Short Duration Income Fund
Daily price w/o sales charge as of 11/18/2019
$4.21
$0.00
YTD Returns w/o sales charge as of 11/18/2019
5.02%
Overall Morningstar RatingsShort-Term Bond
as of 10/31/2019
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 4, 4 and 5 stars among 491, 439 and 277 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 10/31/2019, respectively.
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing in a variety of short maturity debt securities including, corporate bonds, U.S. government securities, and mortgage- and other asset-backed debt securities.
Yield
Dividend Yield 1 as of 11/18/2019
| w/o sales charge | 3.34% |
| w/ sales charge | 3.27% |
30-Day Standardized Yield 2 as of 10/31/2019
| 2.43% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 10/31/2019
Fund Basicsas of 10/31/2019
- Total Net Assets
- $54.52 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1811
- Minimum Initial Investment
- $1,500+
The Fund changed its investment strategy on 12/14/2007.
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 4.85% | 5.28% | 2.76% | 2.45% | 3.28% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 4.14% | 4.57% | 2.21% | 1.77% | 2.09% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 4.97% | 5.79% | 2.73% | 2.32% | 2.66% | 4.51% |
| w/ sales charge | 2.38% | 2.80% | 1.98% | 2.00% | 3.06% | 4.05% |
Fund Expense Ratio :
0.59%
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 4.56% | 4.82% | 2.70% | 2.46% | 3.34% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 3.84% | 4.26% | 2.11% | 1.75% | 2.14% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 4.51% | 5.35% | 2.60% | 2.28% | 2.71% | 4.50% |
| w/ sales charge | 2.09% | 2.36% | 1.92% | 2.01% | 3.11% | 4.05% |
Fund Expense Ratio :
0.59%
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 for future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| Sovereign | |
| MBS | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 10/31/2019 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
64
Investment Professionals with 15
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 11/18/2019
| w/o sales charge | 3.34% |
| w/ sales charge | 3.27% |
30-Day Standardized Yield 2 as of 10/31/2019
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.43% | 2.43% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 4.85% | 5.28% | 2.76% | 2.45% | 3.28% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 4.14% | 4.57% | 2.21% | 1.77% | 2.09% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 4.97% | 5.79% | 2.73% | 2.32% | 2.66% | 4.51% |
| w/ sales charge | 2.38% | 2.80% | 1.98% | 2.00% | 3.06% | 4.05% |
Fund Expense Ratio :
0.59%
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 4.56% | 4.82% | 2.70% | 2.46% | 3.34% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 3.84% | 4.26% | 2.11% | 1.75% | 2.14% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 4.51% | 5.35% | 2.60% | 2.28% | 2.71% | 4.50% |
| w/ sales charge | 2.09% | 2.36% | 1.92% | 2.01% | 3.11% | 4.05% |
Fund Expense Ratio :
0.59%
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 for future results.
Returns with sales charges reflect a maximum sales charge of 2.25%.
