Inflation Focused Fund
Daily price w/o sales charge as of 07/21/2017
$11.88
$0.01
YTD Returns w/o sales charge as of 07/21/2017
-0.60%
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver total returns that exceed the rate of inflation in the U.S. over a full inflation cycle and current income by combining investments in inflation-linked derivatives with a portfolio of fixed income securities.
Yield
Dividend Yield 1 as of 07/21/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.88% | 3.73% |
| w/ sales charge | 3.80% | 3.65% |
30-Day Standardized Yield 2 as of 06/30/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 1.78% | 1.72% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 06/30/2017
Expense ratio details, Click here.
The net expense ratio takes into account contractual fee waivers/expense reimbursements that currently are scheduled to remain in place through 03/31/2018. For periods when fees and expenses were waived and/or reimbursed, the Fund benefited by not bearing such expenses. Without such fee waivers/reimbursements, performance would have been lower.
Fund Basicsas of 06/30/2017
- Total Net Assets
- $1.17 B
- Inception Date
- 04/29/2011
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1398
- CUSIP
- 54400U205
- Minimum Initial Investment
- $1,500+
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 06/30/2017 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Investment Team
Supported By
59
Investment Professionals and 14
Years Avg. Industry Experience
Contact a Representative
To contact your representative, enter your zip code and select your channel below.
Performance
Performance
Dividend Yield 1 as of 07/21/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.88% | 3.73% |
| w/ sales charge | 3.80% | 3.65% |
30-Day Standardized Yield 2 as of 06/30/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 1.78% | 1.72% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 04/29/2011 |
|---|
| w/o sales charge | -0.81% | 5.74% | -1.90% | -0.04% | - | 0.09% |
| Lipper Category Avg. Inflation Protected Bond Funds | 0.69% | 0.23% | -0.04% | -0.10% | - | - |
| w/ sales charge | -3.03% | 3.35% | -2.65% | -0.49% | - | -0.28% |
Fund Expense Ratio :
Gross 0.90%
Net 0.75%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
Best returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | 5.4 | 1.48 |
| 1-Yr | 9.95 | 3.08 |
Worst returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | -5.92 | -0.26 |
| 1-Yr | -5.63 | -0.42 |
Best & Worst returns reflect a cumulative return for the three-month and one-year periods.
| Year | Fund Returns |
|---|
| 2016 | 4.96% |
| 2015 | -2.22% |
| 2014 | -5.20% |
| 2013 | -1.76% |
| 2012 | 9.87% |
| 2011 | -3.48% |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2017 | 0.73% | -1.53% | - | - | -0.58% |
| 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 06/30/2017
The chart begins on the Fund's inception date of 04/29/2011.
Based on a hypothetical Class A share investment of $10,000 on 04/29/2011 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Rating | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Rating | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 06/30/2017
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Portfolio Details as of 06/30/2017
- Total Net Assets
- $1.17 B
- Number of Issues
- 1398
- Average Coupon
- 3.94%
- Average Life
- 2.4 Years
- Average Effective Duration
- 2.14 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 1.3% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 1.862% | 01/20/2022 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.5% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 1.3% |
| World Financial Network Credit Card Master Trust | 2.150% | 04/17/2023 | 0.7% |
| OneMain Financial Issuance Trust 2016-2 | 4.100% | 03/20/2028 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| Access Midstream Partners L.P. | 4.875% | 05/15/2023 | 0.6% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 0.5% |
| GE Dealer Floorplan Master Note Trust | 1.660% | 01/20/2022 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.4% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.640% | 03/15/2023 | 0.4% |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | 2.458% | 04/17/2025 | 0.4% |
| CarMax Auto Owner Trust | 1.560% | 11/16/2020 | 0.4% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.4% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.4% |
| Citigroup Commercial Mortgage Trust | 3.089% | 09/15/2027 | 0.4% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.4% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.4% |
| Carlyle Global Market Strategies CLO 2013-4 Ltd | 2.678% | 10/15/2025 | 0.3% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.3% |
| MP CLO VI Ltd. | 2.358% | 01/15/2027 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.3% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 1.490% | 09/15/2019 | 0.3% |
| FREMF 2015-K721 Mortgage Trust | 3.565% | 11/25/2047 | 0.3% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.3% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.3% |
| Ally Auto Receivables Trust | 2.100% | 03/16/2020 | 0.3% |
| Thacher Park CLO Ltd. | 2.153% | 10/20/2026 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| CG-CCRE Commercial Mortgage Trust | 1.939% | 06/15/2031 | 0.3% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.3% |
| William Carter Co. | 5.250% | 08/15/2021 | 0.3% |
| Teco Finance, Inc. | 6.572% | 11/01/2017 | 0.3% |
| Imperial Tobacco Finance plc | 2.050% | 02/11/2018 | 0.3% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.3% |
| UBS AG | 1.800% | 03/26/2018 | 0.3% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| Credit Suisse Mortgage Capital Certificates | 3.639% | 11/15/2034 | 0.3% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 1.789% | 02/15/2030 | 0.3% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.3% |
| Ares XXXIII CLO Ltd. | 2.450% | 12/05/2025 | 0.3% |
| LCM XVIII LP | 2.666% | 04/20/2027 | 0.3% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.3% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| COMM Mortgage Trust | 5.321% | 05/15/2045 | 0.3% |
| Government National Mortgage Association | 1.213% | 12/16/2054 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| Canadian Natural Resources Ltd. | 1.750% | 01/15/2018 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-5 | 2.740% | 12/15/2021 | 0.2% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/19/2019 | 0.2% |
| Medtronic,Inc. | 0.875% | 01/26/2018 | 0.2% |
| Federal National Mortgage Assoc. | 3.145% | 03/01/2042 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.389% | 03/15/2023 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.347% | 03/15/2023 | 0.2% |
| Mercedes-Benz Auto Receivables Trust | 1.340% | 12/16/2019 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 3.900% | 08/23/2037 | 0.2% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 4.100% | 08/23/2037 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Marriott International, Inc. | 0.000% | 07/12/2017 | 0.2% |
