Inflation Focused Fund

LIFIX

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Daily price w/o sales charge as of 04/07/2020

$9.93

$0.02

YTD Returns w/o sales charge as of 04/07/2020

-12.11%

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 04/07/2020

w/o sales charge

4.18%

30-Day Standardized Yield ² as of 02/29/2020

2.34%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Basicsas of 02/28/2020

Total Net Assets: $957.65 M
Inception Date: 04/29/2011
Dividend Frequency: Monthly
Fund Expense Ratio: 0.49%
Number of Holdings: 1298
Minimum Initial Investment: $1,000,000+

Fund Expense Ratio :

0.49%

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

w/o sales charge	-14.74%	-12.73%	-3.71%	-1.46%	-	-0.89%
Lipper Category Avg. Inflation Protected Bond Funds	-0.94%	3.24%	1.97%	1.66%	-	-

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

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

w/o sales charge	-14.74%	-12.73%	-3.71%	-1.46%	-	-0.89%
Lipper Category Avg. Inflation Protected Bond Funds	-0.94%	3.24%	1.97%	1.66%	-	-

Fund Expense Ratio :

0.49%

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

The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.

Type	Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
MBS
Sovereign
U.S. Government Related
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 02/28/2020 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

Contact a Representative

To contact your representative, enter your zip code and select your channel below.

Performance

Dividend Yield ¹ as of 04/07/2020

w/o sales charge

4.18%

30-Day Standardized Yield ² as of 02/29/2020

	Subsidized⁵	Un-Subsidized⁶
w/o sales charge	2.34%	2.34%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Expense Ratio :

0.49%

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

w/o sales charge	-14.74%	-12.73%	-3.71%	-1.46%	-	-0.89%
Lipper Category Avg. Inflation Protected Bond Funds	-0.94%	3.24%	1.97%	1.66%	-	-

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

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

w/o sales charge	-14.74%	-12.73%	-3.71%	-1.46%	-	-0.89%
Lipper Category Avg. Inflation Protected Bond Funds	-0.94%	3.24%	1.97%	1.66%	-	-

Fund Expense Ratio :

0.49%

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

Year	Fund Returns

2019	5.16%
2018	-1.08%
2017	1.45%
2016	5.25%
2015	-2.02%
2014	-5.01%
2013	-1.50%
2012	10.02%
2011	-3.31%

Year	Q1	Q2	Q3	Q4	Yearly Returns

2020	-14.74%	-	-	-	-12.11%
2019	2.73%	0.38%	-1.23%	3.24%	5.16%
2018	0.54%	1.00%	0.76%	-3.32%	-1.08%
2017	0.78%	-1.56%	1.27%	0.98%	1.45%
2016	-0.85%	-0.60%	2.59%	4.10%	5.25%
2015	-0.13%	1.77%	-4.63%	1.08%	-2.02%
2014	0.07%	2.26%	-2.76%	-4.54%	-5.01%
2013	0.62%	-3.70%	1.38%	0.27%	-1.50%
2012	5.39%	-0.87%	3.14%	2.10%	10.02%
2011	-	-	-5.93%	2.26%	-3.31%

Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.

NAV Historical Prices

Date	Net Asset Value

Portfolio

Rating	Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
MBS
Sovereign
U.S. Government Related
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 02/28/2020

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 02/28/2020

Total Net Assets: $957.65 M
Number of Issues: 1298
Average Coupon: 3.69%
Average Life: 2.4 Years
Average Maturity: 2.4 Years
Average Effective Duration: 2.03 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

BX Commercial Mortgage Trust 2019-XL	2.579%	10/15/2036	1.0%
VNO Mortgage Trust	2.996%	11/15/2030	1.0%
DBWF 2018-AMXP Mortgage Trust	3.747%	05/05/2035	0.7%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.7%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.7%
BBCMS 2018-TALL Mortgage Trust	2.381%	03/15/2037	0.6%
AT&T, Inc.	3.312%	06/12/2024	0.6%
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%
UBS AG	7.625%	08/17/2022	0.5%

