Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of 09/30/2019)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 3.50%, 10/17/19 2.50
Fannie Mae or Freddie Mac, 3.00%, 11/13/19 1.75
Fannie Mae or Freddie Mac, 2.50%, 10/17/19 1.26
Fannie Mae or Freddie Mac, 2.50%, 11/13/19 1.24
Fannie Mae Pool, 3.50%, 02/01/57 1.05
CSC Holdings LLC, 5.75%, 01/15/30 0.86
UBM PLC, 5.75%, 11/03/20 0.84
Aleris International Inc, 10.75%, 07/15/23 0.82
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.82
Freeport-McMoRan Inc, 3.55%, 03/01/22 0.78
Freddie Mac Pool, 4.00%, 05/01/49 0.77
Black Hills Corp, 3.05%, 10/15/29 0.74
Jack In The Box Funding LLC, 3.98%, 08/25/49 0.73
Refinitiv US Holdings Inc, 5.84%, 10/01/25 0.71
Freddie Mac Pool, 3.50%, 07/01/49 0.70
Freddie Mac Pool, 3.50%, 07/01/49 0.70
Bausch Health Americas Inc, 5.14%, 06/01/25 0.69
Dell International LLC / EMC Corp, 5.30%, 10/01/29 0.68
NextEra Energy Operating Partners LP, 3.88%, 10/15/26 0.67
Freddie Mac Pool, 3.50%, 08/01/49 0.64
Juniper Networks Inc, 3.75%, 08/15/29 0.63
Ginnie Mae, 5.00%, 10/21/19 0.62
Global Payments Inc, 2.65%, 02/15/25 0.61
Stericycle Inc, 5.38%, 07/15/24 0.60
Freddie Mac Pool, 3.50%, 07/01/49 0.60
Freddie Mac Pool, 3.50%, 06/01/49 0.59
Freddie Mac Pool, 3.50%, 09/01/49 0.57
Mello Warehouse Securitization Trust 2019-1, 4.37%, 06/25/52 0.56
Golden Entertainment Inc, 7.62%, 04/15/26 0.55
Southwick Park CLO LLC, 3.47%, 07/20/32 0.55
AMN Healthcare Inc, 4.62%, 10/01/27 0.54
DynCorp International Inc, 8.14%, 08/16/25 0.54
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.54
Formula One Management Ltd, 4.77%, 02/01/24 0.53
Mohegan Gaming & Entertainment, 6.07%, 10/13/21 0.52
Fannie Mae Pool, 3.00%, 02/01/57 0.52
Global Aircraft Leasing Co Ltd, 6.50%, 09/15/24 0.51
OneMain Financial Issuance Trust 2015-1, 6.63%, 03/18/26 0.50
Hill-Rom Holdings Inc, 4.38%, 09/15/27 0.50
Mylan Inc, 4.55%, 04/15/28 0.49
MGM Resorts International, 6.62%, 12/15/21 0.49
EPR Properties, 3.75%, 08/15/29 0.49
Z Capital Credit Partners CLO 2019-1 Ltd, 3.90%, 07/16/31 0.49
Enel Finance International NV, 4.62%, 09/14/25 0.49
FMG Resources August 2006 Pty Ltd, 4.50%, 09/15/27 0.48
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.47
Dell International LLC, 4.05%, 09/19/25 0.47
Citigroup Inc, 5.00%, 09/12/69 0.47
CCO Holdings LLC / CCO Holdings Capital Corp, 5.38%, 06/01/29 0.47
Freddie Mac Pool, 3.50%, 08/01/49 0.47
Freddie Mac Pool, 3.50%, 08/01/49 0.47
Bowman Park CLO Ltd, 5.50%, 11/23/25 0.47
Diamond Sports Group LLC / Diamond Sports Finance Co, 6.62%, 08/15/27 0.47
Netflix Inc, 3.88%, 11/15/29 0.46
PRPM 2019-3 LLC, 4.46%, 07/25/24 0.46
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.45
Madison Park Funding XXXIII Ltd, 3.43%, 10/15/32 0.45
LABL Escrow Issuer LLC, 10.50%, 07/15/27 0.45
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.45
Autostrade per l'Italia SpA, 4.38%, 09/16/25 0.44
Dryden 71 CLO Ltd, 3.45%, 01/15/29 0.43
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.43