| COMM Mortgage Trust | 3.643% | 06/08/2030 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.2% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| BBCMS Trust | 3.708% | 09/05/2032 | 0.2% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| BBCMS Trust | 0.475% | 03/12/2036 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Cent CLO | 2.470% | 01/30/2025 | 0.2% |
| Martin Marietta Materials, Inc. | 2.252% | 06/30/2017 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.356% | 04/18/2025 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| Petroleos Mexicanos | 5.750% | 03/01/2018 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| First Investors Auto Owner Trust 2015-1 | 2.710% | 06/15/2021 | 0.2% |
| Fortress Credit BSL Ltd. | 2.338% | 01/19/2025 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.710% | 10/15/2034 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 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% |
| PFP 2017-3 Ltd. | 4.489% | 01/14/2035 | 0.2% |
| SunTrust Auto Receivables Trust | 1.420% | 09/16/2019 | 0.2% |
| Wind Acquisition Finance S.A. | 7.375% | 04/23/2021 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 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 | 2.640% | 04/27/2027 | 0.2% |
| Compass Bank | 1.850% | 09/29/2017 | 0.2% |
| BlueMountain CLO Ltd. | 2.404% | 11/30/2026 | 0.2% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.2% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.542% | 08/05/2034 | 0.2% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.2% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| Seminole Tribe of Florida | 6.535% | 10/01/2020 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| Schlumberger Holdings Corp. | 0.000% | 06/01/2017 | 0.2% |
| Northwoods Capital Ltd. | 2.348% | 04/15/2025 | 0.2% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.2% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.2% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.2% |
| CPI Swap | 0.010% | 09/30/2024 | 0.2% |
| Hyundai Capital America | 2.875% | 08/09/2018 | 0.2% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.2% |
| Dell International LLC | 3.300% | 06/02/2021 | 0.2% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.2% |
| Federal Home Loan Mortgage Corp. | 3.090% | 11/01/2043 | 0.2% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.2% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.2% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| PFP 2017-3 Ltd. | 2.739% | 01/14/2035 | 0.1% |
| NextGear Floorplan Master Owner Trust | 1.800% | 07/15/2019 | 0.1% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.1% |
| TransAlta Corp. | 1.900% | 06/03/2017 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| TransAlta Corp. | 6.900% | 05/15/2018 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.1% |
| Baidu, Inc. | 2.250% | 11/28/2017 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| Hospitality Mortgage Trust | 5.500% | 05/08/2030 | 0.1% |
| Electricite de France SA | 0.000% | 01/05/2018 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| EOG Resources, Inc. | 5.875% | 09/15/2017 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| Covanta Holding Corp. | 6.375% | 10/01/2022 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.1% |
| N/A | 2.700% | 01/16/2059 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 2.732% | 12/01/2045 | 0.1% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.1% |
| American Express Credit Account Master Trust | 1.490% | 04/15/2020 | 0.1% |
| Lukoil International Finance BV | 3.416% | 04/24/2018 | 0.1% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.1% |
| Wachovia Corp. | 5.750% | 02/01/2018 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Bank of America Corp. | 5.000% | 05/13/2021 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.600% | 11/20/2017 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 08/14/2017 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.1% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| N-Star REL CDO Ltd. | 1.471% | 02/01/2041 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| Anthem, Inc. | 2.250% | 08/15/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Birchwood Park CLO Ltd. | 2.338% | 07/15/2026 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 1.001% | 04/15/2027 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Madison Avenue Trust | 4.034% | 10/12/2032 | 0.1% |
| Plains All American Pipeline L.P. | 0.000% | 06/07/2017 | 0.1% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.050% | 07/01/2020 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.1% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.1% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.1% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.1% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.1% |
| GS Mortgage Securities Trust | 1.552% | 06/10/2046 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.1% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| U.S. Treasury Note/Bond | 0.875% | 10/15/2017 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.539% | 03/15/2027 | 0.1% |
| BWAY Mortgage Trust | 0.403% | 03/10/2033 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| Abu Dhabi National Energy Co. | 2.500% | 01/12/2018 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Hospitality Mortgage Trust | 4.550% | 05/08/2030 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Becton, Dickinson & Co. | 1.800% | 12/15/2017 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Chicago Skyscraper Trust 2017 SKY | 2.799% | 04/15/2030 | 0.1% |
| Williams Partners LP | 2.397% | 12/24/2018 | 0.1% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.1% |
| N/A | 2.750% | 12/16/2058 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Macquarie Bank Ltd. | 1.797% | 10/27/2017 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Boxer Parent Co., Inc. | 9.000% | 10/15/2019 | 0.1% |
| CarMax Auto Owner Trust | 2.440% | 11/16/2020 | 0.1% |
| National Financial Partners Corp. | 9.000% | 07/15/2021 | 0.1% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 2.180% | 06/08/2020 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Jackson Mill CLO Ltd. | 2.698% | 04/15/2027 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| COMM Mortgage Trust | 3.685% | 05/10/2048 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| FairPoint Communications, Inc. | 8.750% | 08/15/2019 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| Statoil ASA | 7.875% | 12/09/2022 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 02/20/2019 | 0.1% |
| N/A | 2.750% | 05/16/2059 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| CPI Swap | 0.010% | 08/23/2026 | 0.1% |
| CPI Swap | 0.010% | 05/27/2019 | 0.1% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| Venture XVIII CLO Ltd. | 2.608% | 10/15/2026 | 0.1% |
