Inflation Focused Fund
Daily price w/o sales charge as of 09/21/2017
$11.90
$0.02
YTD Returns w/o sales charge as of 09/21/2017
0.22%
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 09/21/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.97% | 3.81% |
| w/ sales charge | 3.88% | 3.73% |
30-Day Standardized Yield 2 as of 08/31/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 1.95% | 1.89% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 08/31/2017
Expense ratio details, Click here.
The net expense ratio takes into account contractual fee waivers/expense reimbursements that currently are scheduled to remain in place through 03/31/2018. For periods when fees and expenses were waived and/or reimbursed, the Fund benefited by not bearing such expenses. Without such fee waivers/reimbursements, performance would have been lower.
Fund Basicsas of 08/31/2017
- Total Net Assets
- $1.16 B
- Inception Date
- 04/29/2011
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1398
- CUSIP
- 54400U205
- Minimum Initial Investment
- $1,500+
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.34% | 5.13% | -1.39% | -0.31% | - | 0.16% |
| Lipper Category Avg. Inflation Protected Bond Funds | 1.94% | 1.04% | 0.33% | -0.14% | - | - |
| w/ sales charge | -2.58% | 2.76% | -2.13% | -0.77% | - | -0.20% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
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 | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 08/31/2017 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 and 14
Years Avg. Industry Experience
Contact a Representative
To contact your representative, enter your zip code and select your channel below.
Performance
Performance
Dividend Yield 1 as of 09/21/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.97% | 3.81% |
| w/ sales charge | 3.88% | 3.73% |
30-Day Standardized Yield 2 as of 08/31/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 1.95% | 1.89% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.34% | 5.13% | -1.39% | -0.31% | - | 0.16% |
| Lipper Category Avg. Inflation Protected Bond Funds | 1.94% | 1.04% | 0.33% | -0.14% | - | - |
| w/ sales charge | -2.58% | 2.76% | -2.13% | -0.77% | - | -0.20% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
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.
Best returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | 5.4 | 1.48 |
| 1-Yr | 9.95 | 3.08 |
Worst returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | -5.92 | -0.26 |
| 1-Yr | -5.63 | -0.42 |
Best & Worst returns reflect a cumulative return for the three-month and one-year periods.
| Year | Fund Returns |
|---|
| 2016 | 4.96% |
| 2015 | -2.22% |
| 2014 | -5.20% |
| 2013 | -1.76% |
| 2012 | 9.87% |
| 2011 | -3.48% |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2017 | 0.73% | -1.53% | - | - | 0.22% |
| 2016 | -0.90% | -0.65% | 2.45% | 4.05% | 4.96% |
| 2015 | -0.17% | 1.72% | -4.68% | 1.03% | -2.22% |
| 2014 | 0.02% | 2.20% | -2.74% | -4.66% | -5.20% |
| 2013 | 0.51% | -3.67% | 1.32% | 0.15% | -1.76% |
| 2012 | 5.40% | -0.99% | 3.16% | 2.05% | 9.87% |
| 2011 | - | - | -5.92% | 2.13% | -3.48% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 07/31/2017
The chart begins on the Fund's inception date of 04/29/2011.
Based on a hypothetical Class A share investment of $10,000 on 04/29/2011 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Rating | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Rating | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 08/31/2017
| 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 08/31/2017
- Total Net Assets
- $1.16 B
- Number of Issues
- 1398
- Average Coupon
- 3.91%
- Average Life
- 2.3 Years
- Average Maturity
- 2.3 Years
- Average Effective Duration
- 2.02 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 1.3% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 1.881% | 01/20/2022 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 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 | 1.375% | 06/30/2018 | 1.3% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 1.878% | 01/20/2022 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.5% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.640% | 03/15/2023 | 0.4% |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | 2.604% | 04/17/2025 | 0.4% |
| Barclays Dryrock Issuance Trust | 0.000% | 05/15/2023 | 0.4% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.4% |
| CarMax Auto Owner Trust | 1.560% | 11/16/2020 | 0.4% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.4% |
| Citigroup Commercial Mortgage Trust | 3.259% | 09/15/2027 | 0.4% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.4% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.4% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.4% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Carlyle Global Market Strategies CLO 2013-4 Ltd | 2.824% | 10/15/2025 | 0.3% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.3% |
| MP CLO VI Ltd. | 2.504% | 01/15/2027 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| Drive Auto Receivables Trust | 3.490% | 09/15/2023 | 0.3% |
| FREMF 2015-K721 Mortgage Trust | 3.565% | 11/25/2047 | 0.3% |
| CarMax Auto Owner Trust | 1.970% | 04/15/2022 | 0.3% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.3% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.3% |
| Ally Auto Receivables Trust | 2.100% | 03/16/2020 | 0.3% |
| Thacher Park CLO Ltd. | 2.153% | 10/20/2026 | 0.3% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| William Carter Co. | 5.250% | 08/15/2021 | 0.3% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.3% |
| Imperial Tobacco Finance plc | 2.050% | 02/11/2018 | 0.3% |
| UBS AG | 1.800% | 03/26/2018 | 0.3% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.3% |
| Credit Suisse Mortgage Capital Certificates | 3.639% | 11/15/2034 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 2.026% | 02/15/2030 | 0.3% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.3% |
| CG-CCRE Commercial Mortgage Trust | 2.176% | 06/15/2031 | 0.3% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.3% |
| Ares XXXIII CLO Ltd. | 2.568% | 12/05/2025 | 0.3% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.489% | 03/15/2023 | 0.3% |
| LCM XVIII LP | 2.817% | 04/20/2027 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.3% |
| COMM Mortgage Trust | 5.320% | 05/15/2045 | 0.3% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.3% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.3% |
