For Individual Investors in the US

Flexible Bond Fund Holdings

Full Portfolio Holdings

(As of September 30, 2020)

% OF INVESTMENTS
United States Treasury Note/Bond, 1.25%, 05/15/50 3.24
United States Treasury Note/Bond, 1.12%, 02/28/22 2.61
United States Treasury Note/Bond, 2.75%, 08/15/42 1.98
Fannie Mae Pool, 3.00%, 02/01/47 1.80
Fannie Mae Pool, 3.50%, 07/01/48 1.45
Fannie Mae or Freddie Mac, 2.50%, 10/14/20 1.39
United States Treasury Note/Bond, 1.12%, 05/15/40 0.98
United States Treasury Note/Bond, 0.62%, 08/15/30 0.97
Fannie Mae Pool, 3.50%, 08/01/56 0.78
Ginnie Mae II Pool, 4.00%, 05/20/48 0.63
SVB Financial Group, 3.12%, 06/05/30 0.53
Cadence Design Systems Inc, 4.38%, 10/15/24 0.53
JPMorgan Chase & Co, 3.96%, 01/29/27 0.53
Trimble Inc, 4.90%, 06/15/28 0.52
JPMorgan Chase & Co, 2.96%, 05/13/31 0.51
Global Payments Inc, 4.80%, 04/01/26 0.51
Netflix Inc, 3.62%, 06/15/25 0.50
Experian Finance PLC, 2.75%, 03/08/30 0.50
Bank of America Corp, 3.56%, 04/23/27 0.48
Goldman Sachs Group Inc, 3.50%, 04/01/25 0.48
Huntington Ingalls Industries Inc, 5.00%, 11/15/25 0.48
United States Treasury Note/Bond, 0.25%, 06/30/25 0.48
Molina Healthcare Inc, 4.38%, 06/15/28 0.48
Trimble Inc, 4.75%, 12/01/24 0.48
Fannie Mae Pool, 3.00%, 01/01/47 0.48
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.47
Ginnie Mae, 2.50%, 10/21/20 0.47
Booking Holdings Inc, 4.10%, 04/13/25 0.47
Cheniere Energy Inc, 4.62%, 10/15/28 0.47
Charles Schwab Corp, 5.38%, 04/30/70 0.46
Fannie Mae or Freddie Mac, 2.00%, 10/19/20 0.46
Freddie Mac Pool, 3.00%, 05/01/31 0.44
Bank of America Corp, 3.71%, 04/24/28 0.44
Morgan Stanley, 2.19%, 04/28/26 0.44
Fannie Mae Pool, 3.00%, 02/01/57 0.41
GCI LLC, 4.75%, 10/15/28 0.41
Broadridge Financial Solutions Inc, 2.90%, 12/01/29 0.40
Station Place Securitization Trust Series 2019-10, 1.05%, 10/24/20 0.40
JPMorgan Chase & Co, 4.45%, 12/05/29 0.40
Centene Corp, 4.62%, 12/15/29 0.40
Hasbro Inc, 3.90%, 11/19/29 0.39
Elanco Animal Health Inc, 1.90%, 08/01/27 0.39
Georgia-Pacific LLC, 3.16%, 11/15/21 0.39
Freddie Mac Pool, 2.50%, 12/01/33 0.39
Level 3 Financing Inc, 3.88%, 11/15/29 0.39
Black Hills Corp, 2.50%, 06/15/30 0.39
Fannie Mae REMICS, 3.00%, 11/25/49 0.38
Domino's Pizza Master Issuer LLC, 3.67%, 10/25/49 0.37
BNP Paribas SA, 2.59%, 08/12/35 0.37
Truist Financial Corp, 4.75%, 12/01/68 0.37
Equifax Inc, 2.60%, 12/01/24 0.36
T-Mobile USA Inc, 3.75%, 04/15/27 0.36
NRG Energy Inc, 7.25%, 05/15/26 0.36
Aramark Services Inc, 6.38%, 05/01/25 0.35
Ameren Corp, 3.50%, 01/15/31 0.35
Lexington Realty Trust, 2.70%, 09/15/30 0.35
Marvell Technology Group Ltd, 4.88%, 06/22/28 0.35
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.34
Mello Warehouse Securitization Trust 2018-1, 1.00%, 11/25/51 0.34
Hess Midstream Operations LP, 5.12%, 06/15/28 0.34
Prudential Financial Inc, 3.70%, 10/01/50 0.33
Santander Drive Auto Receivables Trust 2016-3, 4.29%, 02/15/24 0.33
NGPL PipeCo LLC, 4.38%, 08/15/22 0.33
Bank of New York Mellon Corp, 4.70%, 05/19/70 0.33
Societe Generale SA, 2.62%, 01/22/25 0.33
IHS Markit Ltd, 4.75%, 02/15/25 0.33
Sirius XM Radio Inc, 4.12%, 07/01/30 0.32
Credit Agricole SA, 3.25%, 01/14/30 0.32
Reliance Steel & Aluminum Co, 4.50%, 04/15/23 0.32
MSCI Inc, 3.88%, 02/15/31 0.31
Morgan Stanley, 3.95%, 04/23/27 0.31
Goldman Sachs Group Inc, 4.17%, 04/23/65 0.31
Agree LP, 2.90%, 10/01/30 0.31
Fannie Mae Pool, 3.50%, 07/01/46 0.31
