Inflation Focused Fund

LIFFX

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Daily price w/o sales charge as of 02/25/2020

$11.18

$0.05

YTD Returns w/o sales charge as of 02/25/2020

-1.61%

Please click here for performance current to the most recent quarter-end and month-end.

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Summary

What is the Inflation Focused Fund?

The Fund seeks to deliver total returns that exceed the rate of inflation in the U.S. over a full inflation cycle and current income by combining investments in inflation-linked derivatives with a portfolio of fixed income securities.

EXPERIENCED INVESTMENT TEAM

The strategy is managed through a collaboration among 40+ investment professionals in portfolio management, credit research, and trading.

HIGHER INCOME POTENTIAL WITH LOWER DURATION

The strategy has provided the highest income stream in the Morningstar category and offers inflation protection with one-third the duration of the average TIPS-based portfolio.

TRUE INFLATION PROTECTION

The Fund has historically demonstrated negative correlation with Treasuries, providing diversification benefits to clients' portfolios.

Yield

Dividend Yield ¹ as of 02/25/2020

w/o sales charge

3.98%

30-Day Standardized Yield ² as of 01/31/2020

2.38%

Fund Basicsas of 01/31/2020

Total Net Assets: $983.23 M
Inception Date: 04/29/2011
Dividend Frequency: Monthly
Fund Expense Ratio: 0.56%
Number of Holdings: 1270

Fund Expense Ratio :

0.56%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 04/29/2011

w/o sales charge	-0.73%	2.49%	1.27%	1.56%	-	0.73%
Lipper Category Avg. Inflation Protected Bond Funds	1.54%	7.42%	2.93%	1.88%	-	-

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 04/29/2011

w/o sales charge	5.05%	5.05%	1.73%	1.60%	-	0.82%
Lipper Category Avg. Inflation Protected Bond Funds	7.39%	7.39%	2.68%	2.05%	-	-

Fund Expense Ratio :

0.56%

Returns with sales charges reflect a maximum sales charge of 2.25%.

Type	Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
U.S. Government Related
MBS
Sovereign
Other
Cash

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Maturity	Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 01/31/2020 View Portfolio

Rating	Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB
Not Rated

Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.

Investment Team

Kewjin Yuoh

Partner & Portfolio Manager

26 Years of Industry Experience

Andrew H. O'Brien, CFA

Partner & Portfolio Manager

22 Years of Industry Experience

Steven F. Rocco, CFA

Partner & Director of Taxable Fixed Income

19 Years of Industry Experience

Hyun Lee, CFA

Portfolio Manager

19 Years of Industry Experience

Robert A. Lee

Partner & Chief Investment Officer

29 Years of Industry Experience

Supported By 63 Investment Professionals with 16 Years Avg. Industry Experience

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Performance

Dividend Yield ¹ as of 02/25/2020

w/o sales charge

3.98%

30-Day Standardized Yield ² as of 01/31/2020

	Subsidized⁵	Un-Subsidized⁶
w/o sales charge	2.38%	2.38%

Fund Expense Ratio :

0.56%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 04/29/2011

w/o sales charge	-0.73%	2.49%	1.27%	1.56%	-	0.73%
Lipper Category Avg. Inflation Protected Bond Funds	1.54%	7.42%	2.93%	1.88%	-	-

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 04/29/2011

w/o sales charge	5.05%	5.05%	1.73%	1.60%	-	0.82%
Lipper Category Avg. Inflation Protected Bond Funds	7.39%	7.39%	2.68%	2.05%	-	-

Fund Expense Ratio :

0.56%

Returns with sales charges reflect a maximum sales charge of 2.25%.

Year	Fund Returns

2019	5.05%
2018	-1.18%
2017	1.42%
2016	5.14%
2015	-2.20%
2014	-5.09%
2013	-1.66%
2012	9.98%
2011	-3.38%

Year	Q1	Q2	Q3	Q4	Yearly Returns

2020	-	-	-	-	-1.61%
2019	2.71%	0.35%	-1.34%	3.31%	5.05%
2018	0.43%	1.06%	0.73%	-3.34%	-1.18%
2017	0.75%	-1.50%	1.16%	1.04%	1.42%
2016	-0.87%	-0.63%	2.56%	4.07%	5.14%
2015	-0.15%	1.74%	-4.65%	0.97%	-2.20%
2014	0.05%	2.23%	-2.71%	-4.63%	-5.09%
2013	0.59%	-3.71%	1.35%	0.17%	-1.66%
2012	5.43%	-0.89%	3.11%	2.08%	9.98%
2011	-	-	-5.96%	2.22%	-3.38%

NAV Historical Prices

Date	Net Asset Value

Portfolio

Rating	Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
U.S. Government Related
MBS
Sovereign
Other
Cash

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Rating	Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 01/31/2020

Rating	Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB
Not Rated

Portfolio Positioning as of 12/31/2019

The strategic design of this portfolio takes a different approach to inflation protection than its benchmark, which is comprised entirely of U.S. Treasury Inflation Protected Securities (“TIPS”). The portfolio combines a short-term bond strategy with an overlay of Consumer Price Index (“CPI”) swaps in order to hedge against inflation over a full cycle. Consumer prices rose more than expected during the quarter, primarily due to the increase in gas and oil prices, ultimately contributing to relative performance. Given the strong employment situation and diminishing deflationary pressures, such as U.S.-China trade tensions and the political shifts towards deglobalization, we don’t believe inflation rates will fall.
The underlying bond portfolio maintained its diversified exposure to various credit-sensitive sectors of the market. As a result of softer economic data and spread tightening, we generally reduced the risk profile of the portfolio by reallocating a portion of its exposure to high quality structured products. The portfolio’s high yield exposure remains at the lower end of its historical level, as we have seen a number of high yield corporate bonds being called or upgraded. We have, however, taken advantage of a few idiosyncratic opportunities within the high yield energy sector due to spread widening.
The portfolio’s commercial mortgage-backed security (“CMBS”) allocation came down during the fourth quarter as a large CMBS deal was repaid. Nonetheless, we remain attracted to this domestic asset class, as we believe it offers opportunities for further spread compression, and we have been adding to up-in quality issues. We continue to favor single-asset, single-borrower deals at this time, preferring their compelling asset quality, geographic locations, and stronger borrower profiles relative to conduit deals.
Given the continued tightening within corporate credit, we have been opportunistically adding to bank loans and collateralized loan obligations (“CLOs”), as we anticipate spreads within these sectors will compress in the upcoming months.

Portfolio Details as of 01/31/2020

Total Net Assets: $983.23 M
Number of Issues: 1270
Average Coupon: 3.67%
Average Life: 2.32 Years
Average Maturity: 2.32 Years
Average Effective Duration: 2.02 Years

To view definitions for the above Portfolio Details, Click here.

Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.

Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.

Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.

Holding	Coupon	Maturity	Assets

U.S. Treasury Note/Bond	1.375%	01/31/2022	2.9%
BX Commercial Mortgage Trust 2019-XL	2.596%	10/15/2036	1.1%
VNO Mortgage Trust	2.996%	11/15/2030	1.0%
DBWF 2018-AMXP Mortgage Trust	3.873%	05/05/2035	0.7%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.6%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.6%
BBCMS 2018-TALL Mortgage Trust	2.398%	03/15/2037	0.6%
AT&T, Inc.	3.312%	06/12/2024	0.5%
UBS AG	7.625%	08/17/2022	0.5%
Synchrony Credit Card Master Note Trust	2.640%	03/15/2023	0.5%