| Government National Mortgage Association | 1.184% | 12/16/2054 | 0.2% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-5 | 2.740% | 12/15/2021 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| Medtronic,Inc. | 0.875% | 01/26/2018 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.626% | 03/15/2023 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 3.900% | 08/23/2037 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Federal National Mortgage Assoc. | 3.142% | 03/01/2042 | 0.2% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.2% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.2% |
| COMM Mortgage Trust | 3.875% | 06/08/2030 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| BBCMS Trust | 3.708% | 09/05/2032 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 4.100% | 08/23/2037 | 0.2% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.2% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.2% |
| CarMax Auto Owner Trust | 1.640% | 09/15/2020 | 0.2% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.2% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.2% |
| Cent CLO | 2.470% | 01/30/2025 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| BBCMS Trust | 0.471% | 03/12/2036 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.504% | 04/18/2025 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| First Investors Auto Owner Trust 2015-1 | 2.710% | 06/15/2021 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| Wind Acquisition Finance S.A. | 7.375% | 04/23/2021 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.946% | 10/15/2034 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| PFP 2017-3 Ltd. | 4.672% | 01/14/2035 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.2% |
| BlueMountain CLO Ltd. | 2.550% | 11/30/2026 | 0.2% |
| Compass Bank | 1.850% | 09/29/2017 | 0.2% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.2% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.2% |
| Carlyle Global Market Strategies | 2.787% | 04/27/2027 | 0.2% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.2% |
| Seminole Tribe of Florida | 6.535% | 10/01/2020 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.777% | 08/05/2034 | 0.2% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.2% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.2% |
| CPI Swap | 0.010% | 09/30/2024 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Seminole Tribe | 3.456% | 07/08/2024 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| Northwoods Capital Ltd. | 2.348% | 04/15/2025 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.2% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.2% |
| Hyundai Capital America | 2.875% | 08/09/2018 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.2% |
| BX Trust 2017-SLCT | 0.000% | 07/15/2034 | 0.2% |
| Dell International LLC | 3.490% | 06/02/2021 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.2% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.2% |
| PFP 2017-3 Ltd. | 2.974% | 01/14/2035 | 0.2% |
| TransAlta Corp. | 6.900% | 05/15/2018 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.2% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.2% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.1% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.101% | 11/01/2043 | 0.1% |
| Baidu, Inc. | 2.250% | 11/28/2017 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.1% |
| Hospitality Mortgage Trust | 5.724% | 05/08/2030 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Electricite de France SA | 0.000% | 01/05/2018 | 0.1% |
| EOG Resources, Inc. | 5.875% | 09/15/2017 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.1% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.1% |
| BX Trust 2017-SLCT | 0.000% | 07/15/2034 | 0.1% |
| Lukoil International Finance BV | 3.416% | 04/24/2018 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Bank of America Corp. | 5.000% | 05/13/2021 | 0.1% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.600% | 11/20/2017 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 08/14/2017 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 2.723% | 12/01/2045 | 0.1% |
| N-Star REL CDO Ltd. | 1.647% | 02/01/2041 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.1% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Birchwood Park CLO Ltd. | 2.484% | 07/15/2026 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Madison Avenue Trust | 4.034% | 10/12/2032 | 0.1% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.1% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.240% | 07/01/2020 | 0.1% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| U.S. Treasury Note/Bond | 0.875% | 10/15/2017 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.776% | 03/15/2027 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.1% |
| Fortress Credit BSL Ltd. | 2.486% | 01/19/2025 | 0.1% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| Hospitality Mortgage Trust | 4.774% | 05/08/2030 | 0.1% |
| GS Mortgage Securities Trust | 1.547% | 06/10/2046 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Abu Dhabi National Energy Co. | 2.500% | 01/12/2018 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.1% |
| BWAY Mortgage Trust | 0.403% | 03/10/2033 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| UBS AG London | 2.200% | 06/08/2020 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Macquarie Bank Ltd. | 1.797% | 10/27/2017 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Boxer Parent Co., Inc. | 9.000% | 10/15/2019 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| CPI Swap | 0.010% | 05/27/2019 | 0.1% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| BX Trust 2017-SLCT | 0.000% | 07/15/2034 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| CarMax Auto Owner Trust | 2.440% | 11/16/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 2.180% | 06/08/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Jackson Mill CLO Ltd. | 2.844% | 04/15/2027 | 0.1% |
| DPx Holdings B.V. | 7.500% | 02/01/2022 | 0.1% |
| FairPoint Communications, Inc. | 8.750% | 08/15/2019 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| COMM Mortgage Trust | 3.685% | 05/10/2048 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 11/01/2017 | 0.1% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| CIFC Funding Ltd. | 2.392% | 05/24/2026 | 0.1% |
| Statoil ASA | 7.875% | 12/09/2022 | 0.1% |
| Venture XVIII CLO Ltd. | 2.754% | 10/15/2026 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Bass Pro Group | 4.474% | 06/05/2020 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Octagon Investment Partners XXI Ltd. | 2.532% | 11/14/2026 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.980% | 08/13/2021 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.220% | 01/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| BX Trust 2017-SLCT | 0.000% | 07/15/2034 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.311% | 03/15/2045 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.621% | 09/05/2032 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| CPI Swap | 0.010% | 08/23/2026 | 0.1% |