% of Total Assets			6.8%

Holding	Coupon	Maturity	Assets

BX Commercial Mortgage Trust 2019-XL	2.579%	10/15/2036	1.0%
VNO Mortgage Trust	2.996%	11/15/2030	1.0%
DBWF 2018-AMXP Mortgage Trust	3.747%	05/05/2035	0.7%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.7%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.7%
BBCMS 2018-TALL Mortgage Trust	2.381%	03/15/2037	0.6%
AT&T, Inc.	3.312%	06/12/2024	0.6%
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%
UBS AG	7.625%	08/17/2022	0.5%
Barclays Dryrock Issuance Trust	1.959%	05/15/2023	0.5%
U.S. Treasury Note/Bond	1.125%	02/28/2022	0.5%
Ally Financial, Inc.	5.125%	09/30/2024	0.5%
Synchrony Credit Card Master Note Trust	2.190%	06/15/2023	0.5%
UBS-Barclays Commercial Mortgage Trust	3.347%	03/10/2046	0.5%
Abe Investment Holdings, Inc.	2.896%	11/04/2022	0.5%
Citigroup Commercial Mortgage Trust	3.518%	05/10/2035	0.5%
NBCUniversal Enterprise, Inc.	5.250%	06/19/2099	0.5%
Dell International LLC / EMC Corp.	5.450%	06/15/2023	0.4%
BX Commercial Mortgage Trust 2018-BIOA	2.330%	03/15/2037	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%
Drive Auto Receivables Trust 2017-2	3.490%	09/15/2023	0.4%
Lloyds Bank plc	6.500%	09/14/2020	0.4%
Ford Credit Auto Owner Trust 2018-REV2	3.470%	01/15/2030	0.4%
Newell Rubbermaid, Inc.	3.850%	04/01/2023	0.4%
Ford Credit Floorplan Master Owner Trust A	2.160%	09/15/2022	0.4%
CSMC Trust 2017-LSTK	2.761%	04/05/2033	0.4%
MPLX L.P.	6.375%	05/01/2024	0.4%
Energy Transfer Operating LP	5.875%	01/15/2024	0.4%
Fresenius Medical Care US Finance II, Inc.	5.875%	01/31/2022	0.4%
JPMBB Commercial Mortgage Securities Trust	4.079%	02/15/2047	0.4%
BAT Capital Corp	3.222%	08/15/2024	0.4%
Ford Motor Credit Co. LLC	5.875%	08/02/2021	0.3%
Cheniere Corpus Christi Holdings LLC	7.000%	06/30/2024	0.3%
Universal Health Services, Inc.	4.750%	08/01/2022	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	2.659%	10/15/2036	0.3%
Toyota Auto Receivables 2020-A Owner Trust	1.670%	11/15/2022	0.3%
LMREC 2019-CRE3 Inc	3.029%	12/22/2035	0.3%
Golden Credit Card Trust	3.440%	10/15/2025	0.3%
Benchmark 2019-B12 Mortgage Trust	3.440%	08/15/2052	0.3%
Equinix, Inc.	5.375%	05/15/2027	0.3%
CPI Swap	0.010%	09/30/2024	0.3%
ABN Amro Bank NV	6.250%	04/27/2022	0.3%
Hyundai Floorplan Master Owner Trust	2.680%	04/15/2024	0.3%
World Financial Network Credit Card Master Trust	2.030%	04/15/2025	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%
DLL 2018-1 LLC	3.100%	04/18/2022	0.3%
Baidu, Inc.	4.375%	05/14/2024	0.3%
Vistra Operations Co LLC	3.550%	07/15/2024	0.3%
Ford Credit Floorplan Master Owner Trust A	3.060%	04/15/2026	0.3%
BB-UBS Trust	2.892%	06/05/2030	0.3%
Perimeter Master Note Business Trust	4.310%	12/15/2022	0.3%
First National Master Note Trust 2017-2	2.099%	10/16/2023	0.3%
Westlake Automobile Receivables Trust 2019-2	3.060%	02/15/2023	0.3%
Broadcom Inc	3.625%	10/15/2024	0.3%
Ares XLI Clo Ltd	3.031%	01/15/2029	0.3%
Elm CLO 2014-1 Ltd	3.586%	01/17/2029	0.3%
Continental Resources, Inc.	4.500%	04/15/2023	0.3%
Drive Auto Receivables Trust	3.660%	11/15/2024	0.3%
RPI Finance Trust	0.000%	02/07/2025	0.3%
Bayer US Finance II LLC	3.875%	12/15/2023	0.3%
Flagship Credit Auto Trust 2018-3	3.070%	02/15/2023	0.3%
BBCMS 2018-TALL Mortgage Trust	4.096%	03/15/2037	0.3%
Drive Auto Receivables Trust	3.720%	09/16/2024	0.3%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.3%
Hudsons Bay Simon JV Trust	3.914%	08/05/2034	0.3%
Capital One Prime Auto Receivables Trust 2020-1	1.640%	06/15/2023	0.3%
Honda Auto Receivables 2020-1 Owner Trust	1.630%	10/21/2022	0.3%
Anglo American Capital plc	3.750%	04/10/2022	0.3%
Baidu, Inc.	3.875%	09/29/2023	0.3%
UBS-Barclays Commercial Mortgage Trust	3.244%	04/10/2046	0.3%
Barclays Bank plc	10.179%	06/12/2021	0.3%
PFS Financing Corp.	2.890%	02/15/2023	0.3%
Viterra, Inc.	5.950%	08/01/2020	0.3%
CenturyLink, Inc.	3.624%	01/28/2025	0.3%
Charter Communications, Inc. CL A	4.322%	03/31/2023	0.3%
Origin Energy Finance Ltd.	5.450%	10/14/2021	0.3%
Ausgrid Finance Pty Ltd	3.850%	05/01/2023	0.3%
TCF Auto Receivables Owner Trust 2015-2	4.240%	08/15/2022	0.3%
Enel Finance International N.V.	2.875%	05/25/2022	0.3%
Jefferies Group LLC	6.875%	04/15/2021	0.3%
Diamondback Energy, Inc.	5.375%	05/31/2025	0.2%
BlueMountain CLO 2012-2 Ltd	2.745%	11/20/2028	0.2%
Las Vegas Sands Corp.	3.200%	08/08/2024	0.2%
UBS AG Registered Shares	5.125%	05/15/2024	0.2%
CPI Swap	0.010%	04/18/2024	0.2%
Parallel 2015-1 Ltd	2.669%	07/20/2027	0.2%
Energy Transfer Operating LP	4.250%	03/15/2023	0.2%
LSTAR Commercial Mortgage	4.500%	03/10/2050	0.2%
Mercedes-Benz Master Owner Trust 2019-BA	2.610%	05/15/2024	0.2%
JP Morgan Chase Commercial Mortgage Securities Cor	0.485%	07/05/2031	0.2%
Intesa Sanpaolo SpA	6.500%	02/24/2021	0.2%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	3.208%	09/15/2028	0.2%
Prima Capital CRE Securitization	4.500%	12/24/2050	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%
Nationstar Mortgage Holdings, Inc.	8.125%	07/15/2023	0.2%
COMM 2014-LC15 Mortgage Trust	3.727%	04/10/2047	0.2%
BB-UBS Trust	3.468%	06/05/2030	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%
Invitation Homes, Inc.	3.589%	02/06/2022	0.2%
CNO Financial Group, Inc.	5.250%	05/30/2025	0.2%
NextGear Floorplan Master Owner Trust	2.540%	04/18/2022	0.2%
Oasis Petroleum, Inc.	6.875%	03/15/2022	0.2%
GS Mortgage Securities Corp. II	2.954%	11/05/2034	0.2%
DLL 2018-1 LLC	3.270%	04/17/2026	0.2%
Callon Petroleum Co.	6.250%	04/15/2023	0.2%
Leucadia National Corp.	5.500%	10/18/2023	0.2%
Palmer Square Loan Funding 2018-5 Ltd	2.669%	01/20/2027	0.2%
Santander Drive Auto Receivables Trust 2017-2	3.490%	07/17/2023	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	3.621%	09/05/2032	0.2%
Glencore Funding LLC	4.125%	05/30/2023	0.2%
Enogex LLC	6.250%	03/15/2020	0.2%
TIBCO Software, Inc.	11.375%	12/01/2021	0.2%
General Motors Financial Co., Inc.	5.100%	01/17/2024	0.2%
Hudsons Bay Simon JV Trust	4.535%	08/05/2034	0.2%
Schlumberger Holdings Corp.	3.750%	05/01/2024	0.2%
TransAlta Corp.	4.500%	11/15/2022	0.2%
Solera Finance, Inc.	10.500%	03/01/2024	0.2%
Anglo American Capital plc	4.125%	09/27/2022	0.2%
SCF Equipment Leasing 2019-1 LLC	3.230%	10/20/2024	0.2%
CarMax Auto Owner Trust 2017-3	1.970%	04/15/2022	0.2%
NextGear Floorplan Master Owner Trust	3.690%	10/15/2023	0.2%
Morgan Stanley Bank of America Merrill Lynch Trust	4.153%	08/15/2046	0.2%
General Electric Co.	4.650%	10/17/2021	0.2%
Equifax, Inc.	2.780%	08/15/2021	0.2%
Dryden XXV Senior Loan Fund	3.181%	10/15/2027	0.2%
World Omni Auto Receivables Trust 2020-A	1.710%	11/15/2022	0.2%
Nordea Bank Abp	4.875%	05/13/2021	0.2%
NGPL Pipeco LLC	4.375%	08/15/2022	0.2%
Citigroup, Inc.	4.400%	06/10/2025	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%
Cheniere Corpus Christi Holdings LLC	5.875%	03/31/2025	0.2%
Equinix, Inc.	5.875%	01/15/2026	0.2%
Park Aerospace Holdings Ltd	4.500%	03/15/2023	0.2%
Acadia Healthcare Co., Inc.	5.125%	07/01/2022	0.2%
LCM XXIV Ltd	3.129%	03/20/2030	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.520%	12/15/2022	0.2%
Cardinal Health, Inc.	3.079%	06/15/2024	0.2%
D.R. Horton, Inc.	5.750%	08/15/2023	0.2%
CarMax Auto Owner Trust 2017-4	2.110%	10/17/2022	0.2%
Seven Generations Energy Ltd.	6.750%	05/01/2023	0.2%
DTE Energy Co.	2.529%	10/01/2024	0.2%
Ford Credit Auto Owner Trust 2019-C	1.880%	07/15/2022	0.2%
AbbVie, Inc.	2.600%	11/21/2024	0.2%
Capital Auto Receivables Asset Trust 2018-2	3.270%	06/20/2023	0.2%
West CLO 2014-2 Ltd	2.713%	01/16/2027	0.2%
Ascentium Equipment Receivables 2019-1	2.840%	06/10/2022	0.2%
Reliance Holdings USA, Inc.	5.400%	02/14/2022	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.810%	12/16/2024	0.2%
CNOOC Curtis Funding No 1 Pty Ltd.	4.500%	10/03/2023	0.2%
ZF North America Capital, Inc.	4.750%	04/29/2025	0.2%
GS Mortgage Securities Corp Trust 2018-RIVR	2.609%	07/15/2035	0.2%
VEREIT Operating Partnership L.P.	4.600%	02/06/2024	0.2%
Nissan Master Owner Trust Receivables	2.088%	04/18/2022	0.2%
Orec 2018-CRE1 Ltd	2.838%	06/15/2036	0.2%
Royal Caribbean Cruises Ltd.	5.250%	11/15/2022	0.2%
Magnetite XVIII Ltd	2.772%	11/15/2028	0.2%
Bayer US Finance II LLC	3.375%	07/15/2024	0.2%
SL Green Realty Corp.	4.500%	12/01/2022	0.2%
Standard Chartered plc	4.247%	01/20/2023	0.2%
Imperial Tobacco Finance plc	3.125%	07/26/2024	0.2%
Aircastle Ltd.	5.000%	04/01/2023	0.2%
TPG Real Estate Finance 2018-FL2 Issuer LTD	2.867%	11/15/2037	0.2%
Panera Bread Company	3.375%	07/18/2022	0.2%
Towd Point Asset Trust 2018-SL1	2.227%	01/25/2046	0.2%
Cardinal Health, Inc.	3.500%	11/15/2024	0.2%
NXP BV / NXP Funding LLC	3.875%	09/01/2022	0.2%
COMM 2014-CCRE18 Mortgage Trust	3.828%	07/15/2047	0.2%
ONEOK, Inc.	7.500%	09/01/2023	0.2%
CityLine Commercial Mortgage Trust 2016-CLNE	2.778%	11/10/2031	0.2%
DBWF 2018-AMXP Mortgage Trust	3.996%	05/05/2035	0.2%
Walgreen Co.	3.800%	11/18/2024	0.2%
Ford Motor Credit Co. LLC	5.584%	03/18/2024	0.2%
Range Resources Corp.	5.000%	08/15/2022	0.2%
DBGS 2018-BIOD Mortgage Trust	2.462%	05/15/2035	0.2%
Thacher Park CLO Ltd.	2.979%	10/20/2026	0.2%
BAMLL Trust	4.420%	07/11/2033	0.2%
Apex Credit CLO 2016 Ltd	3.094%	10/27/2028	0.2%
BBCMS Trust	0.407%	03/12/2036	0.2%
Synovus Financial Corp.	3.125%	11/01/2022	0.2%
Comision Federal de Electricidad	4.875%	01/15/2024	0.2%
Macquarie Group Ltd.	4.150%	03/27/2024	0.2%
Tencent Holdings Ltd.	3.280%	04/11/2024	0.2%
Parsley Energy LLC	6.250%	06/01/2024	0.2%
Discover Card Execution Note Trust	1.890%	10/15/2024	0.2%
Dominion Resources, Inc.	4.104%	04/01/2021	0.2%
WhiteHorse VIII Ltd	3.213%	05/01/2026	0.2%
Santander Drive Auto Receivables Trust 2019-3	2.490%	10/15/2025	0.2%
OCP CLO 2016-12 Ltd	2.939%	10/18/2028	0.2%
BBCMS Trust 2018-BXH	2.659%	10/15/2037	0.2%
Palmer Square Loan Funding 2018-1 Ltd	2.431%	04/15/2026	0.2%
ReadyCap Commercial Mortgage Trust 2018-4	3.390%	02/27/2051	0.2%
CoreVest American Finance 2018-1 Trust	3.804%	06/15/2051	0.2%
AmeriCredit Automobile Receivables Trust 2017-2	2.970%	03/20/2023	0.2%
Park Aerospace Holdings Ltd	5.500%	02/15/2024	0.2%
Hilton Orlando Trust 2018-ORL	2.429%	12/15/2034	0.2%
SLIDE 2018-FUN	2.559%	06/15/2031	0.2%
Ford Credit Auto Owner Trust 2017-REV2	2.360%	03/15/2029	0.2%
SCF Equipment Leasing 2018-1 LLC	3.630%	10/20/2024	0.2%
