, 5.75%, 06/15/25 0.13
Z Capital Credit Partners CLO 2018-1 Ltd, 2.74%, 01/16/31 0.13
Tenet Healthcare Corp, 6.88%, 11/15/31 0.13
Fannie Mae REMICS, 53.10%, 10/25/40 0.13
Fannie Mae or Freddie Mac, 3.00%, 08/13/20 0.13
Cheniere Corpus Christi Holdings LLC, 3.70%, 11/15/29 0.13
SVB Financial Group, 3.12%, 06/05/30 0.13
Boeing Co, 2.20%, 10/30/22 0.13
RELX Capital Inc, 3.00%, 05/22/30 0.13
Freddie Mac Multifamily Structured Pass Through Certificates, 4.40%, 04/25/34 0.13
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.12
Fannie Mae Pool, 3.00%, 01/01/43 0.12
Boardriders Inc, 7.50%, 04/06/24 0.12
Bausch Health Cos Inc, 5.00%, 01/30/28 0.12
Loire Finco Luxembourg Sarl, 3.25%, 04/20/27 0.12
Exeter Automobile Receivables Trust 2020-1, 3.74%, 01/15/27 0.12
Kraft Heinz Foods Co, 4.25%, 03/01/31 0.12
AI Convoy Luxembourg Sarl, 4.50%, 01/20/27 0.12
Level 3 Financing Inc, 3.40%, 03/01/27 0.12
Froneri Lux FinCo SARL, 2.62%, 01/31/27 0.12
PayPal Holdings Inc, 2.30%, 06/01/30 0.12
Northriver Midstream Finance LP, 3.55%, 10/01/25 0.12
Newell Brands Inc, 4.88%, 06/01/25 0.12
Westinghouse Air Brake Technologies Corp, 3.20%, 06/15/25 0.12
Government National Mortgage Association, 5.49%, 10/20/45 0.12
GS Mortgage Securities Corp Trust 2020-UPTN, 3.25%, 02/10/37 0.12
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.12
CoStar Group Inc, 2.80%, 07/15/30 0.11
OCI NV, 5.25%, 11/01/24 0.11
American Axle & Manufacturing Inc, 6.62%, 10/15/22 0.11
BX Commercial Mortgage Trust 2019-XL, 2.18%, 10/15/36 0.11
CCO Holdings LLC / CCO Holdings Capital Corp, 5.50%, 05/01/26 0.11
Masonite International Corp, 5.75%, 09/15/26 0.11
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.11
Valvoline Inc, 4.38%, 08/15/25 0.11
Fannie Mae REMICS, 5.87%, 08/25/48 0.11
Freddie Mac Pool, 3.00%, 03/01/50 0.11
Ford Motor Credit Co LLC, 3.09%, 01/09/23 0.11
American Homes 4 Rent LP, 4.25%, 02/15/28 0.11
Fannie Mae or Freddie Mac, 3.00%, 07/16/20 0.11
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.11
Freddie Mac Pool, 3.00%, 03/01/50 0.11
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.10
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.10
Charles Schwab Corp, 5.38%, 04/30/70 0.10
Fannie Mae Pool, 3.00%, 09/01/42 0.10
Freddie Mac STACR Remic Trust 2020-DNA2, 0.93%, 02/25/50 0.10
Ashland Services BV, 2.00%, 01/30/28 0.10
Surgery Center Holdings Inc, 4.25%, 08/31/24 0.10
JPMorgan Chase & Co, 4.60%, 01/23/70 0.10
Bank of America Corp, 4.30%, 01/24/70 0.10
Mohegan Gaming & Entertainment, 5.30%, 10/13/21 0.10
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.09
Aramark Services Inc, 6.38%, 05/01/25 0.09
NGPL PipeCo LLC, 7.77%, 12/15/37 0.09
GS Mortgage Securities Corp Trust 2020-UPTN, 3.25%, 02/10/37 0.09
ECAF I Ltd, 5.80%, 06/15/40 0.09
Target Corp, 2.65%, 09/15/30 0.09
Government National Mortgage Association, 5.86%, 04/20/46 0.09
ARD Finance SA, 5.00%, 06/30/27 0.09
Freddie Mac Pool, 3.00%, 12/01/49 0.09
T-Mobile USA Inc, 6.50%, 01/15/24 0.09
Upstart Securitization Trust 2019-3, 0.00%, 01/21/30 0.09
Perimeter Master Note Business Trust, 5.21%, 05/15/24 0.09
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.09
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.09
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.09
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.09
Fannie Mae Pool, 3.00%, 09/01/46 0.09
DCP Midstream Operating LP, 5.60%, 04/01/44 0.09
