Inflation Focused Fund
Daily price w/o sales charge as of 07/18/2018
$11.85
$0.00
YTD Returns w/o sales charge as of 07/18/2018
1.65%
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
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.
Yield
Dividend Yield 1 as of 07/18/2018
| w/o sales charge | 4.02% |
30-Day Standardized Yield 2 as of 06/30/2018
| 2.79% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Basicsas of 06/29/2018
- Total Net Assets
- $1.40 B
- Inception Date
- 04/29/2011
- Dividend Frequency
- Monthly
- Fund Expense Ratio
- 0.50%
- Number of Holdings
- 1462
- CUSIP
- 54400U502
- Minimum Initial Investment
- $1,000,000+
Fund Expense Ratio :
0.50%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.55% | 3.84% | 1.49% | 0.51% | - | 0.78% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.03% | 1.89% | 1.52% | 1.01% | - | - |
Fund Expense Ratio :
0.50%
Fund Expense Ratio :
0.50%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.55% | 3.84% | 1.49% | 0.51% | - | 0.78% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.03% | 1.89% | 1.52% | 1.01% | - | - |
Fund Expense Ratio :
0.50%
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 of future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| U.S. Government Related | |
| Bank Loans | |
| Sovereign | |
| MBS | |
| 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 06/29/2018 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
Supported By
59
Investment Professionals with 15
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 07/18/2018
| w/o sales charge | 4.02% |
30-Day Standardized Yield 2 as of 06/30/2018
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.79% | 2.79% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.50%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.55% | 3.84% | 1.49% | 0.51% | - | 0.78% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.03% | 1.89% | 1.52% | 1.01% | - | - |
Fund Expense Ratio :
0.50%
Fund Expense Ratio :
0.50%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.55% | 3.84% | 1.49% | 0.51% | - | 0.78% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.03% | 1.89% | 1.52% | 1.01% | - | - |
Fund Expense Ratio :
0.50%
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 of future results.
| Year | Fund Returns |
|---|
| 2017 | 1.45% |
| 2016 | 5.25% |
| 2015 | -2.02% |
| 2014 | -5.01% |
| 2013 | -1.50% |
| 2012 | 10.02% |
| 2011 | -3.31% |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2018 | 0.54% | 1.00% | - | - | 1.65% |
| 2017 | 0.78% | -1.56% | 1.27% | 0.98% | 1.45% |
| 2016 | -0.85% | -0.60% | 2.59% | 4.10% | 5.25% |
| 2015 | -0.13% | 1.77% | -4.63% | 1.08% | -2.02% |
| 2014 | 0.07% | 2.26% | -2.76% | -4.54% | -5.01% |
| 2013 | 0.62% | -3.70% | 1.38% | 0.27% | -1.50% |
| 2012 | 5.39% | -0.87% | 3.14% | 2.10% | 10.02% |
| 2011 | - | - | -5.93% | 2.26% | -3.31% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Rating | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| U.S. Government Related | |
| Bank Loans | |
| Sovereign | |
| MBS | |
| 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 06/29/2018
| 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.
Portfolio Details as of 06/29/2018
- Total Net Assets
- $1.40 B
- Number of Issues
- 1462
- Average Coupon
- 3.96%
- Average Life
- 2.44 Years
- Average Maturity
- 2.44 Years
- Average Effective Duration
- 2.13 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 | 2.500% | 05/31/2020 | 2.1% |
| U.S. Treasury Note/Bond | 2.500% | 06/30/2020 | 2.0% |
| J.P.Morgan Securities LLC | 0.010% | - | 1.6% |
| Province of Ontario, Canada | 2.200% | 10/03/2022 | 0.8% |
| Chase Issuance Trust | 1.270% | 07/15/2021 | 0.7% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.6% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.6% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.5% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.5% |
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.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 05/31/2020 | 4.5% |
| Province of Ontario, Canada | 2.200% | 10/03/2022 | 0.8% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.5% |
| BBCMS 2018-TALL Mortgage Trust | 2.641% | 03/15/2037 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 2.598% | 01/20/2022 | 0.5% |
| U.S. Treasury Note/Bond | 2.750% | 05/31/2023 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.4% |
| Synchrony Credit Card Master Note Trust | 2.640% | 03/15/2023 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 06/01/2022 | 0.4% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Barclays Dryrock Issuance Trust | 2.219% | 05/15/2023 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.4% |
| Citigroup Commercial Mortgage Trust | 4.019% | 09/15/2027 | 0.4% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.3% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.590% | 03/15/2037 | 0.3% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.198% | 01/15/2026 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.3% |
| Magnetite VII Ltd | 3.148% | 01/15/2028 | 0.3% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.3% |
| West CLO 2014-2 Ltd | 3.218% | 01/16/2027 | 0.3% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.3% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.3% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.3% |
| FREMF 2015-K721 Mortgage Trust | 3.565% | 11/25/2047 | 0.3% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.3% |
| Thacher Park CLO Ltd. | 3.519% | 10/20/2026 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| Ally Auto Receivables Trust | 2.100% | 03/16/2020 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.3% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.3% |
| Ontario Teachers' Finance Trust | 2.750% | 04/16/2021 | 0.3% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.375% | 07/21/2022 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Discover Bank | 7.000% | 04/15/2020 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Credit Suisse Mortgage Capital Certificates | 3.639% | 11/15/2034 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.249% | 03/15/2023 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| BDS 2018-FL1 | 2.789% | 01/15/2035 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.2% |