ENI SpA	4.000%	09/12/2023	0.2%
BankUnited, Inc.	4.875%	11/17/2025	0.2%
Madison Avenue Trust	4.034%	10/12/2032	0.2%
Aircastle Ltd.	4.400%	09/25/2023	0.2%
Jamestown CLO VII Ltd.	2.624%	07/25/2027	0.2%
California Republic Auto Receivables Trust 2018-1	3.140%	08/15/2022	0.2%
CNH Industrial NV	4.500%	08/15/2023	0.2%
Government National Mortgage Association	2.700%	07/16/2057	0.2%
Regatta VI Funding Ltd	2.899%	07/20/2028	0.2%
Wells Fargo & Co.	2.406%	10/30/2025	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	5.350%	07/05/2033	0.2%
Nvent Finance Sarl	3.950%	04/15/2023	0.2%
CNH Capital LLC	4.200%	01/15/2024	0.2%
JFIN CLO 2013 Ltd	3.209%	01/20/2030	0.2%
Owens Corning	4.200%	12/01/2024	0.1%
Diamond Resorts Owner Trust 2018-1	3.700%	01/21/2031	0.1%
Government National Mortgage Association	2.650%	11/16/2050	0.1%
BX Trust 2017-SLCT	3.709%	07/15/2034	0.1%
GS Mortgage Securities Corp Trust 2017-SLP	3.419%	10/10/2032	0.1%
Las Vegas Sands Corp.	2.900%	06/25/2025	0.1%
GS Mortgage Securities Corp. II	3.007%	12/10/2030	0.1%
Bayer US Finance II LLC	3.129%	12/15/2023	0.1%
ONEOK, Inc.	3.647%	11/19/2021	0.1%
Amur Equipment Finance Receivables VI LLC	3.890%	07/20/2022	0.1%
Sophia LP / Sophia Finance, Inc.	9.000%	09/30/2023	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	0.376%	07/05/2033	0.1%
PFP 2019-6 Ltd	2.700%	04/14/2037	0.1%
Amur Equipment Finance Receivables VII LLC	2.630%	06/20/2024	0.1%
Drive Auto Receivables Trust 2019-4	2.840%	11/17/2025	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	4.342%	05/05/2030	0.1%
Bank of America Corp.	3.950%	04/21/2025	0.1%
Bank of America Corp.	4.000%	01/22/2025	0.1%
HCA, Inc.	5.250%	04/15/2025	0.1%
UBS-BAMLL Trust	3.663%	06/10/2030	0.1%
CSMC 2020-AFC1 Trust	2.240%	02/25/2050	0.1%
World Omni Select Auto Trust 2018-1	4.130%	01/15/2025	0.1%
Government National Mortgage Association	2.650%	11/17/2048	0.1%
HCA, Inc.	5.000%	03/15/2024	0.1%
Turkiye Vakiflar Bankasi Tao	5.625%	05/30/2022	0.1%
Drive Auto Receivables Trust 2019-2	3.420%	06/16/2025	0.1%
NRG Energy, Inc.	3.750%	06/15/2024	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	2.609%	06/15/2035	0.1%
Ally Financial, Inc.	3.875%	05/21/2024	0.1%
Dominion Resources, Inc.	3.071%	08/15/2024	0.1%
Master Credit Card Trust II Series 2018-1	2.129%	07/21/2024	0.1%
Wells Fargo Commercial Mortgage Trust 2014-LC16	3.548%	08/15/2050	0.1%
ALM VII Ltd	3.001%	07/15/2029	0.1%
Westlake Automobile Receivables Trust 2019-2	3.200%	11/15/2024	0.1%
DLL Securitization Trust 2017-A	2.430%	11/17/2025	0.1%
COMM 2013-CCRE9 Mortgage Trust	4.221%	07/10/2045	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%
UBS-Barclays Commercial Mortgage Trust	2.792%	12/10/2045	0.1%
Chesapeake Funding II LLC	1.910%	08/15/2029	0.1%
Government National Mortgage Association	2.750%	06/16/2058	0.1%
Salem Fields CLO Ltd 2016-2	3.494%	10/25/2028	0.1%
SCF Equipment Leasing 2019-2 LLC	2.220%	06/20/2024	0.1%
Hudsons Bay Simon JV Trust	4.666%	08/05/2034	0.1%
British Telecommunications plc	4.500%	12/04/2023	0.1%
Concho Resources, Inc.	4.375%	01/15/2025	0.1%
WFRBS Commercial Mortgage Trust	3.311%	03/15/2045	0.1%
Citibank Credit Card Issuance Trust	2.880%	01/23/2023	0.1%
Marvell Technology Group	3.708%	06/04/2021	0.1%
Anchorage Capital CLO 4-R Ltd	2.845%	01/28/2031	0.1%
Citigroup, Inc.	3.352%	04/24/2025	0.1%
PTL Finance Corp.	3.450%	07/01/2024	0.1%
Bank of The West Auto Trust 2017-1	2.110%	01/15/2023	0.1%
BX Trust 2017-SLCT	4.809%	07/15/2034	0.1%
N-Star REL CDO Ltd.	2.179%	02/01/2041	0.1%
Carrier Global Corp	2.242%	02/15/2025	0.1%
General Motors Financial Co., Inc.	3.950%	04/13/2024	0.1%
Kinross Gold Corp.	5.950%	03/15/2024	0.1%
Danske Bank A/S	5.000%	01/12/2022	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	2.856%	05/10/2034	0.1%
Spirit AeroSystems, Inc.	3.950%	06/15/2023	0.1%
Equitable Holdings Inc	3.900%	04/20/2023	0.1%
Westlake Automobile Receivables Trust 2019-3	2.410%	10/15/2024	0.1%
SL Green Operating Partnership L.P.	3.250%	10/15/2022	0.1%
Brixmor Operating Partnership L.P.	3.250%	09/15/2023	0.1%
Santander Drive Auto Receivables Trust 2018-4	3.560%	07/15/2024	0.1%
Westlake Automobile Receivables Trust 2019-3	2.490%	10/15/2024	0.1%
Highwoods Realty L.P.	3.625%	01/15/2023	0.1%
Steel Dynamics, Inc.	5.500%	10/01/2024	0.1%
American Airlines Class B Pass Through Trust	4.375%	10/01/2022	0.1%
Drive Auto Receivables Trust 2019-3	2.630%	09/15/2022	0.1%
American Airlines, Inc.	3.603%	04/28/2023	0.1%
Enel Finance International N.V.	2.650%	09/10/2024	0.1%
World Financial Network Credit Card Master Trust	2.550%	06/17/2024	0.1%
Avolon Holdings Funding Ltd	5.125%	10/01/2023	0.1%
Commercial Mortgage Pass Through Certificates	3.400%	10/05/2030	0.1%
OCP CLO 2016-12 Ltd	3.419%	10/18/2028	0.1%
Sprint Communications, Inc.	4.125%	02/02/2024	0.1%
Southern Star Central Corp.	5.125%	07/15/2022	0.1%
Hyundai Capital Services, Inc.	3.000%	08/29/2022	0.1%
Santander Retail Auto Lease Trust 2020-A	1.690%	01/20/2023	0.1%
Government National Mortgage Association	2.700%	04/16/2057	0.1%
UBS Group AG	3.130%	05/23/2023	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%
Zions Bancorp NA	3.350%	03/04/2022	0.1%
Ford Credit Auto Owner Trust 2016-REV2	2.030%	12/15/2027	0.1%
Hess Corp.	3.500%	07/15/2024	0.1%
Conn's Receivables Funding 2019-B LLC	2.660%	06/17/2024	0.1%
Silversea Cruise Finance Ltd.	7.250%	02/01/2025	0.1%
Occidental Petroleum Corp.	6.950%	07/01/2024	0.1%
Assurant, Inc.	4.200%	09/27/2023	0.1%
Chesapeake Funding II LLC	2.120%	11/15/2029	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.959%	06/15/2032	0.1%
World Financial Network Credit Card Master Trust	2.210%	07/15/2026	0.1%
Illinois, IL	4.950%	06/01/2023	0.1%
Wabtec Corp.	4.150%	03/15/2024	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	3.104%	05/10/2034	0.1%
Husky Energy, Inc.	4.000%	04/15/2024	0.1%
Occidental Petroleum Corp.	2.900%	08/15/2024	0.1%
Reynolds American, Inc.	4.850%	09/15/2023	0.1%
Government National Mortgage Association	2.600%	07/16/2058	0.1%
Syngenta Finance NV	3.933%	04/23/2021	0.1%
CSMC Trust	0.552%	09/15/2037	0.1%
CGRBS Commercial Mortgage Trust	3.369%	03/13/2035	0.1%
ReadyCap Commercial Mortgage Trust 2019-6	2.833%	10/25/2052	0.1%
Weibo Corp.	3.500%	07/05/2024	0.1%
GS Mortgage Securities Trust	3.777%	06/10/2046	0.1%
LYB Americas Finance Co	3.445%	03/29/2022	0.1%
Enel Finance International N.V.	2.750%	04/06/2023	0.1%
Government National Mortgage Association	2.750%	02/16/2058	0.1%
Morgan Stanley Bank of America Merrill Lynch Trust	3.559%	12/15/2048	0.1%
DBWF 2018-AMXP Mortgage Trust	3.830%	05/05/2035	0.1%
COMM Mortgage Trust	3.898%	03/10/2031	0.1%
UBS-Barclays Commercial Mortgage Trust	2.850%	12/10/2045	0.1%
Bayer US Finance II LLC	2.750%	07/15/2021	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%
MPLX L.P.	6.250%	10/15/2022	0.1%
National Oilwell Varco, Inc.	2.600%	12/01/2022	0.1%
Associated Bank NA/Green Bay WI	3.500%	08/13/2021	0.1%
Arbor Realty Commercial Real Estate Notes 2018-FL1	2.808%	06/15/2028	0.1%
Glencore Funding LLC	4.125%	03/12/2024	0.1%
Trimble Navigation Ltd.	4.150%	06/15/2023	0.1%
CPI Swap	0.010%	02/16/2028	0.1%
UBS-Barclays Commercial Mortgage Trust	3.091%	08/10/2049	0.1%
Benefit Street Partners CLO IV Ltd	3.569%	01/20/2029	0.1%
Ford Credit Auto Owner Trust 2019-REV1	3.520%	07/15/2030	0.1%
Benefit Street Partners CLO IV Ltd	3.069%	01/20/2029	0.1%
Broadcom Inc	2.916%	11/04/2024	0.1%
HMH Trust 2017-NSS	3.062%	07/05/2031	0.1%
Bank of Ireland Group PLC	4.500%	11/25/2023	0.1%
Motel 6 Trust 2017-MTL6	5.909%	08/15/2034	0.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)	7.659%	08/13/2021	0.1%
BWAY Mortgage Trust	0.403%	03/10/2033	0.1%
CPI Swap	0.010%	12/11/2024	0.1%
Government National Mortgage Association	2.600%	08/16/2058	0.1%
NBK SPC Ltd.	2.750%	05/30/2022	0.1%
World Financial Network Credit Card Master Trust	3.140%	12/15/2025	0.1%
Ford Motor Credit Co. LLC	3.065%	09/24/2020	0.1%
Anchorage Capital CLO 3-R Ltd	2.845%	01/28/2031	0.1%
Marathon Petroleum Corp.	5.375%	10/01/2022	0.1%
SCF Equipment Leasing 2019-1 LLC	3.040%	03/20/2023	0.1%
FREED ABS TRUST 2018-2	3.990%	10/20/2025	0.1%
Government National Mortgage Association	1.039%	12/16/2054	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C47	4.361%	09/15/2061	0.1%
GM Financial Automobile Leasing Trust 2020-1	1.670%	04/20/2022	0.1%
COMM Mortgage Trust	3.213%	03/10/2046	0.1%
Hyundai Auto Receivables Trust 2019-B	1.930%	07/15/2022	0.1%
Jamestown CLO VII Ltd.	3.094%	07/25/2027	0.1%
Bank of America Corp.	2.456%	10/22/2025	0.1%
CPI Swap	0.010%	01/16/2040	0.1%
Carlyle Global Market Strategies CLO Ltd.	2.709%	01/18/2029	0.1%
Verus Securitization Trust 2020-1	2.417%	01/25/2060	0.1%
BX Trust 2017-APPL	4.809%	07/15/2034	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.618%	07/05/2033	0.1%
Westlake Automobile Receivables Trust 2018-3	2.980%	01/18/2022	0.1%
CPI Swap	0.010%	12/08/2024	0.1%
CPG Merger Sub LLC	8.000%	10/01/2021	0.1%
Midwest Connector Capital Co LLC	3.625%	04/01/2022	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%
AmeriCredit Automobile Receivables 2016-1	3.590%	02/08/2022	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	3.089%	06/15/2035	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.829%	10/15/2045	0.1%
COMM 2016-GCT Mortgage Trust	0.784%	08/10/2029	0.1%
Toronto-Dominion Bank	2.437%	12/01/2022	0.1%
Exeter Automobile Receivables Trust 2019-4	2.300%	12/15/2023	0.1%
LTF Merger Sub, Inc.	8.500%	06/15/2023	0.1%
World Omni Auto Receivables Trust 2018-D	3.440%	12/16/2024	0.1%
GS Mortgage Securities Corp Trust 2017-STAY	2.509%	07/15/2032	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.040%	07/18/2022	0.1%
PG&E Corp	5.029%	12/31/2020	0.1%
CPI Swap	0.010%	01/19/2022	0.1%
AREIT 2018-CRE2 Trust	2.630%	11/14/2035	0.1%
Irvine Core Office Trust	2.068%	05/15/2048	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.259%	06/15/2032	0.1%
Swedbank AB	2.800%	03/14/2022	0.1%
Romania	4.875%	01/22/2024	0.1%
CPI Swap	0.010%	01/11/2029	0.1%
BX Trust 2018-BILT	2.459%	05/15/2030	0.1%
Watco Cos. LLC / Watco Finance Corp.	6.375%	04/01/2023	0.1%
Atrium Hotel Portfolio Trust 2017-ATRM	3.159%	12/15/2036	0.1%
Starwood Mortgage Residential Trust 2020-1	2.275%	02/25/2050	0.1%
Halcyon Loan Advisors Funding Ltd.	2.874%	07/25/2027	0.1%