First Republic Bank/CA, 4.12%, 10/30/68 0.30
Cboe Global Markets Inc, 3.65%, 01/12/27 0.30
UBS Group AG, 1.36%, 01/30/27 0.30
JPMorgan Chase & Co, 2.08%, 04/22/26 0.30
Arbys Funding LLC, 3.24%, 07/30/50 0.30
O'Reilly Automotive Inc, 3.90%, 06/01/29 0.30
Bemis Co Inc, 2.63%, 06/19/30 0.29
Centene Corp, 3.00%, 10/15/30 0.29
Oncor Electric Delivery Co LLC, 3.80%, 06/01/49 0.28
BBCMS Trust 2015-SRCH, 4.20%, 08/10/35 0.28
CCO Holdings LLC / CCO Holdings Capital Corp, 4.25%, 02/01/31 0.28
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc, 4.90%, 02/01/46 0.27
Best Buy Co Inc, 1.95%, 10/01/30 0.27
Quicken Loans LLC / Quicken Loans Co-Issuer Inc, 3.88%, 03/01/31 0.27
Avery Dennison Corp, 2.65%, 04/30/30 0.27
Bank of America Corp, 2.59%, 04/29/31 0.27
Centene Corp, 4.25%, 12/15/27 0.27
Keysight Technologies Inc, 3.00%, 10/30/29 0.27
PayPal Holdings Inc, 2.65%, 10/01/26 0.26
Marriott International Inc/MD, 5.75%, 05/01/25 0.26
Southern Co, 3.70%, 04/30/30 0.26
AbbVie Inc, 3.45%, 03/15/22 0.26
Broadcom Inc, 3.15%, 11/15/25 0.26
Qorvo Inc, 3.38%, 04/01/31 0.26
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 1.13%, 05/15/36 0.26
Crown Castle International Corp, 3.10%, 11/15/29 0.26
Citigroup Inc, 3.89%, 01/10/28 0.26
Connecticut Avenue Securities Trust 2020-R02, 2.15%, 01/25/40 0.26
BNP Paribas SA, 3.05%, 01/13/31 0.25
Huntington Ingalls Industries Inc, 4.20%, 05/01/30 0.25
Barclays PLC, 6.12%, 08/12/70 0.25
CoStar Group Inc, 2.80%, 07/15/30 0.25
Fannie Mae REMICS, 3.00%, 05/25/48 0.25
Sysco Corp, 5.95%, 04/01/30 0.25
Boeing Co, 4.51%, 05/01/23 0.25
Camden Property Trust, 2.80%, 05/15/30 0.25
Microchip Technology Inc, 2.67%, 09/01/23 0.25
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 5.50%, 01/15/30 0.25
Spruce Hill Mortgage Loan Trust 2020-SH2, 3.41%, 06/25/55 0.25
Micron Technology Inc, 2.50%, 04/24/23 0.24
Jack In The Box Funding LLC, 4.48%, 08/25/49 0.24
General Electric Co, 5.00%, 01/20/66 0.24
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/30 0.24
Element Solutions Inc, 3.88%, 09/01/28 0.24
AutoZone Inc, 3.75%, 04/18/29 0.24
Booz Allen Hamilton Inc, 3.88%, 09/01/28 0.24
Vantage Data Centers LLC, 1.65%, 09/15/45 0.24
Cheniere Corpus Christi Holdings LLC, 3.70%, 11/15/29 0.24
Verisk Analytics Inc, 5.50%, 06/15/45 0.24
PPL WEM Ltd / Western Power Distribution PLC, 5.38%, 05/01/21 0.24
Equinix Inc, 1.80%, 07/15/27 0.23
Jones Lang LaSalle Inc, 4.40%, 11/15/22 0.23
BX Trust 2019-OC11, 3.20%, 12/09/41 0.23
Fannie Mae Pool, 3.00%, 11/01/48 0.23
Equinix Inc, 3.20%, 11/18/29 0.23
AT&T Inc, 3.50%, 09/15/53 0.23
Broadcom Inc, 4.15%, 11/15/30 0.23
Sensata Technologies Inc, 3.75%, 02/15/31 0.23
DaVita Inc, 3.75%, 02/15/31 0.23
Bank of America Corp, 6.25%, 09/05/64 0.23
CSC Holdings LLC, 4.12%, 12/01/30 0.23
Raymond James Financial Inc, 4.95%, 07/15/46 0.23
BX Commercial Mortgage Trust 2019-XL, 1.07%, 10/15/36 0.23
CSC Holdings LLC, 4.62%, 12/01/30 0.23
Natwest Group PLC, 3.03%, 11/28/35 0.22
CMS Energy Corp, 4.75%, 06/01/50 0.22
Fannie Mae Pool, 5.00%, 07/01/44 0.22
AutoZone Inc, 1.65%, 01/15/31 0.22
Thermo Fisher Scientific Inc, 4.50%, 03/25/30 0.22
Mondelez International Holdings Netherlands BV, 2.25%, 09/19/24 0.22
Sysco Corp, 6.60%, 04/01/50 0.22
Connecticut Avenue Securities Trust 2019-R05, 2.15%, 07/25/39 0.22
Westinghouse Air Brake Technologies Corp, 3.20%, 06/15/25 0.22