| COMM Mortgage Trust | 5.319% | 05/15/2045 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.319% | 03/15/2023 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 2.810% | 04/20/2021 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.822% | 04/15/2026 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 2.582% | 01/25/2046 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.2% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 3.705% | 11/14/2026 | 0.2% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| First National Master Note Trust 2017-2 | 2.359% | 10/16/2023 | 0.2% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Dryden 30 Senior Loan Fund | 3.163% | 11/15/2028 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-5 | 2.740% | 12/15/2021 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Magnetite XVIII Ltd | 3.743% | 11/15/2028 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.356% | 03/15/2037 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 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% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.2% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.2% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.2% |
| TCF Auto Receivables Owner Trust 2015-2 | 4.240% | 08/15/2022 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.948% | 02/22/2032 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| Ares XXXIII CLO Ltd. | 3.375% | 12/05/2025 | 0.2% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.555% | 04/18/2025 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| Government National Mortgage Association | 1.170% | 12/16/2054 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.2% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.2% |
| First Investors Auto Owner Trust 2015-1 | 2.710% | 06/15/2021 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| PFP 2017-3 Ltd. | 5.419% | 01/14/2035 | 0.2% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.2% |
| CPI Swap | 0.010% | 08/23/2026 | 0.2% |
| Invitation Homes, Inc. | 3.734% | 02/07/2022 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| Parallel 2015-1 Ltd | 3.209% | 07/20/2027 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.2% |
| Federal National Mortgage Assoc. | 1.909% | 03/01/2042 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.2% |
| Carlyle Global Market Strategies | 3.836% | 04/27/2027 | 0.2% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.2% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.2% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.465% | 08/05/2034 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.2% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| BBCMS Trust | 0.453% | 03/12/2036 | 0.1% |
| Dell Intl LLC | 3.490% | 12/31/2018 | 0.1% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.548% | 08/20/2030 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.1% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.1% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.162% | 08/15/2046 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| CPI Swap | 0.010% | 07/22/2026 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Panera Bread Company | 3.938% | 07/18/2022 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| Dell International LLC | 3.740% | 09/07/2021 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.1% |
| PFP 2017-3 Ltd. | 3.669% | 01/14/2035 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.1% |
| CPI Swap | 0.010% | 07/18/2026 | 0.1% |
| Mountain View CLO X Ltd | 3.162% | 10/13/2027 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Alexion Pharmaceuticals | 3.436% | 06/22/2020 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.469% | 03/15/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.100% | 04/15/2031 | 0.1% |
| A10 Term Asset Financing 2017-1 LLC | 2.340% | 03/15/2036 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| BX Trust 2017-SLCT | 3.969% | 07/15/2034 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| N-Star REL CDO Ltd. | 2.327% | 02/01/2041 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Maple Escrow Subsidiary Inc | 4.057% | 05/25/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.916% | 05/05/2035 | 0.1% |
| Goldman Sachs Group, Inc. | 2.862% | 04/26/2022 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Birchwood Park CLO Ltd. | 3.528% | 07/15/2026 | 0.1% |
| WhiteHorse VIII Ltd | 3.808% | 05/01/2026 | 0.1% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.649% | 10/15/2034 | 0.1% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.1% |
| General Cable Corp. | 5.750% | 10/01/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Madison Avenue Trust | 4.034% | 10/12/2032 | 0.1% |
| OneMain Financial Holdings, Inc. | 7.250% | 12/15/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Crown Castle Int'l Corp. | 3.392% | 01/21/2021 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| BX Trust 2017-SLCT | 5.069% | 07/15/2034 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.473% | 05/08/2030 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.000% | 10/01/2021 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| BNP Paribas S.A. | 3.500% | 03/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 0.1% |
| Morgan Stanley | 2.633% | 02/14/2020 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Morgan Stanley | 2.925% | 01/20/2022 | 0.1% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| CarMax Auto Owner Trust | 2.440% | 11/16/2020 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 3.419% | 10/10/2032 | 0.1% |
| COMM Mortgage Trust | 3.685% | 05/10/2048 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.121% | 11/01/2043 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.342% | 05/05/2030 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.443% | 07/22/2024 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| UBS-BAMLL Trust | 3.663% | 06/10/2030 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| BWAY Mortgage Trust | 0.403% | 03/10/2033 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.169% | 08/15/2034 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 3.409% | 01/28/2031 | 0.1% |
| Statoil ASA | 7.875% | 12/09/2022 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.770% | 08/15/2020 | 0.1% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| BX Trust 2017-SLCT | 2.839% | 07/15/2034 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| CPI Swap | 0.010% | 09/30/2024 | 0.1% |
