Inflation Focused Fund
Daily price w/o sales charge as of 05/21/2018
$11.88
$0.00
YTD Returns w/o sales charge as of 05/21/2018
1.20%
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 05/21/2018
| w/o sales charge | 3.91% |
| w/ sales charge | 3.83% |
30-Day Standardized Yield 2 as of 04/30/2018
| 2.52% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 04/30/2018
Fund Basicsas of 04/30/2018
- Total Net Assets
- $1.25 B
- Inception Date
- 04/29/2011
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1412
- CUSIP
- 54400U205
- Minimum Initial Investment
- $1,500+
Fund Expense Ratio :
0.70%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.24% | 1.85% | 1.33% | -0.39% | - | 0.56% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.60% | 0.45% | 0.78% | -0.53% | - | - |
| w/ sales charge | -1.00% | -0.45% | 0.56% | -0.84% | - | 0.23% |
Fund Expense Ratio :
0.70%
Fund Expense Ratio :
0.70%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 0.40% | 1.00% | 1.51% | -0.66% | - | 0.45% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.62% | 0.79% | 1.03% | -0.41% | - | - |
| w/ sales charge | -1.82% | -1.27% | 0.75% | -1.10% | - | 0.11% |
Fund Expense Ratio :
0.70%
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 | |
| Sovereign | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 04/30/2018 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Investment Team
Supported By
60
Investment Professionals with 15
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 05/21/2018
| w/o sales charge | 3.91% |
| w/ sales charge | 3.83% |
30-Day Standardized Yield 2 as of 04/30/2018
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.52% | 2.52% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.70%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 1.24% | 1.85% | 1.33% | -0.39% | - | 0.56% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.60% | 0.45% | 0.78% | -0.53% | - | - |
| w/ sales charge | -1.00% | -0.45% | 0.56% | -0.84% | - | 0.23% |
Fund Expense Ratio :
0.70%
Fund Expense Ratio :
0.70%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | 0.40% | 1.00% | 1.51% | -0.66% | - | 0.45% |
| Lipper Category Avg. Inflation Protected Bond Funds | -0.62% | 0.79% | 1.03% | -0.41% | - | - |
| w/ sales charge | -1.82% | -1.27% | 0.75% | -1.10% | - | 0.11% |
Fund Expense Ratio :
0.70%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
| Year | Fund Returns |
|---|
| 2017 | 1.33% |
| 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 |
|---|
| 2018 | 0.40% | - | - | - | 1.20% |
| 2017 | 0.73% | -1.53% | 1.13% | 1.01% | 1.33% |
| 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 04/30/2018
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 | |
| Sovereign | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Rating | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 04/30/2018
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Portfolio Details as of 04/30/2018
- Total Net Assets
- $1.25 B
- Number of Issues
- 1412
- Average Coupon
- 3.99%
- Average Life
- 2.38 Years
- Average Maturity
- 2.38 Years
- Average Effective Duration
- 2.16 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 |
|---|
| Japan Bank for International Cooperation/Japan | 2.125% | 11/16/2020 | 2.1% |
| Province of Ontario, Canada | 2.200% | 10/03/2022 | 0.9% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| U.S. Treasury Note/Bond | 2.375% | 04/30/2020 | 0.6% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 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 |
|---|
| Japan Bank for International Cooperation/Japan | 2.125% | 11/16/2020 | 2.2% |
| Province of Ontario, Canada | 2.550% | 02/12/2021 | 1.4% |
| U.S. Treasury Note/Bond | 2.000% | 01/31/2020 | 1.2% |
| Japan Finance Organization for Municipalities | 2.625% | 04/20/2022 | 0.8% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.6% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| BBCMS 2018-TALL Mortgage Trust | 2.499% | 03/15/2037 | 0.5% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 2.472% | 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% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.4% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| Synchrony Credit Card Master Note Trust | 2.640% | 03/15/2023 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 06/01/2022 | 0.4% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Barclays Dryrock Issuance Trust | 2.077% | 05/15/2023 | 0.4% |
| U.S. Treasury Note/Bond | 2.375% | 01/31/2023 | 0.4% |
| Citigroup Commercial Mortgage Trust | 3.877% | 09/15/2027 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.4% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.3% |
| MP CLO VI Ltd. | 2.922% | 01/15/2027 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.321% | 03/15/2037 | 0.3% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | 3.031% | 04/17/2025 | 0.3% |
| Magnetite VII Ltd | 2.620% | 01/15/2028 | 0.3% |
| FREMF 2015-K721 Mortgage Trust | 3.565% | 11/25/2047 | 0.3% |
| West CLO 2014-2 Ltd | 2.592% | 01/16/2027 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.3% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.3% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.3% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.3% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.3% |
| Thacher Park CLO Ltd. | 2.905% | 10/20/2026 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.3% |
| Ally Auto Receivables Trust | 2.100% | 03/16/2020 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.375% | 07/21/2022 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| Credit Suisse Mortgage Capital Certificates | 3.639% | 11/15/2034 | 0.3% |
| LCM XVIII LP | 3.255% | 04/20/2027 | 0.2% |