| California Republic Auto Receivables Trust | 2.510% | 02/16/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| CPI Swap | 0.010% | 02/06/2019 | 0.1% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.1% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.1% |
| LMREC 2015-CRE, Inc. | 2.966% | 02/22/2032 | 0.1% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 12/08/2017 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| VW Credit, Inc. | 0.000% | 09/18/2017 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| PTL Finance Corp. | 3.050% | 01/09/2020 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| Dryden 34 Senior Loan Fund | 2.318% | 10/15/2026 | 0.1% |
| Energy Future Intermediat | 4.233% | 06/23/2018 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| UBS Group Funding Switzerland AG | 2.406% | 05/23/2023 | 0.1% |
| COMM Mortgage Trust | 4.975% | 06/08/2030 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Asset Backed Securities Corp. Home Equity Loan Tru | 1.392% | 05/25/2036 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Morgan Stanley Capital I Trust | 2.099% | 03/15/2045 | 0.1% |
| Chicago Skyscraper Trust 2017 SKY | 2.624% | 02/15/2030 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Discover Bank | 3.100% | 06/04/2020 | 0.1% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| CarMax Auto Owner Trust | 2.220% | 11/15/2022 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.516% | 09/10/2049 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.1% |
| BA Credit Card Trust | 1.616% | 10/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| Republic of Indonesia | 3.750% | 04/25/2022 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.126% | 02/15/2034 | 0.1% |
| Spectra Energy Partners L.P. | 2.950% | 09/25/2018 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| BX Trust 2017-SLCT | 0.000% | 07/15/2034 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| Commercial Mortgage Trust | 5.759% | 07/10/2038 | 0.1% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.1% |
| Manufacturers & Traders Trust Co | 6.625% | 12/04/2017 | 0.1% |
| Comerica Bank | 5.200% | 08/22/2017 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 02/20/2019 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.564% | 12/15/2048 | 0.1% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.526% | 10/15/2034 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.609% | 10/15/2033 | 0.1% |
| Tech Data Corp. | 3.750% | 09/21/2017 | 0.1% |
| Wyndham Worldwide Corp. | 2.500% | 03/01/2018 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.244% | 04/10/2046 | 0.1% |
| BAT International Finance plc | 1.850% | 06/15/2018 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Cent CLO Ltd. | 2.433% | 07/23/2025 | 0.1% |
| Denali Capital CLO X Ltd. | 3.064% | 04/28/2025 | 0.1% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| CPI Swap | 0.010% | 07/22/2026 | 0.1% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| CPI Swap | 0.010% | 04/01/2019 | 0.1% |
| COMM Mortgage Trust | 3.898% | 03/10/2031 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 0.597% | 03/10/2049 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| ING Bank NV | 1.800% | 03/16/2018 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Hospitality Mortgage Trust | 3.374% | 05/08/2030 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| COMM Mortgage Trust | 2.764% | 07/13/2031 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| CPI Swap | 0.010% | 07/18/2026 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.290% | 09/15/2023 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| VNO Mortgage Trust | 3.337% | 11/15/2030 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| H/2 Asset Funding Ltd. | 3.128% | 03/19/2037 | 0.1% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.1% |
| Regions Bank, Birmingham, AL | 2.250% | 09/14/2018 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| MBNA Credit Card Master Note Trust | 1.486% | 08/16/2021 | 0.1% |
| Core Industrial Trust | 3.849% | 02/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 0.000% | 07/15/2032 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 6.310% | 02/15/2041 | 0.1% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.1% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.527% | 06/05/2032 | 0.1% |
| Energy Transfer Partners L.P. | 4.150% | 10/01/2020 | 0.1% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| CSMC 2017-HD Trust | 2.176% | 02/15/2031 | 0.1% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Compass Bank | 6.400% | 10/01/2017 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.498% | 02/15/2044 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.250% | 06/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 08/21/2017 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.1% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.1% |
| Huntington National Bank | 1.738% | 03/10/2020 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| Fairmount Minerals | 4.796% | 09/05/2019 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| BA Credit Card Trust | 1.516% | 01/15/2020 | 0.1% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.1% |
| Seneca Park CLO Ltd. | 2.424% | 07/17/2026 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.316% | 09/13/2031 | 0.1% |
| Discover Card Execution Note Trust | 1.766% | 09/15/2021 | 0.1% |
| Ford Motor Credit Co. LLC | 3.157% | 08/04/2020 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| Wind Acquisition Finance S.A. | 6.500% | 04/30/2020 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| AMC Entertainment Holdings, Inc. | 5.875% | 02/15/2022 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| Keysight Technologies | 2.429% | 02/14/2020 | 0.1% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| Ford Motor Credit Co. LLC | 5.000% | 05/15/2018 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| GS Mortgage Securities Corp. II | 3.435% | 12/10/2027 | 0.1% |
| PVH Corp. | 4.500% | 12/15/2022 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.1% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.1% |
| Dominion Resources, Inc. | 2.579% | 07/01/2020 | 0.1% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.1% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.1% |
| CSMC Trust | 2.546% | 04/15/2029 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.802% | 08/15/2049 | 0.1% |
| CSMC Trust | 3.076% | 04/15/2029 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.242% | 09/15/2050 | 0.1% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.1% |
