For Individual Investors in the US

Short Duration Flexible Bond Fund Holdings

Full Portfolio Holdings

(As of July 31, 2022)

% OF INVESTMENTS
United States Treasury Note/Bond, 0.12%, 06/30/23 5.72
United States Treasury Note/Bond, 0.38%, 10/31/23 4.16
United States Treasury Note/Bond, 0.12%, 03/31/23 2.57
United States Treasury Note/Bond, 0.12%, 05/31/23 2.28
United States Treasury Note/Bond, 0.12%, 04/30/23 1.62
United States Treasury Note/Bond, 3.00%, 07/15/25 1.54
United States Treasury Note/Bond, 0.12%, 02/28/23 1.45
Centene Corp, 4.25%, 12/15/27 1.32
Broadcom Inc, 3.46%, 09/15/26 1.22
United States Treasury Note/Bond, 0.88%, 01/31/24 1.17
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/26 1.14
Fannie Mae or Freddie Mac, 4.00%, 08/11/22 0.97
United States Treasury Note/Bond, 2.75%, 07/31/27 0.94
United States Treasury Note/Bond, 0.75%, 11/15/24 0.91
Bank of America Corp, 1.53%, 12/06/25 0.87
Morgan Stanley, 4.10%, 05/22/23 0.85
United States Treasury Note/Bond, 0.25%, 04/15/23 0.84
VICI Properties LP / VICI Note Co Inc, 3.50%, 02/15/25 0.83
Verizon Owner Trust 2019-C, 2.06%, 04/22/24 0.81
EQT Corp, 3.12%, 05/15/26 0.80
Banco Santander SA, 4.17%, 03/24/28 0.80
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc, 4.12%, 08/15/26 0.78
United States Treasury Note/Bond, 2.75%, 04/30/27 0.74
Netflix Inc, 3.62%, 06/15/25 0.73
Fannie Mae or Freddie Mac, 3.00%, 08/11/22 0.72
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc, 2.88%, 10/15/26 0.68
JPMorgan Chase & Co, 4.08%, 04/26/26 0.66
SK Hynix Inc, 1.00%, 01/19/24 0.61
PRA Health Sciences Inc, 2.88%, 07/15/26 0.61
FREED ABS Trust 2022-2CP, 4.49%, 05/18/29 0.61
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 0.59
SVB Financial Group, 4.25%, 02/15/99 0.58
Fannie Mae Pool, 3.00%, 03/01/52 0.57
Goldman Sachs Group Inc, 0.63%, 11/17/23 0.57
Great Wolf Trust 2019-WOLF, 3.03%, 12/15/36 0.56
UBS Group AG, 7.00%, 07/31/99 0.56
Brunswick Corp/DE, 0.85%, 08/18/24 0.55
Citigroup Inc, 4.40%, 06/10/25 0.55
GLP Capital LP / GLP Financing II Inc, 3.35%, 09/01/24 0.55
Microchip Technology Inc, 2.67%, 09/01/23 0.55
Athene Global Funding, 1.72%, 01/07/25 0.55
S&P Global Inc, 2.45%, 03/01/27 0.54
Mitsubishi UFJ Financial Group Inc, 4.79%, 07/18/25 0.54
Blackstone Private Credit Fund, 4.70%, 03/24/25 0.54
BNP Paribas SA, 7.38%, 02/19/99 0.54
T-Mobile USA Inc, 2.25%, 02/15/26 0.52
Flagstar Mortgage Trust 2021-13INV, 3.00%, 12/30/51 0.51
Celanese US Holdings LLC, 5.90%, 07/05/24 0.51
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC, 3.50%, 02/15/23 0.51
Morgan Stanley, 3.74%, 04/24/24 0.50
DBCCRE 2014-ARCP Mortgage Trust, 4.93%, 01/10/34 0.50
SLM Corp, 3.12%, 11/02/26 0.48
DB Master Finance LLC, 4.03%, 11/20/47 0.46
GCAT 2022-INV1 Trust, 3.00%, 12/25/51 0.45
