Multi-Sector Income Fund Holdings

Full Portfolio Holdings as of 05/31/19

(As of 05/31/2019)

% OF INVESTMENTS
Fannie Mae or Freddie Mac, 4.00%, 06/13/19 2.30
Ginnie Mae, 5.00%, 06/20/19 0.98
Bank of America Corp, 2.15%, 11/09/20 0.90
Freddie Mac Gold Pool, 4.00%, 05/01/49 0.83
Freeport-McMoRan Inc, 3.55%, 03/01/22 0.83
Applebee's Funding LLC / IHOP Funding LLC, 4.28%, 09/05/44 0.69
Mello Warehouse Securitization Trust 2019-1, 4.80%, 06/25/52 0.60
Aleris International Inc, 10.75%, 07/15/23 0.59
Fannie Mae Pool, 3.00%, 02/01/57 0.56
Wabtec Corp, 4.95%, 09/15/28 0.53
CommScope Inc, 8.25%, 03/01/27 0.49
Fannie Mae Connecticut Avenue Securities, 6.03%, 01/25/30 0.48
OneMain Direct Auto Receivables Trust 2019-1, 4.68%, 04/14/31 0.47
Dryden 71 CLO Ltd, 3.84%, 01/15/29 0.47
JPMorgan Chase & Co, 2.29%, 08/15/21 0.46
Coinstar Funding LLC Series 2017-1, 5.22%, 04/25/47 0.45
Fannie Mae Connecticut Avenue Securities, 5.98%, 07/25/30 0.43
Freddie Mac Gold Pool, 4.00%, 05/01/49 0.42
Scientific Games International Inc, 10.00%, 12/01/22 0.41
Carvana Auto Receivables Trust 2019-1, 5.64%, 01/15/26 0.41
Carlyle Global Market Strategies CLO 2013-1 Ltd, 3.75%, 08/14/30 0.40
Madison Park Funding XVIII Ltd, 3.78%, 10/21/30 0.40
UBM PLC, 5.75%, 11/03/20 0.40
Banco La Hipotecaria SA, 5.50%, 09/15/23 0.39
Trinity Industries Inc, 4.55%, 10/01/24 0.39
Fannie Mae Pool, 3.50%, 02/01/57 0.38
Reynolds Group Holdings Inc, 5.31%, 02/05/23 0.37
ARD Finance SA, 7.12%, 09/15/23 0.37
Western Digital Corp, 4.75%, 02/15/26 0.35
Freddie Mac Gold Pool, 4.50%, 04/01/49 0.35
Smithfield Foods Inc, 5.20%, 04/01/29 0.35
Golden Nugget Inc, 8.75%, 10/01/25 0.34
Vx Cargo 2018-1 Trust, 5.44%, 12/15/33 0.34
Prima Capital CRE Securitization 2015-IV Ltd, 4.00%, 08/24/49 0.34
Allegheny Technologies Inc, 5.95%, 01/15/21 0.34
Octagon Investment Partners 40 Ltd, 6.43%, 04/20/31 0.34
Molina Healthcare Inc, 5.38%, 11/15/22 0.34
Santander Drive Auto Receivables Trust 2019-2, 3.22%, 07/15/25 0.34
Carlyle Global Market Strategies CLO 2015-5 Ltd, 6.34%, 01/20/32 0.34
Sprite 2017-1 Ltd, 6.90%, 12/15/37 0.33
Fannie Mae or Freddie Mac, 5.00%, 06/13/19 0.33
Great Western Petroleum LLC / Great Western Finance Corp, 9.00%, 09/30/21 0.33
Marvell Technology Group Ltd, 4.88%, 06/22/28 0.33
AT Securities BV, 5.25%, 07/21/99 0.33
Wendy's Funding LLC, 4.08%, 06/15/45 0.33
Trimble Inc, 4.75%, 12/01/24 0.33
Owens Corning, 3.40%, 08/15/26 0.33
Arroyo Mortgage Trust 2019-2, 4.76%, 04/25/49 0.32
Level 3 Financing Inc, 5.38%, 08/15/22 0.32
Tesla Auto Lease Trust 2018-A, 4.94%, 03/22/21 0.32
CCO Holdings LLC / CCO Holdings Capital Corp, 5.38%, 06/01/29 0.32
II-VI Inc, 6.05%, 05/08/26 0.32
Froneri International Ltd, 4.08%, 01/26/25 0.32
KKR Clo 17 Ltd, 6.05%, 04/15/29 0.32