Tenet Healthcare Corp, 4.88%, 01/01/26 0.42
LABL Escrow Issuer LLC, 6.75%, 07/15/26 0.42
CIFC Funding 2016-I Ltd, 4.90%, 10/21/31 0.42
CIFC Funding 2016-I Ltd, 3.45%, 10/21/31 0.42
Station Place Securitization Trust Series 2019-WL1, 3.62%, 08/25/52 0.42
Octagon Investment Partners 44 Ltd, 3.58%, 07/20/32 0.41
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 5.50%, 01/15/30 0.40
JPMorgan Chase & Co, 5.00%, 07/31/69 0.40
CPI Property Group SA, 4.88%, 04/16/69 0.40
General Electric Co, 5.00%, 01/20/66 0.40
Aqua Finance Trust 2019-A, 3.14%, 07/16/40 0.39
Scientific Games International Inc, 10.00%, 12/01/22 0.39
EW Scripps Co, 5.12%, 05/15/25 0.39
Trinity Industries Inc, 4.55%, 10/01/24 0.39
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.39
Ultra Clean Holdings Inc, 6.62%, 08/27/25 0.38
Tacala Investment Corp, 5.54%, 02/01/25 0.38
Apollo Global Management Inc 0.38
Dole Food Co Inc, 7.25%, 06/15/25 0.38
Madison Park Funding XVIII Ltd, 3.47%, 10/21/30 0.37
Carlyle Global Market Strategies CLO 2013-1 Ltd, 3.40%, 08/14/30 0.37
Jack In The Box Funding LLC, 4.48%, 08/25/49 0.37
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.37
Harsco Corp, 5.75%, 07/31/27 0.37
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.36
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.36
T-Mobile USA Inc, 6.50%, 01/15/24 0.36
Keurig Dr Pepper Inc, 3.40%, 11/15/25 0.35
TRI Pointe Group Inc / TRI Pointe Homes Inc, 5.88%, 06/15/24 0.35
Western Digital Corp, 4.75%, 02/15/26 0.35
Reynolds Group Holdings Inc, 4.93%, 02/05/23 0.35
CPI Property Group SA, 4.75%, 03/08/23 0.35
Mauser Packaging Solutions Holding Co, 5.39%, 04/03/24 0.34
Smithfield Foods Inc, 5.20%, 04/01/29 0.34
Freddie Mac Gold Pool, 4.50%, 04/01/49 0.34
WPP Finance 2010, 4.75%, 11/21/21 0.34
Assurant Inc, 3.70%, 02/22/30 0.33
First Quantum Minerals Ltd, 7.00%, 02/15/21 0.33
Golden Nugget Inc, 8.75%, 10/01/25 0.33
Carlyle Global Market Strategies Euro CLO 2015-3 DAC, 1.65%, 07/15/30 0.33
Trivium Packaging Finance BV, 5.50%, 08/15/26 0.33
Allegheny Technologies Inc, 5.95%, 01/15/21 0.32
Prima Capital CRE Securitization 2015-IV Ltd, 4.00%, 08/24/49 0.32
Harvest Clo XII DAC, 1.85%, 11/18/30 0.32
Unum Group, 4.00%, 06/15/29 0.32
Fannie Mae Pool, 3.50%, 03/01/48 0.32
Summit Materials LLC / Summit Materials Finance Corp, 6.50%, 03/15/27 0.32
Arroyo Mortgage Trust 2019-2, 4.76%, 04/25/49 0.32
Upstart Securitization Trust 2018-1, 6.15%, 08/20/25 0.32
Octagon Investment Partners 40 Ltd, 6.43%, 04/20/31 0.32
Santander Drive Auto Receivables Trust 2019-2, 3.22%, 07/15/25 0.32
AT Securities BV, 5.25%, 07/21/99 0.31
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.31
Synchrony Financial, 5.15%, 03/19/29 0.31
Level 3 Financing Inc, 5.38%, 08/15/22 0.31
Carlyle Global Market Strategies CLO 2015-5 Ltd, 6.03%, 01/20/32 0.31
DRIVEN BRANDS FUNDING LLC, 3.98%, 10/20/49 0.31
II-VI Inc, 5.61%, 09/24/26 0.30
JELD-WEN Inc, 4.62%, 12/15/25 0.30
Hanjin International Corp, 4.78%, 10/18/20 0.30