| RAIT 2017-FL7 Trust | 2.100% | 06/15/2037 | 0.1% |
| Navistar International Corp. | 8.250% | 11/01/2021 | 0.1% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 0.000% | 07/15/2034 | 0.1% |
| Hewlett Packard Enterprise Co. | 3.080% | 10/05/2018 | 0.1% |
| CSMC 2016-MFF | 4.726% | 11/15/2033 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.1% |
| Everi Payments Inc | 10.000% | 01/15/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.358% | 05/15/2045 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.649% | 03/10/2046 | 0.1% |
| eBay, Inc. | 1.650% | 08/01/2019 | 0.1% |
| COMM Mortgage Trust | 3.376% | 10/15/2031 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.922% | 10/15/2045 | 0.1% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.876% | 11/15/2033 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 2.454% | 04/18/2025 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Playa Resorts Holding BV | 8.000% | 08/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Great Wolf Trust | 2.676% | 05/15/2034 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.457% | 06/15/2045 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 0.606% | 08/15/2047 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.672% | 11/11/2041 | 0.1% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.1% |
| Viking Cruises Ltd. | 8.500% | 10/15/2022 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust | 2.911% | 01/12/2030 | 0.1% |
| Ally Auto Receivables Trust | 1.530% | 03/16/2020 | 0.1% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.1% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.1% |
| CPI Swap | 0.010% | 01/19/2022 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Ryder System, Inc. | 2.500% | 03/01/2018 | 0.1% |
| H/2 Asset Funding Ltd. | 2.877% | 06/24/2049 | 0.1% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.1% |
| Noble Energy, Inc. | 1.250% | 01/06/2019 | 0.1% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.1% |
| CPI Swap | 0.010% | 08/22/2026 | 0.1% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.1% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.1% |
| Wind Acquisition Finance S.A. | 4.750% | 07/15/2020 | 0.1% |
| BBCMS Trust | 0.205% | 09/10/2028 | 0.1% |
| CSMC 2016-MFF | 3.726% | 11/15/2033 | 0.1% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.1% |
| Sabine Pass Liquefaction LLC | 6.250% | 03/15/2022 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Jabil, Inc. | 8.250% | 03/15/2018 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | 1.012% | 10/15/2049 | 0.0% |
| Nabors Industries Ltd. | 0.000% | 08/10/2017 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 5.599% | 11/15/2043 | 0.0% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.576% | 06/15/2029 | 0.0% |
| Buckeye Partners L.P. | 4.875% | 02/01/2021 | 0.0% |
| Spirit AeroSystems, Inc. | 5.250% | 03/15/2022 | 0.0% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.0% |
| CPI Swap | 0.010% | 08/04/2026 | 0.0% |
| Dell International LLC | 2.000% | 12/31/2018 | 0.0% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.123% | 12/15/2047 | 0.0% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.0% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| Coach, Inc. | 3.000% | 07/15/2022 | 0.0% |
| CPI Swap | 0.010% | 11/07/2019 | 0.0% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.0% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.0% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.996% | 06/01/2038 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| SLM Private Education Loan Trust | 4.476% | 05/16/2044 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.0% |
| Sovereign Bank | 8.750% | 05/30/2018 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.0% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| DuPont Fabros Technology, Inc. | 5.875% | 09/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Packaging Corp. of America | 6.500% | 03/15/2018 | 0.0% |
| Carmax Auto Owner Trust | 1.170% | 08/15/2019 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Noble Energy, Inc. | 8.250% | 03/01/2019 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| FREMF Mortgage Trust | 4.536% | 10/25/2030 | 0.0% |
| Conn Funding II L.P. | 2.730% | 05/15/2020 | 0.0% |
| CSMC 2017-HD Trust | 4.876% | 02/15/2031 | 0.0% |
| COMM Mortgage Trust | 1.213% | 03/10/2046 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.326% | 12/15/2030 | 0.0% |
| DDR Corp. | 7.500% | 07/15/2018 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Ford Motor Credit Co. LLC | 3.200% | 01/15/2021 | 0.0% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.0% |
| FREMF Mortgage Trust | 3.751% | 02/25/2045 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Rite Aid Corporation | 5.115% | 06/21/2021 | 0.0% |
| Synchrony Financial | 2.580% | 11/09/2017 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Ford Motor Credit Co. LLC | 2.240% | 06/15/2018 | 0.0% |
| Industrial & Commercial Bank of China Ltd. | 2.351% | 11/13/2017 | 0.0% |
| CIFC Funding 2014-V Ltd. | 2.704% | 01/17/2027 | 0.0% |
| KKR CLO 12 Ltd. | 2.714% | 07/15/2027 | 0.0% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.008% | 03/10/2046 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.0% |
| CPI Swap | 0.010% | 12/08/2024 | 0.0% |
| Digicel Group Ltd. | 8.250% | 09/30/2020 | 0.0% |
| Hilton USA Trust | 2.826% | 07/15/2029 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Chase Issuance Trust | 1.360% | 04/15/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Rain CII Carbon LLC | 8.250% | 01/15/2021 | 0.0% |
| Flowserve Corp. | 1.500% | 08/20/2017 | 0.0% |
| SoQ Sukuk A QSC | 2.099% | 01/18/2018 | 0.0% |
| Amplify Snack Brands, Inc. | 6.730% | 08/22/2023 | 0.0% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.463% | 11/15/2049 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.672% | 08/15/2049 | 0.0% |
| Government National Mortgage Association | 0.944% | 06/16/2054 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Capital One NA/Mclean VA | 1.650% | 02/05/2018 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.841% | 10/01/2045 | 0.0% |
| CarMax Auto Owner Trust | 2.720% | 05/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.0% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| Covanta Holding Corp. | 6.375% | 10/01/2022 | 0.0% |
| Texas-New Mexico Power Co. | 9.500% | 04/01/2019 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.0% |
| CPI Swap | 0.010% | 03/02/2019 | 0.0% |
| Raymond James Financial, Inc. | 8.600% | 08/15/2019 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 0.000% | 07/15/2034 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Energy Transfer Partners L.P. | 4.650% | 06/01/2021 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.0% |