GCI Holdings LLC, 4.77%, 02/02/22 0.32
Hanjin International Corp, 5.08%, 10/18/20 0.32
Enterprise Development Authority, 12.00%, 07/15/24 0.31
Synchrony Financial, 5.15%, 03/19/29 0.31
Freddie Mac Gold Pool, 4.50%, 01/01/49 0.31
Fannie Mae Connecticut Avenue Securities, 6.18%, 10/25/30 0.30
Magellan Health Inc, 4.90%, 09/22/24 0.30
Jane Street Group LLC, 5.59%, 08/25/22 0.30
American Airlines Group Inc, 5.00%, 06/01/22 0.30
Trimble Inc, 4.90%, 06/15/28 0.30
Summit Materials LLC / Summit Materials Finance Corp, 6.50%, 03/15/27 0.30
ECAF I Ltd, 5.80%, 06/15/40 0.29
Alcoa Nederland Holding BV, 6.75%, 09/30/24 0.29
Level 3 Parent LLC, 4.77%, 02/22/24 0.29
Sequoia Mortgage Trust 2018-8, 0.34%, 11/25/48 0.29
NRG Energy Inc, 3.75%, 06/15/24 0.29
Twin River Worldwide Holdings Inc, 6.75%, 06/01/27 0.28
LCM XVIII LP, 3.61%, 04/20/31 0.28
Sound Point Clo XVI Ltd, 6.18%, 07/25/30 0.27
Tamko Building Products Inc, 5.83%, 05/03/26 0.27
QEP Resources Inc, 6.88%, 03/01/21 0.27
Great Lakes Dredge & Dock Corp, 8.00%, 05/15/22 0.27
DaVita Inc, 5.00%, 05/01/25 0.27
CommScope Inc, 5.84%, 04/04/26 0.27
Magnetite XV Ltd, 3.59%, 07/25/31 0.26
CF Industries Inc, 3.40%, 12/01/21 0.26
NRG Energy Inc, 5.25%, 06/15/29 0.26
Freddie Mac Gold Pool, 4.50%, 06/01/49 0.26
Allegion US Holding Co Inc, 3.20%, 10/01/24 0.25
Glencore Funding LLC, 4.12%, 03/12/24 0.25
BlueMountain CLO 2016-2 Ltd, 9.52%, 08/20/28 0.25
Brown & Brown Inc, 4.50%, 03/15/29 0.25
BWAY Holding Co, 7.25%, 04/15/25 0.25
Change Healthcare Holdings LLC / Change Healthcare Finance Inc, 5.75%, 03/01/25 0.25
Formula One Management Ltd, 5.08%, 02/01/24 0.24
Conagra Brands Inc, 4.85%, 11/01/28 0.24
T-Mobile USA Inc, 6.50%, 01/15/24 0.24
NRG Energy Inc, 4.35%, 06/30/23 0.24
Golden Entertainment Inc, 7.62%, 04/15/26 0.24
Refinitiv US Holdings Inc, 6.35%, 10/01/25 0.24
Micron Technology Inc, 4.97%, 02/06/26 0.24
First Quantum Minerals Ltd, 7.25%, 04/01/23 0.24
Micron Technology Inc, 5.33%, 02/06/29 0.24
Ashton Woods USA LLC / Ashton Woods Finance Co, 9.88%, 04/01/27 0.23
Harley-Davidson Financial Services Inc, 4.05%, 02/04/22 0.23
NVA Holdings Inc/United States, 5.29%, 02/02/25 0.23
Avantor Inc, 6.25%, 05/15/22 0.23
MDC Holdings Inc, 5.50%, 01/15/24 0.23
SoFi Consumer Loan Program 2019-1 Trust, 4.42%, 02/25/28 0.23
Micron Technology Inc, 4.33%, 04/26/22 0.23
Go Daddy Operating Co LLC / GD Finance Co Inc, 5.25%, 12/01/27 0.23
eG Global Finance PLC, 6.75%, 02/07/25 0.23
American Axle & Manufacturing Inc, 6.62%, 10/15/22 0.23
Avantor Inc, 4.75%, 10/01/24 0.23
Dole Food Co Inc, 7.25%, 06/15/25 0.23
General Electric Co, 5.00%, 01/20/66 0.23
Bausch Health Americas Inc, 8.50%, 01/31/27 0.22
CryoLife Inc, 6.50%, 12/01/24 0.22
HomeVi SAS, 3.00%, 10/30/24 0.22
