Inflation Focused Fund

LIFAX

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Daily price w/o sales charge as of 11/11/2019

$11.33

$0.00

YTD Returns w/o sales charge as of 11/11/2019

3.60%

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 11/11/2019

w/o sales charge	3.64%
w/ sales charge	3.56%

30-Day Standardized Yield ² as of 10/31/2019

2.38%

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

Expense Ratioas of 10/31/2019

Fund Basicsas of 09/30/2019

Total Net Assets: $1.12 B
Inception Date: 04/29/2011
Dividend Frequency: Monthly (Daily Accrual)
Number of Holdings: 1376
Minimum Initial Investment: $1,500+

Fund Expense Ratio :

0.66%

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

w/o sales charge	2.01%	-0.22%	1.45%	0.11%	-	0.40%
Lipper Category Avg. Inflation Protected Bond Funds	6.50%	6.87%	1.90%	1.59%	-	-
w/ sales charge	-0.28%	-2.48%	0.67%	-0.34%	-	0.13%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

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

w/o sales charge	1.61%	-1.73%	1.89%	-0.11%	-	0.36%
Lipper Category Avg. Inflation Protected Bond Funds	6.38%	5.28%	1.82%	1.70%	-	-
w/ sales charge	-0.67%	-3.92%	1.12%	-0.57%	-	0.08%

Fund Expense Ratio :

0.66%

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
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 09/30/2019 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

25 Years of Industry Experience

Andrew H. O'Brien, CFA

Partner & Portfolio Manager

21 Years of Industry Experience

Steven F. Rocco, CFA

Partner & Director of Taxable Fixed Income

18 Years of Industry Experience

Hyun Lee, CFA

Portfolio Manager

18 Years of Industry Experience

Robert A. Lee

Partner & Chief Investment Officer

28 Years of Industry Experience

Supported By 63 Investment Professionals with 15 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 11/11/2019

w/o sales charge	3.64%
w/ sales charge	3.56%

30-Day Standardized Yield ² as of 10/31/2019

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

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

Fund Expense Ratio :

0.66%

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

w/o sales charge	2.01%	-0.22%	1.45%	0.11%	-	0.40%
Lipper Category Avg. Inflation Protected Bond Funds	6.50%	6.87%	1.90%	1.59%	-	-
w/ sales charge	-0.28%	-2.48%	0.67%	-0.34%	-	0.13%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

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

w/o sales charge	1.61%	-1.73%	1.89%	-0.11%	-	0.36%
Lipper Category Avg. Inflation Protected Bond Funds	6.38%	5.28%	1.82%	1.70%	-	-
w/ sales charge	-0.67%	-3.92%	1.12%	-0.57%	-	0.08%

Fund Expense Ratio :

0.66%

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

Year	Fund Returns

2018	-1.28%
2017	1.33%
2016	4.96%
2015	-2.22%
2014	-5.20%
2013	-1.76%
2012	9.87%
2011	-3.48%

Year	Q1	Q2	Q3	Q4	Yearly Returns

2019	2.60%	0.41%	-1.37%	-	3.60%
2018	0.40%	0.95%	0.71%	-3.28%	-1.28%
2017	0.73%	-1.53%	1.13%	1.01%	1.33%
2016	-0.90%	-0.65%	2.45%	4.05%	4.96%
2015	-0.17%	1.72%	-4.68%	1.03%	-2.22%
2014	0.02%	2.20%	-2.74%	-4.66%	-5.20%
2013	0.51%	-3.67%	1.32%	0.15%	-1.76%
2012	5.40%	-0.99%	3.16%	2.05%	9.87%
2011	-	-	-5.92%	2.13%	-3.48%

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

Growth of $10,000 as of 10/31/2019

The chart begins on the Fund's inception date of 04/29/2011.

Based on a hypothetical Class A share investment of $10,000 on 04/29/2011 without sales charge and includes the reinvestment of all distributions.

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 09/30/2019

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

Portfolio Positioning as of 09/30/2019

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. Despite the fact that CPI momentarily spiked in mid-September as inflation expectations rose after the Saudi oil attacks, CPI swaps ultimately detracted from relative performance during the quarter due to the geopolitical turmoil, negative U.S.-China trade talks, and fall in oil prices.
The underlying bond portfolio maintained its diversified exposure to various credit-sensitive sectors of the market. We increased the portfolio’s allocation to investment grade corporate bonds during the quarter, specifically adding to securities with slightly longer durations, as we consider valuations to be tight at the front end of the curve. We continued to increase the portfolio’s allocation to the financials sector by adding to issues within the banking industry. We also increased the portfolio’s allocation to consumer goods, as consumer fundamentals remain solid relative to other economic data and should support near-term performance.
We reduced the portfolio’s allocation to asset-backed securities (“ABS”). We remain attracted to the sector, particularly within the auto loan and credit card receivable space, as we believe ABS provide liquidity and present attractive risk-adjusted returns. However, we consider the ABS sector to be fully valued at this time.
The market value of the portfolio’s commercial mortgage-backed securities (“CMBS”) allocation decreased, however, the allocation remained roughly constant from a risk standpoint as we reinvested only a portion of the proceeds of maturing positions into longer-dated CMBS. We remain focused on single-asset, single-borrower deals, preferring their stronger underwriting standards and domestic focus. We believe single-asset, single-borrower CMBS deals offer attractive risk-adjusted carry opportunities.
The portfolio’s high yield corporate credit allocation is on the low end of where it has historically been, as valuations remain tight.

Portfolio Details as of 09/30/2019

Total Net Assets: $1.12 B
Number of Issues: 1376
Average Coupon: 3.87%
Average Life: 2.38 Years
Average Maturity: 2.38 Years
Average Effective Duration: 2.10 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	1.500%	08/31/2021	2.1%
VNO Mortgage Trust	2.996%	11/15/2030	0.8%
Ally Master Owner Trust	3.300%	07/17/2023	0.7%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.7%
Ford Credit Auto Owner Trust 2015-REV1	2.120%	07/15/2026	0.6%
DBWF 2018-AMXP Mortgage Trust	3.873%	05/05/2035	0.6%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.6%
BBCMS 2018-TALL Mortgage Trust	2.750%	03/15/2037	0.5%
Synchrony Credit Card Master Note Trust	3.470%	05/15/2026	0.5%
Synchrony Credit Card Master Note Trust	2.640%	03/15/2023	0.5%