| BDS 2018-FL1 | 2.425% | 01/15/2035 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.107% | 03/15/2023 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| COMM Mortgage Trust | 5.320% | 05/15/2045 | 0.2% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-5 | 2.740% | 12/15/2021 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.177% | 03/15/2023 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.822% | 04/15/2026 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.2% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 3.183% | 11/14/2026 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| First National Master Note Trust 2017-2 | 2.217% | 10/16/2023 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Dryden 30 Senior Loan Fund | 2.659% | 11/15/2028 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.214% | 03/15/2037 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| Government National Mortgage Association | 1.171% | 12/16/2054 | 0.2% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| TCF Auto Receivables Owner Trust 2015-2 | 4.240% | 08/15/2022 | 0.2% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.2% |
| Ares XXXIII CLO Ltd. | 3.375% | 12/05/2025 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.934% | 04/18/2025 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Federal National Mortgage Assoc. | 1.686% | 03/01/2042 | 0.2% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.2% |
| Dollar Tree, Inc. | 5.750% | 03/01/2023 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 3.900% | 08/23/2037 | 0.2% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.2% |
| First Investors Auto Owner Trust 2015-1 | 2.710% | 06/15/2021 | 0.2% |
| PFP 2017-3 Ltd. | 5.277% | 01/14/2035 | 0.2% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.2% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| Parallel 2015-1 Ltd | 2.595% | 07/20/2027 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.884% | 01/25/2047 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.2% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Carlyle Global Market Strategies | 3.230% | 04/27/2027 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| CPI Swap | 0.010% | 08/23/2026 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.236% | 08/05/2034 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.2% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.2% |
| BBCMS Trust | 0.457% | 03/12/2036 | 0.2% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.2% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.2% |
| Northwoods Capital Ltd. | 2.912% | 04/15/2025 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Dell Intl LLC | 3.380% | 12/31/2018 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.2% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.2% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.2% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Dell International LLC | 3.630% | 09/07/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.1% |
| PFP 2017-3 Ltd. | 3.527% | 01/14/2035 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.1% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.1% |
| Mountain View CLO X Ltd | 2.587% | 10/13/2027 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Alexion Pharmaceuticals | 3.436% | 06/22/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| CPI Swap | 0.010% | 07/22/2026 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.1% |
| A10 Term Asset Financing 2017-1 LLC | 2.340% | 03/15/2036 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| CPI Swap | 0.010% | 07/18/2026 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| William Carter Co. | 5.250% | 08/15/2021 | 0.1% |
| BX Trust 2017-SLCT | 3.827% | 07/15/2034 | 0.1% |
| Lukoil International Finance BV | 3.416% | 04/24/2018 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| N-Star REL CDO Ltd. | 2.084% | 02/01/2041 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 2.481% | 04/26/2022 | 0.1% |
| Birchwood Park CLO Ltd. | 2.900% | 07/15/2026 | 0.1% |
| WhiteHorse VIII Ltd | 2.827% | 05/01/2026 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.1% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.1% |
| General Cable Corp. | 5.750% | 10/01/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.460% | 10/15/2034 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Madison Avenue Trust | 4.034% | 10/12/2032 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.327% | 03/15/2027 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| OneMain Financial Holdings, Inc. | 7.250% | 12/15/2021 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.000% | 10/01/2021 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| BX Trust 2017-SLCT | 4.927% | 07/15/2034 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.261% | 05/08/2030 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| BNP Paribas S.A. | 3.500% | 03/01/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.1% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Morgan Stanley | 2.213% | 02/14/2020 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Citigroup, Inc. | 2.327% | 04/25/2022 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.113% | 11/01/2043 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Morgan Stanley | 2.925% | 01/20/2022 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| CarMax Auto Owner Trust | 2.440% | 11/16/2020 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Jackson Mill CLO Ltd. | 3.262% | 04/15/2027 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| COMM Mortgage Trust | 3.685% | 05/10/2048 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.343% | 05/05/2030 | 0.1% |
| CPI Swap | 0.010% | 09/30/2024 | 0.1% |
| Federal National Mortgage Assoc. | 1.686% | 12/01/2045 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.331% | 07/22/2024 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| BWAY Mortgage Trust | 0.404% | 03/10/2033 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| CIFC Funding Ltd. | 3.144% | 05/24/2026 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.600% | 04/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 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% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 2.810% | 01/28/2031 | 0.1% |
| Statoil ASA | 7.875% | 12/09/2022 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.611% | 02/22/2032 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.770% | 08/15/2020 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.1% |
