For Individual Investors in the US

Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of August 31, 2021)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 2.00%, 09/14/21 4.31
Fannie Mae or Freddie Mac, 3.00%, 09/14/21 2.30
Fannie Mae or Freddie Mac, 2.50%, 09/14/21 1.99
Fannie Mae or Freddie Mac, 3.50%, 09/14/21 1.78
Ginnie Mae, 2.50%, 09/21/21 1.62
Freddie Mac Pool, 2.00%, 05/01/41 1.35
Ginnie Mae, 3.00%, 09/21/21 1.24
Ginnie Mae, 3.50%, 09/21/21 0.98
Ginnie Mae, 2.00%, 09/21/21 0.91
Life 2021-BMR Mortgage Trust, 1.85%, 03/15/38 0.82
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp, 5.88%, 09/01/31 0.81
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp, 5.62%, 09/01/29 0.81
Fannie Mae or Freddie Mac, 1.50%, 09/14/21 0.63
Connecticut Avenue Securities Trust 2019-R02, 4.23%, 08/25/31 0.62
Stars Group Holdings BV, 3.63%, 07/10/25 0.59
FREMF 2019-KBF3 Mortgage Trust, 2.59%, 01/25/29 0.55
Multifamily Connecticut Avenue Securities Trust 2019-01, 3.33%, 10/15/49 0.56
Madison Park Funding XXII Ltd, 3.63%, 01/15/33 0.50
Ginnie Mae, 4.00%, 09/21/21 0.50
BX Commercial Mortgage Trust 2019-XL, 2.75%, 10/15/36 0.48
ARD Finance SA, 5.00%, 06/30/27 0.47
Extended Stay America Trust 2021-ESH, 2.95%, 07/15/38 0.45
CSMC 2020-TMIC, 3.25%, 12/15/35 0.45
Hertz Vehicle Financing LLC, 3.98%, 12/26/25 0.45
DROP Mortgage Trust 2021-FILE, 2.85%, 04/15/26 0.44
Fannie Mae or Freddie Mac, 2.00%, 09/19/21 0.44
CSMC 2020-UNFI, 4.17%, 12/06/22 0.44
CBAM 2020-14 Ltd, 1.30%, 04/20/34 0.44
AB BSL CLO 2 Ltd, 1.25%, 04/15/34 0.44
Octagon Investment Partners 44 Ltd, 0.00%, 10/15/34 0.44
Magenta Buyer LLC, 9.00%, 05/03/29 0.43
SB Multifamily Repack 2020-FRR2, 4.00%, 12/27/39 0.43
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 2.75%, 05/15/36 0.42
Watco Cos LLC / Watco Finance Corp, 6.50%, 06/15/27 0.41
Neighborly Issuer LLC, 3.58%, 04/30/51 0.41
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.41
BAMLL Re-REMIC Trust 2014-FRR4, 0.00%, 05/27/23 0.40
Credit Suisse Mortgage Capital Certificates, 0.00%, 04/15/23 0.40
Asurion LLC, 5.34%, 01/15/29 0.40
Morgan Stanley Capital I Trust 2007-TOP27, 6.21%, 06/11/42 0.40
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.39
Great Wolf Trust 2019-WOLF, 2.83%, 12/15/36 0.39
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.39
Standard Industries Inc/NJ, 3.00%, 08/06/28 0.39
Z Capital Credit Partners CLO 2019-1 Ltd, 1.77%, 07/16/31 0.38
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 03/20/25 0.38
KBR Inc, 4.75%, 09/30/28 0.38
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.38
Cold Storage Trust 2020-ICE5, 3.59%, 11/15/37 0.38
BX Commercial Mortgage Trust 2020-BXLP, 2.60%, 12/15/36 0.38
Upstart Securitization Trust 2020-3, 6.25%, 11/20/30 0.38
Carvana Auto Receivables Trust, 3.16%, 06/12/28 0.38
Universal Health Services Inc, 2.65%, 01/15/32 0.37
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.37
Kayne CLO 10 Ltd, 1.36%, 04/23/34 0.37
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.37
BX Commercial Mortgage Trust 2021-VINO, 4.05%, 05/15/38 0.36
DBCCRE 2014-ARCP Mortgage Trust, 5.10%, 01/10/34 0.34
MSCI Inc, 3.62%, 11/01/31 0.34
FC Compassus LLC, 5.00%, 12/31/26 0.34
Atrium XII, 0.97%, 04/22/27 0.34
Fannie Mae Connecticut Avenue Securities, 2.28%, 01/25/30 0.34
Loire Finco Luxembourg Sarl, 3.09%, 04/20/27 0.33
BX Trust 2021-LBA, 2.10%, 02/15/36 0.33
18 Fremont Street Acquisition LLC, 9.50%, 08/09/25 0.33
California Street CLO IX LP, 4.23%, 07/16/32 0.33
Centene Corp, 2.45%, 07/15/28 0.32
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.32
Proofpoint Inc, 3.75%, 06/10/28 0.32
General Electric Co, 3.45%, 06/15/99 0.32
MHC Commercial Mortgage Trust 2021-MHC, 3.30%, 04/15/38 0.32
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.31
