For Individual Investors in the US

Multi-Sector Income Fund Holdings

Full Portfolio Holdings

(As of July 31, 2021)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 2.50%, 09/14/21 3.98
Freddie Mac Pool, 2.00%, 05/01/41 2.87
Ginnie Mae, 2.50%, 08/19/21 1.24
Fannie Mae or Freddie Mac, 3.00%, 09/14/21 1.11
Fannie Mae or Freddie Mac, 3.50%, 08/12/21 0.89
Life 2021-BMR Mortgage Trust, 1.84%, 03/15/38 0.87
Ginnie Mae, 3.00%, 08/19/21 0.77
HCRX Investments Holdco LP, 4.50%, 08/01/29 0.71
Ginnie Mae, 3.50%, 08/19/21 0.69
Connecticut Avenue Securities Trust 2019-R02, 4.24%, 08/25/31 0.66
Stars Group Holdings BV, 3.63%, 07/10/25 0.63
FREMF 2019-KBF3 Mortgage Trust, 2.60%, 01/25/29 0.58
SB Multifamily Repack 2020-FRR2, 4.00%, 12/27/39 0.54
Madison Park Funding XXII Ltd, 3.63%, 01/15/33 0.52
Ginnie Mae, 4.00%, 08/19/21 0.52
Fannie Mae or Freddie Mac, 2.50%, 08/17/21 0.52
BX Commercial Mortgage Trust 2019-XL, 2.74%, 10/15/36 0.50
ARD Finance SA, 5.00%, 06/30/27 0.49
Extended Stay America Trust 2021-ESH, 2.94%, 07/15/38 0.47
Ginnie Mae, 2.00%, 08/19/21 0.47
CSMC 2020-TMIC, 3.25%, 12/15/35 0.47
Zayo Group Holdings Inc, 4.00%, 03/01/27 0.47
Hertz Vehicle Financing LLC, 3.98%, 12/26/25 0.47
DROP Mortgage Trust 2021-FILE, 2.84%, 04/15/26 0.46
CSMC 2020-UNFI, 4.17%, 12/06/22 0.46
CBAM 2020-14 Ltd, 1.30%, 04/20/34 0.46
AB BSL CLO 2 Ltd, 1.25%, 04/15/34 0.46
Magenta Buyer LLC, 9.00%, 05/03/29 0.45
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 2.74%, 05/15/36 0.44
Credit Suisse Mortgage Capital Certificates, 0.00%, 04/15/23 0.44
Cargo Aircraft Management Inc, 4.75%, 02/01/28 0.43
Watco Cos LLC / Watco Finance Corp, 6.50%, 06/15/27 0.43
Multifamily Connecticut Avenue Securities Trust 2019-01, 3.34%, 10/15/49 0.43
Morgan Stanley Capital I Trust 2007-TOP27, 6.01%, 06/11/42 0.42
Upstart Securitization Trust 2019-2, 4.78%, 09/20/29 0.42
Asurion LLC, 5.34%, 01/15/29 0.41
Great Wolf Trust 2019-WOLF, 2.83%, 12/15/36 0.41
Fannie Mae or Freddie Mac, 1.50%, 09/14/21 0.41
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.40
Fannie Mae or Freddie Mac, 2.00%, 08/17/21 0.40
Z Capital Credit Partners CLO 2019-1 Ltd, 1.77%, 07/16/31 0.40
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 03/20/25 0.40
BX Commercial Mortgage Trust 2020-BXLP, 2.59%, 12/15/36 0.40
Upstart Securitization Trust 2020-3, 6.25%, 11/20/30 0.40
Cold Storage Trust 2020-ICE5, 3.59%, 11/15/37 0.40
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.40
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.40
KBR Inc, 4.75%, 09/30/28 0.40
MRCD 2019-MARK Mortgage Trust, 2.72%, 12/15/36 0.39
Kayne CLO 10 Ltd, 1.36%, 04/23/34 0.39
BX Commercial Mortgage Trust 2021-VINO, 4.05%, 05/15/38 0.37
DBCCRE 2014-ARCP Mortgage Trust, 4.93%, 01/10/34 0.36
MSCI Inc, 3.62%, 11/01/31 0.36
FC Compassus LLC, 5.00%, 12/31/26 0.35
Atrium XII, 0.97%, 04/22/27 0.35
Fannie Mae Connecticut Avenue Securities, 2.29%, 01/25/30 0.35
American Homes 4 Rent LP, 2.38%, 07/15/31 0.35
Loire Finco Luxembourg Sarl, 3.09%, 04/20/27 0.35
BX Trust 2021-LBA, 2.09%, 02/15/36 0.35
Citigroup Inc, 5.95%, 04/24/65 0.34
18 Fremont Street Acquisition LLC, 9.50%, 08/09/25 0.34
California Street CLO IX LP, 4.23%, 07/16/32 0.34
Raptor Aircraft Finance I LLC, 4.21%, 08/23/44 0.34
Centene Corp, 2.45%, 07/15/28 0.34
HLF Financing Sarl LLC / Herbalife International Inc, 4.88%, 06/01/29 0.34
Rocket Software Inc, 6.50%, 02/15/29 0.33
General Electric Co, 3.45%, 01/20/66 0.33
Proofpoint Inc, 3.75%, 06/10/28 0.33