United States Treasury Note/Bond, 0.12%, 08/31/23 0.43
United States Treasury Note/Bond, 1.75%, 06/30/24 0.43
COLEM 2022-HLNE Mortgage Trust, 2.46%, 04/12/42 0.43
Celanese US Holdings LLC, 6.05%, 03/15/25 0.43
Santander Drive Auto Receivables Trust 2021-1, 1.13%, 11/16/26 0.42
Upstart Securitization Trust 2022-1, 3.12%, 03/20/32 0.41
Owl Rock Capital Corp III, 3.12%, 04/13/27 0.41
Ares Capital Corp, 2.88%, 06/15/27 0.41
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 2.98%, 05/15/36 0.41
FREED ABS Trust 2021-3FP, 1.01%, 11/20/28 0.40
Fannie Mae Pool, 3.50%, 06/01/52 0.40
CBAM 2019-11R Ltd, 4.21%, 01/20/35 0.40
Credit Suisse Mortgage Capital Certificates 2019-ICE4, 3.43%, 05/15/36 0.39
Life 2021-BMR Mortgage Trust, 2.70%, 03/15/38 0.39
Novelis Corp, 3.25%, 11/15/26 0.38
280 Park Avenue 2017-280P Mortgage Trust, 2.75%, 09/15/34 0.38
GFL Environmental Inc, 3.75%, 08/01/25 0.38
Amazon.com Inc, 2.73%, 04/13/24 0.38
CSMC 2020-UNFI, 5.45%, 12/15/22 0.38
Sprint Communications LLC, 6.00%, 11/15/22 0.38
HAT Holdings I LLC / HAT Holdings II LLC, 3.38%, 06/15/26 0.38
WR Grace Holdings LLC, 5.62%, 10/01/24 0.37
Lanark Master Issuer PLC, 2.28%, 12/22/69 0.37
Fannie Mae Pool, 3.50%, 07/01/52 0.37
DROP Mortgage Trust 2021-FILE, 3.15%, 10/15/43 0.37
KNDL 2019-KNSQ Mortgage Trust, 2.80%, 05/15/36 0.37
Pawneee Equipment Receivables Series 2021-1 LLC, 1.10%, 07/15/27 0.37
VICI Properties LP, 4.38%, 05/15/25 0.37
JBS USA Food Co, 2.50%, 01/15/27 0.36
OBX 2022-INV1 Trust, 3.00%, 12/25/51 0.36
Bayview MSR Opportunity Master Fund Trust 2021-INV2, 3.00%, 12/25/51 0.36
Qorvo Inc, 1.75%, 12/15/24 0.36
BX Commercial Mortgage Trust 2019-XL, 2.92%, 10/15/36 0.36
BPR Trust 2022-OANA, 3.86%, 04/15/37 0.36
Neuberger Berman Loan Advisers CLO 33 Ltd, 4.34%, 10/16/33 0.35
First Investors Auto Owner Trust 2022-1, 2.03%, 01/15/27 0.35
Upstart Securitization Trust 2022-2, 4.37%, 05/20/32 0.35
MHC Commercial Mortgage Trust 2021-MHC, 2.80%, 04/15/38 0.35
Verus Securitization Trust 2020-1, 2.64%, 01/25/60 0.34
CP EF Asset Securitization I LLC, 5.96%, 04/15/30 0.34
NMEF Funding 2022-A LLC, 2.58%, 10/16/28 0.33
Freddie Mac Pool, 3.50%, 05/01/52 0.32
BNP Paribas SA, 4.71%, 01/10/25 0.32
Vail Resorts Inc, 6.25%, 05/15/25 0.32
Extended Stay America Trust 2021-ESH, 4.85%, 07/15/38 0.31
Avis Budget Rental Car Funding AESOP LLC, 4.56%, 03/20/24 0.31
Cold Storage Trust 2020-ICE5, 2.90%, 11/15/37 0.31
Zurn LLC, 4.61%, 10/04/28 0.31
Mello Mortgage Capital Acceptance 2022-INV1, 3.00%, 03/25/52 0.31
Freddie Mac STACR REMIC Trust 2021-HQA2, 3.56%, 12/25/33 0.30
Fannie Mae Connecticut Avenue Securities, 3.51%, 11/25/41 0.30
Life 2022-BMR Mortgage Trust, 3.25%, 05/15/39 0.30
SREIT Trust 2021-MFP, 2.73%, 11/15/38 0.30
Wells Fargo & Co, 3.53%, 03/24/28 0.30