Hadrian Merger Sub Inc, 8.50%, 05/01/26 0.31
Century Communities Inc, 3.88%, 08/15/29 0.31
Vivion Investments Sarl, 3.00%, 08/08/24 0.31
GCI LLC, 3.50%, 10/15/25 0.30
Multifamily Connecticut Avenue Securities Trust 2020-01, 3.83%, 03/25/50 0.30
AGL CLO 10 LTD, 3.09%, 04/15/34 0.30
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.30
Lithia Motors Inc, 4.38%, 01/15/31 0.30
Symphony CLO XXVI Ltd, 7.63%, 04/20/33 0.30
Madison Park Funding XXXII Ltd, 1.14%, 01/22/31 0.30
Octagon Investment Partners 42 Ltd, 1.27%, 07/15/34 0.30
Venture 42 CLO Ltd, 1.31%, 04/15/34 0.30
CBAM 2020-14 Ltd, 3.30%, 04/20/34 0.30
Rocket Software Inc, 6.50%, 02/15/29 0.29
Thrust Engine Leasing 2021 DAC, 4.16%, 07/15/40 0.29
Endurance International Group Holdings Inc, 4.25%, 02/10/28 0.29
BCP Trust 2021-330N, 2.59%, 06/15/38 0.29
CHT 2017-COSMO Mortgage Trust, 3.10%, 11/15/36 0.29
LABL Inc, 10.50%, 07/15/27 0.29
Fannie Mae or Freddie Mac, 1.50%, 09/19/21 0.28
Carvana Co, 4.88%, 09/01/29 0.28
Madison IAQ LLC, 5.88%, 06/30/29 0.28
Freddie Mac STACR REMIC Trust 2020-HQA4, 5.33%, 09/25/50 0.28
BX Commercial Mortgage Trust 2021-SOAR, 3.85%, 06/15/38 0.28
Goodyear Tire & Rubber Co, 5.25%, 07/15/31 0.28
Quicken Loans LLC / Quicken Loans Co-Issuer Inc, 3.88%, 03/01/31 0.27
LPL Holdings Inc, 4.38%, 05/15/31 0.27
ModivCare Escrow Issuer Inc, 5.00%, 10/01/29 0.27
Connecticut Avenue Securities Trust 2019-R03, 4.18%, 09/25/31 0.27
Safehold Operating Partnership LP, 2.80%, 06/15/31 0.27
ION Trading Technologies Sarl, 5.75%, 05/15/28 0.27
Playtika Holding Corp, 2.84%, 03/11/28 0.27
Shea Homes LP / Shea Homes Funding Corp, 4.75%, 04/01/29 0.27
Full House Resorts Inc, 8.25%, 02/15/28 0.27
BX Trust 2021-LBA, 2.10%, 02/15/36 0.27
MGIC Investment Corp, 5.25%, 08/15/28 0.27
Lakeview 2021-CRT2 LLC, 2.45%, 11/10/32 0.27
Bayou Intermediate II LLC, 5.25%, 08/02/28 0.27
Lcpr Senior Secured Financing DAC, 5.12%, 07/15/29 0.27
Connecticut Avenue Securities Trust 2020-SBT1, 6.68%, 02/25/40 0.27
HPS Loan Management 10-2016 Ltd, 6.54%, 04/20/34 0.27
CIM Trust 2021-NR1, 2.57%, 07/25/55 0.26
Freddie Mac Pool, 2.50%, 08/01/41 0.26
Cablevision Lightpath LLC, 5.62%, 09/15/28 0.26
TransDigm Inc, 4.88%, 05/01/29 0.26
Clarivate PLC, 5.25%, 06/01/24 0.26
Fannie Mae Pool, 3.50%, 07/01/48 0.26
NRG Energy Inc, 3.38%, 02/15/29 0.26
Sun Communities Operating LP, 2.70%, 07/15/31 0.25
Cubic Corp, 5.00%, 05/25/28 0.25
IAMGOLD Corp, 5.75%, 10/15/28 0.25
Fannie Mae or Freddie Mac, 3.00%, 09/19/21 0.25
Bausch Health Cos Inc, 5.00%, 01/30/28 0.25
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.25
Performance Food Group Inc, 4.25%, 08/01/29 0.25
Global Net Lease Inc / Global Net Lease Operating Partnership LP, 3.75%, 12/15/27 0.25
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.25
Netflix Inc, 3.62%, 06/15/30 0.25
Garda World Security Corp, 4.62%, 02/15/27 0.24
Endure Digital Inc, 6.00%, 02/15/29 0.24
Mello Warehouse Securitization Trust 2019-2, 2.48%, 11/25/52 0.24
Hunter US Bidco Inc, 0.13%, 08/19/28 0.24
RealPage Inc, 3.75%, 04/22/28 0.24
Ford Motor Co, 9.62%, 04/22/30 0.24
Fannie Mae or Freddie Mac, 2.50%, 09/19/21 0.24
Bayview Financing Trust 2021-1F, 2.11%, 07/01/33 0.24
Octagon Investment Partners XXI Ltd, 1.12%, 02/14/31 0.24
Mic Glen LLC, 7.25%, 07/21/29 0.23
BX Commercial Mortgage Trust 2018-BIOA, 2.57%, 03/15/37 0.23
Citigroup Inc, 5.95%, 11/15/99 0.23
Zayo Group Holdings Inc, 4.00%, 03/01/27 0.23
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC, 6.50%, 02/15/29 0.23
HLF Financing Sarl LLC / Herbalife International Inc, 4.88%, 06/01/29 0.23
HCRX Investments Holdco LP, 4.50%, 08/01/29 0.23
Travel + Leisure Co, 6.62%, 07/31/26 0.23
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 4.12%, 08/15/26 0.23
Liberty Interactive LLC, 8.50%, 07/15/29 0.23