| GE Capital Credit Card Master Note Trust | 2.220% | 01/15/2022 | 0.1% |
| UBS AG London | 2.450% | 12/01/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| California Republic Auto Receivables Trust | 2.510% | 02/16/2021 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.621% | 09/05/2032 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Jamestown CLO VII Ltd. | 3.190% | 07/25/2027 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.311% | 03/15/2045 | 0.1% |
| Federal National Mortgage Assoc. | 1.909% | 12/01/2045 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| GS Mortgage Securities Trust | 1.444% | 06/10/2046 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.829% | 10/15/2045 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Keurig Green Mountain Inc | 3.000% | 03/03/2021 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.769% | 01/15/2033 | 0.1% |
| Aleris International, Inc. | 9.500% | 04/01/2021 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| UBS Group Funding Switzerland AG | 3.550% | 05/23/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.250% | 07/01/2020 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| CPI Swap | 0.010% | 05/27/2019 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| BA Credit Card Trust | 2.309% | 10/15/2021 | 0.1% |
| CPI Swap | 0.010% | 08/22/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| BX Trust 2017-SLCT | 3.119% | 07/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.1% |
| Kindred Healthcare, Inc. | 8.000% | 01/15/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.1% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Spectra Energy Partners L.P. | 2.950% | 09/25/2018 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.059% | 06/15/2028 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.369% | 10/15/2033 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.229% | 10/15/2034 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| BAT International Finance plc | 1.850% | 06/15/2018 | 0.1% |
| CGRBS Commercial Mortgage Trust | 3.369% | 03/13/2035 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.916% | 05/05/2035 | 0.1% |
| BX Trust 2017-APPL | 2.799% | 07/15/2034 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Dryden XXV Senior Loan Fund | 3.698% | 10/15/2027 | 0.1% |
| BX Trust 2017-APPL | 5.069% | 07/15/2034 | 0.1% |
| COMM Mortgage Trust | 3.898% | 03/10/2031 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.562% | 12/15/2048 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Dryden 34 Senior Loan Fund | 3.508% | 10/15/2026 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 3.409% | 01/28/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Avid Automobile Receivables Trust 2018-1 | 2.840% | 08/15/2023 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| BMC Software Finance, Inc. | 8.125% | 07/15/2021 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.073% | 05/08/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.508% | 09/10/2049 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| COMM Mortgage Trust | 3.868% | 07/13/2031 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Jamestown CLO VII Ltd. | 3.660% | 07/25/2027 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 3.245% | 01/18/2029 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.1% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| CPI Swap | 0.010% | 08/04/2026 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.769% | 07/15/2032 | 0.1% |
| MBNA Credit Card Master Note Trust | 2.179% | 08/16/2021 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| CPI Swap | 0.010% | 02/06/2019 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Regions Bank, Birmingham, AL | 2.250% | 09/14/2018 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Japan Bank for International Cooperation/Japan | 2.375% | 11/16/2022 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 0.597% | 03/10/2049 | 0.1% |
| Morgan Stanley Capital I Trust | 2.091% | 03/15/2045 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Vodafone Group plc | 3.308% | 01/16/2024 | 0.1% |
| BX Trust 2018-BILT | 2.700% | 05/15/2035 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Energy Transfer Partners LP / Regency Energy Finan | 5.750% | 09/01/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.419% | 12/15/2036 | 0.1% |
| Republic of Argentina | 6.250% | 04/22/2019 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| Citigroup, Inc. | 3.056% | 10/27/2022 | 0.1% |
| CSMC 2017-HD Trust | 2.869% | 02/15/2031 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| Information Technology | 2.914% | 01/28/2019 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Commercial Mortgage Trust | 5.752% | 07/10/2038 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.136% | 04/10/2046 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.689% | 12/15/2034 | 0.1% |
| Cent CLO Ltd. | 3.482% | 07/23/2025 | 0.1% |
| Becton, Dickinson & Co. | 2.944% | 12/29/2020 | 0.1% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| Banco Santander S.A. | 3.848% | 04/12/2023 | 0.1% |
| CPI Swap | 0.010% | 11/14/2024 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Huntington National Bank | 2.581% | 03/10/2020 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.400% | 10/21/2019 | 0.1% |
| Oaktree CLO Ltd. | 3.229% | 10/20/2027 | 0.1% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.1% |
| Banco Santander S.A. | 3.125% | 02/23/2023 | 0.1% |
| Fifth Third Auto Trust 2017-1 | 2.030% | 07/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| CEVA Group plc | 9.000% | 09/01/2020 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| CPI Swap | 0.010% | 04/01/2019 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Seneca Park CLO Ltd. | 3.473% | 07/17/2026 | 0.1% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 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% |
| Sempra Energy | 2.209% | 01/15/2021 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 2.180% | 06/08/2020 | 0.1% |
| Orbital ATK, Inc. | 5.500% | 10/01/2023 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| GS Mortgage Securities Corp. II | 3.435% | 12/10/2027 | 0.1% |