| DBUBS Mortgage Trust | 5.542% | 07/10/2044 | 0.0% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Eversource Energy | 2.500% | 03/15/2021 | 0.0% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.0% |
| Illinois, IL | 6.200% | 07/01/2021 | 0.0% |
| Chicago Skyscraper Trust 2017 SKY | 2.326% | 02/15/2030 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Hospitality Mortgage Trust | 2.404% | 05/08/2030 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Turkiye Halk Bankasi AS | 3.875% | 02/05/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.699% | 12/01/2045 | 0.0% |
| CNH Equipment Trust | 2.170% | 04/17/2023 | 0.0% |
| CPI Swap | 0.010% | 10/23/2017 | 0.0% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.0% |
| COMM Mortgage Trust | 0.642% | 06/10/2046 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.909% | 10/15/2033 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| FirstEnergy Corp. | 2.850% | 07/15/2022 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| CPI Swap | 0.010% | 02/10/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.904% | 10/01/2035 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.0% |
| HBOS plc | 1.923% | 09/06/2017 | 0.0% |
| CPI Swap | 0.010% | 02/24/2022 | 0.0% |
| General Motors Financial Co., Inc. | 3.150% | 01/15/2020 | 0.0% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.0% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.0% |
| Dell Equipment Finance Trust | 1.720% | 09/22/2020 | 0.0% |
| Viacom, Inc. | 5.625% | 09/15/2019 | 0.0% |
| Wilmington Trust Corp. | 8.500% | 04/02/2018 | 0.0% |
| Phillips 66 | 1.954% | 04/15/2019 | 0.0% |
| CPI Swap | 0.010% | 12/04/2019 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| CarMax Auto Owner Trust | 2.440% | 02/15/2023 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.0% |
| Provincia de Cordoba | 12.375% | 08/17/2017 | 0.0% |
| FREMF Mortgage Trust | 3.365% | 05/25/2045 | 0.0% |
| CPI Swap | 0.010% | 02/10/2022 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.398% | 12/01/2040 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 3.130% | 01/18/2023 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.576% | 02/15/2034 | 0.0% |
| Endeavor Energy Resources L.P. | 8.125% | 09/15/2023 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| COMM Mortgage Trust | 1.881% | 10/15/2045 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 5.726% | 02/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 0.000% | 07/15/2034 | 0.0% |
| Westgate Resorts LLC | 3.250% | 12/20/2026 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| CSMC 2017-HD Trust | 3.726% | 02/15/2031 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| Illinois, IL | 2.770% | 04/01/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.149% | 05/15/2047 | 0.0% |
| CSMC 2017-HD Trust | 2.576% | 02/15/2031 | 0.0% |
| Government National Mortgage Association | 0.849% | 08/16/2054 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.326% | 11/15/2033 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| Manufacturers & Traders Trust Co | 2.448% | 12/28/2020 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| DDR Corp. | 3.500% | 01/15/2021 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.441% | 08/10/2049 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| CSMC Trust 2016-NXSR | 0.114% | 12/15/2049 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.103% | 11/15/2049 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 4.626% | 02/15/2034 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Credit Suisse Group AG | 1.750% | 01/29/2018 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Hub International Ltd. | 7.875% | 10/01/2021 | 0.0% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| Anthem, Inc. | 1.875% | 01/15/2018 | 0.0% |
| Citigroup Mortgage Loan Trust | 1.356% | 07/25/2036 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.0% |
| CPI Swap | 0.010% | 12/05/2019 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| DBUBS Mortgage Trust | 3.527% | 07/10/2044 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| FREMF Mortgage Trust | 2.821% | 03/25/2045 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.490% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| United Rentals, Inc. | 7.625% | 04/15/2022 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.0% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.987% | 04/10/2046 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.765% | 06/15/2045 | 0.0% |
| Csail Commercial Mortgage Trust | 0.002% | 06/15/2057 | 0.0% |
| Enbridge Energy Partners L.P. | 0.000% | 08/01/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.337% | 02/01/2038 | 0.0% |
| Ohio Power Co. | 6.050% | 05/01/2018 | 0.0% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2018 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 0.000% | 07/15/2032 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.915% | 06/11/2050 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| FREMF Mortgage Trust | 4.029% | 11/25/2044 | 0.0% |
| YPF S.A. | 8.682% | 08/15/2018 | 0.0% |
| CPI Swap | 0.010% | 08/24/2026 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 3.750% | 04/15/2018 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 0.000% | 07/15/2032 | 0.0% |
| Honda Auto Receivables Trust | 0.990% | 09/17/2018 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.148% | 12/01/2036 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.0% |
| HCP, Inc. | 4.000% | 12/01/2022 | 0.0% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.0% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.0% |
| COMM Mortgage Trust | 2.771% | 12/10/2045 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.0% |
| Ashtead Capital, Inc. | 6.500% | 07/15/2022 | 0.0% |
| Hospitality Mortgage Trust | 2.574% | 05/08/2030 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| SK Telecom Co. Ltd. | 2.125% | 05/01/2018 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 2.710% | 03/18/2028 | 0.0% |
| Morgan Stanley Capital I Trust | 0.089% | 07/13/2029 | 0.0% |
| PFP 2017-3 Ltd. | 2.209% | 01/14/2035 | 0.0% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.740% | 07/15/2050 | 0.0% |
| BBCMS Trust | 3.821% | 09/05/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Illinois, IL | 4.350% | 06/01/2018 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.461% | 09/01/2036 | 0.0% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Caesars Growth Properties Holdings LLC | 9.375% | 05/01/2022 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 2.126% | 03/15/2021 | 0.0% |
| Discover Card Execution Note Trust | 1.390% | 04/15/2020 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| Great Wolf Trust | 5.676% | 05/15/2034 | 0.0% |