Fannie Mae or Freddie Mac, 4.50%, 09/14/21 0.23
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 12/29/27 0.23
Herens US Holdco Corp, 4.75%, 07/02/28 0.23
Kraft Heinz Foods Co, 4.25%, 03/01/31 0.23
DT Midstream Inc, 4.12%, 06/15/29 0.23
HCA Inc, 3.50%, 09/01/30 0.23
Hudbay Minerals Inc, 6.12%, 04/01/29 0.23
Centene Corp, 3.00%, 10/15/30 0.23
Titan International Inc, 7.00%, 04/30/28 0.22
Block Communications Inc, 4.88%, 03/01/28 0.22
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.22
VICI Properties LP / VICI Note Co Inc, 3.75%, 02/15/27 0.22
Organon & Co / Organon Foreign Debt Co-Issuer BV, 4.12%, 04/30/28 0.22
Athene Holding Ltd, 3.50%, 01/15/31 0.22
Finastra USA Inc, 4.50%, 06/13/24 0.22
Epicor Software Corp, 4.00%, 07/31/27 0.22
Westlake Automobile Receivables Trust 2020-3, 5.11%, 05/17/27 0.22
FREMF 2018-KSW4 Mortgage Trust, 2.54%, 10/25/28 0.22
CPI Property Group SA, 4.88%, 10/16/99 0.22
Realogy Group LLC / Realogy Co-Issuer Corp, 5.75%, 01/15/29 0.21
Vontier Corp, 2.95%, 04/01/31 0.21
First Student Bidco Inc, 3.50%, 07/21/28 0.21
Athene Holding Ltd, 6.15%, 04/03/30 0.21
Hudbay Minerals Inc, 4.50%, 04/01/26 0.21
GPD Cos Inc, 10.12%, 04/01/26 0.21
Fannie Mae Pool, 3.00%, 02/01/57 0.21
Boston Scientific Corp, 5.50%, 06/01/23 0.21
EnLink Midstream LLC, 5.62%, 01/15/28 0.21
Consolidated Communications Inc, 5.00%, 10/01/28 0.21
Palmer Square Loan Funding 2020-2 Ltd, 3.13%, 04/20/28 0.21
Madison Park Funding XXXII Ltd, 3.34%, 01/22/31 0.21
Tacala Investment Corp, 4.50%, 02/05/27 0.21
Octagon Investment Partners 42 Ltd, 6.88%, 07/15/34 0.21
Pacific Gas and Electric Co, 3.00%, 06/15/28 0.21
LSF9 Atlantis Holdings LLC / Victra Finance Corp, 7.75%, 02/15/26 0.20
VASA Trust 2021-VASA, 2.20%, 07/15/39 0.20
Altice Financing SA, 5.00%, 01/15/28 0.20
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc, 5.12%, 04/01/29 0.20
Austin BidCo Inc, 7.12%, 12/15/28 0.20
Arconic Corp, 6.12%, 02/15/28 0.20
Voya CLO 2014-4 Ltd, 3.48%, 07/14/31 0.20
Benefit Street Partners CLO X Ltd, 3.63%, 04/20/34 0.20
Arcline FM Holdings LLC, 9.00%, 06/23/29 0.20
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29 0.20
CTR Partnership LP / CareTrust Capital Corp, 3.88%, 06/30/28 0.20
Matthews International Corp, 5.25%, 12/01/25 0.20
Business Jet Securities 2020-1 LLC, 3.97%, 11/15/35 0.20
STWD Trust 2021-FLWR, 1.47%, 07/15/36 0.20
Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/26 0.20
Wendy's International LLC, 7.00%, 12/15/25 0.20
SVB Financial Group, 4.10%, 05/15/99 0.20
White Cap Buyer LLC, 6.88%, 10/15/28 0.20
NGL Energy Operating LLC / NGL Energy Finance Corp, 7.50%, 02/01/26 0.20
Octagon Investment Partners 44 Ltd, 0.00%, 10/15/34 0.19
CP Atlas Buyer Inc, 7.00%, 12/01/28 0.19
Life Time Inc, 5.75%, 01/15/26 0.19
IRB Holding Corp, 7.00%, 06/15/25 0.19
BlueMountain CLO XXIV Ltd, 6.97%, 04/20/34 0.19
American Homes 4 Rent LP, 2.38%, 07/15/31 0.19
Realogy Group LLC / Realogy Co-Issuer Corp, 9.38%, 04/01/27 0.19
GS Mortgage Securities Corp Trust 2017-SLP, 4.74%, 10/10/32 0.19
AT&T Inc, 2.88%, 05/01/99 0.19
Cushman & Wakefield US Borrower LLC, 6.75%, 05/15/28 0.19
Iris Holdings Inc, 8.75%, 02/15/26 0.19
Rent-A-Center Inc/TX, 6.38%, 02/15/29 0.19
Palmer Square CLO 2018-2 Ltd, 1.23%, 07/16/31 0.19
Omega Healthcare Investors Inc, 3.38%, 02/01/31 0.19
Vertical Bridge Holdings LLC, 4.46%, 09/15/50 0.19
Jane Street Group LLC, 2.83%, 01/26/28 0.19
NuStar Logistics LP, 5.75%, 10/01/25 0.18
Pawnee Equipment Receivables Series 2020-1 LLC, 5.43%, 07/15/27 0.18
BlueMountain CLO XXV Ltd, 4.28%, 07/15/36 0.18
Freddie Mac STACR REMIC Trust 2021-DNA5, 3.10%, 01/25/34 0.18
American Airlines Inc/AAdvantage Loyalty IP Ltd, 5.50%, 04/20/26 0.18
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.18
Fannie Mae or Freddie Mac, 3.50%, 09/19/21 0.18