InSite Issuer LLC, 6.12%, 12/15/48 0.09
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.08
Keurig Dr Pepper Inc, 3.20%, 05/01/30 0.08
Rohm Holding GmbH, 5.17%, 07/31/26 0.08
Government National Mortgage Association, 5.41%, 08/20/44 0.08
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.08
Constellation Brands Inc, 2.88%, 05/01/30 0.08
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.08
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.08
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.08
BX Commercial Mortgage Trust 2020-BXLP, 2.68%, 12/15/36 0.08
Ronshine China Holdings Ltd, 11.50%, 07/03/20 0.08
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.08
KNDL 2019-KNSQ Mortgage Trust, 2.18%, 05/15/36 0.08
New Residential Mortgage Loan Trust 2019-NQM2, 4.27%, 04/25/49 0.08
Expedia Group Inc, 7.00%, 05/01/25 0.08
Ameriprise Financial Inc, 3.00%, 04/02/25 0.08
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA, 7.25%, 02/01/28 0.08
Energy Transfer Operating LP, 2.90%, 05/15/25 0.08
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.08
Fannie Mae Pool, 4.00%, 05/01/47 0.08
CoreCivic Inc, 5.50%, 12/12/24 0.08
Citigroup Commercial Mortgage Trust 2018-C5, 0.75%, 06/10/51 0.08
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp, 4.75%, 10/01/23 0.08
GCI LLC, 6.88%, 04/15/25 0.08
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.07
Westinghouse Air Brake Technologies Corp, 1.61%, 09/15/21 0.07
EQM Midstream Partners LP, 5.50%, 07/15/28 0.07
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.07
Freddie Mac Pool, 3.00%, 11/01/49 0.07
SoFi Professional Loan Program 2020-ATrust, 0.00%, 05/15/46 0.07
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.07
Leidos Inc, 2.95%, 05/15/23 0.06
Ford Motor Co, 6.38%, 02/01/29 0.06
Freddie Mac Gold Pool, 4.50%, 12/01/48 0.06
United Auto Credit Securitization Trust 2020-1, 5.19%, 02/10/25 0.06
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.06
THL Credit Wind River 2019-2 Clo Ltd, 3.87%, 01/15/33 0.06
Golden Nugget Inc, 6.75%, 10/15/24 0.06
Fannie Mae Pool, 2.50%, 01/01/50 0.06
Springleaf Finance Corp, 6.88%, 03/15/25 0.06
Ford Motor Co, 7.45%, 07/16/31 0.06
Entravision Communications Corp, 3.09%, 11/30/24 0.06
LOANME TRUST SBL 2019-1, 5.25%, 08/15/30 0.06
JPMorgan Chase & Co, 4.00%, 02/24/70 0.06
eG Global Finance PLC, 6.75%, 02/07/25 0.06
Excelitas Technologies Corp, 8.50%, 12/01/25 0.06
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.06
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.05
Foursight Capital Automobile Receivables Trust 2020-1, 3.49%, 04/15/26 0.05
Government National Mortgage Association, 0.48%, 01/16/60 0.05
Z Capital Credit Partners CLO 2018-1 Ltd, 3.63%, 01/16/31 0.05
Fannie Mae Pool, 3.00%, 02/01/43 0.05
Masonite International Corp, 5.38%, 02/01/28 0.05
Foursight Capital Automobile Receivables Trust 2020-1, 4.62%, 06/15/27 0.05
Globo Comunicacao e Participacoes SA, 4.88%, 01/22/30 0.05
Weekley Homes LLC / Weekley Finance Corp, 6.62%, 08/15/25 0.05
Freddie Mac Gold Pool, 3.00%, 06/01/43 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
Freddie Mac Pool, 4.00%, 05/01/49 0.05
FREMF 2018-KF45 Mortgage Trust, 2.13%, 03/25/25 0.05
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.05
Fannie Mae Pool, 3.00%, 03/01/43 0.05
Exeter Automobile Receivables Trust 2020-2, 3.28%, 05/15/25 0.04
Black Hills Corp, 2.50%, 06/15/30 0.04
Allegion US Holding Co Inc, 3.55%, 10/01/27 0.04