| Republic of Argentina | 3.375% | 01/15/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| BX Trust 2017-APPL | 3.969% | 07/15/2034 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.527% | 06/05/2032 | 0.1% |
| Dominion Resources, Inc. | 2.500% | 12/01/2019 | 0.1% |
| ZF North America Capital, Inc. | 4.000% | 04/29/2020 | 0.1% |
| BX Trust 2018-GW | 2.700% | 05/15/2035 | 0.1% |
| RAIT 2017-FL7 Trust | 2.869% | 06/15/2037 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.619% | 12/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.878% | 07/15/2034 | 0.1% |
| CSMC 2016-MFF | 5.419% | 11/15/2033 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Hewlett Packard Enterprise Co. | 3.626% | 10/05/2018 | 0.1% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.1% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| OCP CLO 2015-10 Ltd | 3.662% | 10/26/2027 | 0.1% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.1% |
| COMM Mortgage Trust | 3.161% | 10/15/2031 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| eBay, Inc. | 2.253% | 08/01/2019 | 0.1% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.649% | 03/10/2046 | 0.0% |
| Intesa Sanpaolo SpA | 3.125% | 07/14/2022 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Industrial & Commercial Bank of China Ltd. | 2.541% | 11/08/2020 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.0% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.0% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| Bermuda Government International Bond | 4.138% | 01/03/2023 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 5.750% | 04/18/2023 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Kindred Healthcare, Inc. | 8.750% | 01/15/2023 | 0.0% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.0% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.0% |
| ENI SpA | 4.150% | 10/01/2020 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.674% | 11/11/2041 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| ING Bank NV | 5.800% | 09/25/2023 | 0.0% |
| RBS Commercial Funding Inc 2013-GSP Trust | 3.834% | 01/13/2032 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.090% | 09/15/2050 | 0.0% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.0% |
| PFS Financing Corp. | 2.319% | 02/15/2022 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| CSMC 2016-MFF | 4.419% | 11/15/2033 | 0.0% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.0% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.0% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.604% | 08/15/2047 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.0% |
| Sinopec Group Overseas Development 2016 Ltd | 2.125% | 05/03/2019 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.269% | 06/15/2029 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| General Electric Capital Corp. / LJ VP Holdings LL | 3.800% | 06/18/2019 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 5.597% | 11/15/2043 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.869% | 07/15/2032 | 0.0% |
| CPI Swap | 0.010% | 08/24/2026 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Avery Point CLO Ltd. | 3.333% | 07/17/2026 | 0.0% |
| Buckeye Partners L.P. | 4.875% | 02/01/2021 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| Studio City Finance Ltd. | 8.500% | 12/01/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.214% | 05/15/2045 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.0% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.0% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | 1.012% | 10/15/2049 | 0.0% |
| CSMC 2017-HD Trust | 5.569% | 02/15/2031 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| Cavalry CLO IV Ltd | 3.698% | 10/15/2026 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.0% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.0% |
| Total System Services, Inc. | 4.000% | 06/01/2023 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| FREMF Mortgage Trust | 4.491% | 10/25/2030 | 0.0% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.0% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.019% | 12/15/2030 | 0.0% |
| CSMC Trust 2017-PFHP | 2.869% | 12/15/2030 | 0.0% |
| FREMF Mortgage Trust | 3.750% | 02/25/2045 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Studio City Co Ltd | 7.250% | 11/30/2021 | 0.0% |
| Citigroup, Inc. | 2.705% | 04/25/2022 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.428% | 06/15/2045 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| BX Trust 2018-GW | 3.670% | 05/15/2035 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| Summit Materials LLC | 6.125% | 07/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Intesa Sanpaolo SpA | 3.375% | 01/12/2023 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| Discover Bank | 3.350% | 02/06/2023 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.0% |
| Country Garden Holdings Co. Ltd. | 7.500% | 03/09/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| H/2 Asset Funding Ltd. | 3.848% | 03/19/2037 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| AerCap Ireland Capital Ltd. | 4.625% | 10/30/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.800% | 04/15/2031 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.0% |
| CPI Swap | 0.010% | 03/22/2041 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.720% | 05/15/2023 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.178% | 07/15/2034 | 0.0% |
| Microchip Technology, Inc. | 3.922% | 06/01/2021 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.448% | 11/15/2049 | 0.0% |
| H/2 Asset Funding Ltd. | 3.615% | 06/24/2049 | 0.0% |
| CPI Swap | 0.010% | 03/02/2024 | 0.0% |
| Illinois, IL | 6.200% | 07/01/2021 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.655% | 08/15/2049 | 0.0% |
| Energy Transfer Partners LP | 4.650% | 06/01/2021 | 0.0% |
| Allegro CLO IV Ltd | 3.748% | 01/15/2029 | 0.0% |
| BBCMS Trust | 0.205% | 09/10/2028 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.0% |
| Hospitality 2017-HIT Mortgage Trust | 3.103% | 05/08/2030 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| CPI Swap | 0.010% | 04/11/2026 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Banco Bilbao Vizcaya Argentaria, S.A. | 3.000% | 10/20/2020 | 0.0% |
| Morgan Stanley Capital I Trust | 2.819% | 02/15/2034 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.975% | 03/10/2046 | 0.0% |