Palmer Square Loan Funding 2020-1 Ltd, 2.83%, 02/20/28 0.30
BX Commercial Mortgage Trust 2021-VOLT, 4.40%, 09/15/36 0.29
Lendbuzz Securitization Trust 2022-1, 4.22%, 05/17/27 0.29
Avolon Holdings Funding Ltd, 2.12%, 02/21/26 0.29
Deutsche Bank AG/New York NY, 0.96%, 11/08/23 0.28
Foursight Capital Automobile Receivables Trust 2021-1, 0.87%, 01/15/26 0.28
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.28
TransDigm Inc, 8.00%, 12/15/25 0.28
Arivo Acceptance Auto Loan Receivables Trust 2022-1, 3.93%, 05/15/28 0.28
UNIFY Auto Receivables Trust 2021-1, 0.98%, 07/15/26 0.28
Air Lease Corp, 0.80%, 08/18/24 0.28
Starwood Property Trust Inc, 3.75%, 12/31/24 0.28
Chesapeake Funding II LLC, 2.71%, 09/15/31 0.27
Air Lease Corp, 1.88%, 08/15/26 0.27
Connecticut Avenue Securities Trust 2022-R03, 3.61%, 03/25/42 0.27
Lendingpoint 2022-A Asset Securitization Trust, 1.68%, 06/15/29 0.27
Freddie Mac Stacr Remic Trust 2020-HQA2, 5.36%, 03/25/50 0.27
Eagle RE 2020-1 Ltd, 3.16%, 01/25/30 0.27
Exeter Automobile Receivables Trust 2020-2, 7.19%, 09/15/27 0.26
Caesars Resort Collection LLC / CRC Finco Inc, 5.75%, 07/01/25 0.26
Fannie Mae Pool, 4.50%, 08/01/52 0.26
Tesla Auto Lease Trust 2020-A, 4.64%, 08/20/24 0.26
OBX 2021-INV3 Trust, 2.50%, 10/25/51 0.26
Corebridge Financial Inc, 3.50%, 04/04/25 0.25
PRPM 2022-2 LLC, 5.00%, 03/25/27 0.25
Castlelake Aviation Finance DAC, 5.00%, 04/15/27 0.25
OCP CLO 2015-10 Ltd, 1.78%, 01/26/34 0.25
Drive Auto Receivables Trust 2020-1, 2.70%, 05/17/27 0.24
Med Trust 2021-MDLN, 5.15%, 11/15/38 0.24
Santander Bank Auto Credit-Linked Notes Series 2022-A, 5.28%, 05/15/32 0.24
Connecticut Avenue Securities Trust 2022-R01, 3.41%, 12/25/41 0.23
Vantage Data Centers Issuer LLC, 1.65%, 09/15/45 0.23
Microchip Technology Inc, 4.25%, 09/01/25 0.23
BX Commercial Mortgage Trust 2021-21M, 2.73%, 10/15/36 0.23
Sprint Corp, 7.88%, 09/15/23 0.23
Conn Funding II LP, 5.87%, 12/15/26 0.23
Libra Solutions 2022-1 LLC, 4.75%, 05/15/34 0.23
STWD Trust 2021-FLWR, 3.37%, 07/15/36 0.23
Tricolor Auto Securitization Trust 2022-1, 3.30%, 02/18/25 0.23
ACC Auto Trust 2022-A, 4.58%, 07/15/26 0.23
International Game Technology PLC, 6.50%, 02/15/25 0.22
Avolon Holdings Funding Ltd, 4.25%, 04/15/26 0.22
ACM Auto Trust 2022-1, 3.23%, 04/20/29 0.21
BNP Paribas SA, 2.82%, 11/19/25 0.21
Horizon Therapeutics USA Inc, 5.50%, 08/01/27 0.21
Oscar US Funding XII LLC, 0.70%, 04/10/25 0.20
OneMain Finance Corp, 3.50%, 01/15/27 0.20
OneMain Finance Corp, 6.88%, 03/15/25 0.20
Connecticut Avenue Securities Trust 2022-R01, 4.66%, 12/25/41 0.20
Hilton Grand Vacations Trust 2020-A, 2.74%, 02/25/39 0.20
CF Hippolyta Issuer LLC, 1.53%, 03/15/61 0.19
Upstart Securitization Trust 2021-4, 0.84%, 09/20/31 0.19
PRPM 2021-9 LLC, 2.36%, 10/25/26 0.19