| CIFC Funding Ltd. | 2.392% | 05/24/2026 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.1% |
| Avolon TLB Borrower 1 LUX SA RL | 3.760% | 03/21/2022 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.750% | 08/13/2021 | 0.1% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Seminole Tribe of Florida | 3.397% | 04/29/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.220% | 01/15/2022 | 0.1% |
| Octagon Investment Partners XXI Ltd. | 2.532% | 11/14/2026 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.311% | 03/15/2045 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 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% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| New Gold, Inc. | 7.000% | 04/15/2020 | 0.1% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| LMREC 2015-CRE, Inc. | 2.734% | 02/22/2032 | 0.1% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| PTL Finance Corp. | 3.050% | 01/09/2020 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Morgan Stanley Capital I Trust | 2.101% | 03/15/2045 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Dryden 34 Senior Loan Fund | 2.318% | 10/15/2026 | 0.1% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.1% |
| CPI Swap | 0.010% | 02/06/2019 | 0.1% |
| COMM Mortgage Trust | 4.743% | 06/08/2030 | 0.1% |
| Asset Backed Securities Corp. Home Equity Loan Tru | 1.184% | 05/25/2036 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| UBS Group Funding Switzerland AG | 2.406% | 05/23/2023 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Discover Bank | 3.100% | 06/04/2020 | 0.1% |
| Western Refining, Inc. | 6.250% | 04/01/2021 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.517% | 09/10/2049 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Kinder Morgan, Inc. | 7.000% | 06/15/2017 | 0.1% |
| CPI Swap | 0.010% | 07/22/2026 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.1% |
| N/A | 2.600% | 02/16/2059 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Manufacturers & Traders Trust Co | 6.625% | 12/04/2017 | 0.1% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.1% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.1% |
| BA Credit Card Trust | 1.379% | 10/15/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 1.889% | 02/15/2034 | 0.1% |
| Commercial Mortgage Trust | 5.759% | 07/10/2038 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Spectra Energy Partners L.P. | 2.950% | 09/25/2018 | 0.1% |
| Republic of Indonesia | 3.750% | 04/25/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.251% | 04/10/2046 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.564% | 12/15/2048 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.1% |
| Comerica Bank | 5.200% | 08/22/2017 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.290% | 10/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.439% | 10/15/2033 | 0.1% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Tech Data Corp. | 3.750% | 09/21/2017 | 0.1% |
| Aviation Capital Group Corp. | 4.625% | 01/31/2018 | 0.1% |
| Wyndham Worldwide Corp. | 2.500% | 03/01/2018 | 0.1% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.1% |
| BAT International Finance plc | 1.850% | 06/15/2018 | 0.1% |
| CPI Swap | 0.010% | 07/18/2026 | 0.1% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.850% | 10/05/2018 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| Denali Capital CLO X Ltd | 2.917% | 04/28/2025 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| Kansas City Southern | 0.000% | 06/09/2017 | 0.1% |
| Cent CLO Ltd. | 2.273% | 07/23/2025 | 0.1% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 0.749% | 03/10/2049 | 0.1% |
| COMM Mortgage Trust | 3.898% | 03/10/2031 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Keysight Technologies | 2.429% | 02/14/2020 | 0.1% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| ING Bank NV | 1.800% | 03/16/2018 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Hospitality Mortgage Trust | 3.150% | 05/08/2030 | 0.1% |
| UBS Group Funding Jersey Ltd. | 2.950% | 09/24/2020 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| COMM Mortgage Trust | 2.595% | 07/13/2031 | 0.1% |
| CPI Swap | 0.010% | 04/01/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 1.510% | 05/18/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| VNO Mortgage Trust | 3.337% | 11/15/2030 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| CSMC Trust | 2.309% | 04/15/2029 | 0.1% |
| H/2 Asset Funding Ltd. | 2.904% | 03/19/2037 | 0.1% |
| MBNA Credit Card Master Note Trust | 1.249% | 08/16/2021 | 0.1% |
| Regions Bank, Birmingham, AL | 2.250% | 09/14/2018 | 0.1% |
| Core Industrial Trust | 3.977% | 02/10/2034 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 6.302% | 02/15/2041 | 0.1% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.316% | 09/13/2031 | 0.1% |
| Fairmount Minerals | 4.647% | 09/05/2019 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.1% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.1% |
| Energy Transfer Partners L.P. | 4.150% | 10/01/2020 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.1% |
| CSMC 2017-HD Trust | 1.939% | 02/15/2031 | 0.1% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.498% | 02/15/2044 | 0.1% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Compass Bank | 6.400% | 10/01/2017 | 0.1% |
| Time Warner, Inc. | 4.875% | 03/15/2020 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.1% |
| Huntington National Bank | 1.619% | 03/10/2020 | 0.1% |
| BA Credit Card Trust | 1.279% | 01/15/2020 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 2.308% | 04/18/2025 | 0.1% |
| Seneca Park CLO Ltd. | 2.278% | 07/17/2026 | 0.1% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.1% |
| Discover Card Execution Note Trust | 1.529% | 09/15/2021 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| Ford Credit Auto Lease Trust | 1.130% | 06/15/2018 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Ford Motor Credit Co. LLC | 3.157% | 08/04/2020 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| AMC Entertainment Holdings, Inc. | 5.875% | 02/15/2022 | 0.1% |
| Wind Acquisition Finance S.A. | 6.500% | 04/30/2020 | 0.1% |
| AT&T, Inc. | 5.800% | 02/15/2019 | 0.1% |
| Consolidated Container Co. LLC/Consolidated Contai | 10.125% | 07/15/2020 | 0.1% |
| Caesars Growth Properties Holdings LLC | 9.375% | 05/01/2022 | 0.1% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.1% |
| Walgreen Co. | 3.100% | 06/01/2023 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| Ford Motor Credit Co. LLC | 2.943% | 01/08/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| Royal Bank of Scotland NV | 4.650% | 06/04/2018 | 0.1% |
| GS Mortgage Securities Corp. II | 3.435% | 12/10/2027 | 0.1% |
| Ford Motor Credit Co. LLC | 5.000% | 05/15/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.1% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.804% | 08/15/2049 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.1% |