Ginnie Mae II Pool, 4.50%, 01/20/49 0.22
DaVita Inc, 5.75%, 08/15/22 0.22
Perrigo Finance Unlimited Co, 3.90%, 12/15/24 0.22
Fannie Mae Pool, 4.50%, 01/01/49 0.22
Lumentum Holdings Inc, 5.00%, 12/10/25 0.22
Magnetite XXII Ltd, 6.14%, 04/15/31 0.22
Voya CLO 2018-2 Ltd, 3.60%, 07/15/31 0.22
Stars Group Holdings BV, 6.10%, 07/10/25 0.21
Antero Resources Corp, 5.38%, 11/01/21 0.21
Citigroup Inc, 2.90%, 12/08/21 0.21
Verus Securitization Trust 2019-1, 4.46%, 02/25/59 0.21
Netflix Inc, 4.62%, 05/15/29 0.21
Kraft Heinz Foods Co, 5.00%, 07/15/35 0.21
Sounds Point CLO IV-R LTD, 3.75%, 04/18/31 0.21
RPI Finance Trust, 4.59%, 03/27/23 0.20
LCM XV LP, 6.29%, 07/20/30 0.20
Grizzly Finco, 5.85%, 10/01/25 0.20
Magnetite VIII Ltd, 3.58%, 04/15/31 0.20
InSite Issuer LLC, 6.12%, 12/15/48 0.20
BlueMountain CLO 2015-3 Ltd, 3.59%, 04/20/31 0.20
Insmed Inc, 1.75%, 01/15/25 0.20
Equifax Inc, 3.39%, 08/15/21 0.20
ALM VII R Ltd, 9.74%, 10/15/28 0.20
Conn's Receivables Funding 2019-A LLC, 4.36%, 10/16/23 0.19
Conn's Receivables Funding 2019-A LLC, 5.29%, 10/16/23 0.19
Pilgrim's Pride Corp, 5.75%, 03/15/25 0.19
Six Flags Theme Parks Inc, 4.59%, 04/17/26 0.19
James Hardie International Finance DAC, 3.62%, 10/01/26 0.19
SES GLOBAL Americas Holdings GP, 5.30%, 03/25/44 0.19
Entegris Inc, 4.56%, 11/06/25 0.19
First Investors Auto Owner Trust 2018-1, 7.16%, 08/15/25 0.19
Fannie Mae REMICS, 3.62%, 08/25/48 0.19
Sierra Timeshare 2019-1 Receivables Funding LLC, 4.75%, 01/20/36 0.19
Verus Securitization Trust 2018-INV1, 5.65%, 03/25/58 0.19
Octagon Investment Partners XXI Ltd, 6.48%, 02/14/31 0.19
Octagon Investment Partners 41 Ltd, 6.25%, 04/15/31 0.18
Chobani LLC, 6.10%, 10/07/23 0.18
Exeter Automobile Receivables Trust 2018-2, 5.33%, 05/15/25 0.18
Par Pharmaceutical Inc, 7.50%, 04/01/27 0.18
Boardriders Inc, 9.09%, 04/06/24 0.18
Applebee's Funding LLC / IHOP Funding LLC, 4.19%, 06/07/49 0.18
Westlake Automobile Receivables Trust 2018-2, 6.04%, 01/15/25 0.18
IHS Markit Ltd, 5.00%, 11/01/22 0.18
Tenet Healthcare Corp, 4.75%, 06/01/20 0.18
Netflix Inc, 3.88%, 11/15/29 0.18
Sofi Professional Loan Program 2018-D Trust, 0.00%, 02/25/48 0.17
Rent-A-Center Inc/TX, 4.75%, 05/01/21 0.17
Mars Inc, 3.60%, 04/01/34 0.17
Centene Corp, 5.38%, 06/01/26 0.17
Hertz Fleet Lease Funding LP, 4.62%, 01/10/33 0.17
Lamar Media Corp, 4.38%, 03/16/25 0.17
EnLink Midstream LLC, 5.38%, 06/01/29 0.17
Vistra Operations Co LLC, 4.61%, 08/04/23 0.17
Change Healthcare Holdings LLC, 5.25%, 03/01/24 0.17
Regatta IX Funding Ltd, 6.49%, 04/17/30 0.17
GCI LLC, 6.88%, 04/15/25 0.17
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc, 6.50%, 04/15/29 0.17
Sofi Professional Loan Program 2019-B LLC, 0.00%, 08/17/48 0.17
Century Communities Inc, 6.75%, 06/01/27 0.17
