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To provide long-term total return, with a secondary objective of providing preservation of capital.
Under normal circumstances, at least 80% of the Series’ assets will be invested in bonds and other financial instruments with economic characteristics similar to bonds.
Up to 50% of the Series may be invested in below investment-grade securities and up to 50% may be invested in non-U.S. dollar denominated securities, including securities issued by companies located in emerging markets. Derivatives such as futures, options, swaps, and forwards may be used to manage interest rate exposure, enhance duration management, or hedge currency exposure, for example.
While there are no maturity or duration restrictions, the Series’ duration is expected to range between -3 and 8 years.
$10.45
$0.00
0.00%
as of 11/12/2019
EXCPX
563821206
04/21/2005
$2,000.00
Investment minimum may be waived for certain qualified retirement plans, participants in an automatic investment program, and discretionary investment accounts of the Advisor.
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms |
As of 10/31/2019
3.91%
4.29%
2.29%
1.94%
3.97%
4.41%
---
Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. The investment return and principal value of an investment will fluctuate, so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.
| Gross | 0.76% |
| Net | 0.75%* |
*Includes a 12b-1 fee of 0.25%, of which up to 0.25% is available as a shareholder servicing fee.
As of 10/31/2019
| Treasury | 15.21% |
| Government | 1.35% |
| Cash | 5.15% |
| Corporate | 39.54% |
| Mortgage | 38.75% |
As of 10/31/2019
| AAA | 50.86% |
| AA | 3.17% |
| A | 8.43% |
| BBB | 17.36% |
| BB | 7.55% |
| B | 4.40% |
| CCC | 1.48% |
| NR | 6.75% |
Credit quality ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Not Rated (NR) is used to classify securities for which a rating is not available. Credit quality ratings for each issue are obtained from Bloomberg using ratings derived from Moody’s Investors Services (Moody’s) or Standard & Poor’s. When ratings from Moody’s are not available, ratings from Standard & Poor’s are used.
As of 10/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 1,000,000 | $1,066,250.00 | |
| 00206RCK6 | AT&T INC FLT 3.03438 06/30/2020 | US | 8,000,000 | $8,041,016.00 | |
| 00206RCL4 | AT&T INC 2.45000 06/30/2020 | US | 2,000,000 | $2,005,424.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 9,000,000 | $9,884,749.23 | |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 1,865,000 | $1,706,475.00 | |
| 00772BAQ4 | AERCAP IRELAND CAP LTD/A 4.62500 10/30/2020 | IE | 4,974,000 | $5,097,244.33 | |
| 00928QAG6 | AIRCASTLE LTD 7.62500 04/15/2020 | BM | 6,375,000 | $6,525,459.44 | |
| 02004VAB9 | ALLYA 2018-2 A2 MTGE 2.64000 02/16/2021 | US | 261,922.44 | $262,017.78 | |
| 02005NAE0 | ALLY FINANCIAL INC 8.00000 03/15/2020 | US | 1,835,000 | $1,870,782.50 | |
| 02005NAJ9 | ALLY FINANCIAL 7.50000 09/15/2020 | US | 708,000 | $738,090.00 | |
| 0258M0DU0 | AMERICAN EXPRESS CREDIT FLRT 2.86225 05/26/2020 | US | 7,500,000 | $7,524,822.83 | |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 4,450,000 | $4,474,950.53 | |
| 03027XAF7 | AMERICAN TOWER CORP 2.80000 06/01/2020 | US | 5,595,000 | $5,618,596.24 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 66,844.16 | $67,512.16 | |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 2,200,000 | $1,636,250.00 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 1,440,000 | $1,087,200.00 | |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 2,348,437 | $2,442,374.48 | |
| 05367AAA1 | AVIATION CAPITAL GROUP 7.12500 10/15/2020 | US | 2,572,000 | $2,687,364.28 | |
| 05367AAD5 | AVIATION CAPITAL GROUP 6.75000 04/06/2021 | US | 3,750,000 | $3,972,742.24 | |
| 056752AF5 | BAIDU INC 3.00000 06/30/2020 | KY | 2,400,000 | $2,408,673.02 | |
| 059438AK7 | BANK ONE CORP 8.00000 04/29/2027 | US | 9,000,000 | $12,021,604.74 | |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 7,000,000 | $7,466,333.35 | |
| 06738EAD7 | BARCLAYS PLC 2.75000 11/08/2019 | GB | 3,215,000 | $3,215,182.39 | |
| 06738EAG0 | BARCLAYS PLC 2.87500 06/08/2020 | GB | 3,292,000 | $3,301,415.12 | |
| 105756BV1 | FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 | BR | 1,300,000 | $1,376,713.00 | |
| 12510GAB8 | CCG 2019-1 A2 2.80000 09/14/2026 | US | 6,000,000 | $6,055,854.00 | |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 1,147,800.34 | $1,172,850.16 | |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 5,887,000 | $6,034,175.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 3,445,000 | $3,453,612.50 | |
| 14042WAA8 | COPAR 2019-1 A1 MTGE 2.50668 06/15/2020 | US | 1,581,163.22 | $1,581,083.53 | |
| 14314MAC7 | CARMX 2016-2 A3 1.52000 02/16/2021 | US | 117,218.88 | $117,190.91 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 2,820,977.11 | $2,820,322.93 | |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 11,044.37 | $11,037.92 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 4,454,593.42 | $4,486,940.90 | |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 1,400,000 | $1,417,500.00 | |
| 161175AX2 | CHARTER COMM OPT LLC/CAP 3.57900 07/23/2020 | US | 5,708,000 | $5,756,736.16 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 1,357,377.76 | $1,356,956.84 | |
| 168863AU2 | REPUBLIC OF CHILE 5.50000 08/05/2020 | CL | 1,800,000,000 | $2,487,475.73 | |
| 17327XAA5 | CGCMT 2019-SST2 2.84125 12/15/2036 | US | 7,000,000 | $6,986,830.20 | |
| 20268CAA6 | CBSLT 2019-AGS A1 MTGE 2.54000 01/25/2047 | US | 6,500,000 | $6,497,780.90 | |
| 21872FAA5 | COLONY AMERICAN FINANCE LTD 3.32400 03/15/2052 | US | 4,975,493.86 | $5,168,839.06 | |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 338,920.29 | $339,054.81 | |
| 22534BAA2 | CAALT 2018-1A A MTGE 3.01000 02/16/2027 | US | 7,846,000 | $7,891,490.32 | |
| 22535AAA3 | CAALT 2019-1A A 3.33000 02/15/2028 | US | 4,050,000 | $4,138,678.80 | |
| 22535FAA2 | CAALT 2018-2A A Mtge 3.47000 05/17/2027 | US | 8,991,534.28 | $9,121,652.57 | |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 7,655,000 | $7,704,604.40 | |
| 22822VAA9 | CROWN CASTLE INTL CORP 3.40000 02/15/2021 | US | 532,000 | $540,810.29 | |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 543,804.87 | $531,817.07 | |
| 23291GAA2 | DLL 2019-DA1 A1 MTGE 2.65683 04/20/2020 | US | 234,998.65 | $235,080.15 | |
| 23291GAB0 | DLL 2019-DA1 A2 MTGE 2.79000 11/22/2021 | US | 4,500,000 | $4,515,323.85 | |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 3,638,000 | $3,665,285.00 | |
| 23343CAA9 | DTAOT 2018-3A A MTGE 3.02000 02/15/2022 | US | 2,427,988.08 | $2,434,882.35 | |