MHC Commercial Mortgage Trust 2021-MHC, 3.29%, 04/15/38 0.33
Vivion Investments Sarl, 3.00%, 08/08/24 0.33
TransDigm Inc, 4.88%, 05/01/29 0.33
Travel + Leisure Co, 6.62%, 07/31/26 0.33
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.33
Hadrian Merger Sub Inc, 8.50%, 05/01/26 0.32
Neighborly Issuer LLC, 3.58%, 04/30/51 0.32
GCI LLC, 3.50%, 10/15/25 0.32
Prima Capital CRE Securitization 2019-VII Ltd, 4.25%, 12/25/50 0.31
Lithia Motors Inc, 4.38%, 01/15/31 0.31
AGL CLO 10 LTD, 3.09%, 04/15/34 0.31
Thrust Engine Leasing 2021 DAC, 4.16%, 07/15/40 0.31
Symphony CLO XXVI Ltd, 7.63%, 04/20/33 0.31
Octagon Investment Partners 42 Ltd, 1.27%, 07/15/34 0.31
Venture 42 CLO Ltd, 1.31%, 04/15/34 0.31
Madison Park Funding XXXII Ltd, 1.14%, 01/22/31 0.31
CBAM 2020-14 Ltd, 3.30%, 04/20/34 0.31
BCP Trust 2021-330N, 2.58%, 06/15/38 0.31
LABL Inc, 10.50%, 07/15/27 0.30
CHT 2017-COSMO Mortgage Trust, 3.09%, 11/15/36 0.30
Endurance International Group Holdings Inc, 4.25%, 02/10/28 0.30
Freddie Mac STACR REMIC Trust 2020-HQA4, 5.34%, 09/25/50 0.29
Full House Resorts Inc, 8.25%, 02/15/28 0.29
BX Commercial Mortgage Trust 2021-SOAR, 3.84%, 06/15/38 0.29
Madison IAQ LLC, 5.88%, 06/30/29 0.29
SCIH Salt Holdings Inc, 4.88%, 05/01/28 0.29
Quicken Loans LLC / Quicken Loans Co-Issuer Inc, 3.88%, 03/01/31 0.29
CIM Trust 2021-NR1, 2.57%, 07/25/55 0.28
Connecticut Avenue Securities Trust 2019-R03, 4.19%, 09/25/31 0.28
Goodyear Tire & Rubber Co, 5.25%, 07/15/31 0.28
Safehold Operating Partnership LP, 2.80%, 06/15/31 0.28
MGIC Investment Corp, 5.25%, 08/15/28 0.28
LPL Holdings Inc, 4.38%, 05/15/31 0.28
ION Trading Technologies Sarl, 5.75%, 05/15/28 0.28
Fannie Mae Pool, 3.50%, 07/01/48 0.28
NuStar Logistics LP, 5.75%, 10/01/25 0.28
Lakeview 2021-CRT2 LLC, 2.45%, 11/10/32 0.28
BX Trust 2021-LBA, 2.09%, 02/15/36 0.28
Playtika Holding Corp, 2.84%, 03/11/28 0.28
Bayou Intermediate II LLC, 5.25%, 05/13/28 0.28
Connecticut Avenue Securities Trust 2020-SBT1, 6.69%, 02/25/40 0.28
Cablevision Lightpath LLC, 5.62%, 09/15/28 0.28
Shea Homes LP / Shea Homes Funding Corp, 4.75%, 04/01/29 0.28
Alaska Airlines 2020-1 Class A Pass Through Trust, 4.80%, 08/15/27 0.28
HPS Loan Management 10-2016 Ltd, 6.54%, 04/20/34 0.28
Lcpr Senior Secured Financing DAC, 5.12%, 07/15/29 0.27
NRG Energy Inc, 3.38%, 02/15/29 0.27
Cubic Corp, 5.00%, 05/25/28 0.27
Sun Communities Operating LP, 2.70%, 07/15/31 0.27
Performance Food Group Inc, 4.25%, 08/01/29 0.26
Ford Motor Co, 7.45%, 07/16/31 0.26
Bausch Health Cos Inc, 5.00%, 01/30/28 0.26
Netflix Inc, 3.62%, 06/15/30 0.26
Global Net Lease Inc / Global Net Lease Operating Partnership LP, 3.75%, 12/15/27 0.26
Upstart Securitization Trust 2019-3, 5.38%, 01/21/30 0.26
Clarivate PLC, 5.25%, 06/01/24 0.25
Fannie Mae or Freddie Mac, 1.50%, 08/17/21 0.25
Mello Warehouse Securitization Trust 2019-2, 2.49%, 11/25/52 0.25
Ford Motor Co, 9.62%, 04/22/30 0.25
Octagon Investment Partners XXI Ltd, 1.15%, 02/14/31 0.25
Bayview Financing Trust 2021-1F, 2.11%, 07/01/33 0.25
Mic Glen LLC, 7.25%, 07/21/29 0.24
BX Commercial Mortgage Trust 2018-BIOA, 2.56%, 03/15/37 0.24
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC, 6.50%, 02/15/29 0.24
Multifamily Connecticut Avenue Securities Trust 2020-01, 3.84%, 03/25/50 0.24
Liberty Interactive LLC, 8.50%, 07/15/29 0.24
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 12/29/27 0.24
Fannie Mae or Freddie Mac, 4.50%, 08/12/21 0.24
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 4.12%, 08/15/26 0.24