| Exeter Automobile Receivables Trust 2014-3 | 5.690% | 04/15/2021 | 0.0% |
| First Industrial L.P. | 7.500% | 12/01/2017 | 0.0% |
| CPI Swap | 0.010% | 03/02/2024 | 0.0% |
| GTL Trade Finance, Inc. | 7.250% | 10/20/2017 | 0.0% |
| Bank of America Corp. | 2.151% | 11/09/2020 | 0.0% |
| ING Bank NV | 2.750% | 03/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.478% | 02/01/2037 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Bumble Bee Holdings, Inc. | 9.000% | 12/15/2017 | 0.0% |
| HPHT Finance 15 Ltd. | 2.250% | 03/17/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.179% | 11/25/2026 | 0.0% |
| Interpublic Group of Cos., Inc. | 2.250% | 11/15/2017 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| CPI Swap | 0.010% | 03/22/2041 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| Telenor ASA | 1.750% | 05/22/2018 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.050% | 06/15/2019 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.0% |
| Master Credit Card Trust II Series 2016-1 | 1.930% | 09/23/2019 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Chicago Skyscraper Trust 2017 SKY | 2.476% | 02/15/2030 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.317% | 02/25/2032 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.214% | 11/10/2049 | 0.0% |
| Marathon CLO Ltd. | 2.562% | 05/20/2023 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| British Sky Broadcasting Ltd. | 6.100% | 02/15/2018 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Jfin Revolver Clo Ltd. | 2.463% | 04/22/2020 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Alfa Bank OJSC Via Alfa Bond Issuance plc | 7.875% | 09/25/2017 | 0.0% |
| Great Wolf Trust | 3.726% | 05/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.907% | 01/01/2038 | 0.0% |
| Martin Marietta Materials, Inc. | 1.822% | 05/22/2020 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust | 5.753% | 12/15/2047 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 0.000% | 07/15/2032 | 0.0% |
| Springleaf Funding Trust | 3.160% | 11/15/2024 | 0.0% |
| WMG Acquisition Corp. | 6.750% | 04/15/2022 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| GS Mortgage Securites Corp. Trust | 3.479% | 01/10/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.794% | 12/10/2054 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| Federal National Mortgage Assoc. | 3.273% | 09/01/2038 | 0.0% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.0% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.0% |
| GTH Finance BV | 6.250% | 04/26/2020 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| CPI Swap | 0.010% | 05/26/2036 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Inkia Energy Ltd. | 8.375% | 04/04/2021 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Nord Anglia Education Finance LLC | 4.702% | 03/31/2021 | 0.0% |
| Cemex, S.A.B. de C.V. | 6.054% | 10/15/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.0% |
| FREMF Mortgage Trust | 3.813% | 06/25/2047 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| Husky Energy, Inc. | 6.200% | 09/15/2017 | 0.0% |
| Crown Point CLO Ltd. | 2.672% | 11/21/2022 | 0.0% |
| Marks & Spencer PLC | 6.250% | 12/01/2017 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.500% | 01/19/2021 | 0.0% |
| Equate Petrochemical BV | 3.000% | 03/03/2022 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 3.351% | 12/01/2040 | 0.0% |
| Staples, Inc. | 2.750% | 01/12/2018 | 0.0% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.820% | 12/15/2049 | 0.0% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 2.656% | 11/15/2033 | 0.0% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.976% | 03/15/2027 | 0.0% |
| Cherrywood SB Commercial Mortgage Loan Trust 2016- | 3.730% | 03/25/2049 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| Federal National Mortgage Assoc. | 3.432% | 04/01/2040 | 0.0% |
| COMM Mortgage Trust | 1.240% | 08/10/2047 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| DBUBS Mortgage Trust | 4.998% | 07/10/2044 | 0.0% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Vornado DP LLC Trust | 2.970% | 09/13/2028 | 0.0% |
| Leaf Receivables Funding 10 LLC | 2.420% | 01/15/2021 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| CPI Swap | 0.010% | 04/11/2026 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.750% | 05/15/2019 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.876% | 02/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 3.117% | 03/01/2039 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Synchrony Credit Card Master Note Trust | 1.360% | 08/17/2020 | 0.0% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.0% |
| CPI Swap | 0.010% | 07/10/2025 | 0.0% |
| Regal Entertainment Group | 5.750% | 03/15/2022 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| Cott Beverages, Inc. | 5.375% | 07/01/2022 | 0.0% |
| Government National Mortgage Association | 0.949% | 01/16/2055 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.786% | 04/10/2028 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 3.726% | 06/15/2029 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.510% | 09/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.455% | 06/10/2048 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.746% | 06/15/2048 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.0% |
| First National Master Note Trust 2015-1 | 1.996% | 09/15/2020 | 0.0% |
| National Fuel Gas Co. | 6.500% | 04/15/2018 | 0.0% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.0% |
| Gulf South Pipeline Co L.P. | 6.300% | 08/15/2017 | 0.0% |
| CPI Swap | 0.010% | 08/27/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.076% | 10/15/2033 | 0.0% |
| New York St Electric & Gas Corp. | 6.150% | 12/15/2017 | 0.0% |
| Westgate Resorts LLC | 2.150% | 12/20/2026 | 0.0% |
| Akbank TAS | 3.875% | 10/24/2017 | 0.0% |
| Bear Stearns Deutsche Bank Trust | 5.008% | 09/15/2027 | 0.0% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.064% | 11/15/2047 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.688% | 07/15/2045 | 0.0% |
| Leaf Receivables Funding 11 LLC | 1.720% | 07/15/2018 | 0.0% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.0% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| GRACE Mortgage Trust | 3.590% | 06/10/2028 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| FREMF Mortgage Trust | 4.159% | 09/25/2044 | 0.0% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.477% | 10/01/2040 | 0.0% |
| National City Corp. | 6.875% | 05/15/2019 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.954% | 03/10/2049 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.175% | 11/10/2045 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.300% | 06/15/2045 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 3.740% | 12/08/2020 | 0.0% |