% of Total Assets			7.6%

Holding	Coupon	Maturity	Assets

U.S. Treasury Note/Bond	1.500%	08/31/2021	2.1%
VNO Mortgage Trust	2.996%	11/15/2030	0.8%
Ally Master Owner Trust	3.300%	07/17/2023	0.7%
Sabine Pass Liquefaction LLC	5.625%	04/15/2023	0.7%
Ford Credit Auto Owner Trust 2015-REV1	2.120%	07/15/2026	0.6%
DBWF 2018-AMXP Mortgage Trust	3.873%	05/05/2035	0.6%
JP Morgan Chase Commercial Mortgage Securities Tru	3.905%	05/05/2030	0.6%
BBCMS 2018-TALL Mortgage Trust	2.750%	03/15/2037	0.5%
Synchrony Credit Card Master Note Trust	3.470%	05/15/2026	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%
UBS AG	7.625%	08/17/2022	0.5%
Barclays Dryrock Issuance Trust	2.328%	05/15/2023	0.4%
Ford Motor Credit Co. LLC	0.000%	12/04/2019	0.4%
Synchrony Credit Card Master Note Trust	2.190%	06/15/2023	0.4%
Caesars Palace Las Vegas Trust 2017-VICI	4.499%	10/15/2034	0.4%
Holcim US Finance Sarl & Cie SCS	6.000%	12/30/2019	0.4%
UBS-Barclays Commercial Mortgage Trust	3.347%	03/10/2046	0.4%
Citigroup Commercial Mortgage Trust	3.635%	05/10/2035	0.4%
Oasis Petroleum, Inc.	6.875%	03/15/2022	0.4%
NBCUniversal Enterprise, Inc.	5.250%	06/19/2099	0.4%
Caesars Palace Las Vegas Trust 2017-VICI	4.499%	10/15/2034	0.4%
BX Commercial Mortgage Trust 2018-BIOA	2.699%	03/15/2037	0.4%
World Financial Network Credit Card Master Trust	3.550%	08/15/2025	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%
Credit Suisse First Boston Mortgage Securities Cor	5.538%	05/15/2023	0.3%
FREMF 2015-K721 Mortgage Trust	3.681%	11/25/2047	0.3%
CFCRE Commercial Mortgage Trust 2018-TAN	4.236%	02/15/2033	0.3%
Magnetite VII Ltd	3.103%	01/15/2028	0.3%
Flagship Credit Auto Trust 2018-3	3.070%	02/15/2023	0.3%
Caesars Palace Las Vegas Trust 2017-VICI	3.835%	10/15/2034	0.3%
Lloyds Bank plc	6.500%	09/14/2020	0.3%
National Oilwell Varco, Inc.	2.600%	12/01/2022	0.3%
GS Mortgage Securities Corp. II	2.706%	12/10/2027	0.3%
LTF Merger Sub, Inc.	8.500%	06/15/2023	0.3%
MPLX L.P.	6.375%	05/01/2024	0.3%
CSMC Trust 2017-LSTK	2.761%	04/05/2033	0.3%
DLL 2018-1 LLC	3.100%	04/18/2022	0.3%
Ford Credit Auto Owner Trust 2014-REV2	2.310%	04/15/2026	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%
JPMBB Commercial Mortgage Securities Trust	4.079%	02/15/2047	0.3%
Ford Credit Auto Owner Trust 2018-REV2	3.470%	01/15/2030	0.3%
International Lease Finance Corp.	8.250%	12/15/2020	0.3%
Reynolds Group Issuer, Inc.	5.750%	10/15/2020	0.3%
BAT Capital Corp	3.222%	08/15/2024	0.3%
Universal Health Services, Inc.	4.750%	08/01/2022	0.3%
CSMC Trust	3.639%	11/15/2034	0.3%
Benchmark 2019-B12 Mortgage Trust	3.555%	08/15/2052	0.3%
Dell International LLC / EMC Corp.	5.450%	06/15/2023	0.3%
COMM 2016-GCT Mortgage Trust	3.577%	08/10/2029	0.3%
Carmax Auto Owner Trust 2019-3	2.210%	12/15/2022	0.3%
BB-UBS Trust	3.584%	06/05/2030	0.3%
LMREC 2019-CRE3 Inc	3.567%	12/22/2035	0.3%
International Lease Finance Corp.	8.625%	01/15/2022	0.3%
Broadcom Inc	3.625%	10/15/2024	0.3%
CarMax Auto Owner Trust 2017-3	1.970%	04/15/2022	0.3%
Golden Credit Card Trust	3.440%	10/15/2025	0.3%
Westlake Automobile Receivables Trust 2019-2	3.060%	02/15/2023	0.3%
ABN Amro Bank NV	6.250%	04/27/2022	0.3%
Benchmark 2019-B12 Mortgage Trust	3.555%	08/15/2052	0.3%
Danske Bank A/S	2.800%	03/10/2021	0.3%
Prima Capital CRE Securitization	4.500%	12/24/2050	0.3%
Thacher Park CLO Ltd.	3.438%	10/20/2026	0.2%
Hyundai Floorplan Master Owner Trust	2.680%	04/15/2024	0.2%
World Financial Network Credit Card Master Trust	2.030%	04/15/2025	0.2%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	3.578%	09/15/2028	0.2%
Orec 2018-CRE1 Ltd	3.208%	06/15/2036	0.2%
Wells Fargo Commercial Mortgage Trust	4.218%	07/15/2046	0.2%
Vodafone Group plc	3.750%	01/16/2024	0.2%
West CLO 2014-2 Ltd	3.192%	01/16/2027	0.2%
GS Mortgage Securities Trust	3.557%	04/10/2031	0.2%
GS Mortgage Securities Corp Trust 2018-FBLU	2.978%	11/15/2035	0.2%
Baidu, Inc.	4.375%	05/14/2024	0.2%
CPI Swap	0.010%	09/30/2024	0.2%
Ford Credit Floorplan Master Owner Trust A	3.060%	04/15/2026	0.2%
BB-UBS Trust	2.892%	06/05/2030	0.2%
Perimeter Master Note Business Trust	4.310%	12/15/2022	0.2%
First National Master Note Trust 2017-2	2.468%	10/16/2023	0.2%
Dryden 30 Senior Loan Fund	2.978%	11/15/2028	0.2%
Glencore Finance Canada Ltd.	4.250%	10/25/2022	0.2%
Elm CLO 2014-1 Ltd	4.053%	01/17/2029	0.2%
Palmer Square Loan Funding 2018-5 Ltd	3.128%	01/20/2027	0.2%
Continental Resources, Inc.	4.500%	04/15/2023	0.2%
Ares XLI Clo Ltd	3.503%	01/15/2029	0.2%
Drive Auto Receivables Trust 2019-3	2.630%	09/15/2022	0.2%
JP Morgan Chase Commercial Mortgage Securities Cor	0.639%	07/05/2031	0.2%
Drive Auto Receivables Trust	3.660%	11/15/2024	0.2%
Prima Capital CRE Securitization 2016-VI Ltd	2.850%	08/24/2040	0.2%
BBCMS 2018-TALL Mortgage Trust	4.465%	03/15/2037	0.2%
Barclays Bank plc	10.179%	06/12/2021	0.2%
Bombardier, Inc.	6.125%	01/15/2023	0.2%
Drive Auto Receivables Trust	3.720%	09/16/2024	0.2%
Dell International LLC / EMC Corp	4.420%	06/15/2021	0.2%
CarMax Auto Owner Trust 2017-4	2.110%	10/17/2022	0.2%
CenturyLink, Inc.	4.794%	11/01/2022	0.2%
Charter Communications, Inc. CL A	4.322%	03/31/2023	0.2%
Viterra, Inc.	5.950%	08/01/2020	0.2%
Hudsons Bay Simon JV Trust	3.914%	08/05/2034	0.2%
CSMC Trust 2017-MOON	3.303%	07/10/2034	0.2%
Anglo American Capital plc	3.750%	04/10/2022	0.2%
Caesars Palace Las Vegas Trust 2017-VICI	3.531%	10/15/2034	0.2%
PFS Financing Corp.	2.890%	02/15/2023	0.2%
Origin Energy Finance Ltd.	5.450%	10/14/2021	0.2%
UBS-Barclays Commercial Mortgage Trust	3.244%	04/10/2046	0.2%
TCF Auto Receivables Owner Trust 2015-2	4.240%	08/15/2022	0.2%
Ausgrid Finance Pty Ltd	3.850%	05/01/2023	0.2%
General Motors Financial Co., Inc.	4.200%	03/01/2021	0.2%
Jefferies Group LLC	6.875%	04/15/2021	0.2%
Broadcom Corp. / Broadcom Cayman Finance Ltd.	3.000%	01/15/2022	0.2%
Continental Resources, Inc.	5.000%	09/15/2022	0.2%
Carrizo Oil & Gas, Inc.	6.250%	04/15/2023	0.2%
Antero Resources Corp.	5.125%	12/01/2022	0.2%
BlueMountain CLO 2012-2 Ltd	3.186%	11/20/2028	0.2%
Enel Finance International N.V.	2.875%	05/25/2022	0.2%
Las Vegas Sands Corp.	3.200%	08/08/2024	0.2%
Intesa Sanpaolo SpA	6.500%	02/24/2021	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%
Energy Transfer Operating LP	4.250%	03/15/2023	0.2%
Newell Rubbermaid, Inc.	3.850%	04/01/2023	0.2%
Nationstar Mortgage Holdings, Inc.	8.125%	07/15/2023	0.2%
PG&E Corp	3.875%	04/27/2021	0.2%
Cigna Corp	3.750%	07/15/2023	0.2%
Citigroup Commercial Mortgage Trust	4.371%	09/10/2046	0.2%
Leucadia National Corp.	5.500%	10/18/2023	0.2%
JPMBB Commercial Mortgage Securities Trust 2013-C1	4.133%	08/15/2046	0.2%
BB-UBS Trust	3.584%	06/05/2030	0.2%
Motiva Enterprises LLC	5.750%	01/15/2020	0.2%
General Electric Co.	4.650%	10/17/2021	0.2%
COMM 2014-LC15 Mortgage Trust	3.727%	04/10/2047	0.2%
Morgan Stanley Bank of America Merrill Lynch Trust	3.277%	10/15/2030	0.2%
Anglo American Capital plc	3.625%	09/11/2024	0.2%
Invitation Homes, Inc.	3.589%	02/06/2022	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%
Parallel 2015-1 Ltd	3.128%	07/20/2027	0.2%
DLL 2018-1 LLC	3.270%	04/17/2026	0.2%
GS Mortgage Securities Corp. II	2.954%	11/05/2034	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	3.742%	09/05/2032	0.2%
TIBCO Software, Inc.	11.375%	12/01/2021	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%
Baidu, Inc.	3.875%	09/29/2023	0.2%
Westlake Automobile Receivables Trust 2018-3	2.980%	01/18/2022	0.2%
Glencore Funding LLC	4.125%	05/30/2023	0.2%
Dominion Resources, Inc.	4.104%	04/01/2021	0.2%
Griffon Corp.	5.250%	03/01/2022	0.2%
CPI Swap	0.010%	04/18/2024	0.2%
Natixis Commercial Mortgage Securities Trust 2018-	3.917%	11/15/2032	0.2%
Enogex LLC	6.250%	03/15/2020	0.2%
Hudsons Bay Simon JV Trust	5.045%	08/05/2034	0.2%
TransAlta Corp.	4.500%	11/15/2022	0.2%
General Motors Financial Co., Inc.	5.100%	01/17/2024	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%
Palmer Square Loan Funding 2018-1 Ltd	2.903%	04/15/2026	0.2%
Brookfield Residential Properties, Inc.	6.500%	12/15/2020	0.2%
Ascentium Equipment Receivables 2019-1	2.840%	06/10/2022	0.2%
NextGear Floorplan Master Owner Trust	3.690%	10/15/2023	0.2%
Myriad International Holdings BV	6.000%	07/18/2020	0.2%
Marvell Technology Group	3.708%	06/04/2021	0.2%
Vistra Operations Co LLC	3.550%	07/15/2024	0.2%
Anglo American Capital plc	4.125%	09/27/2022	0.2%
Equifax, Inc.	3.388%	08/15/2021	0.2%
California Republic Auto Receivables Trust 2018-1	3.140%	08/15/2022	0.2%
Solera Finance, Inc.	10.500%	03/01/2024	0.2%
Broadcom Inc	3.125%	10/15/2022	0.2%
Nordea Bank Abp	4.875%	05/13/2021	0.2%
Morgan Stanley Bank of America Merrill Lynch Trust	4.299%	08/15/2046	0.2%
Cox Communications, Inc.	2.950%	06/30/2023	0.2%
Acadia Healthcare Co., Inc.	5.125%	07/01/2022	0.2%
Colfax Corp.	0.000%	12/17/2020	0.2%
GS Mortgage Securities Corp Trust 2012-ALOHA	3.551%	04/10/2034	0.2%
Pentair Finance SA	2.650%	12/01/2019	0.2%
Towd Point Asset Trust 2018-SL1	2.745%	01/25/2046	0.2%
VEREIT Operating Partnership L.P.	4.600%	02/06/2024	0.2%
LCM XXIV Ltd	3.588%	03/20/2030	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.520%	12/15/2022	0.2%
Acadia Healthcare Co., Inc.	6.125%	03/15/2021	0.2%
SCF Equipment Leasing 2018-1 LLC	3.630%	10/20/2024	0.2%
Bayer US Finance II LLC	3.875%	12/15/2023	0.2%
D.R. Horton, Inc.	5.750%	08/15/2023	0.2%
Stonemont Portfolio Trust 2017-STONE	5.644%	08/20/2030	0.2%
Seven Generations Energy Ltd.	6.750%	05/01/2023	0.2%
Chesapeake Funding II LLC	1.910%	08/15/2029	0.2%
ReadyCap Commercial Mortgage Trust 2018-4	3.390%	02/27/2051	0.2%
Capital Auto Receivables Asset Trust 2018-2	3.270%	06/20/2023	0.2%
Santander Drive Auto Receivables Trust 2018-5	3.810%	12/16/2024	0.2%
Equinix, Inc.	5.875%	01/15/2026	0.2%
GS Mortgage Securities Corp Trust 2018-RIVR	2.978%	07/15/2035	0.2%
FREED ABS TRUST 2018-2	3.990%	10/20/2025	0.2%
Nissan Master Owner Trust Receivables	2.458%	04/18/2022	0.2%
Bank of The West Auto Trust 2017-1	2.110%	01/15/2023	0.2%
CNOOC Curtis Funding No 1 Pty Ltd.	4.500%	10/03/2023	0.2%
BBCMS Trust	0.535%	03/12/2036	0.2%
CVS Caremark Corp.	3.700%	03/09/2023	0.2%
Magnetite XVIII Ltd	3.238%	11/15/2028	0.2%
General Electric Co.	2.700%	10/09/2022	0.2%
West Town Mall Trust 2017-KNOX	3.823%	07/05/2030	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	3.228%	04/15/2031	0.2%
CNH Capital LLC	4.375%	04/05/2022	0.2%
Panera Bread Company	3.813%	07/18/2022	0.2%
Standard Chartered plc	4.247%	01/20/2023	0.2%
Amur Equipment Finance Receivables VI LLC	3.890%	07/20/2022	0.2%
Range Resources Corp.	5.000%	08/15/2022	0.2%
SL Green Realty Corp.	4.500%	12/01/2022	0.2%
Diamond Resorts Owner Trust 2018-1	3.700%	01/21/2031	0.1%
TPG Real Estate Finance 2018-FL2 Issuer LTD	3.155%	11/15/2037	0.1%
Aircastle Ltd.	5.000%	04/01/2023	0.1%
AT&T, Inc.	3.616%	06/12/2024	0.1%