Marlette Funding Trust 2021-3, 0.65%, 12/15/31 0.19
PRPM 2021-10 LLC, 2.49%, 10/25/26 0.19
Connecticut Avenue Securities Trust 2022-R05, 3.41%, 04/25/42 0.19
Oasis Securitization Funding LLC, 2.14%, 10/15/33 0.18
Life 2021-BMR Mortgage Trust, 3.10%, 03/15/38 0.18
Oceanview Mortgage Trust 2022-INV1, 3.00%, 12/25/51 0.18
Diamond Infrastructure Funding LLC, 1.76%, 04/15/49 0.18
SoFi Professional Loan Program 2020-C Trust, 1.95%, 02/15/46 0.18
Bayview MSR Opportunity Master Fund Trust 2021-INV4, 2.36%, 10/25/51 0.18
Freddie Mac Structured Agency Credit Risk Debt Notes, 4.11%, 11/25/50 0.18
Bayview MSR Opportunity Master Fund Trust 2021-INV5, 1.78%, 11/25/51 0.18
Mercury Financial Credit Card Master Trust, 1.54%, 03/20/26 0.18
Fannie Mae or Freddie Mac, 3.50%, 09/14/22 0.18
Travel + Leisure Co, 5.65%, 04/01/24 0.17
Freddie Mac STACR REMIC Trust 2022-DNA5, 4.46%, 06/25/42 0.17
BX Trust 2021-LBA, 2.80%, 02/15/36 0.17
ModivCare Inc, 5.88%, 11/15/25 0.17
Mello Mortgage Capital Acceptance 2021-INV3, 2.46%, 10/25/51 0.17
MHC Commercial Mortgage Trust 2021-MHC, 3.35%, 04/15/38 0.17
International Game Technology PLC, 4.12%, 04/15/26 0.17
Targa Resources Partners LP / Targa Resources Partners Finance Corp, 6.50%, 07/15/27 0.16
NOVA Chemicals Corp, 4.88%, 06/01/24 0.16
Freddie Mac Structured Agency Credit Risk Debt Notes, 4.17%, 07/25/42 0.16
Mello Mortgage Capital Acceptance 2021-INV4, 2.50%, 12/25/51 0.16
Univar Solutions USA Inc/Washington, 5.12%, 12/01/27 0.16
Cold Storage Trust 2020-ICE5, 3.65%, 11/15/37 0.16
IRB Holding Corp, 7.00%, 06/15/25 0.16
CSMC 2021-WEHO, 5.97%, 04/15/23 0.16
Freddie Mac STACR REMIC Trust 2020-DNA6, 3.51%, 12/25/50 0.16
OnDeck Asset Securitization Trust III LLC, 1.59%, 05/17/27 0.16
Cold Storage Trust 2020-ICE5, 3.30%, 11/15/37 0.16
TTAN 2021-MHC, 2.85%, 03/15/38 0.16
OBX 2022-INV1 Trust, 3.00%, 12/25/51 0.15
VMC Finance 2021-HT1 LLC, 3.81%, 01/18/37 0.15
Med Trust 2021-MDLN, 6.00%, 11/15/38 0.15
DAE Funding LLC, 1.55%, 08/01/24 0.15
BX Trust 2021-LBA, 2.80%, 02/15/36 0.15
Lumen Technologies Inc, 7.50%, 04/01/24 0.15
Donlen Fleet Lease Funding 2 LLC, 0.98%, 12/11/34 0.14
Provident Funding Mortgage Trust 2021-INV1, 2.50%, 08/25/51 0.14
United States Treasury Note/Bond, 2.75%, 05/31/29 0.14
JPMorgan Chase Bank NA - CACLN, 0.88%, 09/25/28 0.14
United States Treasury Note/Bond, 1.75%, 03/15/25 0.14
Fannie Mae Pool, 3.00%, 03/01/52 0.13
Lendingpoint 2021-B Asset Securitization Trust, 1.11%, 02/15/29 0.13
Upstart Securitization Trust 2021-3, 0.83%, 07/20/31 0.13
Donlen Fleet Lease Funding 2 LLC, 1.20%, 12/11/34 0.13
HCA Inc, 5.38%, 02/01/25 0.13
CIFC Funding 2021-VII Ltd, 4.38%, 01/23/35 0.13
Affirm Asset Securitization Trust 2021-A, 0.88%, 08/15/25 0.13
CIM Trust 2021-NR1, 2.57%, 07/25/55 0.13