HCA Inc, 3.50%, 09/01/30 0.24
Herens US Holdco Corp, 4.75%, 05/14/28 0.24
Kraft Heinz Foods Co, 4.25%, 03/01/31 0.24
DT Midstream Inc, 4.12%, 06/15/29 0.24
Centene Corp, 3.00%, 10/15/30 0.24
Hudbay Minerals Inc, 6.12%, 04/01/29 0.24
Titan International Inc, 7.00%, 04/30/28 0.23
VICI Properties LP / VICI Note Co Inc, 3.75%, 02/15/27 0.23
IPALCO Enterprises Inc, 4.25%, 05/01/30 0.23
Athene Holding Ltd, 3.50%, 01/15/31 0.23
Finastra USA Inc, 4.50%, 06/13/24 0.23
Block Communications Inc, 4.88%, 03/01/28 0.23
Carvana Co, 5.50%, 04/15/27 0.23
Organon & Co / Organon Foreign Debt Co-Issuer BV, 4.12%, 04/30/28 0.23
Epicor Software Corp, 4.00%, 07/31/27 0.23
FREMF 2018-KSW4 Mortgage Trust, 2.55%, 10/25/28 0.23
Westlake Automobile Receivables Trust 2020-3, 5.11%, 05/17/27 0.23
Vontier Corp, 2.95%, 04/01/31 0.22
CPI Property Group SA, 4.88%, 04/16/69 0.22
Realogy Group LLC / Realogy Co-Issuer Corp, 5.75%, 01/15/29 0.22
First Student Bidco Inc, 3.50%, 07/21/28 0.22
Fannie Mae Pool, 3.00%, 02/01/57 0.22
IAMGOLD Corp, 5.75%, 10/15/28 0.22
Boston Scientific Corp, 5.50%, 06/01/23 0.22
Hudbay Minerals Inc, 4.50%, 04/01/26 0.22
Athene Holding Ltd, 6.15%, 04/03/30 0.22
Spruce Hill Mortgage Loan Trust 2020-SH2, 3.41%, 06/25/55 0.22
LSF9 Atlantis Holdings LLC / Victra Finance Corp, 7.75%, 02/15/26 0.22
EnLink Midstream LLC, 5.62%, 01/15/28 0.22
GPD Cos Inc, 10.12%, 04/01/26 0.22
Palmer Square Loan Funding 2020-2 Ltd, 3.13%, 04/20/28 0.22
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc, 5.12%, 04/01/29 0.22
Madison Park Funding XXXII Ltd, 3.34%, 01/22/31 0.22
Tacala Investment Corp, 4.50%, 02/05/27 0.22
Octagon Investment Partners 42 Ltd, 6.88%, 07/15/34 0.22
Pacific Gas and Electric Co, 3.00%, 06/15/28 0.21
Arconic Corp, 6.12%, 02/15/28 0.21
NGL Energy Operating LLC / NGL Energy Finance Corp, 7.50%, 02/01/26 0.21
VASA Trust 2021-VASA, 2.19%, 07/15/39 0.21
Consolidated Communications Inc, 5.00%, 10/01/28 0.21
Fannie Mae or Freddie Mac, 3.00%, 08/17/21 0.21
Austin BidCo Inc, 7.12%, 12/15/28 0.21
Builders FirstSource Inc, 4.25%, 02/01/32 0.21
Voya CLO 2014-4 Ltd, 3.48%, 07/14/31 0.21
Arcline FM Holdings LLC, 9.00%, 06/17/29 0.21
Business Jet Securities 2020-1 LLC, 3.97%, 11/15/35 0.21
Benefit Street Partners CLO X Ltd, 3.63%, 04/20/34 0.21
Altice Financing SA, 5.00%, 01/15/28 0.21
CTR Partnership LP / CareTrust Capital Corp, 3.88%, 06/30/28 0.21
Matthews International Corp, 5.25%, 12/01/25 0.21
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29 0.21
Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/26 0.20
STWD Trust 2021-FLWR, 1.48%, 07/15/36 0.20
RealPage Inc, 0.16%, 04/22/28 0.20
Wendy's International LLC, 7.00%, 12/15/25 0.20
White Cap Buyer LLC, 6.88%, 10/15/28 0.20
SVB Financial Group, 4.10%, 02/02/71 0.20
Iris Holdings Inc, 8.75%, 02/15/26 0.20
CP Atlas Buyer Inc, 7.00%, 12/01/28 0.20
Rent-A-Center Inc/TX, 6.38%, 02/15/29 0.20
BlueMountain CLO XXIV Ltd, 6.97%, 04/20/34 0.20
AT&T Inc, 2.88%, 02/18/70 0.20
Cars.com Inc, 6.38%, 11/01/28 0.20
IRB Holding Corp, 7.00%, 06/15/25 0.20
Life Time Inc, 5.75%, 01/15/26 0.20
Omega Healthcare Investors Inc, 3.38%, 02/01/31 0.20
Bally's Corp, 6.75%, 06/01/27 0.20
Benchmark 2020-IG1 Mortgage Trust, 3.24%, 09/15/43 0.20
GS Mortgage Securities Corp Trust 2017-SLP, 4.59%, 10/10/32 0.20
Realogy Group LLC / Realogy Co-Issuer Corp, 9.38%, 04/01/27 0.20
Vertical Bridge Holdings LLC, 4.46%, 09/15/50 0.20
Palmer Square CLO 2018-2 Ltd, 1.23%, 07/16/31 0.19