| BX Trust 2017-SLCT | 2.697% | 07/15/2034 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| GS Mortgage Securities Trust | 1.519% | 06/10/2046 | 0.1% |
| GE Capital Credit Card Master Note Trust | 2.220% | 01/15/2022 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| UBS AG London | 2.450% | 12/01/2020 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Jamestown CLO VII Ltd. | 2.575% | 07/25/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.621% | 09/05/2032 | 0.1% |
| California Republic Auto Receivables Trust | 2.510% | 02/16/2021 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.311% | 03/15/2045 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Keurig Green Mountain Inc | 3.000% | 03/03/2021 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| Aleris International, Inc. | 9.500% | 04/01/2021 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.627% | 01/15/2033 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.829% | 10/15/2045 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| Cent CLO | 3.067% | 01/30/2025 | 0.1% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Dryden 34 Senior Loan Fund | 2.882% | 10/15/2026 | 0.1% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| UBS Group Funding Switzerland AG | 2.674% | 05/23/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| Avid Automobile Receivables Trust 2018-1 | 2.840% | 08/15/2023 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.250% | 07/01/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.1% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| BA Credit Card Trust | 2.167% | 10/15/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.1% |
| BX Trust 2017-SLCT | 2.977% | 07/15/2034 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| CPI Swap | 0.010% | 05/27/2019 | 0.1% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| Spectra Energy Partners L.P. | 2.950% | 09/25/2018 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Kindred Healthcare, Inc. | 8.000% | 01/15/2020 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.040% | 10/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.227% | 10/15/2033 | 0.1% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| COMM Mortgage Trust | 3.898% | 03/10/2031 | 0.1% |
| Dryden XXV Senior Loan Fund | 3.070% | 10/15/2027 | 0.1% |
| BX Trust 2017-APPL | 2.657% | 07/15/2034 | 0.1% |
| CGRBS Commercial Mortgage Trust | 3.369% | 03/13/2035 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| BAT International Finance plc | 1.850% | 06/15/2018 | 0.1% |
| FTS International, Inc. | 6.250% | 05/01/2022 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| BX Trust 2017-APPL | 4.927% | 07/15/2034 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.564% | 12/15/2048 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 2.180% | 06/08/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| CPI Swap | 0.010% | 08/22/2026 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 2.810% | 01/28/2031 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.510% | 09/10/2049 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Jamestown CLO VII Ltd. | 3.045% | 07/25/2027 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 3.861% | 05/08/2030 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 2.624% | 01/18/2029 | 0.1% |
| COMM Mortgage Trust | 3.700% | 07/13/2031 | 0.1% |
| Cent CLO Ltd. | 2.864% | 07/23/2025 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Invitation Homes, Inc. | 3.486% | 02/07/2022 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Panera Bread Company | 3.813% | 07/18/2022 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.1% |
| H/2 Asset Funding Ltd. | 3.708% | 03/19/2037 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Morgan Stanley Capital I Trust | 2.094% | 03/15/2045 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 0.596% | 03/10/2049 | 0.1% |
| MBNA Credit Card Master Note Trust | 2.037% | 08/16/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.627% | 07/15/2032 | 0.1% |
| Japan Bank for International Cooperation/Japan | 2.375% | 11/16/2022 | 0.1% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Regions Bank, Birmingham, AL | 2.250% | 09/14/2018 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| CPI Swap | 0.010% | 02/06/2019 | 0.1% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Commercial Mortgage Trust | 5.736% | 07/10/2038 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.148% | 04/10/2046 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| CPI Swap | 0.010% | 08/04/2026 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.277% | 12/15/2036 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Energy Transfer Partners LP / Regency Energy Finan | 5.750% | 09/01/2020 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| CSMC 2017-HD Trust | 2.727% | 02/15/2031 | 0.1% |
| Information Technology | 2.914% | 01/28/2019 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| BX Trust 2017-SLCT | 6.027% | 07/15/2034 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.547% | 12/15/2034 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Becton, Dickinson & Co. | 2.944% | 12/29/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.400% | 10/21/2019 | 0.1% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| Banco Santander S.A. | 3.125% | 02/23/2023 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| Huntington National Bank | 2.046% | 03/10/2020 | 0.1% |
| Oaktree CLO Ltd. | 2.615% | 10/20/2027 | 0.1% |
| Fifth Third Auto Trust 2017-1 | 2.030% | 07/15/2024 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| Republic of Argentina | 3.375% | 01/15/2023 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Seneca Park CLO Ltd. | 2.851% | 07/17/2026 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| HT Global IT Solutions Holdings Ltd | 7.000% | 07/14/2021 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| CPI Swap | 0.010% | 04/01/2019 | 0.1% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.1% |
| Orbital ATK, Inc. | 5.500% | 10/01/2023 | 0.1% |
| Sempra Energy | 2.209% | 01/15/2021 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.527% | 06/05/2032 | 0.1% |
