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Fund Holdings1,2 as of Mar 31, 2020

Holding Coupon Rate Maturity Date % of Net Assets
United States Dollar 12.79%
United States Treasury Inflation Indexed Bonds 0.75% 07/15/2028 3.49%
United States Treasury Note/Bond 1.38% 05/31/2020 2.22%
Prosper Marketplace Issuance Trust Series 2018-2 3.96% 10/15/2024 2.10%
Fannie Mae or Freddie Mac 2.50% 04/01/2049 2.04%
Calvert Floating-Rate Advantage Fund 0.00% 01/01/2222 1.85%
Freddie Mac STACR Trust 2019-DNA3 3.00% 07/25/2049 1.73%
United States Treasury Inflation Indexed Bonds 0.63% 04/15/2023 1.66%
American Airlines 2013-2 Class B Pass Through Trust 5.60% 07/15/2020 1.60%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 1.48%
Morgan Stanley 0.92% 06/10/2022 1.46%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 1.41%
RETL 2019-RVP 2.25% 03/15/2036 1.40%
Morgan Stanley Capital I Trust 2019-BPR 2.80% 05/15/2036 1.33%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 1.24%
Ford Motor Credit Co LLC 2.84% 08/03/2022 1.24%
OneMain Financial Issuance Trust 2016-1 4.57% 02/20/2029 1.20%
Conn's Receivables Funding 2019-A LLC 4.36% 10/16/2023 1.15%
Capital One Financial Corp 2.49% 01/30/2023 1.11%
Connecticut Avenue Securities Trust 2019-R02 3.25% 08/25/2031 1.09%
Avant Loans Funding Trust 2018-A 4.79% 05/15/2024 1.07%
Smithfield Foods Inc 0.00% 06/03/2020 1.02%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.75% 07/25/2030 0.99%
CGMS Commercial Mortgage Trust 2017-MDDR 2.95% 07/15/2030 0.98%
Becton Dickinson and Co 2.25% 12/29/2020 0.97%
Fannie Mae Connecticut Avenue Securities 3.15% 01/25/2030 0.93%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.87%
Helios Issuer LLC 8.00% 09/20/2049 0.86%
International Finance Corp 7.50% 05/09/2022 0.83%
Avant Loans Funding Trust 2019-B 2.72% 10/15/2026 0.80%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.45% 03/25/2030 0.78%
Fannie Mae Connecticut Avenue Securities 3.95% 07/25/2024 0.77%
Connecticut Avenue Securities Trust 2019-R01 3.40% 07/25/2031 0.76%
Ford Motor Credit Co LLC 1.57% 06/12/2020 0.76%
Sonic Capital LLC 3.85% 01/20/2050 0.73%
Macy's Retail Holdings Inc 3.63% 06/01/2024 0.73%
Brookfield Property Partners LP 5.75% 12/31/2049 0.72%
National Oilwell Varco Inc 3.60% 12/01/2029 0.69%
FOCUS Brands Funding LLC 3.86% 04/30/2047 0.68%
Oportun Funding VIII LLC 4.45% 03/08/2024 0.68%
Conn's Receivables Funding 2019-B LLC 3.62% 06/17/2024 0.65%
AG Issuer LLC 6.25% 03/01/2028 0.65%
CLUB Credit Trust 2017-P2 3.56% 01/15/2024 0.62%
MDC Holdings Inc 6.00% 01/15/2043 0.62%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.25% 09/25/2030 0.61%
Radian Group Inc 4.88% 03/15/2027 0.60%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.60%
Discover Bank 4.68% 08/09/2028 0.59%