| 23343GAA0 | DTAOT 2019-1A A MTGE 3.08000 09/15/2022 | US | 2,844,984.46 | $2,856,373.50 | |
| 24704BAA2 | DEFT 2019-1 A1 2.64771 04/22/2020 | US | 905,746.62 | $906,531.00 | |
| 24704BAC8 | DEFT 2019-1 A2 2.78000 08/23/2021 | US | 6,500,000 | $6,538,097.80 | |
| 25470DAR0 | DISCOVERY COMMUNICATIONS 3.95000 03/20/2028 | US | 9,000,000 | $9,478,112.94 | |
| 26150TAA7 | DRAWBRIDGE SPEC OPPOR FU 5.00000 08/01/2021 | US | 2,755,000 | $2,783,467.19 | |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 46,710,784.85 | $46,710,784.85 | |
| 26208NAB0 | DRIVE 2019 -1 A2A MTGE 3.08000 09/15/2021 | US | 787,338.43 | $787,776.35 | |
| 26252TAA4 | DTAOT 2019-2A A 2.85000 09/15/2022 | US | 1,780,203.41 | $1,787,331.17 | |
| 26253KAA2 | DTAOT 2019-3A A 2.55000 08/15/2022 | US | 1,986,976.99 | $1,990,080.45 | |
| 28166GAA3 | EDVES 2019-A A MTGE 3.58000 11/25/2038 | US | 4,191,073.8 | $4,269,536.99 | |
| 28370TAA7 | KINDER MORGAN ENER PART 6.50000 04/01/2020 | US | 5,223,000 | $5,313,752.97 | |
| 29372EBT4 | EFF 2016-2 A3 2.04000 02/22/2022 | US | 3,293,950.98 | $3,292,461.46 | |
| 29372EBV9 | EFF 2017-1 A2 2.13000 07/20/2022 | US | 375,201.71 | $375,242.83 | |
| 29373FAB0 | EFF 2018 -2 A2 MTGE 3.14000 02/20/2024 | US | 4,592,241.5 | $4,633,462.84 | |
| 29374AAB0 | EFF 2019-1 A2 2.98000 10/22/2024 | US | 2,500,000 | $2,525,094.50 | |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 7,186.88 | $7,174.03 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.85112 12/25/2024 | US | 1,900,000 | $1,990,527.21 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73374 02/25/2048 | US | 1,500,000 | $1,561,066.95 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.26320 05/25/2045 | US | 1,300,000 | $1,298,709.62 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 85,665,410.78 | $229,549.03 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 3.97143 02/25/2046 | US | 2,185,000 | $2,227,209.83 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.94755 08/25/2047 | US | 2,550,000 | $2,618,193.89 | |
| 3128E5VC0 | FHLM POOL D98711 4.50000 07/01/2031 | US | 487,204.39 | $523,309.88 | |
| 3128LCD86 | FHLM POOL A78227 5.50000 06/01/2038 | US | 177,708.06 | $196,359.62 | |
| 3128M56M7 | FHLM POOL G04176 5.50000 05/01/2038 | US | 174,275.5 | $196,005.22 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 70,488.05 | $79,592.86 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 410,055.06 | $461,190.35 | |
| 3128MAGF0 | FHLM POOL G07998 4.50000 07/01/2044 | US | 2,999,106.66 | $3,248,669.49 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 8,529.3 | $8,845.30 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 17,291.52 | $17,719.56 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 11,943.44 | $12,279.34 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 10,493.83 | $10,883.15 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 17,461.71 | $18,048.30 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 423,520.8 | $455,298.04 | |
| 3128P75V1 | FHLM POOL C91760 3.50000 05/01/2034 | US | 2,323,919.88 | $2,421,015.97 | |
| 3128P7QL0 | FHLM POOL C91359 4.50000 02/01/2031 | US | 174,591.7 | $187,498.89 | |
| 312945B80 | FHLM POOL A96363 4.50000 01/01/2041 | US | 2,862,976.49 | $3,112,439.40 | |
| 3132QVMX6 | FHLM POOL Q38473 4.00000 01/01/2046 | US | 4,206,549.53 | $4,449,635.43 | |
| 3132WDMZ4 | FHLM POOL Q40375 3.50000 05/01/2046 | US | 4,467,133.08 | $4,656,540.42 | |
| 31335ALX4 | FHLM POOL G60342 4.50000 05/01/2042 | US | 2,607,003.02 | $2,826,732.65 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,304.87 | $1,308.56 | |
| 3136AY6W8 | FNA 2017-M15 A1 2.95932 09/25/2027 | US | 5,651,159.94 | $5,921,499.56 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 2,967,996 | $3,098,429.04 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.25979 08/25/2020 | US | 8,554,529.06 | $61,421.52 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14919 04/25/2021 | US | 6,936,296.33 | $96,799.48 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.47773 10/25/2021 | US | 4,307,059.77 | $106,594.13 | |
| 3137AME78 | FHMS K017 X1 FLT 1.29766 12/25/2021 | US | 31,986,549.18 | $710,210.15 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.42834 06/25/2022 | US | 16,524,200.92 | $531,758.70 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.18772 04/25/2023 | US | 55,666,014.56 | $335,994.50 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.09785 05/25/2023 | US | 32,628,241.07 | $127,351.29 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 2,992,234.99 | $3,032,666.97 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 2,725,932.8 | $2,782,859.82 | |
| 3138ATF70 | FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 | US | 1,571,816.63 | $1,704,156.08 | |
| 3138WDJY8 | FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 | US | 874,761.5 | $939,291.96 | |
| 3138XU4Y5 | FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 | US | 946,132.11 | $1,017,177.56 | |
| 31398WD50 | FHMS K005 AX FLT 1.74575 11/25/2019 | US | 1,629,481.92 | $16.29 | |
| 3140F1BL5 | FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 | US | 2,208,814.34 | $2,334,743.17 | |
| 3140F5T29 | FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 | US | 3,094,405.93 | $3,239,441.20 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 537,272.44 | $567,305.66 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 3,260,663.38 | $3,495,637.71 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 12,141.07 | $12,402.53 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 13,659.25 | $13,976.44 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 84,456.77 | $85,677.47 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 102,354.3 | $103,707.61 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 152,028.45 | $170,814.93 | |
| 31411YN90 | FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 | US | 94,580.33 | $105,997.84 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 2,710.31 | $2,735.74 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 57,700.74 | $58,589.51 | |
| 31416CJV9 | FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 | US | 394,042.28 | $453,412.19 | |
| 31416RBE2 | FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 | US | 831,270.06 | $889,035.17 | |
| 31417YDV6 | FHLM POOL MA0115 4.50000 07/01/2029 | US | 70,147.75 | $74,653.76 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 285,301.28 | $306,630.47 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 4,371,526.69 | $4,530,259.93 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 154,397.2 | $173,410.34 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 15,446.87 | $16,218.14 | |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 5,235,000 | $4,947,964.95 | |