DBWF 2018-AMXP Mortgage Trust	4.122%	05/05/2035	0.1%
CityLine Commercial Mortgage Trust 2016-CLNE	2.871%	11/10/2031	0.1%
DBGS 2018-BIOD Mortgage Trust	2.831%	05/15/2035	0.1%
COMM 2014-CCRE18 Mortgage Trust	3.828%	07/15/2047	0.1%
Transdigm, Inc.	4.544%	06/09/2023	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.040%	07/18/2022	0.1%
BAMLL Trust	4.420%	07/11/2033	0.1%
ONEOK, Inc.	7.500%	09/01/2023	0.1%
CoreVest American Finance 2018-1 Trust	3.804%	06/15/2051	0.1%
Goldman Sachs Group, Inc.	2.908%	06/05/2023	0.1%
N-Star REL CDO Ltd.	2.940%	02/01/2041	0.1%
Bombardier, Inc.	8.750%	12/01/2021	0.1%
Interest Rate Swap	0.000%	04/01/2021	0.1%
Daimler Finance North America LLC	3.750%	11/05/2021	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	3.392%	06/05/2032	0.1%
OCP CLO 2016-12 Ltd	3.420%	10/18/2028	0.1%
WhiteHorse VIII Ltd	3.703%	05/01/2026	0.1%
Synovus Financial Corp.	3.125%	11/01/2022	0.1%
CGBAM Commercial Mortgage Trust	3.213%	04/10/2028	0.1%
BBCMS Trust 2018-BXH	3.028%	10/15/2037	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	0.555%	07/05/2033	0.1%
Santander Drive Auto Receivables Trust 2019-3	2.490%	10/15/2025	0.1%
Kinetic Concepts, Inc. / KCI USA, Inc.	7.875%	02/15/2021	0.1%
American Express Credit Account Master Trust	1.770%	11/15/2022	0.1%
AmeriCredit Automobile Receivables Trust 2017-2	2.970%	03/20/2023	0.1%
HCA Healthcare Inc	3.997%	03/17/2023	0.1%
SLIDE 2018-FUN	2.928%	06/15/2031	0.1%
Tencent Holdings Ltd.	3.280%	04/11/2024	0.1%
Macquarie Group Ltd.	4.150%	03/27/2024	0.1%
AmeriCredit Automobile Receivables Trust 2016-2	2.870%	11/08/2021	0.1%
Santander Drive Auto Receivables Trust 2017-2	2.790%	08/15/2022	0.1%
Hilton Orlando Trust 2018-ORL	2.798%	12/15/2034	0.1%
Global Aircraft Leasing Co Ltd	6.500%	09/15/2024	0.1%
Government National Mortgage Association	2.700%	07/16/2057	0.1%
HCA, Inc.	5.000%	03/15/2024	0.1%
Madison Avenue Trust	4.169%	10/12/2032	0.1%
Towd Point Mortgage Trust 2019-HY2	3.018%	05/25/2058	0.1%
Ford Credit Auto Owner Trust 2017-REV2	2.360%	03/15/2029	0.1%
Regatta VI Funding Ltd	3.358%	07/20/2028	0.1%
Chesapeake Funding II LLC	2.120%	11/15/2029	0.1%
ENI SpA	4.000%	09/12/2023	0.1%
Seven Generations Energy Ltd.	6.875%	06/30/2023	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	3.884%	01/05/2034	0.1%
AREIT 2018-CRE2 Trust	3.008%	11/14/2035	0.1%
Aircastle Ltd.	4.400%	09/25/2023	0.1%
Aircastle Ltd.	5.500%	02/15/2022	0.1%
CNH Industrial NV	4.500%	08/15/2023	0.1%
Ready Capital Mortgage Financing 2018-Fl2 LLC	2.868%	06/25/2035	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	5.350%	07/05/2033	0.1%
BX Trust 2017-SLCT	4.078%	07/15/2034	0.1%
Nvent Finance Sarl	3.950%	04/15/2023	0.1%
Puget Energy, Inc.	6.000%	09/01/2021	0.1%
CSMC Trust 2017-MOON	3.196%	07/10/2034	0.1%
Government National Mortgage Association	2.650%	11/16/2050	0.1%
GS Mortgage Securities Corp Trust 2017-SLP	3.419%	10/10/2032	0.1%
Park Aerospace Holdings Ltd	4.500%	03/15/2023	0.1%
Government National Mortgage Association	2.750%	06/16/2058	0.1%
Owens Corning	4.200%	12/01/2024	0.1%
Syneos Health Inc / inVentiv Health Inc / inVentiv	7.500%	10/01/2024	0.1%
Dominion Resources, Inc.	3.071%	08/15/2024	0.1%
ONEOK, Inc.	3.647%	11/19/2021	0.1%
Citigroup, Inc.	3.272%	10/27/2022	0.1%
GS Mortgage Securities Corp. II	3.007%	12/10/2030	0.1%
American Airlines Class B Pass Through Trust	4.375%	10/01/2022	0.1%
SESI LLC	7.125%	12/15/2021	0.1%
Gates Global LLC	6.000%	07/15/2022	0.1%
Cardinal Health, Inc.	3.079%	06/15/2024	0.1%
COMM Mortgage Trust	3.807%	05/10/2048	0.1%
Amur Equipment Finance Receivables VII LLC	2.630%	06/20/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	4.488%	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%
World Omni Select Auto Trust 2018-1	4.130%	01/15/2025	0.1%
Equinix, Inc.	5.375%	04/01/2023	0.1%
Government National Mortgage Association	2.650%	11/17/2048	0.1%
Drive Auto Receivables Trust 2019-2	3.420%	06/16/2025	0.1%
Drive Auto Receivables Trust	3.360%	10/17/2022	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	2.978%	06/15/2035	0.1%
Turkiye Vakiflar Bankasi Tao	5.625%	05/30/2022	0.1%
ALM VII Ltd	3.473%	07/15/2029	0.1%
NVA Holdings, Inc.	4.982%	02/02/2025	0.1%
Master Credit Card Trust II Series 2018-1	2.536%	07/21/2024	0.1%
SCF Equipment Leasing 2019-1 LLC	3.040%	03/20/2023	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%
CNH Capital LLC	4.875%	04/01/2021	0.1%
DLL Securitization Trust 2017-A	2.430%	11/17/2025	0.1%
Equinix, Inc.	5.375%	05/15/2027	0.1%
Salem Fields CLO Ltd 2016-2	3.976%	10/25/2028	0.1%
Concho Resources, Inc.	4.375%	01/15/2025	0.1%
Wells Fargo Commercial Mortgage Trust 2014-LC16	3.548%	08/15/2050	0.1%
Westlake Automobile Receivables Trust 2019-2	3.200%	11/15/2024	0.1%
UBS-Barclays Commercial Mortgage Trust	2.792%	12/10/2045	0.1%
COMM 2013-CCRE9 Mortgage Trust	4.373%	07/10/2045	0.1%
Royal Caribbean Cruises Ltd.	5.250%	11/15/2022	0.1%
Laredo Petroleum Holdings, Inc.	5.625%	01/15/2022	0.1%
Citibank Credit Card Issuance Trust	2.880%	01/23/2023	0.1%
Hudsons Bay Simon JV Trust	4.666%	08/05/2034	0.1%
Anchorage Capital CLO 4-R Ltd	3.306%	01/28/2031	0.1%
COMM Mortgage Trust	3.213%	03/10/2046	0.1%
Mountain Hawk III CLO Ltd.	3.500%	04/18/2025	0.1%
British Telecommunications plc	4.500%	12/04/2023	0.1%
WFRBS Commercial Mortgage Trust	3.311%	03/15/2045	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.328%	06/15/2032	0.1%
BX Trust 2017-SLCT	5.178%	07/15/2034	0.1%
COMM 2016-GCT Mortgage Trust	0.784%	08/10/2029	0.1%
Scientific Games International, Inc.	6.625%	05/15/2021	0.1%
Statoil ASA	7.875%	12/09/2022	0.1%
Citigroup, Inc.	3.352%	04/24/2025	0.1%
Jamestown CLO VII Ltd.	3.106%	07/25/2027	0.1%
PTL Finance Corp.	3.450%	07/01/2024	0.1%
Danske Bank A/S	5.000%	01/12/2022	0.1%
Sophia LP / Sophia Finance, Inc.	9.000%	09/30/2023	0.1%
Kinross Gold Corp.	5.950%	03/15/2024	0.1%
General Motors Financial Co., Inc.	3.950%	04/13/2024	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	2.856%	05/10/2034	0.1%
NGPL Pipeco LLC	4.375%	08/15/2022	0.1%
American Airlines, Inc.	4.044%	04/28/2023	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%
Cox Communications, Inc.	3.250%	12/15/2022	0.1%
CSMC Trust	0.697%	09/15/2037	0.1%
Broadcom Corp. / Broadcom Cayman Finance Ltd.	3.625%	01/15/2024	0.1%
Elanco Animal Health Inc	4.272%	08/28/2023	0.1%
Imperial Tobacco Finance plc	3.125%	07/26/2024	0.1%
Genesys Telecommunications Laboratories Inc/Greene	10.000%	11/30/2024	0.1%
World Financial Network Credit Card Master Trust	2.550%	06/17/2024	0.1%
Informatica Corp.	7.125%	07/15/2023	0.1%
OCP CLO 2016-12 Ltd	3.900%	10/18/2028	0.1%
Lendmark Funding Trust 2017-2	2.800%	05/20/2026	0.1%
Halcyon Loan Advisors Funding Ltd.	3.356%	07/25/2027	0.1%
Avolon Holdings Funding Ltd	5.125%	10/01/2023	0.1%
Brixmor Operating Partnership L.P.	3.250%	09/15/2023	0.1%
UBS Group Funding Switzerland AG	3.744%	05/23/2023	0.1%
Commercial Mortgage Pass Through Certificates	3.400%	10/05/2030	0.1%
Georgia Power Co.	2.200%	09/15/2024	0.1%
Government National Mortgage Association	1.058%	12/16/2054	0.1%
Government National Mortgage Association	2.700%	04/16/2057	0.1%
Altice Financing S.A.	6.625%	02/15/2023	0.1%
Occidental Petroleum Corp.	6.950%	07/01/2024	0.1%
Hyundai Capital Services, Inc.	3.000%	08/29/2022	0.1%
Drive Auto Receivables Trust 2019-4	2.700%	02/16/2027	0.1%
Ford Credit Auto Owner Trust 2016-REV2	2.030%	12/15/2027	0.1%
ASB Bank Ltd	3.750%	06/14/2023	0.1%
Bank of America Corp.	4.000%	01/22/2025	0.1%
Zions Bancorp NA	3.350%	03/04/2022	0.1%
Reliance Holdings USA, Inc.	5.400%	02/14/2022	0.1%
Husky Energy, Inc.	4.000%	04/15/2024	0.1%
Illinois, IL	4.950%	06/01/2023	0.1%
Occidental Petroleum Corp.	2.900%	08/15/2024	0.1%
GS Mortgage Securities Corp Trust 2017-GPTX	3.104%	05/10/2034	0.1%
Syngenta Finance NV	3.933%	04/23/2021	0.1%
Government National Mortgage Association	2.600%	07/16/2058	0.1%
CGRBS Commercial Mortgage Trust	3.369%	03/13/2035	0.1%
Motel 6 Trust 2017-MTL6	6.278%	08/15/2034	0.1%
GS Mortgage Securities Trust	3.777%	06/10/2046	0.1%
General Electric Co.	3.150%	09/07/2022	0.1%
Government National Mortgage Association	2.750%	02/16/2058	0.1%
MPLX L.P.	6.250%	10/15/2022	0.1%
Santander UK Group Holdings plc	3.373%	01/05/2024	0.1%
Assurant, Inc.	4.200%	09/27/2023	0.1%
Enel Finance International N.V.	2.750%	04/06/2023	0.1%
BWAY Mortgage Trust	0.534%	03/10/2033	0.1%
Morgan Stanley Bank of America Merrill Lynch Trust	3.697%	12/15/2048	0.1%
COMM Mortgage Trust	3.898%	03/10/2031	0.1%
Reynolds American, Inc.	4.850%	09/15/2023	0.1%
Bayer US Finance II LLC	2.750%	07/15/2021	0.1%
T-Mobile USA, Inc.	6.000%	04/15/2024	0.1%
Arbor Realty Commercial Real Estate Notes 2018-FL1	3.178%	06/15/2028	0.1%
DBWF 2018-AMXP Mortgage Trust	3.956%	05/05/2035	0.1%
Freeport-McMoRan, Inc.	4.550%	11/14/2024	0.1%
UBS-Barclays Commercial Mortgage Trust	2.850%	12/10/2045	0.1%
Romania	4.875%	01/22/2024	0.1%
Exeter Automobile Receivables Trust 2017-3	2.810%	09/15/2022	0.1%
Associated Bank NA/Green Bay WI	3.500%	08/13/2021	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%
Danske Bank A/S	2.750%	09/17/2020	0.1%
Marvell Technology Group Ltd.	4.200%	06/22/2023	0.1%
Benefit Street Partners CLO IV Ltd	3.528%	01/20/2029	0.1%
Benefit Street Partners CLO IV Ltd	4.028%	01/20/2029	0.1%
Drive Auto Receivables Trust	5.150%	08/15/2022	0.1%
Southern Star Central Corp.	5.125%	07/15/2022	0.1%
Scientific Games International, Inc.	10.000%	12/01/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	3.091%	08/10/2049	0.1%
Dryden XXV Senior Loan Fund	3.653%	10/15/2027	0.1%
NRG Energy, Inc.	3.750%	06/15/2024	0.1%
Federal National Mortgage Assoc.	4.603%	03/01/2042	0.1%
HMH Trust 2017-NSS	3.062%	07/05/2031	0.1%
Glencore Funding LLC	4.125%	03/12/2024	0.1%
General Electric Co.	3.450%	05/15/2024	0.1%
Diamond Resorts Owner Trust 2018-1	4.190%	01/21/2031	0.1%
Newmont Mining Corp.	3.700%	03/15/2023	0.1%
Irvine Core Office Trust	2.068%	05/15/2048	0.1%
Marathon Petroleum Corp.	5.375%	10/01/2022	0.1%
NBK SPC Ltd.	2.750%	05/30/2022	0.1%
Navient Corp.	6.625%	07/26/2021	0.1%
Government National Mortgage Association	2.600%	08/16/2058	0.1%
Bank of Ireland Group PLC	4.500%	11/25/2023	0.1%
Anchorage Capital CLO 3-R Ltd	3.306%	01/28/2031	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.628%	06/15/2032	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	2.829%	10/15/2045	0.1%
Ford Motor Credit Co. LLC	3.273%	09/24/2020	0.1%
CNH Capital LLC	4.200%	01/15/2024	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C47	4.361%	09/15/2061	0.1%
Alliant Holdings Intermediate LLC	8.250%	08/01/2023	0.1%
Jamestown CLO VII Ltd.	3.576%	07/25/2027	0.1%
BX Trust 2017-APPL	2.908%	07/15/2034	0.1%
Carlyle Global Market Strategies CLO Ltd.	3.190%	01/18/2029	0.1%
BX Trust 2017-APPL	5.178%	07/15/2034	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.017%	07/05/2033	0.1%