Choice Hotels International Inc, 3.70%, 12/01/29 0.21
Wells Fargo & Co, 1.65%, 06/02/24 0.21
Boeing Co, 3.60%, 05/01/34 0.21
Connecticut Avenue Securities Trust 2019-R07, 2.25%, 10/25/39 0.21
PRPM 2020-3 LLC, 2.86%, 09/25/25 0.20
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, 03/01/50 0.20
Realty Income Corp, 3.25%, 01/15/31 0.20
Transcontinental Gas Pipe Line Co LLC, 3.25%, 05/15/30 0.20
Hasbro Inc, 5.10%, 05/15/44 0.20
Sysco Corp, 5.65%, 04/01/25 0.20
Domino's Pizza Master Issuer LLC, 4.12%, 07/25/48 0.20
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.20
BANK 2019-BNK18, 3.58%, 05/15/62 0.20
Nordstrom Inc, 4.38%, 04/01/30 0.20
Leidos Inc, 4.38%, 05/15/30 0.20
Freddie Mac Pool, 3.50%, 02/01/44 0.20
Elanco Animal Health Inc, 5.27%, 08/28/23 0.19
Microchip Technology Inc, 4.25%, 09/01/25 0.19
Equifax Inc, 2.60%, 12/15/25 0.19
Ginnie Mae II Pool, 5.00%, 08/20/48 0.19
Morgan Stanley Capital I Trust 2018-H4, 4.31%, 12/15/51 0.19
AT&T Inc, 3.50%, 02/01/61 0.19
Boeing Co, 4.88%, 05/01/25 0.19
DaVita Inc, 4.62%, 06/01/30 0.19
MDC Holdings Inc, 5.50%, 01/15/24 0.19
Jack In The Box Funding LLC, 4.97%, 08/25/49 0.19
Quicken Loans LLC / Quicken Loans Co-Issuer Inc, 3.62%, 03/01/29 0.19
Nutrition & Biosciences Inc, 3.47%, 12/01/50 0.19
CVS Health Corp, 4.30%, 03/25/28 0.18
Fannie Mae Pool, 3.50%, 04/01/44 0.18
General Motors Co, 5.00%, 10/01/28 0.18
AbbVie Inc, 3.25%, 10/01/22 0.18
Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50 0.18
Jack In The Box Funding LLC, 3.98%, 08/25/49 0.18
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, 04/01/51 0.18
Broadcom Inc, 4.30%, 11/15/32 0.18
Intercontinental Exchange Inc, 2.10%, 06/15/30 0.18
T-Mobile USA Inc, 2.55%, 02/15/31 0.18
Freddie Mac Stacr Remic Trust 2020-DNA1, 1.85%, 01/25/50 0.18
Global Payments Inc, 2.90%, 05/15/30 0.18
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.18
AbbVie Inc, 3.80%, 03/15/25 0.18
Equifax Inc, 3.10%, 05/15/30 0.17
Ginnie Mae II Pool, 4.00%, 06/20/48 0.17
Fannie Mae Pool, 3.50%, 12/01/45 0.17
Nutrition & Biosciences Inc, 1.83%, 10/15/27 0.17
VMware Inc, 4.65%, 05/15/27 0.17
Dominion Energy Inc, 3.38%, 04/01/30 0.17
Hasbro Inc, 3.55%, 11/19/26 0.17
Avantor Funding Inc, 4.62%, 07/15/28 0.17
Citigroup Inc, 5.95%, 10/29/62 0.17
Chesapeake Funding II LLC, 0.87%, 08/16/32 0.17
Citizens Financial Group Inc, 3.75%, 07/01/24 0.17
CSC Holdings LLC, 3.38%, 02/15/31 0.17
HSBC Holdings PLC, 1.65%, 04/18/26 0.16
Centene Corp, 3.38%, 02/15/30 0.16
Royalty Pharma PLC, 3.30%, 09/02/40 0.16
Citizens Financial Group Inc, 4.30%, 12/03/25 0.16
Connecticut Avenue Securities Trust 2019-R03, 2.30%, 09/25/31 0.16
BANK 2019-BNK23, 2.92%, 12/15/52 0.16
AbbVie Inc, 2.60%, 11/21/24 0.16
Drive Auto Receivables Trust 2017-1, 5.17%, 09/16/24 0.16
Royalty Pharma PLC, 3.55%, 09/02/50 0.16
Energy Transfer Operating LP, 5.88%, 01/15/24 0.16
Booking Holdings Inc, 4.50%, 04/13/27 0.16
Brown & Brown Inc, 4.50%, 03/15/29 0.16
TransCanada PipeLines Ltd, 4.10%, 04/15/30 0.16
BNP Paribas SA, 4.71%, 01/10/25 0.16
BX Trust 2019-OC11, 4.08%, 12/09/41 0.16
GLP Capital LP / GLP Financing II Inc, 5.38%, 04/15/26 0.16
Coca-Cola Co, 3.38%, 03/25/27 0.16
Broadcom Inc, 4.70%, 04/15/25 0.16
Fannie Mae Connecticut Avenue Securities, 2.15%, 03/25/31 0.15
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.15
Westinghouse Air Brake Technologies Corp, 3.45%, 11/15/26 0.15