Centene Corp 3.38% 02/15/2030 0.58%
Fannie Mae Connecticut Avenue Securities 5.85% 11/25/2024 0.57%
SpringCastle Funding Asset-Backed Notes 2019-A 3.20% 05/27/2036 0.57%
CGMS Commercial Mortgage Trust 2017-MDDR 1.80% 07/15/2030 0.56%
Dell International LLC / EMC Corp 5.88% 06/15/2021 0.56%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.84% 11/05/2032 0.52%
Seagate HDD Cayman 5.75% 12/01/2034 0.52%
Owens Corning 4.30% 07/15/2047 0.52%
Banco Santander SA 3.24% 02/23/2023 0.52%
American Airlines 2013-1 Class B Pass Through Trust 5.63% 01/15/2021 0.50%
Morgan Stanley 1.61% 01/20/2023 0.50%
Motel 6 Trust 2017-MTL6 1.89% 08/15/2034 0.49%
nVent Finance Sarl 4.55% 04/15/2028 0.49%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.00% 07/25/2030 0.49%
Discovery Communications LLC 5.20% 09/20/2047 0.48%
HAT Holdings I LLC / HAT Holdings II LLC 5.25% 07/15/2024 0.48%
Sprint Corp 7.25% 09/15/2021 0.47%
Connecticut Avenue Securities Trust 2018-R07 3.35% 04/25/2031 0.47%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.46%
DRIVEN BRANDS FUNDING LLC 5.22% 07/20/2045 0.46%
Small Business Lending Trust 2020-A 2.62% 12/15/2026 0.45%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.45%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.43% 06/10/2027 0.45%
Alliance Data Systems Corp 4.75% 12/15/2024 0.45%
Australia & New Zealand Banking Group Ltd 2.95% 07/22/2030 0.43%
Marlette Funding Trust 2018-3 4.63% 09/15/2028 0.42%
NuStar Energy LP 7.63% 12/31/2049 0.42%
Asurion 3.99% 11/03/2023 0.42%
CommScope Technologies LLC 6.00% 06/15/2025 0.42%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.20% 05/25/2025 0.42%
Banco BTG Pactual SA/Cayman Islands 4.50% 01/10/2025 0.42%
DRIVEN BRANDS FUNDING LLC 6.13% 07/20/2046 0.41%
Progress Residential 2015-SFR3 Trust 5.66% 11/12/2032 0.40%
International Bank for Reconstruction & Development 7.45% 08/20/2021 0.39%
Synovus Bank/Columbus GA 2.29% 02/10/2023 0.39%
Morgan Stanley Capital I Trust 2019-BPR 3.75% 05/15/2036 0.39%
Motel 6 Trust 2017-MTL6 2.10% 08/15/2034 0.39%
Connecticut Avenue Securities Trust 2019-R05 2.95% 07/25/2039 0.39%
Prosper Marketplace Issuance Trust Series 2017-1 5.37% 09/15/2023 0.39%
Western Digital Corp 4.75% 02/15/2026 0.38%
BBVA Bancomer SA/Texas 5.13% 01/18/2033 0.38%
DRIVEN BRANDS FUNDING LLC 3.98% 10/20/2049 0.38%
JSL Europe SA 7.75% 07/26/2024 0.38%
Tesla Auto Lease Trust 2019-A 2.41% 12/20/2022 0.38%
Freddie Mac STACR 2019-HQA3 1.70% 09/25/2049 0.38%
Nordstrom Inc 5.00% 01/15/2044 0.38%
Freddie Mac STACR Trust 2019-DNA2 3.40% 03/25/2049 0.37%
TJX Cos Inc 3.50% 04/15/2025 0.37%
Freddie Mac STACR Trust 2019-DNA4 2.90% 10/25/2049 0.36%
Conagra Brands Inc 2.38% 10/09/2020 0.36%
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 2.26% 03/15/2028 0.35%