| 34531HAD1 | FORDO 2017-B A3 MTGE 1.69000 11/15/2021 | US | 184,308.75 | $184,089.90 | |
| 345397WX7 | FORD MOTOR CREDIT CO LLC FLRT 3.21675 11/04/2019 | US | 9,000,000 | $9,000,000.00 | |
| 345397YF4 | FORD MOTOR CREDIT CO LLC 3.01200 01/09/2020 | US | 700,000 | $700,611.42 | |
| 345397YN7 | FORD MOTOR CREDIT CO LLC 2.92163 06/12/2020 | US | 2,630,000 | $2,629,126.00 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 3,203,000 | $3,443,225.00 | |
| 35802XAH6 | FRESENIUS MED CARE II 4.12500 10/15/2020 | US | 11,869,000 | $12,019,321.95 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 1,880,000 | $1,948,150.00 | |
| 36255XAA1 | GCAR 2018-3A A MTGE 3.35000 08/15/2022 | US | 1,025,999.14 | $1,031,264.05 | |
| 36257NAA1 | GCAR 2019-2A A MTGE 3.06000 04/17/2023 | US | 2,328,950.65 | $2,342,175.60 | |
| 36257PAA6 | GMCAR 2019-3 2.27017 07/16/2020 | US | 1,485,711.21 | $1,485,621.62 | |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 5,000,000 | $5,006,759.80 | |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 1,973,000 | $2,046,987.50 | |
| 38013FAB7 | GMCAR 2018-4 A2 MTGE 2.93000 11/16/2021 | US | 580,098.22 | $581,547.65 | |
| 38141EA58 | GOLDMAN SACHS GP GS 5.37500 03/15/2020 | US | 7,800,000 | $7,895,699.92 | |
| 39154TAV0 | GALC 2019-1 A2 2.97000 06/15/2021 | US | 3,000,000 | $3,016,130.70 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 500,000 | $523,750.00 | |
| 428041BD8 | HFLF 2018-1 A2 MTGE 3.23000 05/10/2032 | US | 6,153,175.96 | $6,199,198.64 | |
| 44931PAD8 | HART 2017-A A3 1.76000 08/16/2021 | US | 72,626.76 | $72,570.15 | |
| 44932NAA8 | HART 2019-A A1 MTGE 2.60464 04/15/2020 | US | 408,549.31 | $408,546.49 | |
| 44932NAB6 | HART 2019-A A2 2.67000 12/15/2021 | US | 2,500,000 | $2,511,007.25 | |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 3,425,000 | $3,490,486.00 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.73913 12/17/2036 | US | 469,463.9 | $468,803.97 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.03913 12/17/2036 | US | 400,000 | $400,375.24 | |
| 46625HHQ6 | JPMORGAN CHASE JPM 4.95000 03/25/2020 | US | 150,000 | $151,734.99 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 595,157.76 | $599,836.06 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 386,942.43 | $390,730.21 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 452,916.52 | $461,757.45 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 649,118.66 | $659,299.96 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 2,579,984.82 | $2,610,823.38 | |
| 47789JAB2 | JDOT 2019-A A2 2.85000 12/15/2021 | US | 2,505,000 | $2,515,230.17 | |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 1,620,000 | $453,600.00 | |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 1,500,000 | $1,538,437.50 | |
| 494550BB1 | KINDER MORGAN ENER PART 6.85000 02/15/2020 | US | 3,677,000 | $3,725,015.30 | |
| 49456BAE1 | KINDER MORGAN INC/ DELAWA 3.05000 12/01/2019 | US | 1,000,000 | $1,000,682.35 | |
| 50077LAH9 | KRAFT HEINZ FOODS CO 2.80000 07/02/2020 | US | 938,000 | $940,457.34 | |
| 51889RAB5 | LRK 2019-A A2FX Mtge 2.73000 10/25/2048 | US | 2,100,000 | $2,118,552.24 | |
| 526057BU7 | LENNAR CORP 4.50000 11/15/2019 | US | 700,000 | $700,350.00 | |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 3,485,000 | $2,439,500.00 | |
| 57109HAA0 | MFT 2019-2A A MTGE 3.13000 07/16/2029 | US | 3,099,378.7 | $3,125,186.61 | |
| 59001AAN2 | MERITAGE HOMES CORP 7.15000 04/15/2020 | US | 4,000,000 | $4,075,000.00 | |
| 59022CAA1 | BANK OF AMERICA CORP 2.87850 09/15/2026 | US | 3,561,000 | $3,458,754.54 | |
| 59166EAA3 | MST 2019-1A A MTGE 3.75000 04/25/2058 | US | 1,856,080.19 | $1,951,210.05 | |
| 61747YDX0 | MORGAN STANLEY FLT 3.07563 01/27/2020 | US | 8,750,000 | $8,769,937.05 | |
| 62954NAA3 | NYCTL 2018-A A 3.22000 11/10/2031 | US | 1,572,309.68 | $1,576,537.46 | |
| 63940YAA4 | NAVSL 2019-CA A1 2.82000 02/15/2068 | US | 3,260,527.36 | $3,292,474.99 | |
| 63941LAA1 | NAVSL 2019-BA A1 2.31350 12/15/2059 | US | 3,830,924.19 | $3,829,747.33 | |
| 63941MAA9 | NAVSL 2019-EA A1 2.39000 05/15/2068 | US | 10,647,794.53 | $10,680,063.74 | |
| 63941RAB6 | NAVSL 2019-2A A2 2.82275 02/27/2068 | US | 5,540,000 | $5,588,125.98 | |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 551,899.38 | $574,104.06 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 891,702.38 | $929,643.69 | |
| 64830DAB9 | NRZT 2019-2A A1 4.25000 12/25/2057 | US | 4,402,873.17 | $4,612,172.11 | |
| 65478LAA7 | NALT 2019-B 2.28222 07/15/2020 | US | 4,074,065.61 | $4,073,771.87 | |
| 65478WAD7 | NAROT 2016-C A3 1.18000 01/15/2021 | US | 548,359.74 | $547,758.35 | |
| 65479PAA7 | NALT 2019-A A1 2.59881 04/15/2020 | US | 508,210.5 | $508,334.55 | |
| 65479PAB5 | NALT 2019 - A A2 MTGE 2.71000 07/15/2021 | US | 5,000,000 | $5,021,757.00 | |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 5,870,000 | $2,935,000.00 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 420,000 | $421,647.16 | |
| 69145AAB4 | OXFIN 2019-1A A2 4.45900 02/15/2027 | US | 7,000,000 | $7,179,619.30 | |
| 69375BAC1 | PSMC 2019-3 A3 MTGE 3.50000 11/25/2049 | US | 3,500,000 | $3,557,831.90 | |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 5,450,000 | $4,796,708.50 | |
| 72650RAW2 | PLAINS ALL AMER PIPELINE 5.75000 01/15/2020 | US | 388,000 | $390,522.60 | |
| 72650RBG6 | PLAINS ALL AMER PIPELINE 2.60000 12/15/2019 | US | 2,752,000 | $2,752,052.04 | |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 7,450,000 | $8,065,798.08 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 1,000,000 | $1,024,700.00 | |
| 74331AAA0 | 2019- SFR4 CLASS A 2.68700 10/17/2036 | US | 3,800,000 | $3,816,231.70 | |
| 74332NAA1 | PROG 2015-SFR3 A 3.06700 11/12/2032 | US | 4,836,028.01 | $4,833,570.82 | |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 1,650,000 | $1,658,217.50 | |
| 74333NAA0 | PROGRESS RESIDENTIAL TRUST 3.14700 05/17/2036 | US | 8,610,000 | $8,759,435.16 | |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 9,861,000 | $10,026,634.72 | |
| 78397AAA2 | SCFET 2019-1A A1 3.04000 03/20/2023 | US | 1,957,764.47 | $1,965,446.35 | |
| 78403DAN0 | SBA TOWER TRUST 2.83600 01/15/2025 | US | 3,500,000 | $3,534,794.20 | |
| 784423AF2 | SLCLT 2004-1 A6 2.31813 05/15/2023 | US | 757,813.44 | $757,665.44 | |
| 78442FEJ3 | NAVIENT CORP 8.00000 03/25/2020 | US | 7,500,000 | $7,659,375.00 | |
| 78442GNG7 | SLMA 2004-10 A6A FLT RT 2.48963 04/27/2026 | US | 775,847.71 | $776,816.98 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 6,109,000 | $6,307,542.50 | |
| 78449PAA7 | SMB 2018-A A1 FLT 2.27125 03/16/2026 | US | 941,164.96 | $941,151.03 | |
| 78449TAA9 | SMB 2019-A A1 2.26350 02/16/2026 | US | 2,425,065.02 | $2,424,780.56 | |