| COMM Mortgage Trust | 1.199% | 03/10/2046 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| Daimler Finance North America LLC | 2.450% | 05/18/2020 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Anglo American Capital plc | 3.750% | 04/10/2022 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.669% | 10/15/2033 | 0.0% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 10/01/2045 | 0.0% |
| Perusahaan Penerbit SBSN Indonesia III | 3.750% | 03/01/2023 | 0.0% |
| CSMC Trust 2017-PFHP | 3.519% | 12/15/2030 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| Santander Holdings USA, Inc. | 2.700% | 05/24/2019 | 0.0% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.036% | 12/15/2047 | 0.0% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.0% |
| Turkiye Halk Bankasi AS | 3.875% | 02/05/2020 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| LMREC 2015-CRE, Inc. | 5.468% | 02/22/2032 | 0.0% |
| CPI Swap | 0.010% | 11/14/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Flowserve Corp. | 2.725% | 10/14/2020 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 2.810% | 05/25/2034 | 0.0% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.0% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.0% |
| CVS Caremark Corp. | 3.350% | 03/09/2021 | 0.0% |
| Phillips 66 | 2.372% | 04/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 06/01/2038 | 0.0% |
| CPI Swap | 0.010% | 05/26/2036 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.0% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.440% | 02/15/2023 | 0.0% |
| Vulcan Materials Co. | 2.570% | 03/01/2021 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Morgan Stanley Capital I Trust | 3.269% | 02/15/2034 | 0.0% |
| FREMF Mortgage Trust | 3.362% | 05/25/2045 | 0.0% |
| Phillips 66 | 2.918% | 02/26/2021 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| Braskem Netherlands Finance BV | 3.500% | 01/10/2023 | 0.0% |
| Morgan Stanley Capital I Trust | 6.419% | 02/15/2034 | 0.0% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.0% |
| BX Trust 2018-BILT | 3.670% | 05/15/2035 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 12/01/2045 | 0.0% |
| CSMC 2017-HD Trust | 4.419% | 02/15/2031 | 0.0% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.0% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.0% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| CPI Swap | 0.010% | 10/14/2026 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.0% |
| CSMC 2017-HD Trust | 3.269% | 02/15/2031 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Manufacturers & Traders Trust Co | 3.116% | 12/28/2020 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Pacific Gas & Electric Co. | 2.537% | 11/28/2018 | 0.0% |
| SLM Private Education Loan Trust | 5.169% | 05/16/2044 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.150% | 03/25/2067 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Morgan Stanley Capital I Trust | 5.319% | 02/15/2034 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| CSMC Trust 2016-NXSR | 0.112% | 12/15/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.200% | 04/15/2031 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| CPI Swap | 0.010% | 09/02/2018 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| CPI Swap | 0.010% | 11/07/2019 | 0.0% |
| Keurig Green Mountain, Inc | 3.250% | 03/03/2021 | 0.0% |
| Florida Gas Transmission Co., LLC | 3.875% | 07/15/2022 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| COMM Mortgage Trust | 0.532% | 06/10/2046 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.019% | 07/15/2032 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2018 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.759% | 06/15/2045 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.0% |
| Government National Mortgage Association | 0.889% | 06/16/2054 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 10/01/2035 | 0.0% |
| FREMF Mortgage Trust | 4.030% | 11/25/2044 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.083% | 11/15/2049 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| COMM Mortgage Trust | 1.792% | 10/15/2045 | 0.0% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Bombardier, Inc. | 7.500% | 12/01/2024 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.055% | 05/15/2047 | 0.0% |
| CPI Swap | 0.010% | 06/30/2042 | 0.0% |
| Hyundai Capital America | 3.450% | 03/12/2021 | 0.0% |
| Csail Commercial Mortgage Trust | 0.000% | 06/15/2057 | 0.0% |
| Hospitality 2017-HIT Mortgage Trust | 3.273% | 05/08/2030 | 0.0% |
| CVS Caremark Corp. | 3.125% | 03/09/2020 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.0% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| CPI Swap | 0.010% | 11/21/2024 | 0.0% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.0% |
| Illinois, IL | 4.350% | 06/01/2018 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.500% | 05/26/2022 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Perusahaan Penerbit SBSN Indonesia III | 3.400% | 03/29/2022 | 0.0% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| UTEX Industries | 5.980% | 05/22/2021 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| BBCMS Trust | 3.821% | 09/05/2032 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 2.819% | 03/15/2021 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 12/01/2040 | 0.0% |
| Citigroup Mortgage Loan Trust | 2.037% | 07/25/2036 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.0% |
| Exeter Automobile Receivables Trust 2014-3 | 5.690% | 04/15/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.0% |
| Harvest Operations Corp. | 4.200% | 06/01/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.574% | 02/01/2038 | 0.0% |
| Huarong Finance Co Ltd | 4.000% | 07/17/2019 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| Syngenta Finance NV | 4.441% | 04/24/2023 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| ING Bank NV | 2.450% | 03/16/2020 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| DBUBS Mortgage Trust | 3.527% | 07/10/2044 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| CPI Swap | 0.010% | 07/24/2029 | 0.0% |
| CPI Swap | 0.010% | 07/31/2029 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| CPI Swap | 0.010% | 09/02/2022 | 0.0% |