Nordstrom Inc 4.38% 04/01/2030 0.35%
Prosper Marketplace Issuance Trust Series 2018-1 4.87% 06/17/2024 0.34%
Springleaf Funding Trust 2016-A 3.80% 11/15/2029 0.33%
Epicor 4.25% 06/01/2022 0.33%
Planet Fitness Master Issuer LLC 4.26% 09/05/2048 0.33%
ENGIE ENERGIA CHILE SA SR UNSECURED 144A 01/30 3.4 3.40% 01/28/2030 0.32%
Small Business Lending Trust 2019-A 2.85% 07/15/2026 0.32%
Prosper Marketplace Issuance Trust Series 2017-1 5.80% 06/15/2023 0.32%
Freddie Mac STACR Trust 2019-HQA2 3.00% 04/25/2049 0.31%
Hyland Software, Inc. 4.94% 07/01/2024 0.31%
Valmont Industries Inc 5.00% 10/01/2044 0.31%
Aflac Inc 0.31%
CVS Health Corp 3.75% 04/01/2030 0.30%
Toorak Mortgage Corp 2020-1 Ltd 2.73% 03/25/2023 0.30%
Adams Outdoor Advertising LP 4.81% 11/15/2048 0.30%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.29%
TJX Cos Inc 3.88% 04/15/2030 0.29%
Ellaktor Value Plc 6.38% 12/15/2024 0.29%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.28%
Cargo Aircraft Management Inc 4.75% 02/01/2028 0.28%
Toorak Mortgage Corp 2018-1 Ltd 4.34% 08/25/2021 0.28%
Tesla Auto Lease Trust 2019-A 5.48% 05/22/2023 0.28%
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2 2.47% 10/15/2026 0.28%
Connecticut Avenue Securities Trust 2019-R03 3.10% 09/25/2031 0.27%
CGMS Commercial Mortgage Trust 2017-MDDR 2.00% 07/15/2030 0.27%
SolarCity LMC Series III LLC 4.02% 07/20/2044 0.27%
Newmark Group Inc 6.13% 11/15/2023 0.26%
Azul Investments LLP 5.88% 10/26/2024 0.26%
Jabil Inc 3.60% 01/15/2030 0.25%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.25%
Ameriprise Financial Inc 0.25%
Sprint Communications, Inc. 3.50% 02/02/2024 0.24%
SolarCity LMC Series II LLC 4.59% 04/20/2044 0.24%
TerraForm Power Operating LLC 5.00% 01/31/2028 0.24%
CommScope Inc 8.25% 03/01/2027 0.24%
Infor Lawson 3.75% 02/01/2022 0.23%
Westinghouse Air Brake Technologies Corp 2.04% 09/15/2021 0.23%
PPD 3.50% 08/18/2022 0.23%
Jack in the Box Funding LLC 3.98% 08/25/2049 0.22%
Oportun Funding VIII LLC 3.61% 03/08/2024 0.22%
Avant Loans Funding Trust 2017-B 4.99% 11/15/2023 0.22%
Hardee's Funding LLC 4.25% 06/20/2048 0.22%
Ashtead Capital Inc 4.25% 11/01/2029 0.21%
CenturyLink, Inc. 3.24% 03/15/2027 0.20%
Ford Motor Credit Co LLC 3.09% 01/09/2023 0.20%
Fannie Mae Connecticut Avenue Securities 0.20%
Ford Motor Credit Co LLC 2.73% 10/12/2021 0.20%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.20%
Centene Corp 4.63% 12/15/2029 0.20%
ExteNet LLC 2019-1 4.14% 07/26/2049 0.20%
Change Healthcare 3.50% 03/01/2024 0.20%
State Street Corp 3.15% 03/30/2031 0.19%
Horizon Aircraft Finance II Ltd 4.70% 07/15/2039 0.19%
Raymond James Financial Inc 4.65% 04/01/2030 0.18%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.18%
Horizon Aircraft Finance II Ltd 6.90% 07/15/2039 0.18%
Attachmate / Micro Focus 3.49% 06/21/2024 0.18%