| 78472CAA6 | SCLP 2019-1 A 3.24000 02/25/2028 | US | 3,181,676.02 | $3,214,120.21 | |
| 785592AE6 | SABINE PASS LIQUEFACTION 5.62500 02/01/2021 | US | 9,000,000 | $9,289,076.49 | |
| 785592AJ5 | SABINE PASS LIQUEFACTION 5.75000 05/15/2024 | US | 7,000,000 | $7,812,245.77 | |
| 80282KAD8 | SANTANDER HOLDINGS USA 2.65000 04/17/2020 | US | 3,950,000 | $3,958,034.30 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 481,064.18 | $484,567.53 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 666,098.15 | $673,617.73 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 567,058.65 | $546,728.86 | |
| 832696AQ1 | JM SMUCKER CO 2.20000 12/06/2019 | US | 4,800,000 | $4,800,301.68 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 185,082.16 | $185,068.56 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 750,000 | $761,136.98 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 309,572.56 | $309,702.64 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 409,431.33 | $410,340.72 | |
| 83404JAA4 | SCLP 2017-3 A MTGE 2.77000 05/25/2026 | US | 1,635,429.62 | $1,642,210.27 | |
| 83404RAA6 | SOFI 2018-B A1FX 2.64000 08/25/2047 | US | 3,634,583.57 | $3,647,823.99 | |
| 83404WAA5 | SOFI 2019-B A1FX 2.78000 08/17/2048 | US | 4,611,550.92 | $4,645,135.00 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 568,788.71 | $571,705.57 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 109,943.14 | $109,884.54 | |
| 83405JAA3 | SCLP 2017-4 A 2.50000 05/26/2026 | US | 612,224.15 | $613,840.85 | |
| 83405TAA1 | SCLP 2019-3 A MTGE 2.90000 05/25/2028 | US | 1,873,003.85 | $1,886,332.15 | |
| 83406CAA7 | SCLP 2019-2 A MTGE 3.01000 04/25/2028 | US | 2,925,652.61 | $2,948,557.84 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 3,000,000 | $3,037,009.98 | |
| 852061AQ3 | SPRINT COMMUNICATIONS 7.00000 03/01/2020 | US | 8,238,000 | $8,358,274.80 | |
| 85571BAP0 | STARWOOD PROPERTY TRUST 3.62500 02/01/2021 | US | 2,000,000 | $2,015,000.00 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.13350 11/15/2027 | US | 1,777,114.94 | $1,773,917.73 | |
| 86935CAA0 | SCML 2019-SBC8 2.86000 12/25/2035 | US | 4,146,903.31 | $4,170,538.59 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 328,213.31 | $328,139.27 | |
| 88032WAC0 | TENCENT HOLDINGS LTD 2.87500 02/11/2020 | KY | 3,873,000 | $3,879,164.11 | |
| 880451AS8 | TENNESEE GAS PIPELINE 7.00000 03/15/2027 | US | 6,775,000 | $8,369,046.46 | |
| 880451AV1 | TENNESEE GAS PIPELINE 7.00000 10/15/2028 | US | 2,225,000 | $2,823,188.16 | |
| 89052KAA3 | TOORAK MORTGAGE CORP 4.45830 03/25/2022 | US | 5,000,000 | $5,087,832.50 | |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,247,124.12 | $1,251,893.25 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 4,376,269.65 | $4,428,050.55 | |
| 89175VAA1 | TPMT 2018-2 A1 3.25000 03/25/2058 | US | 1,562,064.65 | $1,596,598.31 | |
| 89177EAA7 | TPMT 2019-HY1 A1 2.82275 10/25/2048 | US | 4,264,188.78 | $4,286,968.50 | |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 2,335,546.57 | $2,335,052.37 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 1,665,000 | $1,660,587.75 | |
| 90261XHN5 | UBS AG STAMFORD CT FLT 2.98763 06/01/2020 | CH | 8,000,000 | $8,036,179.76 | |
| 912828B25 | UNITED STATES TREAS INFL INDEX 0.62500 01/15/2024 | US | 45,004,581.5 | $45,767,207.99 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 46,013,520 | $45,767,275.89 | |
| 912828Q60 | TSY INFL IX N/B 0.12500 04/15/2021 | US | 46,752,743.1 | $46,375,899.63 | |
| 92343VDY7 | VERIZON COMMUNICATIONS 4.12500 03/16/2027 | US | 9,000,000 | $10,036,423.17 | |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 2,250,000 | $2,188,125.00 | |
| 92888DAB1 | VFET 2019-1A A2 2.90000 11/15/2021 | US | 1,000,000 | $1,004,898.70 | |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 1,195,000 | $1,203,380.77 | |
| 92935JBC8 | WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 | US | 1,451,339.67 | $1,485,465.75 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 2.97125 12/15/2033 | US | 7,000,000 | $7,004,340.70 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 1,470,000 | $1,492,050.00 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 1,350,000 | $1,367,845.52 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 4,000,000 | $4,170,578.04 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 439,067 | $440,063.86 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 623,639.14 | $635,064.21 | |
| 98162EAC1 | WOART 2017-A A3 Mtge 1.93000 09/15/2022 | US | 2,366,089.55 | $2,363,434.09 | |
| 98162KAD5 | WOLS 2017-A A4 Mtge 2.32000 08/15/2022 | US | 750,000 | $750,262.35 | |
| 98162VAB5 | WOART 2019-B A2 MTGE 2.63000 06/15/2022 | US | 3,885,000 | $3,903,695.01 | |
| 98162XAB1 | WOLS 2019-A A2 2.89000 11/15/2021 | US | 2,554,124.61 | $2,567,859.67 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 2,860,000 | $2,688,400.00 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 126,000,000 | $6,542,384.53 | |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 35,000,000 | $1,832,394.15 | |
| BBG00NKCYV59 | EURO BUXL 30Y BND DEC19 | DE | -25 | $277,955.27 | |
| BBG00NKCYV68 | EURO-BUND FUTURE DEC19 | DE | -150 | $613,773.39 | |
| BBG00NKZN3P0 | US 10YR ULTRA FUT DEC19 | US | -553 | $1,102,925.32 | |
| BBG00NPL8Z18 | US 5YR NOTE (CBT) DEC19 | US | -200 | $136,990.00 | |
| BBG00NPL8ZS9 | US 2YR NOTE (CBT) DEC19 | US | 1,670 | -$741,068.98 | |
| BBG00NQKT9P8 | LONG GILT FUTURE DEC19 | GB | -141 | $330,382.46 | |
| BBG00PYYDPP5 | UEAF0P 1.1200 COMB | EU | 200 | $172,500.00 | |
| BBG00PYYDST5 | UEAF0C 1.1200 COMB | EU | 200 | $285,000.00 | |
| BGDM907 | DIANA SHIPPING INC 9.50000 09/27/2023 | MH | 4,450,000 | $4,383,250.00 | |
| BZ121X9 | EURONAV LUXEMBOURG SA 7.50000 05/31/2022 | LU | 1,800,000 | $1,836,000.00 | |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 1,753,000 | $1,823,120.00 |
Investments will change over time.
All investments involve risks, including possible loss of principal. There is an inverse relationship between bond prices and interest rates; as interest rates rise, bond prices (and therefore the value of bond funds) fall. Likewise, as interest rates fall, bond prices and the value of bond funds rise. Investments in higher-yielding, lower-rated securities involve additional risks, including a higher risk of default and loss of principal. Funds that invest in foreign countries may be subject to the risks of adverse changes in foreign economic, political, regulatory and other conditions as well as risks related to the use of different financial standards. Investments in emerging markets may be more volatile than investments in more developed markets. Investments in derivatives can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses.