Affirm Asset Securitization Trust 2021-B, 1.03%, 08/17/26 0.13
Lendbuzz Securitization Trust 2021-1, 1.46%, 06/15/26 0.13
Sierra Timeshare 2021-1 Receivables Funding LLC, 0.99%, 11/20/37 0.13
Atalaya Equipment Leasing Trust 21-1, 1.23%, 05/15/26 0.13
TSMC Arizona Corp, 3.88%, 04/22/27 0.13
Freddie Mac STACR REMIC Trust 2022-HQA1, 3.61%, 03/25/42 0.13
UWM Mortgage Trust 2021-INV4, 2.50%, 12/25/51 0.13
Oak Street Investment Grade Net Lease Fund Series 2020-1, 1.85%, 11/20/50 0.13
JPMorgan Chase Bank NA - CACLN, 0.99%, 01/25/28 0.12
Fannie Mae Pool, 3.50%, 06/01/52 0.12
CIFC Funding 2016-I Ltd, 4.43%, 10/21/31 0.12
Connecticut Avenue Securities Trust 2022-R04, 3.51%, 03/25/42 0.12
NextEra Energy Operating Partners LP, 4.25%, 07/15/24 0.12
Freddie Mac Pool, 3.50%, 02/01/52 0.12
VASA Trust 2021-VASA, 2.90%, 07/15/39 0.12
RCKT Mortgage Trust 2021-3, 1.73%, 07/25/51 0.12
NRZ Excess Spread-Collateralized Notes, 3.10%, 07/25/26 0.11
Fannie Mae Pool, 3.00%, 04/01/52 0.11
Pagaya AI Debt Trust 2022-1, 2.03%, 10/15/29 0.11
Connecticut Avenue Securities Trust 2021-R03, 3.16%, 12/25/41 0.11
Carvana Auto Receivables Trust 2021-P4, 0.82%, 04/10/25 0.11
Extended Stay America Trust 2021-ESH, 3.08%, 07/15/38 0.11
JPMorgan Chase Bank NA - CACLN, 0.89%, 12/26/28 0.11
GLS Auto Receivables Issuer Trust 2020-4, 0.87%, 12/16/24 0.11
Lumen Technologies Inc, 5.62%, 04/01/25 0.10
Fannie Mae Pool, 3.50%, 04/01/52 0.10
TPI RE-REMIC Trust 2022-FRR1, 0.00%, 08/25/46 0.10
Life 2022-BMR Mortgage Trust, 3.75%, 05/15/39 0.10
Fannie Mae Pool, 3.00%, 04/01/52 0.10
Exeter Automobile Receivables Trust 2021-2, 1.08%, 11/16/26 0.10
Theorem Funding Trust 2021-1, 1.21%, 12/15/27 0.10
Santander Bank NA - SBCLN, 3.27%, 12/15/31 0.10
Tesla Auto Lease Trust 2021-B, 0.60%, 09/22/25 0.10
Lendingpoint 2021-A Asset Securitization Trust, 1.00%, 12/15/28 0.10
LAD Auto Receivables Trust 2021-1, 1.30%, 08/17/26 0.09
TPI RE-REMIC Trust 2022-FRR1, 0.00%, 07/25/46 0.09
Lowe's Cos Inc, 3.35%, 04/01/27 0.09
BBCMS 2017-DELC Mortgage Trust, 2.85%, 08/15/36 0.08
Connecticut Avenue Securities Trust 2022-R06, 4.26%, 05/25/42 0.08
Connecticut Avenue Securities Trust 2019-R03, 4.41%, 09/25/31 0.08
BX Commercial Mortgage Trust 2019-XL, 3.08%, 10/15/36 0.08
Freddie Mac STACR REMIC Trust 2021-HQA1, 3.76%, 08/25/33 0.08
Diamond Resorts Owner Trust 2021-1, 1.51%, 11/21/33 0.08
Freddie Mac Structured Agency Credit Risk Debt Notes, 3.81%, 08/25/33 0.08
HPEFS Equipment Trust 2020-1, 2.03%, 02/20/30 0.08
HPEFS Equipment Trust 2020-1, 2.26%, 02/20/30 0.08
TPI RE-REMIC Trust 2022-FRR1, 0.00%, 07/25/46 0.08
Aqua Finance Trust 2021-A, 1.54%, 07/17/46 0.07
United States Treasury Note/Bond, 1.12%, 01/15/25 0.07
HCA Inc, 5.88%, 02/15/26 0.07
CF Hippolyta Issuer LLC, 1.98%, 03/15/61 0.07