| Anglo American Capital plc | 3.625% | 05/14/2020 | 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% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| GS Mortgage Securities Corp. II | 3.436% | 12/10/2027 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| CSMC Trust | 3.097% | 04/15/2029 | 0.1% |
| CSMC Trust | 3.627% | 04/15/2029 | 0.1% |
| BX Trust 2017-APPL | 3.827% | 07/15/2034 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| DLL Securitization Trust 2017-A | 1.500% | 11/15/2018 | 0.1% |
| Dominion Resources, Inc. | 2.500% | 12/01/2019 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| RAIT 2017-FL7 Trust | 2.727% | 06/15/2037 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.477% | 12/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.668% | 07/15/2034 | 0.1% |
| CSMC 2016-MFF | 5.277% | 11/15/2033 | 0.1% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| Hewlett Packard Enterprise Co. | 3.273% | 10/05/2018 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| OCP CLO 2015-10 Ltd | 3.052% | 10/26/2027 | 0.1% |
| COMM Mortgage Trust | 3.890% | 10/15/2031 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| eBay, Inc. | 1.857% | 08/01/2019 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.649% | 03/10/2046 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| Bermuda Government International Bond | 4.138% | 01/03/2023 | 0.1% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.1% |
| Industrial & Commercial Bank of China Ltd. | 2.147% | 11/08/2020 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| CPI Swap | 0.010% | 11/14/2024 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.1% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.1% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.092% | 09/15/2050 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.677% | 11/11/2041 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.1% |
| RP Select Finance Trust | 3.141% | 10/14/2021 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| ING Bank NV | 5.800% | 09/25/2023 | 0.1% |
| Kindred Healthcare, Inc. | 8.750% | 01/15/2023 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.0% |
| PFS Financing Corp. | 2.177% | 02/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| CSMC 2016-MFF | 4.277% | 11/15/2033 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.605% | 08/15/2047 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Sinopec Group Overseas Development 2016 Ltd | 2.125% | 05/03/2019 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.0% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.127% | 06/15/2029 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.272% | 05/15/2045 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Eterna Capital Pte Ltd | 6.000% | 12/11/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 5.599% | 11/15/2043 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.727% | 07/15/2032 | 0.0% |
| Avery Point CLO Ltd. | 2.711% | 07/17/2026 | 0.0% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Studio City Finance Ltd. | 8.500% | 12/01/2020 | 0.0% |
| Buckeye Partners L.P. | 4.875% | 02/01/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | 1.012% | 10/15/2049 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.0% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.0% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.434% | 06/15/2045 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 2.722% | 05/25/2034 | 0.0% |
| Calfrac Holdings L.P. | 7.500% | 12/01/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.0% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.0% |
| CSMC 2017-HD Trust | 5.427% | 02/15/2031 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.0% |
| Cavalry CLO IV Ltd | 3.072% | 10/15/2026 | 0.0% |
| Studio City Co Ltd | 7.250% | 11/30/2021 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| FREMF Mortgage Trust | 4.545% | 10/25/2030 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Dynegy, Inc. | 6.750% | 11/01/2019 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.877% | 12/15/2030 | 0.0% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.0% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.0% |
| FREMF Mortgage Trust | 3.751% | 02/25/2045 | 0.0% |
| CSMC Trust 2017-PFHP | 2.727% | 12/15/2030 | 0.0% |
| Intesa Sanpaolo SpA | 3.375% | 01/12/2023 | 0.0% |
| CPI Swap | 0.010% | 08/24/2026 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Chase Issuance Trust | 1.360% | 04/15/2020 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.0% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Summit Materials LLC | 6.125% | 07/15/2023 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| Discover Bank | 3.350% | 02/06/2023 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.0% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.0% |
| Country Garden Holdings Co. Ltd. | 7.500% | 03/09/2020 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.0% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| BBCMS Trust | 0.207% | 09/10/2028 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.720% | 05/15/2023 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.452% | 11/15/2049 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.968% | 07/15/2034 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.978% | 03/10/2046 | 0.0% |
| COMM Mortgage Trust | 1.202% | 03/10/2046 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.659% | 08/15/2049 | 0.0% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 3.522% | 06/24/2049 | 0.0% |
| CPI Swap | 0.010% | 03/22/2041 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Banco Bilbao Vizcaya Argentaria, S.A. | 3.000% | 10/20/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Illinois, IL | 6.200% | 07/01/2021 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Hospitality 2017-HIT Mortgage Trust | 2.891% | 05/08/2030 | 0.0% |
| Energy Transfer Partners LP | 4.650% | 06/01/2021 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Morgan Stanley Capital I Trust | 2.677% | 02/15/2034 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Daimler Finance North America LLC | 2.450% | 05/18/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 10/01/2045 | 0.0% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.060% | 12/15/2047 | 0.0% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 06/01/2038 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.0% |