$10.45
$0.00
0.00%
as of 11/12/2019
EXCPX
563821206
04/21/2005
$2,000.00
Investment minimum may be waived for certain qualified retirement plans, participants in an automatic investment program, and discretionary investment accounts of the Advisor.
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms |
To provide long-term total return, with a secondary objective of providing preservation of capital.
Under normal circumstances, at least 80% of the Series’ assets will be invested in bonds and other financial instruments with economic characteristics similar to bonds.
Up to 50% of the Series may be invested in below investment-grade securities and up to 50% may be invested in non-U.S. dollar denominated securities, including securities issued by companies located in emerging markets. Derivatives such as futures, options, swaps, and forwards may be used to manage interest rate exposure, enhance duration management, or hedge currency exposure, for example.
While there are no maturity or duration restrictions, the Series’ duration is expected to range between -3 and 8 years.
As of 10/31/2019
3.91%
4.29%
2.29%
1.94%
3.97%
4.41%
---
Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. The investment return and principal value of an investment will fluctuate, so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.
| Gross | 0.76% |
| Net | 0.75%* |
*Includes a 12b-1 fee of 0.25%, of which up to 0.25% is available as a shareholder servicing fee.
As of 10/31/2019
| Treasury | 15.21% | |
| Government | 1.35% | |
| Cash | 5.15% | |
| Corporate | 39.54% | |
| Mortgage | 38.75% |
As of 10/31/2019
| AAA | 50.86% | |
| AA | 3.17% | |
| A | 8.43% | |
| BBB | 17.36% | |
| BB | 7.55% | |
| B | 4.40% | |
| CCC | 1.48% | |
| NR | 6.75% |
Credit quality ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Not Rated (NR) is used to classify securities for which a rating is not available. Credit quality ratings for each issue are obtained from Bloomberg using ratings derived from Moody’s Investors Services (Moody’s) or Standard & Poor’s. When ratings from Moody’s are not available, ratings from Standard & Poor’s are used.
As of 10/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 1,000,000 | $1,066,250.00 | |
| 00206RCK6 | AT&T INC FLT 3.03438 06/30/2020 | US | 8,000,000 | $8,041,016.00 | |
| 00206RCL4 | AT&T INC 2.45000 06/30/2020 | US | 2,000,000 | $2,005,424.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 9,000,000 | $9,884,749.23 | |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 1,865,000 | $1,706,475.00 | |
| 00772BAQ4 | AERCAP IRELAND CAP LTD/A 4.62500 10/30/2020 | IE | 4,974,000 | $5,097,244.33 | |
| 00928QAG6 | AIRCASTLE LTD 7.62500 04/15/2020 | BM | 6,375,000 | $6,525,459.44 | |
| 02004VAB9 | ALLYA 2018-2 A2 MTGE 2.64000 02/16/2021 | US | 261,922.44 | $262,017.78 | |
| 02005NAE0 | ALLY FINANCIAL INC 8.00000 03/15/2020 | US | 1,835,000 | $1,870,782.50 | |
| 02005NAJ9 | ALLY FINANCIAL 7.50000 09/15/2020 | US | 708,000 | $738,090.00 | |
| 0258M0DU0 | AMERICAN EXPRESS CREDIT FLRT 2.86225 05/26/2020 | US | 7,500,000 | $7,524,822.83 | |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 4,450,000 | $4,474,950.53 | |
| 03027XAF7 | AMERICAN TOWER CORP 2.80000 06/01/2020 | US | 5,595,000 | $5,618,596.24 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 66,844.16 | $67,512.16 | |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 2,200,000 | $1,636,250.00 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 1,440,000 | $1,087,200.00 | |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 2,348,437 | $2,442,374.48 | |
| 05367AAA1 | AVIATION CAPITAL GROUP 7.12500 10/15/2020 | US | 2,572,000 | $2,687,364.28 | |
| 05367AAD5 | AVIATION CAPITAL GROUP 6.75000 04/06/2021 | US | 3,750,000 | $3,972,742.24 | |
| 056752AF5 | BAIDU INC 3.00000 06/30/2020 | KY | 2,400,000 | $2,408,673.02 | |
| 059438AK7 | BANK ONE CORP 8.00000 04/29/2027 | US | 9,000,000 | $12,021,604.74 | |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 7,000,000 | $7,466,333.35 | |
| 06738EAD7 | BARCLAYS PLC 2.75000 11/08/2019 | GB | 3,215,000 | $3,215,182.39 | |
| 06738EAG0 | BARCLAYS PLC 2.87500 06/08/2020 | GB | 3,292,000 | $3,301,415.12 | |
| 105756BV1 | FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 | BR | 1,300,000 | $1,376,713.00 | |
| 12510GAB8 | CCG 2019-1 A2 2.80000 09/14/2026 | US | 6,000,000 | $6,055,854.00 | |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 1,147,800.34 | $1,172,850.16 | |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 5,887,000 | $6,034,175.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 3,445,000 | $3,453,612.50 | |
| 14042WAA8 | COPAR 2019-1 A1 MTGE 2.50668 06/15/2020 | US | 1,581,163.22 | $1,581,083.53 | |
| 14314MAC7 | CARMX 2016-2 A3 1.52000 02/16/2021 | US | 117,218.88 | $117,190.91 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 2,820,977.11 | $2,820,322.93 | |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 11,044.37 | $11,037.92 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 4,454,593.42 | $4,486,940.90 | |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 1,400,000 | $1,417,500.00 | |
| 161175AX2 | CHARTER COMM OPT LLC/CAP 3.57900 07/23/2020 | US | 5,708,000 | $5,756,736.16 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 1,357,377.76 | $1,356,956.84 | |
| 168863AU2 | REPUBLIC OF CHILE 5.50000 08/05/2020 | CL | 1,800,000,000 | $2,487,475.73 | |
| 17327XAA5 | CGCMT 2019-SST2 2.84125 12/15/2036 | US | 7,000,000 | $6,986,830.20 | |
| 20268CAA6 | CBSLT 2019-AGS A1 MTGE 2.54000 01/25/2047 | US | 6,500,000 | $6,497,780.90 | |
| 21872FAA5 | COLONY AMERICAN FINANCE LTD 3.32400 03/15/2052 | US | 4,975,493.86 | $5,168,839.06 | |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 338,920.29 | $339,054.81 | |
| 22534BAA2 | CAALT 2018-1A A MTGE 3.01000 02/16/2027 | US | 7,846,000 | $7,891,490.32 | |
| 22535AAA3 | CAALT 2019-1A A 3.33000 02/15/2028 | US | 4,050,000 | $4,138,678.80 | |
| 22535FAA2 | CAALT 2018-2A A Mtge 3.47000 05/17/2027 | US | 8,991,534.28 | $9,121,652.57 | |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 7,655,000 | $7,704,604.40 | |
| 22822VAA9 | CROWN CASTLE INTL CORP 3.40000 02/15/2021 | US | 532,000 | $540,810.29 | |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 543,804.87 | $531,817.07 | |
| 23291GAA2 | DLL 2019-DA1 A1 MTGE 2.65683 04/20/2020 | US | 234,998.65 | $235,080.15 | |
| 23291GAB0 | DLL 2019-DA1 A2 MTGE 2.79000 11/22/2021 | US | 4,500,000 | $4,515,323.85 | |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 3,638,000 | $3,665,285.00 | |
| 23343CAA9 | DTAOT 2018-3A A MTGE 3.02000 02/15/2022 | US | 2,427,988.08 | $2,434,882.35 | |
| 23343GAA0 | DTAOT 2019-1A A MTGE 3.08000 09/15/2022 | US | 2,844,984.46 | $2,856,373.50 | |