Scientific Games International Inc, 6.25%, 09/01/20 0.17
Exeter Automobile Receivables Trust 2018-4, 5.38%, 07/15/25 0.16
Newell Brands Inc, 4.20%, 04/01/26 0.16
Boeing Co, 3.10%, 05/01/26 0.16
American Homes 4 Rent LP, 4.25%, 02/15/28 0.16
Trimble Inc, 4.15%, 06/15/23 0.16
IHO Verwaltungs GmbH, 3.88%, 05/15/27 0.16
Fannie Mae Pool, 4.50%, 01/01/49 0.16
DCP Midstream Operating LP, 5.60%, 04/01/44 0.16
Golden Nugget Inc, 6.75%, 10/15/24 0.16
Kraft Heinz Foods Co, 4.00%, 06/15/23 0.16
Sofi Professional Loan Program 2018-C Trust, 0.00%, 01/25/48 0.16
NGPL PipeCo LLC, 7.77%, 12/15/37 0.15
TRI Pointe Group Inc / TRI Pointe Homes Inc, 4.38%, 06/15/19 0.15
Fannie Mae REMICS, 27.66%, 10/25/40 0.15
Altice Luxembourg SA, 7.75%, 05/15/22 0.15
PCI Gaming Authority, 5.59%, 05/15/26 0.15
Castlelake Aircraft Securitization Trust 2016-1, 6.15%, 08/15/41 0.15
CyrusOne LP / CyrusOne Finance Corp, 5.38%, 03/15/27 0.15
Lions Gate Capital Holdings LLC, 5.88%, 11/01/24 0.15
Ginnie Mae II Pool, 3.50%, 05/20/49 0.15
McAfee LLC, 6.33%, 09/29/24 0.15
ARD Securities Finance SARL, 8.75%, 01/31/23 0.14
Ultra Clean Holdings Inc, 7.02%, 08/27/25 0.14
MarketPlace Loan Trust 2015-LD1, 6.00%, 12/15/21 0.14
First Quantum Minerals Ltd, 7.00%, 02/15/21 0.14
Castlelake Aircraft Securitization Trust 2018-1, 6.62%, 06/15/43 0.14
MGM Resorts International, 7.75%, 03/15/22 0.14
IHS Markit Ltd, 4.12%, 08/01/23 0.14
Exeter Automobile Receivables Trust 2018-1, 4.64%, 10/15/24 0.14
Lam Research Corp, 4.00%, 03/15/29 0.14
Citigroup Commercial Mortgage Trust 2018-C5, 0.60%, 06/10/51 0.14
United Auto Credit Securitization Trust 2018-2, 5.26%, 05/10/23 0.14
Westlake Automobile Receivables Trust 2019-1, 5.67%, 02/17/26 0.14
Freddie Mac Gold Pool, 4.00%, 08/01/48 0.14
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC, 0.00%, 01/25/41 0.14
Rent-A-Center Inc/TX, 6.62%, 11/15/20 0.13
Fannie Mae Pool, 4.00%, 05/01/47 0.13
United Auto Credit Securitization Trust 2019-1, 4.29%, 08/12/24 0.13
Post Holdings Inc, 4.50%, 05/24/24 0.13
KNDL 2019-KNSQ Mortgage Trust, 4.50%, 05/15/36 0.13
Domino's Pizza Master Issuer LLC, 4.33%, 07/25/48 0.13
Wabtec Corp 0.13
Exeter Automobile Receivables Trust 2019-1, 5.20%, 01/15/26 0.13
Marriott Ownership Resorts Inc, 4.75%, 08/29/25 0.13
Hudbay Minerals Inc, 7.25%, 01/15/23 0.13
SoFi Consumer Loan Program 2019-2 Trust, 4.20%, 04/25/28 0.13
Benefit Street Partners CLO XI, 6.35%, 04/15/29 0.13
Business Jet Securities LLC, 7.75%, 02/15/33 0.13
New Residential Mortgage Loan Trust 2019-NQM2, 4.27%, 04/25/49 0.13
Men's Wearhouse Inc, 7.00%, 07/01/22 0.13
Del Frisco's Restaurant Group Inc, 8.52%, 06/27/25 0.13
Freddie Mac Gold Pool, 4.00%, 06/01/49 0.13