| Government National Mortgage Association | 0.762% | 08/16/2054 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| CPI Swap | 0.010% | 11/22/2024 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| CPI Swap | 0.010% | 03/04/2024 | 0.0% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.0% |
| Westgate Resorts LLC | 3.250% | 12/20/2026 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.178% | 11/25/2026 | 0.0% |
| Martin Marietta Materials, Inc. | 2.980% | 05/22/2020 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 3.730% | 09/15/2023 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.269% | 07/15/2032 | 0.0% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.600% | 03/15/2029 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.710% | 07/15/2050 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.625% | 01/15/2021 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| COMM 2016-COR1 Mortgage Trust | 2.499% | 10/10/2049 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.585% | 12/01/2036 | 0.0% |
| CPI Swap | 0.010% | 05/21/2025 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.316% | 09/13/2031 | 0.0% |
| CFCRE Commercial Mortgage Trust | 5.754% | 12/15/2047 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.289% | 02/25/2032 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.723% | 02/01/2037 | 0.0% |
| Morgan Stanley Capital I Trust | 0.089% | 07/13/2029 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.757% | 09/01/2036 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.199% | 11/10/2049 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| South Carolina Electric & Gas Co. | 6.500% | 11/01/2018 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.0% |
| DLL Securitization Trust 2017-A | 1.500% | 11/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| GTH Finance BV | 6.250% | 04/26/2020 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Fiat Chrysler Automobiles N.V. | 5.250% | 04/15/2023 | 0.0% |
| FREMF Mortgage Trust | 3.812% | 06/25/2047 | 0.0% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.669% | 03/15/2027 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.782% | 12/10/2054 | 0.0% |
| PFP 2017-3 Ltd. | 2.969% | 01/14/2035 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.791% | 08/15/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.000% | 07/19/2020 | 0.0% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.0% |
| Provincia de Buenos Aires, Argentina | 9.375% | 09/14/2018 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 01/01/2038 | 0.0% |
| Equate Petrochemical BV | 3.000% | 03/03/2022 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| HD Supply, Inc. | 5.750% | 04/15/2024 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.0% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| DBUBS Mortgage Trust | 4.998% | 07/10/2044 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Morgan Stanley Capital I Trust | 3.569% | 02/15/2034 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.750% | 05/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.808% | 12/15/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.020% | 04/15/2031 | 0.0% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 09/01/2038 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.419% | 06/15/2029 | 0.0% |
| Federal-Mogul Corporation | 5.685% | 04/15/2021 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.510% | 09/15/2022 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.0% |
| Cherrywood SB Commercial Mortgage Loan Trust 2016- | 3.730% | 03/25/2049 | 0.0% |
| COMM Mortgage Trust | 1.206% | 08/10/2047 | 0.0% |
| CPI Swap | 0.010% | 12/01/2024 | 0.0% |
| Springleaf Funding Trust | 3.160% | 11/15/2024 | 0.0% |
| CPI Swap | 0.010% | 11/25/2024 | 0.0% |
| CPI Swap | 0.010% | 12/04/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.769% | 10/15/2033 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| CPI Swap | 0.010% | 12/14/2026 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Commercial Mortgage Pass-Through Certificates | 5.972% | 02/15/2041 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 2.430% | 01/18/2022 | 0.0% |
| CPI Swap | 0.010% | 12/13/2019 | 0.0% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.436% | 06/10/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.724% | 06/15/2048 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 04/01/2040 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 12/01/2040 | 0.0% |
| CPI Swap | 0.010% | 12/14/2019 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Kindred Healthcare, Inc. | 6.375% | 04/15/2022 | 0.0% |
| Newell Rubbermaid, Inc. | 2.875% | 12/01/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 03/01/2039 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.552% | 10/09/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| FREMF Mortgage Trust | 4.158% | 09/25/2044 | 0.0% |
| Vornado DP LLC Trust | 2.970% | 09/13/2028 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| GLP Financing, LLC | 3.434% | 04/28/2021 | 0.0% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Bear Stearns Deutsche Bank Trust | 5.008% | 09/15/2027 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| CPI Swap | 0.010% | 12/08/2024 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.349% | 11/15/2033 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.041% | 11/15/2047 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.949% | 03/10/2049 | 0.0% |
| CPI Swap | 0.010% | 07/20/2029 | 0.0% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.0% |
| CPI Swap | 0.010% | 04/26/2025 | 0.0% |
| Government National Mortgage Association | 0.929% | 01/16/2055 | 0.0% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.0% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 4.129% | 04/10/2034 | 0.0% |
| CPI Swap | 0.010% | 10/25/2032 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| CPI Swap | 0.010% | 05/03/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.584% | 07/15/2045 | 0.0% |
| L-3 Communications Corp. | 4.950% | 02/15/2021 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 08/01/2018 | 0.0% |
| CPI Swap | 0.010% | 01/11/2025 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| UTEX Industries | 9.230% | 05/22/2022 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| CPI Swap | 0.010% | 12/05/2019 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| GS Mortgage Securities Trust | 1.968% | 11/10/2045 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C4 | 1.744% | 05/10/2058 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| COMM Mortgage Trust | 5.990% | 07/10/2046 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| CPI Swap | 0.010% | 12/02/2024 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.0% |