| Dominion Resources, Inc. | 2.579% | 07/01/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| CSMC Trust | 2.839% | 04/15/2029 | 0.1% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.1% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Becton, Dickinson & Co. | 0.000% | 06/06/2022 | 0.1% |
| Becton, Dickinson & Co. | 2.894% | 06/06/2022 | 0.1% |
| Digicel Group Ltd. | 8.250% | 09/30/2020 | 0.1% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.1% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.1% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.365% | 05/15/2045 | 0.1% |
| H/2 Asset Funding Ltd. | 2.679% | 06/24/2049 | 0.1% |
| United Rentals, Inc. | 7.625% | 04/15/2022 | 0.1% |
| Hewlett Packard Enterprise Co. | 3.080% | 10/05/2018 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| Navistar International Corp. | 8.250% | 11/01/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.1% |
| CSMC 2016-MFF | 4.489% | 11/15/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Conn Funding II L.P. | 2.730% | 05/15/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.477% | 06/15/2045 | 0.1% |
| Carmax Auto Owner Trust | 1.170% | 08/15/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.649% | 03/10/2046 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| CSMC Trust | 2.789% | 09/15/2038 | 0.1% |
| Enbridge Energy Partners L.P. | 0.000% | 07/10/2017 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.922% | 10/15/2045 | 0.1% |
| COMM Mortgage Trust | 3.139% | 10/15/2031 | 0.1% |
| SteelRiver Transmission Co. LLC | 4.710% | 06/30/2017 | 0.1% |
| eBay, Inc. | 1.650% | 08/01/2019 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.639% | 11/15/2033 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| APX Group, Inc. | 6.375% | 12/01/2019 | 0.1% |
| CPI Swap | 0.010% | 08/22/2026 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| Great Wolf Trust | 2.444% | 05/15/2034 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| Playa Resorts Holding BV | 8.000% | 08/15/2020 | 0.1% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| Albemarle Corp. | 0.000% | 06/29/2017 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 0.606% | 08/15/2047 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.1% |
| BBCMS Trust | 0.205% | 09/10/2028 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.671% | 11/11/2041 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Citigroup Commercial Mortgage Trust | 2.911% | 01/12/2030 | 0.1% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Bass Pro Group | 4.244% | 06/05/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| Ryder System, Inc. | 2.500% | 03/01/2018 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.1% |
| Noble Energy, Inc. | 1.250% | 01/06/2019 | 0.1% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.1% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.1% |
| CPI Swap | 0.010% | 08/04/2026 | 0.1% |
| Federal National Mortgage Assoc. | 2.875% | 06/01/2038 | 0.0% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.0% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.0% |
| Dell International LLC | 2.000% | 12/31/2018 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| CSMC 2016-MFF | 3.489% | 11/15/2033 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.0% |
| Canadian Natural Resources Ltd. | 5.900% | 02/01/2018 | 0.0% |
| SLM Private Education Loan Trust | 4.239% | 05/16/2044 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.160% | 12/15/2047 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.0% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 5.599% | 11/15/2043 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| Silver II Borrower / Silver II US Holdings LLC | 7.750% | 12/15/2020 | 0.0% |
| Jabil Circuit, Inc. | 8.250% | 03/15/2018 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | 1.012% | 10/15/2049 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.339% | 06/15/2029 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.0% |
| Buckeye Partners L.P. | 4.875% | 02/01/2021 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| COMM Mortgage Trust | 1.392% | 03/10/2046 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| PTL Finance Corp. | 3.200% | 07/15/2020 | 0.0% |
| Illinois, IL | 6.200% | 07/01/2021 | 0.0% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.906% | 06/11/2050 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| Sovereign Bank | 8.750% | 05/30/2018 | 0.0% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.0% |
| DuPont Fabros Technology, Inc. | 5.875% | 09/15/2021 | 0.0% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.0% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Flowserve Corp. | 1.500% | 08/20/2017 | 0.0% |
| Packaging Corp. of America | 6.500% | 03/15/2018 | 0.0% |
| FREMF Mortgage Trust | 4.536% | 10/25/2030 | 0.0% |
| Noble Energy, Inc. | 8.250% | 03/01/2019 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.015% | 03/10/2046 | 0.0% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.0% |
| CSMC 2017-HD Trust | 4.639% | 02/15/2031 | 0.0% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| Ford Motor Credit Co. LLC | 3.200% | 01/15/2021 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Jefferies Group LLC | 5.125% | 04/13/2018 | 0.0% |
| FREMF Mortgage Trust | 3.751% | 02/25/2045 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| DDR Corp. | 7.500% | 07/15/2018 | 0.0% |
| Ford Motor Credit Co. LLC | 2.240% | 06/15/2018 | 0.0% |
| Jfin Revolver Clo Ltd. | 2.303% | 04/22/2020 | 0.0% |
| Dell Equipment Finance Trust | 1.720% | 09/22/2020 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Rite Aid Corporation | 4.875% | 06/21/2021 | 0.0% |
| CIFC Funding 2014-V Ltd. | 2.558% | 01/17/2027 | 0.0% |
| KKR CLO 12 Ltd. | 2.568% | 07/15/2027 | 0.0% |
| Synchrony Financial | 2.580% | 11/09/2017 | 0.0% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.0% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.751% | 02/12/2049 | 0.0% |
| Rain CII Carbon LLC | 8.250% | 01/15/2021 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Industrial & Commercial Bank of China Ltd. | 2.351% | 11/13/2017 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.089% | 12/15/2030 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Illinois, IL | 4.350% | 06/01/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.0% |
| Hilton USA Trust | 2.589% | 07/15/2029 | 0.0% |
| Chase Issuance Trust | 1.360% | 04/15/2020 | 0.0% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.0% |
| Government National Mortgage Association | 0.944% | 06/16/2054 | 0.0% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.465% | 11/15/2049 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.675% | 08/15/2049 | 0.0% |
| CPI Swap | 0.010% | 11/07/2019 | 0.0% |
| Spectra Energy Capital LLC | 6.200% | 04/15/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.0% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Amplify Snack Brands, Inc. | 6.500% | 08/22/2023 | 0.0% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 5.830% | 03/18/2051 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.837% | 10/01/2045 | 0.0% |