Cushman & Wakefield US Borrower LLC, 6.75%, 05/15/28 0.19
Jane Street Group LLC, 2.84%, 01/26/28 0.19
Freddie Mac Pool, 3.00%, 11/01/43 0.19
Pawnee Equipment Receivables Series 2020-1 LLC, 5.43%, 07/15/27 0.19
BlueMountain CLO XXV Ltd, 0.00%, 07/15/36 0.19
Freddie Mac STACR REMIC Trust 2021-DNA5, 3.15%, 01/25/34 0.19
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.19
American Airlines Inc/AAdvantage Loyalty IP Ltd, 5.50%, 04/20/26 0.19
Delta 2 Lux Sarl, 3.50%, 02/01/24 0.19
EQT Corp, 3.62%, 05/15/31 0.19
Cinemark USA Inc, 5.25%, 07/15/28 0.19
Southwest Airlines Co 0.19
CMS Energy Corp, 4.75%, 06/01/50 0.19
Lions Gate Capital Holdings LLC, 1.84%, 03/22/23 0.19
Whatabrands LLC, 3.75%, 07/21/28 0.19
Summit Issuer LLC, 2.29%, 12/20/50 0.19
Avis Budget Rental Car Funding AESOP LLC, 3.71%, 08/20/27 0.19
LOANME TRUST SBL 2019-1, 10.00%, 08/15/30 0.19
CBAM 2020-13 Ltd, 1.56%, 01/20/34 0.19
Dryden 83 CLO Ltd, 3.63%, 01/18/32 0.19
Novelis Corp, 3.88%, 08/15/31 0.19
ACC Auto Trust 2021-A, 3.79%, 04/15/27 0.18
StorCentric Inc, 5.88%, 02/19/23 0.18
Neuberger Berman Loan Advisers Clo 42 Ltd, 1.24%, 07/16/35 0.18
BlueMountain CLO XXV Ltd, 0.00%, 07/15/36 0.18
CHS/Community Health Systems Inc, 6.62%, 02/15/25 0.18
Neuberger Berman CLO XIV Ltd, 2.93%, 01/28/30 0.18
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 07/28/27 0.18
Square Inc, 3.50%, 06/01/31 0.18
Fannie Mae Pool, 3.00%, 05/01/43 0.18
Vertical Bridge Holdings LLC, 3.23%, 09/15/50 0.18
OCP CLO 2013-4 Ltd, 3.13%, 04/24/29 0.18
Aruba Investments Holdings LLC, 8.50%, 11/24/28 0.18
Service Corp International/US, 4.00%, 05/15/31 0.18
Fannie Mae Pool, 3.00%, 02/01/43 0.18
Charles Schwab Corp, 4.00%, 03/18/71 0.18
FirstCash Inc, 4.62%, 09/01/28 0.18
Freddie Mac STACR Trust 2018-DNA2, 3.79%, 12/25/30 0.18
GLP Capital LP / GLP Financing II Inc, 4.00%, 01/15/31 0.18
Freddie Mac Structured Agency Credit Risk Debt Notes, 4.05%, 11/25/50 0.18
Freddie Mac Pool, 4.00%, 05/01/49 0.18
Tacala Investment Corp, 8.25%, 02/05/28 0.17
CSC Holdings LLC, 7.50%, 04/01/28 0.17
Rexford Industrial Realty LP, 2.12%, 12/01/30 0.17
Willis Engine Structured Trust V, 4.21%, 03/15/45 0.17
Enterprise Development Authority, 5.00%, 02/01/28 0.17
FREMF 2018-KL02 Mortgage Trust, 2.60%, 01/25/28 0.17
Univision Communications Inc, 4.50%, 05/01/29 0.17
Lexington Realty Trust, 2.70%, 09/15/30 0.17
Bloomin' Brands Inc / OSI Restaurant Partners LLC, 5.12%, 04/15/29 0.17
ONEOK Inc, 3.10%, 03/15/30 0.17
Redstone Holdco 2 LP, 8.50%, 04/27/29 0.17
VASA Trust 2021-VASA, 3.99%, 07/15/39 0.17
IGT Holding IV AB, 4.25%, 03/29/28 0.17
Level 3 Financing Inc, 3.88%, 11/15/29 0.17
Fannie Mae or Freddie Mac, 3.50%, 08/17/21 0.17
Banco La Hipotecaria SA, 4.12%, 12/15/24 0.17
Bausch Health Cos Inc, 4.88%, 06/01/28 0.17
HSBC Holdings PLC, 2.36%, 08/18/31 0.16
Hasbro Inc, 3.90%, 11/19/29 0.16
Becton Dickinson and Co, 6.00%, 06/01/23 0.16
Oasis Securitization Funding LLC, 2.58%, 02/15/33 0.16
Surgery Center Holdings Inc, 6.75%, 07/01/25 0.16
AT Securities BV, 5.25%, 07/21/99 0.16
Arcosa Inc, 4.38%, 04/15/29 0.16
CIM Retail Portfolio Trust 2021-RETL, 3.75%, 08/15/36 0.16
White Cap Buyer LLC, 4.50%, 10/19/27 0.16
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.16
GS Mortgage Securities Trust 2012-GC6, 5.76%, 01/10/45 0.16
Fannie Mae Connecticut Avenue Securities, 5.79%, 04/25/28 0.16
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 5.25%, 08/15/27 0.16
Skyworks Solutions Inc, 3.00%, 06/01/31 0.16