| SLM Student Loan Trust | 1.752% | 03/25/2026 | 0.0% |
| CPI Swap | 0.010% | 03/04/2024 | 0.0% |
| New Century Home Equity Loan Trust | 4.664% | 08/25/2035 | 0.0% |
| Synchrony Financial | 1.875% | 08/15/2017 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Wells Fargo & Co. | 2.550% | 12/07/2020 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 4.129% | 04/10/2034 | 0.0% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 5.726% | 03/18/2051 | 0.0% |
| Federal National Mortgage Assoc. | 3.520% | 12/01/2038 | 0.0% |
| CPI Swap | 0.010% | 10/14/2026 | 0.0% |
| Tesoro Logistics L.P. | 5.875% | 10/01/2020 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C4 | 1.760% | 05/10/2058 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.238% | 04/01/2037 | 0.0% |
| Government National Mortgage Association | 2.750% | 09/16/2046 | 0.0% |
| CPI Swap | 0.010% | 09/02/2018 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.952% | 03/01/2038 | 0.0% |
| Federal National Mortgage Assoc. | 3.235% | 08/01/2038 | 0.0% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.0% |
| COMM Mortgage Trust | 6.005% | 07/10/2046 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.936% | 05/15/2048 | 0.0% |
| Welltower, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Banco de Credito del Peru | 2.750% | 01/09/2018 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.211% | 10/05/2031 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.173% | 04/15/2047 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| Cliffs Natural Resources, Inc. | 8.250% | 03/31/2020 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| Cleveland Electric Illuminating Co. | 7.880% | 11/01/2017 | 0.0% |
| Sequoia Mortgage Trust | 3.000% | 09/25/2042 | 0.0% |
| GS Mortgage Securities Trust | 3.849% | 12/10/2043 | 0.0% |
| Hilton USA Trust | 2.426% | 07/15/2029 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.0% |
| LMREC 2015-CRE, Inc. | 4.716% | 02/22/2032 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series Trust | 1.419% | 04/15/2046 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.898% | 05/10/2063 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.352% | 05/01/2036 | 0.0% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.400% | 06/12/2047 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Synchrony Financial | 2.600% | 01/15/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.317% | 10/01/2038 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.794% | 02/12/2049 | 0.0% |
| Western Refining Logistics L.P. / WNRL Finance Cor | 7.500% | 02/15/2023 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.291% | 10/15/2044 | 0.0% |
| WFCG Commercial Mortgage Trust | 3.797% | 11/15/2029 | 0.0% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Nexen, Inc. | 6.200% | 07/30/2019 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| CPI Swap | 0.010% | 11/03/2018 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| CPI Swap | 0.010% | 06/30/2042 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| California Republic Auto Receivables Trust | 1.230% | 03/15/2019 | 0.0% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 1.000% | 03/18/2051 | 0.0% |
| CPI Swap | 0.010% | 06/04/2020 | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| CPI Swap | 0.010% | 09/02/2022 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| GS Mortgage Securities Trust | 0.829% | 11/10/2048 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.0% |
| SLM Private Education Loan Trust | 1.876% | 07/15/2022 | 0.0% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.232% | 07/10/2047 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Banc of America Re-REMIC Trust | 5.722% | 06/24/2050 | 0.0% |
| Resource Capital Corp. Ltd. | 2.276% | 04/15/2032 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.571% | 05/15/2047 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Hewlett Packard Enterprise Co. | 3.041% | 10/05/2017 | 0.0% |
| CIT Group, Inc. | 3.875% | 02/19/2019 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| FREMF Mortgage Trust | 3.009% | 10/25/2047 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| TMS International Corp. | 7.625% | 10/15/2021 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.384% | 05/15/2023 | 0.0% |
| CPI Swap | 0.010% | 05/25/2023 | 0.0% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.0% |
| LSTAR Commercial Mortgage Trust | 1.000% | 01/20/2041 | 0.0% |
| Sotheby's | 5.250% | 10/01/2022 | 0.0% |
| Government National Mortgage Association | 2.500% | 03/16/2049 | 0.0% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.0% |
| Federal National Mortgage Assoc. | 3.218% | 08/01/2037 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.376% | 06/10/2027 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| CPI Swap | 0.010% | 05/22/2022 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| DBWF Mortgage Trust | 0.423% | 06/10/2034 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.271% | 04/15/2047 | 0.0% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| CPI Swap | 0.010% | 06/09/2022 | 0.0% |
| Ally Auto Receivables Trust | 0.970% | 10/15/2018 | 0.0% |
| OGX Petroleo e Gas Participacoes SA | 10.000% | 04/11/2015 | 0.0% |
| OGX Petroleo e Gas S.A. | 0.000% | - | 0.0% |
| OGX Petroleo e Gas Participacoes SA | 10.000% | 06/01/2016 | 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% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| Afren plc | 10.250% | 04/08/2019 | 0.0% |
| FX EUR/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| US LONG BOND(CBT) SEP17 | 0.000% | 09/29/2017 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2018 | 0.0% |
| US 5YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| US 10YR NOTE (CBT)SEP17 | 0.000% | 09/29/2017 | 0.0% |
| CPI Swap | 0.010% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 07/20/2029 | 0.0% |
| US 2YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| CPI Swap | 0.010% | 07/24/2029 | 0.0% |
| CPI Swap | 0.010% | 07/31/2029 | 0.0% |
| FX USD/EUR 08/17 | 0.000% | 08/16/2017 | 0.0% |
| CPI Swap | 0.010% | 06/16/2018 | 0.0% |
| CPI Swap | 0.010% | 08/27/2023 | 0.0% |
| CPI Swap | 0.010% | 12/01/2024 | 0.0% |
| CPI Swap | 0.010% | 12/07/2017 | 0.0% |
| CPI Swap | 0.010% | 05/02/2021 | 0.0% |
| CPI Swap | 0.010% | 06/23/2022 | 0.0% |
| CPI Swap | 0.010% | 04/26/2025 | 0.0% |
| CPI Swap | 0.010% | 03/31/2026 | 0.0% |
| CPI Swap | 0.010% | 12/10/2017 | 0.0% |
| CPI Swap | 0.010% | 04/05/2029 | 0.0% |
| CPI Swap | 0.010% | 11/09/2020 | 0.0% |
| CPI Swap | 0.010% | 03/28/2029 | 0.0% |
| CPI Swap | 0.010% | 01/11/2021 | 0.0% |