CPI Swap	0.010%	02/10/2023	0.1%
CSMC 2017-HD Trust	2.609%	02/15/2031	0.1%
CPI Swap	0.010%	01/10/2029	0.1%
Nutrien Ltd	3.375%	03/15/2025	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.360%	12/19/2022	0.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	3.808%	09/15/2028	0.1%
WFRBS Commercial Mortgage Trust	3.431%	06/15/2045	0.1%
Avolon Holdings Funding Ltd	5.250%	05/15/2024	0.1%
Federal National Mortgage Assoc.	4.331%	03/01/2042	0.1%
Petroleos Mexicanos	4.250%	01/15/2025	0.1%
Diamond Resorts Owner Trust 2018-1	4.190%	01/21/2031	0.1%
Deephaven Residential Mortgage Trust 2020-1	2.339%	01/25/2060	0.1%
SCANA Corp.	4.750%	05/15/2021	0.1%
Fontainebleau Miami Beach Trust 2019-FBLU	3.144%	12/10/2036	0.1%
Uber Technologies Inc	7.500%	11/01/2023	0.1%
Illinois, IL	6.125%	07/01/2021	0.1%
CarMax Auto Owner Trust 2017-3	2.220%	11/15/2022	0.1%
LSTAR Commercial Mortgage	2.776%	03/10/2050	0.1%
CPI Swap	0.010%	11/30/2023	0.1%
Valeant Pharmaceuticals International, Inc.	7.000%	03/15/2024	0.1%
Puget Energy, Inc.	6.000%	09/01/2021	0.1%
Arconic Inc	5.125%	10/01/2024	0.1%
Arivo Acceptance Auto Loan Receivables Trust 2019-	2.990%	07/15/2024	0.1%
Sabine Pass Liquefaction LLC	5.750%	05/15/2024	0.1%
Federal National Mortgage Assoc.	2.710%	12/01/2045	0.1%
Boeing Co	0.000%	02/06/2022	0.1%
DBJPM 16-C3 Mortgage Trust	1.483%	08/10/2049	0.1%
Kenya Government International Bond	6.875%	06/24/2024	0.1%
Gazprom OAO Via Gaz Capital SA	6.510%	03/07/2022	0.1%
Citibank Credit Card Issuance Trust	2.490%	01/20/2023	0.1%
AIB Group PLC	4.263%	04/10/2025	0.1%
Perusahaan Penerbit SBSN Indonesia III	3.400%	03/29/2022	0.1%
Oaktree CLO Ltd.	2.671%	10/20/2027	0.1%
World Financial Network Credit Card Master Trust	3.950%	08/15/2025	0.1%
Irvine Core Office Trust	3.173%	05/15/2048	0.1%
Itau Unibanco Holding SA (Cayman Islands)	2.900%	01/24/2023	0.1%
Weibo Corp.	1.250%	11/15/2022	0.1%
NextGear Floorplan Master Owner Trust	4.010%	10/15/2023	0.1%
Ammc Clo 19 Ltd.	4.381%	10/16/2028	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	4.009%	10/05/2031	0.1%
Exeter Automobile Receivables Trust 2017-3	2.810%	09/15/2022	0.1%
Aviation Capital Group Corp.	3.875%	05/01/2023	0.1%
SABIC Capital II BV	4.000%	10/10/2023	0.1%
Wells Fargo & Co.	2.164%	02/11/2026	0.1%
Texas Gas Transmission LLC	4.500%	02/01/2021	0.1%
AmeriCredit Automobile Receivables Trust 2016-2	2.870%	11/08/2021	0.1%
Drive Auto Receivables Trust 2019-2	3.690%	08/17/2026	0.1%
Mountain Hawk III CLO Ltd.	3.019%	04/18/2025	0.1%
Danske Bank A/S	3.001%	09/20/2022	0.1%
AIB Group PLC	4.750%	10/12/2023	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C44	4.178%	05/15/2051	0.1%
GS Mortgage Securities Trust	1.418%	06/10/2046	0.1%
Santander UK Group Holdings plc	3.373%	01/05/2024	0.1%
LSTAR Commercial Mortgage Trust 2016-4	0.604%	03/10/2049	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.659%	06/15/2032	0.1%
Drive Auto Receivables Trust	4.090%	01/15/2026	0.1%
HT Global IT Solutions Holdings Ltd	7.000%	07/14/2021	0.1%
National Fuel Gas Co.	4.900%	12/01/2021	0.1%
OZLM Ltd.	3.006%	10/17/2029	0.1%
Oaktree CLO 2014-1	2.997%	05/13/2029	0.1%
Sempra Energy	2.501%	01/15/2021	0.1%
PTL Finance Corp.	2.700%	11/01/2024	0.1%
Greenko Mauritius Ltd	6.250%	02/21/2023	0.1%
Syngenta Finance NV	3.698%	04/24/2020	0.1%
West Town Mall Trust 2017-KNOX	4.322%	07/05/2030	0.1%
American Airlines Group, Inc.	3.750%	03/01/2025	0.1%
Smithfield Foods, Inc.	3.350%	02/01/2022	0.1%
Santander Drive Auto Receivables Trust 2017-2	2.790%	08/15/2022	0.1%
Eclipse Resources Corp.	8.875%	07/15/2023	0.1%
Synchrony Credit Card Master Note Trust	2.550%	05/15/2024	0.1%
Goldman Sachs Group, Inc.	2.707%	10/31/2022	0.1%
SM Energy Co.	6.125%	11/15/2022	0.1%
Planet Fitness Master Issuer LLC	4.666%	09/05/2048	0.1%
HPEFS Equipment Trust 2020-1	1.730%	02/20/2030	0.1%
JFIN CLO 2013 Ltd	4.019%	01/20/2030	0.1%
Valeant Pharmaceuticals International, Inc.	6.125%	04/15/2025	0.1%
COMM Mortgage Trust	3.532%	08/10/2047	0.1%
Federal Home Loan Mortgage Corp.	3.130%	11/01/2043	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%
BAT Capital Corp	2.789%	09/06/2024	0.1%
CPS Auto Receivables Trust 2019-D	2.540%	08/15/2024	0.1%
Government National Mortgage Association	2.600%	09/16/2051	0.1%
Becton, Dickinson & Co.	2.979%	12/29/2020	0.1%
Halcyon Loan Advisors Funding Ltd.	3.444%	07/25/2027	0.1%
Hyundai Capital America	3.250%	09/20/2022	0.1%
Palmer Square Loan Funding 2018-5 Ltd	3.219%	01/20/2027	0.1%
BX Trust 2018-GW	2.459%	05/15/2035	0.1%
Midwest Connector Capital Co LLC	3.900%	04/01/2024	0.1%
Pelabuhan Indonesia III Persero PT	4.500%	05/02/2023	0.1%
Hilton Orlando Trust 2018-ORL	3.359%	12/15/2034	0.1%
CPI Swap	0.010%	01/19/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	3.649%	03/10/2046	0.1%
Morgan Stanley	2.720%	07/22/2025	0.1%
Catholic Health Initiatives	2.760%	10/01/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.859%	04/15/2031	0.1%
GS Mortgage Securities Corp Trust 2019-70P	2.979%	10/15/2036	0.1%
NextEra Energy Capital Holdings, Inc.	2.231%	05/04/2021	0.1%
AmeriCredit Automobile Receivables Trust 2017-3	2.240%	06/19/2023	0.1%
UBS-Barclays Commercial Mortgage Trust	3.525%	05/10/2063	0.1%
Sinopec Group Overseas Development 2018 Ltd	2.500%	11/12/2024	0.1%
HMH Trust 2017-NSS	3.343%	07/05/2031	0.1%
Hudson Pacific Properties	4.138%	04/01/2022	0.1%
Energen Corp.	4.625%	09/01/2021	0.1%
Drive Auto Receivables Trust 2019-2	3.170%	11/15/2023	0.1%
OCP CLO 2015-10 Ltd	3.094%	10/26/2027	0.1%
West Town Mall Trust 2017-KNOX	4.346%	07/05/2030	0.1%
World Omni Select Auto Trust 2019-A	2.590%	12/15/2025	0.1%
HMH Trust 2017-NSS	4.723%	07/05/2031	0.1%
COMM 2012-CCRE3 Mortgage Trust	3.922%	10/15/2045	0.1%
Bermuda Government International Bond	4.138%	01/03/2023	0.1%
RBS Commercial Funding Inc 2013-GSP Trust	3.834%	01/15/2032	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%
TCF Auto Receivables Owner Trust 2016-1	2.320%	06/15/2022	0.1%
Government National Mortgage Association	2.600%	10/16/2057	0.1%
CNAC HK Finbridge Co Ltd	3.500%	07/19/2022	0.1%
ENI SpA	4.150%	10/01/2020	0.1%
CPI Swap	0.010%	12/13/2031	0.1%
CenterPoint Energy, Inc.	2.500%	09/01/2024	0.1%
Akbank TAS	5.000%	10/24/2022	0.1%
US Airways Class B Pass Through Trust	5.375%	11/15/2021	0.1%
BanColombia SA	3.000%	01/29/2025	0.1%
Golden Credit Card Trust	2.620%	01/15/2023	0.1%
Carvana Auto Receivables Trust 2019-2	3.000%	06/17/2024	0.1%
Goldman Sachs Group, Inc.	3.272%	09/29/2025	0.1%
Hasbro, Inc.	3.000%	11/19/2024	0.1%
Duqesne Light Holdings, Inc.	6.400%	09/15/2020	0.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)	10.908%	08/13/2022	0.1%
HD Supply Inc.	5.575%	08/01/2024	0.1%
CPI Swap	0.010%	12/13/2024	0.1%
GCAT 2019-NQM2 Trust	2.247%	01/25/2060	0.1%
CPI Swap	0.010%	01/21/2040	0.1%
CPI Swap	0.010%	02/10/2022	0.1%
Ready Capital Mortgage Financing 2018-Fl2 LLC	2.477%	06/25/2035	0.1%
CPI Swap	0.010%	02/24/2022	0.1%
MDC-GMTN BV	2.500%	11/07/2024	0.1%
General Motors Financial Co., Inc.	3.700%	05/09/2023	0.1%
AES Corp.	4.875%	05/15/2023	0.1%
Mountain View CLO X Ltd	2.668%	10/13/2027	0.1%
CPI Swap	0.010%	01/03/2026	0.1%
Air Lease Corp.	4.250%	02/01/2024	0.1%
Drive Auto Receivables Trust	4.530%	08/15/2023	0.1%
Standard Chartered Bank Hong Kong Ltd	5.875%	06/24/2020	0.1%
General Motors Financial Co., Inc.	2.900%	02/26/2025	0.1%
GS Mortgage Securities Trust	3.778%	11/10/2029	0.1%
Asbury Automotive Group, Inc.	6.000%	12/15/2024	0.1%
Freeport-McMoRan, Inc.	4.550%	11/14/2024	0.1%
Angel Oak Mortgage Trust 2020-1	2.466%	12/25/2059	0.1%
CPS Auto Receivables Trust 2019-D	2.350%	11/15/2023	0.1%
Fresenius Medical Care US Finance, Inc.	5.750%	02/15/2021	0.1%
RETL 2019-RVP	3.759%	03/15/2036	0.1%
Nissan Motor Acceptance Corp.	2.651%	09/28/2022	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%
National Fuel Gas Co.	3.750%	03/01/2023	0.1%
Nordea Bank Abp	4.250%	09/21/2022	0.1%
Aircastle Ltd.	7.625%	04/15/2020	0.1%
Genesys Telecommunications Laboratories Inc/Greene	10.000%	11/30/2024	0.1%
Global Aircraft Leasing Co Ltd	6.500%	09/15/2024	0.1%
Hudsons Bay Simon JV Trust	5.159%	08/05/2034	0.1%
New Residential Mortgage Loan Trust 2020-NQM1	2.464%	01/26/2060	0.1%
Oceaneering International, Inc.	4.650%	11/15/2024	0.1%
Popular, Inc.	6.125%	09/14/2023	0.1%
DLL Securitization Trust 2017-A	2.140%	12/15/2021	0.1%
ARI Fleet Lease Trust 2020-A	1.770%	08/15/2028	0.1%
TechnipFMC PLC	3.450%	10/01/2022	0.1%
Laredo Petroleum Holdings, Inc.	9.500%	01/15/2025	0.1%
Puget Energy, Inc.	5.625%	07/15/2022	0.1%
Glencore Funding LLC	4.625%	04/29/2024	0.1%
GS Mortgage Securities Corp Trust 2017-STAY	3.609%	07/15/2032	0.1%
CPS Auto Receivables Trust 2019-B	5.000%	03/17/2025	0.1%
Wells Fargo Commercial Mortgage Trust	5.632%	11/15/2043	0.1%
CPS Auto Receivables Trust 2017-B	5.750%	12/15/2023	0.1%
CPI Swap	0.010%	12/06/2024	0.1%
Muthoot Finance Ltd	6.125%	10/31/2022	0.1%
HPEFS Equipment Trust 2020-1	1.760%	02/20/2030	0.1%
CPI Swap	0.010%	12/19/2024	0.1%
MSCG Trust	4.181%	11/15/2034	0.1%
Saudi Arabian Oil Co	2.875%	04/16/2024	0.1%
Chesapeake Funding II LLC	1.990%	05/15/2029	0.1%
Adani Ports & Special Economic Zone Ltd	3.950%	01/19/2022	0.1%
Eldorado Resorts, Inc.	7.000%	08/01/2023	0.1%
Enel Finance International N.V.	4.250%	09/14/2023	0.1%
Morgan Stanley Bank of America Merrill Lynch Trust	2.918%	02/15/2046	0.1%
Seminole Tribe of Florida	4.331%	07/08/2024	0.1%
West Town Mall Trust 2017-KNOX	4.346%	07/05/2030	0.1%
Adani Ports & Special Economic Zone Ltd	3.375%	07/24/2024	0.1%
CPI Swap	0.010%	01/04/2026	0.1%
Williams Scotsman International Inc	7.875%	12/15/2022	0.1%
FNB Corp.	2.200%	02/24/2023	0.1%
Enterprise Development Authority/The	12.000%	07/15/2024	0.1%
Perimeter Master Note Business Trust	6.020%	12/15/2022	0.1%
CSMC 2017-HD Trust	5.309%	02/15/2031	0.1%
Bank of The West Auto Trust 2017-1	2.330%	09/15/2023	0.1%
Cimarex Energy Co.	4.375%	06/01/2024	0.1%
Sempra Energy	4.050%	12/01/2023	0.1%
Texas Eastern Transmission L.P.	4.125%	12/01/2020	0.1%
RP Crown Parent LLC	7.375%	10/15/2024	0.1%
Kemper Corp.	4.350%	02/15/2025	0.1%
JPMCC Commercial Mortgage Securities Trust 2017-JP	1.070%	09/15/2050	0.1%
Aventura Mall Trust	3.743%	12/05/2032	0.1%
Morgan Stanley Capital Barclays Bank Trust 2016-MA	2.817%	09/13/2031	0.1%