GCI Holdings LLC, 4.42%, 02/02/22 0.30
ESH Hospitality Inc, 4.62%, 10/01/27 0.30
Palmer Square Loan Funding 2019-4 Ltd, 5.50%, 10/24/27 0.29
KKR Clo 17 Ltd, 5.75%, 04/15/29 0.29
Froneri International Ltd, 4.03%, 01/26/25 0.29
Magellan Health Inc, 4.90%, 09/22/24 0.29
18 Fremont Street Acquisition LLC, 10.18%, 08/09/25 0.29
Boardriders Inc, 8.59%, 04/06/24 0.29
Alcoa Nederland Holding BV, 6.75%, 09/30/24 0.28
Jane Street Group LLC, 5.30%, 08/25/22 0.28
Goldentree Loan Management US CLO 5 Ltd, 3.49%, 10/20/32 0.28
Level 3 Parent LLC, 4.38%, 02/22/24 0.28
GCI LLC, 6.62%, 06/15/24 0.28
Freddie Mac Gold Pool, 4.50%, 01/01/49 0.27
ECAF I Ltd, 5.80%, 06/15/40 0.27
Change Healthcare Holdings LLC, 4.59%, 03/01/24 0.26
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.26
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.26
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.26
Newell Brands Inc, 4.20%, 04/01/26 0.26
Forestar Group Inc, 8.00%, 04/15/24 0.26
LCM XVIII LP, 3.30%, 04/20/31 0.26
Tamko Building Products Inc, 5.39%, 05/31/26 0.25
Sound Point Clo XVI Ltd, 5.88%, 07/25/30 0.25
Enterprise Development Authority, 12.00%, 07/15/24 0.25
CF Industries Inc, 3.40%, 12/01/21 0.25
Exeter Automobile Receivables Trust 2019-3, 4.00%, 08/17/26 0.25
Marriott Ownership Resorts Inc, 4.75%, 01/15/28 0.25
Encompass Health Corp, 4.50%, 02/01/28 0.25
Magnetite XV Ltd, 3.29%, 07/25/31 0.25
Freeport-McMoRan Inc, 5.00%, 09/01/27 0.25
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.25
Freddie Mac Gold Pool, 4.50%, 06/01/49 0.25
Connecticut Avenue Securities Trust 2019-R05, 4.02%, 07/25/39 0.25
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.24
QEP Resources Inc, 6.88%, 03/01/21 0.24
Glencore Funding LLC, 4.12%, 03/12/24 0.24
Conagra Brands Inc, 4.85%, 11/01/28 0.24
Nexstar Broadcasting Inc, 4.91%, 09/19/26 0.24
HCA Inc, 4.12%, 06/15/29 0.24
Brown & Brown Inc, 4.50%, 03/15/29 0.24
Micron Technology Inc, 5.33%, 02/06/29 0.24
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 5.88%, 02/15/28 0.24
First Quantum Minerals Ltd, 6.88%, 03/01/26 0.23
Victoria PLC, 5.25%, 07/15/24 0.23
Midcontinent Communications / Midcontinent Finance Corp, 5.38%, 08/15/27 0.23
Micron Technology Inc, 4.97%, 02/06/26 0.23
Freddie Mac Pool, 4.00%, 04/01/47 0.23
Mauser Packaging Solutions Holding Co, 7.25%, 04/15/25 0.23
Diamond Sports Group LLC / Diamond Sports Finance Co, 5.38%, 08/15/26 0.23
Wabtec Corp, 4.95%, 09/15/28 0.23
Trivium Packaging Finance BV, 8.50%, 08/15/27 0.23
NVA Holdings Inc, 4.93%, 02/02/25 0.22
Tikehau CLO III BV, 1.85%, 12/01/30 0.22
Bausch Health Americas Inc, 8.50%, 01/31/27 0.22
eG Global Finance PLC, 6.75%, 02/07/25 0.22
Infrabuild Australia Pty Ltd, 12.00%, 10/01/24 0.22
American Axle & Manufacturing Inc, 6.62%, 10/15/22 0.22
Harley-Davidson Financial Services Inc, 4.05%, 02/04/22 0.22
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.22
Uber Technologies Inc, 7.50%, 11/01/23 0.21
Avantor Inc, 4.75%, 10/01/24 0.21
Ginnie Mae, 4.50%, 10/21/19 0.21