Wabtec Corp.	4.150%	03/15/2024	0.1%
Park Aerospace Holdings Ltd	5.500%	02/15/2024	0.1%
ZF North America Capital, Inc.	4.750%	04/29/2025	0.1%
MPLX L.P.	3.202%	09/09/2022	0.1%
CPG Merger Sub LLC	8.000%	10/01/2021	0.1%
Sterigenics-Nordion Topco LLC	8.125%	11/01/2021	0.1%
Midwest Connector Capital Co LLC	3.625%	04/01/2022	0.1%
AmeriCredit Automobile Receivables 2016-1	3.590%	02/08/2022	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	3.458%	06/15/2035	0.1%
CVS Caremark Corp.	2.625%	08/15/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	4.549%	07/05/2033	0.1%
Dr. Pepper Snapple Group, Inc.	3.200%	11/15/2021	0.1%
Ford Motor Credit Co. LLC	5.584%	03/18/2024	0.1%
Macquarie Group Ltd.	3.189%	11/28/2023	0.1%
Trimble Navigation Ltd.	4.150%	06/15/2023	0.1%
American Realty Capital Properties, Inc.	3.750%	12/15/2020	0.1%
MSCG Trust	3.460%	11/15/2034	0.1%
GS Mortgage Securities Corp Trust 2017-STAY	2.878%	07/15/2032	0.1%
Romania	6.750%	02/07/2022	0.1%
Federal National Mortgage Assoc.	2.719%	12/01/2045	0.1%
World Omni Auto Receivables Trust 2018-D	3.440%	12/16/2024	0.1%
Enel Finance International N.V.	2.650%	09/10/2024	0.1%
Roper Industries, Inc.	3.650%	09/15/2023	0.1%
Federal Home Loan Mortgage Corp.	3.160%	11/01/2043	0.1%
CDW Corp.	5.000%	09/01/2023	0.1%
IHS Markit Ltd	4.125%	08/01/2023	0.1%
NXP BV / NXP Funding LLC	4.625%	06/01/2023	0.1%
Watco Cos. LLC / Watco Finance Corp.	6.375%	04/01/2023	0.1%
Ashtead Capital, Inc.	5.625%	10/01/2024	0.1%
BX Trust 2018-BILT	2.828%	05/15/2030	0.1%
Citigroup, Inc.	4.050%	07/30/2022	0.1%
Volkswagen Group of America Finance LLC	4.250%	11/13/2023	0.1%
Diamondback Energy, Inc.	4.750%	11/01/2024	0.1%
DLL Securitization Trust 2017-A	2.140%	12/15/2021	0.1%
CPI Swap	0.010%	02/16/2028	0.1%
Swedbank AB	2.800%	03/14/2022	0.1%
Flying Fortress Holding	4.456%	10/30/2022	0.1%
Atrium Hotel Portfolio Trust 2017-ATRM	3.528%	12/15/2036	0.1%
BDS 2018-FL1	2.875%	01/15/2035	0.1%
SoFi Professional Loan Program 2017-E LLC	1.860%	11/26/2040	0.1%
Comision Federal de Electricidad	4.875%	05/26/2021	0.1%
CSMC 2017-HD Trust	2.978%	02/15/2031	0.1%
GS Mortgage Securities Trust	1.559%	06/10/2046	0.1%
AbbVie, Inc.	3.750%	11/14/2023	0.1%
Discover Bank	8.700%	11/18/2019	0.1%
PerkinElmer, Inc.	5.000%	11/15/2021	0.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt	4.178%	09/15/2028	0.1%
Madison Park Funding XXI Ltd	3.806%	07/25/2029	0.1%
DBJPM 16-C3 Mortgage Trust	1.631%	08/10/2049	0.1%
AmeriCredit Automobile Receivables Trust 2017-4	2.360%	12/19/2022	0.1%
WFRBS Commercial Mortgage Trust	3.431%	06/15/2045	0.1%
Illinois, IL	6.125%	07/01/2021	0.1%
SCANA Corp.	4.750%	05/15/2021	0.1%
Avolon Holdings Funding Ltd	5.250%	05/15/2024	0.1%
JP Morgan Chase Commercial Mortgage Securities Tru	3.028%	06/15/2032	0.1%
LSTAR Commercial Mortgage	2.776%	03/10/2050	0.1%
CPI Swap	0.010%	12/08/2024	0.1%
CarMax Auto Owner Trust 2017-3	2.220%	11/15/2022	0.1%
CPI Swap	0.010%	12/11/2024	0.1%
Drive Auto Receivables Trust	4.530%	08/15/2023	0.1%
CPI Swap	0.010%	01/19/2022	0.1%
Oaktree CLO Ltd.	3.148%	10/20/2027	0.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The	2.878%	01/15/2033	0.1%
World Financial Network Credit Card Master Trust	3.950%	08/15/2025	0.1%
Gazprom OAO Via Gaz Capital SA	6.510%	03/07/2022	0.1%
LSTAR Commercial Mortgage Trust 2016-4	0.755%	03/10/2049	0.1%
Chesapeake Funding II LLC	1.990%	05/15/2029	0.1%
Irvine Core Office Trust	3.279%	05/15/2048	0.1%
Perusahaan Penerbit SBSN Indonesia III	3.400%	03/29/2022	0.1%
Eclipse Resources Corp.	8.875%	07/15/2023	0.1%
The Royal Bank of Scotland Group PLC	6.400%	10/21/2019	0.1%
NextGear Floorplan Master Owner Trust	4.010%	10/15/2023	0.1%
AIB Group PLC	4.263%	04/10/2025	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	4.143%	10/05/2031	0.1%
Texas Gas Transmission LLC	4.500%	02/01/2021	0.1%
SM Energy Co.	6.125%	11/15/2022	0.1%
SABIC Capital II BV	4.000%	10/10/2023	0.1%
TCF Auto Receivables Owner Trust 2016-1	2.030%	02/15/2022	0.1%
Aviation Capital Group Corp.	3.875%	05/01/2023	0.1%
Drive Auto Receivables Trust 2019-2	3.690%	08/17/2026	0.1%
COMM Mortgage Trust	3.532%	08/10/2047	0.1%
HT Global IT Solutions Holdings Ltd	7.000%	07/14/2021	0.1%
Tesoro Logistics L.P.	5.500%	10/15/2019	0.1%
Broadcom Corp. / Broadcom Cayman Finance Ltd.	2.650%	01/15/2023	0.1%
Oaktree CLO 2014-1	3.466%	05/13/2029	0.1%
Wells Fargo Commercial Mortgage Trust 2018-C44	4.178%	05/15/2051	0.1%
Drive Auto Receivables Trust	4.090%	01/15/2026	0.1%
OZLM Ltd.	3.473%	10/17/2029	0.1%
Danske Bank A/S	3.001%	09/20/2022	0.1%
Sempra Energy	3.097%	01/15/2021	0.1%
AIB Group PLC	4.750%	10/12/2023	0.1%
National Fuel Gas Co.	4.900%	12/01/2021	0.1%
Syngenta Finance NV	3.698%	04/24/2020	0.1%
Greenko Mauritius Ltd	6.250%	02/21/2023	0.1%
Santander Drive Auto Receivables Trust 2018-3	3.030%	02/15/2022	0.1%
CPI Swap	0.010%	02/10/2023	0.1%
West Town Mall Trust 2017-KNOX	4.322%	07/05/2030	0.1%
GS Mortgage Securities Corp. II	3.550%	12/10/2027	0.1%
Goldman Sachs Group, Inc.	3.363%	10/31/2022	0.1%
Synchrony Credit Card Master Note Trust	2.550%	05/15/2024	0.1%
New Gold, Inc.	6.250%	11/15/2022	0.1%
Occidental Petroleum Corp.	2.700%	08/15/2022	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%
Scientific Games International, Inc.	6.250%	09/01/2020	0.1%
Embraer Overseas Ltd.	5.696%	09/16/2023	0.1%
Drive Auto Receivables Trust	3.720%	10/17/2022	0.1%
Government National Mortgage Association	2.600%	10/16/2057	0.1%
Reckitt Benckiser Treasury Services PLC	2.903%	06/24/2022	0.1%
Halcyon Loan Advisors Funding Ltd.	3.926%	07/25/2027	0.1%
Becton, Dickinson & Co.	3.194%	12/29/2020	0.1%
Government National Mortgage Association	2.600%	09/16/2051	0.1%
Chaparral Energy, Inc.	8.750%	07/15/2023	0.1%
Pelabuhan Indonesia III Persero PT	4.500%	05/02/2023	0.1%
PG&E Corp	5.029%	12/31/2020	0.1%
Bombardier, Inc.	6.000%	10/15/2022	0.1%
BX Trust 2018-GW	2.828%	05/15/2035	0.1%
Palmer Square Loan Funding 2018-5 Ltd	3.678%	01/20/2027	0.1%
CPI Swap	0.010%	01/11/2029	0.1%
Hilton Orlando Trust 2018-ORL	3.728%	12/15/2034	0.1%
Midwest Connector Capital Co LLC	3.900%	04/01/2024	0.1%
CPI Swap	0.010%	11/30/2023	0.1%
NextEra Energy Capital Holdings, Inc.	3.045%	05/04/2021	0.1%
UBS-Barclays Commercial Mortgage Trust	3.649%	03/10/2046	0.1%
MEG Energy Corp.	6.500%	01/15/2025	0.1%
Hudson Pacific Properties	4.138%	04/01/2022	0.1%
AmeriCredit Automobile Receivables Trust 2017-3	2.240%	06/19/2023	0.1%
Morgan Stanley	2.720%	07/22/2025	0.1%
Ingles Markets, Inc.	5.750%	06/15/2023	0.1%
Drive Auto Receivables Trust 2019-2	3.170%	11/15/2023	0.1%
UBS-Barclays Commercial Mortgage Trust	3.525%	05/10/2063	0.1%
Hyundai Capital America	3.250%	09/20/2022	0.1%
BAT Capital Corp	2.789%	09/06/2024	0.1%
Drive Auto Receivables Trust	4.590%	01/17/2023	0.1%
Comision Federal de Electricidad	4.875%	01/15/2024	0.1%
OCP CLO 2015-10 Ltd	3.567%	10/26/2027	0.1%
HMH Trust 2017-NSS	3.343%	07/05/2031	0.1%
BX Trust 2017-APPL	4.078%	07/15/2034	0.1%
CPI Swap	0.010%	01/10/2029	0.1%
Delos Finance Sarl	4.081%	10/06/2023	0.1%
West Town Mall Trust 2017-KNOX	4.491%	07/05/2030	0.1%
Energen Corp.	4.625%	09/01/2021	0.1%
Bermuda Government International Bond	4.138%	01/03/2023	0.1%
Catholic Health Initiatives	2.760%	10/01/2024	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%
US Airways Class B Pass Through Trust	5.375%	11/15/2021	0.1%
Sri Lanka (Democratic Socialist Republic of)	5.750%	04/18/2023	0.1%
Air Lease Corp.	4.250%	02/01/2024	0.1%
RBS Commercial Funding Inc 2013-GSP Trust	3.961%	01/15/2032	0.1%
KLA-Tencor Corp.	4.650%	11/01/2024	0.1%
PFS Financing Corp.	1.870%	10/15/2021	0.1%
Synchrony Credit Card Master Note Trust	2.620%	10/15/2025	0.1%
J.P. Morgan Chase Commercial Mortgage Securities T	3.795%	06/05/2032	0.1%
ENI SpA	4.150%	10/01/2020	0.1%
TCF Auto Receivables Owner Trust 2016-1	2.320%	06/15/2022	0.1%
ING Bank NV	5.800%	09/25/2023	0.1%
Daimler Finance North America LLC	2.875%	03/10/2021	0.1%
CNAC HK Finbridge Co Ltd	3.500%	07/19/2022	0.1%
Mountain View CLO X Ltd	3.123%	10/13/2027	0.1%
Akbank TAS	5.000%	10/24/2022	0.1%
Permian Resources LLC / AEPB Finance Corp.	13.000%	11/30/2020	0.1%
Global Payments, Inc.	2.650%	02/15/2025	0.1%
Carvana Auto Receivables Trust 2019-2	3.000%	06/17/2024	0.1%
CommScope, Inc.	5.500%	03/01/2024	0.1%
AES Corp.	4.875%	05/15/2023	0.1%
Duqesne Light Holdings, Inc.	6.400%	09/15/2020	0.1%
PFS Financing Corp.	2.428%	02/17/2022	0.1%
CPI Swap	0.010%	01/19/2022	0.1%
ACC Trust 2019-1	3.750%	05/20/2022	0.1%
NXP BV / NXP Funding LLC	3.875%	09/01/2022	0.1%
UBS-Barclays Commercial Mortgage Trust	1.266%	04/10/2046	0.1%
Goldman Sachs Group, Inc.	3.272%	09/29/2025	0.1%
Smithfield Foods, Inc.	3.350%	02/01/2022	0.1%
Williams Scotsman International Inc	7.875%	12/15/2022	0.1%
LMREC 2015-CRE, Inc.	3.017%	02/22/2032	0.1%
Daimler Finance North America LLC	2.550%	08/15/2022	0.1%
SL Green Operating Partnership L.P.	3.250%	10/15/2022	0.1%
Pyxus International Inc	9.875%	07/15/2021	0.1%
HD Supply Inc.	5.575%	08/01/2024	0.1%
Standard Chartered Bank Hong Kong Ltd	5.875%	06/24/2020	0.1%
General Motors Financial Co., Inc.	3.550%	07/08/2022	0.1%
Nielsen Finance LLC / Nielsen Finance Co.	5.000%	04/15/2022	0.1%
UBS AG Registered Shares	5.125%	05/15/2024	0.1%
Aircastle Ltd.	7.625%	04/15/2020	0.1%
Joseph T Ryerson & Son, Inc.	11.000%	05/15/2022	0.1%
GS Mortgage Securities Trust	3.778%	11/10/2029	0.1%
Uber Technologies	5.554%	07/13/2023	0.1%
Dominion Resources, Inc.	2.715%	08/15/2021	0.1%
Oceaneering International, Inc.	4.650%	11/15/2024	0.1%
RETL 2019-RVP	4.128%	03/15/2036	0.1%
PNM Resources, Inc.	3.250%	03/09/2021	0.1%
Popular, Inc.	6.125%	09/14/2023	0.1%
Synchrony Credit Card Master Note Trust	2.370%	03/15/2023	0.1%
RPI Finance Trust	3.869%	05/04/2022	0.1%
Nissan Motor Acceptance Corp.	3.020%	09/28/2022	0.1%
HudBay Minerals, Inc.	7.250%	01/15/2023	0.1%
Jersey Central Power & Light Co.	4.700%	04/01/2024	0.1%
First Investors Auto Owner Trust 2015-1	2.710%	06/15/2021	0.1%
GATX Corp.	4.350%	02/15/2024	0.1%
Seminole Tribe of Florida	4.331%	07/08/2024	0.0%
Triumph Group, Inc.	4.875%	04/01/2021	0.0%
Hudsons Bay Simon JV Trust	5.331%	08/05/2034	0.0%
Morgan Stanley Capital I Trust	2.256%	03/15/2045	0.0%
Wells Fargo Commercial Mortgage Trust	5.783%	11/15/2043	0.0%
Eterna Capital Pte Ltd	7.500%	12/11/2022	0.0%
Navient Corp.	5.875%	03/25/2021	0.0%
Morgan Stanley Capital I Trust	2.084%	08/05/2034	0.0%
National Fuel Gas Co.	3.750%	03/01/2023	0.0%
Gulfport Energy Corp.	6.625%	05/01/2023	0.0%
TechnipFMC PLC	3.450%	10/01/2022	0.0%
Eldorado Resorts, Inc.	7.000%	08/01/2023	0.0%
Puget Energy, Inc.	5.625%	07/15/2022	0.0%
Nordea Bank Abp	4.250%	09/21/2022	0.0%
Glencore Funding LLC	4.625%	04/29/2024	0.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP	1.223%	09/15/2050	0.0%