| 24704BAA2 | DEFT 2019-1 A1 2.64771 04/22/2020 | US | 905,746.62 | $906,531.00 | |
| 24704BAC8 | DEFT 2019-1 A2 2.78000 08/23/2021 | US | 6,500,000 | $6,538,097.80 | |
| 25470DAR0 | DISCOVERY COMMUNICATIONS 3.95000 03/20/2028 | US | 9,000,000 | $9,478,112.94 | |
| 26150TAA7 | DRAWBRIDGE SPEC OPPOR FU 5.00000 08/01/2021 | US | 2,755,000 | $2,783,467.19 | |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 46,710,784.85 | $46,710,784.85 | |
| 26208NAB0 | DRIVE 2019 -1 A2A MTGE 3.08000 09/15/2021 | US | 787,338.43 | $787,776.35 | |
| 26252TAA4 | DTAOT 2019-2A A 2.85000 09/15/2022 | US | 1,780,203.41 | $1,787,331.17 | |
| 26253KAA2 | DTAOT 2019-3A A 2.55000 08/15/2022 | US | 1,986,976.99 | $1,990,080.45 | |
| 28166GAA3 | EDVES 2019-A A MTGE 3.58000 11/25/2038 | US | 4,191,073.8 | $4,269,536.99 | |
| 28370TAA7 | KINDER MORGAN ENER PART 6.50000 04/01/2020 | US | 5,223,000 | $5,313,752.97 | |
| 29372EBT4 | EFF 2016-2 A3 2.04000 02/22/2022 | US | 3,293,950.98 | $3,292,461.46 | |
| 29372EBV9 | EFF 2017-1 A2 2.13000 07/20/2022 | US | 375,201.71 | $375,242.83 | |
| 29373FAB0 | EFF 2018 -2 A2 MTGE 3.14000 02/20/2024 | US | 4,592,241.5 | $4,633,462.84 | |
| 29374AAB0 | EFF 2019-1 A2 2.98000 10/22/2024 | US | 2,500,000 | $2,525,094.50 | |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 7,186.88 | $7,174.03 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.85112 12/25/2024 | US | 1,900,000 | $1,990,527.21 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73374 02/25/2048 | US | 1,500,000 | $1,561,066.95 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.26320 05/25/2045 | US | 1,300,000 | $1,298,709.62 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 85,665,410.78 | $229,549.03 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 3.97143 02/25/2046 | US | 2,185,000 | $2,227,209.83 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.94755 08/25/2047 | US | 2,550,000 | $2,618,193.89 | |
| 3128E5VC0 | FHLM POOL D98711 4.50000 07/01/2031 | US | 487,204.39 | $523,309.88 | |
| 3128LCD86 | FHLM POOL A78227 5.50000 06/01/2038 | US | 177,708.06 | $196,359.62 | |
| 3128M56M7 | FHLM POOL G04176 5.50000 05/01/2038 | US | 174,275.5 | $196,005.22 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 70,488.05 | $79,592.86 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 410,055.06 | $461,190.35 | |
| 3128MAGF0 | FHLM POOL G07998 4.50000 07/01/2044 | US | 2,999,106.66 | $3,248,669.49 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 8,529.3 | $8,845.30 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 17,291.52 | $17,719.56 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 11,943.44 | $12,279.34 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 10,493.83 | $10,883.15 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 17,461.71 | $18,048.30 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 423,520.8 | $455,298.04 | |
| 3128P75V1 | FHLM POOL C91760 3.50000 05/01/2034 | US | 2,323,919.88 | $2,421,015.97 | |
| 3128P7QL0 | FHLM POOL C91359 4.50000 02/01/2031 | US | 174,591.7 | $187,498.89 | |
| 312945B80 | FHLM POOL A96363 4.50000 01/01/2041 | US | 2,862,976.49 | $3,112,439.40 | |
| 3132QVMX6 | FHLM POOL Q38473 4.00000 01/01/2046 | US | 4,206,549.53 | $4,449,635.43 | |
| 3132WDMZ4 | FHLM POOL Q40375 3.50000 05/01/2046 | US | 4,467,133.08 | $4,656,540.42 | |
| 31335ALX4 | FHLM POOL G60342 4.50000 05/01/2042 | US | 2,607,003.02 | $2,826,732.65 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,304.87 | $1,308.56 | |
| 3136AY6W8 | FNA 2017-M15 A1 2.95932 09/25/2027 | US | 5,651,159.94 | $5,921,499.56 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 2,967,996 | $3,098,429.04 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.25979 08/25/2020 | US | 8,554,529.06 | $61,421.52 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14919 04/25/2021 | US | 6,936,296.33 | $96,799.48 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.47773 10/25/2021 | US | 4,307,059.77 | $106,594.13 | |
| 3137AME78 | FHMS K017 X1 FLT 1.29766 12/25/2021 | US | 31,986,549.18 | $710,210.15 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.42834 06/25/2022 | US | 16,524,200.92 | $531,758.70 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.18772 04/25/2023 | US | 55,666,014.56 | $335,994.50 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.09785 05/25/2023 | US | 32,628,241.07 | $127,351.29 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 2,992,234.99 | $3,032,666.97 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 2,725,932.8 | $2,782,859.82 | |
| 3138ATF70 | FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 | US | 1,571,816.63 | $1,704,156.08 | |
| 3138WDJY8 | FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 | US | 874,761.5 | $939,291.96 | |
| 3138XU4Y5 | FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 | US | 946,132.11 | $1,017,177.56 | |
| 31398WD50 | FHMS K005 AX FLT 1.74575 11/25/2019 | US | 1,629,481.92 | $16.29 | |
| 3140F1BL5 | FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 | US | 2,208,814.34 | $2,334,743.17 | |
| 3140F5T29 | FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 | US | 3,094,405.93 | $3,239,441.20 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 537,272.44 | $567,305.66 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 3,260,663.38 | $3,495,637.71 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 12,141.07 | $12,402.53 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 13,659.25 | $13,976.44 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 84,456.77 | $85,677.47 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 102,354.3 | $103,707.61 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 152,028.45 | $170,814.93 | |
| 31411YN90 | FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 | US | 94,580.33 | $105,997.84 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 2,710.31 | $2,735.74 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 57,700.74 | $58,589.51 | |
| 31416CJV9 | FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 | US | 394,042.28 | $453,412.19 | |
| 31416RBE2 | FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 | US | 831,270.06 | $889,035.17 | |
| 31417YDV6 | FHLM POOL MA0115 4.50000 07/01/2029 | US | 70,147.75 | $74,653.76 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 285,301.28 | $306,630.47 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 4,371,526.69 | $4,530,259.93 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 154,397.2 | $173,410.34 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 15,446.87 | $16,218.14 | |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 5,235,000 | $4,947,964.95 | |