| CPI Swap | 0.010% | 03/02/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.527% | 10/15/2033 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| CSMC Trust 2017-PFHP | 3.377% | 12/15/2030 | 0.0% |
| Turkiye Halk Bankasi AS | 3.875% | 02/05/2020 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| SLM Private Education Loan Trust | 5.027% | 05/16/2044 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| CPI Swap | 0.010% | 04/11/2026 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 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% |
| Government National Mortgage Association | 0.889% | 06/16/2054 | 0.0% |
| Flowserve Corp. | 2.725% | 10/14/2020 | 0.0% |
| Goldman Sachs Group, Inc. | 6.150% | 04/01/2018 | 0.0% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.0% |
| Phillips 66 | 2.009% | 04/15/2019 | 0.0% |
| CVS Caremark Corp. | 3.350% | 03/09/2021 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.062% | 03/25/2067 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 12/01/2045 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Tronox Finance LLC | 7.500% | 03/15/2022 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.440% | 02/15/2023 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.0% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| Braskem Netherlands Finance BV | 3.500% | 01/10/2023 | 0.0% |
| CPI Swap | 0.010% | 11/14/2021 | 0.0% |
| Wilmington Trust Corp. | 8.500% | 04/02/2018 | 0.0% |
| Genworth Holdings Inc | 6.515% | 05/22/2018 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Morgan Stanley Capital I Trust | 3.127% | 02/15/2034 | 0.0% |
| FREMF Mortgage Trust | 3.364% | 05/25/2045 | 0.0% |
| Phillips 66 | 2.606% | 02/26/2021 | 0.0% |
| Morgan Stanley Capital I Trust | 6.277% | 02/15/2034 | 0.0% |
| AT&T, Inc. | 2.850% | 02/14/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| CSMC 2017-HD Trust | 4.277% | 02/15/2031 | 0.0% |
| Illinois, IL | 2.770% | 04/01/2018 | 0.0% |
| CPI Swap | 0.010% | 05/26/2036 | 0.0% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| CSMC 2017-HD Trust | 3.127% | 02/15/2031 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Manufacturers & Traders Trust Co | 2.863% | 12/28/2020 | 0.0% |
| Pacific Gas & Electric Co. | 2.214% | 11/28/2018 | 0.0% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| CSMC Trust 2016-NXSR | 0.113% | 12/15/2049 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Morgan Stanley Capital I Trust | 5.177% | 02/15/2034 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.316% | 09/13/2031 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Hub International Ltd. | 7.875% | 10/01/2021 | 0.0% |
| COMM Mortgage Trust | 0.556% | 06/10/2046 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Keurig Green Mountain, Inc | 3.250% | 03/03/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| CPI Swap | 0.010% | 09/02/2018 | 0.0% |
| CPI Swap | 0.010% | 10/14/2026 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.877% | 07/15/2032 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 10/01/2035 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.760% | 06/15/2045 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2018 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| COMM Mortgage Trust | 1.794% | 10/15/2045 | 0.0% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.0% |
| Ohio Power Co. | 6.050% | 05/01/2018 | 0.0% |
| CPI Swap | 0.010% | 11/07/2019 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.088% | 11/15/2049 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 3.750% | 04/15/2018 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| FREMF Mortgage Trust | 4.030% | 11/25/2044 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Government National Mortgage Association | 0.763% | 08/16/2054 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| Csail Commercial Mortgage Trust | 0.001% | 06/15/2057 | 0.0% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.105% | 05/15/2047 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.0% |
| Bombardier, Inc. | 7.500% | 12/01/2024 | 0.0% |
| Hyundai Capital America | 3.450% | 03/12/2021 | 0.0% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.0% |
| Hospitality 2017-HIT Mortgage Trust | 3.061% | 05/08/2030 | 0.0% |
| SK Telecom Co. Ltd. | 2.125% | 05/01/2018 | 0.0% |
| Blue Buffalo Company | 3.956% | 05/25/2024 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| CVS Caremark Corp. | 3.125% | 03/09/2020 | 0.0% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.0% |
| Citigroup Mortgage Loan Trust | 1.701% | 07/25/2036 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 12/01/2040 | 0.0% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Illinois, IL | 4.350% | 06/01/2018 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.0% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.0% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| BBCMS Trust | 3.821% | 09/05/2032 | 0.0% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 2.677% | 03/15/2021 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| UTEX Industries | 5.877% | 05/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.572% | 02/01/2038 | 0.0% |
| Westgate Resorts LLC | 3.250% | 12/20/2026 | 0.0% |
| DBUBS Mortgage Trust | 3.527% | 07/10/2044 | 0.0% |
| Exeter Automobile Receivables Trust 2014-3 | 5.690% | 04/15/2021 | 0.0% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.0% |
| CPI Swap | 0.010% | 06/30/2042 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.0% |
| PFP 2017-3 Ltd. | 2.827% | 01/14/2035 | 0.0% |
| Telenor ASA | 1.750% | 05/22/2018 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Huarong Finance Co Ltd | 4.000% | 07/17/2019 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| ING Bank NV | 2.450% | 03/16/2020 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.179% | 11/25/2026 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.727% | 07/15/2050 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.542% | 12/01/2036 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| Pacific Gas & Electric Co. | 2.400% | 03/01/2019 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.0% |