Range Resources Corp.	5.750%	06/01/2021	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	3.978%	07/15/2032	0.0%
CPI Swap	0.010%	02/24/2022	0.0%
MSCG Trust	4.181%	11/15/2034	0.0%
CPI Swap	0.010%	02/10/2022	0.0%
Adani Ports & Special Economic Zone Ltd	3.950%	01/19/2022	0.0%
Saudi Arabian Oil Co	2.875%	04/16/2024	0.0%
West Town Mall Trust 2017-KNOX	4.491%	07/05/2030	0.0%
Texas Eastern Transmission L.P.	4.125%	12/01/2020	0.0%
CSMC 2017-HD Trust	5.678%	02/15/2031	0.0%
RP Crown Parent LLC	7.375%	10/15/2024	0.0%
Weibo Corp.	3.500%	07/05/2024	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	2.918%	02/15/2046	0.0%
Aventura Mall Trust	3.867%	12/05/2032	0.0%
Adani Ports & Special Economic Zone Ltd	3.375%	07/24/2024	0.0%
Bank of The West Auto Trust 2017-1	2.330%	09/15/2023	0.0%
Commercial Mortgage Pass Through Certificates	2.150%	10/05/2030	0.0%
AmeriCredit Automobile Receivables Trust 2016-3	1.800%	10/08/2021	0.0%
Studio City Co Ltd	7.250%	11/30/2021	0.0%
Perimeter Master Note Business Trust	6.020%	12/15/2022	0.0%
CSMC Trust 2017-PFHP	2.978%	12/15/2030	0.0%
Daimler Finance North America LLC	3.115%	05/04/2021	0.0%
Enel Finance International N.V.	4.250%	09/14/2023	0.0%
General Electric Co.	3.100%	01/09/2023	0.0%
Associated Banc-Corp.	2.750%	11/15/2019	0.0%
CHT 2017-COSMO Mortgage Trust	3.428%	11/15/2036	0.0%
Morgan Stanley Capital Barclays Bank Trust 2016-MA	2.817%	09/13/2031	0.0%
SCANA Corp.	4.125%	02/01/2022	0.0%
CEC Entertainment, Inc.	8.000%	02/15/2022	0.0%
Ford Credit Floorplan Master Owner Trust A	1.980%	01/15/2022	0.0%
Sempra Energy	4.050%	12/01/2023	0.0%
DTE Energy Co.	2.529%	10/01/2024	0.0%
Discover Bank	3.350%	02/06/2023	0.0%
Bermuda Government International Bond	4.854%	02/06/2024	0.0%
Eagle Holding Co. II LLC	7.625%	05/15/2022	0.0%
KREF 2018-FL1 Ltd	3.297%	06/15/2036	0.0%
Tex Operations Co. LLC	4.132%	08/04/2023	0.0%
BX Trust 2018-GW	3.798%	05/15/2035	0.0%
Range Resources Corp.	5.000%	03/15/2023	0.0%
W.R. Berkley Corp.	5.375%	09/15/2020	0.0%
Drive Auto Receivables Trust	4.180%	03/15/2024	0.0%
NOVA Chemicals Corp.	5.250%	08/01/2023	0.0%
Ford Motor Credit Co. LLC	3.219%	01/09/2022	0.0%
The Royal Bank of Scotland Group PLC	6.125%	12/15/2022	0.0%
JBS USA LLC/JBS USA Finance, Inc.	5.875%	07/15/2024	0.0%
Elanco Animal Health Inc	3.912%	08/27/2021	0.0%
HMH Trust 2017-NSS	3.787%	07/05/2031	0.0%
TCI-Symphony CLO 2016-1 Ltd	3.783%	10/13/2029	0.0%
CPI Swap	0.010%	12/13/2024	0.0%
WFRBS Commercial Mortgage Trust	0.796%	08/15/2047	0.0%
AerCap Ireland Capital Ltd.	4.250%	07/01/2020	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	4.171%	06/05/2032	0.0%
PTL Finance Corp.	2.700%	11/01/2024	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.661%	06/05/2032	0.0%
Shelter Growth CRE 2018-FL1 Issuer Ltd	3.028%	01/15/2035	0.0%
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%
Wells Fargo Commercial Mortgage Trust 2016-LC24	1.160%	10/15/2049	0.0%
Ally Financial, Inc.	3.875%	05/21/2024	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.928%	04/15/2031	0.0%
PPL Capital Funding, Inc.	3.500%	12/01/2022	0.0%
Commercial Mortgage Trust	5.825%	07/10/2038	0.0%
Hess Corp.	3.500%	07/15/2024	0.0%
Brixmor Operating Partnership L.P.	3.650%	06/15/2024	0.0%
COMM 2014-LC15 Mortgage Trust	4.006%	04/10/2047	0.0%
FirstEnergy Transmission LLC	4.350%	01/15/2025	0.0%
Orange Lake Timeshare Trust 2019-A	3.060%	04/09/2038	0.0%
California Republic Auto Receivables Trust 2016-1	2.240%	10/15/2021	0.0%
Indonesia Asahan Aluminium Persero PT	5.230%	11/15/2021	0.0%
GM Financial Consumer Automobile Receivables Trust	3.370%	08/16/2024	0.0%
SLIDE 2018-FUN	3.878%	06/15/2031	0.0%
CPI Swap	0.010%	12/06/2024	0.0%
Danske Bank A/S	2.000%	09/08/2021	0.0%
Perusahaan Penerbit SBSN Indonesia III	3.750%	03/01/2023	0.0%
AerCap Ireland Capital Ltd.	5.000%	10/01/2021	0.0%
China Overseas Finance Cayman V Ltd.	3.950%	11/15/2022	0.0%
SLIDE 2018-FUN	0.976%	12/15/2020	0.0%
CPI Swap	0.010%	11/07/2019	0.0%
California Republic Auto Receivables Trust 2015-4	3.730%	11/15/2021	0.0%
Government National Mortgage Association	2.300%	02/16/2047	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%
CPS Auto Receivables Trust 2018-B	3.580%	03/15/2023	0.0%
Transocean Sentry Ltd	5.375%	05/15/2023	0.0%
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development	4.544%	08/18/2022	0.0%
LCCM Mortgage Trust	2.952%	11/14/2027	0.0%
MSCG Trust	2.612%	06/07/2035	0.0%
CPI Swap	0.010%	07/10/2025	0.0%
Danske Bank A/S	5.375%	01/12/2024	0.0%
DAE Funding LLC	4.000%	08/01/2020	0.0%
CSMC Trust 2017-PFHP	3.628%	12/15/2030	0.0%
Capital One Multi-Asset Execution Trust	2.000%	01/17/2023	0.0%
Century Aluminum Co.	7.500%	06/01/2021	0.0%
Seneca Park CLO Ltd.	3.423%	07/17/2026	0.0%
CPI Swap	0.010%	12/19/2024	0.0%
COMM Mortgage Trust	1.873%	04/12/2035	0.0%
Newell Rubbermaid, Inc.	5.000%	11/15/2023	0.0%
JP Morgan Chase Commercial Mortgage Securities Cor	0.308%	07/05/2031	0.0%
DBWF Mortgage Trust	2.998%	06/10/2034	0.0%
CPI Swap	0.010%	01/03/2026	0.0%
Smithfield Foods, Inc.	2.700%	01/31/2020	0.0%
Wabtec Corp.	3.710%	09/15/2021	0.0%
People's United Financial, Inc.	3.650%	12/06/2022	0.0%
Avery Point CLO Ltd.	3.283%	07/17/2026	0.0%
Zions Bancorp NA	3.500%	08/27/2021	0.0%
Duqesne Light Holdings, Inc.	5.900%	12/01/2021	0.0%
Fairstone Financial Issuance Trust I	3.948%	03/21/2033	0.0%
Plantronics, Inc.	5.500%	05/31/2023	0.0%
General Mills, Inc.	3.598%	10/17/2023	0.0%
LMREC 2015-CRE, Inc.	4.287%	02/22/2032	0.0%
DuPont de Nemours Inc	4.205%	11/15/2023	0.0%
Flagship Credit Auto Trust 2017-4	2.070%	04/15/2022	0.0%
Boral Finance Pty Ltd	3.000%	11/01/2022	0.0%
Braskem Netherlands Finance BV	3.500%	01/10/2023	0.0%
General Electric Co.	3.375%	03/11/2024	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%
CPI Swap	0.010%	12/19/2024	0.0%
Swedbank AB	2.650%	03/10/2021	0.0%
Evergy Inc	2.450%	09/15/2024	0.0%
CGBAM Commercial Mortgage Trust	3.516%	04/10/2028	0.0%
IHS Markit Ltd	3.625%	05/01/2024	0.0%
CPI Swap	0.010%	03/21/2024	0.0%
Saudi Arabian Oil Co	2.750%	04/16/2022	0.0%
CPI Swap	0.010%	11/08/2020	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%	10/17/2020	0.0%
WFRBS Commercial Mortgage Trust	1.336%	05/15/2045	0.0%
SCANA Corp.	6.250%	04/01/2020	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	1.562%	11/15/2049	0.0%
SemGroup Corp / Rose Rock Finance Corp	5.625%	11/15/2023	0.0%
BBCMS Trust	2.466%	03/10/2036	0.0%
BX Trust 2018-BILT	3.798%	05/15/2030	0.0%
Comfort Holding, LLC	6.794%	02/05/2024	0.0%
Prima Capital CRE Securitization Ltd.	2.214%	10/24/2035	0.0%
PSEG Power LLC	3.850%	06/01/2023	0.0%
Titan International, Inc.	6.500%	11/30/2023	0.0%
TCF Auto Receivables Owner Trust 2016-PT1	1.930%	06/15/2022	0.0%
CPI Swap	0.010%	11/06/2020	0.0%
Park Aerospace Holdings Ltd	5.250%	08/15/2022	0.0%
CSMC 2017-HD Trust	4.528%	02/15/2031	0.0%
CSMC Trust 2017-LSTK	3.030%	04/05/2033	0.0%
Park Aerospace Holdings Ltd	3.625%	03/15/2021	0.0%
Highwoods Realty L.P.	3.625%	01/15/2023	0.0%
Turkiye Vakiflar Bankasi Tao	5.750%	01/30/2023	0.0%
Dollar Tree, Inc.	3.700%	05/15/2023	0.0%
Altria Group, Inc.	3.800%	02/14/2024	0.0%
CSMC 2017-HD Trust	3.378%	02/15/2031	0.0%
Morgan Stanley Capital I Trust 2016-UB11	1.765%	08/15/2049	0.0%
World Omni Select Auto Trust 2018-1	3.680%	07/15/2023	0.0%
D.R. Horton, Inc.	4.375%	09/15/2022	0.0%
Cenovus Energy, Inc.	5.700%	10/15/2019	0.0%
Hecla Mining Co.	6.875%	05/01/2021	0.0%
West Town Mall Trust 2017-KNOX	0.521%	07/05/2030	0.0%
Avid Automobile Receivables Trust 2018-1	2.840%	08/15/2023	0.0%
Manufacturers & Traders Trust Co	3.355%	12/28/2020	0.0%
Murphy Oil Corp.	6.875%	08/15/2024	0.0%
NCL Corp. Ltd.	4.750%	12/15/2021	0.0%
Madison Park Funding XVI Ltd	4.178%	04/20/2026	0.0%
VEREIT Operating Partnership L.P.	4.125%	06/01/2021	0.0%
Westlake Automobile Receivables Trust 2017-2	2.250%	12/15/2020	0.0%
AutoNation, Inc.	3.500%	11/15/2024	0.0%
Sophia, L.P.	5.354%	09/30/2022	0.0%
CPI Swap	0.010%	12/21/2025	0.0%
MSCG Trust	5.205%	11/15/2034	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.220%	03/21/2022	0.0%
Newmont Mining Corp.	3.500%	03/15/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.328%	04/15/2031	0.0%
Parsley Energy LLC	6.250%	06/01/2024	0.0%
CPI Swap	0.010%	01/04/2026	0.0%
CarMax Auto Owner Trust	1.600%	06/15/2022	0.0%
First Investors Auto Owner Trust 2018-2	4.030%	01/15/2025	0.0%
Citigroup Commercial Mortgage Trust	3.753%	03/10/2047	0.0%
Flowserve Corp.	4.000%	11/15/2023	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
SLIDE 2018-FUN	3.278%	06/15/2031	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.317%	07/05/2033	0.0%
Fairstone Financial Issuance Trust I	6.299%	03/21/2033	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	3.717%	07/05/2033	0.0%
Santander UK Group Holdings plc	2.875%	08/05/2021	0.0%
LSTAR Commercial Mortgage	2.417%	03/10/2050	0.0%
CSMC Trust 2016-NXSR	0.255%	12/15/2049	0.0%
Macquarie Bank Ltd.	6.625%	04/07/2021	0.0%
Caesars Palace Las Vegas Trust 2017-VICI	0.968%	10/15/2034	0.0%
Federal National Mortgage Assoc.	2.822%	10/01/2045	0.0%
GS Mortgage Securities Trust	2.636%	11/10/2029	0.0%
INFOR US, Inc.	6.500%	05/15/2022	0.0%
CA, Inc.	3.600%	08/01/2020	0.0%
WFRBS Commercial Mortgage Trust	4.904%	06/15/2045	0.0%
AOA 2015-1177 Mortgage Trust	2.957%	12/13/2029	0.0%
Spectra Energy Partners L.P.	4.600%	06/15/2021	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	3.128%	07/15/2032	0.0%
GE Capital International Funding Co.	2.342%	11/15/2020	0.0%
AerCap Ireland Capital Ltd.	4.625%	10/30/2020	0.0%
Petroleos Mexicanos	0.850%	02/14/2020	0.0%
WFRBS Commercial Mortgage Trust	1.509%	06/15/2045	0.0%
CHT 2017-COSMO Mortgage Trust	4.278%	11/15/2036	0.0%
CNH Capital LLC	4.375%	11/06/2020	0.0%
Ford Motor Credit Co. LLC	2.979%	08/03/2022	0.0%
Government National Mortgage Association	2.900%	05/16/2054	0.0%
XPO Logistics, Inc.	6.500%	06/15/2022	0.0%
AerCap Ireland Capital Ltd.	4.875%	01/16/2024	0.0%
General Motors Financial Co., Inc.	4.250%	05/15/2023	0.0%
CPI Swap	0.010%	12/04/2019	0.0%
Williams Cos., Inc.	4.500%	11/15/2023	0.0%
Novelis Corp.	6.250%	08/15/2024	0.0%
Zimmer Biomet Holdings, Inc.	3.700%	03/19/2023	0.0%
Atrium Hotel Portfolio Trust 2018-ATRM	3.678%	06/15/2035	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
American Airlines, Inc.	4.028%	12/14/2023	0.0%
CPI Swap	0.010%	11/02/2020	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%
CPI Swap	0.010%	12/27/2025	0.0%
AerCap Ireland Capital Ltd.	3.500%	05/26/2022	0.0%
Hyundai Capital America	3.450%	03/12/2021	0.0%
Infor (US), Inc. (fka Lawson Software Inc.)	5.341%	02/01/2022	0.0%
Avis Budget Rental Car Funding	2.630%	12/20/2021	0.0%
Cimarex Energy Co.	4.375%	06/01/2024	0.0%
WFRBS Commercial Mortgage Trust 2012-C10	2.875%	12/15/2045	0.0%
UBS-Barclays Commercial Mortgage Trust	1.090%	03/10/2046	0.0%
Columbia Cent CLO 27 Ltd	3.876%	10/25/2028	0.0%