| 34531HAD1 | FORDO 2017-B A3 MTGE 1.69000 11/15/2021 | US | 184,308.75 | $184,089.90 | |
| 345397WX7 | FORD MOTOR CREDIT CO LLC FLRT 3.21675 11/04/2019 | US | 9,000,000 | $9,000,000.00 | |
| 345397YF4 | FORD MOTOR CREDIT CO LLC 3.01200 01/09/2020 | US | 700,000 | $700,611.42 | |
| 345397YN7 | FORD MOTOR CREDIT CO LLC 2.92163 06/12/2020 | US | 2,630,000 | $2,629,126.00 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 3,203,000 | $3,443,225.00 | |
| 35802XAH6 | FRESENIUS MED CARE II 4.12500 10/15/2020 | US | 11,869,000 | $12,019,321.95 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 1,880,000 | $1,948,150.00 | |
| 36255XAA1 | GCAR 2018-3A A MTGE 3.35000 08/15/2022 | US | 1,025,999.14 | $1,031,264.05 | |
| 36257NAA1 | GCAR 2019-2A A MTGE 3.06000 04/17/2023 | US | 2,328,950.65 | $2,342,175.60 | |
| 36257PAA6 | GMCAR 2019-3 2.27017 07/16/2020 | US | 1,485,711.21 | $1,485,621.62 | |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 5,000,000 | $5,006,759.80 | |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 1,973,000 | $2,046,987.50 | |
| 38013FAB7 | GMCAR 2018-4 A2 MTGE 2.93000 11/16/2021 | US | 580,098.22 | $581,547.65 | |
| 38141EA58 | GOLDMAN SACHS GP GS 5.37500 03/15/2020 | US | 7,800,000 | $7,895,699.92 | |
| 39154TAV0 | GALC 2019-1 A2 2.97000 06/15/2021 | US | 3,000,000 | $3,016,130.70 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 500,000 | $523,750.00 | |
| 428041BD8 | HFLF 2018-1 A2 MTGE 3.23000 05/10/2032 | US | 6,153,175.96 | $6,199,198.64 | |
| 44931PAD8 | HART 2017-A A3 1.76000 08/16/2021 | US | 72,626.76 | $72,570.15 | |
| 44932NAA8 | HART 2019-A A1 MTGE 2.60464 04/15/2020 | US | 408,549.31 | $408,546.49 | |
| 44932NAB6 | HART 2019-A A2 2.67000 12/15/2021 | US | 2,500,000 | $2,511,007.25 | |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 3,425,000 | $3,490,486.00 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.73913 12/17/2036 | US | 469,463.9 | $468,803.97 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.03913 12/17/2036 | US | 400,000 | $400,375.24 | |
| 46625HHQ6 | JPMORGAN CHASE JPM 4.95000 03/25/2020 | US | 150,000 | $151,734.99 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 595,157.76 | $599,836.06 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 386,942.43 | $390,730.21 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 452,916.52 | $461,757.45 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 649,118.66 | $659,299.96 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 2,579,984.82 | $2,610,823.38 | |
| 47789JAB2 | JDOT 2019-A A2 2.85000 12/15/2021 | US | 2,505,000 | $2,515,230.17 | |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 1,620,000 | $453,600.00 | |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 1,500,000 | $1,538,437.50 | |
| 494550BB1 | KINDER MORGAN ENER PART 6.85000 02/15/2020 | US | 3,677,000 | $3,725,015.30 | |
| 49456BAE1 | KINDER MORGAN INC/ DELAWA 3.05000 12/01/2019 | US | 1,000,000 | $1,000,682.35 | |
| 50077LAH9 | KRAFT HEINZ FOODS CO 2.80000 07/02/2020 | US | 938,000 | $940,457.34 | |
| 51889RAB5 | LRK 2019-A A2FX Mtge 2.73000 10/25/2048 | US | 2,100,000 | $2,118,552.24 | |
| 526057BU7 | LENNAR CORP 4.50000 11/15/2019 | US | 700,000 | $700,350.00 | |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 3,485,000 | $2,439,500.00 | |
| 57109HAA0 | MFT 2019-2A A MTGE 3.13000 07/16/2029 | US | 3,099,378.7 | $3,125,186.61 | |
| 59001AAN2 | MERITAGE HOMES CORP 7.15000 04/15/2020 | US | 4,000,000 | $4,075,000.00 | |
| 59022CAA1 | BANK OF AMERICA CORP 2.87850 09/15/2026 | US | 3,561,000 | $3,458,754.54 | |
| 59166EAA3 | MST 2019-1A A MTGE 3.75000 04/25/2058 | US | 1,856,080.19 | $1,951,210.05 | |
| 61747YDX0 | MORGAN STANLEY FLT 3.07563 01/27/2020 | US | 8,750,000 | $8,769,937.05 | |
| 62954NAA3 | NYCTL 2018-A A 3.22000 11/10/2031 | US | 1,572,309.68 | $1,576,537.46 | |
| 63940YAA4 | NAVSL 2019-CA A1 2.82000 02/15/2068 | US | 3,260,527.36 | $3,292,474.99 | |
| 63941LAA1 | NAVSL 2019-BA A1 2.31350 12/15/2059 | US | 3,830,924.19 | $3,829,747.33 | |
| 63941MAA9 | NAVSL 2019-EA A1 2.39000 05/15/2068 | US | 10,647,794.53 | $10,680,063.74 | |
| 63941RAB6 | NAVSL 2019-2A A2 2.82275 02/27/2068 | US | 5,540,000 | $5,588,125.98 | |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 551,899.38 | $574,104.06 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 891,702.38 | $929,643.69 | |
| 64830DAB9 | NRZT 2019-2A A1 4.25000 12/25/2057 | US | 4,402,873.17 | $4,612,172.11 | |
| 65478LAA7 | NALT 2019-B 2.28222 07/15/2020 | US | 4,074,065.61 | $4,073,771.87 | |
| 65478WAD7 | NAROT 2016-C A3 1.18000 01/15/2021 | US | 548,359.74 | $547,758.35 | |
| 65479PAA7 | NALT 2019-A A1 2.59881 04/15/2020 | US | 508,210.5 | $508,334.55 | |
| 65479PAB5 | NALT 2019 - A A2 MTGE 2.71000 07/15/2021 | US | 5,000,000 | $5,021,757.00 | |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 5,870,000 | $2,935,000.00 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 420,000 | $421,647.16 | |
| 69145AAB4 | OXFIN 2019-1A A2 4.45900 02/15/2027 | US | 7,000,000 | $7,179,619.30 | |
| 69375BAC1 | PSMC 2019-3 A3 MTGE 3.50000 11/25/2049 | US | 3,500,000 | $3,557,831.90 | |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 5,450,000 | $4,796,708.50 | |
| 72650RAW2 | PLAINS ALL AMER PIPELINE 5.75000 01/15/2020 | US | 388,000 | $390,522.60 | |
| 72650RBG6 | PLAINS ALL AMER PIPELINE 2.60000 12/15/2019 | US | 2,752,000 | $2,752,052.04 | |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 7,450,000 | $8,065,798.08 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 1,000,000 | $1,024,700.00 | |
| 74331AAA0 | 2019- SFR4 CLASS A 2.68700 10/17/2036 | US | 3,800,000 | $3,816,231.70 | |
| 74332NAA1 | PROG 2015-SFR3 A 3.06700 11/12/2032 | US | 4,836,028.01 | $4,833,570.82 | |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 1,650,000 | $1,658,217.50 | |
| 74333NAA0 | PROGRESS RESIDENTIAL TRUST 3.14700 05/17/2036 | US | 8,610,000 | $8,759,435.16 | |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 9,861,000 | $10,026,634.72 | |
| 78397AAA2 | SCFET 2019-1A A1 3.04000 03/20/2023 | US | 1,957,764.47 | $1,965,446.35 | |
| 78403DAN0 | SBA TOWER TRUST 2.83600 01/15/2025 | US | 3,500,000 | $3,534,794.20 | |
| 784423AF2 | SLCLT 2004-1 A6 2.31813 05/15/2023 | US | 757,813.44 | $757,665.44 | |
| 78442FEJ3 | NAVIENT CORP 8.00000 03/25/2020 | US | 7,500,000 | $7,659,375.00 | |
| 78442GNG7 | SLMA 2004-10 A6A FLT RT 2.48963 04/27/2026 | US | 775,847.71 | $776,816.98 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 6,109,000 | $6,307,542.50 | |
| 78449PAA7 | SMB 2018-A A1 FLT 2.27125 03/16/2026 | US | 941,164.96 | $941,151.03 | |
| 78449TAA9 | SMB 2019-A A1 2.26350 02/16/2026 | US | 2,425,065.02 | $2,424,780.56 | |
| 78472CAA6 | SCLP 2019-1 A 3.24000 02/25/2028 | US | 3,181,676.02 | $3,214,120.21 | |