CryoLife Inc, 6.14%, 12/01/24 0.21
Kraft Heinz Foods Co, 5.00%, 07/15/35 0.21
Elanco Animal Health Inc, 4.90%, 08/28/28 0.20
Great Western Petroleum LLC / Great Western Finance Corp, 9.00%, 09/30/21 0.20
Lumentum Holdings Inc, 4.63%, 12/10/25 0.20
Tronox Inc, 6.50%, 04/15/26 0.20
Magnetite XXII Ltd, 6.14%, 04/15/31 0.20
HomeVi SASU, 3.00%, 10/30/24 0.20
Fannie Mae or Freddie Mac, 4.50%, 10/10/19 0.20
Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 5.75%, 03/01/25 0.20
NBM US Holdings Inc, 6.62%, 08/06/29 0.20
Voya CLO 2018-2 Ltd, 3.30%, 07/15/31 0.20
Engie SA, 1.38%, 06/21/39 0.20
Netflix Inc, 4.62%, 05/15/29 0.20
Stars Group Holdings BV, 5.84%, 07/10/25 0.20
Citigroup Inc, 2.90%, 12/08/21 0.20
McAfee LLC, 6.04%, 09/29/24 0.20
Sensata Technologies Inc, 4.38%, 02/15/30 0.20
Antero Resources Corp, 5.38%, 11/01/21 0.19
Verus Securitization Trust 2019-1, 4.46%, 02/25/59 0.19
Sequoia Mortgage Trust 2018-8, 0.33%, 11/25/48 0.19
Sounds Point CLO IV-R LTD, 3.45%, 04/18/31 0.19
SES GLOBAL Americas Holdings GP, 5.30%, 03/25/44 0.19
RPI Finance Trust, 4.30%, 04/17/23 0.19
Abertis Infraestructuras SA, 1.88%, 03/26/32 0.19
InSite Issuer LLC, 6.12%, 12/15/48 0.19
Magnetite VIII Ltd, 3.28%, 04/15/31 0.19
BlueMountain CLO 2015-3 Ltd, 3.28%, 04/20/31 0.19
Grizzly Finco, 5.34%, 10/01/25 0.19
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.18
Equifax Inc, 3.03%, 08/15/21 0.18
Pilgrim's Pride Corp, 5.75%, 03/15/25 0.18
PacWest Bancorp 0.18
JBS USA LUX SA, 4.79%, 05/01/26 0.18
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.18
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.18
Six Flags Theme Parks Inc, 4.30%, 04/17/26 0.18
Global Payments Inc, 3.20%, 08/15/29 0.18
Beacon Roofing Supply Inc, 4.50%, 11/15/26 0.18
Fannie Mae REMICS, 4.03%, 08/25/48 0.18
Entegris Inc, 4.19%, 11/06/25 0.18
HUB International Ltd, 7.00%, 05/01/26 0.18
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.17
Chobani LLC, 5.84%, 10/07/23 0.17
Viacom Inc, 5.88%, 02/28/57 0.17
Octagon Investment Partners 41 Ltd, 6.25%, 04/15/31 0.17
Octagon Investment Partners XXI Ltd, 6.13%, 02/14/31 0.17
Starfruit Finco BV / Starfruit US Holdco LLC, 8.00%, 10/01/26 0.17
Horizon Pharma USA Inc, 5.50%, 08/01/27 0.17
Exeter Automobile Receivables Trust 2018-2, 5.33%, 05/15/25 0.17
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.17
IHS Markit Ltd, 5.00%, 11/01/22 0.17
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.17
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.17
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.17
GCI LLC, 6.88%, 04/15/25 0.16
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.16
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.16
Lamar Media Corp, 3.90%, 03/16/25 0.16
American Homes 4 Rent LP, 4.25%, 02/15/28 0.16
Boeing Co, 3.10%, 05/01/26 0.16
Fannie Mae REMICS, 31.90%, 10/25/40 0.16
Electricite de France SA, 2.00%, 10/02/30 0.16
EnLink Midstream LLC, 5.38%, 06/01/29 0.16
Golden Nugget Inc, 6.75%, 10/15/24 0.15