Santander Prime Auto Issuance Notes Trust 2018-A, 6.80%, 09/15/25 0.12
Bausch Health Americas Inc, 5.50%, 06/01/25 0.12
Wabtec Corp, 3.91%, 09/15/21 0.12
Dell International LLC, 4.36%, 03/13/24 0.12
Exeter Automobile Receivables Trust 2018-3, 6.55%, 08/25/25 0.12
EQM Midstream Partners LP, 5.50%, 07/15/28 0.12
Willis Engine Structured Trust III, 6.36%, 08/15/42 0.12
ALM VII Ltd, 9.70%, 10/15/28 0.12
Campbell Soup Co, 3.65%, 03/15/23 0.12
Madison Park Funding XVII Ltd, 6.19%, 07/21/30 0.12
Labrador Aviation Finance Ltd 2016-1A, 4.30%, 01/15/42 0.12
Range Resources Corp, 5.00%, 08/15/22 0.12
Forestar Group Inc, 8.00%, 04/15/24 0.12
Freddie Mac Gold Pool, 4.00%, 05/01/49 0.11
Freddie Mac Gold Pool, 4.00%, 08/01/48 0.11
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 0.11
S-Jets 2017-1 Ltd, 7.02%, 08/15/42 0.11
GSMOFFETT DUMMY TL, 4.87%, 06/15/21 0.11
Entravision Communications Corp, 5.25%, 11/30/24 0.11
Newell Brands Inc, 5.50%, 04/01/46 0.10
Antero Resources Corp, 5.62%, 06/01/23 0.10
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.75%, 10/15/20 0.10
JBS USA LUX SA, 5.08%, 05/01/26 0.10
CCM Merger Inc, 6.00%, 03/15/22 0.10
START Ireland, 0.00%, 03/15/44 0.10
SoFi Professional Loan Program 2017-E LLC, 0.00%, 11/26/40 0.10
Bristol-Myers Squibb Co, 3.20%, 06/15/26 0.10
Zephyrus Capital Aviation Partners 2018-1 Ltd, 4.61%, 10/15/38 0.10
American Credit Acceptance Receivables Trust 2018-3, 5.17%, 10/15/24 0.10
Octagon Investment Partners XV Ltd, 6.29%, 07/19/30 0.10
Sierra Timeshare 2018-3 Receivables Funding LLC, 5.20%, 09/20/35 0.10
Government National Mortgage Association, 0.48%, 01/16/60 0.09
VB-S1 Issuer LLC, 5.25%, 02/15/48 0.09
Carlyle Group LP 0.09
NRG Energy Inc, 5.75%, 01/15/28 0.09
Goldman Sachs Capital I, 6.34%, 02/15/34 0.09
Zekelman Industries Inc, 9.88%, 06/15/23 0.09
Fannie Mae Pool, 4.00%, 01/01/48 0.09
Nexstar Broadcasting Inc, 4.83%, 01/17/24 0.09
Excelitas Technologies Corp, 10.00%, 12/01/25 0.09
Freddie Mac Gold Pool, 3.50%, 11/01/48 0.09
Clear Channel International BV, 8.75%, 12/15/20 0.09
CSC Holdings LLC, 5.12%, 12/15/21 0.09
Marvell Technology Group Ltd, 4.20%, 06/22/23 0.09
Fannie Mae or Freddie Mac, 4.50%, 06/13/19 0.09
USA Compression Partners LP / USA Compression Finance Corp, 6.88%, 09/01/27 0.09
Synchrony Financial, 4.38%, 03/19/24 0.08
Teva Pharmaceutical Finance Netherlands III BV, 1.70%, 07/19/19 0.08
Perrigo Finance Unlimited Co, 3.50%, 03/15/21 0.08
SES SA, 4.62%, 01/02/68 0.08
SES SA, 5.30%, 04/04/43 0.08
Horizon Aircraft Finance I Ltd, 6.66%, 12/15/38 0.08
Extraction Oil & Gas Inc, 5.62%, 02/01/26 0.08
Apollo Aviation Securitization Equity Trust 2016-2, 5.93%, 11/15/41 0.08
Beazer Homes USA Inc, 8.75%, 03/15/22 0.08
TRI Pointe Group Inc, 5.25%, 06/01/27 0.08