| Capital One NA/Mclean VA | 1.650% | 02/05/2018 | 0.0% |
| CPI Swap | 0.010% | 12/08/2024 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Petroleos Mexicanos | 3.500% | 07/18/2018 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.0% |
| Textron, Inc. | 0.000% | 06/05/2017 | 0.0% |
| Texas-New Mexico Power Co. | 9.500% | 04/01/2019 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Raymond James Financial, Inc. | 8.600% | 08/15/2019 | 0.0% |
| Energy Transfer Partners L.P. | 4.650% | 06/01/2021 | 0.0% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.0% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.838% | 10/01/2035 | 0.0% |
| COMM Mortgage Trust | 0.759% | 06/10/2046 | 0.0% |
| Honda Auto Receivables Trust | 0.990% | 09/17/2018 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.396% | 12/01/2040 | 0.0% |
| DBUBS Mortgage Trust | 5.542% | 07/10/2044 | 0.0% |
| Federal National Mortgage Assoc. | 2.701% | 12/01/2045 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Chicago Skyscraper Trust 2017 SKY | 2.089% | 02/15/2030 | 0.0% |
| Eversource Energy | 2.500% | 03/15/2021 | 0.0% |
| ING Groep NV | 2.302% | 03/29/2022 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Hospitality Mortgage Trust | 2.180% | 05/08/2030 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Turkiye Halk Bankasi AS | 3.875% | 02/05/2020 | 0.0% |
| Government National Mortgage Association | 0.850% | 08/16/2054 | 0.0% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.0% |
| Northern Tier Energy LLC / Northern Tier Finance C | 7.125% | 11/15/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.739% | 10/15/2033 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| HBOS plc | 1.800% | 09/06/2017 | 0.0% |
| General Motors Financial Co., Inc. | 3.150% | 01/15/2020 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.0% |
| Westgate Resorts LLC | 3.250% | 12/20/2026 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.0% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| Viacom, Inc. | 5.625% | 09/15/2019 | 0.0% |
| Morgan Stanley Capital I Trust | 5.944% | 06/11/2049 | 0.0% |
| Phillips 66 | 1.786% | 04/15/2019 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Wilmington Trust Corp. | 8.500% | 04/02/2018 | 0.0% |
| CSMC Trust 2016-NXSR | 0.114% | 12/15/2049 | 0.0% |
| NEFF Corp. | 7.543% | 06/09/2021 | 0.0% |
| COMM Mortgage Trust | 1.884% | 10/15/2045 | 0.0% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| FREMF Mortgage Trust | 3.365% | 05/25/2045 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 3.130% | 01/18/2023 | 0.0% |
| CPI Swap | 0.010% | 10/23/2017 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.157% | 05/15/2047 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.339% | 02/15/2034 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 5.489% | 02/15/2034 | 0.0% |
| DDR Corp. | 4.750% | 04/15/2018 | 0.0% |
| WPX Energy, Inc. | 7.500% | 08/01/2020 | 0.0% |
| CPI Swap | 0.010% | 03/02/2019 | 0.0% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| CSMC 2017-HD Trust | 3.489% | 02/15/2031 | 0.0% |
| ARC Properties Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| CPI Swap | 0.010% | 01/19/2022 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| CSMC 2017-HD Trust | 2.339% | 02/15/2031 | 0.0% |
| Illinois, IL | 2.770% | 04/01/2018 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.107% | 11/15/2049 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.089% | 11/15/2033 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.0% |
| Manufacturers & Traders Trust Co | 2.259% | 12/28/2020 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Citigroup Mortgage Loan Trust | 1.122% | 07/25/2036 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.442% | 08/10/2049 | 0.0% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| DBUBS Mortgage Trust | 3.527% | 07/10/2044 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.335% | 02/01/2038 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 4.389% | 02/15/2034 | 0.0% |
| Credit Suisse Group AG | 1.750% | 01/29/2018 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Anthem, Inc. | 1.875% | 01/15/2018 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| CPI Swap | 0.010% | 08/24/2026 | 0.0% |
| Hub International Ltd. | 7.875% | 10/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| CPI Swap | 0.010% | 02/10/2023 | 0.0% |
| Csail Commercial Mortgage Trust | 0.003% | 06/15/2057 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| FREMF Mortgage Trust | 2.865% | 03/25/2045 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.490% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2018 | 0.0% |
| CPI Swap | 0.010% | 02/24/2022 | 0.0% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.0% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| Discover Financial Services | 6.450% | 06/12/2017 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.987% | 04/10/2046 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.768% | 06/15/2045 | 0.0% |
| CPI Swap | 0.010% | 12/04/2019 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Enbridge Energy Partners L.P. | 0.000% | 08/01/2017 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Ohio Power Co. | 6.050% | 05/01/2018 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| DPx Holdings B.V. | 7.500% | 02/01/2022 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Owens Corning | 9.000% | 06/15/2019 | 0.0% |
| FREMF Mortgage Trust | 4.029% | 11/25/2044 | 0.0% |
| Turkiye Halk Bankasi AS | 4.875% | 07/19/2017 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.138% | 12/01/2036 | 0.0% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 3.750% | 04/15/2018 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.450% | 10/05/2017 | 0.0% |
| Morgan Stanley Capital I Trust | 0.089% | 07/13/2029 | 0.0% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.0% |
| Ashtead Capital, Inc. | 6.500% | 07/15/2022 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.0% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.743% | 07/15/2050 | 0.0% |
| Hospitality Mortgage Trust | 2.350% | 05/08/2030 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| SK Telecom Co. Ltd. | 2.125% | 05/01/2018 | 0.0% |
| CPI Swap | 0.010% | 02/10/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.373% | 09/01/2036 | 0.0% |
| Walgreen Co. | 1.750% | 05/30/2018 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 2.710% | 03/18/2028 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| PFP 2017-3 Ltd. | 2.040% | 01/14/2035 | 0.0% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.0% |
| Astoria Financial Corp. | 5.000% | 06/19/2017 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| CPI Swap | 0.010% | 12/05/2019 | 0.0% |
| CPI Swap | 0.010% | 03/02/2024 | 0.0% |
| BBCMS Trust | 3.821% | 09/05/2032 | 0.0% |
| Great Plains Energy, Inc. | 3.150% | 04/01/2022 | 0.0% |