EOG Resources Inc, 4.38%, 04/15/30 0.15
Freddie Mac Pool, 4.00%, 02/01/46 0.15
Credit Acceptance Auto Loan Trust 2018-2, 3.94%, 07/15/27 0.15
General Electric Co, 6.75%, 03/15/32 0.15
Constellium SE, 5.75%, 05/15/24 0.15
CenturyLink Inc, 6.45%, 06/15/21 0.15
ONEOK Inc, 6.35%, 01/15/31 0.15
Anheuser-Busch InBev Worldwide Inc, 4.35%, 06/01/40 0.14
Ginnie Mae II Pool, 4.50%, 02/20/48 0.14
Lowe's Cos Inc, 4.50%, 04/15/30 0.14
Boston Scientific Corp, 3.75%, 03/01/26 0.14
Fannie Mae Pool, 4.50%, 02/01/46 0.14
Freddie Mac Pool, 3.50%, 02/01/43 0.14
Fannie Mae Pool, 4.00%, 09/01/49 0.14
VMware Inc, 4.50%, 05/15/25 0.14
BXP Trust 2017-GM, 3.38%, 06/13/39 0.14
General Motors Financial Co Inc, 4.35%, 01/17/27 0.14
NRG Energy Inc, 6.62%, 01/15/27 0.14
Freddie Mac Pool, 3.50%, 09/01/47 0.14
Otis Worldwide Corp, 2.06%, 04/05/25 0.14
Freddie Mac STACR REMIC Trust 2020-DNA3, 3.15%, 06/25/50 0.14
Bristol-Myers Squibb Co, 3.40%, 07/26/29 0.13
Northrop Grumman Corp, 4.40%, 05/01/30 0.13
Angel Oak Mortgage Trust 2020-2, 2.53%, 01/26/65 0.13
BAE Systems PLC, 1.90%, 02/15/31 0.13
Crown Castle International Corp, 3.65%, 09/01/27 0.13
AT&T Inc, 1.65%, 02/01/28 0.13
United States Treasury Note/Bond, 0.38%, 09/30/27 0.13
IHS Markit Ltd, 4.00%, 03/01/26 0.13
IHS Markit Ltd, 5.00%, 11/01/22 0.13
Fannie Mae Pool, 3.00%, 09/01/46 0.13
New Residential Mortgage Loan Trust 2018-2, 4.50%, 02/25/58 0.13
Crown Castle International Corp, 4.30%, 02/15/29 0.13
Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 0.13
Fannie Mae Pool, 4.50%, 03/01/45 0.13
Morgan Stanley Capital I Trust 2018-H3, 4.18%, 07/15/51 0.13
Leidos Inc, 3.62%, 05/15/25 0.13
BX Commercial Mortgage Trust 2018-IND, 0.90%, 11/15/35 0.13
T-Mobile USA Inc, 3.00%, 02/15/41 0.13
ServiceNow Inc, 1.40%, 09/01/30 0.12
GS Mortgage Securities Trust 2018-GS9, 3.99%, 03/10/51 0.12
Sysco Corp, 6.60%, 04/01/40 0.12
GS Mortgage Securities Trust 2020-GC47, 2.38%, 05/12/53 0.12
Angel Oak Mortgage Trust 2020-3, 2.41%, 04/25/65 0.12
Drive Auto Receivables Trust 2017-2, 5.27%, 11/15/24 0.12
Intercontinental Exchange Inc, 3.00%, 09/15/60 0.12
Alexandria Real Estate Equities Inc, 4.90%, 12/15/30 0.12
Berkshire Hathaway Energy Co, 4.25%, 10/15/50 0.12
Verizon Communications Inc, 4.86%, 08/21/46 0.12
JBS USA LUX SA / JBS USA Finance Inc, 6.75%, 02/15/28 0.12
Ginnie Mae I Pool, 4.00%, 12/15/47 0.12
HSBC Holdings PLC, 2.36%, 08/18/31 0.12
Boston Scientific Corp, 4.70%, 03/01/49 0.12
Citizens Financial Group Inc, 4.35%, 08/01/25 0.12
VCAT 2020-NPL1 LLC, 3.67%, 08/25/50 0.12
Keurig Dr Pepper Inc, 4.60%, 05/25/28 0.12
Ecolab Inc, 4.80%, 03/24/30 0.12
Fannie Mae Pool, 2.50%, 11/01/34 0.12
Boeing Co, 5.93%, 05/01/60 0.12
GS Mortgage Securities Trust 2020-GC45, 2.91%, 02/13/53 0.12
Fannie Mae Pool, 3.50%, 08/01/47 0.12
Fannie Mae Pool, 4.00%, 11/01/47 0.12
Transcontinental Gas Pipe Line Co LLC, 3.95%, 05/15/50 0.12
Towd Point HE Trust 2019-HE1, 1.05%, 04/25/48 0.12
Mars Inc, 4.20%, 04/01/59 0.12
General Dynamics Corp, 3.25%, 04/01/25 0.11
Vulcan Materials Co, 3.50%, 06/01/30 0.11
BANK 2019-BNK17, 3.71%, 04/15/52 0.11
PRPM 2019-4 LLC, 3.35%, 11/25/24 0.11
Northrop Grumman Corp, 5.15%, 05/01/40 0.11
Huntington Ingalls Industries Inc, 3.84%, 05/01/25 0.11
Credit Agricole SA, 4.38%, 03/17/25 0.11
BX Trust 2019-OC11, 3.60%, 12/09/41 0.11
Booking Holdings Inc, 4.62%, 04/13/30 0.11
Benchmark 2020-B16 Mortgage Trust, 2.73%, 02/15/53 0.11