Duquesne Light Holdings Inc, 2.53%, 10/01/30 0.16
AGL CLO 10 LTD, 1.32%, 04/15/34 0.15
Conn's Receivables Funding 2019-B LLC, 4.60%, 06/17/24 0.15
Goldentree Loan Management US CLO 1 Ltd, 6.63%, 04/20/34 0.15
OHA Credit Partners VII Ltd, 1.23%, 02/20/34 0.15
Octagon Investment Partners 40 Ltd, 3.93%, 04/20/31 0.15
HGI CRE CLO 2021-FL1 Ltd, 2.44%, 06/16/36 0.15
Mercury Financial Credit Card Master Trust, 2.33%, 03/20/26 0.15
Palmer Square Loan Funding 2019-4 Ltd, 3.38%, 10/24/27 0.15
Mission Lane Credit Card Master Trust, 4.86%, 09/15/26 0.15
BlueMountain CLO XXVIII Ltd, 1.39%, 04/15/34 0.15
MBRT 2019-MBR, 4.09%, 11/15/36 0.15
Elmwood CLO VIII Ltd, 1.37%, 01/20/34 0.15
Madison Park Funding XXXVIII Ltd, 1.25%, 07/17/34 0.15
Voya CLO 2021-1 Ltd, 1.30%, 07/15/34 0.15
Avis Budget Rental Car Funding AESOP LLC, 3.04%, 09/22/25 0.15
Windstream Escrow LLC / Windstream Escrow Finance Corp, 7.75%, 08/15/28 0.15
T-Mobile USA Inc, 2.55%, 02/15/31 0.15
Benefit Street Partners CLO X Ltd, 6.88%, 04/20/34 0.15
CSAIL 2021-C20 Commercial Mortgage Trust, 1.05%, 03/15/54 0.15
Spa US HoldCo Inc, 4.75%, 03/18/28 0.15
Benchmark 2021-B24 Mortgage Trust, 1.16%, 03/15/54 0.15
CGDB Commercial Mortgage Trust 2019-MOB, 2.09%, 11/15/36 0.15
Nexstar Media Inc, 4.75%, 11/01/28 0.15
Oak Street Investment Grade Net Lease Fund Series 2020-1, 5.11%, 11/20/50 0.15
Sierra Timeshare 2021-1 Receivables Funding LLC, 1.79%, 11/20/37 0.15
NRG Energy Inc, 3.62%, 02/15/31 0.15
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29 0.15
Journey Personal Care Corp, 5.00%, 03/01/28 0.15
Snap Inc, 0.75%, 08/01/26 0.15
Freeport-McMoRan Inc 0.14
LGI Homes Inc, 4.00%, 07/15/29 0.14
Sierra Timeshare 2021-1 Receivables Funding LLC, 3.17%, 11/20/37 0.14
Connecticut Avenue Securities Trust 2020-R02, 2.09%, 01/25/40 0.14
LCM XIV LP, 1.17%, 07/20/31 0.14
Crown Holdings Inc 0.14
Prime Healthcare Services Inc, 7.25%, 11/01/25 0.14
Ashton Woods USA LLC / Ashton Woods Finance Co, 4.62%, 08/01/29 0.14
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 3.75%, 12/01/31 0.14
Eagle Broadband Investments LLC, 3.75%, 11/12/27 0.14
Expedia Group Inc, 2.95%, 03/15/31 0.14
ZAXBY'S FUNDING LLC, 3.24%, 07/30/51 0.14
Pawnee Equipment Receivables Series 2019-1 LLC, 3.80%, 01/15/26 0.14
Newco GB SAS, 8.00%, 12/15/22 0.14
FREMF 2019-KF72 Mortgage Trust, 2.20%, 11/25/26 0.14
Magnetite XII Ltd, 1.23%, 10/15/31 0.13
White Cap Parent LLC, 8.25%, 03/15/26 0.13
Freddie Mac Pool, 3.50%, 08/01/49 0.13
Prosper Marketplace Issuance Trust Series 2018-2, 5.50%, 10/15/24 0.13
Planet Fitness Master Issuer LLC, 3.86%, 12/05/49 0.13
BlueMountain CLO XXVIII Ltd, 6.53%, 04/15/34 0.13
Sovos Brands Intermediate Inc, 5.00%, 06/08/28 0.13
Apidos CLO XV, 1.14%, 04/20/31 0.13
IMA Industria Macchine Automatiche SpA, 3.75%, 01/15/28 0.13
Connecticut Avenue Securities Trust 2018-R07, 4.44%, 04/25/31 0.13
Fannie Mae Connecticut Avenue Securities, 4.34%, 01/25/29 0.13
United Auto Credit Securitization Trust 2019-1, 6.05%, 01/12/26 0.13
Mercury Financial Credit Card Master Trust, 4.21%, 03/20/26 0.13
Chase Mortgage Finance Corp, 2.54%, 02/25/50 0.12
Extended Stay America Trust 2021-ESH, 3.79%, 07/15/38 0.12
Diamond Infrastructure Funding LLC, 2.35%, 04/15/49 0.12
Fannie Mae Pool, 3.50%, 03/01/48 0.12
BlueMountain CLO XXX Ltd, 4.03%, 01/15/33 0.12
Ford Motor Co, 9.00%, 04/22/25 0.12
Z Capital Credit Partners CLO 2019-1 Ltd, 2.83%, 07/16/31 0.12
Westinghouse Air Brake Technologies Corp, 4.95%, 09/15/28 0.12