| CPI Swap | 0.010% | 01/08/2027 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| CPI Swap | 0.010% | 04/22/2025 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| Westgate Resorts LLC | 2.150% | 12/20/2026 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| CPI Swap | 0.010% | 01/08/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 2.750% | 09/16/2046 | 0.0% |
| CPI Swap | 0.010% | 12/09/2024 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.575% | 04/01/2037 | 0.0% |
| CPI Swap | 0.010% | 02/05/2025 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.916% | 05/15/2048 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| SLM Student Loan Trust | 2.480% | 03/25/2026 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| CPI Swap | 0.010% | 12/30/2023 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| New Century Home Equity Loan Trust | 4.518% | 08/25/2035 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 12/01/2038 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.432% | 08/10/2049 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.211% | 10/05/2031 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Analog Devices, Inc. | 2.850% | 03/12/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.596% | 05/01/2036 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 08/01/2038 | 0.0% |
| CPI Swap | 0.010% | 04/18/2024 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 03/01/2038 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| CPI Swap | 0.010% | 04/28/2020 | 0.0% |
| Nexen, Inc. | 6.200% | 07/30/2019 | 0.0% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.135% | 04/15/2047 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series Trust | 1.286% | 04/15/2046 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.400% | 06/12/2047 | 0.0% |
| GS Mortgage Securities Trust | 3.849% | 12/10/2043 | 0.0% |
| CPI Swap | 0.010% | 01/10/2020 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| CPI Swap | 0.010% | 12/05/2024 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| CPI Swap | 0.010% | 04/12/2022 | 0.0% |
| Sequoia Mortgage Trust | 3.000% | 09/25/2042 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.590% | 10/01/2038 | 0.0% |
| CPI Swap | 0.010% | 03/02/2019 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| YPF S.A. | 9.339% | 08/15/2018 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| GS Mortgage Securities Trust | 0.817% | 11/10/2048 | 0.0% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.0% |
| CPI Swap | 0.010% | 06/22/2025 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.230% | 07/10/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.564% | 05/15/2047 | 0.0% |
| FREMF Mortgage Trust | 3.002% | 10/25/2047 | 0.0% |
| CPI Swap | 0.010% | 05/02/2021 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| CPI Swap | 0.010% | 12/14/2024 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| CPI Swap | 0.010% | 05/31/2028 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| CPI Swap | 0.010% | 11/21/2036 | 0.0% |
| CIT Group, Inc. | 3.875% | 02/19/2019 | 0.0% |
| Government National Mortgage Association | 2.500% | 03/16/2049 | 0.0% |
| CPI Swap | 0.010% | 01/06/2026 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.266% | 04/15/2047 | 0.0% |
| CPI Swap | 0.010% | 11/17/2036 | 0.0% |
| Federal National Mortgage Assoc. | 1.909% | 08/01/2037 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| DBWF Mortgage Trust | 0.423% | 06/10/2034 | 0.0% |
| CPI Swap | 0.010% | 06/01/2028 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.376% | 06/10/2027 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| FX USD/EUR 12/18 | 0.000% | 12/20/2018 | 0.0% |
| LSTAR Commercial Mortgage Trust | 1.000% | 01/20/2041 | 0.0% |
| FX USD/EUR 12/18 | 0.000% | 12/20/2018 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| CPI Swap | 0.010% | 03/20/2022 | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| Afren plc | 10.250% | 04/08/2019 | 0.0% |
| Afren plc | 11.500% | 02/01/2016 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.034% | 06/10/2027 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| Eneva SA | 0.000% | - | 0.0% |
| US LONG BOND(CBT) SEP18 | 0.000% | 09/28/2018 | 0.0% |
| US 10YR NOTE (CBT)SEP18 | 0.000% | 09/28/2018 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| Wand Merger Corp | 0.000% | 04/27/2019 | 0.0% |
| Wand Merger Corp | 0.000% | 04/27/2019 | 0.0% |
| Energizer Holdings Inc | 0.000% | 05/18/2019 | 0.0% |
| Wand Merger Corp | 0.000% | 04/27/2019 | 0.0% |
| CPI Swap | 0.010% | 04/05/2029 | 0.0% |
| US 5YR NOTE (CBT) SEP18 | 0.000% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 03/28/2029 | 0.0% |
| US 2YR NOTE (CBT) SEP18 | 0.000% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 01/23/2033 | 0.0% |
| CPI Swap | 0.010% | 01/25/2033 | 0.0% |
| CPI Swap | 0.010% | 03/16/2029 | 0.0% |
| CPI Swap | 0.010% | 03/21/2024 | 0.0% |
| CPI Swap | 0.010% | 02/01/2038 | 0.0% |
| CPI Swap | 0.010% | 03/23/2032 | 0.0% |
| CPI Swap | 0.010% | 12/16/2036 | 0.0% |
| CPI Swap | 0.010% | 03/10/2032 | 0.0% |
| CPI Swap | 0.010% | 02/20/2038 | 0.0% |
| CPI Swap | 0.010% | 03/06/2032 | 0.0% |
| CPI Swap | 0.010% | 02/26/2038 | 0.0% |
| CPI Swap | 0.010% | 03/15/2029 | 0.0% |
| CPI Swap | 0.010% | 01/30/2038 | 0.0% |
| CPI Swap | 0.010% | 02/26/2038 | 0.0% |
| CPI Swap | 0.010% | 12/23/2031 | 0.0% |
| CPI Swap | 0.010% | 02/24/2022 | 0.0% |
| CPI Swap | 0.010% | 03/21/2032 | 0.0% |
| CPI Swap | 0.010% | 05/03/2030 | 0.0% |
| CPI Swap | 0.010% | 01/26/2029 | 0.0% |
| CPI Swap | 0.010% | 04/17/2030 | 0.0% |
| CPI Swap | 0.010% | 02/12/2033 | 0.0% |
| CPI Swap | 0.010% | 05/24/2028 | 0.0% |
| CPI Swap | 0.010% | 03/08/2032 | 0.0% |
| CPI Swap | 0.010% | 02/07/2032 | 0.0% |
| CPI Swap | 0.010% | 03/14/2029 | 0.0% |
| CPI Swap | 0.010% | 12/13/2031 | 0.0% |
| CPI Swap | 0.010% | 05/21/2028 | 0.0% |
| CPI Swap | 0.010% | 02/08/2029 | 0.0% |
| CPI Swap | 0.010% | 02/15/2029 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| CPI Swap | 0.010% | 02/06/2038 | 0.0% |
| CPI Swap | 0.010% | 05/16/2028 | 0.0% |