Citigroup Inc, 5.95%, 04/24/65 0.11
Fannie Mae Connecticut Avenue Securities, 3.70%, 07/25/29 0.11
Raymond James Financial Inc, 5.62%, 04/01/24 0.11
Baxter International Inc, 3.75%, 10/01/25 0.11
United Parcel Service Inc, 5.30%, 04/01/50 0.11
Morgan Stanley Capital I Trust 2016-UB11, 2.78%, 08/15/49 0.11
DB Master Finance LLC, 3.79%, 05/20/49 0.11
Boeing Co, 5.71%, 05/01/40 0.11
DH Europe Finance II Sarl, 2.20%, 11/15/24 0.11
HCA Inc, 5.38%, 02/01/25 0.11
Dell Equipment Finance Trust 2020-1, 2.26%, 06/22/22 0.11
T-Mobile USA Inc, 3.30%, 02/15/51 0.11
NextEra Energy Capital Holdings Inc, 2.75%, 05/01/25 0.11
BAE Systems PLC, 3.00%, 09/15/50 0.11
Fannie Mae Connecticut Avenue Securities, 5.15%, 07/25/25 0.11
Domino's Pizza Master Issuer LLC, 4.33%, 07/25/48 0.11
BX Trust 2019-OC11, 3.86%, 12/09/41 0.11
Santander Consumer Auto Receivables Trust 2020-A, 1.37%, 10/15/24 0.11
Lowe's Cos Inc, 5.00%, 04/15/40 0.11
Wells Fargo & Co, 2.19%, 04/30/26 0.10
Baxter International Inc, 3.95%, 04/01/30 0.10
Wendy's Funding LLC, 3.78%, 06/15/49 0.10
Vantage Data Centers LLC, 1.99%, 09/15/45 0.10
T-Mobile USA Inc, 2.05%, 02/15/28 0.10
Nutrition & Biosciences Inc, 2.30%, 11/01/30 0.10
Mastercard Inc, 3.30%, 03/26/27 0.10
Connecticut Avenue Securities Trust 2019-R04, 2.25%, 06/25/39 0.10
280 Park Avenue 2017-280P Mortgage Trust, 1.03%, 09/15/34 0.10
BNP Paribas SA, 2.82%, 11/19/25 0.10
PayPal Holdings Inc, 2.30%, 06/01/30 0.10
Bank of America Corp, 6.10%, 03/17/65 0.10
Fannie Mae Pool, 4.00%, 10/01/47 0.10
DB Master Finance LLC, 4.35%, 05/20/49 0.10
Westinghouse Air Brake Technologies Corp, 4.40%, 03/15/24 0.10
Citigroup Inc, 2.98%, 11/05/30 0.10
Equinix Inc, 2.90%, 11/18/26 0.10
Fannie Mae Pool, 4.00%, 10/01/47 0.10
McDonald's Corp, 3.50%, 07/01/27 0.10
Ginnie Mae I Pool, 4.00%, 11/15/47 0.10
Arroyo Mortgage Trust 2018-1, 3.76%, 04/25/48 0.10
Cigna Corp, 2.40%, 03/15/30 0.10
Hasbro Inc, 3.00%, 11/19/24 0.10
BAE Systems PLC, 3.40%, 04/15/30 0.10
Freddie Mac Pool, 3.00%, 11/01/49 0.10
WFRBS Commercial Mortgage Trust 2014-C25, 3.63%, 11/15/47 0.10
EOG Resources Inc, 4.95%, 04/15/50 0.10
Freddie Mac Pool, 2.50%, 11/01/34 0.09
CenturyLink Inc, 5.80%, 03/15/22 0.09
Freddie Mac Pool, 3.50%, 07/01/49 0.09
American Water Capital Corp, 3.45%, 05/01/50 0.09
AT&T Inc, 3.55%, 09/15/55 0.09
CVS Health Corp, 4.10%, 03/25/25 0.09
Planet Fitness Master Issuer LLC, 4.26%, 09/05/48 0.09
CHT 2017-COSMO Mortgage Trust, 1.08%, 11/15/36 0.09
Intercontinental Exchange Inc, 1.85%, 09/15/32 0.09
Marvell Technology Group Ltd, 4.20%, 06/22/23 0.09
BANK 2019-BNK20, 3.01%, 09/15/62 0.09
Service Corp International/US, 3.38%, 08/15/30 0.09
Fannie Mae Pool, 4.00%, 10/01/47 0.09
General Motors Co, 5.40%, 04/01/48 0.09
Verizon Communications Inc, 3.00%, 03/22/27 0.09
Comcast Corp, 3.30%, 04/01/27 0.09
FLIR Systems Inc, 2.50%, 08/01/30 0.09
United Parcel Service Inc, 3.90%, 04/01/25 0.09
Angel Oak Mortgage Trust 2019-5, 2.59%, 10/25/49 0.09
Fannie Mae Pool, 4.50%, 06/01/47 0.09
Royalty Pharma PLC, 1.75%, 09/02/27 0.09
Mid-America Apartments LP, 1.70%, 02/15/31 0.09
Morgan Stanley Capital I Trust 2015-UBS8, 3.81%, 12/15/48 0.09
Fannie Mae or Freddie Mac, 2.00%, 10/14/20 0.08
PRPM 2019-2 LLC, 3.97%, 04/25/24 0.08
Boston Scientific Corp, 4.00%, 03/01/29 0.08
GLP Capital LP / GLP Financing II Inc, 5.25%, 06/01/25 0.08
Intercontinental Exchange Inc, 2.65%, 09/15/40 0.08