| First Industrial L.P. | 7.500% | 12/01/2017 | 0.0% |
| Great Plains Energy, Inc. | 2.500% | 03/09/2020 | 0.0% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.0% |
| PVH Corp. | 4.500% | 12/15/2022 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Great Wolf Trust | 5.444% | 05/15/2034 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.889% | 03/15/2021 | 0.0% |
| Bumble Bee Holdings, Inc. | 9.000% | 12/15/2017 | 0.0% |
| Discover Card Execution Note Trust | 1.390% | 04/15/2020 | 0.0% |
| Jersey Central Power & Light Co. | 5.650% | 06/01/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.477% | 02/01/2037 | 0.0% |
| Telefonica Emisiones SAU | 6.221% | 07/03/2017 | 0.0% |
| GTL Trade Finance, Inc. | 7.250% | 10/20/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.179% | 11/25/2026 | 0.0% |
| Bank of America Corp. | 2.151% | 11/09/2020 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| ING Bank NV | 2.750% | 03/22/2021 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| CPI Swap | 0.010% | 03/22/2041 | 0.0% |
| Interpublic Group of Cos., Inc. | 2.250% | 11/15/2017 | 0.0% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.0% |
| HPHT Finance 15 Ltd. | 2.250% | 03/17/2018 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| Telenor ASA | 1.750% | 05/22/2018 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.050% | 06/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.856% | 01/01/2038 | 0.0% |
| Master Credit Card Trust II Series 2016-1 | 1.930% | 09/23/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.239% | 04/15/2027 | 0.0% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.217% | 11/10/2049 | 0.0% |
| Chicago Skyscraper Trust 2017 SKY | 2.239% | 02/15/2030 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 1.000% | 03/18/2051 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.322% | 02/25/2032 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Marathon CLO Ltd. | 2.562% | 05/20/2023 | 0.0% |
| British Sky Broadcasting Ltd. | 6.100% | 02/15/2018 | 0.0% |
| Great Wolf Trust | 3.494% | 05/15/2034 | 0.0% |
| Alfa Bank OJSC Via Alfa Bond Issuance plc | 7.875% | 09/25/2017 | 0.0% |
| Martin Marietta Materials, Inc. | 1.822% | 05/22/2020 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| CSMC Trust | 2.339% | 09/15/2038 | 0.0% |
| CFCRE Commercial Mortgage Trust | 5.753% | 12/15/2047 | 0.0% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 3.124% | 09/01/2038 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.797% | 12/10/2054 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Springleaf Funding Trust | 3.160% | 11/15/2024 | 0.0% |
| GS Mortgage Securites Corp. Trust | 3.479% | 01/10/2030 | 0.0% |
| CPI Swap | 0.010% | 05/26/2036 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.0% |
| GTH Finance BV | 6.250% | 04/26/2020 | 0.0% |
| Cherrywood SB Commercial Mortgage Loan Trust 2016- | 3.730% | 03/25/2049 | 0.0% |
| Inkia Energy Ltd. | 8.375% | 04/04/2021 | 0.0% |
| Marks & Spencer PLC | 6.250% | 12/01/2017 | 0.0% |
| Goldman Sachs Group, Inc. | 6.150% | 04/01/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Cemex, S.A.B. de C.V. | 5.908% | 10/15/2018 | 0.0% |
| Federal National Mortgage Assoc. | 3.380% | 12/01/2040 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.822% | 12/15/2049 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Platinum Underwriters Finance, Inc. | 7.500% | 06/01/2017 | 0.0% |
| Nord Anglia Education Finance LLC | 4.702% | 03/31/2021 | 0.0% |
| Pepco. Holdings, Inc. | 6.125% | 06/01/2017 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| FREMF Mortgage Trust | 3.821% | 06/25/2047 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| Husky Energy, Inc. | 6.200% | 09/15/2017 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| Crown Point CLO Ltd. | 2.672% | 11/21/2022 | 0.0% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.500% | 01/19/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.431% | 04/01/2040 | 0.0% |
| COMM Mortgage Trust | 1.250% | 08/10/2047 | 0.0% |
| Staples, Inc. | 2.750% | 01/12/2018 | 0.0% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.739% | 03/15/2027 | 0.0% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 2.419% | 11/15/2033 | 0.0% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.0% |
| CPI Swap | 0.010% | 04/11/2026 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.0% |
| Leaf Receivables Funding 11 LLC | 1.720% | 07/15/2018 | 0.0% |
| Equate Petrochemical BV | 3.000% | 03/03/2022 | 0.0% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| Vornado DP LLC Trust | 2.970% | 09/13/2028 | 0.0% |
| Federal National Mortgage Assoc. | 3.071% | 03/01/2039 | 0.0% |
| Banc of America Re-REMIC Trust | 5.899% | 06/24/2050 | 0.0% |
| DBUBS Mortgage Trust | 4.998% | 07/10/2044 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.0% |
| Government National Mortgage Association | 0.949% | 01/16/2055 | 0.0% |
| Leaf Receivables Funding 10 LLC | 2.420% | 01/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.750% | 05/15/2019 | 0.0% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.639% | 02/15/2034 | 0.0% |
| Synchrony Credit Card Master Note Trust | 1.360% | 08/17/2020 | 0.0% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 5.936% | 09/15/2039 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Regal Entertainment Group | 5.750% | 03/15/2022 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.750% | 06/15/2048 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.458% | 06/10/2048 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 3.489% | 06/15/2029 | 0.0% |
| CPI Swap | 0.010% | 08/27/2017 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.510% | 09/15/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.912% | 04/10/2028 | 0.0% |
| Westgate Resorts LLC | 2.150% | 12/20/2026 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| First National Master Note Trust 2015-1 | 1.759% | 09/15/2020 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| Isle of Capri Casinos, Inc. | 8.875% | 06/15/2020 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.0% |
| CPI Swap | 0.010% | 09/02/2018 | 0.0% |
| Federal National Mortgage Assoc. | 3.475% | 10/01/2040 | 0.0% |
| National Fuel Gas Co. | 6.500% | 04/15/2018 | 0.0% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.0% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.066% | 11/15/2047 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Gulf South Pipeline Co L.P. | 6.300% | 08/15/2017 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.692% | 07/15/2045 | 0.0% |
| Crane Co. | 2.750% | 12/15/2018 | 0.0% |
| CPI Swap | 0.010% | 07/10/2025 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.839% | 10/15/2033 | 0.0% |
| Bunge Ltd. Finance Corp. | 3.200% | 06/15/2017 | 0.0% |
| Bear Stearns Deutsche Bank Trust | 5.008% | 09/15/2027 | 0.0% |
| Akbank TAS | 3.875% | 10/24/2017 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| SLM Private Education Loan Trust | 1.639% | 07/15/2022 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| GRACE Mortgage Trust | 3.590% | 06/10/2028 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.0% |