UBS-Barclays Commercial Mortgage Trust	1.118%	04/10/2046	0.1%
CSMC Trust 2017-PFHP	2.609%	12/15/2030	0.1%
Daimler Finance North America LLC	2.301%	05/04/2021	0.1%
CPI Swap	0.010%	12/19/2024	0.1%
Discover Bank	3.350%	02/06/2023	0.1%
CHT 2017-COSMO Mortgage Trust	3.059%	11/15/2036	0.1%
Delos Finance Sarl	4.081%	10/06/2023	0.1%
SCANA Corp.	4.125%	02/01/2022	0.1%
NOVA Chemicals Corp.	5.250%	08/01/2023	0.1%
Albertsons Cos Inc / Safeway Inc / New Albertsons	5.750%	03/15/2025	0.1%
Bermuda Government International Bond	4.854%	02/06/2024	0.1%
NXP BV / NXP Funding LLC	4.625%	06/01/2023	0.1%
Ingles Markets, Inc.	5.750%	06/15/2023	0.1%
Studio City Co Ltd	7.250%	11/30/2021	0.1%
Western Gas Partners L.P.	2.698%	01/13/2023	0.1%
KREF 2018-FL1 Ltd	2.747%	06/15/2036	0.1%
CPI Swap	0.010%	07/10/2025	0.1%
Ford Motor Co	3.335%	12/31/2022	0.1%
Peachtree Corners Funding Trust	3.976%	02/15/2025	0.1%
BX Trust 2018-GW	3.429%	05/15/2035	0.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The	2.509%	01/15/2033	0.1%
Numericable Group S.A.	7.375%	05/01/2026	0.1%
Viper Energy Partners LP	5.375%	11/01/2027	0.1%
Viking Cruises Ltd.	6.250%	05/15/2025	0.1%
HMH Trust 2017-NSS	3.787%	07/05/2031	0.1%
The Royal Bank of Scotland Group PLC	6.125%	12/15/2022	0.1%
Calpine Corp.	5.750%	01/15/2025	0.1%
Ford Motor Credit Co. LLC	3.219%	01/09/2022	0.1%
H&E Equipment Services, Inc.	5.625%	09/01/2025	0.1%
Ford Motor Credit Co. LLC	3.087%	01/09/2023	0.1%
JBS USA LLC/JBS USA Finance, Inc.	5.875%	07/15/2024	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	4.036%	06/05/2032	0.1%
Morgan Stanley Capital I Trust	2.084%	08/05/2034	0.1%
CarMax Auto Owner Trust 2017-3	2.720%	05/15/2023	0.0%
Florida Gas Transmission Co., LLC	3.875%	07/15/2022	0.0%
Brixmor Operating Partnership L.P.	3.650%	06/15/2024	0.0%
POSCO	2.375%	11/12/2022	0.0%
CPI Swap	0.010%	12/21/2025	0.0%
FirstEnergy Transmission LLC	4.350%	01/15/2025	0.0%
PPL Capital Funding, Inc.	3.500%	12/01/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.559%	04/15/2031	0.0%
COMM 2014-LC15 Mortgage Trust	4.006%	04/10/2047	0.0%
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development	4.103%	08/18/2022	0.0%
Commercial Mortgage Pass Through Certificates	2.150%	10/05/2030	0.0%
Navient Corp.	6.125%	03/25/2024	0.0%
GM Financial Consumer Automobile Receivables Trust	3.370%	08/16/2024	0.0%
Morgan Stanley	4.100%	05/22/2023	0.0%
Wells Fargo Commercial Mortgage Trust 2016-LC24	1.012%	10/15/2049	0.0%
Select Medical Corp.	6.250%	08/15/2026	0.0%
WFRBS Commercial Mortgage Trust	0.641%	08/15/2047	0.0%
Perusahaan Penerbit SBSN Indonesia III	3.750%	03/01/2023	0.0%
Boral Finance Pty Ltd	3.000%	11/01/2022	0.0%
Morgan Stanley Capital I Trust	2.071%	03/15/2045	0.0%
SLIDE 2018-FUN	3.509%	06/15/2031	0.0%
CPI Swap	0.010%	03/21/2024	0.0%
MEG Energy Corp.	6.500%	01/15/2025	0.0%
China Overseas Finance Cayman V Ltd.	3.950%	11/15/2022	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
Northwoods Capital 20 Ltd	3.221%	01/25/2030	0.0%
California Republic Auto Receivables Trust 2015-4	3.730%	11/15/2021	0.0%
Range Resources Corp.	5.000%	03/15/2023	0.0%
Wyndham Worldwide Corp.	5.625%	03/01/2021	0.0%
CPS Auto Receivables Trust 2018-B	3.580%	03/15/2023	0.0%
ACC Trust 2019-1	3.750%	05/20/2022	0.0%
Comision Federal de Electricidad	4.875%	05/26/2021	0.0%
Muthoot Finance Ltd	4.400%	09/02/2023	0.0%
Danske Bank A/S	5.375%	01/12/2024	0.0%
Drive Auto Receivables Trust	4.180%	03/15/2024	0.0%
Citigroup, Inc.	5.500%	09/13/2025	0.0%
SoFi Professional Loan Program 2017-E LLC	1.860%	11/26/2040	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
Capital One Multi-Asset Execution Trust	2.000%	01/17/2023	0.0%
CPI Swap	0.010%	12/27/2025	0.0%
Transocean Sentry Ltd	5.375%	05/15/2023	0.0%
CSMC Trust 2017-PFHP	3.259%	12/15/2030	0.0%
DAE Funding LLC	4.000%	08/01/2020	0.0%
BDS 2018-FL1	2.519%	01/15/2035	0.0%
Drive Auto Receivables Trust	3.720%	10/17/2022	0.0%
Country Garden Holdings Co. Ltd.	7.125%	01/27/2022	0.0%
CPI Swap	0.010%	12/27/2025	0.0%
Drive Auto Receivables Trust	3.360%	10/17/2022	0.0%
KazMunayGas National Co.	3.875%	04/19/2022	0.0%
People's United Financial, Inc.	3.650%	12/06/2022	0.0%
Wabtec Corp.	3.419%	09/15/2021	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.527%	06/05/2032	0.0%
Jersey Central Power & Light Co.	4.700%	04/01/2024	0.0%
Commercial Mortgage Trust	5.725%	07/10/2038	0.0%
MSCG Trust	2.612%	06/07/2035	0.0%
Chaparral Energy, Inc.	8.750%	07/15/2023	0.0%
Evergy Inc	2.450%	09/15/2024	0.0%
General Mills, Inc.	3.012%	10/17/2023	0.0%
CPI Swap	0.010%	12/10/2034	0.0%
LMREC 2015-CRE, Inc.	3.879%	02/22/2032	0.0%
US Foods, Inc.	3.353%	06/15/2023	0.0%
Duqesne Light Holdings, Inc.	5.900%	12/01/2021	0.0%
Navient Corp.	5.875%	10/25/2024	0.0%
CarMax Auto Owner Trust 2017-3	2.440%	02/15/2023	0.0%
Fairstone Financial Issuance Trust I	3.948%	03/21/2033	0.0%
Banco de Credito del Peru	2.700%	01/11/2025	0.0%
CPI Swap	0.010%	12/28/2025	0.0%
DBWF Mortgage Trust	2.998%	06/10/2034	0.0%
Orange Lake Timeshare Trust 2019-A	3.060%	04/09/2038	0.0%
American Airlines, Inc.	3.363%	06/27/2025	0.0%
TCF Auto Receivables Owner Trust 2016-1	2.030%	02/15/2022	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	3.201%	10/05/2031	0.0%
Phillips 66	2.517%	02/26/2021	0.0%
Turkiye Vakiflar Bankasi Tao	5.750%	01/30/2023	0.0%
CommScope, Inc.	5.500%	03/01/2024	0.0%
BX Trust 2018-BILT	3.429%	05/15/2030	0.0%
Park Aerospace Holdings Ltd	3.625%	03/15/2021	0.0%
Santander Drive Auto Receivables Trust 2017-3	2.760%	12/15/2022	0.0%
D.R. Horton, Inc.	4.375%	09/15/2022	0.0%
Fontainebleau Miami Beach Trust 2019-FBLU	3.447%	12/10/2036	0.0%
SCANA Corp.	6.250%	04/01/2020	0.0%
Park Aerospace Holdings Ltd	5.250%	08/15/2022	0.0%
CSMC Trust 2017-LSTK	3.030%	04/05/2033	0.0%
Residential Mortgage Loan Trust 2020-1	2.376%	02/25/2024	0.0%
COMM Mortgage Trust	1.873%	04/12/2035	0.0%
Volkswagen Group of America Finance LLC	4.250%	11/13/2023	0.0%
CSMC 2017-HD Trust	4.159%	02/15/2031	0.0%
CSMC 2017-HD Trust	3.009%	02/15/2031	0.0%
IHeart Communications, Inc.	6.375%	05/01/2026	0.0%
CPI Swap	0.010%	11/08/2020	0.0%
Hecla Mining Co.	6.875%	05/01/2021	0.0%
Financial & Risk US Hold	5.815%	10/01/2025	0.0%
World Omni Select Auto Trust 2018-1	3.680%	07/15/2023	0.0%
Manufacturers & Traders Trust Co	2.875%	12/28/2020	0.0%
JP Morgan Chase Commercial Mortgage Securities Cor	0.154%	07/05/2031	0.0%
BBCMS Trust	2.466%	03/10/2036	0.0%
Madison Park Funding XVI Ltd	3.719%	04/20/2026	0.0%
CPI Swap	0.010%	10/17/2020	0.0%
MSCG Trust	5.205%	11/15/2034	0.0%
CPI Swap	0.010%	11/06/2020	0.0%
Bayer US Finance II LLC	4.250%	12/15/2025	0.0%
Titan International, Inc.	6.500%	11/30/2023	0.0%
Flowserve Corp.	4.000%	11/15/2023	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.220%	03/21/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.959%	04/15/2031	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	1.406%	11/15/2049	0.0%
CarMax Auto Owner Trust	1.600%	06/15/2022	0.0%
Citigroup Commercial Mortgage Trust	3.753%	03/10/2047	0.0%
First Investors Auto Owner Trust 2018-2	4.030%	01/15/2025	0.0%
Government National Mortgage Association	2.300%	02/16/2047	0.0%
Fairstone Financial Issuance Trust I	6.299%	03/21/2033	0.0%
Murphy Oil Corp.	6.875%	08/15/2024	0.0%
CPI Swap	0.010%	11/27/2034	0.0%
Morgan Stanley Capital I Trust 2016-UB11	1.614%	08/15/2049	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.318%	07/05/2033	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.918%	07/05/2033	0.0%
XPO Logistics, Inc.	6.500%	06/15/2022	0.0%
SLIDE 2018-FUN	2.909%	06/15/2031	0.0%
GS Mortgage Securities Trust	2.636%	11/10/2029	0.0%
WFRBS Commercial Mortgage Trust	4.748%	06/15/2045	0.0%
Macquarie Bank Ltd.	6.625%	04/07/2021	0.0%
AOA 2015-1177 Mortgage Trust	2.957%	12/13/2029	0.0%
ZF North America Capital, Inc.	4.500%	04/29/2022	0.0%
WFRBS Commercial Mortgage Trust	1.194%	05/15/2045	0.0%
CSMC Trust 2016-NXSR	0.109%	12/15/2049	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	2.759%	07/15/2032	0.0%
INFOR US, Inc.	6.500%	05/15/2022	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%
Federal National Mortgage Assoc.	2.820%	10/01/2045	0.0%
CHT 2017-COSMO Mortgage Trust	3.909%	11/15/2036	0.0%
Dollar Tree, Inc.	4.000%	05/15/2025	0.0%
Government National Mortgage Association	2.900%	05/16/2054	0.0%
General Motors Financial Co., Inc.	4.250%	05/15/2023	0.0%
Give & Go Prepared Foods	5.929%	07/29/2023	0.0%
Williams Cos., Inc.	4.500%	11/15/2023	0.0%
AerCap Ireland Capital Ltd.	4.875%	01/16/2024	0.0%
New Gold, Inc.	6.250%	11/15/2022	0.0%
CPI Swap	0.010%	06/28/2025	0.0%
CPI Swap	0.010%	02/01/2026	0.0%
MARB BondCo PLC	7.000%	03/15/2024	0.0%
Air Canada 2015-1 Class B Pass Through Trust	3.875%	03/15/2023	0.0%
CPS Auto Receivables Trust 2019-C	3.170%	06/16/2025	0.0%
Hyundai Capital America	3.450%	03/12/2021	0.0%
Atrium Hotel Portfolio Trust 2018-ATRM	3.309%	06/15/2035	0.0%
World Omni Select Auto Trust 2019-A	2.380%	12/15/2025	0.0%
CPI Swap	0.010%	12/11/2031	0.0%
Avis Budget Rental Car Funding	2.630%	12/20/2021	0.0%
ENVA 2019-A LLC	3.960%	06/22/2026	0.0%
WFRBS Commercial Mortgage Trust 2012-C10	2.875%	12/15/2045	0.0%
West Town Mall Trust 2017-KNOX	0.376%	07/05/2030	0.0%
Occidental Petroleum Corp.	2.700%	08/15/2022	0.0%
Columbia Cent CLO 27 Ltd	3.394%	10/25/2028	0.0%
Morgan Stanley	5.000%	11/24/2025	0.0%
SLIDE 2018-FUN	0.976%	12/15/2020	0.0%
Trimble Navigation Ltd.	4.750%	12/01/2024	0.0%
American Airlines, Inc.	4.008%	12/14/2023	0.0%
CPI Swap	0.010%	02/13/2026	0.0%
CSMC Trust 2017-LSTK	3.331%	04/05/2033	0.0%
GS Mortgage Securities Trust	4.740%	05/10/2045	0.0%
CPI Swap	0.010%	11/10/2022	0.0%
Kinross Gold Corp.	5.125%	09/01/2021	0.0%
Harvest Operations Corp.	4.200%	06/01/2023	0.0%
CPI Swap	0.010%	11/02/2020	0.0%
Syngenta Finance NV	4.441%	04/24/2023	0.0%
First Investors Auto Owner Trust 2018-1	3.510%	05/15/2023	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.819%	05/15/2045	0.0%
Avery Point CLO Ltd.	2.816%	07/17/2026	0.0%
CPI Swap	0.010%	06/17/2039	0.0%
Government National Mortgage Association	3.000%	01/16/2048	0.0%
BBCMS Trust	3.821%	09/05/2032	0.0%
SLIDE 2018-FUN	3.209%	06/15/2031	0.0%
Federal National Mortgage Assoc.	2.657%	12/01/2045	0.0%
CPI Swap	0.010%	04/01/2026	0.0%
GS Mortgage Securities Corp Trust 2016-RENT	4.067%	02/10/2029	0.0%