Century Communities Inc, 6.88%, 05/15/22 0.08
Octagon Investment Partners 32 Ltd, 6.00%, 07/15/29 0.08
Fannie Mae Pool, 3.50%, 11/01/47 0.07
Allegheny Technologies Inc, 7.88%, 08/15/23 0.07
Freddie Mac Gold Pool, 3.50%, 08/01/48 0.07
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA, 6.62%, 05/15/22 0.07
Viacom Inc, 5.88%, 02/28/57 0.07
Gentiva Health Services Inc, 9.60%, 07/02/26 0.07
ACC Trust 2018-1, 6.81%, 02/21/23 0.07
Hertz Fleet Lease Funding LP, 5.55%, 05/10/32 0.07
Castlelake Aircraft Securitization Trust 2018-1, 0.00%, 06/15/43 0.07
Pioneer Aircraft Finance Ltd, 6.90%, 06/15/44 0.07
Citigroup Capital XIII, 8.95%, 10/30/40 0.07
Ginnie Mae II Pool, 3.50%, 06/20/49 0.07
JC Penney Corp Inc, 8.12%, 10/01/19 0.06
Altice Luxembourg SA, 7.25%, 05/15/22 0.06
Viacom Inc, 4.38%, 03/15/43 0.06
Fannie Mae Pool, 3.50%, 01/01/49 0.06
Transocean Inc, 5.80%, 10/15/22 0.06
Viacom Inc, 5.25%, 04/01/44 0.06
SAPPHIRE AVIATION FINANCE I LTD, 7.38%, 03/15/40 0.06
PowerTeam Services LLC, 9.75%, 03/06/26 0.06
M/I Homes Inc, 5.62%, 08/01/25 0.05
TRI Pointe Group Inc / TRI Pointe Homes Inc, 5.88%, 06/15/24 0.05
JELD-WEN Inc, 4.62%, 12/15/25 0.05
Pilgrim's Pride Corp 0.05
Virgin Media SFA Finance Ltd, 4.05%, 11/15/27 0.05
Thunderbolt II Aircraft Lease Ltd, 0.00%, 09/15/38 0.05
Ashton Woods USA LLC / Ashton Woods Finance Co, 6.75%, 08/01/25 0.05
JBS USA LUX SA / JBS USA Finance Inc, 6.75%, 02/15/28 0.04
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.04
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.04
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.04
A10 Term Asset Financing 2017-1 LLC, 4.70%, 03/15/36 0.04
Freddie Mac Gold Pool, 3.50%, 12/01/44 0.04
L1R HB Finance Ltd, 6.05%, 08/31/24 0.04
Freddie Mac Multifamily Structured Pass Through Certificates, 0.04%, 07/25/28 0.04
Fannie Mae Pool, 4.50%, 09/01/47 0.03
CSMC 2017-HD Trust, 6.09%, 02/15/31 0.03
AL Midcoast Holdings LLC, 8.05%, 08/01/25 0.03
Weekley Homes LLC / Weekley Finance Corp, 6.00%, 02/01/23 0.03
Teck Resources Ltd, 8.50%, 06/01/24 0.03
Fannie Mae Pool, 4.00%, 10/01/47 0.03
Fannie Mae Pool, 3.50%, 04/01/43 0.03
New Arclin US Holding Corp, 11.27%, 02/14/25 0.02
Freddie Mac Gold Pool, 4.00%, 04/01/48 0.02
EQT Corp, 3.36%, 10/01/20 0.02
Fannie Mae Pool, 3.50%, 11/01/43 0.02
Fannie Mae Pool, 3.50%, 12/01/47 0.02
Fannie Mae Pool, 4.00%, 04/01/48 0.02
Fannie Mae Pool, 4.00%, 01/01/48 0.02
Freddie Mac Gold Pool, 3.50%, 03/01/48 0.02
Government National Mortgage Association, 3.71%, 10/16/55 0.02
Mission Broadcasting Inc, 4.83%, 01/17/24 0.02
Fannie Mae Pool, 3.50%, 01/01/47 0.02
Freddie Mac Gold Pool, 3.50%, 11/01/47 0.02
PetVet Care Centers LLC, 8.78%, 02/15/26 0.02
Fannie Mae Pool, 4.00%, 05/01/48 0.02
Fannie Mae Pool, 3.50%, 07/01/46 0.02
