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Fund Holdings1,2 as of Dec 31, 2019

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Inflation Indexed Bonds 0.13% 04/15/2022 2.25%
Dell International LLC / EMC Corp 4.42% 06/15/2021 1.88%
ENEL FINANCE AMERICA 0.00% 01/07/2020 1.49%
Bank of America Corp 3.50% 05/17/2022 1.42%
PNC Financial Services Group Inc 2.20% 11/01/2024 1.41%
Capital One Financial Corp 2.66% 01/30/2023 1.29%
United States Dollar 1.28%
CVS Health Corp 4.10% 03/25/2025 1.27%
Fannie Mae Connecticut Avenue Securities 4.79% 07/25/2024 1.25%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 1.23%
Jabil Inc 0.00% 02/06/2020 1.17%
Connecticut Avenue Securities Trust 2019-R02 4.09% 08/25/2031 1.15%
United States Treasury Note/Bond 1.50% 11/30/2021 1.03%
United States Treasury Note/Bond 1.50% 11/30/2024 1.02%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.99%
Avis Budget Rental Car Funding AESOP LLC 3.22% 07/20/2021 0.97%
United States Treasury Note/Bond 1.88% 01/31/2022 0.94%
United States Treasury Note/Bond 1.88% 02/28/2022 0.94%
United States Treasury Note/Bond 1.88% 03/31/2022 0.94%
United States Treasury Note/Bond 2.00% 12/31/2021 0.94%
Ally Financial Inc 4.13% 03/30/2020 0.94%
Bank of America Corp 2.82% 07/21/2023 0.88%
Bank of Nova Scotia 2.38% 01/18/2023 0.88%
SBA Tower Trust 2.84% 01/15/2025 0.83%
Morgan Stanley Capital I Trust 2019-BPR 3.14% 05/15/2036 0.83%
Prosper Marketplace Issuance Trust Series 2018-2 3.96% 10/15/2024 0.83%
Citigroup Inc 2.88% 07/24/2023 0.82%
Ford Motor Credit Co LLC 2.68% 06/12/2020 0.82%
Conn's Receivables Funding 2019-B LLC 2.66% 06/17/2024 0.79%
OneMain Financial Issuance Trust 2017-1 2.37% 09/14/2032 0.79%
RETL 2019-RVP 3.29% 03/15/2036 0.78%
Becton Dickinson and Co 2.89% 06/06/2022 0.74%
Motel 6 Trust 2017-MTL6 3.14% 08/15/2034 0.71%
Bank of America NA 3.34% 01/25/2023 0.71%
SpringCastle Funding Asset-Backed Notes 2019-A 3.20% 05/27/2036 0.71%
Morgan Stanley 3.34% 10/24/2023 0.71%
Credit Acceptance Auto Loan Trust 2017-1 3.04% 12/15/2025 0.71%
Becton Dickinson and Co 2.84% 12/29/2020 0.71%
Athene Global Funding 3.32% 07/01/2022 0.71%
Marlette Funding Trust 2019-2 3.13% 07/16/2029 0.70%
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2 2.47% 10/15/2026 0.70%
Fannie Mae Connecticut Avenue Securities 4.69% 07/25/2024 0.68%
Freddie Mac STACR Trust 2019-DNA3 3.84% 07/25/2049 0.68%
Avant Loans Funding Trust 2019-B 2.72% 10/15/2026 0.67%
Ford Motor Credit Co LLC 2.98% 08/03/2022 0.65%
Avis Budget Rental Car Funding AESOP LLC 2.50% 07/20/2021 0.65%
Fannie Mae Connecticut Avenue Securities 6.69% 11/25/2024 0.64%
Avangrid Inc 3.15% 12/01/2024 0.63%
Freddie Mac STACR Trust 2019-DNA2 4.24% 03/25/2049 0.62%
Bank of Montreal 2.05% 11/01/2022 0.62%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.62%
Tesla Auto Lease Trust 2019-A 2.16% 10/20/2022 0.61%
Enel Finance International NV 2.65% 09/10/2024 0.61%
Enterprise Fleet Financing LLC 2.04% 02/22/2022 0.59%