| CPI Swap | 0.010% | 12/02/2024 | 0.0% |
| CPI Swap | 0.010% | 03/16/2029 | 0.0% |
| CPI Swap | 0.010% | 05/03/2022 | 0.0% |
| CPI Swap | 0.010% | 11/13/2018 | 0.0% |
| CPI Swap | 0.010% | 04/22/2025 | 0.0% |
| CPI Swap | 0.010% | 05/26/2018 | 0.0% |
| CPI Swap | 0.010% | 02/05/2025 | 0.0% |
| CPI Swap | 0.010% | 03/15/2029 | 0.0% |
| CPI Swap | 0.010% | 01/26/2029 | 0.0% |
| CPI Swap | 0.010% | 03/23/2032 | 0.0% |
| CPI Swap | 0.010% | 03/10/2032 | 0.0% |
| CPI Swap | 0.010% | 08/06/2020 | 0.0% |
| CPI Swap | 0.010% | 03/06/2032 | 0.0% |
| CPI Swap | 0.010% | 03/21/2032 | 0.0% |
| CPI Swap | 0.010% | 11/14/2021 | 0.0% |
| CPI Swap | 0.010% | 12/14/2017 | 0.0% |
| CPI Swap | 0.010% | 10/22/2022 | 0.0% |
| CPI Swap | 0.010% | 02/07/2032 | 0.0% |
| CPI Swap | 0.010% | 12/13/2031 | 0.0% |
| CPI Swap | 0.010% | 12/14/2024 | 0.0% |
| CPI Swap | 0.010% | 11/25/2024 | 0.0% |
| CPI Swap | 0.010% | 11/18/2018 | 0.0% |
| CPI Swap | 0.010% | 06/22/2025 | 0.0% |
| CPI Swap | 0.010% | 01/21/2021 | 0.0% |
| CPI Swap | 0.010% | 01/20/2021 | 0.0% |
| CPI Swap | 0.010% | 11/22/2024 | 0.0% |
| CPI Swap | 0.010% | 02/09/2021 | 0.0% |
| CPI Swap | 0.010% | 08/20/2021 | 0.0% |
| CPI Swap | 0.010% | 08/25/2023 | 0.0% |
| CPI Swap | 0.010% | 12/09/2024 | 0.0% |
| CPI Swap | 0.010% | 05/21/2025 | 0.0% |
| CPI Swap | 0.010% | 04/28/2020 | 0.0% |
| CPI Swap | 0.010% | 11/17/2036 | 0.0% |
| CPI Swap | 0.010% | 06/30/2026 | 0.0% |
| CPI Swap | 0.010% | 12/05/2024 | 0.0% |
| CPI Swap | 0.010% | 12/16/2020 | 0.0% |
| CPI Swap | 0.010% | 03/14/2029 | 0.0% |
| CPI Swap | 0.010% | 02/03/2021 | 0.0% |
| CPI Swap | 0.010% | 02/08/2029 | 0.0% |
| CPI Swap | 0.010% | 02/17/2021 | 0.0% |
| CPI Swap | 0.010% | 02/15/2029 | 0.0% |
| CPI Swap | 0.010% | 11/21/2024 | 0.0% |
| CPI Swap | 0.010% | 07/29/2021 | 0.0% |
| CPI Swap | 0.010% | 02/27/2029 | 0.0% |
| CPI Swap | 0.010% | 12/23/2031 | 0.0% |
| CPI Swap | 0.010% | 01/18/2029 | 0.0% |
| CPI Swap | 0.010% | 01/13/2029 | 0.0% |
| CPI Swap | 0.010% | 03/20/2022 | 0.0% |
| CPI Swap | 0.010% | 03/08/2032 | 0.0% |
| CPI Swap | 0.010% | 11/21/2036 | 0.0% |
| CPI Swap | 0.010% | 01/20/2026 | 0.0% |
| CPI Swap | 0.010% | 01/14/2021 | 0.0% |
| CPI Swap | 0.010% | 01/24/2029 | 0.0% |
| CPI Swap | 0.010% | 01/26/2021 | 0.0% |
| CPI Swap | 0.010% | 04/12/2022 | 0.0% |
| CPI Swap | 0.010% | 12/08/2031 | 0.0% |
| CPI Swap | 0.010% | 01/11/2025 | 0.0% |
| CPI Swap | 0.010% | 01/19/2021 | 0.0% |
| CPI Swap | 0.010% | 12/16/2036 | 0.0% |
| CPI Swap | 0.010% | 10/01/2025 | 0.0% |
| CPI Swap | 0.010% | 02/01/2032 | 0.0% |
| CPI Swap | 0.010% | 07/15/2018 | 0.0% |
| CPI Swap | 0.010% | 04/20/2023 | 0.0% |
| CPI Swap | 0.010% | 04/20/2023 | 0.0% |
| CPI Swap | 0.010% | 01/06/2026 | 0.0% |
| CPI Swap | 0.010% | 08/16/2017 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 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% | 04/27/2024 | 0.0% |
| CPI Swap | 0.010% | 04/27/2023 | 0.0% |
| CPI Swap | 0.010% | 12/30/2023 | 0.0% |
| CPI Swap | 0.010% | 01/24/2021 | -0.1% |
| CPI Swap | 0.010% | 11/14/2024 | -0.1% |
| CPI Swap | 0.010% | 11/30/2031 | -0.1% |
| CPI Swap | 0.010% | 02/11/2021 | -0.1% |
| CPI Swap | 0.010% | 12/07/2031 | -0.1% |
| CPI Swap | 0.010% | 07/11/2019 | -0.1% |
| CPI Swap | 0.010% | 04/11/2020 | -0.1% |
| CPI Swap | 0.010% | 04/17/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2021 | -0.1% |
| CPI Swap | 0.010% | 04/26/2020 | -0.1% |
| CPI Swap | 0.010% | 07/22/2023 | -0.1% |
| CPI Swap | 0.010% | 02/13/2029 | -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% | 05/09/2021 | -0.1% |
| CPI Swap | 0.010% | 10/29/2021 | -0.1% |
| CPI Swap | 0.010% | 04/05/2032 | -0.1% |
| CPI Swap | 0.010% | 05/02/2021 | -0.1% |
| CPI Swap | 0.010% | 07/05/2026 | -0.1% |
| CPI Swap | 0.010% | 08/02/2021 | -0.1% |
| CPI Swap | 0.010% | 03/30/2032 | -0.1% |
| CPI Swap | 0.010% | 05/13/2019 | -0.1% |
| CPI Swap | 0.010% | 11/21/2023 | -0.1% |
| CPI Swap | 0.010% | 10/05/2019 | -0.1% |
| CPI Swap | 0.010% | 10/18/2019 | -0.1% |
| CPI Swap | 0.010% | 05/13/2020 | -0.1% |
| CPI Swap | 0.010% | 04/17/2026 | -0.1% |
| CPI Swap | 0.010% | 01/04/2020 | -0.1% |
| CPI Swap | 0.010% | 03/28/2032 | -0.1% |
| CPI Swap | 0.010% | 04/22/2018 | -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% | 06/07/2021 | -0.1% |
| CPI Swap | 0.010% | 12/13/2020 | -0.1% |
| CPI Swap | 0.010% | 02/04/2021 | -0.1% |
| CPI Swap | 0.010% | 06/26/2019 | -0.1% |
| CPI Swap | 0.010% | 09/20/2021 | -0.1% |
| CPI Swap | 0.010% | 03/22/2032 | -0.1% |
| CPI Swap | 0.010% | 10/25/2021 | -0.1% |
| CPI Swap | 0.010% | 02/28/2021 | -0.2% |
| CPI Swap | 0.010% | 09/14/2024 | -0.2% |
| CPI Swap | 0.010% | 02/19/2021 | -0.2% |
| CPI Swap | 0.010% | 04/24/2023 | -0.2% |
| CPI Swap | 0.010% | 08/01/2019 | -0.2% |
| CPI Swap | 0.010% | 04/23/2023 | -0.2% |
| CPI Swap | 0.010% | 02/07/2033 | -0.2% |
| CPI Swap | 0.010% | 07/08/2022 | -0.2% |
| CPI Swap | 0.010% | 04/03/2023 | -0.2% |
| CPI Swap | 0.010% | 05/02/2021 | -0.2% |
| CPI Swap | 0.010% | 07/23/2023 | -0.2% |
| CPI Swap | 0.010% | 02/21/2022 | -0.2% |
| CPI Swap | 0.010% | 03/12/2022 | -0.3% |
| CPI Swap | 0.010% | 04/24/2023 | -0.3% |
| CPI Swap | 0.010% | 04/11/2022 | -0.3% |
| CPI Swap | 0.010% | 03/20/2022 | -0.3% |
| CPI Swap | 0.010% | 02/26/2022 | -0.3% |
| CPI Swap | 0.010% | 03/25/2022 | -0.3% |
| CPI Swap | 0.010% | 02/15/2033 | -0.3% |
| CPI Swap | 0.010% | 06/26/2023 | -0.3% |
| CPI Swap | 0.010% | 03/05/2038 | -0.3% |
| CPI Swap | 0.010% | 01/16/2038 | -0.4% |
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 09/21/2017
- $0.299
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 08/31/2017 | $0.03932 | $11.86 |
| Daily | Daily | 07/31/2017 | $0.03645 | $11.92 |
| Daily | Daily | 06/30/2017 | $0.03842 | $11.88 |
| Daily | Daily | 05/31/2017 | $0.03711 | $11.97 |
| Daily | Daily | 04/30/2017 | $0.03946 | $12.14 |
| Daily | Daily | 03/31/2017 | $0.03612 | $12.18 |
| Daily | Daily | 02/28/2017 | $0.03640 | $12.20 |
| Daily | Daily | 01/31/2017 | $0.03656 | $12.24 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 09/30/2017 |
| Daily | Daily | 10/31/2017 |
| Daily | Daily | 11/30/2017 |
| Daily | Daily | 12/31/2017 |
Fees & Expenses
Fees & Expenses
Sales Charge Schedule as of 09/21/2017
| Sales Charge | Dealer's Concession | Prices at Breakpoint | |
|---|---|---|---|
| Less than $100,000 | 2.25% | 2.00% | $12.17 |
| $100,000 to $249,999 | 1.75% | 1.50% | $12.11 |
| $250,000 to $499,999 | 1.25% | 1.00% | $12.05 |
| $500,000 to $999,999 | 0.00% | 1.00% | $11.90 |
| $1,000,000 to $5,000,000 | 0.00% | 1.00% | $11.90 |
Class A shares purchased without a sales charge (commissionable NAV) will be subject to a CDSC of 1% if they are redeemed before the first day of the month in which the one-year anniversary of the purchase falls.