% of Total Assets			9.0%

Holding	Coupon	Maturity	Assets

U.S. Treasury Note/Bond	1.625%	12/31/2021	2.8%
BX Commercial Mortgage Trust 2019-XL	2.660%	10/15/2036	1.0%
VNO Mortgage Trust	2.996%	11/15/2030	0.9%
DBWF 2018-AMXP Mortgage Trust	3.747%	05/05/2035	0.6%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.6%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.6%
BBCMS 2018-TALL Mortgage Trust	2.462%	03/15/2037	0.6%
AT&T, Inc.	3.312%	06/12/2024	0.5%
UBS AG	7.625%	08/17/2022	0.5%
Synchrony Credit Card Master Note Trust	2.640%	03/15/2023	0.5%
JP Morgan Chase Commercial Mortgage Securities Tru	3.429%	06/10/2027	0.5%
Barclays Dryrock Issuance Trust	2.040%	05/15/2023	0.5%
Synchrony Credit Card Master Note Trust	2.190%	06/15/2023	0.4%
UBS-Barclays Commercial Mortgage Trust	3.347%	03/10/2046	0.4%
Citigroup Commercial Mortgage Trust	3.518%	05/10/2035	0.4%
NBCUniversal Enterprise, Inc.	5.250%	06/19/2099	0.4%
Bayer US Finance II LLC	3.875%	12/15/2023	0.4%
Dell International LLC / EMC Corp.	5.450%	06/15/2023	0.4%
BX Commercial Mortgage Trust 2018-BIOA	2.411%	03/15/2037	0.4%
Drive Auto Receivables Trust 2017-2	3.490%	09/15/2023	0.4%
Synchrony Credit Card Master Note Trust	2.210%	05/15/2024	0.4%
Ford Credit Floorplan Master Owner Trust A	2.840%	03/15/2024	0.4%
Continental Resources, Inc.	5.000%	09/15/2022	0.4%
FREMF 2015-K721 Mortgage Trust	3.565%	11/25/2047	0.4%
CFCRE Commercial Mortgage Trust 2018-TAN	4.236%	02/15/2033	0.4%
Lloyds Bank plc	6.500%	09/14/2020	0.4%
Newell Rubbermaid, Inc.	3.850%	04/01/2023	0.4%
Ford Credit Auto Owner Trust 2018-REV2	3.470%	01/15/2030	0.4%
CSMC Trust 2017-LSTK	2.761%	04/05/2033	0.3%
MPLX L.P.	6.375%	05/01/2024	0.3%
Fresenius Medical Care US Finance II, Inc.	5.875%	01/31/2022	0.3%
Ford Motor Credit Co. LLC	5.875%	08/02/2021	0.3%
DLL 2018-1 LLC	3.100%	04/18/2022	0.3%
BAT Capital Corp	3.222%	08/15/2024	0.3%
JPMBB Commercial Mortgage Securities Trust	4.079%	02/15/2047	0.3%
Universal Health Services, Inc.	4.750%	08/01/2022	0.3%
Reynolds Group Issuer, Inc.	5.750%	10/15/2020	0.3%
Benchmark 2019-B12 Mortgage Trust	3.440%	08/15/2052	0.3%
COMM 2016-GCT Mortgage Trust	3.461%	08/10/2029	0.3%
BB-UBS Trust	3.468%	06/05/2030	0.3%
GS Mortgage Securities Corp Trust 2019-70P	2.740%	10/15/2036	0.3%
LMREC 2019-CRE3 Inc	3.180%	12/22/2035	0.3%
Flagship Credit Auto Trust 2018-3	3.070%	02/15/2023	0.3%
Broadcom Inc	3.625%	10/15/2024	0.3%
Westlake Automobile Receivables Trust 2019-2	3.060%	02/15/2023	0.3%
Golden Credit Card Trust	3.440%	10/15/2025	0.3%
Abe Investment Holdings, Inc.	2.896%	11/04/2022	0.3%
Benchmark 2019-B12 Mortgage Trust	3.440%	08/15/2052	0.3%
ABN Amro Bank NV	6.250%	04/27/2022	0.3%
World Financial Network Credit Card Master Trust	2.030%	04/15/2025	0.3%
Hyundai Floorplan Master Owner Trust	2.680%	04/15/2024	0.3%
Equinix, Inc.	5.375%	05/15/2027	0.3%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	3.315%	09/15/2028	0.3%
Parallel 2015-1 Ltd	2.816%	07/20/2027	0.3%
Orec 2018-CRE1 Ltd	2.920%	06/15/2036	0.3%
Canadian Tire Corp Ltd	0.000%	01/02/2020	0.3%
Wells Fargo Commercial Mortgage Trust	4.218%	07/15/2046	0.3%
GS Mortgage Securities Trust	3.557%	04/10/2031	0.3%
BB-UBS Trust	2.892%	06/05/2030	0.3%
Ford Credit Floorplan Master Owner Trust A	3.060%	04/15/2026	0.3%
Baidu, Inc.	4.375%	05/14/2024	0.3%
Perimeter Master Note Business Trust	4.310%	12/15/2022	0.3%
First National Master Note Trust 2017-2	2.180%	10/16/2023	0.3%
Vistra Operations Co LLC	3.550%	07/15/2024	0.3%
Elm CLO 2014-1 Ltd	3.752%	01/17/2029	0.2%
Ares XLI Clo Ltd	3.201%	01/15/2029	0.2%
Continental Resources, Inc.	4.500%	04/15/2023	0.2%
Drive Auto Receivables Trust	3.660%	11/15/2024	0.2%
Oasis Petroleum, Inc.	6.875%	03/15/2022	0.2%
BBCMS 2018-TALL Mortgage Trust	4.177%	03/15/2037	0.2%
Drive Auto Receivables Trust	3.720%	09/16/2024	0.2%
Viterra, Inc.	5.950%	08/01/2020	0.2%
Carrizo Oil & Gas, Inc.	6.250%	04/15/2023	0.2%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.2%
CenturyLink, Inc.	4.549%	11/01/2022	0.2%
Hudsons Bay Simon JV Trust	3.914%	08/05/2034	0.2%
Charter Communications, Inc. CL A	4.322%	03/31/2023	0.2%
Barclays Bank plc	10.179%	06/12/2021	0.2%
PFS Financing Corp.	2.890%	02/15/2023	0.2%
Anglo American Capital plc	3.750%	04/10/2022	0.2%
General Motors Financial Co., Inc.	4.200%	03/01/2021	0.2%
TCF Auto Receivables Owner Trust 2015-2	4.240%	08/15/2022	0.2%
UBS-Barclays Commercial Mortgage Trust	3.244%	04/10/2046	0.2%
Baidu, Inc.	3.875%	09/29/2023	0.2%
Origin Energy Finance Ltd.	5.450%	10/14/2021	0.2%
Ausgrid Finance Pty Ltd	3.850%	05/01/2023	0.2%
Antero Resources Corp.	5.125%	12/01/2022	0.2%
JP Morgan Chase Commercial Mortgage Securities Cor	0.485%	07/05/2031	0.2%
BlueMountain CLO 2012-2 Ltd	2.949%	11/20/2028	0.2%
Jefferies Group LLC	6.875%	04/15/2021	0.2%
CarMax Auto Owner Trust 2017-3	1.970%	04/15/2022	0.2%
Enel Finance International N.V.	2.875%	05/25/2022	0.2%
Intesa Sanpaolo SpA	6.500%	02/24/2021	0.2%
Palmer Square Loan Funding 2018-5 Ltd	2.816%	01/20/2027	0.2%
Nationstar Mortgage Holdings, Inc.	8.125%	07/15/2023	0.2%
Energy Transfer Operating LP	5.875%	01/15/2024	0.2%
LSTAR Commercial Mortgage	4.500%	03/10/2050	0.2%
Energy Transfer Operating LP	4.250%	03/15/2023	0.2%
Mercedes-Benz Master Owner Trust 2019-BA	2.610%	05/15/2024	0.2%
West CLO 2014-2 Ltd	2.871%	01/16/2027	0.2%
Prima Capital CRE Securitization	4.500%	12/24/2050	0.2%
PG&E Corp	3.875%	04/27/2021	0.2%
Las Vegas Sands Corp.	3.200%	08/08/2024	0.2%
Motiva Enterprises LLC	5.750%	01/15/2020	0.2%
BB-UBS Trust	3.468%	06/05/2030	0.2%
Citigroup Commercial Mortgage Trust	4.371%	09/10/2046	0.2%
JPMBB Commercial Mortgage Securities Trust 2013-C1	4.133%	08/15/2046	0.2%
CPI Swap	0.010%	09/30/2024	0.2%
Leucadia National Corp.	5.500%	10/18/2023	0.2%
Invitation Homes, Inc.	3.589%	02/06/2022	0.2%
Morgan Stanley Bank of America Merrill Lynch Trust	3.277%	10/15/2030	0.2%
SCF Equipment Leasing 2019-2 LLC	2.470%	04/20/2026	0.2%
COMM 2014-LC15 Mortgage Trust	3.727%	04/10/2047	0.2%
M/I Homes, Inc.	6.750%	01/15/2021	0.2%
NextGear Floorplan Master Owner Trust	2.540%	04/18/2022	0.2%
CarMax Auto Owner Trust 2017-4	2.110%	10/17/2022	0.2%
DLL 2018-1 LLC	3.270%	04/17/2026	0.2%
UBS AG Registered Shares	5.125%	05/15/2024	0.2%
Sonoco Products Co.	0.000%	01/02/2020	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	3.621%	09/05/2032	0.2%
Santander Drive Auto Receivables Trust 2017-2	3.490%	07/17/2023	0.2%
Ford Credit Floorplan Master Owner Trust A	2.160%	09/15/2022	0.2%
GS Mortgage Securities Corp. II	2.954%	11/05/2034	0.2%
Diamondback Energy, Inc.	5.375%	05/31/2025	0.2%
Kroger Co.	0.000%	01/06/2020	0.2%
RELX Investments PLC	0.000%	01/06/2020	0.2%
Royal Caribbean Cruises Ltd.	0.000%	01/03/2020	0.2%
General Motors Financial Co., Inc.	5.100%	01/17/2024	0.2%
Enogex LLC	6.250%	03/15/2020	0.2%
Glencore Funding LLC	4.125%	05/30/2023	0.2%
TIBCO Software, Inc.	11.375%	12/01/2021	0.2%
Hudsons Bay Simon JV Trust	4.575%	08/05/2034	0.2%
Natixis Commercial Mortgage Securities Trust 2018-	3.790%	11/15/2032	0.2%
TransAlta Corp.	4.500%	11/15/2022	0.2%
Schlumberger Holdings Corp.	3.750%	05/01/2024	0.2%
SCF Equipment Leasing 2019-1 LLC	3.230%	10/20/2024	0.2%
Solera Finance, Inc.	10.500%	03/01/2024	0.2%
Range Resources Corp.	5.000%	08/15/2022	0.2%
Prosus NV	6.000%	07/18/2020	0.2%
Ascentium Equipment Receivables 2019-1	2.840%	06/10/2022	0.2%
Anglo American Capital plc	4.125%	09/27/2022	0.2%
NextGear Floorplan Master Owner Trust	3.690%	10/15/2023	0.2%
Thacher Park CLO Ltd.	3.126%	10/20/2026	0.2%
Equifax, Inc.	3.028%	08/15/2021	0.2%
Equinix, Inc.	5.875%	01/15/2026	0.2%
Acadia Healthcare Co., Inc.	5.125%	07/01/2022	0.2%
General Electric Co.	4.650%	10/17/2021	0.2%
Dryden XXV Senior Loan Fund	3.336%	10/15/2027	0.2%
VEREIT Operating Partnership L.P.	4.600%	02/06/2024	0.2%
Morgan Stanley Bank of America Merrill Lynch Trust	4.153%	08/15/2046	0.2%
Nordea Bank Abp	4.875%	05/13/2021	0.2%
Seven Generations Energy Ltd.	6.750%	05/01/2023	0.2%
Acadia Healthcare Co., Inc.	6.125%	03/15/2021	0.2%
GS Mortgage Securities Corp Trust 2012-ALOHA	3.551%	04/10/2034	0.2%
Park Aerospace Holdings Ltd	4.500%	03/15/2023	0.2%
LCM XXIV Ltd	3.276%	03/20/2030	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.520%	12/15/2022	0.2%
D.R. Horton, Inc.	5.750%	08/15/2023	0.2%
Cardinal Health, Inc.	3.079%	06/15/2024	0.2%
Ford Credit Auto Owner Trust 2019-C	1.880%	07/15/2022	0.2%
Palmer Square Loan Funding 2018-1 Ltd	2.601%	04/15/2026	0.2%
California Republic Auto Receivables Trust 2018-1	3.140%	08/15/2022	0.2%
Reliance Holdings USA, Inc.	5.400%	02/14/2022	0.2%
Capital Auto Receivables Asset Trust 2018-2	3.270%	06/20/2023	0.2%
DTE Energy Co.	2.529%	10/01/2024	0.2%
NGPL Pipeco LLC	4.375%	08/15/2022	0.2%
AbbVie, Inc.	2.600%	11/21/2024	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.810%	12/16/2024	0.2%
GS Mortgage Securities Corp Trust 2018-RIVR	2.690%	07/15/2035	0.2%
Towd Point Asset Trust 2018-SL1	2.308%	01/25/2046	0.2%
Nissan Master Owner Trust Receivables	2.170%	04/18/2022	0.2%
SCF Equipment Leasing 2018-1 LLC	3.630%	10/20/2024	0.2%
Standard Chartered plc	4.247%	01/20/2023	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	2.940%	04/15/2031	0.2%
Magnetite XVIII Ltd	2.990%	11/15/2028	0.2%
West Town Mall Trust 2017-KNOX	3.823%	07/05/2030	0.2%
CNOOC Curtis Funding No 1 Pty Ltd.	4.500%	10/03/2023	0.2%
Jamestown CLO VII Ltd.	2.770%	07/25/2027	0.2%
Imperial Tobacco Finance plc	3.125%	07/26/2024	0.2%
Panera Bread Company	3.563%	07/18/2022	0.2%
TPG Real Estate Finance 2018-FL2 Issuer LTD	2.867%	11/15/2037	0.2%
SL Green Realty Corp.	4.500%	12/01/2022	0.2%
Aircastle Ltd.	5.000%	04/01/2023	0.2%
Drive Auto Receivables Trust 2019-3	2.630%	09/15/2022	0.2%
Stonemont Portfolio Trust 2017-STONE	5.365%	08/20/2030	0.2%
Cardinal Health, Inc.	3.500%	11/15/2024	0.2%
NXP BV / NXP Funding LLC	3.875%	09/01/2022	0.2%
ONEOK, Inc.	7.500%	09/01/2023	0.2%
N-Star REL CDO Ltd.	2.940%	02/01/2041	0.2%
BBCMS Trust	0.412%	03/12/2036	0.2%
DBGS 2018-BIOD Mortgage Trust	2.543%	05/15/2035	0.2%
DBWF 2018-AMXP Mortgage Trust	3.996%	05/05/2035	0.2%
CityLine Commercial Mortgage Trust 2016-CLNE	2.778%	11/10/2031	0.2%
Transdigm, Inc.	4.299%	06/09/2023	0.2%
COMM 2014-CCRE18 Mortgage Trust	3.828%	07/15/2047	0.2%
Apex Credit CLO 2016 Ltd	3.236%	10/27/2028	0.2%
BAMLL Trust	4.420%	07/11/2033	0.2%
Comision Federal de Electricidad	4.875%	01/15/2024	0.2%