Hewlett Packard Enterprise Co.	2.807%	03/12/2021	0.0%
Air Canada 2015-1 Class B Pass Through Trust	3.875%	03/15/2023	0.0%
Avolon Holdings Funding Ltd	5.500%	01/15/2023	0.0%
Drive Auto Receivables Trust 2017-2	2.750%	09/15/2023	0.0%
CPI Swap	0.010%	12/27/2025	0.0%
CSMC Trust 2017-LSTK	3.442%	04/05/2033	0.0%
Capital Auto Receivables Asset Trust 2017-1	2.020%	08/20/2021	0.0%
Federal National Mortgage Assoc.	2.665%	12/01/2045	0.0%
Government National Mortgage Association	3.000%	01/16/2048	0.0%
GS Mortgage Securities Trust	4.740%	05/10/2045	0.0%
A10 Term Asset Financing 2017-1 LLC	2.340%	03/15/2036	0.0%
Harvest Operations Corp.	4.200%	06/01/2023	0.0%
Trimble Navigation Ltd.	4.750%	12/01/2024	0.0%
Kinross Gold Corp.	5.125%	09/01/2021	0.0%
First Investors Auto Owner Trust 2018-1	3.510%	05/15/2023	0.0%
NXP BV / NXP Funding LLC	4.875%	03/01/2024	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	4.819%	05/15/2045	0.0%
Republic of Argentina	4.625%	01/11/2023	0.0%
Syngenta Finance NV	4.441%	04/24/2023	0.0%
Globo Comunicacao e Participacoes SA	4.875%	04/11/2022	0.0%
SLIDE 2018-FUN	3.578%	06/15/2031	0.0%
Ascentium Equipment Receivables 2017-1 Trust	2.290%	06/10/2021	0.0%
Welltower, Inc.	3.625%	03/15/2024	0.0%
CPI Swap	0.010%	12/28/2025	0.0%
BBCMS Trust	3.821%	09/05/2032	0.0%
Americold LLC Trust	3.847%	01/14/2029	0.0%
GS Mortgage Securities Corp Trust 2016-RENT	4.202%	02/10/2029	0.0%
HCP, Inc.	4.200%	03/01/2024	0.0%
American Airlines Class B Pass Through Trust	5.625%	01/15/2021	0.0%
CPI Swap	0.010%	11/20/2020	0.0%
CSMC Trust 2017-LSTK	3.229%	04/05/2033	0.0%
WGL Holdings, Inc.	2.986%	03/12/2020	0.0%
CPI Swap	0.010%	12/05/2019	0.0%
Sabine Pass Liquefaction LLC	5.750%	05/15/2024	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	1.123%	12/15/2047	0.0%
CSAIL 2016-C7 Commercial Mortgage Trust	1.159%	11/15/2049	0.0%
Prestige Auto Receivables Trust 2019-1	3.010%	08/15/2025	0.0%
Charter Communications Operating LLC	4.229%	02/01/2024	0.0%
Csail Commercial Mortgage Trust	0.134%	06/15/2057	0.0%
Laureate Education, Inc.	8.250%	05/01/2025	0.0%
WPX Energy, Inc.	5.250%	09/15/2024	0.0%
Master Credit Card Trust	3.570%	07/21/2022	0.0%
General Electric Co.	3.410%	03/15/2023	0.0%
Continental Resources, Inc.	3.800%	06/01/2024	0.0%
CPS Auto Receivables Trust 2017-D	3.730%	09/15/2023	0.0%
Martin Marietta Materials, Inc.	3.173%	05/22/2020	0.0%
Glencore Funding LLC	3.000%	10/27/2022	0.0%
CPS Auto Receivables Trust	6.580%	03/15/2022	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%
DBWF 2016-85T Mortgage Trust	0.116%	12/10/2036	0.0%
UTEX Industries	6.044%	05/22/2021	0.0%
CPI Swap	0.010%	11/10/2022	0.0%
Government National Mortgage Association	0.889%	06/16/2054	0.0%
PG&E Corp	5.029%	12/31/2020	0.0%
GS Mortgage Securities Corp Trust 2017-STAY	3.378%	07/15/2032	0.0%
Fiat Chrysler Automobiles N.V.	5.250%	04/15/2023	0.0%
OneMain Financial Issuance Trust 2018-2	3.570%	03/14/2033	0.0%
GLP Financing, LLC	3.544%	04/28/2021	0.0%
Turkiye Halk Bankasi AS	3.875%	02/05/2020	0.0%
Hyundai Capital America	3.000%	06/20/2022	0.0%
Medco Straits Services Pte Ltd	8.500%	08/17/2022	0.0%
BBVA Bancomer SA	6.500%	03/10/2021	0.0%
CFCRE Commercial Mortgage Trust	5.939%	12/15/2047	0.0%
NRG Yield, Inc.	3.250%	06/01/2020	0.0%
Protective Life Corp.	7.375%	10/15/2019	0.0%
Williams Cos., Inc.	7.875%	09/01/2021	0.0%
Lukoil International Finance BV	6.125%	11/09/2020	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.000%	09/15/2021	0.0%
Illinois, IL	6.200%	07/01/2021	0.0%
Virgin Media Finance plc	6.000%	10/15/2024	0.0%
CPI Swap	0.010%	02/01/2026	0.0%
First Investors Auto Owner Trust 2018-2	4.280%	01/15/2025	0.0%
Range Resources Corp.	5.875%	07/01/2022	0.0%
Brixmor Operating Partnership L.P.	3.875%	08/15/2022	0.0%
Anglo American Capital plc	4.125%	04/15/2021	0.0%
GTH Finance BV	6.250%	04/26/2020	0.0%
Altice Luxembourg SA	7.750%	05/15/2022	0.0%
Capitol Investment Merger Sub 2 LLC	10.000%	08/01/2024	0.0%
Government National Mortgage Association	2.900%	10/16/2055	0.0%
Xerox Corp.	5.625%	12/15/2019	0.0%
CPI Swap	0.010%	06/17/2039	0.0%
CSMC Trust 2017-MOON	3.303%	07/10/2034	0.0%
Morgan Stanley Capital I Trust	3.350%	07/13/2029	0.0%
Peabody Energy Corp.	6.000%	03/31/2022	0.0%
Banco de Credito del Peru	2.250%	10/25/2019	0.0%
Equate Petrochemical BV	3.000%	03/03/2022	0.0%
CNAC HK Finbridge Co Ltd	3.000%	07/19/2020	0.0%
Aviation Capital Group Corp.	2.875%	01/20/2022	0.0%
Blue Cube Spinco, Inc.	9.750%	10/15/2023	0.0%
Government National Mortgage Association	0.775%	08/16/2054	0.0%
Bayer US Finance II LLC	3.420%	12/15/2023	0.0%
Ford Motor Credit Co. LLC	3.339%	03/28/2022	0.0%
WFRBS Commercial Mortgage Trust	1.133%	05/15/2047	0.0%
CPI Swap	0.010%	02/13/2026	0.0%
Federal Home Loan Mortgage Corp.	0.304%	11/25/2026	0.0%
Callon Petroleum Co.	6.125%	10/01/2024	0.0%
COMM Mortgage Trust	1.367%	03/10/2046	0.0%
Fairstone Financial Issuance Trust I	7.257%	03/21/2033	0.0%
Conn's Receivables Funding 2018-A LLC	3.250%	01/15/2023	0.0%
CPI Swap	0.010%	08/04/2026	0.0%
CPI Swap	0.010%	06/28/2025	0.0%
Federal Home Loan Mortgage Corp.	2.238%	02/25/2032	0.0%
San Diego Gas & Electric Co	1.914%	02/01/2022	0.0%
EPR Properties	5.250%	07/15/2023	0.0%
CFCRE Commercial Mortgage Trust 2016-C6	1.310%	11/10/2049	0.0%
FHC Health Systems, Inc.	6.104%	12/23/2021	0.0%
COMM Mortgage Trust	0.546%	06/10/2046	0.0%
SolarCity Corp.	1.625%	11/01/2019	0.0%
United Airlines 2014-1 Class B Pass Through Trust	4.750%	04/11/2022	0.0%
MVW Owner Trust 2017-1	2.420%	12/20/2034	0.0%
CPI Swap	0.010%	08/23/2026	0.0%
CPS Auto Receivables Trust 2019-C	3.170%	06/16/2025	0.0%
JMC Steel Group	9.875%	06/15/2023	0.0%
CPS Auto Receivables Trust 2019-C	2.840%	06/16/2025	0.0%
DBUBS Mortgage Trust	4.998%	07/10/2044	0.0%
COMM Mortgage Trust	1.912%	10/15/2045	0.0%
CPI Swap	0.010%	04/01/2026	0.0%
ACC Trust 2018-1	3.700%	12/21/2020	0.0%
WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/2045	0.0%
Morgan Stanley Bank of America Merrill Lynch Trust	0.802%	07/15/2050	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	5.148%	04/15/2031	0.0%
Federal National Mortgage Assoc.	4.103%	06/01/2038	0.0%
Scotts Miracle-Gro Co.	6.000%	10/15/2023	0.0%
Fairstone Financial Issuance Trust I	5.084%	03/21/2033	0.0%
CNO Financial Group, Inc.	5.250%	05/30/2025	0.0%
CarMax Auto Owner Trust	1.400%	08/15/2021	0.0%
General Electric Co.	4.625%	01/07/2021	0.0%
TCF Auto Receivables Owner Trust 2016-1	2.510%	09/15/2022	0.0%
Air Canada 2015-2 Class B Pass Through Trust	5.000%	12/15/2023	0.0%
CPI Swap	0.010%	12/05/2022	0.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK1	1.911%	08/15/2049	0.0%
General Motors Financial Co., Inc.	3.150%	06/30/2022	0.0%
Triumph Group, Inc.	6.250%	09/15/2024	0.0%
Federal Home Loan Mortgage Corp.	4.756%	02/01/2038	0.0%
CFCRE Commercial Mortgage Trust 2016-C7	0.888%	12/10/2054	0.0%
Orchestra Borrower LLC / Orchestra Co-Issuer Inc	6.750%	06/15/2022	0.0%
D.R. Horton, Inc.	4.750%	02/15/2023	0.0%
Enterprise Development Authority/The	12.000%	07/15/2024	0.0%
CPI Swap	0.010%	01/15/2029	0.0%
Credit Suisse First Boston Mortgage Securities Cor	5.466%	05/15/2023	0.0%
DDR Corp.	4.625%	07/15/2022	0.0%
BBCMS Trust	0.286%	09/10/2028	0.0%
Federal National Mortgage Assoc.	4.132%	10/01/2035	0.0%
CenterPoint Energy, Inc.	2.500%	09/01/2024	0.0%
Federal National Mortgage Assoc.	4.648%	12/01/2040	0.0%
Highwoods Realty L.P.	3.200%	06/15/2021	0.0%
Federal Home Loan Mortgage Corp.	4.449%	12/01/2036	0.0%
Drive Auto Receivables Trust	3.020%	11/15/2021	0.0%
ZF North America Capital, Inc.	4.500%	04/29/2022	0.0%
Wells Fargo Commercial Mortgage Trust	0.100%	06/15/2048	0.0%
CPI Swap	0.010%	08/02/2024	0.0%
Federal Home Loan Mortgage Corp.	4.717%	09/01/2036	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	5.028%	06/15/2035	0.0%
CPI Swap	0.010%	03/02/2024	0.0%
Cigna Corp	2.760%	03/17/2020	0.0%
PTL Finance Corp.	3.900%	02/01/2024	0.0%
CPI Swap	0.010%	01/07/2026	0.0%
CSMC Trust 2017-MOON	3.303%	07/10/2034	0.0%
CPI Swap	0.010%	01/04/2026	0.0%
Welltower, Inc.	4.500%	01/15/2024	0.0%
CPI Swap	0.010%	05/25/2023	0.0%
CPI Swap	0.010%	11/21/2022	0.0%
Government National Mortgage Association	2.900%	08/16/2055	0.0%
Newell Rubbermaid, Inc.	4.700%	08/15/2020	0.0%
WFRBS Commercial Mortgage Trust	4.869%	02/15/2044	0.0%
Kinetic Concepts, Inc. / KCI USA, Inc.	12.500%	11/01/2021	0.0%
California Republic Auto Receivables Trust 2016-2	1.830%	12/15/2021	0.0%
William Lyon Homes, Inc.	7.000%	08/15/2022	0.0%
Chesapeake Funding II LLC	1.880%	06/15/2028	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	4.143%	10/05/2031	0.0%
Federal Home Loan Mortgage Corp.	4.816%	02/01/2037	0.0%
Suncor Energy Ventures Corp	9.400%	09/01/2021	0.0%
Equinix, Inc.	5.375%	01/01/2022	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.876%	12/15/2049	0.0%
FMG Finance Pty Ltd.	4.750%	05/15/2022	0.0%
TCF Auto Receivables Owner Trust 2015-2	3.750%	12/15/2021	0.0%
Acadia Healthcare Co., Inc.	5.625%	02/15/2023	0.0%
CPI Swap	0.010%	09/07/2022	0.0%
Continental Credit Card 2016-1	11.330%	01/15/2025	0.0%
Fresenius Medical Care US Finance II, Inc.	4.125%	10/15/2020	0.0%
DBUBS Mortgage Trust	3.527%	07/10/2044	0.0%
Bill Barrett Corp.	7.000%	10/15/2022	0.0%
Morgan Stanley Capital I Trust	0.188%	07/13/2029	0.0%
CPI Swap	0.010%	07/22/2026	0.0%
Fresenius Medical Care US Finance, Inc.	5.750%	02/15/2021	0.0%
CVS Caremark Corp.	4.000%	12/05/2023	0.0%
GS Mortgage Securities Corp Trust 2012-ALOHA	4.267%	04/10/2034	0.0%
Wells Fargo Commercial Mortgage Trust	0.810%	06/15/2048	0.0%
Federal National Mortgage Assoc.	4.773%	01/01/2038	0.0%
Capital Auto Receivables Asset Trust 2016-1	2.670%	12/21/2020	0.0%
Citigroup Commercial Mortgage Trust	0.500%	06/10/2048	0.0%
Federal National Mortgage Assoc.	4.523%	09/01/2038	0.0%
California Republic Auto Receivables Trust 2015-4	2.580%	06/15/2021	0.0%
Engs Commercial Finance Trust	2.630%	02/22/2022	0.0%
VeriSign, Inc.	4.625%	05/01/2023	0.0%
CPI Swap	0.010%	09/24/2029	0.0%
CPS Auto Receivables Trust 2019-A	3.890%	12/16/2024	0.0%
Citigroup Mortgage Loan Trust	2.285%	07/25/2036	0.0%
COMM Mortgage Trust	1.192%	08/10/2047	0.0%
Helmerich & Payne, Inc.	4.650%	03/15/2025	0.0%
CPS Auto Receivables Trust 2017-D	2.430%	01/18/2022	0.0%
Government National Mortgage Association	2.200%	04/16/2047	0.0%
CPI Swap	0.010%	08/08/2024	0.0%
Caesars Palace Las Vegas Trust 2017-VICI	0.538%	10/15/2034	0.0%
Morgan Stanley Capital I Trust	3.469%	08/11/2033	0.0%
COMM Mortgage Trust	6.169%	07/10/2046	0.0%
CIT Group, Inc.	4.750%	02/16/2024	0.0%
California Republic Auto Receivables Trust	2.130%	05/17/2021	0.0%
Comm 2013-GAM	3.367%	02/10/2028	0.0%
Brandywine Operating Partnership L.P.	4.100%	10/01/2024	0.0%
General Electric Co.	5.300%	02/11/2021	0.0%
LSTAR Commercial Mortgage Trust 2016-4	2.031%	03/10/2049	0.0%
Federal National Mortgage Assoc.	4.404%	03/01/2039	0.0%