Thermo Fisher Scientific Inc, 4.13%, 03/25/25 0.08
Fannie Mae Pool, 4.50%, 10/01/44 0.08
Angel Oak Mortgage Trust 2019-6, 2.62%, 11/25/59 0.08
Freddie Mac STACR REMIC Trust 2020-HQA4, 3.30%, 09/25/50 0.08
McDonald's Corp, 3.62%, 09/01/49 0.08
UBS Group AG, 1.01%, 07/30/24 0.08
General Motors Co, 4.20%, 10/01/27 0.08
Fannie Mae Pool, 4.00%, 02/01/49 0.08
CVS Health Corp, 2.70%, 08/21/40 0.08
Fannie Mae or Freddie Mac, 2.50%, 10/19/20 0.08
American Water Capital Corp, 2.80%, 05/01/30 0.08
Freddie Mac Pool, 4.50%, 07/01/48 0.08
GS Mortgage Securities Corp II, 4.16%, 07/10/51 0.08
BBCMS 2017-DELC Mortgage Trust, 1.00%, 08/15/36 0.08
AEP Transmission Co LLC, 3.65%, 04/01/50 0.07
Fannie Mae Pool, 4.00%, 08/01/47 0.07
Fannie Mae Pool, 3.00%, 08/01/49 0.07
Spruce Hill Mortgage Loan Trust 2020-SH1, 2.62%, 01/28/50 0.07
General Electric Co, 3.45%, 05/01/27 0.07
Ginnie Mae I Pool, 4.00%, 08/15/47 0.07
Kinder Morgan Inc, 4.30%, 03/01/28 0.07
General Motors Financial Co Inc, 4.35%, 04/09/25 0.07
Fannie Mae Pool, 4.50%, 06/01/45 0.07
COLT 2020-3 Mortgage Loan Trust, 1.51%, 04/27/65 0.07
Fannie Mae Pool, 3.50%, 12/01/45 0.07
COLT 2020-2 Mortgage Loan Trust, 1.85%, 03/25/65 0.07
Global Payments Inc, 3.20%, 08/15/29 0.07
PRPM 2020-2 LLC, 3.67%, 08/25/25 0.07
OneMain Direct Auto Receivables Trust 2017-2, 2.82%, 07/15/24 0.07
Wendy's Funding LLC, 3.57%, 03/15/48 0.07
United Rentals North America Inc, 3.88%, 02/15/31 0.07
T-Mobile USA Inc, 3.88%, 04/15/30 0.07
Domino's Pizza Master Issuer LLC, 4.12%, 07/25/47 0.07
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, 10/23/45 0.07
Drive Auto Receivables Trust 2017-A, 4.16%, 05/15/24 0.07
Boeing Co, 5.80%, 05/01/50 0.07
ONEOK Inc, 5.85%, 01/15/26 0.07
OneMain Direct Auto Receivables Trust 2018-1, 4.40%, 01/14/28 0.07
Cigna Corp, 3.40%, 03/15/50 0.07
Freddie Mac Pool, 4.50%, 05/01/44 0.07
Starwood Mortgage Residential Trust 2020-2, 2.72%, 04/25/60 0.07
Freddie Mac Structured Agency Credit Risk Debt Notes, 5.73%, 07/25/28 0.07
PRPM 2019-3 LLC, 3.35%, 07/25/24 0.07
CVS Health Corp, 4.12%, 04/01/40 0.07
Freddie Mac Pool, 6.00%, 04/01/40 0.06
Morgan Stanley Capital I Trust 2019-H6, 3.42%, 06/15/52 0.06
Fannie Mae Connecticut Avenue Securities, 4.40%, 01/25/29 0.06
JP Morgan Mortgage Trust 2019-LTV2, 1.05%, 12/25/49 0.06
Exeter Automobile Receivables Trust 2018-1, 3.03%, 01/17/23 0.06
Ginnie Mae II Pool, 4.50%, 05/20/48 0.06
Fannie Mae Pool, 4.50%, 07/01/47 0.06
Nutrition & Biosciences Inc, 3.27%, 11/15/40 0.06
Fannie Mae Pool, 4.00%, 10/01/47 0.06
Connecticut Avenue Securities Trust 2019-R02, 2.45%, 08/25/31 0.06
DH Europe Finance II Sarl, 2.60%, 11/15/29 0.06
OneMain Direct Auto Receivables Trust 2018-1, 3.85%, 10/14/25 0.06
Fannie Mae Pool, 4.50%, 08/01/47 0.06
Fannie Mae Pool, 3.50%, 03/01/47 0.06
Great Wolf Trust 2019-WOLF, 1.79%, 12/15/36 0.06
Fannie Mae or Freddie Mac, 1.50%, 10/19/20 0.06
Fannie Mae Connecticut Avenue Securities, 2.50%, 01/25/31 0.06
Northrop Grumman Corp, 5.25%, 05/01/50 0.06
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.06
Fannie Mae Connecticut Avenue Securities, 5.85%, 04/25/28 0.06
Fannie Mae Pool, 4.50%, 09/01/47 0.06
Great Wolf Trust 2019-WOLF, 1.49%, 12/15/36 0.05
Freddie Mac Pool, 3.50%, 08/01/49 0.05
Choice Hotels International Inc, 3.70%, 01/15/31 0.05
Phillips 66, 3.85%, 04/09/25 0.05
Sysco Corp, 2.40%, 02/15/30 0.05