J.P. Morgan Chase Commercial Mortgage Securities T	3.392%	06/05/2032	0.1%
WhiteHorse VIII Ltd	3.359%	05/01/2026	0.1%
OCP CLO 2016-12 Ltd	3.123%	10/18/2028	0.1%
ZF North America Capital, Inc.	4.750%	04/29/2025	0.1%
CoreVest American Finance 2018-1 Trust	3.804%	06/15/2051	0.1%
Synovus Financial Corp.	3.125%	11/01/2022	0.1%
Dominion Resources, Inc.	4.104%	04/01/2021	0.1%
CGBAM Commercial Mortgage Trust	3.213%	04/10/2028	0.1%
Santander Drive Auto Receivables Trust 2019-3	2.490%	10/15/2025	0.1%
BBCMS Trust 2018-BXH	2.740%	10/15/2037	0.1%
Parsley Energy LLC	6.250%	06/01/2024	0.1%
Discover Card Execution Note Trust	1.890%	10/15/2024	0.1%
Macquarie Group Ltd.	4.150%	03/27/2024	0.1%
AmeriCredit Automobile Receivables Trust 2017-2	2.970%	03/20/2023	0.1%
Diamond Resorts Owner Trust 2018-1	3.700%	01/21/2031	0.1%
SLIDE 2018-FUN	2.640%	06/15/2031	0.1%
Hilton Orlando Trust 2018-ORL	2.510%	12/15/2034	0.1%
Tencent Holdings Ltd.	3.280%	04/11/2024	0.1%
HCA, Inc.	5.000%	03/15/2024	0.1%
ReadyCap Commercial Mortgage Trust 2018-4	3.390%	02/27/2051	0.1%
Amur Equipment Finance Receivables VI LLC	3.890%	07/20/2022	0.1%
Madison Avenue Trust	4.034%	10/12/2032	0.1%
Government National Mortgage Association	2.700%	07/16/2057	0.1%
Chesapeake Funding II LLC	1.910%	08/15/2029	0.1%
Ford Credit Auto Owner Trust 2017-REV2	2.360%	03/15/2029	0.1%
Towd Point Mortgage Trust 2019-HY2	2.792%	05/25/2058	0.1%
CNH Industrial NV	4.500%	08/15/2023	0.1%
ENI SpA	4.000%	09/12/2023	0.1%
Aircastle Ltd.	4.400%	09/25/2023	0.1%
Regatta VI Funding Ltd	3.046%	07/20/2028	0.1%
SESI LLC	7.125%	12/15/2021	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	3.884%	01/05/2034	0.1%
JFIN CLO 2013 Ltd	0.000%	01/20/2030	0.1%
Bank of The West Auto Trust 2017-1	2.110%	01/15/2023	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	5.350%	07/05/2033	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	0.376%	07/05/2033	0.1%
CNH Capital LLC	4.200%	01/15/2024	0.1%
Wells Fargo & Co.	2.406%	10/30/2025	0.1%
BX Trust 2017-SLCT	3.790%	07/15/2034	0.1%
Marvell Technology Group	3.708%	06/04/2021	0.1%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.1%
Nvent Finance Sarl	3.950%	04/15/2023	0.1%
Westlake Automobile Receivables Trust 2018-3	2.980%	01/18/2022	0.1%
ONEOK, Inc.	3.647%	11/19/2021	0.1%
GS Mortgage Securities Corp Trust 2017-SLP	3.419%	10/10/2032	0.1%
CPI Swap	0.010%	04/18/2024	0.1%
Government National Mortgage Association	2.650%	11/16/2050	0.1%
Owens Corning	4.200%	12/01/2024	0.1%
GS Mortgage Securities Corp. II	3.007%	12/10/2030	0.1%
SCF Equipment Leasing 2019-2 LLC	2.220%	06/20/2024	0.1%
PFP 2019-6 Ltd	2.964%	04/14/2037	0.1%
Sophia LP / Sophia Finance, Inc.	9.000%	09/30/2023	0.1%
COMM Mortgage Trust	3.685%	05/10/2048	0.1%
Amur Equipment Finance Receivables VII LLC	2.630%	06/20/2024	0.1%
Cheniere Corpus Christi Holdings LLC	7.000%	06/30/2024	0.1%
Conn's Receivables Funding 2019-B LLC	2.660%	06/17/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	4.342%	05/05/2030	0.1%
Drive Auto Receivables Trust 2019-4	2.840%	11/17/2025	0.1%
UBS-BAMLL Trust	3.663%	06/10/2030	0.1%
Turkiye Vakiflar Bankasi Tao	5.625%	05/30/2022	0.1%
World Omni Select Auto Trust 2018-1	4.130%	01/15/2025	0.1%
Laredo Petroleum Holdings, Inc.	5.625%	01/15/2022	0.1%
NVA Holdings, Inc.	5.099%	02/02/2025	0.1%
Drive Auto Receivables Trust 2019-2	3.420%	06/16/2025	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	2.690%	06/15/2035	0.1%
Government National Mortgage Association	2.650%	11/17/2048	0.1%
ALM VII Ltd	3.171%	07/15/2029	0.1%
Master Credit Card Trust II Series 2018-1	2.275%	07/21/2024	0.1%
FREED ABS TRUST 2018-2	3.990%	10/20/2025	0.1%
Dominion Resources, Inc.	3.071%	08/15/2024	0.1%
Concho Resources, Inc.	4.375%	01/15/2025	0.1%
DLL Securitization Trust 2017-A	2.430%	11/17/2025	0.1%
Salem Fields CLO Ltd 2016-2	3.640%	10/25/2028	0.1%
Westlake Automobile Receivables Trust 2019-2	3.200%	11/15/2024	0.1%
Nexteer Automotive Group Ltd.	5.875%	11/15/2021	0.1%
PPL WEM Ltd./Western Power Distribution Ltd.	5.375%	05/01/2021	0.1%
Wells Fargo Commercial Mortgage Trust 2014-LC16	3.548%	08/15/2050	0.1%
Citibank Credit Card Issuance Trust	2.880%	01/23/2023	0.1%
UBS-Barclays Commercial Mortgage Trust	2.792%	12/10/2045	0.1%
Chesapeake Funding II LLC	2.120%	11/15/2029	0.1%
Anchorage Capital CLO 4-R Ltd	2.986%	01/28/2031	0.1%
Hudsons Bay Simon JV Trust	4.666%	08/05/2034	0.1%
COMM 2013-CCRE9 Mortgage Trust	4.222%	07/10/2045	0.1%
Royal Caribbean Cruises Ltd.	5.250%	11/15/2022	0.1%
Government National Mortgage Association	2.750%	06/16/2058	0.1%
WFRBS Commercial Mortgage Trust	3.311%	03/15/2045	0.1%
BX Trust 2017-SLCT	4.890%	07/15/2034	0.1%
AREIT 2018-CRE2 Trust	2.720%	11/14/2035	0.1%
British Telecommunications plc	4.500%	12/04/2023	0.1%
Danske Bank A/S	5.000%	01/12/2022	0.1%
PTL Finance Corp.	3.450%	07/01/2024	0.1%
Citigroup, Inc.	3.352%	04/24/2025	0.1%
Kinross Gold Corp.	5.950%	03/15/2024	0.1%
General Motors Financial Co., Inc.	3.950%	04/13/2024	0.1%
Statoil ASA	7.875%	12/09/2022	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	2.856%	05/10/2034	0.1%
American Airlines, Inc.	3.805%	04/28/2023	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.040%	07/18/2022	0.1%
Westlake Automobile Receivables Trust 2019-3	2.410%	10/15/2024	0.1%
Elanco Animal Health Inc	4.272%	08/28/2023	0.1%
COMM Mortgage Trust	3.213%	03/10/2046	0.1%
AXA Equitable Holdings Inc	3.900%	04/20/2023	0.1%
Santander Drive Auto Receivables Trust 2018-4	3.560%	07/15/2024	0.1%
Silversea Cruise Finance Ltd.	7.250%	02/01/2025	0.1%
SL Green Operating Partnership L.P.	3.250%	10/15/2022	0.1%
Bayer US Finance II LLC	3.129%	12/15/2023	0.1%
Highwoods Realty L.P.	3.625%	01/15/2023	0.1%
Steel Dynamics, Inc.	5.500%	10/01/2024	0.1%
Southern Star Central Corp.	5.125%	07/15/2022	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.040%	06/15/2032	0.1%
Brixmor Operating Partnership L.P.	3.250%	09/15/2023	0.1%
Cheniere Corpus Christi Holdings LLC	5.875%	03/31/2025	0.1%
World Financial Network Credit Card Master Trust	2.550%	06/17/2024	0.1%
Westlake Automobile Receivables Trust 2019-3	2.490%	10/15/2024	0.1%
American Airlines Class B Pass Through Trust	4.375%	10/01/2022	0.1%
Avolon Holdings Funding Ltd	5.125%	10/01/2023	0.1%
OCP CLO 2016-12 Ltd	3.603%	10/18/2028	0.1%
Occidental Petroleum Corp.	6.950%	07/01/2024	0.1%
UBS Group AG	3.368%	05/23/2023	0.1%
Hyundai Capital Services, Inc.	3.000%	08/29/2022	0.1%
Commercial Mortgage Pass Through Certificates	3.400%	10/05/2030	0.1%
Bank of America Corp.	4.000%	01/22/2025	0.1%
Hess Corp.	3.500%	07/15/2024	0.1%
Zions Bancorp NA	3.350%	03/04/2022	0.1%
Ford Credit Auto Owner Trust 2016-REV2	2.030%	12/15/2027	0.1%
Occidental Petroleum Corp.	2.900%	08/15/2024	0.1%
Government National Mortgage Association	2.700%	04/16/2057	0.1%
Drive Auto Receivables Trust 2019-4	2.700%	02/16/2027	0.1%
ASB Bank Ltd	3.750%	06/14/2023	0.1%
CSMC Trust	0.552%	09/15/2037	0.1%
Husky Energy, Inc.	4.000%	04/15/2024	0.1%
Altice Financing S.A.	6.625%	02/15/2023	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	3.104%	05/10/2034	0.1%
Illinois, IL	4.950%	06/01/2023	0.1%
Syngenta Finance NV	3.933%	04/23/2021	0.1%
Wabtec Corp.	4.150%	03/15/2024	0.1%
AmeriCredit Automobile Receivables Trust 2016-2	2.870%	11/08/2021	0.1%
Government National Mortgage Association	2.600%	07/16/2058	0.1%
Assurant, Inc.	4.200%	09/27/2023	0.1%
Reynolds American, Inc.	4.850%	09/15/2023	0.1%
CGRBS Commercial Mortgage Trust	3.369%	03/13/2035	0.1%
ReadyCap Commercial Mortgage Trust 2019-6	2.832%	10/25/2052	0.1%
Bayer US Finance II LLC	2.750%	07/15/2021	0.1%
Romania	4.875%	01/22/2024	0.1%
GS Mortgage Securities Trust	3.777%	06/10/2046	0.1%
Associated Bank NA/Green Bay WI	3.500%	08/13/2021	0.1%
SCF Equipment Leasing 2019-1 LLC	3.040%	03/20/2023	0.1%
Enel Finance International N.V.	2.750%	04/06/2023	0.1%
Arbor Realty Commercial Real Estate Notes 2018-FL1	2.890%	06/15/2028	0.1%
Morgan Stanley Bank of America Merrill Lynch Trust	3.560%	12/15/2048	0.1%
National Oilwell Varco, Inc.	2.600%	12/01/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	2.850%	12/10/2045	0.1%
COMM Mortgage Trust	3.898%	03/10/2031	0.1%
Government National Mortgage Association	2.750%	02/16/2058	0.1%
COMM 2016-GCT Mortgage Trust	0.784%	08/10/2029	0.1%
DBWF 2018-AMXP Mortgage Trust	3.830%	05/05/2035	0.1%
MPLX L.P.	6.250%	10/15/2022	0.1%
Santander Retail Auto Lease Trust 2019-B	3.310%	06/20/2024	0.1%
Synchrony Credit Card Master Note Trust	2.820%	10/15/2025	0.1%
Benefit Street Partners CLO IV Ltd	3.216%	01/20/2029	0.1%
Benefit Street Partners CLO IV Ltd	3.716%	01/20/2029	0.1%
BWAY Mortgage Trust	0.403%	03/10/2033	0.1%
Cintas Corp No 2	0.000%	01/02/2020	0.1%
Government National Mortgage Association	1.040%	12/16/2054	0.1%
Navient Corp.	6.625%	07/26/2021	0.1%
Trimble Navigation Ltd.	4.150%	06/15/2023	0.1%
Glencore Funding LLC	4.125%	03/12/2024	0.1%
UBS-Barclays Commercial Mortgage Trust	3.091%	08/10/2049	0.1%
Motel 6 Trust 2017-MTL6	5.990%	08/15/2034	0.1%
NRG Energy, Inc.	3.750%	06/15/2024	0.1%
HMH Trust 2017-NSS	3.062%	07/05/2031	0.1%
Santander Drive Auto Receivables Trust 2017-2	2.790%	08/15/2022	0.1%
Bank of Ireland Group PLC	4.500%	11/25/2023	0.1%
Ford Credit Auto Owner Trust 2019-REV1	3.520%	07/15/2030	0.1%
Anchorage Capital CLO 3-R Ltd	2.986%	01/28/2031	0.1%
NBK SPC Ltd.	2.750%	05/30/2022	0.1%
Ford Motor Credit Co. LLC	3.065%	09/24/2020	0.1%
Halcyon Loan Advisors Funding Ltd.	3.020%	07/25/2027	0.1%
Government National Mortgage Association	2.600%	08/16/2058	0.1%
Marathon Petroleum Corp.	5.375%	10/01/2022	0.1%
Hyundai Auto Receivables Trust 2019-B	1.930%	07/15/2022	0.1%
Park Aerospace Holdings Ltd	5.500%	02/15/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.829%	10/15/2045	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C47	4.361%	09/15/2061	0.1%
Cardinal Health, Inc.	0.000%	01/02/2020	0.1%
Jamestown CLO VII Ltd.	3.240%	07/25/2027	0.1%
Carlyle Global Market Strategies CLO Ltd.	2.893%	01/18/2029	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.654%	07/05/2033	0.1%
BX Trust 2017-APPL	4.890%	07/15/2034	0.1%
Eclipse Resources Corp.	8.875%	07/15/2023	0.1%
Ford Motor Credit Co. LLC	5.584%	03/18/2024	0.1%
Bank of America Corp.	2.456%	10/22/2025	0.1%
Ready Capital Mortgage Financing 2018-Fl2 LLC	2.642%	06/25/2035	0.1%
Exeter Automobile Receivables Trust 2017-3	2.810%	09/15/2022	0.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)	7.835%	08/13/2021	0.1%