Fannie Mae Connecticut Avenue Securities, 5.09%, 07/25/25 0.12
Tenet Healthcare Corp, 6.88%, 11/15/31 0.12
Entegris Inc 0.12
Carnival Corp, 7.62%, 03/01/26 0.12
PRPM 2019-GS1, 4.75%, 10/25/24 0.12
Great Wolf Trust 2019-WOLF, 3.22%, 12/15/36 0.12
MSCI Inc, 3.88%, 02/15/31 0.12
CHS/Community Health Systems Inc, 6.88%, 04/15/29 0.12
Toledo Edison Co, 2.65%, 05/01/28 0.12
MVW 2021-1W LLC, 1.00%, 01/22/41 0.12
JPMorgan Chase Bank NA - CACLN, 2.37%, 09/25/28 0.12
Connecticut Avenue Securities Trust 2019-R03, 2.24%, 09/25/31 0.12
Aaset 2019-2 Trust, 6.41%, 10/16/39 0.12
ARD Finance SA, 6.50%, 06/30/27 0.12
JPMorgan Chase & Co, 5.00%, 07/31/69 0.12
ACC Auto Trust 2021-A, 6.10%, 06/15/29 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 0.11
Expedia Group Inc, 6.25%, 05/01/25 0.11
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 0.11
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.11
Sands China Ltd, 4.38%, 06/18/30 0.11
Lithia Motors Inc, 3.88%, 06/01/29 0.11
Diamond Infrastructure Funding LLC, 3.48%, 04/15/49 0.11
CIFC Funding 2015-V Ltd, 5.68%, 10/25/27 0.11
Mello Warehouse Securitization Trust 2021-1, 2.84%, 02/25/55 0.10
Lakeview 2021-CRT2 LLC, 2.05%, 01/10/31 0.10
Bank of New York Mellon Corp, 4.70%, 05/19/70 0.10
Upstart Securitization Trust 2021-1, 4.06%, 03/20/31 0.10
JPMorgan Chase Bank NA - CACLN, 4.28%, 09/25/28 0.10
GAM Re-REMIC Trust 2021-FRR1, 0.00%, 07/28/27 0.10
Credit Suisse Group AG, 4.50%, 12/09/70 0.10
Business Jet Securities 2019-1 LLC, 6.95%, 07/15/34 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%, 12/29/27 0.10
Fannie Mae Pool, 3.00%, 07/01/45 0.10
Smithfield Foods Inc, 3.00%, 10/15/30 0.10
Redstone Holdco 2 LP, 8.50%, 04/27/29 0.10
Exeter Automobile Receivables Trust 2020-1, 3.74%, 01/15/27 0.10
PulteGroup Inc, 7.88%, 06/15/32 0.10
Loire Finco Luxembourg Sarl, 2.75%, 04/20/27 0.10
Z Capital Credit Partners CLO 2018-1 Ltd, 1.69%, 01/16/31 0.10
Atkore Inc, 4.25%, 06/01/31 0.10
Sierra Timeshare 2019-2 Receivables Funding LLC, 4.54%, 05/20/36 0.09
Entegris Inc, 3.62%, 05/01/29 0.09
OnDeck Asset Securitization Trust III LLC, 2.97%, 05/17/27 0.09
Business Jet Securities 2021-1 LLC, 5.07%, 04/15/36 0.09
Palmer Square Loan Funding 2020-4 Ltd, 3.75%, 11/25/28 0.09
MHC Commercial Mortgage Trust 2021-MHC, 2.19%, 04/15/38 0.09
Mission Lane Credit Card Master Trust, 2.66%, 09/15/26 0.09
Dummy Issuer, 0.00%, 07/30/51 0.09
Pagaya AI Debt Selection Trust 2021-1, 0.00%, 11/15/27 0.09
Elmwood CLO VIII Ltd, 3.13%, 01/20/34 0.09
DBCCRE 2014-ARCP Mortgage Trust, 4.93%, 01/10/34 0.09
Longfellow Place CLO Ltd, 4.63%, 04/15/29 0.09
Carvana Auto Receivables Trust 2019-2, 0.00%, 04/15/26 0.09
DCP Midstream Operating LP, 5.60%, 04/01/44 0.09
M/I Homes Inc, 4.95%, 02/01/28 0.09
Watlow Electric Manufacturing Co, 4.50%, 03/02/28 0.09
Life Time Inc, 8.00%, 04/15/26 0.09
Apidos CLO XII, 5.53%, 04/15/31 0.09
Conn's Receivables Funding 2020-A LLC, 4.20%, 06/16/25 0.09
ECAF I Ltd, 5.80%, 06/15/40 0.09
Business Jet Securities 2021-1 LLC, 2.92%, 04/15/36 0.09
American Homes 4 Rent LP, 4.25%, 02/15/28 0.08
Diamond Resorts Owner Trust 2021-1, 2.70%, 11/21/33 0.08
CoStar Group Inc, 2.80%, 07/15/30 0.08
BX Commercial Mortgage Trust 2019-XL, 2.09%, 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
Freddie Mac STACR REMIC Trust 2020-HQA3, 3.69%, 07/25/50 0.08
Upstart Securitization Trust 2019-3, 0.00%, 01/21/30 0.08
JPMorgan Chase & Co, 4.60%, 01/23/70 0.08
Acuris Finance Us Inc, 4.50%, 02/16/28 0.08