Intercontinental Exchange Inc, 3.75%, 12/01/25 0.05
Fannie Mae Pool, 4.50%, 04/01/48 0.05
General Dynamics Corp, 4.25%, 04/01/50 0.05
BANK 2018-BNK12, 4.25%, 05/15/61 0.05
Wells Fargo Mortgage Backed Securities 2019-4 Trust, 3.50%, 09/25/49 0.05
Boeing Co, 2.25%, 06/15/26 0.05
General Motors Financial Co Inc, 4.30%, 07/13/25 0.05
Phillips 66, 3.70%, 04/06/23 0.05
Connecticut Avenue Securities Trust 2018-R07, 2.55%, 04/25/31 0.05
Freddie Mac Pool, 3.00%, 12/01/49 0.05
Campbell Soup Co, 3.95%, 03/15/25 0.05
Fannie Mae Pool, 3.00%, 05/01/43 0.05
Great Wolf Trust 2019-WOLF, 1.19%, 12/15/36 0.05
T-Mobile USA Inc, 1.50%, 02/15/26 0.05
PRPM 2019-1 LLC, 4.50%, 01/25/24 0.05
Fannie Mae Pool, 4.00%, 10/01/47 0.05
Fannie Mae Pool, 3.50%, 07/01/47 0.05
O'Reilly Automotive Inc, 4.35%, 06/01/28 0.05
PRPM 2020-1 LLC, 2.98%, 02/25/25 0.05
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.38%, 05/01/47 0.05
Fannie Mae Pool, 4.50%, 03/01/48 0.05
Freddie Mac Pool, 3.00%, 12/01/49 0.05
United Parcel Service Inc, 5.20%, 04/01/40 0.05
Fannie Mae Pool, 4.00%, 12/01/47 0.05
BANK 2019-BNK24, 2.96%, 11/15/62 0.05
Freddie Mac Pool, 3.00%, 04/01/47 0.05
DB Master Finance LLC, 4.02%, 05/20/49 0.05
Fannie Mae Pool, 4.00%, 08/01/47 0.05
McDonald's Corp, 3.30%, 07/01/25 0.05
Cigna Corp, 3.20%, 03/15/40 0.04
Credit Agricole SA/London, 1.91%, 06/16/26 0.04
Sequoia Mortgage Trust 2013-5, 2.50%, 05/25/43 0.04
Gartner Inc, 3.75%, 10/01/30 0.04
Freddie Mac Pool, 2.50%, 11/01/34 0.04
Sequoia Mortgage Trust 2020-2, 3.50%, 03/25/50 0.04
Fannie Mae Pool, 5.00%, 05/01/48 0.04
Verizon Communications Inc, 4.52%, 09/15/48 0.04
Taco Bell Funding LLC, 4.94%, 11/25/48 0.04
Freddie Mac Pool, 3.00%, 11/01/49 0.04
Fannie Mae Pool, 4.50%, 07/01/47 0.04
Fannie Mae Pool, 4.00%, 11/01/47 0.04
Domino's Pizza Master Issuer LLC, 3.08%, 07/25/47 0.04
Freddie Mac Pool, 3.00%, 10/01/49 0.04
ONEOK Inc, 7.15%, 01/15/51 0.04
Fannie Mae Pool, 4.00%, 07/01/47 0.04
Provident Funding Mortgage Trust 2020-1, 3.00%, 02/25/50 0.04
Fannie Mae Pool, 4.00%, 06/01/47 0.04
GLP Capital LP / GLP Financing II Inc, 3.35%, 09/01/24 0.04
BX Trust 2019-OC11, 4.08%, 12/09/41 0.04
Raymond James Financial Inc, 4.65%, 04/01/30 0.04
Upjohn Inc, 1.65%, 06/22/25 0.04
Freddie Mac Pool, 3.00%, 03/01/43 0.04
East Ohio Gas Co, 3.00%, 06/15/50 0.04
Freddie Mac Gold Pool, 3.50%, 01/01/47 0.04
Spruce Hill Mortgage Loan Trust 2020-SH1, 2.52%, 01/28/50 0.04
Connecticut Avenue Securities Trust 2020-R01, 0.95%, 01/25/40 0.04
Fannie Mae Pool, 4.50%, 11/01/42 0.04
Fannie Mae Pool, 6.00%, 02/01/37 0.04
Fannie Mae Pool, 4.50%, 07/01/47 0.04
Fannie Mae Pool, 4.50%, 11/01/47 0.04
BX Commercial Mortgage Trust 2019-XL, 1.23%, 10/15/36 0.03
Fannie Mae Pool, 4.50%, 05/01/48 0.03
Fannie Mae Pool, 4.50%, 09/01/47 0.03
MGM Resorts International, 7.75%, 03/15/22 0.03
CVS Health Corp, 4.25%, 04/01/50 0.03
Freddie Mac Pool, 3.00%, 08/01/46 0.03
Freddie Mac Pool, 3.00%, 12/01/49 0.03
Fannie Mae Pool, 4.50%, 09/01/47 0.03
Leidos Inc, 2.95%, 05/15/23 0.03
Fannie Mae Pool, 4.50%, 06/01/48 0.03
CVS Health Corp, 3.00%, 08/15/26 0.03
Sequoia Mortgage Trust 2019-3, 3.50%, 09/25/49 0.03
Fannie Mae Pool, 4.50%, 05/01/48 0.03
Energy Transfer Operating LP, 5.50%, 06/01/27 0.03
Fannie Mae Pool, 4.50%, 06/01/48 0.03
East Ohio Gas Co, 1.30%, 06/15/25 0.03
Fannie Mae Pool, 4.00%, 06/01/47 0.03
Fannie Mae Connecticut Avenue Securities, 6.05%, 10/25/28 0.03