| Cameron International Corp. | 1.400% | 06/15/2017 | 0.0% |
| CPI Swap | 0.010% | 10/14/2026 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.954% | 03/10/2049 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| GS Mortgage Securities Trust | 2.252% | 11/10/2045 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Rexel SA | 5.250% | 06/15/2020 | 0.0% |
| SLM Student Loan Trust | 1.544% | 03/25/2026 | 0.0% |
| DDR Corp. | 3.500% | 01/15/2021 | 0.0% |
| FREMF Mortgage Trust | 4.159% | 09/25/2044 | 0.0% |
| CPI Swap | 0.010% | 03/04/2024 | 0.0% |
| National City Corp. | 6.875% | 05/15/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.300% | 06/15/2045 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Resource Capital Corp. Ltd. | 2.051% | 04/15/2032 | 0.0% |
| New Century Home Equity Loan Trust | 4.603% | 08/25/2035 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.516% | 12/01/2038 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 3.740% | 12/08/2020 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.0% |
| Synchrony Financial | 1.875% | 08/15/2017 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Wells Fargo & Co. | 2.550% | 12/07/2020 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.214% | 04/01/2037 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C4 | 1.763% | 05/10/2058 | 0.0% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 4.129% | 04/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.869% | 03/01/2038 | 0.0% |
| Federal National Mortgage Assoc. | 3.123% | 08/01/2038 | 0.0% |
| Tesoro Logistics L.P. | 5.875% | 10/01/2020 | 0.0% |
| Government National Mortgage Association | 2.750% | 09/16/2046 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.179% | 04/15/2047 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.940% | 05/15/2048 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.345% | 10/05/2031 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| COMM Mortgage Trust | 6.005% | 07/10/2046 | 0.0% |
| Banco de Credito del Peru | 2.750% | 01/09/2018 | 0.0% |
| California Republic Auto Receivables Trust | 1.230% | 03/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.400% | 06/12/2047 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Welltower, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.889% | 04/15/2027 | 0.0% |
| GS Mortgage Securities Trust | 3.849% | 12/10/2043 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Sequoia Mortgage Trust | 3.000% | 09/25/2042 | 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% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.322% | 05/01/2036 | 0.0% |
| Cleveland Electric Illuminating Co. | 7.880% | 11/01/2017 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series Trust | 1.422% | 04/15/2046 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Cliffs Natural Resources, Inc. | 8.250% | 03/31/2020 | 0.0% |
| Hilton USA Trust | 2.189% | 07/15/2029 | 0.0% |
| LMREC 2015-CRE, Inc. | 4.484% | 02/22/2032 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.910% | 05/10/2063 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Barrick Gold Corp. | 6.950% | 04/01/2019 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.255% | 10/01/2038 | 0.0% |
| CPI Swap | 0.010% | 09/02/2022 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Western Refining Logistics L.P. / WNRL Finance Cor | 7.500% | 02/15/2023 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.292% | 10/15/2044 | 0.0% |
| WFCG Commercial Mortgage Trust | 3.559% | 11/15/2029 | 0.0% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.0% |
| Nexen, Inc. | 6.200% | 07/30/2019 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Ally Auto Receivables Trust | 0.970% | 10/15/2018 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 0.831% | 11/10/2048 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.232% | 07/10/2047 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.270% | 05/15/2019 | 0.0% |
| Walgreen Co. | 2.600% | 06/01/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.572% | 05/15/2047 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| PTL Finance Corp. | 2.500% | 06/15/2019 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.890% | 10/05/2017 | 0.0% |
| CIT Group, Inc. | 3.875% | 02/19/2019 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| FREMF Mortgage Trust | 3.002% | 10/25/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.384% | 05/15/2023 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.350% | 02/17/2051 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| U.S. Treasury Note/Bond | 2.375% | 05/15/2027 | 0.0% |
| LSTAR Commercial Mortgage Trust | 1.000% | 01/20/2041 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| TMS International Corp. | 7.625% | 10/15/2021 | 0.0% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.0% |
| Sotheby's | 5.250% | 10/01/2022 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| Symantec Corp. | 2.750% | 06/15/2017 | 0.0% |
| Textron, Inc. | 5.600% | 12/01/2017 | 0.0% |
| Barrick PD Australia Finance Pty Ltd. | 4.950% | 01/15/2020 | 0.0% |
| Government National Mortgage Association | 2.500% | 03/16/2049 | 0.0% |
| Federal National Mortgage Assoc. | 3.152% | 08/01/2037 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.376% | 06/10/2027 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.0% |
| DBWF Mortgage Trust | 0.423% | 06/10/2034 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.272% | 04/15/2047 | 0.0% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.0% |
| Viking Cruises Ltd. | 8.500% | 10/15/2022 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| CPI Swap | 0.010% | 11/03/2018 | 0.0% |
| CPI Swap | 0.010% | 05/25/2023 | 0.0% |
| CPI Swap | 0.010% | 06/04/2020 | 0.0% |
| Kasima, LLC (Digital Cinema) | 3.650% | 05/17/2021 | 0.0% |
| JP Morgan Commercial Mortgage-Backed Securities Tr | 5.552% | 06/18/2049 | 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% |
| OGX Petroleo e Gas S.A. | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| US LONG BOND(CBT) SEP17 | 0.000% | 09/29/2017 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2018 | 0.0% |
| US 10YR NOTE (CBT)SEP17 | 0.000% | 09/29/2017 | 0.0% |
| US 2YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| FX USD/EUR 08/17 | 0.000% | 08/16/2017 | 0.0% |
| CPI Swap | 0.010% | 05/22/2022 | 0.0% |
| CPI Swap | 0.010% | 10/03/2018 | 0.0% |
| CPI Swap | 0.010% | 12/01/2024 | 0.0% |
| CPI Swap | 0.010% | 05/02/2021 | 0.0% |
| CPI Swap | 0.010% | 11/14/2021 | 0.0% |
| CPI Swap | 0.010% | 06/16/2018 | 0.0% |
| CPI Swap | 0.010% | 08/27/2023 | 0.0% |
| CPI Swap | 0.010% | 04/26/2025 | 0.0% |
| CPI Swap | 0.010% | 05/03/2022 | 0.0% |
| CPI Swap | 0.010% | 12/02/2024 | 0.0% |
| CPI Swap | 0.010% | 04/05/2029 | 0.0% |
| CPI Swap | 0.010% | 03/28/2029 | 0.0% |
| CPI Swap | 0.010% | 03/16/2029 | 0.0% |