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.15
Scientific Games International Inc, 6.25%, 09/01/20 0.15
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.15
Gentiva Health Services Inc, 5.84%, 07/02/25 0.15
DCP Midstream Operating LP, 5.60%, 04/01/44 0.15
Tacala Investment Corp, 9.29%, 02/01/26 0.15
ARD Securities Finance SARL, 8.75%, 01/31/23 0.15
Abertis Infraestructuras SA, 2.38%, 09/27/27 0.15
Fannie Mae Pool, 4.50%, 01/01/49 0.15
NGPL PipeCo LLC, 7.77%, 12/15/37 0.15
Watco Cos LLC / Watco Finance Corp, 6.38%, 04/01/23 0.15
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/30 0.14
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.14
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.14
Freddie Mac Pool, 3.50%, 08/01/49 0.14
CyrusOne LP / CyrusOne Finance Corp, 5.38%, 03/15/27 0.14
PCI Gaming Authority, 5.14%, 05/31/26 0.14
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.14
Ginnie Mae II Pool, 3.50%, 05/20/49 0.14
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.13
IHS Markit Ltd, 4.12%, 08/01/23 0.13
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.13
Exeter Automobile Receivables Trust 2018-1, 4.64%, 10/15/24 0.13
United Auto Credit Securitization Trust 2018-2, 5.26%, 05/10/23 0.13
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.13
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.13
Domino's Pizza Master Issuer LLC, 4.33%, 07/25/48 0.13
Post Holdings Inc, 4.13%, 05/24/24 0.13
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.13
Citigroup Commercial Mortgage Trust 2018-C5, 0.76%, 06/10/51 0.12
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.12
KNDL 2019-KNSQ Mortgage Trust, 4.03%, 05/15/36 0.12
Marriott Ownership Resorts Inc, 4.39%, 08/29/25 0.12
New Residential Mortgage Loan Trust 2019-NQM2, 4.27%, 04/25/49 0.12
Fannie Mae Pool, 4.00%, 05/01/47 0.12
Hudbay Minerals Inc, 7.25%, 01/15/23 0.12
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.12
Ashton Woods USA LLC / Ashton Woods Finance Co, 6.75%, 08/01/25 0.12
CommScope Inc, 5.34%, 04/04/26 0.12
Men's Wearhouse Inc, 7.00%, 07/01/22 0.12
Freddie Mac Gold Pool, 4.00%, 06/01/49 0.12
Freeport-McMoRan Inc, 5.25%, 09/01/29 0.12
Exeter Automobile Receivables Trust 2018-3, 6.55%, 08/25/25 0.12
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.11
Freddie Mac Pool, 3.50%, 08/01/49 0.11
Freddie Mac Pool, 3.50%, 06/01/49 0.11
Dell International LLC, 3.89%, 03/13/24 0.11
Wabtec Corp, 3.42%, 09/15/21 0.11
Freddie Mac Pool, 4.00%, 08/01/48 0.11
Newell Brands Inc, 5.50%, 04/01/46 0.11
Willis Engine Structured Trust III, 6.36%, 08/15/42 0.11
Clear Channel Worldwide Holdings Inc, 5.12%, 08/15/27 0.11
EQM Midstream Partners LP, 5.50%, 07/15/28 0.11
Vistra Operations Co LLC, 4.14%, 08/04/23 0.11
Element Solutions Inc, 5.88%, 12/01/25 0.11
Business Jet Securities LLC, 7.75%, 02/15/33 0.11
Range Resources Corp, 5.00%, 08/15/22 0.11
Freddie Mac Pool, 4.00%, 05/01/49 0.11
Global Payments Inc, 4.15%, 08/15/49 0.11