Delta 2 Lux Sarl, 3.50%, 02/01/24 0.18
CMS Energy Corp, 4.75%, 06/01/50 0.18
Whatabrands LLC, 3.75%, 08/03/28 0.18
Lions Gate Capital Holdings LLC, 1.84%, 03/22/23 0.18
Avis Budget Rental Car Funding AESOP LLC, 3.71%, 08/20/27 0.18
Dryden 83 CLO Ltd, 3.63%, 01/18/32 0.18
Summit Issuer LLC, 2.29%, 12/20/50 0.18
ACC Auto Trust 2021-A, 3.79%, 04/15/27 0.18
CBAM 2020-13 Ltd, 1.56%, 01/20/34 0.18
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.18
OCP CLO 2013-4 Ltd, 3.13%, 04/24/29 0.18
StorCentric Inc, 5.88%, 02/19/23 0.18
Southwestern Energy Co, 5.38%, 03/15/30 0.18
Neuberger Berman Loan Advisers Clo 42 Ltd, 1.24%, 07/16/35 0.18
BlueMountain CLO XXV Ltd, 7.38%, 07/15/36 0.18
Southwest Airlines Co 0.18
Neuberger Berman CLO XIV Ltd, 2.93%, 01/28/30 0.18
Freddie Mac Pool, 3.00%, 11/01/43 0.18
Square Inc, 3.50%, 06/01/31 0.18
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 07/28/27 0.17
Charles Schwab Corp, 4.00%, 06/01/99 0.17
Vertical Bridge Holdings LLC, 3.23%, 09/15/50 0.17
FirstCash Inc, 4.62%, 09/01/28 0.17
Pilgrim's Pride Corp, 3.50%, 03/01/32 0.17
Aruba Investments Holdings LLC, 8.50%, 11/24/28 0.17
Freddie Mac STACR Trust 2018-DNA2, 3.78%, 12/25/30 0.17
Freddie Mac Structured Agency Credit Risk Debt Notes, 4.05%, 11/25/50 0.17
Fannie Mae Pool, 3.00%, 05/01/43 0.17
CSC Holdings LLC, 7.50%, 04/01/28 0.17
Freddie Mac Pool, 4.00%, 05/01/49 0.17
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.17
Univision Communications Inc, 4.50%, 05/01/29 0.17
Tacala Investment Corp, 8.25%, 02/05/28 0.17
Rexford Industrial Realty LP, 2.12%, 12/01/30 0.17
Hess Midstream Operations LP, 4.25%, 02/15/30 0.17
Bloomin' Brands Inc / OSI Restaurant Partners LLC, 5.12%, 04/15/29 0.17
Fannie Mae Pool, 3.00%, 02/01/43 0.17
Enterprise Development Authority, 5.00%, 02/01/28 0.17
FREMF 2018-KL02 Mortgage Trust, 2.59%, 01/25/28 0.17
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.17
Redstone Holdco 2 LP, 8.50%, 08/06/29 0.16
Lexington Realty Trust, 2.70%, 09/15/30 0.16
IGT Holding IV AB, 4.25%, 03/29/28 0.16
VASA Trust 2021-VASA, 4.00%, 07/15/39 0.16
Level 3 Financing Inc, 3.88%, 11/15/29 0.16
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.16
Bausch Health Cos Inc, 4.88%, 06/01/28 0.16
Hasbro Inc, 3.90%, 11/19/29 0.16
AT Securities BV, 5.25%, 07/21/99 0.16
Arcosa Inc, 4.38%, 04/15/29 0.16
GS Mortgage Securities Trust 2012-GC6, 6.04%, 01/10/45 0.16
HSBC Holdings PLC, 2.36%, 08/18/31 0.16
CIM Retail Portfolio Trust 2021-RETL, 3.85%, 08/15/36 0.15
White Cap Buyer LLC, 4.50%, 10/19/27 0.15
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.15
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.15
Becton Dickinson and Co, 6.00%, 06/01/23 0.15
Fannie Mae Connecticut Avenue Securities, 5.78%, 04/25/28 0.15
Crown Holdings Inc 0.15
Goldentree Loan Management US CLO 1 Ltd, 6.63%, 04/20/34 0.15
Skyworks Solutions Inc, 3.00%, 06/01/31 0.15
AGL CLO 10 LTD, 1.32%, 04/15/34 0.15
Spruce Hill Mortgage Loan Trust 2020-SH2, 3.41%, 06/25/55 0.15
Octagon Investment Partners 40 Ltd, 3.93%, 04/20/31 0.15
Mission Lane Credit Card Master Trust, 4.75%, 09/15/26 0.15
Palmer Square Loan Funding 2019-4 Ltd, 3.38%, 10/24/27 0.15
Conn's Receivables Funding 2019-B LLC, 4.60%, 06/17/24 0.15
BlueMountain CLO XXVIII Ltd, 1.39%, 04/15/34 0.15
HGI CRE CLO 2021-FL1 Ltd, 2.45%, 06/16/36 0.15
Elmwood CLO VIII Ltd, 1.37%, 01/20/34 0.15
Mercury Financial Credit Card Master Trust, 2.33%, 03/20/26 0.15
OHA Credit Partners VII Ltd, 1.20%, 02/20/34 0.15
MBRT 2019-MBR, 4.10%, 11/15/36 0.15
Madison Park Funding XXXVIII Ltd, 1.25%, 07/17/34 0.15
Voya CLO 2021-1 Ltd, 1.25%, 07/15/34 0.15
Duquesne Light Holdings Inc, 2.53%, 10/01/30 0.15
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 09/22/25 0.15
Benefit Street Partners CLO X Ltd, 6.88%, 04/20/34 0.15