Freddie Mac Stacr Trust 2019-HQA1 4.14% 02/25/2049 0.58%
Hewlett Packard Enterprise Co 2.76% 10/05/2021 0.58%
JPMorgan Chase & Co 2.44% 03/09/2021 0.58%
VB-S1 Issuer LLC 3.07% 06/15/2046 0.58%
Citigroup Inc 2.31% 11/04/2022 0.57%
Kraft Heinz Foods Co 2.72% 08/10/2022 0.56%
Fannie Mae Connecticut Avenue Securities 4.39% 05/25/2024 0.55%
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.75% 10/15/2020 0.55%
Citigroup Inc 2.70% 03/30/2021 0.54%
Discover Bank 4.68% 08/09/2028 0.53%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.59% 07/25/2030 0.53%
Jabil Inc 3.95% 01/12/2028 0.53%
Morgan Stanley 4.88% 11/01/2022 0.52%
WestJet Airlines Ltd 3.50% 06/16/2021 0.52%
Oportun Funding IX LLC 3.91% 07/08/2024 0.51%
Chesapeake Funding II LLC 2.12% 11/15/2029 0.50%
Bank of America Corp 2.46% 10/22/2025 0.50%
Oportun Funding VIII LLC 4.45% 03/08/2024 0.50%
Citigroup Inc 3.14% 01/24/2023 0.50%
NextEra Energy Operating Partners LP 4.25% 09/15/2024 0.49%
Thunderbolt Aircraft Lease Ltd 4.21% 05/17/2032 0.49%
Progress Residential 2015-SFR3 Trust 5.66% 11/12/2032 0.49%
JABIL INC 0.00% 01/06/2020 0.49%
FOCUS Brands Funding LLC 3.86% 04/30/2047 0.48%
Morgan Stanley 3.13% 01/23/2023 0.48%
FORD MOTOR CREDIT CO 0.00% 11/04/2020 0.47%
CVS Health Corp 3.70% 03/09/2023 0.47%
Jabil Inc 4.70% 09/15/2022 0.47%
Citigroup Inc 2.65% 10/26/2020 0.46%
nVent Finance Sarl 3.95% 04/15/2023 0.46%
Tapestry Inc 4.13% 07/15/2027 0.46%
Tesla Auto Lease Trust 2018-B 3.71% 08/20/2021 0.45%
Planet Fitness Master Issuer LLC 4.26% 09/05/2048 0.44%
Small Business Lending Trust 2019-A 2.85% 07/15/2026 0.43%
Capital One Financial Corp 3.30% 10/30/2024 0.42%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.42%
Bank of America Corp 2.88% 04/24/2023 0.42%
Morgan Stanley 3.12% 05/08/2024 0.42%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.42%
Citigroup Inc 2.75% 04/25/2022 0.42%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.84% 07/25/2030 0.42%
BX Commercial Mortgage Trust 2019-XL 2.82% 10/15/2036 0.42%
Springleaf Funding Trust 2015-B 3.48% 05/15/2028 0.41%
Oportun Funding VI LLC 3.23% 06/08/2023 0.39%
Fannie Mae Connecticut Avenue Securities 2.44% 05/25/2030 0.38%
Bank of America Corp 3.55% 03/05/2024 0.37%
DXC Technology Co 4.45% 09/18/2022 0.37%
Toorak Mortgage Corp 2018-1 Ltd 4.34% 08/25/2021 0.37%
Broadridge Financial Solutions Inc 3.95% 09/01/2020 0.37%
Bank of America Corp 3.12% 01/20/2023 0.35%
DRIVEN BRANDS FUNDING LLC 5.22% 07/20/2045 0.35%
Tesla Auto Lease Trust 2019-A 2.01% 12/18/2020 0.35%
BX Commercial Mortgage Trust 2019-XL 2.66% 10/15/2036 0.35%
Nacional Financiera SNC 3.38% 11/05/2020 0.35%
Hardee's Funding LLC 4.25% 06/20/2048 0.35%
AbbVie Inc 2.24% 05/21/2021 0.34%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.34%
Seagate HDD Cayman 4.88% 03/01/2024 0.34%
Hertz Fleet Lease Funding LP 2.22% 05/10/2032 0.33%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.33%