| Martin Marietta Materials, Inc. | 2.096% | 05/22/2020 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| Morgan Stanley Capital I Trust | 0.089% | 07/13/2029 | 0.0% |
| CPI Swap | 0.010% | 09/02/2022 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 3.730% | 09/15/2023 | 0.0% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.600% | 03/15/2029 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.127% | 07/15/2032 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| COMM 2016-COR1 Mortgage Trust | 2.499% | 10/10/2049 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.722% | 02/01/2037 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.294% | 02/25/2032 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.625% | 01/15/2021 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| CPI Swap | 0.010% | 03/04/2024 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust | 5.755% | 12/15/2047 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.203% | 11/10/2049 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.711% | 09/01/2036 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Eversource Energy | 1.450% | 05/01/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| GTH Finance BV | 6.250% | 04/26/2020 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 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% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.0% |
| CPI Swap | 0.010% | 11/21/2024 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.793% | 08/15/2049 | 0.0% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.527% | 03/15/2027 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 01/01/2038 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| CPI Swap | 0.010% | 07/24/2029 | 0.0% |
| CPI Swap | 0.010% | 07/31/2029 | 0.0% |
| FREMF Mortgage Trust | 3.813% | 06/25/2047 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.785% | 12/10/2054 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.000% | 07/19/2020 | 0.0% |
| Springleaf Funding Trust | 3.160% | 11/15/2024 | 0.0% |
| Equate Petrochemical BV | 3.000% | 03/03/2022 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 09/01/2038 | 0.0% |
| DBUBS Mortgage Trust | 4.998% | 07/10/2044 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.811% | 12/15/2049 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| CPI Swap | 0.010% | 11/22/2024 | 0.0% |
| Morgan Stanley Capital I Trust | 3.427% | 02/15/2034 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.750% | 05/15/2019 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| CPI Swap | 0.010% | 12/13/2019 | 0.0% |
| CPI Swap | 0.010% | 12/08/2024 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.277% | 06/15/2029 | 0.0% |
| COMM Mortgage Trust | 1.214% | 08/10/2047 | 0.0% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.510% | 09/15/2022 | 0.0% |
| CPI Swap | 0.010% | 12/14/2019 | 0.0% |
| Cherrywood SB Commercial Mortgage Loan Trust 2016- | 3.730% | 03/25/2049 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| CPI Swap | 0.010% | 05/21/2025 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 12/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 04/01/2040 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.627% | 10/15/2033 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.441% | 06/10/2048 | 0.0% |
| Commercial Mortgage Pass-Through Certificates | 6.199% | 02/15/2041 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.729% | 06/15/2048 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 2.430% | 01/18/2022 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 03/01/2039 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.0% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.0% |
| Government National Mortgage Association | 0.929% | 01/16/2055 | 0.0% |
| Vornado DP LLC Trust | 2.970% | 09/13/2028 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.0% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.207% | 11/15/2033 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Kindred Healthcare, Inc. | 6.375% | 04/15/2022 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Newell Rubbermaid, Inc. | 2.875% | 12/01/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Bear Stearns Deutsche Bank Trust | 5.008% | 09/15/2027 | 0.0% |
| FREMF Mortgage Trust | 4.159% | 09/25/2044 | 0.0% |
| CPI Swap | 0.010% | 12/04/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.0% |
| CPI Swap | 0.010% | 12/01/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.045% | 11/15/2047 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| GLP Financing, LLC | 3.286% | 04/28/2021 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.649% | 07/15/2045 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.950% | 03/10/2049 | 0.0% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| YPF S.A. | 8.916% | 08/15/2018 | 0.0% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 4.129% | 04/10/2034 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| CPI Swap | 0.010% | 12/14/2026 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| CPI Swap | 0.010% | 11/25/2024 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 08/01/2018 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| GS Mortgage Securities Trust | 1.968% | 11/10/2045 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Westgate Resorts LLC | 2.150% | 12/20/2026 | 0.0% |
| HD Supply, Inc. | 5.750% | 04/15/2024 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| UTEX Industries | 9.127% | 05/22/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C4 | 1.748% | 05/10/2058 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| COMM Mortgage Trust | 5.991% | 07/10/2046 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 10/01/2040 | 0.0% |
| CPI Swap | 0.010% | 04/28/2020 | 0.0% |
| LMREC 2015-CRE, Inc. | 5.361% | 02/22/2032 | 0.0% |