Synovus Bank/Columbus GA	2.289%	02/10/2023	0.0%
WGL Holdings, Inc.	2.682%	03/12/2020	0.0%
CSMC Trust 2017-LSTK	3.229%	04/05/2033	0.0%
Prestige Auto Receivables Trust 2019-1	3.010%	08/15/2025	0.0%
Cigna Corp	4.125%	11/15/2025	0.0%
CPI Swap	0.010%	11/20/2020	0.0%
Santander Drive Auto Receivables Trust 2016-1	4.020%	04/15/2022	0.0%
Advanced Disposal Services, Inc.	3.929%	11/10/2023	0.0%
Aston Martin Capital Holdings Ltd	6.500%	04/15/2022	0.0%
WFRBS Commercial Mortgage Trust	1.339%	06/15/2045	0.0%
Australia & New Zealand Banking Group Ltd.	4.500%	03/19/2024	0.0%
Centene Corp.	5.375%	06/01/2026	0.0%
CPS Auto Receivables Trust 2017-D	3.730%	09/15/2023	0.0%
Master Credit Card Trust	3.570%	07/21/2022	0.0%
Glencore Funding LLC	3.000%	10/27/2022	0.0%
Laureate Education, Inc.	8.250%	05/01/2025	0.0%
Continental Resources, Inc.	3.800%	06/01/2024	0.0%
Martin Marietta Materials, Inc.	2.549%	05/22/2020	0.0%
COMM 2016-COR1 Mortgage Trust	2.499%	10/10/2049	0.0%
Texas Eastern Transmission L.P.	2.800%	10/15/2022	0.0%
WPX Energy, Inc.	5.250%	10/15/2027	0.0%
CPI Swap	0.010%	01/07/2026	0.0%
CPS Auto Receivables Trust	6.580%	03/15/2022	0.0%
CSAIL 2016-C7 Commercial Mortgage Trust	0.963%	11/15/2049	0.0%
CPI Swap	0.010%	01/04/2026	0.0%
Nielsen Finance LLC (VNU, Inc.)	3.831%	10/04/2023	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	3.009%	07/15/2032	0.0%
ABN Amro Bank NV	4.750%	07/28/2025	0.0%
OneMain Financial Issuance Trust 2018-2	3.570%	03/14/2033	0.0%
Hyundai Capital America	3.000%	06/20/2022	0.0%
GLP Financing, LLC	3.517%	04/28/2021	0.0%
BBVA Bancomer SA	6.500%	03/10/2021	0.0%
Williams Cos., Inc.	7.875%	09/01/2021	0.0%
Csail Commercial Mortgage Trust	0.000%	06/15/2057	0.0%
CFCRE Commercial Mortgage Trust	5.741%	12/15/2047	0.0%
UBS-Barclays Commercial Mortgage Trust	0.950%	03/10/2046	0.0%
UTEX Industries	5.603%	05/22/2021	0.0%
TCF Auto Receivables Owner Trust 2016-PT1	1.930%	06/15/2022	0.0%
First Investors Auto Owner Trust 2018-2	4.280%	01/15/2025	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
CPI Swap	0.010%	01/15/2029	0.0%
CPI Swap	0.010%	08/08/2024	0.0%
DBWF 2016-85T Mortgage Trust	0.014%	12/10/2036	0.0%
Virgin Media Finance plc	6.000%	10/15/2024	0.0%
Illinois, IL	6.200%	07/01/2021	0.0%
Lukoil International Finance BV	6.125%	11/09/2020	0.0%
Anglo American Capital plc	4.125%	04/15/2021	0.0%
CPI Swap	0.010%	12/30/2034	0.0%
Medco Straits Services Pte Ltd	8.500%	08/17/2022	0.0%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.976%	12/15/2047	0.0%
CPI Swap	0.010%	12/05/2022	0.0%
CPI Swap	0.010%	09/07/2022	0.0%
Morgan Stanley Capital I Trust	3.350%	07/13/2029	0.0%
Equate Petrochemical BV	3.000%	03/03/2022	0.0%
Ford Motor Credit Co. LLC	3.339%	03/28/2022	0.0%
Arconic Inc	5.400%	04/15/2021	0.0%
Aviation Capital Group Corp.	2.875%	01/20/2022	0.0%
Triumph Group, Inc.	5.250%	06/01/2022	0.0%
General Electric Co.	3.375%	03/11/2024	0.0%
American Airlines Class B Pass Through Trust	5.625%	01/15/2021	0.0%
CNAC HK Finbridge Co Ltd	3.000%	07/19/2020	0.0%
Republic of Costa Rica	4.250%	01/26/2023	0.0%
Government National Mortgage Association	2.900%	10/16/2055	0.0%
Ally Financial, Inc.	4.250%	04/15/2021	0.0%
American Energy-Permian Basin LLC	12.000%	10/01/2024	0.0%
Avid Automobile Receivables Trust 2018-1	2.840%	08/15/2023	0.0%
Dell International LLC / EMC Corp.	4.000%	07/15/2024	0.0%
Government National Mortgage Association	0.887%	06/16/2054	0.0%
Capitol Investment Merger Sub 2 LLC	10.000%	08/01/2024	0.0%
Fairstone Financial Issuance Trust I	7.257%	03/21/2033	0.0%
Foursight Capital Automobile Receivables Trust 202	2.050%	10/15/2024	0.0%
CPI Swap	0.010%	09/24/2029	0.0%
Seneca Park CLO Ltd.	2.956%	07/17/2026	0.0%
Blue Cube Spinco, Inc.	9.750%	10/15/2023	0.0%
CPI Swap	0.010%	05/25/2023	0.0%
EPR Properties	5.250%	07/15/2023	0.0%
Federal Home Loan Mortgage Corp.	0.177%	11/25/2026	0.0%
CPS Auto Receivables Trust 2019-C	2.840%	06/16/2025	0.0%
FHC Health Systems, Inc.	5.945%	12/23/2021	0.0%
IHS Markit Ltd	4.125%	08/01/2023	0.0%
CPI Swap	0.010%	11/21/2022	0.0%
California Republic Auto Receivables Trust 2016-1	2.240%	10/15/2021	0.0%
Federal Home Loan Mortgage Corp.	2.220%	02/25/2032	0.0%
WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/2045	0.0%
JMC Steel Group	9.875%	06/15/2023	0.0%
DBUBS Mortgage Trust	4.998%	07/10/2044	0.0%
CEOC, LLC (aka Caesars Entertainment Operating Company)	4.093%	10/07/2024	0.0%
Freeport-McMoRan, Inc.	3.875%	03/15/2023	0.0%
WFRBS Commercial Mortgage Trust	0.961%	05/15/2047	0.0%
Americold LLC Trust	3.847%	01/14/2029	0.0%
CPI Swap	0.010%	12/09/2034	0.0%
CFCRE Commercial Mortgage Trust 2016-C6	1.144%	11/10/2049	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.779%	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%
United Airlines 2014-1 Class B Pass Through Trust	4.750%	04/11/2022	0.0%
General Motors Financial Co., Inc.	3.150%	06/30/2022	0.0%
Energy Transfer Partners LP / Regency Energy Finan	4.500%	11/01/2023	0.0%
Valeant Pharmaceuticals International, Inc.	6.500%	03/15/2022	0.0%
M/I Homes, Inc.	5.625%	08/01/2025	0.0%
D.R. Horton, Inc.	4.750%	02/15/2023	0.0%
DDR Corp.	4.625%	07/15/2022	0.0%
Ascentium Equipment Receivables 2017-1 Trust	2.290%	06/10/2021	0.0%
Flagship Credit Auto Trust 2017-4	2.070%	04/15/2022	0.0%
Air Canada 2015-2 Class B Pass Through Trust	5.000%	12/15/2023	0.0%
CFCRE Commercial Mortgage Trust 2016-C7	0.733%	12/10/2054	0.0%
COMM Mortgage Trust	0.421%	06/10/2046	0.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK1	1.760%	08/15/2049	0.0%
COMM Mortgage Trust	1.199%	03/10/2046	0.0%
Highwoods Realty L.P.	3.200%	06/15/2021	0.0%
HPEFS Equipment Trust 2020-1	1.890%	02/20/2030	0.0%
MVW Owner Trust 2017-1	2.420%	12/20/2034	0.0%
Federal Home Loan Mortgage Corp.	4.287%	02/01/2038	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	0.598%	07/15/2050	0.0%
Callon Petroleum Co.	6.125%	10/01/2024	0.0%
CPI Swap	0.010%	08/07/2024	0.0%
PTL Finance Corp.	3.900%	02/01/2024	0.0%
San Diego Gas & Electric Co	1.914%	02/01/2022	0.0%
COMM Mortgage Trust	1.697%	10/15/2045	0.0%
Cigna Corp	2.489%	03/17/2020	0.0%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.0%
Federal National Mortgage Assoc.	3.782%	06/01/2038	0.0%
Federal National Mortgage Assoc.	3.951%	12/01/2040	0.0%
Federal National Mortgage Assoc.	3.976%	10/01/2035	0.0%
Government National Mortgage Association	2.900%	08/16/2055	0.0%
Wells Fargo Commercial Mortgage Trust	0.017%	06/15/2048	0.0%
CPI Swap	0.010%	12/12/2031	0.0%
Newell Rubbermaid, Inc.	4.700%	08/15/2020	0.0%
Suncor Energy Ventures Corp	9.400%	09/01/2021	0.0%
Federal Home Loan Mortgage Corp.	4.129%	12/01/2036	0.0%
Government National Mortgage Association	0.764%	08/16/2054	0.0%
William Lyon Homes, Inc.	7.000%	08/15/2022	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	4.009%	10/05/2031	0.0%
Federal Home Loan Mortgage Corp.	4.400%	09/01/2036	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.659%	06/15/2035	0.0%
CPI Swap	0.010%	09/06/2029	0.0%
Kinetic Concepts, Inc. / KCI USA, Inc.	12.500%	11/01/2021	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.750%	12/15/2021	0.0%
Federal Home Loan Mortgage Corp.	3.966%	02/01/2037	0.0%
MPH Acquisition Holdings LLC	4.695%	06/07/2023	0.0%
WFRBS Commercial Mortgage Trust	4.869%	02/15/2044	0.0%
Acadia Healthcare Co., Inc.	5.625%	02/15/2023	0.0%
Continental Credit Card 2016-1	11.330%	01/15/2025	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.731%	12/15/2049	0.0%
Parsley Energy LLC	5.375%	01/15/2025	0.0%
Fresenius Medical Care US Finance II, Inc.	4.125%	10/15/2020	0.0%
QEP Resources, Inc.	6.875%	03/01/2021	0.0%
GS Mortgage Securities Corp Trust 2012-ALOHA	4.129%	04/10/2034	0.0%
Bill Barrett Corp.	7.000%	10/15/2022	0.0%
CPI Swap	0.010%	03/02/2024	0.0%
Scientific Games International, Inc.	4.366%	08/14/2024	0.0%
Conn's Receivables Funding 2018-A LLC	3.250%	01/15/2023	0.0%
CPS Auto Receivables Trust 2019-A	3.890%	12/16/2024	0.0%
CPI Swap	0.010%	05/22/2022	0.0%
VeriSign, Inc.	4.625%	05/01/2023	0.0%
Helmerich & Payne, Inc.	4.650%	03/15/2025	0.0%
Federal National Mortgage Assoc.	4.178%	09/01/2038	0.0%
Wells Fargo Commercial Mortgage Trust	0.639%	06/15/2048	0.0%
LMREC 2015-CRE, Inc.	2.609%	02/22/2032	0.0%
Morgan Stanley Capital I Trust	0.089%	07/13/2029	0.0%
MSCG Trust	3.348%	11/15/2034	0.0%
Citigroup Commercial Mortgage Trust	0.372%	06/10/2048	0.0%
Federal National Mortgage Assoc.	4.144%	01/01/2038	0.0%
CPI Swap	0.010%	04/10/2022	0.0%
CPS Auto Receivables Trust 2020-A	2.900%	12/15/2025	0.0%
Morgan Stanley Capital I Trust	3.469%	08/11/2033	0.0%
CIT Group, Inc.	4.750%	02/16/2024	0.0%
COMM Mortgage Trust	5.972%	07/10/2046	0.0%
CPI Swap	0.010%	06/09/2022	0.0%
Brandywine Operating Partnership L.P.	4.100%	10/01/2024	0.0%
Comm 2013-GAM	3.367%	02/10/2028	0.0%
Sunoco Logistics Partners L.P.	4.250%	04/01/2024	0.0%
Univision Communications, Inc.	5.125%	05/15/2023	0.0%
Shelter Growth CRE 2018-FL1 Issuer Ltd	2.658%	01/15/2035	0.0%
COMM Mortgage Trust	1.008%	08/10/2047	0.0%
Citigroup Mortgage Loan Trust	1.801%	07/25/2036	0.0%
DBUBS Mortgage Trust	3.527%	07/10/2044	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.020%	08/20/2021	0.0%
CFCRE Commercial Mortgage Trust 2016-C4	1.704%	05/10/2058	0.0%
Federal National Mortgage Assoc.	3.931%	03/01/2039	0.0%
CPI Swap	0.010%	08/04/2026	0.0%
CPI Swap	0.010%	04/03/2021	0.0%
LSTAR Commercial Mortgage Trust 2016-4	1.842%	03/10/2049	0.0%
Federal National Mortgage Assoc.	3.990%	12/01/2040	0.0%
DDR Corp.	3.625%	02/01/2025	0.0%
World Financial Network Credit Card Master Trust	2.490%	04/15/2026	0.0%
JPMBB Commercial Mortgage Securities Trust	0.921%	11/15/2047	0.0%
BWay Holding Company	5.084%	04/03/2024	0.0%
CarMax Auto Owner Trust	1.400%	08/15/2021	0.0%
Federal National Mortgage Assoc.	4.123%	04/01/2040	0.0%
California Republic Auto Receivables Trust 2016-2	1.830%	12/15/2021	0.0%
Range Resources Corp.	5.875%	07/01/2022	0.0%
Government National Mortgage Association	0.898%	01/16/2055	0.0%
CPI Swap	0.010%	08/21/2024	0.0%
BBCMS Trust	0.205%	09/10/2028	0.0%
Government National Mortgage Association	2.750%	09/16/2046	0.0%
Prima Capital CRE Securitization Ltd.	2.214%	10/24/2035	0.0%
CD 2016-CD1 Mortgage Trust	1.406%	08/10/2049	0.0%
Kennedy-Wilson Inc	5.875%	04/01/2024	0.0%
Shea Homes LP / Shea Homes Funding Corp.	5.875%	04/01/2023	0.0%