Mountain Hawk III CLO Ltd.	3.203%	04/18/2025	0.1%
CPI Swap	0.010%	08/23/2026	0.1%
CPG Merger Sub LLC	8.000%	10/01/2021	0.1%
AmeriCredit Automobile Receivables 2016-1	3.590%	02/08/2022	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	3.170%	06/15/2035	0.1%
Irvine Core Office Trust	2.068%	05/15/2048	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.340%	06/15/2032	0.1%
Midwest Connector Capital Co LLC	3.625%	04/01/2022	0.1%
Toronto-Dominion Bank	2.437%	12/01/2022	0.1%
Dr. Pepper Snapple Group, Inc.	3.200%	11/15/2021	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	4.549%	07/05/2033	0.1%
Macquarie Group Ltd.	3.189%	11/28/2023	0.1%
GS Mortgage Securities Corp Trust 2017-STAY	2.590%	07/15/2032	0.1%
LTF Merger Sub, Inc.	8.500%	06/15/2023	0.1%
Enel Finance International N.V.	2.650%	09/10/2024	0.1%
Exeter Automobile Receivables Trust 2019-4	2.300%	12/15/2023	0.1%
Diamond Resorts Owner Trust 2018-1	4.190%	01/21/2031	0.1%
World Omni Auto Receivables Trust 2018-D	3.440%	12/16/2024	0.1%
Federal National Mortgage Assoc.	4.349%	03/01/2042	0.1%
Arivo Acceptance Auto Loan Receivables Trust 2019-	2.990%	07/15/2024	0.1%
BX Trust 2018-BILT	2.540%	05/15/2030	0.1%
NXP BV / NXP Funding LLC	4.625%	06/01/2023	0.1%
Swedbank AB	2.800%	03/14/2022	0.1%
Watco Cos. LLC / Watco Finance Corp.	6.375%	04/01/2023	0.1%
Atrium Hotel Portfolio Trust 2017-ATRM	3.240%	12/15/2036	0.1%
Federal National Mortgage Assoc.	2.710%	12/01/2045	0.1%
CSMC 2017-HD Trust	2.690%	02/15/2031	0.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	3.915%	09/15/2028	0.1%
Illinois, IL	6.125%	07/01/2021	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.360%	12/19/2022	0.1%
Avolon Holdings Funding Ltd	5.250%	05/15/2024	0.1%
WFRBS Commercial Mortgage Trust	3.431%	06/15/2045	0.1%
Interest Rate Swap	0.000%	04/01/2021	0.1%
Drive Auto Receivables Trust	3.360%	10/17/2022	0.1%
LSTAR Commercial Mortgage	2.776%	03/10/2050	0.1%
SCANA Corp.	4.750%	05/15/2021	0.1%
Nutrien Ltd	3.375%	03/15/2025	0.1%
CarMax Auto Owner Trust 2017-3	2.220%	11/15/2022	0.1%
Puget Energy, Inc.	6.000%	09/01/2021	0.1%
Federal Home Loan Mortgage Corp.	3.132%	11/01/2043	0.1%
DBJPM 16-C3 Mortgage Trust	1.485%	08/10/2049	0.1%
Fontainebleau Miami Beach Trust 2019-FBLU	3.144%	12/10/2036	0.1%
Sabine Pass Liquefaction LLC	5.750%	05/15/2024	0.1%
Gazprom OAO Via Gaz Capital SA	6.510%	03/07/2022	0.1%
Oaktree CLO Ltd.	2.806%	10/20/2027	0.1%
SM Energy Co.	6.125%	11/15/2022	0.1%
Chaparral Energy, Inc.	8.750%	07/15/2023	0.1%
Perusahaan Penerbit SBSN Indonesia III	3.400%	03/29/2022	0.1%
GS Mortgage Securities Trust	1.419%	06/10/2046	0.1%
World Financial Network Credit Card Master Trust	3.950%	08/15/2025	0.1%
Bombardier, Inc.	8.750%	12/01/2021	0.1%
AIB Group PLC	4.263%	04/10/2025	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.740%	06/15/2032	0.1%
CPI Swap	0.010%	07/22/2026	0.1%
NextGear Floorplan Master Owner Trust	4.010%	10/15/2023	0.1%
Texas Gas Transmission LLC	4.500%	02/01/2021	0.1%
Irvine Core Office Trust	3.173%	05/15/2048	0.1%
Ammc Clo 19 Ltd.	4.551%	10/16/2028	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	4.009%	10/05/2031	0.1%
HT Global IT Solutions Holdings Ltd	7.000%	07/14/2021	0.1%
SABIC Capital II BV	4.000%	10/10/2023	0.1%
Drive Auto Receivables Trust 2019-2	3.690%	08/17/2026	0.1%
Aviation Capital Group Corp.	3.875%	05/01/2023	0.1%
Greenko Mauritius Ltd	6.250%	02/21/2023	0.1%
LSTAR Commercial Mortgage Trust 2016-4	0.604%	03/10/2049	0.1%
COMM Mortgage Trust	3.532%	08/10/2047	0.1%
Danske Bank A/S	3.001%	09/20/2022	0.1%
Santander UK Group Holdings plc	3.373%	01/05/2024	0.1%
Oaktree CLO 2014-1	3.195%	05/13/2029	0.1%
Drive Auto Receivables Trust	4.090%	01/15/2026	0.1%
AIB Group PLC	4.750%	10/12/2023	0.1%
OZLM Ltd.	3.172%	10/17/2029	0.1%
Sempra Energy	2.803%	01/15/2021	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C44	4.178%	05/15/2051	0.1%
National Fuel Gas Co.	4.900%	12/01/2021	0.1%
Syngenta Finance NV	3.698%	04/24/2020	0.1%
Arconic Inc	5.125%	10/01/2024	0.1%
Global Aircraft Leasing Co Ltd	6.500%	09/15/2024	0.1%
West Town Mall Trust 2017-KNOX	4.322%	07/05/2030	0.1%
Goldman Sachs Group, Inc.	3.036%	10/31/2022	0.1%
Synchrony Credit Card Master Note Trust	2.550%	05/15/2024	0.1%
JFIN CLO 2013 Ltd	0.000%	01/20/2030	0.1%
PTL Finance Corp.	2.700%	11/01/2024	0.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The	2.590%	01/15/2033	0.1%
CPI Swap	0.010%	07/18/2026	0.1%
DLL Securitization Trust 2017-A	2.140%	12/15/2021	0.1%
Northwoods Capital 20 Ltd	3.901%	01/25/2030	0.1%
ZF North America Capital, Inc.	4.000%	04/29/2020	0.1%
Planet Fitness Master Issuer LLC	4.666%	09/05/2048	0.1%
Becton, Dickinson & Co.	2.979%	12/29/2020	0.1%
Palmer Square Loan Funding 2018-5 Ltd	3.366%	01/20/2027	0.1%
Halcyon Loan Advisors Funding Ltd.	3.590%	07/25/2027	0.1%
BDS 2018-FL1	2.613%	01/15/2035	0.1%
BX Trust 2018-GW	2.540%	05/15/2035	0.1%
Government National Mortgage Association	2.600%	10/16/2057	0.1%
PG&E Corp	5.029%	12/31/2020	0.1%
Hilton Orlando Trust 2018-ORL	3.440%	12/15/2034	0.1%
CPS Auto Receivables Trust 2019-D	2.540%	08/15/2024	0.1%
Pelabuhan Indonesia III Persero PT	4.500%	05/02/2023	0.1%
BAT Capital Corp	2.789%	09/06/2024	0.1%
Government National Mortgage Association	2.600%	09/16/2051	0.1%
GS Mortgage Securities Corp Trust 2019-70P	3.060%	10/15/2036	0.1%
NextEra Energy Capital Holdings, Inc.	2.767%	05/04/2021	0.1%
Midwest Connector Capital Co LLC	3.900%	04/01/2024	0.1%
Morgan Stanley	2.720%	07/22/2025	0.1%
Hyundai Capital America	3.250%	09/20/2022	0.1%
AmeriCredit Automobile Receivables Trust 2017-3	2.240%	06/19/2023	0.1%
Hudson Pacific Properties	4.138%	04/01/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	3.649%	03/10/2046	0.1%
Drive Auto Receivables Trust	4.530%	08/15/2023	0.1%
OCP CLO 2015-10 Ltd	3.236%	10/26/2027	0.1%
Drive Auto Receivables Trust 2019-2	3.170%	11/15/2023	0.1%
Exelon Corp.	0.000%	01/02/2020	0.1%
UBS-Barclays Commercial Mortgage Trust	3.525%	05/10/2063	0.1%
Bermuda Government International Bond	4.138%	01/03/2023	0.1%
Walgreen Co.	3.800%	11/18/2024	0.1%
Energen Corp.	4.625%	09/01/2021	0.1%
HMH Trust 2017-NSS	3.343%	07/05/2031	0.1%
BX Trust 2017-APPL	3.790%	07/15/2034	0.1%
Catholic Health Initiatives	2.760%	10/01/2024	0.1%
Smithfield Foods, Inc.	3.350%	02/01/2022	0.1%
West Town Mall Trust 2017-KNOX	4.346%	07/05/2030	0.1%
Sinopec Group Overseas Development 2018 Ltd	2.500%	11/12/2024	0.1%
HMH Trust 2017-NSS	4.723%	07/05/2031	0.1%
ING Bank NV	5.800%	09/25/2023	0.1%
COMM 2012-CCRE3 Mortgage Trust	3.922%	10/15/2045	0.1%
World Omni Select Auto Trust 2019-A	2.590%	12/15/2025	0.1%
TCF Auto Receivables Owner Trust 2016-1	2.320%	06/15/2022	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	3.795%	06/05/2032	0.1%
Sri Lanka (Democratic Socialist Republic of)	5.750%	04/18/2023	0.1%
CNAC HK Finbridge Co Ltd	3.500%	07/19/2022	0.1%
RBS Commercial Funding Inc 2013-GSP Trust	3.834%	01/15/2032	0.1%
Chesapeake Funding II LLC	1.990%	05/15/2029	0.1%
Las Vegas Sands Corp.	2.900%	06/25/2025	0.1%
ENI SpA	4.150%	10/01/2020	0.1%
Akbank TAS	5.000%	10/24/2022	0.1%
Mountain View CLO X Ltd	2.821%	10/13/2027	0.1%
US Airways Class B Pass Through Trust	5.375%	11/15/2021	0.1%
Duqesne Light Holdings, Inc.	6.400%	09/15/2020	0.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)	11.089%	08/13/2022	0.1%
Carvana Auto Receivables Trust 2019-2	3.000%	06/17/2024	0.1%
PFS Financing Corp.	2.140%	02/17/2022	0.1%
CenterPoint Energy, Inc.	2.500%	09/01/2024	0.1%
Goldman Sachs Group, Inc.	3.272%	09/29/2025	0.1%
AES Corp.	4.875%	05/15/2023	0.1%
HD Supply Inc.	5.575%	08/01/2024	0.1%
Freeport-McMoRan, Inc.	4.550%	11/14/2024	0.1%
MDC-GMTN BV	2.500%	11/07/2024	0.1%
General Motors Financial Co., Inc.	3.700%	05/09/2023	0.1%
Air Lease Corp.	4.250%	02/01/2024	0.1%
GS Mortgage Securities Trust	3.778%	11/10/2029	0.1%
CPI Swap	0.010%	12/08/2024	0.1%
Oceaneering International, Inc.	4.650%	11/15/2024	0.1%
SoFi Professional Loan Program 2017-E LLC	1.860%	11/26/2040	0.1%
Uber Technologies	5.299%	07/13/2023	0.1%
Fresenius Medical Care US Finance, Inc.	5.750%	02/15/2021	0.1%
Standard Chartered Bank Hong Kong Ltd	5.875%	06/24/2020	0.1%
Gulfport Energy Corp.	6.625%	05/01/2023	0.1%
Asbury Automotive Group, Inc.	6.000%	12/15/2024	0.1%
PNM Resources, Inc.	3.250%	03/09/2021	0.1%
Popular, Inc.	6.125%	09/14/2023	0.1%
RETL 2019-RVP	3.840%	03/15/2036	0.1%
GATX Corp.	4.350%	02/15/2024	0.1%
Synchrony Credit Card Master Note Trust	2.370%	03/15/2023	0.1%
Joseph T Ryerson & Son, Inc.	11.000%	05/15/2022	0.1%
CPS Auto Receivables Trust 2019-D	2.350%	11/15/2023	0.1%
Nissan Motor Acceptance Corp.	2.794%	09/28/2022	0.1%
Aircastle Ltd.	7.625%	04/15/2020	0.1%
Genesys Telecommunications Laboratories Inc/Greene	10.000%	11/30/2024	0.1%
Jersey Central Power & Light Co.	4.700%	04/01/2024	0.1%
RPI Finance Trust	3.869%	05/04/2022	0.1%
National Fuel Gas Co.	3.750%	03/01/2023	0.1%
Puget Energy, Inc.	5.625%	07/15/2022	0.1%
Hudsons Bay Simon JV Trust	5.159%	08/05/2034	0.1%
Navient Corp.	5.875%	03/25/2021	0.1%
Eldorado Resorts, Inc.	7.000%	08/01/2023	0.1%
Nordea Bank Abp	4.250%	09/21/2022	0.1%
Enterprise Development Authority/The	12.000%	07/15/2024	0.1%
GS Mortgage Securities Corp Trust 2017-STAY	3.690%	07/15/2032	0.1%
Wells Fargo Commercial Mortgage Trust	5.632%	11/15/2043	0.1%
TechnipFMC PLC	3.450%	10/01/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	1.119%	04/10/2046	0.1%
Seminole Tribe of Florida	4.331%	07/08/2024	0.1%
Muthoot Finance Ltd	6.125%	10/31/2022	0.1%
CPI Swap	0.010%	02/16/2028	0.1%
Range Resources Corp.	5.000%	03/15/2023	0.1%
Adani Ports & Special Economic Zone Ltd	3.950%	01/19/2022	0.1%
MSCG Trust	4.181%	11/15/2034	0.1%
Glencore Funding LLC	4.625%	04/29/2024	0.1%
NOVA Chemicals Corp.	5.250%	08/01/2023	0.1%
Drive Auto Receivables Trust	4.590%	01/17/2023	0.1%
Weibo Corp.	3.500%	07/05/2024	0.1%
CSMC 2017-HD Trust	5.390%	02/15/2031	0.1%
Saudi Arabian Oil Co	2.875%	04/16/2024	0.1%
Smithfield Foods, Inc.	0.000%	01/14/2020	0.1%
West Town Mall Trust 2017-KNOX	4.346%	07/05/2030	0.1%
Williams Scotsman International Inc	7.875%	12/15/2022	0.1%
Adani Ports & Special Economic Zone Ltd	3.375%	07/24/2024	0.1%
Morgan Stanley Bank of America Merrill Lynch Trust	2.918%	02/15/2046	0.1%
TCF Auto Receivables Owner Trust 2016-1	2.030%	02/15/2022	0.1%
Texas Eastern Transmission L.P.	4.125%	12/01/2020	0.1%
Perimeter Master Note Business Trust	6.020%	12/15/2022	0.1%