Freddie Mac Pool, 5.00%, 09/01/48 0.03
East Ohio Gas Co, 2.00%, 06/15/30 0.03
Drive Auto Receivables Trust 2019-2, 3.04%, 03/15/23 0.03
Chase Home Lending Mortgage Trust 2019-ATR2, 1.05%, 07/25/49 0.03
Freddie Mac Pool, 3.00%, 08/01/49 0.02
Fannie Mae Pool, 4.00%, 07/01/47 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
Fannie Mae Pool, 4.50%, 05/01/47 0.02
Drive Auto Receivables Trust 2017-3, 3.53%, 12/15/23 0.02
Fannie Mae Pool, 4.00%, 09/01/47 0.02
Brown & Brown Inc, 2.38%, 03/15/31 0.02
Sequoia Mortgage Trust 2013-7, 3.00%, 06/25/43 0.02
Fannie Mae Pool, 4.00%, 06/01/47 0.02
Fannie Mae Pool, 2.50%, 01/01/50 0.02
Angel Oak Mortgage Trust I LLC 2018-2, 3.67%, 07/27/48 0.02
Fannie Mae Pool, 3.50%, 07/01/49 0.02
Citigroup Inc, 5.90%, 12/13/62 0.02
Fannie Mae Pool, 3.00%, 08/01/49 0.02
Fannie Mae Pool, 4.50%, 05/01/47 0.02
Fannie Mae Pool, 4.50%, 05/01/47 0.02
Verisk Analytics Inc, 3.62%, 05/15/50 0.02
Freddie Mac Pool, 3.50%, 08/01/49 0.02
Wendy's Funding LLC, 3.88%, 03/15/48 0.02
Freddie Mac Pool, 3.00%, 10/01/32 0.02
AbbVie Inc, 2.80%, 03/15/23 0.02
Ginnie Mae II Pool, 4.00%, 08/20/47 0.02
GLP Capital LP / GLP Financing II Inc, 5.30%, 01/15/29 0.02
Freddie Mac Pool, 3.00%, 03/01/50 0.02
Fannie Mae Connecticut Avenue Securities, 5.05%, 11/25/24 0.02
Royalty Pharma PLC, 2.20%, 09/02/30 0.02
Fannie Mae Pool, 4.50%, 05/01/47 0.02
Fannie Mae Pool, 4.50%, 05/01/47 0.02
Fannie Mae Pool, 3.00%, 02/01/48 0.02
Freddie Mac Pool, 3.00%, 11/01/49 0.01
Freddie Mac Pool, 3.00%, 09/01/32 0.01
Fannie Mae Pool, 4.00%, 07/01/47 0.01
Fannie Mae Pool, 3.00%, 02/01/43 0.01
Ginnie Mae II Pool, 4.00%, 08/20/47 0.01
USAA Capital Corp, 2.12%, 05/01/30 0.01
Fannie Mae Pool, 4.50%, 05/01/47 0.01
Fannie Mae Pool, 4.00%, 06/01/47 0.01
Sequoia Mortgage Trust 2013-9, 3.50%, 07/25/43 0.01
Fannie Mae Pool, 3.00%, 09/01/49 0.01
Freddie Mac Pool, 2.50%, 01/01/50 0.01
Freddie Mac Pool, 3.00%, 01/01/33 0.01
Freddie Mac Pool, 3.00%, 06/01/43 0.01
Fannie Mae Pool, 4.50%, 08/01/47 0.01
Fannie Mae Pool, 4.50%, 05/01/47 0.01
Fannie Mae Pool, 4.50%, 10/01/47 0.01
Fannie Mae Pool, 3.00%, 05/01/48 0.01
Fannie Mae Pool, 3.00%, 12/01/34 0.01
Fannie Mae Pool, 3.00%, 11/01/34 0.01
Fannie Mae Pool, 4.50%, 06/01/47 0.01
Fannie Mae Pool, 3.00%, 01/01/43 0.01
O'Reilly Automotive Inc, 3.60%, 09/01/27 0.01
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%, 10/01/47 0.00
Fannie Mae Pool, 4.00%, 07/01/47 0.00
Freddie Mac Pool, 3.00%, 01/01/46 0.00
Freddie Mac Pool, 3.50%, 08/01/42 0.00
Freddie Mac Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 3.50%, 08/01/42 0.00
Freddie Mac Pool, 3.50%, 07/01/42 0.00
Freddie Mac Pool, 3.50%, 12/01/44 0.00
Freddie Mac Pool, 3.50%, 04/01/47 0.00
Freddie Mac Structured Agency Credit Risk Debt Notes, 0.90%, 03/25/30 0.00
Freddie Mac Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 3.00%, 06/01/57 0.00
Fannie Mae Pool, 3.00%, 10/01/34 0.00
Freddie Mac Pool, 3.00%, 10/01/34 0.00
Freddie Mac Structured Agency Credit Risk Debt Notes, 1.50%, 03/25/29 0.00
Freddie Mac Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Freddie Mac Pool, 4.00%, 03/01/47 0.00
CBOT 5 Year US Treasury Note DEC 20 0.19
Ultra 10-Year US Treasury Note Futures DEC 20 0.04
CBOT 2 Year US Treasury Note Future DEC 20 -0.06
Cash & Equivalents 0.73
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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