Connecticut Avenue Securities Trust 2019-R06 2.54% 09/25/2039 0.33%
Conn's Receivables Funding 2019-B LLC 3.62% 06/17/2024 0.33%
Hewlett Packard Enterprise Co 2.57% 03/12/2021 0.33%
Goldman Sachs Group Inc 2.91% 07/24/2023 0.32%
Synovus Financial Corp 3.13% 11/01/2022 0.32%
Credit Acceptance Corp 5.13% 12/31/2024 0.32%
Asurion 4.70% 11/03/2023 0.32%
Comcast Corp 2.54% 10/01/2021 0.32%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.29% 03/25/2030 0.31%
Grupo Bimbo SAB de CV 4.50% 01/25/2022 0.30%
PPD 4.30% 08/18/2022 0.30%
Infor Lawson 4.69% 02/01/2022 0.30%
Synchrony Financial 4.50% 07/23/2025 0.30%
OneMain Financial Issuance Trust 2017-1 2.54% 09/14/2032 0.30%
Vantage Data Centers Issuer LLC 4.07% 02/16/2043 0.29%
Goldman Sachs Group Inc 2.88% 10/31/2022 0.29%
Digital Realty Trust LP 2.75% 02/01/2023 0.29%
Connecticut Avenue Securities Trust 2019-R01 4.24% 07/25/2031 0.29%
Prosper Marketplace Issuance Trust Series 2018-2 3.35% 10/15/2024 0.29%
JPMorgan Chase & Co 2.51% 06/18/2022 0.29%
Alliance Data Systems Corp 4.75% 12/15/2024 0.28%
Centene Corp 4.25% 12/15/2027 0.28%
Freddie Mac STACR Trust 2019-HQA2 3.84% 04/25/2049 0.28%
American Airlines 2013-2 Class B Pass Through Trust 5.60% 07/15/2020 0.27%
Ford Motor Credit Co LLC 3.34% 03/18/2021 0.26%
Radian Group Inc 4.88% 03/15/2027 0.26%
JSL Europe SA 7.75% 07/26/2024 0.26%
Horizon Aircraft Finance II Ltd 3.72% 07/15/2039 0.26%
Jack in the Box Funding LLC 3.98% 08/25/2049 0.26%
Ford Motor Credit Co LLC 2.88% 10/12/2021 0.26%
California Health Facilities Financing Authority 2.21% 06/01/2025 0.25%
Motel 6 Trust 2017-MTL6 2.66% 08/15/2034 0.25%
Horizon Aircraft Finance III Ltd 3.43% 11/15/2039 0.25%
Newmark Group Inc 6.13% 11/15/2023 0.25%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.25%
Oceaneering International Inc 4.65% 11/15/2024 0.24%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.24%
RETL 2019-RVP 2.89% 03/15/2036 0.24%
Progress Residential 2019-SFR3 Trust 2.27% 09/17/2036 0.24%
Avis Budget Rental Car Funding AESOP LLC 2.50% 02/20/2021 0.23%
Crown Castle International Corp 3.40% 02/15/2021 0.23%
Change Healthcare 4.30% 03/01/2024 0.23%
NXP BV / NXP Funding LLC 4.63% 06/01/2023 0.23%
Prosper Marketplace Issuance Trust Series 2018-1 3.90% 06/17/2024 0.23%
SMBC Aviation Capital Finance DAC 3.55% 04/15/2024 0.23%
NXP BV / NXP Funding LLC 4.63% 06/15/2022 0.22%
Epicor 5.05% 06/01/2022 0.22%
City of San Francisco CA Public Utilities Commission Water Revenue 1.86% 11/01/2021 0.21%
Crown Castle International Corp 3.20% 09/01/2024 0.21%
Hyland Software, Inc. 5.30% 07/01/2024 0.21%
Motel 6 Trust 2017-MTL6 2.93% 08/15/2034 0.20%
Cushman Wakefield 5.05% 08/21/2025 0.20%
Capital One NA 2.65% 08/08/2022 0.20%
Synchrony Financial 4.25% 08/15/2024 0.20%
ExteNet LLC 2019-1 3.20% 07/26/2049 0.20%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.19%
Adams Outdoor Advertising LP 4.81% 11/15/2048 0.19%
Avolon TLB Borrower 1 (US) LLC 3.51% 01/15/2025 0.18%