Cimarex Energy Co.	4.375%	06/01/2024	0.1%
Delos Finance Sarl	4.081%	10/06/2023	0.1%
Bank of The West Auto Trust 2017-1	2.330%	09/15/2023	0.1%
Enel Finance International N.V.	4.250%	09/14/2023	0.1%
Aventura Mall Trust	3.743%	12/05/2032	0.1%
RP Crown Parent LLC	7.375%	10/15/2024	0.0%
Daimler Finance North America LLC	2.452%	05/04/2021	0.0%
CHT 2017-COSMO Mortgage Trust	3.140%	11/15/2036	0.0%
CSMC Trust 2017-PFHP	2.690%	12/15/2030	0.0%
SCANA Corp.	4.125%	02/01/2022	0.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP	1.072%	09/15/2050	0.0%
Morgan Stanley Capital Barclays Bank Trust 2016-MA	2.817%	09/13/2031	0.0%
Drive Auto Receivables Trust	3.720%	10/17/2022	0.0%
Discover Bank	3.350%	02/06/2023	0.0%
Ford Credit Floorplan Master Owner Trust A	1.980%	01/15/2022	0.0%
Bermuda Government International Bond	4.854%	02/06/2024	0.0%
Ingles Markets, Inc.	5.750%	06/15/2023	0.0%
Sempra Energy	4.050%	12/01/2023	0.0%
Studio City Co Ltd	7.250%	11/30/2021	0.0%
KREF 2018-FL1 Ltd	2.845%	06/15/2036	0.0%
BX Trust 2018-GW	3.510%	05/15/2035	0.0%
Ford Motor Co	3.335%	12/31/2022	0.0%
Morgan Stanley Capital I Trust	2.084%	08/05/2034	0.0%
Eagle Holding Co. II LLC	7.625%	05/15/2022	0.0%
Ford Motor Credit Co. LLC	3.219%	01/09/2022	0.0%
JBS USA LLC/JBS USA Finance, Inc.	5.875%	07/15/2024	0.0%
CPI Swap	0.010%	01/19/2022	0.0%
Elanco Animal Health Inc	3.912%	08/27/2021	0.0%
ACC Trust 2019-1	3.750%	05/20/2022	0.0%
The Royal Bank of Scotland Group PLC	6.125%	12/15/2022	0.0%
HMH Trust 2017-NSS	3.787%	07/05/2031	0.0%
Peachtree Corners Funding Trust	3.976%	02/15/2025	0.0%
H&E Equipment Services, Inc.	5.625%	09/01/2025	0.0%
Commercial Mortgage Pass Through Certificates	2.150%	10/05/2030	0.0%
Morgan Stanley Capital I Trust	2.073%	03/15/2045	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	4.036%	06/05/2032	0.0%
Florida Gas Transmission Co., LLC	3.875%	07/15/2022	0.0%
CPI Swap	0.010%	08/04/2026	0.0%
CPI Swap	0.010%	01/11/2021	0.0%
CarMax Auto Owner Trust 2017-3	2.720%	05/15/2023	0.0%
Drive Auto Receivables Trust	4.180%	03/15/2024	0.0%
Ally Financial, Inc.	3.875%	05/21/2024	0.0%
POSCO	2.375%	11/12/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.640%	04/15/2031	0.0%
Select Medical Corp.	6.250%	08/15/2026	0.0%
D.R. Horton, Inc.	2.500%	10/15/2024	0.0%
PPL Capital Funding, Inc.	3.500%	12/01/2022	0.0%
Brixmor Operating Partnership L.P.	3.650%	06/15/2024	0.0%
FirstEnergy Transmission LLC	4.350%	01/15/2025	0.0%
CPI Swap	0.010%	08/22/2026	0.0%
COMM 2014-LC15 Mortgage Trust	4.006%	04/10/2047	0.0%
Wells Fargo Commercial Mortgage Trust 2016-LC24	1.012%	10/15/2049	0.0%
WFRBS Commercial Mortgage Trust	0.641%	08/15/2047	0.0%
GM Financial Consumer Automobile Receivables Trust	3.370%	08/16/2024	0.0%
Morgan Stanley	4.100%	05/22/2023	0.0%
Perusahaan Penerbit SBSN Indonesia III	3.750%	03/01/2023	0.0%
SLIDE 2018-FUN	3.590%	06/15/2031	0.0%
South Jersey Gas Co	0.000%	01/07/2020	0.0%
LMREC 2015-CRE, Inc.	2.760%	02/22/2032	0.0%
California Republic Auto Receivables Trust 2015-4	3.730%	11/15/2021	0.0%
Santander Drive Auto Receivables Trust 2017-3	2.760%	12/15/2022	0.0%
Wyndham Worldwide Corp.	5.625%	03/01/2021	0.0%
Northwoods Capital 20 Ltd	3.221%	01/25/2030	0.0%
Transocean Sentry Ltd	5.375%	05/15/2023	0.0%
Boral Finance Pty Ltd	3.000%	11/01/2022	0.0%
China Overseas Finance Cayman V Ltd.	3.950%	11/15/2022	0.0%
AerCap Ireland Capital Ltd.	5.000%	10/01/2021	0.0%
CPS Auto Receivables Trust 2018-B	3.580%	03/15/2023	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.527%	06/05/2032	0.0%
Comision Federal de Electricidad	4.875%	05/26/2021	0.0%
Danske Bank A/S	5.375%	01/12/2024	0.0%
DAE Funding LLC	4.000%	08/01/2020	0.0%
CPI Swap	0.010%	02/10/2023	0.0%
CPI Swap	0.010%	01/10/2021	0.0%
ENVA 2019-A LLC	3.960%	06/22/2026	0.0%
Capital One Multi-Asset Execution Trust	2.000%	01/17/2023	0.0%
CSMC Trust 2017-PFHP	3.340%	12/15/2030	0.0%
Refinitiv US Holdings Inc	8.250%	11/15/2026	0.0%
Orange Lake Timeshare Trust 2019-A	3.060%	04/09/2038	0.0%
Walgreen Co.	0.000%	01/02/2020	0.0%
KazMunayGas National Co.	3.875%	04/19/2022	0.0%
Fairstone Financial Issuance Trust I	3.948%	03/21/2033	0.0%
MSCG Trust	2.612%	06/07/2035	0.0%
Commercial Mortgage Trust	5.619%	07/10/2038	0.0%
Wabtec Corp.	3.419%	09/15/2021	0.0%
People's United Financial, Inc.	3.650%	12/06/2022	0.0%
General Mills, Inc.	3.313%	10/17/2023	0.0%
LMREC 2015-CRE, Inc.	4.030%	02/22/2032	0.0%
Duqesne Light Holdings, Inc.	5.900%	12/01/2021	0.0%
Titan International, Inc.	6.500%	11/30/2023	0.0%
Banco de Credito del Peru	2.700%	01/11/2025	0.0%
CarMax Auto Owner Trust 2017-3	2.440%	02/15/2023	0.0%
DBWF Mortgage Trust	2.998%	06/10/2034	0.0%
Evergy Inc	2.450%	09/15/2024	0.0%
Turkiye Vakiflar Bankasi Tao	5.750%	01/30/2023	0.0%
CGBAM Commercial Mortgage Trust	3.516%	04/10/2028	0.0%
COMM Mortgage Trust	1.873%	04/12/2035	0.0%
CommScope, Inc.	5.500%	03/01/2024	0.0%
IHS Markit Ltd	3.625%	05/01/2024	0.0%
CPI Swap	0.010%	01/19/2022	0.0%
Park Aerospace Holdings Ltd	5.250%	08/15/2022	0.0%
Phillips 66	2.732%	02/26/2021	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	3.201%	10/05/2031	0.0%
CPI Swap	0.010%	12/11/2024	0.0%
Government National Mortgage Association	2.300%	02/16/2047	0.0%
BX Trust 2018-BILT	3.510%	05/15/2030	0.0%
Park Aerospace Holdings Ltd	3.625%	03/15/2021	0.0%
Murphy Oil Corp.	6.875%	08/15/2024	0.0%
SCANA Corp.	6.250%	04/01/2020	0.0%
CSMC 2017-HD Trust	4.240%	02/15/2031	0.0%
CSMC Trust 2017-LSTK	3.030%	04/05/2033	0.0%
JP Morgan Chase Commercial Mortgage Securities Cor	0.154%	07/05/2031	0.0%
D.R. Horton, Inc.	4.375%	09/15/2022	0.0%
CSMC 2017-HD Trust	3.090%	02/15/2031	0.0%
Dollar Tree, Inc.	3.700%	05/15/2023	0.0%
Manufacturers & Traders Trust Co	2.906%	12/28/2020	0.0%
World Omni Select Auto Trust 2018-1	3.680%	07/15/2023	0.0%
BBCMS Trust	2.466%	03/10/2036	0.0%
Fontainebleau Miami Beach Trust 2019-FBLU	3.447%	12/10/2036	0.0%
Volkswagen Group of America Finance LLC	4.250%	11/13/2023	0.0%
Madison Park Funding XVI Ltd	3.866%	04/20/2026	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	1.411%	11/15/2049	0.0%
Hecla Mining Co.	6.875%	05/01/2021	0.0%
Embraer Overseas Ltd.	5.696%	09/16/2023	0.0%
Westar Energy, Inc.	0.000%	01/02/2020	0.0%
MSCG Trust	5.205%	11/15/2034	0.0%
SLIDE 2018-FUN	0.976%	12/15/2020	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.220%	03/21/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.040%	04/15/2031	0.0%
Morgan Stanley Capital I Trust 2016-UB11	1.619%	08/15/2049	0.0%
CarMax Auto Owner Trust	1.600%	06/15/2022	0.0%
Comfort Holding, LLC	6.549%	02/05/2024	0.0%
WFRBS Commercial Mortgage Trust	1.196%	05/15/2045	0.0%
CPI Swap	0.010%	02/24/2022	0.0%
Fairstone Financial Issuance Trust I	6.299%	03/21/2033	0.0%
First Investors Auto Owner Trust 2018-2	4.030%	01/15/2025	0.0%
XPO Logistics, Inc.	6.500%	06/15/2022	0.0%
Citigroup Commercial Mortgage Trust	3.753%	03/10/2047	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.354%	07/05/2033	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.954%	07/05/2033	0.0%
SLIDE 2018-FUN	2.990%	06/15/2031	0.0%
Flowserve Corp.	4.000%	11/15/2023	0.0%
Avery Point CLO Ltd.	2.982%	07/17/2026	0.0%
Shelter Growth CRE 2018-FL1 Issuer Ltd	2.740%	01/15/2035	0.0%
CNO Financial Group, Inc.	5.250%	05/30/2025	0.0%
GS Mortgage Securities Trust	2.636%	11/10/2029	0.0%
Macquarie Bank Ltd.	6.625%	04/07/2021	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	2.840%	07/15/2032	0.0%
WFRBS Commercial Mortgage Trust	4.748%	06/15/2045	0.0%
AOA 2015-1177 Mortgage Trust	2.957%	12/13/2029	0.0%
INFOR US, Inc.	6.500%	05/15/2022	0.0%
CSMC Trust 2016-NXSR	0.109%	12/15/2049	0.0%
Spectra Energy Partners L.P.	4.600%	06/15/2021	0.0%
GE Capital International Funding Co.	2.342%	11/15/2020	0.0%
Ford Motor Credit Co. LLC	2.979%	08/03/2022	0.0%
CPI Swap	0.010%	11/30/2023	0.0%
West Town Mall Trust 2017-KNOX	0.376%	07/05/2030	0.0%
AerCap Ireland Capital Ltd.	4.875%	01/16/2024	0.0%
Broadcom Corp. / Broadcom Cayman Finance Ltd.	2.650%	01/15/2023	0.0%
CHT 2017-COSMO Mortgage Trust	3.990%	11/15/2036	0.0%
Federal National Mortgage Assoc.	2.819%	10/01/2045	0.0%
Novelis Corp.	6.250%	08/15/2024	0.0%
General Motors Financial Co., Inc.	4.250%	05/15/2023	0.0%
CNH Capital LLC	4.375%	11/06/2020	0.0%
CPI Swap	0.010%	09/23/2027	0.0%
Government National Mortgage Association	2.900%	05/16/2054	0.0%
Williams Cos., Inc.	4.500%	11/15/2023	0.0%
Dollar Tree, Inc.	4.000%	05/15/2025	0.0%
Atrium Hotel Portfolio Trust 2018-ATRM	3.390%	06/15/2035	0.0%
American Airlines, Inc.	3.740%	12/14/2023	0.0%
CPI Swap	0.010%	02/10/2022	0.0%
Hyundai Capital America	3.450%	03/12/2021	0.0%
Avis Budget Rental Car Funding	2.630%	12/20/2021	0.0%
Occidental Petroleum Corp.	2.700%	08/15/2022	0.0%
Santander Drive Auto Receivables Trust 2016-1	4.020%	04/15/2022	0.0%
Alibaba Group Holding Ltd.	2.800%	06/06/2023	0.0%
Columbia Cent CLO 27 Ltd	3.540%	10/25/2028	0.0%
Air Canada 2015-1 Class B Pass Through Trust	3.875%	03/15/2023	0.0%
California Republic Auto Receivables Trust 2016-1	2.240%	10/15/2021	0.0%
WFRBS Commercial Mortgage Trust 2012-C10	2.875%	12/15/2045	0.0%
World Omni Select Auto Trust 2019-A	2.380%	12/15/2025	0.0%
Altria Group, Inc.	4.000%	01/31/2024	0.0%
CSMC Trust 2017-LSTK	3.331%	04/05/2033	0.0%
NXP BV / NXP Funding LLC	4.875%	03/01/2024	0.0%
Flying Fortress Holding	4.456%	10/30/2022	0.0%
Kinross Gold Corp.	5.125%	09/01/2021	0.0%
Sherwin-Williams Co.	0.000%	01/02/2020	0.0%
GS Mortgage Securities Trust	4.740%	05/10/2045	0.0%
Government National Mortgage Association	3.000%	01/16/2048	0.0%
First Investors Auto Owner Trust 2018-1	3.510%	05/15/2023	0.0%
Trimble Navigation Ltd.	4.750%	12/01/2024	0.0%
Welltower, Inc.	3.625%	03/15/2024	0.0%
TCF Auto Receivables Owner Trust 2016-PT1	1.930%	06/15/2022	0.0%
Harvest Operations Corp.	4.200%	06/01/2023	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.819%	05/15/2045	0.0%
WFRBS Commercial Mortgage Trust	1.345%	06/15/2045	0.0%
CyrusOne L.P. / CyrusOne Finance Corp.	2.900%	11/15/2024	0.0%
SLIDE 2018-FUN	3.290%	06/15/2031	0.0%
LSTAR Commercial Mortgage	2.417%	03/10/2050	0.0%
Globo Comunicacao e Participacoes SA	4.875%	04/11/2022	0.0%
Syngenta Finance NV	4.441%	04/24/2023	0.0%
BBCMS Trust	3.821%	09/05/2032	0.0%
Federal National Mortgage Assoc.	2.657%	12/01/2045	0.0%
CPI Swap	0.010%	03/02/2024	0.0%
Boston Scientific Corp.	0.000%	01/02/2020	0.0%
American Airlines Class B Pass Through Trust	5.625%	01/15/2021	0.0%