SUNNOVA HELIOS II ISSUER LLC 2018-1 0.18%
Centene Corp 4.25% 12/15/2027 0.17%
Oceaneering International Inc 4.65% 11/15/2024 0.17%
Multifamily Connecticut Avenue Securities Trust 2020-01 4.36% 03/25/2050 0.16%
PetSmart, Inc. 5.00% 03/11/2022 0.15%
Cushman Wakefield 3.74% 08/21/2025 0.14%
Hewlett Packard Enterprise Co 2.62% 10/05/2021 0.14%
Motel 6 Trust 2017-MTL6 3.95% 08/15/2034 0.14%
Synovus Financial Corp 5.90% 02/07/2029 0.14%
Motel 6 Trust 2017-MTL6 2.85% 08/15/2034 0.13%
Verizon Communications Inc 1.74% 03/16/2022 0.12%
Ziggo 3.20% 04/30/2028 0.12%
Sysco Corp 5.65% 04/01/2025 0.11%
SolarCity LMC Series III LLC 5.44% 07/20/2044 0.11%
Thunderbolt Aircraft Lease Ltd 4.50% 05/17/2032 0.11%
AT&T Inc 2.78% 07/15/2021 0.10%
Willis Engine Structured Trust V 6.66% 03/15/2045 0.09%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.09%
Consumer Loan Underlying Bond Credit Trust 2017-NP2 4.87% 01/16/2024 0.09%
DXC Technology Co 4.75% 04/15/2027 0.09%
Iron Mountain Inc 4.38% 06/01/2021 0.08%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.08%
SS&C Technologies Inc. 2.74% 04/16/2025 0.08%
InSite Issuer LLC 6.41% 11/15/2046 0.08%
Consumer Loan Underlying Bond Credit Trust 2019-P1 2.94% 07/15/2026 0.08%
Horizon Aircraft Finance III Ltd 4.46% 11/15/2039 0.08%
LUNAR AIRCRAFT 2020-1 LTD 4.34% 02/15/2045 0.08%
Avolon TLB Borrower 1 (US) LLC 2.52% 01/15/2025 0.07%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.40% 07/25/2030 0.07%
Freddie Mac STACR 2019-HQA3 2.80% 09/25/2049 0.07%
Freddie Mac Structured Agency Credit Risk Debt Notes 3.75% 05/25/2028 0.07%
Conn's Receivables Funding 2018-A LLC 4.65% 01/15/2023 0.07%
SolarWinds Holdings, Inc. 3.74% 02/05/2024 0.07%
Conagra Brands Inc 2.55% 10/22/2020 0.07%
Level 3 Financing Inc. 2.74% 03/01/2027 0.06%
SS&C Technologies Inc. 2.74% 04/16/2025 0.06%
Bombardier Recreational Products, Inc. 2.99% 05/24/2027 0.05%
American Airlines 2016-1 Class B Pass Through Trust 5.25% 01/15/2024 0.05%
Sierra Timeshare 2015-3 Receivables Funding LLC 3.08% 09/20/2032 0.05%
Multifamily Connecticut Avenue Securities Trust 2019-01 4.20% 10/15/2049 0.05%
Go Daddy 2.74% 02/15/2024 0.04%
Prestige Brands, Inc. 2.99% 01/26/2024 0.04%
Avant Loans Funding Trust 2019-A 3.48% 07/15/2022 0.04%
Conn's Receivables Funding 2019-A LLC 3.40% 10/16/2023 0.04%
Springleaf Funding Trust 2016-A 2.90% 11/15/2029 0.04%
Rexnord LLC 2.68% 08/21/2024 0.04%
Extended Stay America 2.99% 09/18/2026 0.03%
Focus Brands Funding LLC FOCUS 2017-1A 5.09% 04/30/2047 0.03%
Attachmate / Micro Focus 3.49% 06/21/2024 0.03%
EMC Corp 2.65% 06/01/2020 0.01%
Conn's Receivables Funding 2018-A LLC 3.25% 01/15/2023 0.01%
RenewFund Receivables Trust 2015-1 3.51% 04/15/2025 0.01%
Commonbond Student Loan Trust 2015-A 3.20% 06/25/2032 0.00%