Oasis Securitization Funding LLC, 2.58%, 02/15/33 0.15
Spa US HoldCo Inc, 4.75%, 03/18/28 0.15
Windstream Escrow LLC / Windstream Escrow Finance Corp, 7.75%, 08/15/28 0.14
Geon Performance Solutions LLC, 5.50%, 08/20/28 0.14
CGDB Commercial Mortgage Trust 2019-MOB, 2.10%, 11/15/36 0.14
CSAIL 2021-C20 Commercial Mortgage Trust, 1.17%, 03/15/54 0.14
Benchmark 2021-B24 Mortgage Trust, 1.27%, 03/15/54 0.14
Oak Street Investment Grade Net Lease Fund Series 2020-1, 5.11%, 11/20/50 0.14
Snap Inc, 0.75%, 08/01/26 0.14
NRG Energy Inc, 3.62%, 02/15/31 0.14
Journey Personal Care Corp, 5.00%, 03/01/28 0.14
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 3.75%, 12/01/31 0.14
LGI Homes Inc, 4.00%, 07/15/29 0.14
LCM XIV LP, 1.17%, 07/20/31 0.14
Sierra Timeshare 2020-2 Receivables Funding LLC, 6.59%, 07/20/37 0.14
Ashton Woods USA LLC / Ashton Woods Finance Co, 4.62%, 08/01/29 0.14
Sierra Timeshare 2021-1 Receivables Funding LLC, 1.79%, 11/20/37 0.14
Eagle Broadband Investments LLC, 3.75%, 11/12/27 0.13
ZAXBY'S FUNDING LLC, 3.24%, 07/30/51 0.13
Expedia Group Inc, 2.95%, 03/15/31 0.13
Pawnee Equipment Receivables Series 2019-1 LLC, 3.80%, 01/15/26 0.13
FREMF 2019-KF72 Mortgage Trust, 2.19%, 11/25/26 0.13
White Cap Parent LLC, 8.25%, 03/15/26 0.13
Sierra Timeshare 2021-1 Receivables Funding LLC, 3.17%, 11/20/37 0.13
Newco GB SAS, 8.00%, 12/15/22 0.13
Magnetite XII Ltd, 1.23%, 10/15/31 0.13
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.13
Connecticut Avenue Securities Trust 2020-R02, 2.08%, 01/25/40 0.13
BlueMountain CLO XXVIII Ltd, 6.53%, 04/15/34 0.13
Sovos Brands Intermediate Inc, 5.00%, 06/08/28 0.12
Apidos CLO XV, 1.14%, 04/20/31 0.12
IMA Industria Macchine Automatiche SpA, 3.75%, 01/15/28 0.12
Connecticut Avenue Securities Trust 2018-R07, 4.43%, 04/25/31 0.12
United Auto Credit Securitization Trust 2019-1, 6.05%, 01/12/26 0.12
Fannie Mae Connecticut Avenue Securities, 4.33%, 01/25/29 0.12
Chase Mortgage Finance Corp, 2.70%, 02/25/50 0.12
Mercury Financial Credit Card Master Trust, 4.21%, 03/20/26 0.12
Carlyle Global Market Strategies CLO 2012-3 Ltd, 3.63%, 01/14/32 0.12
Extended Stay America Trust 2021-ESH, 3.80%, 07/15/38 0.12
BlueMountain CLO XXX Ltd, 4.03%, 01/15/33 0.12
Z Capital Credit Partners CLO 2019-1 Ltd, 2.83%, 07/16/31 0.12
Ford Motor Co, 9.00%, 04/22/25 0.12
Fannie Mae Pool, 3.50%, 03/01/48 0.12
Tempo Acquisition LLC, 3.50%, 08/24/28 0.12
Diamond Infrastructure Funding LLC, 2.35%, 04/15/49 0.12
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.12
Carnival Corp, 7.62%, 03/01/26 0.12
Tenet Healthcare Corp, 6.88%, 11/15/31 0.11
Entegris Inc 0.11
MSCI Inc, 3.88%, 02/15/31 0.11
Great Wolf Trust 2019-WOLF, 3.23%, 12/15/36 0.11
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.11
PRPM 2019-GS1, 4.75%, 10/25/24 0.11
CHS/Community Health Systems Inc, 6.88%, 04/15/29 0.11
Toledo Edison Co, 2.65%, 05/01/28 0.11
ARD Finance SA, 6.50%, 06/30/27 0.11
Freddie Mac Pool, 3.50%, 08/01/49 0.11
MVW 2021-1W LLC, 1.00%, 01/22/41 0.11
Fannie Mae Connecticut Avenue Securities, 5.08%, 07/25/25 0.11
ACC Auto Trust 2021-A, 6.10%, 06/15/29 0.11
JPMorgan Chase & Co, 5.00%, 02/01/99 0.11
HT Troplast GmbH, 9.25%, 07/15/25 0.11
Great Western Petroleum LLC / Great Western Finance Corp, 12.00%, 09/01/25 0.11
INEOS US Petrochem LLC, 3.25%, 01/29/26 0.11
Sunshine Luxembourg VII Sarl, 4.50%, 10/02/26 0.11
Prudential Financial Inc, 3.70%, 10/01/50 0.10
Cars.com Inc, 6.38%, 11/01/28 0.10
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.10
Sands China Ltd, 4.38%, 06/18/30 0.10
CIFC Funding 2015-V Ltd, 5.68%, 10/25/27 0.10
Lithia Motors Inc, 3.88%, 06/01/29 0.10
Diamond Infrastructure Funding LLC, 3.48%, 04/15/49 0.10
JPMorgan Chase Bank NA - CACLN, 2.37%, 09/25/28 0.10