SolarCity LMC Series III LLC 4.02% 07/20/2044 0.18%
SMBC Aviation Capital Finance DAC 2.65% 07/15/2021 0.18%
American Airlines 2016-1 Class B Pass Through Trust 5.25% 01/15/2024 0.18%
Connecticut Avenue Securities Trust 2019-R05 2.54% 07/25/2039 0.18%
Avant Loans Funding Trust 2018-A 3.95% 12/15/2022 0.17%
Synchrony Financial 3.13% 02/03/2020 0.17%
Conagra Brands Inc 2.70% 10/22/2020 0.17%
Azul Investments LLP 5.88% 10/26/2024 0.17%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.54% 03/25/2030 0.17%
Ziggo 4.24% 04/15/2025 0.16%
Sprint Communications, Inc. 4.31% 02/02/2024 0.16%
Crown Castle Towers LLC 3.22% 05/15/2022 0.16%
ExteNet LLC 2019-1 4.14% 07/26/2049 0.16%
Freddie Mac STACR Trust 2019-DNA4 2.41% 10/25/2049 0.16%
Springleaf Funding Trust 2016-A 2.90% 11/15/2029 0.16%
SMBC Aviation Capital Finance DAC 3.00% 07/15/2022 0.15%
Dell International LLC / EMC Corp 5.88% 06/15/2021 0.15%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.15%
Regions Financial Corp 2.75% 08/14/2022 0.15%
Penske Truck Leasing Co Lp / PTL Finance Corp 3.38% 02/01/2022 0.15%
Tesla Auto Lease Trust 2019-A 2.13% 04/20/2022 0.14%
California Health Facilities Financing Authority 2.02% 06/01/2024 0.14%
Fannie Mae Connecticut Avenue Securities 2.47% 10/25/2030 0.14%
Avant Loans Funding Trust 2019-A 3.48% 07/15/2022 0.14%
Connecticut Avenue Securities Trust 2019-R05 3.79% 07/25/2039 0.14%
Prime Security Services Borrower LLC / Prime Finance Inc 9.25% 05/15/2023 0.14%
Westinghouse Air Brake Technologies Corp 3.19% 09/15/2021 0.14%
Fannie Mae Connecticut Avenue Securities 2.51% 01/25/2031 0.13%
Tesla Auto Lease Trust 2019-A 2.20% 11/21/2022 0.13%
Connecticut Avenue Securities Trust 2018-R07 4.19% 04/25/2031 0.13%
Ford Motor Credit Co LLC 2.85% 04/05/2021 0.13%
Marsh & McLennan Cos Inc 3.16% 12/29/2021 0.12%
Capital One NA 2.25% 09/13/2021 0.12%
California Health Facilities Financing Authority 1.97% 06/01/2023 0.11%
NextGear Floorplan Master Owner Trust 2.56% 10/17/2022 0.11%
Credit Acceptance Auto Loan Trust 2017-2 2.55% 02/17/2026 0.11%
Consumer Loan Underlying Bond Credit Trust 2019-P1 2.94% 07/15/2026 0.11%
American Airlines 2015-2 Class B Pass Through Trust 4.40% 09/22/2023 0.11%
Attachmate / Micro Focus 4.30% 06/21/2024 0.11%
Chesapeake Funding II LLC 1.91% 08/15/2029 0.11%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.80% 06/10/2027 0.10%
CenturyLink, Inc. 4.55% 01/31/2025 0.10%
Motel 6 Trust 2017-MTL6 3.89% 08/15/2034 0.10%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.59% 05/25/2028 0.10%
Oscar US Funding X LLC 3.10% 04/11/2022 0.10%
Credit Acceptance Auto Loan Trust 2017-3 2.65% 06/15/2026 0.10%
RESIMAC Bastille Trust Series 2018-1NC 2.99% 12/16/2059 0.10%
Freddie Mac STACR Trust 2019-DNA3 2.52% 07/25/2049 0.09%
Ford Motor Credit Co LLC 4.14% 02/15/2023 0.09%
Conn's Receivables Funding 2019-A LLC 3.40% 10/16/2023 0.09%
Freddie Mac STACR 2019-HQA3 3.64% 09/25/2049 0.09%
NXP BV / NXP Funding LLC 3.88% 09/01/2022 0.09%