FR ZM7661, 4.00%, 08/01/48 0.10
Entravision Communications Corp, 4.89%, 11/30/24 0.10
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.10
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.75%, 10/15/20 0.10
Bristol-Myers Squibb Co, 3.20%, 06/15/26 0.09
Carlyle Group LP 0.09
CCM Merger Inc, 6.00%, 03/15/22 0.09
START Ireland, 0.00%, 03/15/44 0.09
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.09
American Credit Acceptance Receivables Trust 2018-3, 5.17%, 10/15/24 0.09
S-Jets 2017-1 Ltd, 7.02%, 08/15/42 0.09
Project Silver, 0.00%, 03/15/44 0.09
Zephyrus Capital Aviation Partners 2018-1 Ltd, 4.61%, 10/15/38 0.09
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.09
Government National Mortgage Association, 0.48%, 01/16/60 0.09
Excelitas Technologies Corp, 9.64%, 12/01/25 0.09
SES SA, 5.30%, 04/04/43 0.08
Fannie Mae Pool, 4.00%, 01/01/48 0.08
Nexstar Broadcasting Inc, 4.52%, 01/17/24 0.08
CSC Holdings LLC, 5.12%, 12/15/21 0.08
Freddie Mac Gold Pool, 3.50%, 11/01/48 0.08
Synchrony Financial, 4.38%, 03/19/24 0.08
Diamond Sports Group LLC, 5.36%, 08/24/26 0.08
SES SA, 4.62%, 01/02/68 0.08
Synchrony Financial, 2.85%, 07/25/22 0.07
Sierra Timeshare 2018-3 Receivables Funding LLC, 5.20%, 09/20/35 0.07
MarketPlace Loan Trust 2015-LD1, 6.00%, 12/15/21 0.07
Allegheny Technologies Inc, 7.88%, 08/15/23 0.07
Apollo Aviation Securitization Equity Trust 2016-2, 5.93%, 11/15/41 0.07
Fannie Mae Pool, 3.50%, 11/01/47 0.07
Freddie Mac Gold Pool, 3.50%, 08/01/48 0.07
Scripps Escrow Inc, 5.88%, 07/15/27 0.07
Citigroup Capital XIII, 8.64%, 10/30/40 0.06
JC Penney Corp Inc, 8.12%, 10/01/19 0.06
Advanced Drainage Systems Inc, 4.30%, 09/18/26 0.06
Ginnie Mae II Pool, 3.50%, 06/20/49 0.06
Project Silver, 6.90%, 07/15/44 0.06
Viacom Inc, 4.38%, 03/15/43 0.06
Viacom Inc, 5.25%, 04/01/44 0.06
Extraction Oil & Gas Inc, 5.62%, 02/01/26 0.06
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.06
Fannie Mae Pool, 3.50%, 01/01/49 0.05
Builders FirstSource Inc, 6.75%, 06/01/27 0.05
SAPPHIRE AVIATION FINANCE I LTD, 7.38%, 03/15/40 0.05
Virgin Media SFA Finance Ltd, 4.01%, 11/15/27 0.04
JBS USA LUX SA / JBS USA Finance Inc, 6.75%, 02/15/28 0.04
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.04
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.04
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.04
A10 Term Asset Financing 2017-1 LLC, 4.70%, 03/15/36 0.04
PowerTeam Services LLC, 9.38%, 03/06/26 0.04
Freddie Mac Pool, 3.00%, 10/01/49 0.04
Freddie Mac Gold Pool, 3.50%, 12/01/44 0.04
Zekelman Industries Inc, 9.88%, 06/15/23 0.03
Freddie Mac Multifamily Structured Pass Through Certificates, 0.19%, 07/25/28 0.03
CSMC 2017-HD Trust, 5.68%, 02/15/31 0.03
B&G Foods Inc, 4.54%, 10/11/26 0.03
Altice Luxembourg SA, 7.75%, 05/15/22 0.03
Midcoast Energy LLC, 7.68%, 08/01/25 0.03
Weekley Homes LLC / Weekley Finance Corp, 6.00%, 02/01/23 0.03
Fannie Mae Pool, 4.50%, 09/01/47 0.03
L1R HB Finance Ltd, 6.01%, 08/31/24 0.03
Fannie Mae Pool, 4.00%, 10/01/47 0.03