Mello Warehouse Securitization Trust 2021-1, 2.84%, 02/25/55 0.10
Connecticut Avenue Securities Trust 2019-R03, 2.23%, 09/25/31 0.10
Bank of New York Mellon Corp, 4.70%, 09/20/99 0.10
Upstart Securitization Trust 2021-1, 4.06%, 03/20/31 0.10
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.10
JPMorgan Chase Bank NA - CACLN, 4.28%, 09/25/28 0.10
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.10
CCM Merger Inc, 6.38%, 05/01/26 0.10
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 07/28/27 0.10
Project Sky Merger Sub Inc, 6.50%, 08/10/29 0.10
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 12/29/27 0.10
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 0.10
Smithfield Foods Inc, 3.00%, 10/15/30 0.10
Redstone Holdco 2 LP, 8.50%, 08/06/29 0.09
Fannie Mae Pool, 3.00%, 07/01/45 0.09
PulteGroup Inc, 7.88%, 06/15/32 0.09
Atkore Inc, 4.25%, 06/01/31 0.09
Exeter Automobile Receivables Trust 2020-1, 3.74%, 01/15/27 0.09
Z Capital Credit Partners CLO 2018-1 Ltd, 1.69%, 01/16/31 0.09
Entegris Inc, 3.62%, 05/01/29 0.09
Loire Finco Luxembourg Sarl, 2.75%, 04/20/27 0.09
OnDeck Asset Securitization Trust III LLC, 2.97%, 05/17/27 0.09
NBC Funding LLC, 4.97%, 07/30/51 0.09
MHC Commercial Mortgage Trust 2021-MHC, 2.20%, 04/15/38 0.09
Palmer Square Loan Funding 2020-4 Ltd, 3.73%, 11/25/28 0.09
Elmwood CLO VIII Ltd, 3.13%, 01/20/34 0.09
Mission Lane Credit Card Master Trust, 2.24%, 09/15/26 0.09
Carvana Auto Receivables Trust, 2.53%, 06/12/28 0.09
Pagaya AI Debt Selection Trust 2021-1, 0.00%, 11/15/27 0.09
DBCCRE 2014-ARCP Mortgage Trust, 5.10%, 01/10/34 0.09
Benefit Street Partners CLO XXI Ltd, 6.75%, 10/15/34 0.09
Longfellow Place CLO Ltd, 4.63%, 04/15/29 0.09
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.09
DCP Midstream Operating LP, 5.60%, 04/01/44 0.09
Business Jet Securities 2021-1 LLC, 5.07%, 04/15/36 0.09
Watlow Electric Manufacturing Co, 4.50%, 03/02/28 0.08
Apidos CLO XII, 5.53%, 04/15/31 0.08
Life Time Inc, 8.00%, 04/15/26 0.08
MSCI Inc, 3.25%, 08/15/33 0.08
ECAF I Ltd, 5.80%, 06/15/40 0.08
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.08
CoStar Group Inc, 2.80%, 07/15/30 0.08
American Homes 4 Rent LP, 4.25%, 02/15/28 0.08
BX Commercial Mortgage Trust 2019-XL, 2.10%, 10/15/36 0.08
Surgery Center Holdings Inc, 4.50%, 08/31/26 0.08
First Student Bidco Inc, 3.50%, 07/21/28 0.08
Business Jet Securities 2021-1 LLC, 2.92%, 04/15/36 0.08
JPMorgan Chase & Co, 4.60%, 08/01/99 0.08
Freddie Mac Pool, 2.50%, 08/01/51 0.08
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.08
Diamond Resorts Owner Trust 2021-1, 2.70%, 11/21/33 0.08
Acuris Finance Us Inc, 4.50%, 02/16/28 0.08
Bally's Corp, 6.75%, 06/01/27 0.08
COLT Funding LLC, 3.56%, 12/25/64 0.08
Carvana Co, 5.50%, 04/15/27 0.08
Charles Schwab Corp, 5.38%, 09/01/99 0.07
Oak Street Investment Grade Net Lease Fund Series 2021-1, 4.23%, 01/20/51 0.07
Boardriders Inc, 7.50%, 04/06/24 0.07
Conn's Receivables Funding 2020-A LLC, 4.20%, 06/16/25 0.07
Summit Issuer LLC, 3.18%, 12/20/50 0.07
ARD Finance SA, 5.00%, 06/30/27 0.07
Upstart Securitization Trust 2021-1, 1.89%, 03/20/31 0.07
Dryden 50 Senior Loan Fund, 6.39%, 07/15/30 0.07
Fannie Mae REMICS, 53.95%, 10/25/40 0.07
Freddie Mac STACR REMIC Trust 2020-HQA3, 3.68%, 07/25/50 0.07
Perimeter Master Note Business Trust, 5.21%, 05/15/24 0.07
Regatta XV Funding Ltd, 6.63%, 10/25/31 0.07
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.07
Freddie Mac Pool, 4.50%, 04/01/49 0.07
Fannie Mae Pool, 3.00%, 03/01/43 0.07
Consolidated Communications Inc, 6.50%, 10/01/28 0.07
Murphy USA Inc, 2.25%, 01/29/28 0.07
Everi Holdings Inc, 5.00%, 07/15/29 0.07
Upstart Securitization Trust 2019-3, 0.00%, 01/21/30 0.07
CP Atlas Buyer Inc, 4.25%, 11/23/27 0.07
Thunderbolt Aircraft Lease Ltd, 5.75%, 05/17/32 0.07