| CPI Swap | 0.010% | 07/20/2029 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| CPI Swap | 0.010% | 01/08/2021 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.0% |
| CPI Swap | 0.010% | 05/03/2022 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| CPI Swap | 0.010% | 10/25/2032 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.491% | 04/01/2037 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.921% | 05/15/2048 | 0.0% |
| SLM Student Loan Trust | 2.392% | 03/25/2026 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| Government National Mortgage Association | 2.750% | 09/16/2046 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 12/01/2038 | 0.0% |
| New Century Home Equity Loan Trust | 4.571% | 08/25/2035 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| CPI Swap | 0.010% | 04/26/2025 | 0.0% |
| CPI Swap | 0.010% | 01/10/2020 | 0.0% |
| CPI Swap | 0.010% | 12/05/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 08/01/2038 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.211% | 10/05/2031 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.895% | 05/10/2063 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 03/01/2038 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.434% | 08/10/2049 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.137% | 04/15/2047 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Analog Devices, Inc. | 2.850% | 03/12/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series Trust | 1.329% | 04/15/2046 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.561% | 05/01/2036 | 0.0% |
| Carmax Auto Owner Trust | 1.170% | 08/15/2019 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.296% | 10/15/2044 | 0.0% |
| GS Mortgage Securities Trust | 3.849% | 12/10/2043 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.400% | 06/12/2047 | 0.0% |
| Nexen, Inc. | 6.200% | 07/30/2019 | 0.0% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.0% |
| CPI Swap | 0.010% | 12/02/2024 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Sequoia Mortgage Trust | 3.000% | 09/25/2042 | 0.0% |
| CPI Swap | 0.010% | 04/22/2025 | 0.0% |
| CPI Swap | 0.010% | 01/08/2027 | 0.0% |
| CPI Swap | 0.010% | 02/05/2025 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.535% | 10/01/2038 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| Harris Corp. | 1.500% | 05/29/2018 | 0.0% |
| CPI Swap | 0.010% | 03/02/2019 | 0.0% |
| CPI Swap | 0.010% | 01/11/2025 | 0.0% |
| William Lyon Homes, Inc. | 5.750% | 04/15/2019 | 0.0% |
| GS Mortgage Securities Trust | 0.820% | 11/10/2048 | 0.0% |
| CPI Swap | 0.010% | 12/09/2024 | 0.0% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.0% |
| Conn's Receivables Funding 2017-A LLC | 2.730% | 07/15/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.231% | 07/10/2047 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| CIT Group, Inc. | 3.875% | 02/19/2019 | 0.0% |
| FREMF Mortgage Trust | 3.002% | 10/25/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.585% | 05/15/2047 | 0.0% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.0% |
| CPI Swap | 0.010% | 04/12/2022 | 0.0% |
| CPI Swap | 0.010% | 05/02/2021 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.987% | 04/10/2046 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| CPI Swap | 0.010% | 12/05/2024 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Government National Mortgage Association | 2.500% | 03/16/2049 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.266% | 04/15/2047 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| CPI Swap | 0.010% | 06/22/2025 | 0.0% |
| Federal National Mortgage Assoc. | 1.686% | 08/01/2037 | 0.0% |
| DBWF Mortgage Trust | 0.424% | 06/10/2034 | 0.0% |
| CPI Swap | 0.010% | 03/21/2024 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| CPI Swap | 0.010% | 12/30/2023 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| CPI Swap | 0.010% | 12/14/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.376% | 06/10/2027 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| LSTAR Commercial Mortgage Trust | 0.933% | 01/20/2041 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 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% |
| Afren plc | 11.500% | 02/01/2016 | 0.0% |
| Eneva SA | 0.000% | - | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| US 10YR NOTE (CBT)JUN18 | 0.000% | 06/29/2018 | 0.0% |
| US LONG BOND(CBT) JUN18 | 0.000% | 06/29/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2018 | 0.0% |
| US 5YR NOTE (CBT) JUN18 | 0.000% | 07/05/2018 | 0.0% |
| US 2YR NOTE (CBT) JUN18 | 0.000% | 07/05/2018 | 0.0% |
| CPI Swap | 0.010% | 02/24/2022 | 0.0% |
| FX USD/EUR 12/18 | 0.000% | 12/20/2018 | 0.0% |
| CPI Swap | 0.010% | 03/20/2022 | 0.0% |
| CPI Swap | 0.010% | 02/16/2028 | 0.0% |
| FX USD/EUR 12/18 | 0.000% | 12/20/2018 | 0.0% |
| CPI Swap | 0.010% | 11/17/2036 | 0.0% |
| CPI Swap | 0.010% | 04/05/2029 | 0.0% |
| CPI Swap | 0.010% | 03/28/2029 | 0.0% |
| CPI Swap | 0.010% | 11/21/2036 | 0.0% |
| CPI Swap | 0.010% | 01/23/2033 | 0.0% |
| CPI Swap | 0.010% | 01/25/2033 | 0.0% |
| CPI Swap | 0.010% | 03/16/2029 | 0.0% |
| CPI Swap | 0.010% | 03/23/2032 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| CPI Swap | 0.010% | 03/10/2032 | 0.0% |
| CPI Swap | 0.010% | 02/01/2038 | 0.0% |
| CPI Swap | 0.010% | 03/06/2032 | 0.0% |
| CPI Swap | 0.010% | 07/10/2025 | 0.0% |
| CPI Swap | 0.010% | 02/20/2038 | 0.0% |
| CPI Swap | 0.010% | 02/26/2038 | 0.0% |
| CPI Swap | 0.010% | 03/15/2029 | 0.0% |
| CPI Swap | 0.010% | 01/06/2026 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| CPI Swap | 0.010% | 01/26/2029 | 0.0% |
| CPI Swap | 0.010% | 03/21/2032 | 0.0% |
| CPI Swap | 0.010% | 02/26/2038 | 0.0% |
| CPI Swap | 0.010% | 02/12/2033 | 0.0% |
| CPI Swap | 0.010% | 02/07/2032 | 0.0% |
| CPI Swap | 0.010% | 12/16/2036 | 0.0% |
| CPI Swap | 0.010% | 12/13/2031 | 0.0% |
| CPI Swap | 0.010% | 12/23/2031 | 0.0% |
| CPI Swap | 0.010% | 01/30/2038 | 0.0% |
| CPI Swap | 0.010% | 03/14/2029 | 0.0% |
| CPI Swap | 0.010% | 03/08/2032 | 0.0% |
| CPI Swap | 0.010% | 02/06/2038 | 0.0% |
| CPI Swap | 0.010% | 10/25/2019 | 0.0% |
| CPI Swap | 0.010% | 02/08/2029 | 0.0% |
| CPI Swap | 0.010% | 02/15/2029 | 0.0% |
| CPI Swap | 0.010% | 12/05/2022 | 0.0% |