GS Mortgage Securities Corp Trust 2016-RENT	4.067%	02/10/2029	0.0%
Avid Automobile Receivables Trust 2018-1	2.840%	08/15/2023	0.0%
CSMC Trust 2017-LSTK	3.229%	04/05/2033	0.0%
WGL Holdings, Inc.	2.682%	03/12/2020	0.0%
Southern California Edison Co.	0.000%	01/02/2020	0.0%
Hubbell, Inc.	0.000%	01/02/2020	0.0%
Seneca Park CLO Ltd.	3.122%	07/17/2026	0.0%
WPX Energy, Inc.	5.250%	09/15/2024	0.0%
Prestige Auto Receivables Trust 2019-1	3.010%	08/15/2025	0.0%
CPI Swap	0.010%	07/10/2025	0.0%
Flagship Credit Auto Trust 2017-4	2.070%	04/15/2022	0.0%
CPI Swap	0.010%	03/21/2024	0.0%
General Electric Co.	3.375%	03/11/2024	0.0%
CPI Swap	0.010%	08/24/2026	0.0%
CPI Swap	0.010%	10/17/2020	0.0%
Continental Resources, Inc.	3.800%	06/01/2024	0.0%
Master Credit Card Trust	3.570%	07/21/2022	0.0%
UBS-Barclays Commercial Mortgage Trust	0.952%	03/10/2046	0.0%
Laureate Education, Inc.	8.250%	05/01/2025	0.0%
CPS Auto Receivables Trust 2017-D	3.730%	09/15/2023	0.0%
Martin Marietta Materials, Inc.	2.800%	05/22/2020	0.0%
CSAIL 2016-C7 Commercial Mortgage Trust	0.966%	11/15/2049	0.0%
COMM 2016-COR1 Mortgage Trust	2.499%	10/10/2049	0.0%
Glencore Funding LLC	3.000%	10/27/2022	0.0%
CPS Auto Receivables Trust	6.580%	03/15/2022	0.0%
Texas Eastern Transmission L.P.	2.800%	10/15/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.979%	12/15/2047	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	3.090%	07/15/2032	0.0%
PG&E Corp	5.029%	12/31/2020	0.0%
Range Resources Corp.	5.875%	07/01/2022	0.0%
Turkiye Halk Bankasi AS	3.875%	02/05/2020	0.0%
GLP Financing, LLC	3.191%	04/28/2021	0.0%
BBVA Bancomer SA	6.500%	03/10/2021	0.0%
Medco Straits Services Pte Ltd	8.500%	08/17/2022	0.0%
OneMain Financial Issuance Trust 2018-2	3.570%	03/14/2033	0.0%
GM Financial Automobile Leasing Trust 2017-2	2.430%	06/21/2021	0.0%
Hyundai Capital America	3.000%	06/20/2022	0.0%
CPI Swap	0.010%	12/06/2024	0.0%
CFCRE Commercial Mortgage Trust	5.741%	12/15/2047	0.0%
Williams Cos., Inc.	7.875%	09/01/2021	0.0%
Illinois, IL	6.200%	07/01/2021	0.0%
Csail Commercial Mortgage Trust	0.000%	06/15/2057	0.0%
Government National Mortgage Association	0.888%	06/16/2054	0.0%
Capitol Investment Merger Sub 2 LLC	10.000%	08/01/2024	0.0%
Americold LLC Trust	3.847%	01/14/2029	0.0%
First Investors Auto Owner Trust 2018-2	4.280%	01/15/2025	0.0%
Virgin Media Finance plc	6.000%	10/15/2024	0.0%
Lukoil International Finance BV	6.125%	11/09/2020	0.0%
DBWF 2016-85T Mortgage Trust	0.014%	12/10/2036	0.0%
Anglo American Capital plc	4.125%	04/15/2021	0.0%
AmeriCredit Automobile Receivables Trust 2016-3	1.800%	10/08/2021	0.0%
Arconic Inc	5.400%	04/15/2021	0.0%
CPI Swap	0.010%	01/11/2029	0.0%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.0%
Ford Motor Credit Co. LLC	3.339%	03/28/2022	0.0%
Aviation Capital Group Corp.	2.875%	01/20/2022	0.0%
Morgan Stanley Capital I Trust	3.350%	07/13/2029	0.0%
CNAC HK Finbridge Co Ltd	3.000%	07/19/2020	0.0%
Equate Petrochemical BV	3.000%	03/03/2022	0.0%
GTH Finance BV	6.250%	04/26/2020	0.0%
Ascentium Equipment Receivables 2017-1 Trust	2.290%	06/10/2021	0.0%
American Energy-Permian Basin LLC	12.000%	10/01/2024	0.0%
Callon Petroleum Co.	6.125%	10/01/2024	0.0%
Government National Mortgage Association	2.900%	10/16/2055	0.0%
Dell International LLC / EMC Corp.	4.000%	07/15/2024	0.0%
San Diego Gas & Electric Co	1.914%	02/01/2022	0.0%
Fairstone Financial Issuance Trust I	7.257%	03/21/2033	0.0%
Government National Mortgage Association	0.773%	08/16/2054	0.0%
Blue Cube Spinco, Inc.	9.750%	10/15/2023	0.0%
UTEX Industries	5.799%	05/22/2021	0.0%
EPR Properties	5.250%	07/15/2023	0.0%
FHC Health Systems, Inc.	5.945%	12/23/2021	0.0%
IHS Markit Ltd	4.125%	08/01/2023	0.0%
Federal Home Loan Mortgage Corp.	0.177%	11/25/2026	0.0%
WFRBS Commercial Mortgage Trust	0.962%	05/15/2047	0.0%
CPI Swap	0.010%	11/08/2020	0.0%
CPS Auto Receivables Trust 2019-C	3.170%	06/16/2025	0.0%
Federal Home Loan Mortgage Corp.	2.227%	02/25/2032	0.0%
CPS Auto Receivables Trust 2019-C	2.840%	06/16/2025	0.0%
Freeport-McMoRan, Inc.	3.875%	03/15/2023	0.0%
DBUBS Mortgage Trust	4.998%	07/10/2044	0.0%
WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/2045	0.0%
CPI Swap	0.010%	01/10/2029	0.0%
JMC Steel Group	9.875%	06/15/2023	0.0%
CFCRE Commercial Mortgage Trust 2016-C6	1.163%	11/10/2049	0.0%
CPI Swap	0.010%	12/13/2024	0.0%
CPI Swap	0.010%	11/06/2020	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.860%	04/15/2031	0.0%
Fairstone Financial Issuance Trust I	5.084%	03/21/2033	0.0%
TCF Auto Receivables Owner Trust 2016-1	2.510%	09/15/2022	0.0%
Federal National Mortgage Assoc.	3.902%	06/01/2038	0.0%
United Airlines 2014-1 Class B Pass Through Trust	4.750%	04/11/2022	0.0%
COMM Mortgage Trust	1.202%	03/10/2046	0.0%
Petroleos Mexicanos	4.250%	01/15/2025	0.0%
General Motors Financial Co., Inc.	3.150%	06/30/2022	0.0%
COMM Mortgage Trust	0.424%	06/10/2046	0.0%
MVW Owner Trust 2017-1	2.420%	12/20/2034	0.0%
Energy Transfer Partners LP / Regency Energy Finan	4.500%	11/01/2023	0.0%
CPI Swap	0.010%	09/23/2022	0.0%
D.R. Horton, Inc.	4.750%	02/15/2023	0.0%
COMM Mortgage Trust	1.699%	10/15/2045	0.0%
DDR Corp.	4.625%	07/15/2022	0.0%
Federal Home Loan Mortgage Corp.	4.714%	02/01/2038	0.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK1	1.764%	08/15/2049	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	0.657%	07/15/2050	0.0%
CFCRE Commercial Mortgage Trust 2016-C7	0.736%	12/10/2054	0.0%
Charter Communications Operating LLC	3.903%	02/01/2024	0.0%
Federal National Mortgage Assoc.	4.127%	12/01/2040	0.0%
Highwoods Realty L.P.	3.200%	06/15/2021	0.0%
Air Canada 2015-2 Class B Pass Through Trust	5.000%	12/15/2023	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.020%	08/20/2021	0.0%
ZF North America Capital, Inc.	4.500%	04/29/2022	0.0%
CPI Swap	0.010%	11/02/2020	0.0%
Cigna Corp	2.489%	03/17/2020	0.0%
PTL Finance Corp.	3.900%	02/01/2024	0.0%
Welltower, Inc.	4.500%	01/15/2024	0.0%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.0%
Federal Home Loan Mortgage Corp.	4.239%	12/01/2036	0.0%
Federal National Mortgage Assoc.	4.054%	10/01/2035	0.0%
Newell Rubbermaid, Inc.	4.700%	08/15/2020	0.0%
Federal Home Loan Mortgage Corp.	4.541%	09/01/2036	0.0%
CPI Swap	0.010%	10/24/2039	0.0%
Government National Mortgage Association	2.900%	08/16/2055	0.0%
William Lyon Homes, Inc.	7.000%	08/15/2022	0.0%
WFRBS Commercial Mortgage Trust	4.869%	02/15/2044	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.740%	06/15/2035	0.0%
Conn's Receivables Funding 2018-A LLC	3.250%	01/15/2023	0.0%
Wells Fargo Commercial Mortgage Trust	0.017%	06/15/2048	0.0%
Suncor Energy Ventures Corp	9.400%	09/01/2021	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	4.009%	10/05/2031	0.0%
Federal Home Loan Mortgage Corp.	4.034%	02/01/2037	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.750%	12/15/2021	0.0%
Kinetic Concepts, Inc. / KCI USA, Inc.	12.500%	11/01/2021	0.0%
Acadia Healthcare Co., Inc.	5.625%	02/15/2023	0.0%
Delmarva Power & Light Co	0.000%	01/02/2020	0.0%
Continental Credit Card 2016-1	11.330%	01/15/2025	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.734%	12/15/2049	0.0%
Bill Barrett Corp.	7.000%	10/15/2022	0.0%
CPI Swap	0.010%	03/04/2024	0.0%
CPI Swap	0.010%	02/04/2021	0.0%
QEP Resources, Inc.	6.875%	03/01/2021	0.0%
Fresenius Medical Care US Finance II, Inc.	4.125%	10/15/2020	0.0%
GS Mortgage Securities Corp Trust 2012-ALOHA	4.129%	04/10/2034	0.0%
CPI Swap	0.010%	11/20/2020	0.0%
Morgan Stanley Capital I Trust	0.089%	07/13/2029	0.0%
CPI Swap	0.010%	04/11/2026	0.0%
CPS Auto Receivables Trust 2019-A	3.890%	12/16/2024	0.0%
CPI Swap	0.010%	03/22/2041	0.0%
CarMax Auto Owner Trust	1.400%	08/15/2021	0.0%
Century Aluminum Co.	7.500%	06/01/2021	0.0%
VeriSign, Inc.	4.625%	05/01/2023	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
CPI Swap	0.010%	12/19/2024	0.0%
Federal National Mortgage Assoc.	4.287%	09/01/2038	0.0%
Federal National Mortgage Assoc.	4.617%	01/01/2038	0.0%
Wells Fargo Commercial Mortgage Trust	0.642%	06/15/2048	0.0%
Citigroup Commercial Mortgage Trust	0.373%	06/10/2048	0.0%
Helmerich & Payne, Inc.	4.650%	03/15/2025	0.0%
MSCG Trust	3.348%	11/15/2034	0.0%
CIT Group, Inc.	4.750%	02/16/2024	0.0%
COMM Mortgage Trust	1.032%	08/10/2047	0.0%
CPI Swap	0.010%	05/26/2036	0.0%
COMM Mortgage Trust	5.972%	07/10/2046	0.0%
DBUBS Mortgage Trust	3.527%	07/10/2044	0.0%
CPI Swap	0.010%	11/08/2024	0.0%
Morgan Stanley Capital I Trust	3.469%	08/11/2033	0.0%
BBCMS Trust	0.205%	09/10/2028	0.0%
Comm 2013-GAM	3.367%	02/10/2028	0.0%
Dow Chemical Co.	0.000%	01/06/2020	0.0%
California Republic Auto Receivables Trust 2016-2	1.830%	12/15/2021	0.0%
Brandywine Operating Partnership L.P.	4.100%	10/01/2024	0.0%
CPI Swap	0.010%	12/21/2025	0.0%
Sophia, L.P.	5.194%	09/30/2022	0.0%
Citigroup Mortgage Loan Trust	1.848%	07/25/2036	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.000%	09/15/2021	0.0%
CPI Swap	0.010%	12/19/2024	0.0%
Federal National Mortgage Assoc.	4.114%	03/01/2039	0.0%
LSTAR Commercial Mortgage Trust 2016-4	1.844%	03/10/2049	0.0%
CFCRE Commercial Mortgage Trust 2016-C4	1.708%	05/10/2058	0.0%
Federal National Mortgage Assoc.	4.035%	12/01/2040	0.0%
Cox Communications, Inc.	3.250%	12/15/2022	0.0%
Government National Mortgage Association	0.902%	01/16/2055	0.0%
CPI Swap	0.010%	11/10/2022	0.0%
JPMBB Commercial Mortgage Securities Trust	0.926%	11/15/2047	0.0%
CPI Swap	0.010%	09/02/2022	0.0%
World Omni Automobile Lease Securitization Trust 2	2.480%	08/15/2022	0.0%
CPI Swap	0.010%	12/05/2022	0.0%
Federal National Mortgage Assoc.	4.642%	04/01/2040	0.0%
Government National Mortgage Association	2.750%	09/16/2046	0.0%
Engs Commercial Finance Trust	2.630%	02/22/2022	0.0%
CD 2016-CD1 Mortgage Trust	1.409%	08/10/2049	0.0%
Drive Auto Receivables Trust 2017-2	2.750%	09/15/2023	0.0%
Prima Capital CRE Securitization Ltd.	2.214%	10/24/2035	0.0%
CPI Swap	0.010%	11/15/2024	0.0%
JPMBB Commercial Mortgage Securities Trust	0.488%	07/15/2045	0.0%
GS Mortgage Securities Trust	1.948%	11/10/2045	0.0%
CPI Swap	0.010%	03/04/2021	0.0%
Government National Mortgage Association	2.200%	04/16/2047	0.0%
JPMBB Commercial Mortgage Securities Trust	0.762%	05/15/2048	0.0%
Diamond Resorts Owner Trust	3.080%	11/20/2028	0.0%
UTEX Industries	9.049%	05/22/2022	0.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-	3.730%	03/25/2049	0.0%
Federal National Mortgage Assoc.	4.784%	12/01/2038	0.0%