Weekley Homes LLC / Weekley Finance Corp, 6.62%, 08/15/25 0.02
Fannie Mae Pool, 4.00%, 08/01/47 0.01
BBCCRE Trust 2015-GTP, 4.56%, 08/10/33 0.01
Freddie Mac Gold Pool, 4.00%, 05/01/48 0.01
Rowan Cos Inc, 7.88%, 08/01/19 0.01
Government National Mortgage Association, 3.11%, 01/20/44 0.01
Fannie Mae Pool, 4.00%, 01/01/48 0.01
Freddie Mac Gold Pool, 3.50%, 11/01/46 0.01
Fannie Mae Pool, 4.00%, 03/01/48 0.01
Freddie Mac Gold Pool, 4.00%, 01/01/49 0.01
Fannie Mae Pool, 4.00%, 02/01/48 0.01
Fannie Mae Pool, 4.00%, 09/01/47 0.01
Fannie Mae Pool, 3.50%, 02/01/45 0.01
Fannie Mae Pool, 3.50%, 02/01/45 0.01
Freddie Mac Gold Pool, 3.50%, 04/01/48 0.01
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 3.50%, 02/01/48 0.00
Freddie Mac Gold Pool, 4.00%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 08/01/46 0.00
Fannie Mae Pool, 3.50%, 02/01/43 0.00
Freddie Mac Gold Pool, 3.00%, 10/01/46 0.00
Fannie Mae Pool, 4.00%, 05/01/48 0.00
Fannie Mae Pool, 4.00%, 01/01/48 0.00
Fannie Mae REMICS, 3.00%, 05/25/48 0.00
Freddie Mac Gold Pool, 6.00%, 04/01/40 0.00
Belo Corp, 7.25%, 09/15/27 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Ginnie Mae I Pool, 4.50%, 08/15/46 0.00
Fannie Mae Pool, 3.50%, 07/01/46 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/44 0.00
Fannie Mae Pool, 3.50%, 12/01/42 0.00
Freddie Mac Gold Pool, 3.00%, 12/01/46 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Fannie Mae Pool, 3.00%, 02/01/47 0.00
Fannie Mae Pool, 4.50%, 02/01/46 0.00
Fannie Mae Pool, 3.50%, 04/01/44 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 3.50%, 04/01/48 0.00
QUIKSILVER INC BANKRUPTCY EQUITY CERT, 0.00%, 08/01/18 0.00
Freddie Mac Gold Pool, 4.00%, 03/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/48 0.00
Fannie Mae Pool, 5.00%, 07/01/44 0.00
Fannie Mae Pool, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.00%, 06/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 09/01/47 0.00
Ginnie Mae, 4.50%, 06/20/19 0.00
Ginnie Mae I Pool, 4.00%, 07/15/47 0.00
Fannie Mae Pool, 4.50%, 03/01/45 0.00
Fannie Mae Pool, 4.50%, 06/01/47 0.00
Fannie Mae Pool, 4.50%, 03/01/48 0.00
Fannie Mae Pool, 3.50%, 10/01/42 0.00
Freddie Mac Gold Pool, 4.50%, 08/01/48 0.00
Freddie Mac Gold Pool, 4.00%, 06/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/43 0.00
Ginnie Mae I Pool, 4.00%, 12/15/47 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Gold Pool, 4.00%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Fannie Mae Pool, 4.50%, 04/01/48 0.00
Fannie Mae Pool, 4.00%, 11/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Freddie Mac Gold Pool, 3.50%, 07/01/46 0.00
Freddie Mac Gold Pool, 3.00%, 01/01/45 0.00
Fannie Mae Pool, 3.50%, 01/01/48 0.00