| CPI Swap | 0.010% | 12/08/2031 | 0.0% |
| CPI Swap | 0.010% | 02/27/2029 | 0.0% |
| CPI Swap | 0.010% | 11/21/2022 | 0.0% |
| CPI Swap | 0.010% | 01/18/2029 | 0.0% |
| CPI Swap | 0.010% | 02/10/2022 | 0.0% |
| CPI Swap | 0.010% | 01/13/2029 | 0.0% |
| CPI Swap | 0.010% | 08/18/2019 | 0.0% |
| CPI Swap | 0.010% | 01/24/2029 | 0.0% |
| CPI Swap | 0.010% | 02/10/2023 | 0.0% |
| CPI Swap | 0.010% | 05/22/2022 | 0.0% |
| CPI Swap | 0.010% | 02/01/2032 | 0.0% |
| CPI Swap | 0.010% | 05/25/2023 | 0.0% |
| CPI Swap | 0.010% | 06/09/2022 | 0.0% |
| CPI Swap | 0.010% | 11/10/2022 | 0.0% |
| CPI Swap | 0.010% | 08/27/2023 | 0.0% |
| CPI Swap | 0.010% | 11/03/2018 | 0.0% |
| CPI Swap | 0.010% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 06/04/2020 | 0.0% |
| CPI Swap | 0.010% | 06/16/2018 | 0.0% |
| CPI Swap | 0.010% | 02/13/2029 | 0.0% |
| CPI Swap | 0.010% | 03/31/2026 | 0.0% |
| CPI Swap | 0.010% | 09/01/2019 | 0.0% |
| CPI Swap | 0.010% | 11/09/2020 | 0.0% |
| CPI Swap | 0.010% | 01/11/2021 | 0.0% |
| CPI Swap | 0.010% | 11/13/2018 | 0.0% |
| CPI Swap | 0.010% | 06/23/2022 | 0.0% |
| CPI Swap | 0.010% | 10/22/2022 | 0.0% |
| CPI Swap | 0.010% | 01/21/2021 | 0.0% |
| CPI Swap | 0.010% | 01/20/2021 | 0.0% |
| CPI Swap | 0.010% | 02/09/2021 | 0.0% |
| CPI Swap | 0.010% | 11/18/2018 | 0.0% |
| CPI Swap | 0.010% | 07/15/2018 | 0.0% |
| CPI Swap | 0.010% | 06/30/2026 | 0.0% |
| CPI Swap | 0.010% | 05/26/2018 | 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% | 02/17/2021 | 0.0% |
| CPI Swap | 0.010% | 06/03/2020 | 0.0% |
| CPI Swap | 0.010% | 06/13/2020 | 0.0% |
| CPI Swap | 0.010% | 11/30/2031 | 0.0% |
| CPI Swap | 0.010% | 09/07/2022 | 0.0% |
| CPI Swap | 0.010% | 01/24/2021 | 0.0% |
| CPI Swap | 0.010% | 08/06/2020 | 0.0% |
| CPI Swap | 0.010% | 12/07/2031 | 0.0% |
| CPI Swap | 0.010% | 02/03/2021 | 0.0% |
| CPI Swap | 0.010% | 08/25/2023 | 0.0% |
| CPI Swap | 0.010% | 07/29/2021 | 0.0% |
| CPI Swap | 0.010% | 01/20/2026 | 0.0% |
| CPI Swap | 0.010% | 08/20/2021 | 0.0% |
| CPI Swap | 0.010% | 04/11/2020 | 0.0% |
| CPI Swap | 0.010% | 01/26/2021 | 0.0% |
| CPI Swap | 0.010% | 12/16/2020 | 0.0% |
| CPI Swap | 0.010% | 11/21/2023 | 0.0% |
| CPI Swap | 0.010% | 07/11/2019 | 0.0% |
| CPI Swap | 0.010% | 01/14/2021 | -0.1% |
| CPI Swap | 0.010% | 01/19/2021 | -0.1% |
| CPI Swap | 0.010% | 04/17/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2021 | -0.1% |
| CPI Swap | 0.010% | 04/26/2020 | -0.1% |
| CPI Swap | 0.010% | 07/22/2023 | -0.1% |
| CPI Swap | 0.010% | 10/01/2025 | -0.1% |
| CPI Swap | 0.010% | 06/20/2021 | -0.1% |
| CPI Swap | 0.010% | 06/08/2026 | -0.1% |
| CPI Swap | 0.010% | 09/04/2021 | -0.1% |
| CPI Swap | 0.010% | 04/20/2023 | -0.1% |
| CPI Swap | 0.010% | 04/20/2023 | -0.1% |
| CPI Swap | 0.010% | 05/09/2021 | -0.1% |
| CPI Swap | 0.010% | 10/29/2021 | -0.1% |
| CPI Swap | 0.010% | 05/02/2021 | -0.1% |
| CPI Swap | 0.010% | 04/05/2032 | -0.1% |
| CPI Swap | 0.010% | 07/05/2026 | -0.1% |
| CPI Swap | 0.010% | 03/30/2032 | -0.1% |
| CPI Swap | 0.010% | 02/11/2021 | -0.1% |
| CPI Swap | 0.010% | 08/02/2021 | -0.1% |
| CPI Swap | 0.010% | 04/17/2026 | -0.1% |
| CPI Swap | 0.010% | 10/05/2019 | -0.1% |
| CPI Swap | 0.010% | 05/13/2019 | -0.1% |
| CPI Swap | 0.010% | 10/18/2019 | -0.1% |
| CPI Swap | 0.010% | 04/27/2024 | -0.1% |
| CPI Swap | 0.010% | 03/28/2032 | -0.1% |
| CPI Swap | 0.010% | 05/13/2020 | -0.1% |
| CPI Swap | 0.010% | 04/27/2023 | -0.1% |
| CPI Swap | 0.010% | 01/04/2020 | -0.1% |
| CPI Swap | 0.010% | 04/22/2018 | -0.1% |
| CPI Swap | 0.010% | 06/07/2021 | -0.1% |
| CPI Swap | 0.010% | 01/28/2021 | -0.1% |
| CPI Swap | 0.010% | 12/17/2020 | -0.1% |
| CPI Swap | 0.010% | 12/27/2020 | -0.1% |
| CPI Swap | 0.010% | 10/11/2020 | -0.1% |
| CPI Swap | 0.010% | 12/13/2020 | -0.1% |
| CPI Swap | 0.010% | 06/26/2019 | -0.1% |
| CPI Swap | 0.010% | 02/04/2021 | -0.1% |
| CPI Swap | 0.010% | 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% | 04/24/2023 | -0.1% |
| CPI Swap | 0.010% | 02/28/2021 | -0.1% |
| CPI Swap | 0.010% | 09/14/2024 | -0.1% |
| CPI Swap | 0.010% | 04/23/2023 | -0.1% |
| CPI Swap | 0.010% | 02/19/2021 | -0.1% |
| CPI Swap | 0.010% | 08/01/2019 | -0.2% |
| CPI Swap | 0.010% | 07/08/2022 | -0.2% |
| CPI Swap | 0.010% | 02/07/2033 | -0.2% |
| CPI Swap | 0.010% | 07/23/2023 | -0.2% |
| CPI Swap | 0.010% | 04/03/2023 | -0.2% |
| CPI Swap | 0.010% | 05/02/2021 | -0.2% |
| CPI Swap | 0.010% | 04/24/2023 | -0.2% |
| CPI Swap | 0.010% | 02/21/2022 | -0.2% |
| CPI Swap | 0.010% | 03/12/2022 | -0.2% |
| CPI Swap | 0.010% | 04/11/2022 | -0.2% |
| CPI Swap | 0.010% | 06/26/2023 | -0.2% |
| CPI Swap | 0.010% | 03/20/2022 | -0.2% |
| CPI Swap | 0.010% | 03/25/2022 | -0.2% |
| CPI Swap | 0.010% | 02/26/2022 | -0.2% |
| CPI Swap | 0.010% | 02/15/2033 | -0.3% |
| CPI Swap | 0.010% | 03/05/2038 | -0.3% |
| CPI Swap | 0.010% | 01/16/2038 | -0.3% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
Dividends & Cap Gains
Dividends & Cap Gains
Dividend Payments
Dividend Payments
For
- YTD Dividends Paidas of 05/21/2018
- $0.147
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 04/30/2018 | $0.03873 | $11.91 |
| Daily | Daily | 03/31/2018 | $0.03534 | $11.85 |
| Daily | Daily | 02/28/2018 | $0.03706 | $11.91 |
| Daily | Daily | 01/31/2018 | $0.03599 | $11.96 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 05/31/2018 |
| Daily | Daily | 06/30/2018 |
| Daily | Daily | 07/31/2018 |
| Daily | Daily | 08/31/2018 |
| Daily | Daily | 09/30/2018 |
| Daily | Daily | 10/31/2018 |
| Daily | Daily | 11/30/2018 |
| Daily | Daily | 12/31/2018 |
Fees & Expenses
Fees & Expenses
Sales Charge Schedule as of 05/21/2018
| Sales Charge | Dealer's Concession | Prices at Breakpoint | |
|---|---|---|---|
| Less than $100,000 | 2.25% | 2.00% | $12.15 |
| $100,000 to $249,999 | 1.75% | 1.50% | $12.09 |
| $250,000 to $499,999 | 1.25% | 1.00% | $12.03 |
| $500,000 to $999,999 | 0.00% | 1.00% | $11.88 |
| $1,000,000 to $5,000,000 | 0.00% | 1.00% | $11.88 |
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.
Expense Ratioas of 04/30/2018
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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