COLT Funding LLC, 3.56%, 12/25/64 0.08
Charles Schwab Corp, 5.38%, 04/30/70 0.08
Freddie Mac Pool, 4.50%, 04/01/49 0.08
Oak Street Investment Grade Net Lease Fund Series 2021-1, 4.23%, 01/20/51 0.08
Fannie Mae REMICS, 53.90%, 10/25/40 0.08
Summit Issuer LLC, 3.18%, 12/20/50 0.08
ARD Finance SA, 5.00%, 06/30/27 0.08
Boardriders Inc, 7.50%, 04/06/24 0.08
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 Pool, 3.00%, 03/01/43 0.07
Perimeter Master Note Business Trust, 5.21%, 05/15/24 0.07
Rohm Holding GmbH, 5.15%, 07/31/26 0.07
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.07
Regatta XV Funding Ltd, 6.63%, 10/25/31 0.07
Millennium Escrow Corp, 6.62%, 08/01/26 0.07
Freddie Mac Pool, 3.00%, 05/01/31 0.07
Murphy USA Inc, 2.25%, 01/29/28 0.07
Consolidated Communications Inc, 6.50%, 10/01/28 0.07
Everi Holdings Inc, 5.00%, 07/15/29 0.07
Freddie Mac Pool, 3.00%, 12/01/49 0.07
CP Atlas Buyer Inc, 4.25%, 11/23/27 0.07
Thunderbolt Aircraft Lease Ltd, 5.75%, 05/17/32 0.07
Multifamily Connecticut Avenue Securities Trust 2020-01, 7.59%, 03/25/50 0.07
COLT Funding LLC, 4.57%, 12/25/64 0.07
Lakeview 2021-CRT2 LLC, 2.05%, 01/10/31 0.07
Howard Hughes Corp, 4.38%, 02/01/31 0.06
Freddie Mac Multifamily Structured Credit Risk, 3.80%, 01/25/51 0.06
Howard Hughes Corp, 4.12%, 02/01/29 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
Carvana Auto Receivables Trust 2019-4, 0.00%, 10/15/26 0.06
Fannie Mae Pool, 3.00%, 01/01/43 0.06
Sierra Timeshare 2020-2 Receivables Funding LLC, 6.59%, 07/20/37 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, 2.09%, 05/15/36 0.06
American Electric Power Co Inc, 6.12%, 08/15/23 0.06
84 Lumber Co, 3.75%, 11/13/26 0.06
EQM Midstream Partners LP, 5.50%, 07/15/28 0.06
Kodiak BP LLC, 4.00%, 03/12/28 0.06
Ultra Clean Holdings Inc, 3.84%, 08/27/25 0.06
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.06
GS Mortgage Securities Corp Trust 2017-SLP, 4.59%, 10/10/32 0.06
Santander Consumer Auto Receivables Trust 2021-A, 3.28%, 03/15/27 0.06
National Mentor Holdings Inc, 8.00%, 03/02/29 0.05
Fannie Mae REMICS, 5.96%, 08/25/48 0.05
Cubic Corp, 5.00%, 05/25/28 0.05
SoFi Professional Loan Program 2020-ATrust, 0.00%, 05/15/46 0.05
Woof Holdings Inc, 8.00%, 12/21/28 0.05
OASIS 2020-2 LLC, 4.26%, 05/15/32 0.05
Consolidated Communications Inc, 4.25%, 10/02/27 0.05
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.05
Chase Mortgage Finance Corp, 3.54%, 02/25/50 0.05
Prosper Pass-Thru Trust II Series 2019-St1, 0.00%, 07/15/25 0.05
Ford Motor Co, 6.38%, 02/01/29 0.05
Freddie Mac Pool, 3.00%, 03/01/50 0.05
Santander Consumer Auto Receivables Trust 2020-B, 4.13%, 01/15/27 0.05
Fannie Mae Pool, 3.00%, 09/01/42 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
Willis Engine Structured Trust V, 6.66%, 03/15/45 0.05
Freddie Mac Structured Agency Credit Risk Debt Notes, 2.35%, 08/25/33 0.05
Tesla Auto Lease Trust 2020-A, 4.64%, 08/20/24 0.05
Fannie Mae Pool, 3.00%, 09/01/46 0.05
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.04
Citigroup Commercial Mortgage Trust 2018-C5, 0.54%, 06/10/51 0.04
Diamond Resorts Owner Trust 2021-1, 3.83%, 11/21/33 0.04
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.04
Excelitas Technologies Corp, 8.50%, 12/01/25 0.04
LCM XIV LP, 5.63%, 07/20/31 0.04
Fannie Mae Pool, 4.00%, 05/01/47 0.04
Fannie Mae Pool, 2.50%, 01/01/50 0.04
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.04