| 785592AE6 | SABINE PASS LIQUEFACTION 5.62500 02/01/2021 | US | 9,000,000 | $9,289,076.49 | |
| 785592AJ5 | SABINE PASS LIQUEFACTION 5.75000 05/15/2024 | US | 7,000,000 | $7,812,245.77 | |
| 80282KAD8 | SANTANDER HOLDINGS USA 2.65000 04/17/2020 | US | 3,950,000 | $3,958,034.30 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 481,064.18 | $484,567.53 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 666,098.15 | $673,617.73 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 567,058.65 | $546,728.86 | |
| 832696AQ1 | JM SMUCKER CO 2.20000 12/06/2019 | US | 4,800,000 | $4,800,301.68 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 185,082.16 | $185,068.56 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 750,000 | $761,136.98 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 309,572.56 | $309,702.64 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 409,431.33 | $410,340.72 | |
| 83404JAA4 | SCLP 2017-3 A MTGE 2.77000 05/25/2026 | US | 1,635,429.62 | $1,642,210.27 | |
| 83404RAA6 | SOFI 2018-B A1FX 2.64000 08/25/2047 | US | 3,634,583.57 | $3,647,823.99 | |
| 83404WAA5 | SOFI 2019-B A1FX 2.78000 08/17/2048 | US | 4,611,550.92 | $4,645,135.00 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 568,788.71 | $571,705.57 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 109,943.14 | $109,884.54 | |
| 83405JAA3 | SCLP 2017-4 A 2.50000 05/26/2026 | US | 612,224.15 | $613,840.85 | |
| 83405TAA1 | SCLP 2019-3 A MTGE 2.90000 05/25/2028 | US | 1,873,003.85 | $1,886,332.15 | |
| 83406CAA7 | SCLP 2019-2 A MTGE 3.01000 04/25/2028 | US | 2,925,652.61 | $2,948,557.84 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 3,000,000 | $3,037,009.98 | |
| 852061AQ3 | SPRINT COMMUNICATIONS 7.00000 03/01/2020 | US | 8,238,000 | $8,358,274.80 | |
| 85571BAP0 | STARWOOD PROPERTY TRUST 3.62500 02/01/2021 | US | 2,000,000 | $2,015,000.00 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.13350 11/15/2027 | US | 1,777,114.94 | $1,773,917.73 | |
| 86935CAA0 | SCML 2019-SBC8 2.86000 12/25/2035 | US | 4,146,903.31 | $4,170,538.59 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 328,213.31 | $328,139.27 | |
| 88032WAC0 | TENCENT HOLDINGS LTD 2.87500 02/11/2020 | KY | 3,873,000 | $3,879,164.11 | |
| 880451AS8 | TENNESEE GAS PIPELINE 7.00000 03/15/2027 | US | 6,775,000 | $8,369,046.46 | |
| 880451AV1 | TENNESEE GAS PIPELINE 7.00000 10/15/2028 | US | 2,225,000 | $2,823,188.16 | |
| 89052KAA3 | TOORAK MORTGAGE CORP 4.45830 03/25/2022 | US | 5,000,000 | $5,087,832.50 | |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,247,124.12 | $1,251,893.25 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 4,376,269.65 | $4,428,050.55 | |
| 89175VAA1 | TPMT 2018-2 A1 3.25000 03/25/2058 | US | 1,562,064.65 | $1,596,598.31 | |
| 89177EAA7 | TPMT 2019-HY1 A1 2.82275 10/25/2048 | US | 4,264,188.78 | $4,286,968.50 | |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 2,335,546.57 | $2,335,052.37 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 1,665,000 | $1,660,587.75 | |
| 90261XHN5 | UBS AG STAMFORD CT FLT 2.98763 06/01/2020 | CH | 8,000,000 | $8,036,179.76 | |
| 912828B25 | UNITED STATES TREAS INFL INDEX 0.62500 01/15/2024 | US | 45,004,581.5 | $45,767,207.99 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 46,013,520 | $45,767,275.89 | |
| 912828Q60 | TSY INFL IX N/B 0.12500 04/15/2021 | US | 46,752,743.1 | $46,375,899.63 | |
| 92343VDY7 | VERIZON COMMUNICATIONS 4.12500 03/16/2027 | US | 9,000,000 | $10,036,423.17 | |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 2,250,000 | $2,188,125.00 | |
| 92888DAB1 | VFET 2019-1A A2 2.90000 11/15/2021 | US | 1,000,000 | $1,004,898.70 | |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 1,195,000 | $1,203,380.77 | |
| 92935JBC8 | WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 | US | 1,451,339.67 | $1,485,465.75 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 2.97125 12/15/2033 | US | 7,000,000 | $7,004,340.70 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 1,470,000 | $1,492,050.00 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 1,350,000 | $1,367,845.52 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 4,000,000 | $4,170,578.04 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 439,067 | $440,063.86 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 623,639.14 | $635,064.21 | |
| 98162EAC1 | WOART 2017-A A3 Mtge 1.93000 09/15/2022 | US | 2,366,089.55 | $2,363,434.09 | |
| 98162KAD5 | WOLS 2017-A A4 Mtge 2.32000 08/15/2022 | US | 750,000 | $750,262.35 | |
| 98162VAB5 | WOART 2019-B A2 MTGE 2.63000 06/15/2022 | US | 3,885,000 | $3,903,695.01 | |
| 98162XAB1 | WOLS 2019-A A2 2.89000 11/15/2021 | US | 2,554,124.61 | $2,567,859.67 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 2,860,000 | $2,688,400.00 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 126,000,000 | $6,542,384.53 | |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 35,000,000 | $1,832,394.15 | |
| BBG00NKCYV59 | EURO BUXL 30Y BND DEC19 | DE | -25 | $277,955.27 | |
| BBG00NKCYV68 | EURO-BUND FUTURE DEC19 | DE | -150 | $613,773.39 | |
| BBG00NKZN3P0 | US 10YR ULTRA FUT DEC19 | US | -553 | $1,102,925.32 | |
| BBG00NPL8Z18 | US 5YR NOTE (CBT) DEC19 | US | -200 | $136,990.00 | |
| BBG00NPL8ZS9 | US 2YR NOTE (CBT) DEC19 | US | 1,670 | -$741,068.98 | |
| BBG00NQKT9P8 | LONG GILT FUTURE DEC19 | GB | -141 | $330,382.46 | |
| BBG00PYYDPP5 | UEAF0P 1.1200 COMB | EU | 200 | $172,500.00 | |
| BBG00PYYDST5 | UEAF0C 1.1200 COMB | EU | 200 | $285,000.00 | |
| BGDM907 | DIANA SHIPPING INC 9.50000 09/27/2023 | MH | 4,450,000 | $4,383,250.00 | |
| BZ121X9 | EURONAV LUXEMBOURG SA 7.50000 05/31/2022 | LU | 1,800,000 | $1,836,000.00 | |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 1,753,000 | $1,823,120.00 |
Investments will change over time.
All investments involve risks, including possible loss of principal. There is an inverse relationship between bond prices and interest rates; as interest rates rise, bond prices (and therefore the value of bond funds) fall. Likewise, as interest rates fall, bond prices and the value of bond funds rise. Investments in higher-yielding, lower-rated securities involve additional risks, including a higher risk of default and loss of principal. Funds that invest in foreign countries may be subject to the risks of adverse changes in foreign economic, political, regulatory and other conditions as well as risks related to the use of different financial standards. Investments in emerging markets may be more volatile than investments in more developed markets. Investments in derivatives can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses.
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