| CPI Swap | 0.010% | 12/08/2031 | 0.0% |
| CPI Swap | 0.010% | 02/27/2029 | 0.0% |
| CPI Swap | 0.010% | 02/16/2028 | 0.0% |
| CPI Swap | 0.010% | 07/10/2025 | 0.0% |
| CPI Swap | 0.010% | 01/18/2029 | 0.0% |
| CPI Swap | 0.010% | 01/13/2029 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| CPI Swap | 0.010% | 10/25/2019 | 0.0% |
| CPI Swap | 0.010% | 05/11/2028 | 0.0% |
| CPI Swap | 0.010% | 04/26/2030 | 0.0% |
| CPI Swap | 0.010% | 02/13/2029 | 0.0% |
| CPI Swap | 0.010% | 01/24/2029 | 0.0% |
| CPI Swap | 0.010% | 02/01/2032 | 0.0% |
| CPI Swap | 0.010% | 12/05/2022 | 0.0% |
| CPI Swap | 0.010% | 08/18/2019 | 0.0% |
| CPI Swap | 0.010% | 11/21/2022 | 0.0% |
| CPI Swap | 0.010% | 04/18/2030 | 0.0% |
| CPI Swap | 0.010% | 02/10/2022 | 0.0% |
| CPI Swap | 0.010% | 05/22/2022 | 0.0% |
| CPI Swap | 0.010% | 06/09/2022 | 0.0% |
| CPI Swap | 0.010% | 05/25/2023 | 0.0% |
| CPI Swap | 0.010% | 11/03/2018 | 0.0% |
| CPI Swap | 0.010% | 08/27/2023 | 0.0% |
| CPI Swap | 0.010% | 06/04/2020 | 0.0% |
| CPI Swap | 0.010% | 11/10/2022 | 0.0% |
| CPI Swap | 0.010% | 02/10/2023 | 0.0% |
| CPI Swap | 0.010% | 06/16/2018 | 0.0% |
| CPI Swap | 0.010% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 09/01/2019 | 0.0% |
| CPI Swap | 0.010% | 03/31/2026 | 0.0% |
| CPI Swap | 0.010% | 11/09/2020 | 0.0% |
| CPI Swap | 0.010% | 01/11/2021 | 0.0% |
| CPI Swap | 0.010% | 11/13/2018 | 0.0% |
| CPI Swap | 0.010% | 01/21/2021 | 0.0% |
| CPI Swap | 0.010% | 01/20/2021 | 0.0% |
| CPI Swap | 0.010% | 06/23/2022 | 0.0% |
| CPI Swap | 0.010% | 10/22/2022 | 0.0% |
| CPI Swap | 0.010% | 02/09/2021 | 0.0% |
| CPI Swap | 0.010% | 11/18/2018 | 0.0% |
| CPI Swap | 0.010% | 07/15/2018 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 0.0% |
| CPI Swap | 0.010% | 11/30/2031 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 0.0% |
| CPI Swap | 0.010% | 06/30/2026 | 0.0% |
| CPI Swap | 0.010% | 02/17/2021 | 0.0% |
| CPI Swap | 0.010% | 06/27/2020 | 0.0% |
| CPI Swap | 0.010% | 06/03/2020 | 0.0% |
| CPI Swap | 0.010% | 06/13/2020 | 0.0% |
| CPI Swap | 0.010% | 01/24/2021 | 0.0% |
| CPI Swap | 0.010% | 12/07/2031 | 0.0% |
| CPI Swap | 0.010% | 08/06/2020 | 0.0% |
| CPI Swap | 0.010% | 11/21/2023 | 0.0% |
| CPI Swap | 0.010% | 09/07/2022 | 0.0% |
| CPI Swap | 0.010% | 02/03/2021 | 0.0% |
| CPI Swap | 0.010% | 07/29/2021 | 0.0% |
| CPI Swap | 0.010% | 08/20/2021 | 0.0% |
| CPI Swap | 0.010% | 01/26/2021 | 0.0% |
| CPI Swap | 0.010% | 12/16/2020 | 0.0% |
| CPI Swap | 0.010% | 08/25/2023 | 0.0% |
| CPI Swap | 0.010% | 04/11/2020 | 0.0% |
| CPI Swap | 0.010% | 01/20/2026 | 0.0% |
| CPI Swap | 0.010% | 07/11/2019 | 0.0% |
| CPI Swap | 0.010% | 01/14/2021 | 0.0% |
| CPI Swap | 0.010% | 01/19/2021 | -0.1% |
| CPI Swap | 0.010% | 04/17/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2021 | -0.1% |
| CPI Swap | 0.010% | 07/22/2023 | -0.1% |
| CPI Swap | 0.010% | 04/26/2020 | -0.1% |
| CPI Swap | 0.010% | 06/08/2026 | -0.1% |
| CPI Swap | 0.010% | 06/20/2021 | -0.1% |
| CPI Swap | 0.010% | 09/04/2021 | -0.1% |
| CPI Swap | 0.010% | 10/01/2025 | -0.1% |
| CPI Swap | 0.010% | 04/05/2032 | -0.1% |
| CPI Swap | 0.010% | 05/09/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2023 | -0.1% |
| CPI Swap | 0.010% | 10/29/2021 | -0.1% |
| CPI Swap | 0.010% | 05/02/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2023 | -0.1% |
| CPI Swap | 0.010% | 07/05/2026 | -0.1% |
| CPI Swap | 0.010% | 03/30/2032 | -0.1% |
| CPI Swap | 0.010% | 02/11/2021 | -0.1% |
| CPI Swap | 0.010% | 08/02/2021 | -0.1% |
| CPI Swap | 0.010% | 04/17/2026 | -0.1% |
| CPI Swap | 0.010% | 03/28/2032 | -0.1% |
| CPI Swap | 0.010% | 10/05/2019 | -0.1% |
| CPI Swap | 0.010% | 05/13/2019 | -0.1% |
| CPI Swap | 0.010% | 10/18/2019 | -0.1% |
| CPI Swap | 0.010% | 05/13/2020 | -0.1% |
| CPI Swap | 0.010% | 01/04/2020 | -0.1% |
| CPI Swap | 0.010% | 04/27/2024 | -0.1% |
| CPI Swap | 0.010% | 06/07/2021 | -0.1% |
| CPI Swap | 0.010% | 04/27/2023 | -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% | 10/11/2020 | -0.1% |
| CPI Swap | 0.010% | 12/13/2020 | -0.1% |
| CPI Swap | 0.010% | 06/26/2019 | -0.1% |
| CPI Swap | 0.010% | 02/04/2021 | -0.1% |
| CPI Swap | 0.010% | 03/22/2032 | -0.1% |
| CPI Swap | 0.010% | 09/20/2021 | -0.1% |
| CPI Swap | 0.010% | 10/25/2021 | -0.1% |
| CPI Swap | 0.010% | 04/24/2023 | -0.1% |
| CPI Swap | 0.010% | 04/23/2023 | -0.1% |
| CPI Swap | 0.010% | 09/14/2024 | -0.1% |
| CPI Swap | 0.010% | 02/28/2021 | -0.1% |
| CPI Swap | 0.010% | 02/19/2021 | -0.1% |
| CPI Swap | 0.010% | 07/08/2022 | -0.1% |
| CPI Swap | 0.010% | 08/01/2019 | -0.1% |
| CPI Swap | 0.010% | 02/07/2033 | -0.2% |
| CPI Swap | 0.010% | 07/23/2023 | -0.2% |
| CPI Swap | 0.010% | 04/03/2023 | -0.2% |
| CPI Swap | 0.010% | 05/02/2021 | -0.2% |
| CPI Swap | 0.010% | 04/24/2023 | -0.2% |
| CPI Swap | 0.010% | 02/21/2022 | -0.2% |
| CPI Swap | 0.010% | 03/12/2022 | -0.2% |
| CPI Swap | 0.010% | 04/11/2022 | -0.2% |
| CPI Swap | 0.010% | 06/26/2023 | -0.2% |
| CPI Swap | 0.010% | 03/20/2022 | -0.2% |
| CPI Swap | 0.010% | 03/25/2022 | -0.2% |
| CPI Swap | 0.010% | 02/26/2022 | -0.2% |
| CPI Swap | 0.010% | 02/15/2033 | -0.2% |
| CPI Swap | 0.010% | 03/05/2038 | -0.3% |
| CPI Swap | 0.010% | 01/16/2038 | -0.3% |
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
Dividends & Cap Gains
Dividend Payments
Dividend Payments
For
- YTD Dividends Paidas of 07/18/2018
- $0.233
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 06/30/2018 | $0.03968 | $11.86 |
| Daily | Daily | 05/31/2018 | $0.03837 | $11.85 |
| Daily | Daily | 04/30/2018 | $0.04074 | $11.91 |
| Daily | Daily | 03/31/2018 | $0.03747 | $11.86 |
| Daily | Daily | 02/28/2018 | $0.03905 | $11.92 |
| Daily | Daily | 01/31/2018 | $0.03803 | $11.97 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 07/31/2018 |
| Daily | Daily | 08/31/2018 |
| Daily | Daily | 09/30/2018 |
| Daily | Daily | 10/31/2018 |
| Daily | Daily | 11/30/2018 |
| Daily | Daily | 12/31/2018 |
Fees & Expenses
Fees & Expenses
Expense Ratioas of 06/30/2018
| 0.50% |
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Commentary
Publish Date:11/03/2015
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Flyer
Publish Date:11/03/2015
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Capital Markets Presentation
Publish Date:11/03/2015
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