Government National Mortgage Association	0.905%	01/16/2055	0.0%
CFCRE Commercial Mortgage Trust 2016-C4	1.876%	05/10/2058	0.0%
JPMBB Commercial Mortgage Securities Trust	1.084%	11/15/2047	0.0%
UTEX Industries	9.294%	05/22/2022	0.0%
Federal National Mortgage Assoc.	4.620%	12/01/2040	0.0%
Sofi Professional Loan Program 2017-C LLC	1.750%	07/25/2040	0.0%
CPI Swap	0.010%	05/22/2022	0.0%
Reynolds Group Issuer, Inc.	6.875%	02/15/2021	0.0%
Capital Auto Receivables Asset Trust 2016-2	2.110%	03/22/2021	0.0%
CPI Swap	0.010%	08/22/2026	0.0%
Federal National Mortgage Assoc.	4.814%	04/01/2040	0.0%
CPI Swap	0.010%	04/10/2022	0.0%
RAIT 2017-FL7 Trust	2.978%	06/15/2037	0.0%
CPI Swap	0.010%	08/07/2024	0.0%
CPI Swap	0.010%	06/09/2022	0.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-	3.730%	03/25/2049	0.0%
Government National Mortgage Association	2.750%	09/16/2046	0.0%
GS Mortgage Securities Trust	2.109%	11/10/2045	0.0%
Toyota Auto Receivables 2016-D Owner Trust	1.230%	10/15/2020	0.0%
JPMBB Commercial Mortgage Securities Trust	0.604%	07/15/2045	0.0%
CD 2016-CD1 Mortgage Trust	1.548%	08/10/2049	0.0%
CPI Swap	0.010%	04/03/2021	0.0%
JPMBB Commercial Mortgage Securities Trust	0.903%	05/15/2048	0.0%
Diamond Resorts Owner Trust	3.080%	11/20/2028	0.0%
Exeter Automobile Receivables Trust 2017-3	2.050%	12/15/2021	0.0%
CPI Swap	0.010%	03/04/2024	0.0%
Vornado DP LLC Trust	2.970%	09/13/2028	0.0%
Federal National Mortgage Assoc.	4.867%	12/01/2038	0.0%
Structured Asset Securities Corp. Series	5.750%	12/25/2035	0.0%
HCP, Inc.	4.250%	11/15/2023	0.0%
Federal Home Loan Mortgage Corp.	4.571%	04/01/2037	0.0%
CPS Auto Receivables Trust 2017-C	2.300%	07/15/2021	0.0%
SoFi Professional Loan Program 2017-D LLC	1.720%	09/25/2040	0.0%
CPI Swap	0.010%	08/24/2026	0.0%
JP Morgan Chase Commercial Mortgage Series Trust	1.401%	04/15/2046	0.0%
TransDigm, Inc.	6.000%	07/15/2022	0.0%
Federal Home Loan Mortgage Corp.	4.700%	05/01/2036	0.0%
New Century Home Equity Loan Trust	4.688%	08/25/2035	0.0%
CPI Swap	0.010%	07/18/2026	0.0%
Sempra Energy	2.875%	10/01/2022	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	1.345%	10/05/2031	0.0%
Ascentium Equipment Receivables 2017-2 Trust	2.000%	05/11/2020	0.0%
PSEG Power LLC	5.125%	04/15/2020	0.0%
GS Mortgage Securities Trust	0.938%	11/10/2048	0.0%
AES Corporation, The	4.116%	05/31/2022	0.0%
BX Trust 2017-SLCT	3.228%	07/15/2034	0.0%
Continental Airlines 2012-1 Class B Pass Thru Trus	6.250%	04/11/2020	0.0%
SLM Private Education Loan Trust	5.278%	05/16/2044	0.0%
JPMBB Commercial Mortgage Securities Trust	0.929%	04/15/2047	0.0%
COMM Mortgage Trust	3.582%	10/15/2031	0.0%
Doncasters US Finance LLC (Doncasters US LLC)	10.354%	10/09/2020	0.0%
DRB Prime Student Loan Trust	3.200%	01/25/2040	0.0%
Federal Home Loan Mortgage Corp.	4.647%	10/01/2038	0.0%
Federal National Mortgage Assoc.	4.739%	03/01/2038	0.0%
Federal National Mortgage Assoc.	4.345%	10/01/2040	0.0%
Citigroup Commercial Mortgage Trust	0.309%	07/10/2047	0.0%
WFRBS Commercial Mortgage Trust	0.736%	05/15/2047	0.0%
Federal National Mortgage Assoc.	4.549%	08/01/2038	0.0%
GS Mortgage Securities Trust	3.849%	12/10/2043	0.0%
Capital Auto Receivables Asset Trust 2016-2	1.630%	01/20/2021	0.0%
SLM Student Loan Trust	2.538%	03/25/2026	0.0%
US Airways Class B Pass Through Trust	6.750%	06/03/2021	0.0%
Smithfield Foods, Inc.	2.650%	10/03/2021	0.0%
CPI Swap	0.010%	09/06/2029	0.0%
Government National Mortgage Association	2.500%	03/16/2049	0.0%
Dell Technologies Inc Class V	4.050%	09/12/2025	0.0%
CPI Swap	0.010%	08/21/2024	0.0%
J.P. Morgan Chase Commercial Mortgage Securities T	0.791%	10/05/2031	0.0%
JPMBB Commercial Mortgage Securities Trust	0.460%	04/15/2047	0.0%
Dell Equipment Finance Trust	2.140%	04/22/2022	0.0%
DBWF Mortgage Trust	0.537%	06/10/2034	0.0%
Federal National Mortgage Assoc.	4.432%	08/01/2037	0.0%
Templar Energy LLC	0.000%	-	0.0%
CPI Swap	0.010%	03/31/2026	0.0%
JPMBB Commercial Mortgage Securities Trust	3.046%	04/15/2047	0.0%
Boyd Gaming Corp.	6.875%	05/15/2023	0.0%
DOMMO ENERGIA SA-SP ADR	0.000%	-	0.0%
FX USD/EUR 12/19	0.000%	12/09/2019	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%
Eneva SA	0.000%	-	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.503%	06/10/2027	0.0%
JP Morgan Chase Commercial Mortgage Securities Tru	0.160%	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)DEC19	0.000%	12/31/2019	0.0%
US 5YR NOTE (CBT) DEC19	0.000%	01/06/2020	0.0%
US LONG BOND(CBD) DEC19	0.000%	12/31/2019	0.0%
FX EUR/USD 12/19	0.000%	12/09/2019	0.0%
FX EUR/USD 12/19	0.000%	12/09/2019	0.0%
US 2YR NOTE (CBT) DEC19	0.000%	01/06/2020	0.0%
FX USD/CAD 12/19	0.000%	12/13/2019	0.0%
CPI Swap	0.010%	06/04/2020	0.0%
CPI Swap	0.010%	06/23/2022	0.0%
CPI Swap	0.010%	08/27/2023	0.0%
Interest Rate Swap	0.000%	04/01/2029	0.0%
CPI Swap	0.010%	09/02/2022	0.0%
CPI Swap	0.010%	10/25/2019	0.0%
CPI Swap	0.010%	12/13/2019	0.0%
CPI Swap	0.010%	12/14/2019	0.0%
CPI Swap	0.010%	04/11/2026	0.0%
CPI Swap	0.010%	01/10/2020	0.0%
CPI Swap	0.010%	08/25/2023	0.0%
CPI Swap	0.010%	02/04/2021	0.0%
CPI Swap	0.010%	10/01/2025	0.0%
CPI Swap	0.010%	09/23/2022	0.0%
CPI Swap	0.010%	03/04/2021	0.0%
CPI Swap	0.010%	01/10/2021	0.0%
CPI Swap	0.010%	05/02/2021	0.0%
CPI Swap	0.010%	10/22/2022	0.0%
CPI Swap	0.010%	06/30/2026	0.0%
CPI Swap	0.010%	05/26/2036	0.0%
CPI Swap	0.010%	01/20/2026	0.0%
CPI Swap	0.010%	04/27/2024	0.0%
CPI Swap	0.010%	04/28/2020	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%	10/14/2026	0.0%
CPI Swap	0.010%	03/22/2041	0.0%
CPI Swap	0.010%	09/23/2027	0.0%
CPI Swap	0.010%	06/14/2029	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%	04/27/2023	0.0%
CPI Swap	0.010%	07/20/2029	0.0%
CPI Swap	0.010%	08/20/2021	0.0%
CPI Swap	0.010%	05/03/2022	0.0%
CPI Swap	0.010%	01/21/2021	0.0%
CPI Swap	0.010%	01/20/2021	0.0%
CPI Swap	0.010%	08/06/2020	0.0%
CPI Swap	0.010%	02/09/2021	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	01/11/2021	0.0%
CPI Swap	0.010%	12/01/2024	0.0%
CPI Swap	0.010%	04/20/2023	0.0%
CPI Swap	0.010%	07/29/2021	0.0%
CPI Swap	0.010%	10/25/2032	0.0%
CPI Swap	0.010%	01/09/2039	0.0%
CPI Swap	0.010%	11/14/2021	0.0%
CPI Swap	0.010%	04/26/2025	0.0%
CPI Swap	0.010%	02/17/2021	0.0%
CPI Swap	0.010%	12/02/2024	0.0%
CPI Swap	0.010%	02/03/2021	0.0%
CPI Swap	0.010%	12/16/2020	0.0%
CPI Swap	0.010%	04/05/2029	0.0%
CPI Swap	0.010%	03/28/2029	0.0%
CPI Swap	0.010%	02/05/2025	0.0%
CPI Swap	0.010%	03/16/2029	0.0%
CPI Swap	0.010%	05/24/2028	0.0%
CPI Swap	0.010%	04/22/2025	0.0%
CPI Swap	0.010%	05/21/2028	0.0%
CPI Swap	0.010%	03/15/2029	0.0%
CPI Swap	0.010%	01/14/2021	0.0%
CPI Swap	0.010%	01/26/2029	0.0%
CPI Swap	0.010%	01/26/2021	0.0%
CPI Swap	0.010%	12/14/2026	0.0%
CPI Swap	0.010%	12/14/2024	0.0%
CPI Swap	0.010%	05/03/2030	0.0%
CPI Swap	0.010%	01/19/2021	0.0%
CPI Swap	0.010%	04/17/2030	0.0%
CPI Swap	0.010%	06/30/2042	0.0%
CPI Swap	0.010%	06/22/2025	0.0%
CPI Swap	0.010%	07/24/2029	0.0%
CPI Swap	0.010%	07/31/2029	0.0%
CPI Swap	0.010%	01/08/2027	0.0%
CPI Swap	0.010%	03/10/2032	0.0%
CPI Swap	0.010%	03/23/2032	0.0%
CPI Swap	0.010%	03/06/2032	0.0%
CPI Swap	0.010%	03/20/2022	0.0%
CPI Swap	0.010%	01/25/2033	0.0%
CPI Swap	0.010%	01/23/2033	0.0%
CPI Swap	0.010%	03/21/2032	0.0%
CPI Swap	0.010%	12/13/2031	0.0%
CPI Swap	0.010%	02/07/2032	0.0%
CPI Swap	0.010%	11/25/2024	0.0%
CPI Swap	0.010%	05/04/2020	0.0%
CPI Swap	0.010%	05/04/2020	0.0%
CPI Swap	0.010%	02/12/2033	0.0%
CPI Swap	0.010%	06/27/2020	0.0%
CPI Swap	0.010%	04/12/2022	0.0%
CPI Swap	0.010%	06/03/2020	0.0%
CPI Swap	0.010%	06/13/2020	0.0%
CPI Swap	0.010%	12/09/2024	-0.1%
CPI Swap	0.010%	12/05/2024	-0.1%
CPI Swap	0.010%	05/31/2028	-0.1%
CPI Swap	0.010%	01/24/2021	-0.1%
CPI Swap	0.010%	11/22/2024	-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%	02/26/2038	-0.1%
CPI Swap	0.010%	10/30/2030	-0.1%
CPI Swap	0.010%	04/11/2020	-0.1%
CPI Swap	0.010%	02/11/2031	-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%	08/14/2028	-0.1%
CPI Swap	0.010%	02/11/2021	-0.1%
CPI Swap	0.010%	02/06/2038	-0.1%
CPI Swap	0.010%	07/25/2028	-0.1%
CPI Swap	0.010%	05/16/2028	-0.1%
CPI Swap	0.010%	05/21/2025	-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%	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%	03/14/2029	-0.1%
CPI Swap	0.010%	02/08/2029	-0.1%
CPI Swap	0.010%	02/15/2029	-0.1%
CPI Swap	0.010%	01/11/2025	-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%	11/21/2024	-0.1%
CPI Swap	0.010%	04/26/2020	-0.1%
CPI Swap	0.010%	01/24/2029	-0.1%
CPI Swap	0.010%	04/17/2021	-0.1%
CPI Swap	0.010%	04/20/2021	-0.1%
CPI Swap	0.010%	04/26/2030	-0.1%
CPI Swap	0.010%	12/23/2031	-0.1%
CPI Swap	0.010%	03/08/2032	-0.1%
CPI Swap	0.010%	07/22/2023	-0.1%
CPI Swap	0.010%	12/08/2031	-0.1%
CPI Swap	0.010%	11/17/2036	-0.1%
CPI Swap	0.010%	06/20/2021	-0.1%
CPI Swap	0.010%	09/04/2021	-0.1%
CPI Swap	0.010%	11/30/2031	-0.1%
CPI Swap	0.010%	02/01/2032	-0.1%
CPI Swap	0.010%	01/06/2026	-0.1%
CPI Swap	0.010%	12/07/2031	-0.1%
CPI Swap	0.010%	12/30/2023	-0.1%
CPI Swap	0.010%	05/09/2021	-0.1%
CPI Swap	0.010%	05/02/2021	-0.1%
CPI Swap	0.010%	07/17/2028	-0.1%
CPI Swap	0.010%	09/21/2028	-0.1%
CPI Swap	0.010%	10/29/2021	-0.1%
CPI Swap	0.010%	06/08/2026	-0.1%
CPI Swap	0.010%	08/02/2021	-0.1%
CPI Swap	0.010%	11/21/2036	-0.1%
CPI Swap	0.010%	12/16/2036	-0.1%
CPI Swap	0.010%	10/05/2019	-0.1%
CPI Swap	0.010%	10/18/2019	-0.1%
CPI Swap	0.010%	06/21/2027	-0.1%
CPI Swap	0.010%	01/30/2038	-0.1%
CPI Swap	0.010%	07/05/2026	-0.1%
CPI Swap	0.010%	05/13/2020	-0.1%
CPI Swap	0.010%	01/04/2020	-0.1%
CPI Swap	0.010%	04/05/2032	-0.1%
CPI Swap	0.010%	10/11/2020	-0.1%
CPI Swap	0.010%	01/28/2021	-0.1%
CPI Swap	0.010%	12/17/2020	-0.1%
CPI Swap	0.010%	12/27/2020	-0.1%
CPI Swap	0.010%	03/30/2032	-0.1%
CPI Swap	0.010%	12/13/2020	-0.1%
CPI Swap	0.010%	06/07/2021	-0.2%
CPI Swap	0.010%	02/04/2021	-0.2%
CPI Swap	0.010%	11/14/2024	-0.2%
CPI Swap	0.010%	09/20/2021	-0.2%
Interest Rate Swap	2.404%	04/01/2029	-0.2%
CPI Swap	0.010%	08/06/2028	-0.2%
CPI Swap	0.010%	11/21/2023	-0.2%
CPI Swap	0.010%	10/25/2021	-0.2%
CPI Swap	0.010%	04/17/2026	-0.2%
CPI Swap	0.010%	04/18/2030	-0.2%
CPI Swap	0.010%	03/28/2032	-0.2%
CPI Swap	0.010%	02/28/2021	-0.2%
CPI Swap	0.010%	02/19/2021	-0.2%
CPI Swap	0.010%	02/13/2029	-0.2%
CPI Swap	0.010%	03/22/2032	-0.2%
CPI Swap	0.010%	09/14/2024	-0.2%
CPI Swap	0.010%	05/02/2021	-0.2%
CPI Swap	0.010%	04/24/2023	-0.2%
CPI Swap	0.010%	07/08/2022	-0.3%
CPI Swap	0.010%	04/23/2023	-0.3%
CPI Swap	0.010%	06/13/2028	-0.3%
CPI Swap	0.010%	04/03/2023	-0.3%
CPI Swap	0.010%	02/21/2022	-0.3%
CPI Swap	0.010%	07/23/2023	-0.3%
CPI Swap	0.010%	03/12/2022	-0.3%
CPI Swap	0.010%	06/14/2028	-0.3%
CPI Swap	0.010%	02/07/2033	-0.3%
CPI Swap	0.010%	04/11/2022	-0.3%
CPI Swap	0.010%	04/24/2023	-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	-0.5%
CPI Swap	0.010%	03/05/2038	-0.6%
CPI Swap	0.010%	01/16/2038	-0.6%