Freddie Mac Pool, 3.00%, 12/01/49 0.07
Freddie Mac Pool, 3.00%, 05/01/31 0.06
Multifamily Connecticut Avenue Securities Trust 2020-01, 7.58%, 03/25/50 0.06
COLT Funding LLC, 4.57%, 12/25/64 0.06
Lakeview 2021-CRT2 LLC, 2.05%, 01/10/31 0.06
Howard Hughes Corp, 4.38%, 02/01/31 0.06
ExteNet LLC 2019-1, 5.22%, 07/26/49 0.06
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.06
Howard Hughes Corp, 4.12%, 02/01/29 0.06
Freddie Mac Multifamily Structured Credit Risk, 3.80%, 01/25/51 0.06
CIFC Funding 2015-III Ltd, 2.63%, 04/19/29 0.06
Symphony CLO XV Ltd, 4.13%, 01/17/32 0.06
KNDL 2019-KNSQ Mortgage Trust, 2.10%, 05/15/36 0.06
American Electric Power Co Inc, 6.12%, 08/15/23 0.06
Fannie Mae Pool, 3.00%, 01/01/43 0.06
84 Lumber Co, 3.75%, 11/13/26 0.06
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.06
Kodiak BP LLC, 4.00%, 03/12/28 0.05
Ultra Clean Holdings Inc, 3.84%, 08/27/25 0.05
National Mentor Holdings Inc, 8.00%, 03/02/29 0.05
Santander Consumer Auto Receivables Trust 2021-A, 3.28%, 03/15/27 0.05
GS Mortgage Securities Corp Trust 2017-SLP, 4.74%, 10/10/32 0.05
Cubic Corp, 5.00%, 05/25/28 0.05
Woof Holdings Inc, 8.00%, 12/21/28 0.05
Fannie Mae REMICS, 5.97%, 08/25/48 0.05
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.05
Consolidated Communications Inc, 4.25%, 10/02/27 0.05
SoFi Professional Loan Program 2020-ATrust, 0.00%, 05/15/46 0.05
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.05
Chase Mortgage Finance Corp, 3.30%, 02/25/50 0.05
Ford Motor Co, 6.38%, 02/01/29 0.05
OASIS 2020-2 LLC, 4.26%, 05/15/32 0.05
Santander Consumer Auto Receivables Trust 2020-B, 4.13%, 01/15/27 0.05
Highbridge Loan Management 3-2014, 3.73%, 07/18/29 0.05
Voya CLO 2018-2 Ltd, 5.38%, 07/15/31 0.05
Fannie Mae Pool, 3.00%, 09/01/42 0.05
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.04
Freddie Mac Structured Agency Credit Risk Debt Notes, 2.35%, 08/25/33 0.04
Freddie Mac Pool, 3.00%, 03/01/50 0.04
Tesla Auto Lease Trust 2020-A, 4.64%, 08/20/24 0.04
Fannie Mae Pool, 3.00%, 09/01/46 0.04
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.04
Citigroup Commercial Mortgage Trust 2018-C5, 0.69%, 06/10/51 0.04
Excelitas Technologies Corp, 8.50%, 12/01/25 0.04
LCM XIV LP, 5.63%, 07/20/31 0.04
Diamond Resorts Owner Trust 2021-1, 3.83%, 11/21/33 0.04
Fannie Mae Pool, 2.50%, 01/01/50 0.04
Fannie Mae Pool, 4.00%, 05/01/47 0.04
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.04
Lakeview 2021-CRT2 LLC, 2.05%, 01/10/31 0.04
Foursight Capital Automobile Receivables Trust 2020-1, 4.62%, 06/15/27 0.04
Z Capital Credit Partners CLO 2018-1 Ltd, 2.58%, 01/16/31 0.04
VCAT 2020-NPL1 LLC, 3.67%, 08/25/50 0.04
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.04
Affirm Asset Securitization Trust 2021-A, 1.66%, 08/15/25 0.04
Freddie Mac Pool, 3.00%, 12/01/49 0.03
Freddie Mac Multifamily Structured Credit Risk, 7.80%, 01/25/51 0.03
MVW 2021-1W LLC, 1.94%, 01/22/41 0.03
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.03
Fannie Mae or Freddie Mac, 4.00%, 09/14/21 0.03
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.03
DBCCRE 2014-ARCP Mortgage Trust, 5.10%, 01/10/34 0.03
Affirm Asset Securitization Trust 2021-A, 5.65%, 08/15/25 0.03
Freddie Mac Pool, 3.00%, 11/01/49 0.03
Affirm Asset Securitization Trust 2020-A, 6.23%, 02/18/25 0.03
Affirm Asset Securitization Trust 2021-A, 3.49%, 08/15/25 0.03
Excelitas Technologies Corp, 4.50%, 12/01/24 0.03
Freddie Mac Pool, 4.50%, 12/01/48 0.03
HIN Timeshare Trust 2020-A, 3.42%, 10/09/39 0.03
LABL Inc, 4.09%, 07/02/26 0.03
Upstart Securitization Trust 2021-1, 0.00%, 03/20/31 0.03
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.03
Fannie Mae Pool, 3.00%, 02/01/43 0.02
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.02
Virgin Media SFA Finance Ltd, 3.78%, 11/15/27 0.02