Freddie Mac Gold Pool, 3.50%, 12/01/47 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/48 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, 6.12%, 05/15/46 0.00
Fannie Mae Pool, 4.50%, 10/01/44 0.00
Fannie Mae Pool, 4.50%, 11/01/47 0.00
Freddie Mac Gold Pool, 3.50%, 02/01/48 0.00
Freddie Mac Gold Pool, 4.50%, 05/01/44 0.00
Ginnie Mae I Pool, 4.00%, 11/15/47 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 12/01/45 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 4.50%, 06/01/48 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.50%, 07/01/47 0.00
Fannie Mae Pool, 3.50%, 08/01/47 0.00
Freddie Mac Gold Pool, 4.00%, 05/01/46 0.00
Fannie Mae Pool, 4.50%, 05/01/48 0.00
Fannie Mae Pool, 3.50%, 03/01/48 0.00
Fannie Mae Pool, 4.50%, 09/01/47 0.00
Fannie Mae Pool, 3.50%, 12/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Freddie Mac Gold Pool, 4.00%, 04/01/48 0.00
Ginnie Mae II Pool, 4.50%, 05/20/48 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 3.00%, 05/01/43 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 08/01/47 0.00
Fannie Mae Pool, 4.00%, 10/01/47 0.00
Fannie Mae Pool, 4.00%, 07/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Beacon Roofing Supply Inc, 6.38%, 10/01/23 0.00
Fannie Mae Pool, 4.00%, 11/01/47 0.00
Fannie Mae Pool, 4.00%, 07/01/47 0.00
Ginnie Mae I Pool, 4.00%, 08/15/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.00%, 06/01/47 0.00
Fannie Mae Pool, 4.50%, 05/01/47 0.00
Fannie Mae Pool, 4.50%, 08/01/47 0.00
Fannie Mae Pool, 6.00%, 02/01/37 0.00
90DAY EURO$ FUTR Dec19 4.89
90DAY EURO$ FUTR Mar20 4.91
90DAY EURO$ FUTR Jun20 4.91
90DAY EURO$ FUTR Sep20 4.92
Buy Protection CDX-NAHYS32V1-5Y, 5.00%, 06/20/24 -0.57
US 2YR NOTE (CBT) Sep19 1.21
US LONG BOND(CBT) Sep19 0.75
US ULTRA BOND CBT Sep19 0.20
US 5YR NOTE (CBT) Sep19 12.18
US 10yr Ultra Fut Sep19 -2.17
Buy Protection CDX-NAHYS32V1-5Y, 5.00%, 06/20/24 -0.32
Restricted Cash 0.00
Cash & Equivalents 1.43
Please consider the charges, risks, expenses and investment objectives carefully before investing. Please see a prospectus or, if available, a summary prospectus containing this and other information. Read it carefully before you invest or send money.
Holdings are subject to change without notice.
Janus Henderson publishes this listing of securities held as of the most recently available disclosure period, which varies depending on the portfolio. Any portion of holdings may be excluded from publication when deemed in the best interest of the portfolio. Securities are reported at market value.
The portfolio data and its presentation here may differ from the complete schedules of investments in regulatory filings due to differing accounting and reporting requirements.
Janus Henderson Distributors