Iron Mountain Inc 4.38% 06/01/2021 0.09%
United States Department of Housing and Urban Development 2.55% 08/01/2020 0.09%
Prosper Marketplace Issuance Trust Series 2017-1 5.37% 09/15/2023 0.08%
CVS Pass-Through Trust 6.04% 12/10/2028 0.08%
Fannie Mae Connecticut Avenue Securities 4.44% 02/25/2030 0.08%
SoFi Professional Loan Program 2015-B LLC 3.52% 03/25/2036 0.08%
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 3.36% 09/20/2021 0.08%
Western Digital Corp 4.75% 02/15/2026 0.08%
Trimble Inc 4.75% 12/01/2024 0.07%
Multifamily Connecticut Avenue Securities Trust 2019-01 5.04% 10/15/2049 0.07%
Prosper Marketplace Issuance Trust Series 2017-1 5.80% 06/15/2023 0.07%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.59% 12/25/2029 0.07%
Fannie Mae Connecticut Avenue Securities 2.64% 11/25/2029 0.06%
Fannie Mae Connecticut Avenue Securities 2.39% 07/25/2030 0.06%
United States Department of Housing and Urban Development 2.57% 08/01/2021 0.06%
Tesla Auto Lease Trust 2018-B 4.12% 10/20/2021 0.06%
Prosper Marketplace Issuance Trust Series 2018-1 4.87% 06/17/2024 0.06%
Discover Bank 3.10% 06/04/2020 0.06%
Freddie Mac STACR 2019-HQA3 2.54% 09/25/2049 0.06%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.04% 11/25/2028 0.05%
SolarWinds Holdings, Inc. 4.55% 02/05/2024 0.05%
Level 3 Financing Inc. 3.55% 03/01/2027 0.04%
Horizon Aircraft Finance III Ltd 4.46% 11/15/2039 0.04%
Bombardier Recreational Products, Inc. 3.70% 05/23/2025 0.04%
RenewFund Receivables Trust 2015-1 3.51% 04/15/2025 0.04%
Conn's Receivables Funding 2018-A LLC 4.65% 01/15/2023 0.04%
City of San Francisco CA Public Utilities Commission Water Revenue 1.98% 11/01/2023 0.04%
EMC Corp 2.65% 06/01/2020 0.04%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.54% 09/25/2028 0.04%
City of San Francisco CA Public Utilities Commission Water Revenue 1.95% 11/01/2022 0.04%
Verizon Owner Trust 2017-2 1.92% 12/20/2021 0.04%
Sierra Timeshare 2015-3 Receivables Funding LLC 3.08% 09/20/2032 0.03%
Go Daddy 3.55% 02/15/2024 0.03%
Commonbond Student Loan Trust 2015-A 3.20% 06/25/2032 0.03%
Prestige Brands, Inc. 3.80% 01/26/2024 0.03%
City of San Francisco CA Public Utilities Commission Water Revenue 2.08% 11/01/2024 0.03%
Rexnord LLC 3.54% 08/21/2024 0.03%
Extended Stay America 3.80% 09/18/2026 0.03%
Dell Equipment Finance Trust 2017-2 2.19% 10/24/2022 0.03%
Sierra Timeshare 2015-2 Receivables Funding LLC 3.02% 06/20/2032 0.03%
Conn's Receivables Funding 2018-A LLC 3.25% 01/15/2023 0.03%
OneMain Direct Auto Receivables Trust 2017-2 2.31% 12/14/2021 0.02%
SoFi Professional Loan Program 2015-A LLC 2.42% 03/25/2030 0.02%
Multifamily Connecticut Avenue Securities Trust 2019-01 3.49% 10/15/2049 0.02%
Attachmate / Micro Focus 4.30% 06/21/2024 0.02%
CLUB Credit Trust 2017-P2 2.61% 01/15/2024 0.01%
CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2017-P1 3.56% 09/15/2023 0.00%
ALLIANCE MORTGAGE INVESTMENTS SER A CL A 0.00% 06/01/2020 0.00%