VCAT 2020-NPL1 LLC, 3.67%, 08/25/50 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
Freddie Mac Pool, 3.00%, 12/01/49 0.04
Affirm Asset Securitization Trust 2021-A, 1.66%, 08/15/25 0.04
MVW 2021-1W LLC, 1.94%, 01/22/41 0.04
Freddie Mac Multifamily Structured Credit Risk, 7.80%, 01/25/51 0.04
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.03
Thunderbolt III Aircraft Lease Ltd, 0.00%, 11/15/39 0.03
DBCCRE 2014-ARCP Mortgage Trust, 4.93%, 01/10/34 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, 5.65%, 08/15/25 0.03
Affirm Asset Securitization Trust 2021-A, 3.49%, 08/15/25 0.03
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.03
Excelitas Technologies Corp, 4.50%, 12/01/24 0.03
HIN Timeshare Trust 2020-A, 3.42%, 10/09/39 0.03
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.03
Freddie Mac Pool, 4.50%, 12/01/48 0.03
LABL Inc, 4.09%, 07/02/26 0.03
Upstart Securitization Trust 2021-1, 0.00%, 03/20/31 0.03
Fannie Mae Pool, 3.00%, 02/01/43 0.03
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
Connecticut Avenue Securities Trust 2018-R07, 2.49%, 04/25/31 0.02
Connecticut Avenue Securities Trust 2019-R02, 2.39%, 08/25/31 0.02
Government National Mortgage Association, 0.37%, 01/16/60 0.02
FREMF 2018-KF45 Mortgage Trust, 2.05%, 03/25/25 0.02
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.02
Fannie Mae Pool, 3.00%, 05/01/43 0.02
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.02
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.02
Freddie Mac Pool, 3.00%, 10/01/49 0.02
Project Silver, 6.90%, 07/15/44 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 0.02
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
LOANME TRUST SBL 2019-1, 5.25%, 08/15/30 0.01
Freddie Mac Pool, 3.00%, 06/01/43 0.01
Fannie Mae Pool, 3.00%, 11/01/46 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
Freddie Mac Gold Pool, 3.50%, 01/01/47 0.01
Fannie Mae Pool, 3.00%, 10/01/34 0.01
Spectacle Gary Holdings LLC, 11.00%, 12/23/25 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%, 11/01/49 0.01
Freddie Mac Pool, 3.00%, 01/01/33 0.01
BBCCRE Trust 2015-GTP, 4.56%, 08/10/33 0.01
Fannie Mae Pool, 3.00%, 01/01/47 0.00
Freddie Mac Pool, 3.00%, 03/01/43 0.00
Government National Mortgage Association, 6.06%, 10/16/55 0.00
Government National Mortgage Association, 5.47%, 01/20/44 0.00
Freddie Mac Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/43 0.00
Fannie Mae Pool, 3.00%, 02/01/48 0.00
Sequoia Mortgage Trust 2018-8, 0.25%, 11/25/48 0.00
Freddie Mac Pool, 3.00%, 11/01/49 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
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Freddie Mac Pool, 3.00%, 02/01/43 0.00
Freddie Mac Pool, 3.50%, 02/01/43 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 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
Freddie Mac Pool, 3.00%, 03/01/43 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Freddie Mac Pool, 4.00%, 04/01/48 0.00
Boardriders Inc, 8.09%, 04/23/24 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
CBOT 5 Year US Treasury Note SEP 21 0.00
Pay Fixed 1.659% Receive ICE LIBOR USD 3 MONTH, 0.00%, 08/23/49 0.00
CBOT US Long Bond Future SEP 21 0.00
Buy Protection CDX-NAHYS36V1-05Y, 5.00%, 06/20/26 0.00
CBOT 2 Year US Treasury Note Future SEP 21 0.00
Ultra 10-Year US Treasury Note Futures SEP 21 0.00
CBOT 10 Year US Treasury Note SEP 21 0.00
Fannie Mae or Freddie Mac, 2.00%, 08/12/21 -1.75
Cash & Equivalents -6.63
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.