CPI Swap	0.010%	11/21/2022	0.0%
CPS Auto Receivables Trust 2017-D	2.430%	01/18/2022	0.0%
Structured Asset Securities Corp. Series	5.750%	12/25/2035	0.0%
CPI Swap	0.010%	06/14/2029	0.0%
JP Morgan Chase Commercial Mortgage Series Trust	1.259%	04/15/2046	0.0%
CPI Swap	0.010%	02/01/2026	0.0%
Federal Home Loan Mortgage Corp.	4.135%	04/01/2037	0.0%
CPI Swap	0.010%	01/15/2029	0.0%
CPI Swap	0.010%	12/23/2026	0.0%
California Republic Auto Receivables Trust 2015-4	2.580%	06/15/2021	0.0%
New Century Home Equity Loan Trust	4.671%	08/25/2035	0.0%
Federal Home Loan Mortgage Corp.	4.347%	05/01/2036	0.0%
Vornado DP LLC Trust	2.970%	09/13/2028	0.0%
CPI Swap	0.010%	12/27/2025	0.0%
GS Mortgage Securities Trust	0.785%	11/10/2048	0.0%
ACC Trust 2018-1	3.700%	12/21/2020	0.0%
AES Corporation, The	4.059%	05/31/2022	0.0%
CPI Swap	0.010%	05/25/2023	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	1.211%	10/05/2031	0.0%
CPI Swap	0.010%	01/10/2020	0.0%
JPMBB Commercial Mortgage Securities Trust	0.752%	04/15/2047	0.0%
COMM Mortgage Trust	3.152%	10/15/2031	0.0%
Continental Airlines 2012-1 Class B Pass Thru Trus	6.250%	04/11/2020	0.0%
CPI Swap	0.010%	12/27/2025	0.0%
Federal Home Loan Mortgage Corp.	4.269%	10/01/2038	0.0%
CPI Swap	0.010%	02/13/2026	0.0%
Citigroup Commercial Mortgage Trust	0.216%	07/10/2047	0.0%
Federal National Mortgage Assoc.	4.686%	03/01/2038	0.0%
Federal National Mortgage Assoc.	4.122%	10/01/2040	0.0%
WFRBS Commercial Mortgage Trust	0.572%	05/15/2047	0.0%
DRB Prime Student Loan Trust	3.200%	01/25/2040	0.0%
California Republic Auto Receivables Trust	2.130%	05/17/2021	0.0%
Federal National Mortgage Assoc.	4.366%	08/01/2038	0.0%
GS Mortgage Securities Trust	3.849%	12/10/2043	0.0%
CPI Swap	0.010%	10/14/2026	0.0%
Smithfield Foods, Inc.	2.650%	10/03/2021	0.0%
US Airways Class B Pass Through Trust	6.750%	06/03/2021	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
CPI Swap	0.010%	12/28/2025	0.0%
Doncasters US Finance LLC (Doncasters US LLC)	0.000%	10/09/2020	0.0%
Government National Mortgage Association	2.500%	03/16/2049	0.0%
SLM Student Loan Trust	2.312%	03/25/2026	0.0%
Capital Auto Receivables Asset Trust 2016-2	2.110%	03/22/2021	0.0%
Santander Drive Auto Receivables Trust 2018-3	3.030%	02/15/2022	0.0%
JPMBB Commercial Mortgage Securities Trust	0.285%	04/15/2047	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.657%	10/05/2031	0.0%
CPI Swap	0.010%	04/01/2026	0.0%
DBWF Mortgage Trust	0.423%	06/10/2034	0.0%
Federal National Mortgage Assoc.	4.194%	08/01/2037	0.0%
CPI Swap	0.010%	12/23/2039	0.0%
Dell Technologies Inc Class V	3.908%	09/12/2025	0.0%
JPMBB Commercial Mortgage Securities Trust	3.046%	04/15/2047	0.0%
Eneva SA	0.000%	-	0.0%
Afren plc	11.500%	02/01/2022	0.0%
DOMMO ENERGIA SA-SP ADR	0.000%	-	0.0%
Afren plc	10.250%	04/08/2022	0.0%
CPI Swap	0.010%	04/10/2022	0.0%
HCA Healthcare Inc	3.512%	03/18/2026	0.0%
Afren plc	6.625%	12/09/2020	0.0%
CPI Swap	0.010%	05/22/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.376%	06/10/2027	0.0%
Templar Energy LLC	0.000%	-	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.034%	06/10/2027	0.0%
OGX Austria GmbH	8.500%	06/01/2019	0.0%
Templar Energy LLC	0.000%	-	0.0%
HCA Healthcare Inc	3.971%	03/17/2023	0.0%
US 10YR NOTE (CBT)MAR20	0.000%	03/31/2020	0.0%
US 5YR NOTE (CBT) MAR20	0.000%	04/03/2020	0.0%
US LONG BOND(CBT) MAR20	0.000%	03/31/2020	0.0%
US 2YR NOTE (CBT) MAR20	0.000%	04/03/2020	0.0%
CPI Swap	0.010%	01/07/2026	0.0%
CPI Swap	0.010%	06/09/2022	0.0%
CPI Swap	0.010%	01/04/2026	0.0%
CPI Swap	0.010%	01/03/2026	0.0%
FX USD/CAD 03/20	0.000%	03/13/2020	0.0%
CPI Swap	0.010%	04/28/2020	0.0%
CPI Swap	0.010%	06/28/2025	0.0%
CPI Swap	0.010%	12/30/2034	0.0%
CPI Swap	0.010%	06/17/2039	0.0%
CPI Swap	0.010%	04/03/2021	0.0%
CPI Swap	0.010%	05/02/2021	0.0%
CPI Swap	0.010%	01/08/2021	0.0%
CPI Swap	0.010%	12/12/2031	0.0%
CPI Swap	0.010%	02/21/2031	0.0%
CPI Swap	0.010%	11/14/2021	0.0%
CPI Swap	0.010%	02/19/2031	0.0%
CPI Swap	0.010%	01/09/2039	0.0%
CPI Swap	0.010%	12/09/2034	0.0%
CPI Swap	0.010%	01/04/2026	0.0%
CPI Swap	0.010%	08/27/2023	0.0%
CPI Swap	0.010%	07/20/2029	0.0%
CPI Swap	0.010%	03/31/2026	0.0%
CPI Swap	0.010%	03/25/2029	0.0%
CPI Swap	0.010%	06/04/2020	0.0%
CPI Swap	0.010%	09/07/2022	0.0%
CPI Swap	0.010%	06/30/2042	0.0%
CPI Swap	0.010%	12/10/2034	0.0%
CPI Swap	0.010%	12/01/2024	0.0%
CPI Swap	0.010%	12/11/2031	0.0%
CPI Swap	0.010%	05/03/2022	0.0%
CPI Swap	0.010%	08/21/2024	0.0%
CPI Swap	0.010%	10/25/2032	0.0%
CPI Swap	0.010%	08/07/2024	0.0%
CPI Swap	0.010%	10/09/2029	0.0%
CPI Swap	0.010%	09/24/2029	0.0%
CPI Swap	0.010%	06/23/2022	0.0%
CPI Swap	0.010%	11/27/2034	0.0%
CPI Swap	0.010%	08/08/2024	0.0%
CPI Swap	0.010%	04/26/2025	0.0%
CPI Swap	0.010%	07/31/2029	0.0%
CPI Swap	0.010%	07/24/2029	0.0%
CPI Swap	0.010%	12/02/2024	0.0%
CPI Swap	0.010%	12/13/2031	0.0%
Interest Rate Swap	0.000%	04/01/2029	0.0%
CPI Swap	0.010%	02/05/2025	0.0%
CPI Swap	0.010%	12/14/2026	0.0%
CPI Swap	0.010%	04/22/2025	0.0%
CPI Swap	0.010%	11/09/2020	0.0%
CPI Swap	0.010%	10/09/2021	0.0%
CPI Swap	0.010%	01/11/2021	0.0%
CPI Swap	0.010%	02/11/2031	0.0%
CPI Swap	0.010%	10/22/2022	0.0%
CPI Swap	0.010%	04/05/2029	0.0%
CPI Swap	0.010%	03/28/2029	0.0%
CPI Swap	0.010%	03/16/2029	0.0%
CPI Swap	0.010%	06/30/2026	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
CPI Swap	0.010%	05/24/2028	0.0%
CPI Swap	0.010%	03/15/2029	0.0%
CPI Swap	0.010%	01/26/2029	0.0%
CPI Swap	0.010%	01/08/2027	0.0%
CPI Swap	0.010%	11/25/2024	0.0%
CPI Swap	0.010%	05/21/2028	0.0%
CPI Swap	0.010%	05/03/2030	0.0%
CPI Swap	0.010%	04/17/2030	0.0%
CPI Swap	0.010%	08/25/2023	0.0%
CPI Swap	0.010%	06/22/2025	0.0%
CPI Swap	0.010%	03/23/2032	0.0%
CPI Swap	0.010%	03/10/2032	0.0%
CPI Swap	0.010%	01/25/2033	0.0%
CPI Swap	0.010%	01/23/2033	0.0%
CPI Swap	0.010%	03/06/2032	0.0%
CPI Swap	0.010%	03/21/2032	0.0%
CPI Swap	0.010%	01/21/2021	0.0%
CPI Swap	0.010%	02/07/2032	0.0%
CPI Swap	0.010%	12/13/2031	0.0%
CPI Swap	0.010%	01/20/2026	0.0%
CPI Swap	0.010%	01/20/2021	0.0%
CPI Swap	0.010%	03/20/2022	0.0%
CPI Swap	0.010%	02/12/2033	0.0%
CPI Swap	0.010%	11/22/2024	0.0%
CPI Swap	0.010%	02/09/2021	0.0%
CPI Swap	0.010%	04/12/2022	0.0%
CPI Swap	0.010%	12/09/2024	0.0%
CPI Swap	0.010%	09/06/2029	0.0%
CPI Swap	0.010%	10/01/2025	0.0%
CPI Swap	0.010%	12/05/2024	0.0%
CPI Swap	0.010%	08/06/2020	0.0%
CPI Swap	0.010%	10/30/2030	0.0%
CPI Swap	0.010%	08/20/2021	0.0%
CPI Swap	0.010%	02/01/2038	0.0%
CPI Swap	0.010%	05/31/2028	0.0%
CPI Swap	0.010%	02/20/2038	0.0%
CPI Swap	0.010%	02/26/2038	0.0%
CPI Swap	0.010%	02/17/2021	0.0%
CPI Swap	0.010%	05/21/2025	0.0%
CPI Swap	0.010%	02/26/2038	0.0%
CPI Swap	0.010%	06/01/2028	0.0%
CPI Swap	0.010%	07/29/2021	0.0%
CPI Swap	0.010%	11/21/2024	0.0%
CPI Swap	0.010%	02/03/2021	0.0%
CPI Swap	0.010%	02/06/2038	0.0%
CPI Swap	0.010%	12/16/2020	0.0%
CPI Swap	0.010%	06/06/2028	0.0%
CPI Swap	0.010%	09/11/2028	0.0%
CPI Swap	0.010%	08/27/2028	0.0%
CPI Swap	0.010%	01/11/2025	0.0%
CPI Swap	0.010%	08/14/2028	0.0%
CPI Swap	0.010%	07/25/2028	0.0%
CPI Swap	0.010%	01/26/2021	0.0%
CPI Swap	0.010%	05/04/2020	0.0%
CPI Swap	0.010%	05/04/2020	0.0%
CPI Swap	0.010%	05/16/2028	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	07/06/2028	0.0%
CPI Swap	0.010%	10/01/2028	0.0%
CPI Swap	0.010%	03/14/2029	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	08/09/2028	0.0%
CPI Swap	0.010%	01/14/2021	0.0%
CPI Swap	0.010%	02/08/2029	0.0%
CPI Swap	0.010%	06/27/2020	0.0%
CPI Swap	0.010%	02/15/2029	0.0%
CPI Swap	0.010%	10/09/2028	0.0%
CPI Swap	0.010%	09/26/2028	0.0%
CPI Swap	0.010%	08/03/2028	0.0%
CPI Swap	0.010%	05/11/2028	0.0%
CPI Swap	0.010%	06/03/2020	0.0%
CPI Swap	0.010%	06/13/2020	0.0%
CPI Swap	0.010%	02/27/2029	0.0%
CPI Swap	0.010%	01/19/2021	-0.1%
CPI Swap	0.010%	01/18/2029	-0.1%
CPI Swap	0.010%	11/17/2036	-0.1%
CPI Swap	0.010%	01/13/2029	-0.1%
CPI Swap	0.010%	12/23/2031	-0.1%
CPI Swap	0.010%	04/27/2024	-0.1%
CPI Swap	0.010%	03/08/2032	-0.1%
CPI Swap	0.010%	01/24/2029	-0.1%
CPI Swap	0.010%	04/26/2030	-0.1%
CPI Swap	0.010%	01/24/2021	-0.1%
CPI Swap	0.010%	12/08/2031	-0.1%
CPI Swap	0.010%	04/27/2023	-0.1%
CPI Swap	0.010%	02/01/2032	-0.1%
CPI Swap	0.010%	04/11/2020	-0.1%
CPI Swap	0.010%	01/06/2026	-0.1%
CPI Swap	0.010%	12/30/2023	-0.1%
CPI Swap	0.010%	11/21/2036	-0.1%
CPI Swap	0.010%	12/16/2036	-0.1%
CPI Swap	0.010%	09/21/2028	-0.1%
CPI Swap	0.010%	07/17/2028	-0.1%
CPI Swap	0.010%	01/30/2038	-0.1%
CPI Swap	0.010%	04/26/2020	-0.1%
CPI Swap	0.010%	11/30/2031	-0.1%
CPI Swap	0.010%	04/17/2021	-0.1%
CPI Swap	0.010%	04/20/2021	-0.1%
CPI Swap	0.010%	02/11/2021	-0.1%
CPI Swap	0.010%	12/07/2031	-0.1%
CPI Swap	0.010%	11/14/2024	-0.1%
CPI Swap	0.010%	07/22/2023	-0.1%
CPI Swap	0.010%	06/21/2027	-0.1%
CPI Swap	0.010%	06/20/2021	-0.1%
CPI Swap	0.010%	09/04/2021	-0.1%
CPI Swap	0.010%	06/08/2026	-0.1%
CPI Swap	0.010%	05/09/2021	-0.1%
CPI Swap	0.010%	05/02/2021	-0.1%
CPI Swap	0.010%	10/29/2021	-0.1%
Interest Rate Swap	2.404%	04/01/2029	-0.1%
CPI Swap	0.010%	08/02/2021	-0.1%
CPI Swap	0.010%	07/05/2026	-0.1%
CPI Swap	0.010%	04/05/2032	-0.1%
CPI Swap	0.010%	08/06/2028	-0.1%
CPI Swap	0.010%	04/18/2030	-0.1%
CPI Swap	0.010%	01/04/2020	-0.1%
CPI Swap	0.010%	05/13/2020	-0.1%
CPI Swap	0.010%	03/30/2032	-0.1%
CPI Swap	0.010%	11/21/2023	-0.1%
CPI Swap	0.010%	02/13/2029	-0.1%
CPI Swap	0.010%	01/28/2021	-0.1%
CPI Swap	0.010%	12/17/2020	-0.1%
CPI Swap	0.010%	10/11/2020	-0.1%
CPI Swap	0.010%	12/27/2020	-0.1%
CPI Swap	0.010%	06/07/2021	-0.2%
CPI Swap	0.010%	12/13/2020	-0.2%
CPI Swap	0.010%	02/04/2021	-0.2%
CPI Swap	0.010%	04/17/2026	-0.2%
CPI Swap	0.010%	03/28/2032	-0.2%
CPI Swap	0.010%	09/20/2021	-0.2%
CPI Swap	0.010%	10/25/2021	-0.2%
CPI Swap	0.010%	06/13/2028	-0.2%
CPI Swap	0.010%	02/28/2021	-0.2%
CPI Swap	0.010%	03/22/2032	-0.2%
CPI Swap	0.010%	02/19/2021	-0.2%
CPI Swap	0.010%	06/14/2028	-0.2%
CPI Swap	0.010%	09/14/2024	-0.2%
CPI Swap	0.010%	04/24/2023	-0.2%
CPI Swap	0.010%	04/23/2023	-0.2%
CPI Swap	0.010%	07/08/2022	-0.2%
CPI Swap	0.010%	05/02/2021	-0.2%
CPI Swap	0.010%	04/03/2023	-0.3%
CPI Swap	0.010%	07/23/2023	-0.3%
CPI Swap	0.010%	02/07/2033	-0.3%
CPI Swap	0.010%	02/21/2022	-0.3%
CPI Swap	0.010%	03/12/2022	-0.3%
CPI Swap	0.010%	04/24/2023	-0.3%
CPI Swap	0.010%	04/11/2022	-0.3%
CPI Swap	0.010%	03/20/2022	-0.3%
CPI Swap	0.010%	02/26/2022	-0.3%
CPI Swap	0.010%	03/25/2022	-0.3%
CPI Swap	0.010%	06/26/2023	-0.4%
CPI Swap	0.010%	02/15/2033	-0.4%
CPI Swap	0.010%	03/05/2038	-0.5%
CPI Swap	0.010%	01/16/2038	-0.5%

Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.

Dividends & Cap Gains

Dividend Payments

For

YTD Dividends Paidas of 02/25/2020: $0.037
Dividend Frequency: Monthly (Daily Accrual)

Record Date	Ex-Dividend Date	Reinvest & Payable Date	Dividend	Reinvest Price
Daily	Daily	01/31/2020	$0.03706	$11.31

Upcoming Dividend Payment Dates

Record Date	Ex-Dividend Date	Reinvest & Payable Date
Daily	Daily	02/29/2020
Daily	Daily	03/31/2020
Daily	Daily	04/30/2020
Daily	Daily	05/31/2020
Daily	Daily	06/30/2020
Daily	Daily	07/31/2020
Daily	Daily	08/31/2020
Daily	Daily	09/30/2020
Daily	Daily	10/31/2020
Daily	Daily	11/30/2020
Daily	Daily	12/31/2020

Fees & Expenses

Expense Ratioas of 01/31/2020

0.56%

Fund Documents

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	Summary Prospectus Publish Date:11/03/2015
n/a	Statutory Prospectus Publish Date:11/03/2015
n/a	Prospectus (XBRL) Publish Date:11/03/2015
	SAI Publish Date:11/03/2015
	Annual Report Publish Date:11/03/2015
	Semi-Annual Report Publish Date:11/03/2015
	Fact Sheet Publish Date:11/03/2015
	Commentary Publish Date:11/03/2015
	Fixed Income Combo Flyer Publish Date:11/03/2015
	Capital Markets Presentation Publish Date:11/03/2015

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^*Barron’s Top Fund Families of 2019, February 14, 2020, #5 in the Taxable Bond Category among 55 fund families. Based on the net total return of the one−year period ending 12/31/2019. #14 Overall ranking among 55 qualifying fund families based on the net total return of the one-year period ending 12/31/2019. Five-year Overall ranking is #30 out of 52 fund families; 10-year Overall ranking is #33 out of 45 fund families.

Source: Barron’s, “Barron’s Top Fund Families of 2019,” February 14, 2020. Barron’s rankings are based on asset weighted returns in funds in five categories: U.S. equity, world equity (including international and global portfolios), mixed asset (which invest in stocks, bonds and other securities), taxable bond, and tax-exempt (each a "Barron's ranking category"). Rankings also take into account an individual fund's performance within its Lipper peer universe. Lipper calculated each fund's net total return for the year ended December 31, 2019, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer "universe," as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2019 weighting of their Barron's ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron's ranking category. The process is repeated for the five- and ten-year rankings as well. Barron's Fund Family Rankings are awarded annually.

© Reuters 2020. All Rights Reserved. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. Although Lipper makes reasonable efforts to ensure the accuracy and reliability of the data contained herein, the accuracy is not guaranteed by Lipper.

Minimum initial investment varies depending on the class of shares you buy and the type of account. IRAs, SIMPLEs, and SEP accounts with payroll deductions have no minimums. Please see Fund prospectuses for additional information.

Dividend Yield is a financial ratio that shows how much a mutual fund pays out in dividends each year relative to value with maximum sales charges and without sales charges. The dividend yield is calculated by annualizing the last dividend and dividing it by the fund’s net asset value with maximum sales charges and without sales charges.

The 30-Day Standardized Yield represents net investment income earned by a fund over a 30-day period. It is expressed as an annual percentage rate using a method of calculation adopted by the Securities and Exchange Commission (SEC). Yields for other share classes will vary.

The Fund’s Dividend Yield, 12-Month Dividend Yield and 7 Day Yield are shown with and without sales charges and with maximum sales charges. The Fund’s Subsidized Dividend yield takes into account any fee waiver or expense limitation arrangements, if any. Without such fee waivers or expense limitation arrangements, the Fund’s dividend yield would have been lower. Information regarding any fee waivers or expense limitation arrangements applicable to the Fund is provided with the Fund’s expense ratio information.

The Fund’s Unsubsidized Dividend yield is shown without sales charges and with maximum sales charges. The Fund’s unsubsidized dividend yield reflects what the yield would have been without the effect of fee waivers or expense limitation arrangements.

The 30-day Standardized Subsidized yield reflects fee waivers in effect. Without such fee waivers, yields would be reduced.

The 30-day Standardized Unsubsidized yield does not reflect fee waivers.

IMPORTANT INFORMATION

A Note about Risk: Although the Fund invests in inflation-linked investments, there is no guarantee that the Fund will generate returns that exceed the rate of inflation in the U.S. over time. During periods of deflation or when inflation is lower than anticipated, the Fund is likely to underperform funds that hold fixed income securities similar to those held by the Fund but do not hold inflation-linked investments. The Fund may invest substantially in inflation-linked derivatives and other types of derivatives and is exposed to the risk that the value of a derivative instrument does not move in correlation to the value of an underlying securities, market index or interest rate, or moves in an opposite direction than anticipated by the Fund. Investing in derivatives also involves greater liquidity, leverage, and counterparty risk. Because derivatives may involve a small amount of cash relative to the total amount of the transaction, the magnitude of losses from derivatives may be greater than the amount originally invested by the Fund. In addition, the Fund must also be able to correctly forecast market movements and other factors to be successful with its derivatives investments. The Fund is subject to the general risks associated with investing in fixed income securities, including market, credit, liquidity, and interest rate risk. These factors can affect the Fund’s performance.

Performance data quoted is historical. Past performance is not indicative of future results. Current performance may be higher or lower than the performance quoted. The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.

CUSIP identifiers have been provided by CUSIP Global Services, managed on behalf of the American Bankers Association by Standard & Poor’s Financial Services, LLC, and are not for use or dissemination in a manner that would serve as a substitute for any CUSIP service. The CUSIP Database, © 2011 American Bankers Association. “CUSIP” is a registered trademark of the American Bankers Association.

Class F - The inception date for Class F shares is September 28, 2007. The performance quotations for Class F are based on the following methods of calculation: (a) for periods prior to September 28, 2007, a restated figure is used based on the Fund's Class I performance, which does not have a 12b-1 fee, adjusted to reflect the Rule 12b-1 rate differential between Class I and Class F; and (b) for periods after September 28, 2007, actual Class F performance is used reflecting all charges and fees applicable to Class F shares.

Class F shares are available only to eligible fee-based advisory programs and certain registered investment advisers. For additional information, see the Fund’s current prospectus.

With Sales Charge - Returns with sales charges reflect applicable fees and expenses and include all distributions reinvested.

Without Sales Charge - Returns shown are without sales charges and have all distributions reinvested. If a sales charge had been deducted, the results would have been lower.

Returns shown at less than a year reflect aggregate total returns.

Double-Digit Returns - instances of high double-digit returns were achieved primarily during favorable market conditions and may not be sustainable over time.

Indexes reflect total return, unless otherwise specified, with all dividends reinvested. Indexes are unmanaged, do not reflect the deduction of fees or expenses, and are not available for direct investment.

Lipper Category Average - Peer group averages are based on universes of funds with the same investment objectives. The average return for the peer group is based on the returns of each individual fund within the group for the period shown. This average assumes reinvestment of dividends.

Fund Expense Ratio Detail: Reflects expenses for the Fund's fiscal year-end and is subject to change. Fund expenses may fluctuate with market volatility. A substantial reduction in Fund assets (since its most recently completed fiscal year), whether caused by market conditions or significant redemptions or both, will likely cause total operating expenses (as a percentage of Fund assets) to become higher than those shown.

Lipper Category Average Expense Ratio reflects the average net expenses of Class A shares of all funds with in the peer group based on Lipper data available.

The Fund's portfolio is actively managed and portfolio characteristics, such as individual holdings and sector weightings may change significantly over time. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.

Dividends and Capital Gains: The information presented in this section is intended for general information and is not intended to be relied upon and should not be relied upon, as financial, legal or tax advice for any particular investor. We strongly recommend that you contact your financial, legal or tax advisor regarding your particular tax situation.

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Lord Abbett aspires to be the most respected asset manager in the world. Rooted in the values that have shaped the firm since our founding in 1929, our vision continues to guide our actions and strengthen our culture.

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Summary

Summary

What is the Inflation Focused Fund?

The Fund seeks to deliver total returns that exceed the rate of inflation in the U.S. over a full inflation cycle and current income by combining investments in inflation-linked derivatives with a portfolio of fixed income securities.

EXPERIENCED INVESTMENT TEAM

HIGHER INCOME POTENTIAL WITH LOWER DURATION

TRUE INFLATION PROTECTION

Yield

Dividend Yield 1 as of 02/25/2020

30-Day Standardized Yield 2 as of 01/31/2020

Fund Basicsas of 01/31/2020

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

Credit Quality Distribution as of 01/31/2020 View Portfolio

Investment Team

Contact a Representative

Performance

Performance

Dividend Yield 1 as of 02/25/2020

30-Day Standardized Yield 2 as of 01/31/2020

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

Fund Expense Ratio :

0.56%

NAV Historical Prices

Portfolio

Portfolio

Credit Quality Distribution as of 01/31/2020

Portfolio Positioning as of 12/31/2019

Portfolio Details as of 01/31/2020

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

Upcoming Dividend Payment Dates

Fees & Expenses

Fees & Expenses

Expense Ratioas of 01/31/2020

Fund Documents

Fund Documents

Coming Soon.......

Dividend Yield ¹ as of 02/25/2020

30-Day Standardized Yield ² as of 01/31/2020

Dividend Yield ¹ as of 02/25/2020

30-Day Standardized Yield ² as of 01/31/2020