Westgate Resorts 2022-1 LLC, 1.79%, 08/20/36 0.07
Tenet Healthcare Corp, 4.62%, 07/15/24 0.07
JPMorgan Chase Bank NA - CACLN, 0.84%, 02/25/28 0.07
Extended Stay America Trust 2021-ESH, 3.38%, 07/15/38 0.07
Exeter Automobile Receivables Trust 2020-1, 2.49%, 01/15/25 0.07
Santander Prime Auto Issuance Notes Trust 2018-A, 5.04%, 09/15/25 0.07
Freddie Mac Pool, 4.00%, 08/01/52 0.06
Upstart Securitization Trust 2021-5, 1.31%, 11/20/31 0.06
LUXE Trust 2021-TRIP, 3.05%, 10/15/38 0.06
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2, 4.41%, 10/15/26 0.06
Fannie Mae Connecticut Avenue Securities, 6.56%, 02/25/25 0.06
Fannie Mae Pool, 4.00%, 06/01/52 0.06
Fannie Mae Pool, 3.50%, 04/01/52 0.06
Freddie Mac Pool, 4.00%, 07/01/52 0.06
Med Trust 2021-MDLN, 4.00%, 11/15/38 0.05
Med Trust 2021-MDLN, 3.80%, 11/15/38 0.05
FREED ABS Trust 2019-2, 4.86%, 11/18/26 0.05
ACC Auto Trust 2021-A, 1.08%, 04/15/27 0.05
Tesla Auto Lease Trust 2021-B, 0.91%, 09/22/25 0.05
Connecticut Avenue Securities Trust 2019-R06, 4.36%, 09/25/39 0.05
Fannie Mae Connecticut Avenue Securities, 7.96%, 04/25/28 0.05
Octagon Investment Partners 48 Ltd, 4.31%, 10/20/34 0.05
Conn's Receivables Funding 2021-A LLC, 1.05%, 05/15/26 0.05
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1, 3.84%, 12/25/25 0.04
Freddie Mac STACR Trust 2019-DNA4, 4.21%, 10/25/49 0.04
Fannie Mae Pool, 3.50%, 04/01/52 0.04
United States Treasury Note/Bond, 1.50%, 02/15/25 0.03
Upstart Securitization Trust 2021-1, 0.87%, 03/20/31 0.03
Fannie Mae Pool, 4.00%, 07/01/52 0.02
Upstart Securitization Trust 2020-3, 1.70%, 11/20/30 0.02
OSCAR US Funding Trust VII LLC, 2.76%, 12/10/24 0.02
Fannie Mae Connecticut Avenue Securities, 7.26%, 07/25/25 0.02
Fannie Mae Pool, 3.50%, 04/01/52 0.02
Angel Oak Mortgage Trust 2019-5, 2.59%, 10/25/49 0.02
Angel Oak Mortgage Trust 2019-6, 2.62%, 11/25/59 0.02
Fannie Mae Pool, 3.50%, 04/01/52 0.02
Fannie Mae Pool, 4.00%, 06/01/52 0.02
Freddie Mac Pool, 3.50%, 04/01/52 0.01
Freddie Mac Pool, 3.50%, 04/01/52 0.01
Connecticut Avenue Securities Trust 2018-R07, 4.66%, 04/25/31 0.01
Santander Consumer Auto Receivables Trust 2020-A, 1.37%, 10/15/24 0.01
JP Morgan Mortgage Trust 2019-LTV2, 3.50%, 12/25/49 0.01
Connecticut Avenue Securities Trust 2019-R02, 4.56%, 08/25/31 0.01
Connecticut Avenue Securities Trust 2019-R07, 4.36%, 10/25/39 0.00
CBOT 10 Year US Treasury Note SEP 22 0.00
Ultra 10-Year US Treasury Note Futures SEP 22 0.00
CBOT 5 Year US Treasury Note SEP 22 0.00
Buy Protection CDX-NAHYS38V2-05Y, 5.00%, 06/20/27 0.00
CME Ultra Long Term US Treasury Bond Future SEP 22 0.00
CBOT 2 Year US Treasury Note Future SEP 22 0.00
CBOT US Long Bond Future SEP 22 0.00
Cash & Equivalents 0.57
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.