Jacobs Entertainment, Inc.	7.875%	02/01/2024	0.0%
GS Mortgage Securities Trust	1.944%	11/10/2045	0.0%
JPMBB Commercial Mortgage Securities Trust	0.486%	07/15/2045	0.0%
UTEX Industries	8.853%	05/22/2022	0.0%
JPMBB Commercial Mortgage Securities Trust	0.742%	05/15/2048	0.0%
Diamond Resorts Owner Trust	3.080%	11/20/2028	0.0%
Structured Asset Securities Corp. Series	5.750%	12/25/2035	0.0%
Federal National Mortgage Assoc.	4.676%	12/01/2038	0.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-	3.730%	03/25/2049	0.0%
JP Morgan Chase Commercial Mortgage Series Trust	1.257%	04/15/2046	0.0%
Federal Home Loan Mortgage Corp.	4.140%	04/01/2037	0.0%
Centene Corp.	6.125%	02/15/2024	0.0%
Federal Home Loan Mortgage Corp.	4.061%	05/01/2036	0.0%
CPI Swap	0.010%	03/31/2026	0.0%
New Century Home Equity Loan Trust	4.672%	08/25/2035	0.0%
GS Mortgage Securities Trust	0.781%	11/10/2048	0.0%
Engs Commercial Finance Trust	2.630%	02/22/2022	0.0%
CPI Swap	0.010%	03/04/2024	0.0%
CPI Swap	0.010%	04/28/2020	0.0%
JPMBB Commercial Mortgage Securities Trust	0.750%	04/15/2047	0.0%
BX Trust 2017-APPL	3.709%	07/15/2034	0.0%
Continental Airlines 2012-1 Class B Pass Thru Trus	6.250%	04/11/2020	0.0%
COMM Mortgage Trust	3.063%	10/15/2031	0.0%
Federal Home Loan Mortgage Corp.	4.107%	10/01/2038	0.0%
Citigroup Commercial Mortgage Trust	0.216%	07/10/2047	0.0%
Vornado DP LLC Trust	2.970%	09/13/2028	0.0%
Federal National Mortgage Assoc.	4.363%	03/01/2038	0.0%
Federal National Mortgage Assoc.	4.065%	10/01/2040	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	1.211%	10/05/2031	0.0%
WFRBS Commercial Mortgage Trust	0.572%	05/15/2047	0.0%
CPI Swap	0.010%	10/09/2029	0.0%
DRB Prime Student Loan Trust	3.200%	01/25/2040	0.0%
CPI Swap	0.010%	06/23/2022	0.0%
Federal National Mortgage Assoc.	4.240%	08/01/2038	0.0%
Smithfield Foods, Inc.	2.650%	10/03/2021	0.0%
CPI Swap	0.010%	04/27/2024	0.0%
US Airways Class B Pass Through Trust	6.750%	06/03/2021	0.0%
Doncasters US Finance LLC (Doncasters US LLC)	10.195%	10/09/2020	0.0%
CPS Auto Receivables Trust 2017-D	2.430%	01/18/2022	0.0%
GS Mortgage Securities Trust	3.849%	12/10/2043	0.0%
Government National Mortgage Association	2.200%	04/16/2047	0.0%
FX USD/CAD 03/20	0.000%	03/13/2020	0.0%
Springleaf Finance Corp.	7.750%	10/01/2021	0.0%
Government National Mortgage Association	2.500%	03/16/2049	0.0%
GM Financial Automobile Leasing Trust 2017-2	2.430%	06/21/2021	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.000%	09/15/2021	0.0%
JPMBB Commercial Mortgage Securities Trust	0.284%	04/15/2047	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.657%	10/05/2031	0.0%
SLM Student Loan Trust	2.147%	03/25/2026	0.0%
CPI Swap	0.010%	10/01/2025	0.0%
DBWF Mortgage Trust	0.423%	06/10/2034	0.0%
Federal National Mortgage Assoc.	4.109%	08/01/2037	0.0%
PG&E Corp	6.979%	04/27/2021	0.0%
AmeriCredit Automobile Receivables Trust 2016-3	1.800%	10/08/2021	0.0%
Dell Technologies Inc Class V	3.839%	09/12/2025	0.0%
CPI Swap	0.010%	08/27/2023	0.0%
California Republic Auto Receivables Trust 2015-4	2.580%	06/15/2021	0.0%
CPI Swap	0.010%	10/09/2021	0.0%
JPMBB Commercial Mortgage Securities Trust	3.046%	04/15/2047	0.0%
Afren plc	11.500%	02/01/2022	0.0%
Afren plc	10.250%	04/08/2022	0.0%
Afren plc	6.625%	12/09/2020	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%
US 10YR NOTE (CBT)JUN20	0.000%	06/30/2020	0.0%
US 5YR NOTE (CBT) JUN20	0.000%	07/06/2020	0.0%
US LONG BOND(CBT) JUN20	0.000%	06/30/2020	0.0%
US 2YR NOTE (CBT) JUN20	0.000%	07/06/2020	0.0%
CPI Swap	0.010%	08/24/2026	0.0%
CPI Swap	0.010%	08/25/2023	0.0%
CPI Swap	0.010%	09/02/2022	0.0%
CPI Swap	0.010%	01/20/2026	0.0%
CPI Swap	0.010%	06/30/2026	0.0%
CPI Swap	0.010%	08/22/2026	0.0%
CPI Swap	0.010%	04/27/2023	0.0%
CPI Swap	0.010%	10/22/2022	0.0%
CPI Swap	0.010%	06/04/2020	0.0%
CPI Swap	0.010%	02/04/2021	0.0%
CPI Swap	0.010%	08/23/2026	0.0%
CPI Swap	0.010%	05/02/2021	0.0%
CPI Swap	0.010%	03/04/2021	0.0%
CPI Swap	0.010%	01/10/2021	0.0%
CPI Swap	0.010%	11/15/2024	0.0%
CPI Swap	0.010%	07/22/2026	0.0%
CPI Swap	0.010%	04/11/2026	0.0%
CPI Swap	0.010%	10/24/2039	0.0%
CPI Swap	0.010%	01/11/2021	0.0%
CPI Swap	0.010%	11/09/2020	0.0%
CPI Swap	0.010%	01/08/2021	0.0%
CPI Swap	0.010%	01/13/2022	0.0%
CPI Swap	0.010%	01/07/2029	0.0%
CPI Swap	0.010%	05/26/2036	0.0%
CPI Swap	0.010%	09/23/2022	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	08/20/2021	0.0%
CPI Swap	0.010%	11/08/2024	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	07/18/2026	0.0%
CPI Swap	0.010%	03/22/2041	0.0%
CPI Swap	0.010%	01/21/2021	0.0%
CPI Swap	0.010%	01/13/2035	0.0%
CPI Swap	0.010%	01/20/2021	0.0%
CPI Swap	0.010%	10/14/2026	0.0%
CPI Swap	0.010%	02/09/2021	0.0%
CPI Swap	0.010%	02/21/2031	0.0%
CPI Swap	0.010%	02/19/2031	0.0%
CPI Swap	0.010%	03/25/2029	0.0%
CPI Swap	0.010%	07/20/2029	0.0%
CPI Swap	0.010%	05/03/2022	0.0%
CPI Swap	0.010%	06/14/2029	0.0%
CPI Swap	0.010%	07/29/2021	0.0%
CPI Swap	0.010%	01/11/2021	0.0%
CPI Swap	0.010%	08/06/2020	0.0%
CPI Swap	0.010%	12/23/2039	0.0%
CPI Swap	0.010%	02/17/2021	0.0%
CPI Swap	0.010%	02/03/2021	0.0%
CPI Swap	0.010%	12/01/2024	0.0%
CPI Swap	0.010%	12/16/2020	0.0%
CPI Swap	0.010%	10/25/2032	0.0%
CPI Swap	0.010%	01/14/2021	0.0%
CPI Swap	0.010%	11/14/2021	0.0%
CPI Swap	0.010%	01/09/2039	0.0%
CPI Swap	0.010%	01/26/2021	0.0%
CPI Swap	0.010%	09/23/2027	0.0%
CPI Swap	0.010%	12/02/2024	0.0%
CPI Swap	0.010%	04/26/2025	0.0%
CPI Swap	0.010%	01/19/2021	0.0%
CPI Swap	0.010%	04/05/2029	0.0%
CPI Swap	0.010%	03/28/2029	0.0%
CPI Swap	0.010%	05/24/2028	0.0%
CPI Swap	0.010%	03/16/2029	0.0%
CPI Swap	0.010%	05/21/2028	0.0%
CPI Swap	0.010%	02/05/2025	0.0%
CPI Swap	0.010%	03/15/2029	0.0%
CPI Swap	0.010%	01/26/2029	0.0%
CPI Swap	0.010%	04/22/2025	0.0%
CPI Swap	0.010%	05/03/2030	0.0%
CPI Swap	0.010%	05/04/2020	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
CPI Swap	0.010%	04/17/2030	0.0%
CPI Swap	0.010%	05/04/2020	-0.1%
CPI Swap	0.010%	12/14/2026	-0.1%
CPI Swap	0.010%	06/30/2042	-0.1%
CPI Swap	0.010%	06/27/2020	-0.1%
CPI Swap	0.010%	06/03/2020	-0.1%
CPI Swap	0.010%	03/20/2022	-0.1%
CPI Swap	0.010%	06/13/2020	-0.1%
CPI Swap	0.010%	06/22/2025	-0.1%
CPI Swap	0.010%	03/10/2032	-0.1%
CPI Swap	0.010%	03/23/2032	-0.1%
CPI Swap	0.010%	03/06/2032	-0.1%
CPI Swap	0.010%	01/25/2033	-0.1%
CPI Swap	0.010%	01/23/2033	-0.1%
CPI Swap	0.010%	03/21/2032	-0.1%
CPI Swap	0.010%	07/24/2029	-0.1%
CPI Swap	0.010%	07/31/2029	-0.1%
CPI Swap	0.010%	01/08/2027	-0.1%
CPI Swap	0.010%	12/13/2031	-0.1%
CPI Swap	0.010%	02/07/2032	-0.1%
CPI Swap	0.010%	02/12/2033	-0.1%
CPI Swap	0.010%	11/25/2024	-0.1%
CPI Swap	0.010%	04/12/2022	-0.1%
CPI Swap	0.010%	04/11/2020	-0.1%
CPI Swap	0.010%	12/23/2026	-0.1%
CPI Swap	0.010%	01/24/2021	-0.1%
CPI Swap	0.010%	12/09/2024	-0.1%
CPI Swap	0.010%	12/05/2024	-0.1%
CPI Swap	0.010%	02/11/2021	-0.1%
CPI Swap	0.010%	05/31/2028	-0.1%
CPI Swap	0.010%	04/26/2020	-0.1%
CPI Swap	0.010%	06/01/2028	-0.1%
CPI Swap	0.010%	02/01/2038	-0.1%
CPI Swap	0.010%	02/20/2038	-0.1%
CPI Swap	0.010%	02/26/2038	-0.1%
CPI Swap	0.010%	11/22/2024	-0.1%
CPI Swap	0.010%	02/26/2038	-0.1%
CPI Swap	0.010%	10/30/2030	-0.1%
CPI Swap	0.010%	06/06/2028	-0.1%
CPI Swap	0.010%	09/11/2028	-0.1%
CPI Swap	0.010%	08/27/2028	-0.1%
CPI Swap	0.010%	02/06/2038	-0.1%
CPI Swap	0.010%	08/14/2028	-0.1%
CPI Swap	0.010%	02/11/2031	-0.1%
CPI Swap	0.010%	07/25/2028	-0.1%
CPI Swap	0.010%	05/16/2028	-0.1%
CPI Swap	0.010%	07/06/2028	-0.1%
CPI Swap	0.010%	08/09/2028	-0.1%
CPI Swap	0.010%	10/01/2028	-0.1%
CPI Swap	0.010%	04/17/2021	-0.1%
CPI Swap	0.010%	05/11/2028	-0.1%
CPI Swap	0.010%	10/09/2028	-0.1%
CPI Swap	0.010%	09/26/2028	-0.1%
CPI Swap	0.010%	08/03/2028	-0.1%
CPI Swap	0.010%	04/20/2021	-0.1%
CPI Swap	0.010%	03/14/2029	-0.1%
CPI Swap	0.010%	02/08/2029	-0.1%
CPI Swap	0.010%	05/21/2025	-0.1%
CPI Swap	0.010%	02/15/2029	-0.1%
CPI Swap	0.010%	02/27/2029	-0.1%
CPI Swap	0.010%	01/18/2029	-0.1%
CPI Swap	0.010%	01/13/2029	-0.1%
CPI Swap	0.010%	01/11/2025	-0.1%
CPI Swap	0.010%	01/24/2029	-0.1%
CPI Swap	0.010%	11/21/2024	-0.1%
CPI Swap	0.010%	07/22/2023	-0.1%
CPI Swap	0.010%	06/20/2021	-0.1%
CPI Swap	0.010%	04/26/2030	-0.1%
CPI Swap	0.010%	09/04/2021	-0.1%
CPI Swap	0.010%	12/23/2031	-0.1%
CPI Swap	0.010%	03/08/2032	-0.1%
CPI Swap	0.010%	12/08/2031	-0.1%
CPI Swap	0.010%	05/09/2021	-0.1%
CPI Swap	0.010%	11/30/2031	-0.1%
CPI Swap	0.010%	11/17/2036	-0.1%
CPI Swap	0.010%	05/02/2021	-0.1%
CPI Swap	0.010%	10/29/2021	-0.1%
CPI Swap	0.010%	02/01/2032	-0.1%
CPI Swap	0.010%	12/07/2031	-0.1%
CPI Swap	0.010%	06/08/2026	-0.1%
CPI Swap	0.010%	01/06/2026	-0.1%
CPI Swap	0.010%	08/02/2021	-0.1%
CPI Swap	0.010%	12/30/2023	-0.1%
CPI Swap	0.010%	07/17/2028	-0.1%
CPI Swap	0.010%	09/21/2028	-0.1%
CPI Swap	0.010%	05/13/2020	-0.1%
CPI Swap	0.010%	11/21/2036	-0.1%
CPI Swap	0.010%	07/05/2026	-0.1%
CPI Swap	0.010%	12/16/2036	-0.1%
CPI Swap	0.010%	01/30/2038	-0.2%
CPI Swap	0.010%	06/21/2027	-0.2%
CPI Swap	0.010%	10/11/2020	-0.2%
CPI Swap	0.010%	04/05/2032	-0.2%
CPI Swap	0.010%	12/17/2020	-0.2%
CPI Swap	0.010%	01/28/2021	-0.2%
CPI Swap	0.010%	12/27/2020	-0.2%
CPI Swap	0.010%	12/13/2020	-0.2%
CPI Swap	0.010%	02/04/2021	-0.2%
CPI Swap	0.010%	06/07/2021	-0.2%
CPI Swap	0.010%	03/30/2032	-0.2%
CPI Swap	0.010%	09/20/2021	-0.2%
CPI Swap	0.010%	10/25/2021	-0.2%
CPI Swap	0.010%	11/21/2023	-0.2%
CPI Swap	0.010%	04/17/2026	-0.2%
CPI Swap	0.010%	02/28/2021	-0.2%
CPI Swap	0.010%	08/06/2028	-0.2%
CPI Swap	0.010%	11/14/2024	-0.2%
CPI Swap	0.010%	03/28/2032	-0.2%
CPI Swap	0.010%	02/19/2021	-0.2%
CPI Swap	0.010%	04/18/2030	-0.2%
CPI Swap	0.010%	02/13/2029	-0.3%
CPI Swap	0.010%	09/14/2024	-0.3%
CPI Swap	0.010%	03/22/2032	-0.3%
CPI Swap	0.010%	05/02/2021	-0.3%
CPI Swap	0.010%	07/08/2022	-0.3%
CPI Swap	0.010%	04/24/2023	-0.3%
CPI Swap	0.010%	04/23/2023	-0.3%
CPI Swap	0.010%	04/03/2023	-0.3%
CPI Swap	0.010%	02/21/2022	-0.3%
CPI Swap	0.010%	06/13/2028	-0.4%
CPI Swap	0.010%	03/12/2022	-0.4%
CPI Swap	0.010%	07/23/2023	-0.4%
CPI Swap	0.010%	02/07/2033	-0.4%
CPI Swap	0.010%	04/11/2022	-0.4%
CPI Swap	0.010%	06/14/2028	-0.4%
CPI Swap	0.010%	03/20/2022	-0.4%
CPI Swap	0.010%	04/24/2023	-0.4%
CPI Swap	0.010%	02/26/2022	-0.4%
CPI Swap	0.010%	03/25/2022	-0.4%
CPI Swap	0.010%	06/26/2023	-0.5%
CPI Swap	0.010%	02/15/2033	-0.6%
CPI Swap	0.010%	03/05/2038	-0.7%
CPI Swap	0.010%	01/16/2038	-0.7%