| CPI Swap | 0.010% | 03/31/2026 | 0.0% |
| CPI Swap | 0.010% | 02/05/2025 | 0.0% |
| CPI Swap | 0.010% | 04/22/2025 | 0.0% |
| CPI Swap | 0.010% | 12/07/2017 | 0.0% |
| CPI Swap | 0.010% | 03/15/2029 | 0.0% |
| CPI Swap | 0.010% | 03/23/2032 | 0.0% |
| CPI Swap | 0.010% | 03/10/2032 | 0.0% |
| CPI Swap | 0.010% | 01/26/2029 | 0.0% |
| CPI Swap | 0.010% | 03/06/2032 | 0.0% |
| CPI Swap | 0.010% | 11/09/2020 | 0.0% |
| CPI Swap | 0.010% | 03/21/2032 | 0.0% |
| CPI Swap | 0.010% | 11/25/2024 | 0.0% |
| CPI Swap | 0.010% | 01/11/2021 | 0.0% |
| CPI Swap | 0.010% | 02/07/2032 | 0.0% |
| CPI Swap | 0.010% | 12/13/2031 | 0.0% |
| CPI Swap | 0.010% | 12/14/2024 | 0.0% |
| CPI Swap | 0.010% | 12/10/2017 | 0.0% |
| CPI Swap | 0.010% | 06/22/2025 | 0.0% |
| CPI Swap | 0.010% | 05/26/2018 | 0.0% |
| CPI Swap | 0.010% | 11/13/2018 | 0.0% |
| CPI Swap | 0.010% | 11/22/2024 | 0.0% |
| CPI Swap | 0.010% | 04/28/2020 | 0.0% |
| CPI Swap | 0.010% | 10/22/2022 | 0.0% |
| CPI Swap | 0.010% | 12/09/2024 | 0.0% |
| CPI Swap | 0.010% | 05/21/2025 | 0.0% |
| CPI Swap | 0.010% | 08/06/2020 | 0.0% |
| CPI Swap | 0.010% | 11/18/2018 | 0.0% |
| CPI Swap | 0.010% | 01/21/2021 | 0.0% |
| CPI Swap | 0.010% | 12/05/2024 | 0.0% |
| CPI Swap | 0.010% | 11/21/2024 | 0.0% |
| CPI Swap | 0.010% | 01/20/2021 | 0.0% |
| CPI Swap | 0.010% | 11/17/2036 | 0.0% |
| CPI Swap | 0.010% | 02/09/2021 | 0.0% |
| CPI Swap | 0.010% | 12/14/2017 | 0.0% |
| CPI Swap | 0.010% | 03/14/2029 | 0.0% |
| CPI Swap | 0.010% | 03/20/2022 | 0.0% |
| CPI Swap | 0.010% | 02/08/2029 | 0.0% |
| CPI Swap | 0.010% | 02/15/2029 | 0.0% |
| CPI Swap | 0.010% | 12/23/2031 | 0.0% |
| CPI Swap | 0.010% | 08/25/2023 | 0.0% |
| CPI Swap | 0.010% | 04/12/2022 | 0.0% |
| CPI Swap | 0.010% | 06/30/2026 | 0.0% |
| CPI Swap | 0.010% | 03/08/2032 | 0.0% |
| CPI Swap | 0.010% | 02/27/2029 | 0.0% |
| CPI Swap | 0.010% | 01/18/2029 | 0.0% |
| CPI Swap | 0.010% | 01/13/2029 | 0.0% |
| CPI Swap | 0.010% | 08/20/2021 | 0.0% |
| CPI Swap | 0.010% | 01/11/2025 | 0.0% |
| CPI Swap | 0.010% | 12/08/2031 | 0.0% |
| CPI Swap | 0.010% | 11/21/2036 | 0.0% |
| CPI Swap | 0.010% | 01/24/2029 | 0.0% |
| CPI Swap | 0.010% | 02/17/2021 | 0.0% |
| CPI Swap | 0.010% | 02/03/2021 | 0.0% |
| CPI Swap | 0.010% | 12/16/2020 | 0.0% |
| CPI Swap | 0.010% | 12/16/2036 | 0.0% |
| CPI Swap | 0.010% | 07/29/2021 | 0.0% |
| CPI Swap | 0.010% | 01/20/2026 | 0.0% |
| CPI Swap | 0.010% | 02/01/2032 | 0.0% |
| CPI Swap | 0.010% | 01/26/2021 | 0.0% |
| CPI Swap | 0.010% | 01/14/2021 | 0.0% |
| CPI Swap | 0.010% | 01/06/2026 | 0.0% |
| CPI Swap | 0.010% | 01/19/2021 | 0.0% |
| CPI Swap | 0.010% | 10/01/2025 | 0.0% |
| CPI Swap | 0.010% | 07/15/2018 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 0.0% |
| CPI Swap | 0.010% | 05/04/2020 | 0.0% |
| CPI Swap | 0.010% | 11/14/2024 | 0.0% |
| CPI Swap | 0.010% | 08/16/2017 | 0.0% |
| CPI Swap | 0.010% | 04/20/2023 | 0.0% |
| CPI Swap | 0.010% | 06/27/2020 | 0.0% |
| CPI Swap | 0.010% | 04/20/2023 | 0.0% |
| CPI Swap | 0.010% | 12/30/2023 | 0.0% |
| CPI Swap | 0.010% | 06/03/2020 | 0.0% |
| CPI Swap | 0.010% | 06/13/2020 | 0.0% |
| CPI Swap | 0.010% | 01/24/2021 | 0.0% |
| CPI Swap | 0.010% | 11/30/2031 | 0.0% |
| CPI Swap | 0.010% | 04/27/2024 | -0.1% |
| CPI Swap | 0.010% | 12/07/2031 | -0.1% |
| CPI Swap | 0.010% | 04/27/2023 | -0.1% |
| CPI Swap | 0.010% | 04/11/2020 | -0.1% |
| CPI Swap | 0.010% | 07/11/2019 | -0.1% |
| CPI Swap | 0.010% | 02/11/2021 | -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% | 02/13/2029 | -0.1% |
| CPI Swap | 0.010% | 07/22/2023 | -0.1% |
| CPI Swap | 0.010% | 06/08/2026 | -0.1% |
| CPI Swap | 0.010% | 06/20/2021 | -0.1% |
| CPI Swap | 0.010% | 09/04/2021 | -0.1% |
| CPI Swap | 0.010% | 05/09/2021 | -0.1% |
| CPI Swap | 0.010% | 10/29/2021 | -0.1% |
| CPI Swap | 0.010% | 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% | 08/02/2021 | -0.1% |
| CPI Swap | 0.010% | 03/30/2032 | -0.1% |
| CPI Swap | 0.010% | 11/21/2023 | -0.1% |
| CPI Swap | 0.010% | 05/13/2019 | -0.1% |
| CPI Swap | 0.010% | 10/05/2019 | -0.1% |
| CPI Swap | 0.010% | 10/18/2019 | -0.1% |
| CPI Swap | 0.010% | 05/13/2020 | -0.1% |
| CPI Swap | 0.010% | 01/04/2020 | -0.1% |
| CPI Swap | 0.010% | 04/17/2026 | -0.1% |
| CPI Swap | 0.010% | 03/28/2032 | -0.1% |
| CPI Swap | 0.010% | 04/22/2018 | -0.1% |
| CPI Swap | 0.010% | 01/28/2021 | -0.1% |
| CPI Swap | 0.010% | 12/17/2020 | -0.1% |
| CPI Swap | 0.010% | 12/27/2020 | -0.1% |
| CPI Swap | 0.010% | 10/11/2020 | -0.1% |
| CPI Swap | 0.010% | 06/07/2021 | -0.1% |
| CPI Swap | 0.010% | 12/13/2020 | -0.1% |
| CPI Swap | 0.010% | 02/04/2021 | -0.1% |
| CPI Swap | 0.010% | 06/26/2019 | -0.1% |
| CPI Swap | 0.010% | 09/20/2021 | -0.1% |
| CPI Swap | 0.010% | 10/25/2021 | -0.1% |
| CPI Swap | 0.010% | 03/22/2032 | -0.1% |
| CPI Swap | 0.010% | 02/28/2021 | -0.2% |
| CPI Swap | 0.010% | 09/14/2024 | -0.2% |
| CPI Swap | 0.010% | 02/19/2021 | -0.2% |
| CPI Swap | 0.010% | 08/01/2019 | -0.2% |
| CPI Swap | 0.010% | 04/24/2023 | -0.2% |
| CPI Swap | 0.010% | 04/23/2023 | -0.2% |
| CPI Swap | 0.010% | 02/07/2033 | -0.2% |
| CPI Swap | 0.010% | 07/08/2022 | -0.2% |
| CPI Swap | 0.010% | 04/03/2023 | -0.2% |
| CPI Swap | 0.010% | 05/02/2021 | -0.2% |
| CPI Swap | 0.010% | 07/23/2023 | -0.2% |
| CPI Swap | 0.010% | 02/21/2022 | -0.2% |
| CPI Swap | 0.010% | 03/12/2022 | -0.2% |
| CPI Swap | 0.010% | 04/24/2023 | -0.2% |
| CPI Swap | 0.010% | 04/11/2022 | -0.3% |
| CPI Swap | 0.010% | 03/20/2022 | -0.3% |
| CPI Swap | 0.010% | 02/26/2022 | -0.3% |
| CPI Swap | 0.010% | 03/25/2022 | -0.3% |
| CPI Swap | 0.010% | 06/26/2023 | -0.3% |
| 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 07/21/2017
- $0.224
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 06/30/2017 | $0.03842 | $11.88 |
| Daily | Daily | 05/31/2017 | $0.03711 | $11.97 |
| Daily | Daily | 04/30/2017 | $0.03946 | $12.14 |
| Daily | Daily | 03/31/2017 | $0.03612 | $12.18 |
| Daily | Daily | 02/28/2017 | $0.03640 | $12.20 |
| Daily | Daily | 01/31/2017 | $0.03656 | $12.24 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 07/31/2017 |
| Daily | Daily | 08/31/2017 |
| Daily | Daily | 09/30/2017 |
| Daily | Daily | 10/31/2017 |
| Daily | Daily | 11/30/2017 |
| Daily | Daily | 12/31/2017 |
Fees & Expenses
Fees & Expenses
Sales Charge Schedule as of 07/21/2017
| 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 |
The 12b-1 trail commission is 0.15% (accrues immediately) for all fixed-income and municipal income funds.
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 06/30/2017
Expense ratio details, Click here.
The net expense ratio takes into account contractual fee waivers/expense reimbursements that currently are scheduled to remain in place through 03/31/2018. For periods when fees and expenses were waived and/or reimbursed, the Fund benefited by not bearing such expenses. Without such fee waivers/reimbursements, performance would have been lower.
Fund 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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