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 11/11/2019: $0.380
Dividend Frequency: Monthly (Daily Accrual)

Record Date	Ex-Dividend Date	Reinvest & Payable Date	Dividend	Reinvest Price
Daily	Daily	10/31/2019	$0.03440	$11.17
Daily	Daily	09/30/2019	$0.03777	$11.16
Daily	Daily	08/31/2019	$0.03978	$11.24
Daily	Daily	07/31/2019	$0.03692	$11.46
Daily	Daily	06/30/2019	$0.03820	$11.43
Daily	Daily	05/31/2019	$0.03691	$11.41
Daily	Daily	04/30/2019	$0.04258	$11.59
Daily	Daily	03/31/2019	$0.03817	$11.50
Daily	Daily	02/28/2019	$0.03783	$11.53
Daily	Daily	01/31/2019	$0.03747	$11.48

Upcoming Dividend Payment Dates

Record Date	Ex-Dividend Date	Reinvest & Payable Date
Daily	Daily	11/30/2019
Daily	Daily	12/31/2019

Fees & Expenses

Sales Charge Schedule as of 11/11/2019

	Sales Charge	Dealer's Concession	Prices at Breakpoint
Less than $100,000	2.25%	2.00%	$11.59
$100,000 to $249,999	1.75%	1.50%	$11.53
$250,000 to $499,999	1.25%	1.00%	$11.47
$500,000 to $999,999	0.00%	1.00%	$11.33
$1,000,000 to $5,000,000	0.00%	1.00%	$11.33

Class A shares purchased without a sales charge (commissionable NAV) will be subject to a CDSC of 1% if they are redeemed before the first day of the month in which the one-year anniversary of the purchase falls.

For Sales Charge Reductions and Waivers Click here.

SALES CHARGE REDUCTIONS AND WAIVERS

Please inform the fund company or your financial intermediary at the time of your purchase of fund shares if you believe you qualify for a reduced front-end sales charge.

Reducing Your Class A Share Front-End Sales Charge
You may purchase Class A shares at a discount if you qualify under the circumstances outlined below. To receive a reduced front-end sales charge, you must let the fund or your financial intermediary know at the time of your purchase of fund shares that you believe you qualify for a discount. If you or a related party have holdings of eligible funds (as defined below) in other accounts with your financial intermediary or with other financial intermediaries that may be combined with your current purchases in determining the sales charge as described below, you must inform a fund or your financial intermediary. You may be asked to provide supporting account statements or other information to allow us or your financial intermediary to verify your eligibility for a discount. If you or your financial intermediary do not notify a fund or provide the requested information, you may not receive the reduced sales charge for which you otherwise qualify. Class A shares may be purchased at a discount if you qualify under either of the following conditions:

Rights of Accumulation - A purchaser may combine the value of Class A, B, C, F, and P shares of any eligible fund currently owned with a new purchase of Class A shares of any eligible fund in order to reduce the sales charge on the new purchase. Class I, R2, and R3 share holdings may not be combined for these purposes.

To the extent that your financial intermediary is able to do so, the value of Class A, B, C, F, and P shares of eligible funds determined for the purpose of reducing the sales charge of a new purchase under the Rights of Accumulation will be calculated at the higher of: 1) the aggregate current maximum offering price of your existing Class A, B, C, F, and P shares of eligible funds or 2) the aggregate amount you invested in such shares (including dividend reinvestments but excluding capital appreciation) less any withdrawals. You should retain any information and account records necessary to substantiate the historical amounts you and any related purchasers have invested in eligible funds. You must inform a fund and/or your financial intermediary at the time of purchase if you believe your purchase qualifies for a reduced sales charge; you may be requested to provide documentation of your holdings in order to verify your eligibility. If you do not do so, you may not receive all sales charge reductions for which you are eligible.
Letter of Intention — In order to reduce your Class A front-end sales charge, a purchaser may combine purchases of Class A, B, C, F, and P shares of any eligible fund the purchaser intends to make over the next 13 months in determining the applicable sales charge. The 13-month Letter of Intention period commences on the day that the Letter of Intention is received by a fund, and the purchaser must tell a fund that later purchases are subject to the Letter of Intention. Purchases submitted prior to the date the Letter of Intention is received by a fund are not counted toward the sales charge reduction. Current holdings under Rights of Accumulation may be included in a Letter of Intention in order to reduce the sales charge for purchases during the 13-month period covered by the Letter of Intention. Shares purchased through reinvestment of dividends or distributions are not included. Class I, R2, and R3 share holdings may not be combined for these purposes. Class A shares valued at 5% of the amount of intended purchases are escrowed and may be redeemed to cover the additional sales charges payable if the intended purchases under the Letter of Intention is not completed. The Letter of Intention is neither a binding obligation on you to buy nor on a fund to sell any or all of an intended purchase amount.

Purchaser — A purchaser includes: 1) an individual; 2) an individual, his or her spouse, and children under the age of 21; 3) retirement and benefit plans, including a 401(k) plan, profit-sharing plan, money purchase plan, defined benefit plan, and 457(b) plan sponsored by a governmental entity, nonprofit organization, school district, or church to which employer contributions are made, as well as SIMPLE IRA plans and SEP-IRA plans; or 4) a trustee or other fiduciary purchasing shares for a single trust, estate, or single fiduciary account. An individual may include under item (1) his or her holdings in eligible funds as described above in IRAs, as a sole participant of a retirement and benefit plan sponsored by the individual's business, and as a participant in a 403(b) plan to which only pretax salary deferrals are made. An individual and his or her spouse may include under item (2) their holdings in IRAs, and as the sole participants in retirement and benefit plans sponsored by a business owned by either or both of them. A retirement and benefit plan under item (3) includes all qualified retirement and benefit plans of a single employer and its consolidated subsidiaries, and all qualified retirement and benefit plans of multiple employers registered in the name of a single bank trustee.

Eligible fund — An eligible fund is any Lord Abbett-sponsored fund except for (1) each portfolio of Lord Abbett Series Fund, Inc., (2) Lord Abbett U.S. Government & Government Sponsored Enterprises Money Market Fund, Inc. ("Money Market Fund") (except for holdings in Money Market Fund, which are attributable to any shares exchanged from the Lord Abbett-sponsored funds), and (3) any other fund the shares of which are not available to the investor at the time of the transaction due to a limitation on the offering of a fund's shares.

Front-end Sales Charge Waivers
Class A shares may be purchased without a front-end sales charge under any of the following conditions:

purchases of $1 million or more (may be subject to a CDSC);
purchases by retirement and benefit plans with at least 100 eligible employees (may be subject to a CDSC);
purchases for retirement and benefit plans made through financial intermediaries that perform participant recordkeeping or other administrative services for the plans and that have entered into special arrangements with a fund and/or Lord Abbett Distributor specifically for such purchases (may be subject to a CDSC);
purchases made by or on behalf of financial intermediaries for clients that pay the financial intermediaries fees in connection with fee-based advisory program, provided that the financial intermediaries or their trading agents have entered into special arrangements with a fund and/or Lord Abbett Distributor specifically for such purchases; and
certain other types of investors may qualify to purchase Class A share without a front-end sales charge as described in the Statement of Additional Information (SAI).

Expense Ratioas of 10/31/2019

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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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 A Except as noted below, returns with sales charges reflect a maximum sales charge of 5.75% for equity funds, 2.25% for all tax-free income funds, fixed income funds and multi-asset class funds. There are also ongoing 12b-1 service fees (and, in certain cases, 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% if the shares are redeemed 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.

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.

The information presented in this section is not written or intended to be used, and cannot be used, for the purpose of avoiding any tax liabilities or penalties.

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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 11/11/2019

30-Day Standardized Yield 2 as of 10/31/2019

Expense Ratioas of 10/31/2019

Fund Basicsas of 09/30/2019

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Credit Quality Distribution as of 09/30/2019 View Portfolio

Investment Team

Contact a Representative

Performance

Performance

Dividend Yield 1 as of 11/11/2019

30-Day Standardized Yield 2 as of 10/31/2019

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

Growth of $10,000 as of 10/31/2019

NAV Historical Prices

Portfolio

Portfolio

Credit Quality Distribution as of 09/30/2019

Portfolio Positioning as of 09/30/2019

Portfolio Details as of 09/30/2019

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

Upcoming Dividend Payment Dates

Fees & Expenses

Fees & Expenses

Sales Charge Schedule as of 11/11/2019

Expense Ratioas of 10/31/2019

Dividend Yield ¹ as of 11/11/2019

30-Day Standardized Yield ² as of 10/31/2019

Dividend Yield ¹ as of 11/11/2019

30-Day Standardized Yield ² as of 10/31/2019