Fannie Mae Pool, 3.00%, 03/01/43 0.02
FREMF 2018-KF45 Mortgage Trust, 2.04%, 03/25/25 0.02
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.02
Connecticut Avenue Securities Trust 2018-R07, 2.48%, 04/25/31 0.02
Government National Mortgage Association, 0.36%, 01/16/60 0.02
Madison Park Funding XXX LTD, 2.63%, 04/15/29 0.02
Connecticut Avenue Securities Trust 2019-R02, 2.38%, 08/25/31 0.02
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.02
Fannie Mae Pool, 3.00%, 05/01/43 0.02
Project Silver, 6.90%, 07/15/44 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.02
Freddie Mac Pool, 2.50%, 01/01/50 0.02
Freddie Mac Pool, 3.00%, 12/01/49 0.02
Freddie Mac Pool, 3.00%, 10/01/34 0.02
Fannie Mae Pool, 3.00%, 09/01/49 0.01
Fannie Mae Pool, 3.50%, 12/01/45 0.01
Project Silver, 0.00%, 03/15/44 0.01
START Ireland, 0.00%, 03/15/44 0.01
Freddie Mac Pool, 4.00%, 05/01/49 0.01
Fannie Mae Pool, 3.50%, 03/01/47 0.01
Fannie Mae Pool, 3.00%, 11/01/46 0.01
LOANME TRUST SBL 2019-1, 5.25%, 08/15/30 0.01
Freddie Mac Pool, 3.50%, 12/01/44 0.01
Fannie Mae Pool, 3.50%, 07/01/47 0.01
Freddie Mac Pool, 3.00%, 09/01/32 0.01
Freddie Mac Pool, 3.00%, 10/01/49 0.01
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.01
Fannie Mae Pool, 2.50%, 08/01/51 0.01
Freddie Mac Pool, 3.00%, 06/01/43 0.01
Freddie Mac Gold Pool, 3.50%, 01/01/47 0.01
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.01
Fannie Mae Pool, 3.00%, 10/01/34 0.01
Freddie Mac Pool, 3.00%, 11/01/49 0.01
Ginnie Mae II Pool, 4.50%, 02/20/48 0.01
Freddie Mac Pool, 3.00%, 10/01/34 0.01
Freddie Mac Pool, 3.00%, 01/01/33 0.01
Freddie Mac Pool, 3.00%, 03/01/43 0.00
Fannie Mae Pool, 3.00%, 01/01/47 0.00
Government National Mortgage Association, 6.05%, 10/16/55 0.00
Government National Mortgage Association, 5.46%, 01/20/44 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/48 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Freddie Mac Pool, 3.00%, 11/01/49 0.00
Sequoia Mortgage Trust 2018-8, 0.25%, 11/25/48 0.00
Fannie Mae Pool, 3.00%, 06/01/57 0.00
Fannie Mae Pool, 3.00%, 05/01/48 0.00
Freddie Mac Pool, 6.00%, 04/01/40 0.00
Freddie Mac Pool, 3.00%, 10/01/46 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Fannie Mae Pool, 3.50%, 07/01/46 0.00
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Freddie Mac Pool, 3.50%, 02/01/44 0.00
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Fannie Mae Pool, 4.50%, 02/01/46 0.00
Freddie Mac Pool, 4.00%, 03/01/47 0.00
Boardriders Inc, 7.00%, 10/15/69 0.00
Fannie Mae Pool, 5.00%, 07/01/44 0.00
Fannie Mae Pool, 4.50%, 03/01/45 0.00
Freddie Mac Pool, 3.50%, 09/01/47 0.00
Freddie Mac Pool, 3.00%, 02/01/43 0.00
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Freddie Mac Pool, 3.50%, 02/01/43 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Pool, 4.50%, 05/01/44 0.00
Freddie Mac Pool, 3.50%, 07/01/46 0.00
Freddie Mac Pool, 3.50%, 02/01/48 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Freddie Mac Pool, 3.00%, 01/01/45 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Freddie Mac Pool, 3.00%, 03/01/43 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Freddie Mac Pool, 4.00%, 04/01/48 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Boardriders Inc, 8.09%, 04/23/24 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 0.00
Pay Fixed 1.659% Receive ICE LIBOR USD 3 MONTH, 0.00%, 08/23/49 0.00
Buy Protection CDX-NAHYS36V1-05Y, 5.00%, 06/20/26 0.00
CBOT 10 Year US Treasury Note DEC 21 0.00
Ultra 10-Year US Treasury Note Futures DEC 21 0.00
CBOT 5 Year US Treasury Note DEC 21 0.00
CBOT 2 Year US Treasury Note Future DEC 21 0.00
CBOT US Long Bond Future DEC 21 0.00
Cash & Equivalents -11.14
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 is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.