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 04/07/2020: $0.106
Dividend Frequency: Monthly (Daily Accrual)

Record Date	Ex-Dividend Date	Reinvest & Payable Date	Dividend	Reinvest Price
Daily	Daily	03/31/2020	$0.03460	$9.64
Daily	Daily	02/29/2020	$0.03377	$11.09
Daily	Daily	01/31/2020	$0.03800	$11.30

Upcoming Dividend Payment Dates

Record Date	Ex-Dividend Date	Reinvest & Payable Date
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 03/31/2020

0.49%

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.

There is no minimum initial investment for (i) purchases through or by registered investment advisers (RIAs), bank trust departments, and other financial intermediaries otherwise eligible to purchase Class I shares that charge a fee for services that include investment advisory or management services or (ii) purchases by retirement and benefit plans meeting the Class I eligibility requirements as described in the prospectus. These investment minimums may be suspended, changed, or withdrawn by Lord Abbett Distributor LLC ("Lord Abbett Distributor").
Class I shares minimum initial investment of $1,000,000, unless otherwise noted, applies to certain types of institutional investors as described in the prospectus.

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 I - SEC Returns reflect performance for Class I shares at Net Asset Value.

Except as noted below, returns with sales charges reflect a maximum sales charge of 2.50%. There are also ongoing 12b-1 service and distribution fees.

Class A Shares purchased subject to a front-end sales charge have no contingent deferred sales charge (CDSC). However, certain purchases of Class A shares made without a front-end sales charge may be subject to a CDSC of 1.50% if the shares are repurchased before the first day of the month in which the one year anniversary of the purchase falls. The CDSC is not reflected in the performance with maximum sales charge.

Except as noted below, returns with sales charges reflect a maximum sales charge of 2.50%. There are also ongoing 12b-1 service and distribution fees.

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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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 04/07/2020

30-Day Standardized Yield 2 as of 02/29/2020

Fund Basicsas of 02/28/2020

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

Credit Quality Distribution as of 02/28/2020 View Portfolio

Investment Team

Contact a Representative

Performance

Performance

Dividend Yield 1 as of 04/07/2020

30-Day Standardized Yield 2 as of 02/29/2020

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

Fund Expense Ratio :

0.49%

NAV Historical Prices

Portfolio

Portfolio

Credit Quality Distribution as of 02/28/2020

Portfolio Positioning as of 12/31/2019

Portfolio Details as of 02/28/2020

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

Upcoming Dividend Payment Dates

Fees & Expenses

Fees & Expenses

Expense Ratioas of 03/31/2020

Fund Documents

Fund Documents

Coming Soon.......

Dividend Yield ¹ as of 04/07/2020

30-Day Standardized Yield ² as of 02/29/2020

Dividend Yield ¹ as of 04/07/2020

30-Day Standardized Yield ² as of 02/29/2020