Freddie Mac Pool, 3.00%, 09/01/49 0.03
Fannie Mae Pool, 3.50%, 04/01/43 0.02
FR ZM6220, 4.00%, 04/01/48 0.02
EQT Corp, 2.87%, 10/01/20 0.02
Fannie Mae Pool, 3.50%, 11/01/43 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
Fannie Mae Pool, 3.50%, 12/01/47 0.02
Fannie Mae Pool, 4.00%, 04/01/48 0.02
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.02
Mission Broadcasting Inc, 4.52%, 01/17/24 0.02
Fannie Mae Pool, 4.00%, 01/01/48 0.02
Fannie Mae Pool, 3.50%, 01/01/47 0.02
PetVet Care Centers LLC, 8.37%, 02/15/26 0.02
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.01
Government National Mortgage Association, 4.12%, 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
BBCCRE Trust 2015-GTP, 4.71%, 08/10/33 0.01
Fannie Mae Pool, 4.00%, 08/01/47 0.01
Government National Mortgage Association, 3.51%, 01/20/44 0.01
FR ZM6410, 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 0.01
Fannie Mae Pool, 4.00%, 09/01/47 0.01
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
FR ZM6427, 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
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Freddie Mac Gold Pool, 6.00%, 04/01/40 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
QUIKSILVER INC BANKRUPTCY EQUITY CERT, 0.00%, 08/01/18 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
FR ZT1633, 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%, 06/01/47 0.00
Fannie Mae Pool, 3.50%, 10/01/42 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
FR ZM6780, 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
Freddie Mac Gold Pool, 4.50%, 08/01/48 0.00
FR ZM5945, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 08/01/47 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
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Gold Pool, 3.00%, 01/01/45 0.00
Freddie Mac Gold Pool, 3.50%, 07/01/46 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%, 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
Fannie Mae Pool, 4.50%, 09/01/47 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%, 05/01/48 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%, 07/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
FR ZM1073, 4.00%, 05/01/46 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
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, 6.29%, 05/15/46 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
FR ZM6276, 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, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 3.00%, 05/01/43 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
Beacon Roofing Supply Inc, 6.38%, 10/01/23 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%, 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 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
US 2YR NOTE (CBT) Dec19 0.00
US ULTRA BOND CBT Dec19 0.00
US 5YR NOTE (CBT) Dec19 0.00
US 10yr Ultra Fut Dec19 0.00
US LONG BOND(CBT) Dec19 0.00
Cash & Equivalents -1.02
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