Citigroup Capital XIII, 7.13%, 10/30/40 0.04
Freddie Mac Pool, 3.00%, 10/01/49 0.04
Entegris Inc, 4.62%, 02/10/26 0.04
Ecolab Inc, 4.80%, 03/24/30 0.04
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.04
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.04
Fannie Mae Pool, 3.00%, 05/01/43 0.04
Freddie Mac Pool, 3.00%, 12/01/49 0.04
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.03
Freddie Mac Pool, 3.00%, 10/01/34 0.03
Sequoia Mortgage Trust 2018-8, 0.29%, 11/25/48 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
Virgin Media SFA Finance Ltd, 3.78%, 11/15/27 0.03
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.03
Freddie Mac Pool, 3.00%, 01/01/50 0.03
A10 Term Asset Financing 2017-1 LLC, 4.70%, 03/15/36 0.02
Freddie Mac Pool, 3.00%, 02/01/50 0.02
Exeter Automobile Receivables Trust 2020-2, 4.73%, 04/15/26 0.02
START Ireland, 0.00%, 03/15/44 0.02
Compass Minerals International Inc, 6.75%, 12/01/27 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
Freddie Mac Pool, 3.50%, 12/01/44 0.02
Freddie Mac Multifamily Structured Pass Through Certificates, 0.19%, 07/25/28 0.02
Freddie Mac Pool, 3.00%, 09/01/32 0.02
Science Applications International Corp, 4.88%, 04/01/28 0.02
Ginnie Mae II Pool, 4.50%, 02/20/48 0.02
Project Silver, 0.00%, 03/15/44 0.02
Freddie Mac Pool, 3.00%, 11/01/49 0.02
Fannie Mae Pool, 4.00%, 10/01/47 0.02
Fannie Mae Pool, 4.50%, 09/01/47 0.02
Fannie Mae Pool, 3.00%, 10/01/34 0.02
Fannie Mae Pool, 3.00%, 11/01/46 0.02
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
Government National Mortgage Association, 5.95%, 10/16/55 0.01
Fannie Mae Pool, 3.50%, 11/01/43 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
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Fannie Mae Pool, 3.00%, 01/01/47 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Connecticut Avenue Securities Trust 2020-R01, 0.98%, 01/25/40 0.01
BBCCRE Trust 2015-GTP, 4.71%, 08/10/33 0.01
Government National Mortgage Association, 5.36%, 01/20/44 0.01
Freddie Mac Pool, 3.00%, 10/01/49 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 Pool, 3.00%, 11/01/49 0.00
Fannie Mae Pool, 3.00%, 02/01/48 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 Gold 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 Gold 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
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, 4.00%, 03/01/48 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
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Pool, 3.00%, 01/01/45 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, 3.50%, 12/01/45 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Freddie Mac Gold Pool, 4.50%, 05/01/44 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
Freddie Mac Pool, 3.00%, 03/01/43 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, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 3.50%, 03/01/48 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%, 11/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
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, 4.50%, 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, 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
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, 4.50%, 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 -15.69
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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