| Year | Fund Returns | ICE BofAML 1-3 Year U.S. Corporate Index |
|---|
| 2018 | 1.23% | 1.62% |
| 2017 | 2.29% | 1.91% |
| 2016 | 4.01% | 2.39% |
| 2015 | 0.43% | 1.01% |
| 2014 | 1.73% | 1.19% |
| 2013 | 1.62% | 1.78% |
| 2012 | 6.64% | 4.49% |
| 2011 | 3.16% | 1.76% |
| 2010 | 6.38% | 4.86% |
| 2009 | 16.97% | 14.69% |
| 2008 | -1.09% | - |
| 2007 | 5.89% | - |
| 2006 | 3.54% | - |
| 2005 | 0.92% | - |
| 2004 | 1.18% | - |
| 2003 | 1.79% | - |
| 2002 | 7.60% | - |
| 2001 | 6.54% | - |
| 2000 | 9.18% | - |
| 1999 | 2.81% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2019 | 2.17% | 1.66% | 0.66% | - | 5.02% |
| 2018 | -0.03% | 0.26% | 0.74% | 0.25% | 1.23% |
| 2017 | 0.72% | 0.69% | 0.68% | 0.18% | 2.29% |
| 2016 | 1.24% | 1.69% | 0.98% | 0.04% | 4.01% |
| 2015 | 0.97% | 0.52% | -0.40% | -0.65% | 0.43% |
| 2014 | 0.91% | 1.15% | -0.15% | -0.17% | 1.73% |
| 2013 | 0.69% | -0.82% | 0.95% | 0.81% | 1.62% |
| 2012 | 2.43% | 0.79% | 2.08% | 1.19% | 6.64% |
| 2011 | 1.08% | 1.09% | -0.84% | 1.81% | 3.16% |
| 2010 | 2.24% | 1.08% | 2.60% | 0.33% | 6.38% |
| 2009 | 4.07% | 5.55% | 4.90% | 1.51% | 16.97% |
| 2008 | 1.13% | 0.93% | -1.59% | -1.53% | -1.09% |
| 2007 | 1.48% | 0.09% | 2.00% | 2.21% | 5.89% |
| 2006 | 0.28% | 0.27% | 2.19% | 0.76% | 3.54% |
| 2005 | -0.47% | 1.37% | -0.24% | 0.27% | 0.92% |
| 2004 | 1.43% | -2.02% | 1.66% | 0.15% | 1.18% |
| 2003 | 0.83% | 1.04% | -0.31% | 0.23% | 1.79% |
| 2002 | 0.39% | 2.64% | 3.25% | 1.13% | 7.60% |
| 2001 | 2.35% | 0.94% | 3.51% | -0.39% | 6.54% |
| 2000 | 1.63% | 2.09% | 2.48% | 2.67% | 9.18% |
| 1999 | 0.89% | 0.45% | 0.97% | 0.50% | 2.81% |
| 1998 | 1.15% | 1.60% | 3.44% | 0.25% | 6.56% |
| 1997 | 0.03% | 2.40% | 2.40% | 1.92% | 6.90% |
| 1996 | -1.22% | -0.43% | 1.01% | 1.96% | 1.30% |
| 1995 | 3.33% | 2.82% | 1.24% | 2.37% | 10.11% |
| 1994 | -2.85% | -1.16% | 0.40% | 0.10% | -3.48% |
| 1993 | - | - | - | - | 0.47% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 10/31/2019
The chart begins on the Fund's inception date of 11/04/1993.
Based on a hypothetical Class A share investment of $10,000 on 11/04/1993 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| Sovereign | |
| MBS | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 10/31/2019
| 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 10/31/2019
- Total Net Assets
- $54.52 B
- Number of Issues
- 1811
- Average Coupon
- 3.63%
- Average Life
- 2.38 Years
- Average Maturity
- 2.38 Years
- Average Effective Duration
- 1.77 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.4% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2024 | 1.0% |
| BX Commercial Mortgage Trust 2019-XL | 2.920% | 10/15/2036 | 0.9% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 0.7% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.6% |
| AT&T, Inc. | 3.616% | 06/12/2024 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.4% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2021 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.4% |
| U.S. Treasury Note/Bond | 1.500% | 09/30/2024 | 1.0% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.9% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 0.7% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.6% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.6% |
| U.S. Treasury Note/Bond | 1.500% | 08/31/2021 | 0.4% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.3% |
| AT&T, Inc. | 3.616% | 06/12/2024 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.328% | 05/15/2023 | 0.3% |
| Keurig Dr Pepper Inc. | 3.495% | 02/08/2023 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/15/2024 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| VMC Finance 2019-FL3 LLC | 0.000% | 09/15/2036 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| Master Credit Card Trust II Series 2018-1 | 2.536% | 07/21/2024 | 0.3% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.3% |
| Chase Issuance Trust | 2.228% | 04/17/2023 | 0.3% |
| BHP Trust 2019-BXHP | 3.003% | 08/15/2036 | 0.3% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.028% | 06/15/2032 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Ford Motor Credit Co. LLC | 0.000% | 12/04/2019 | 0.2% |
| Panera Bread Company | 3.813% | 07/18/2022 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.2% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| A10 Bridge Asset Financing 2019-B LLC | 3.085% | 08/15/2040 | 0.2% |
| American Airlines, Inc. | 3.914% | 10/10/2021 | 0.2% |
| First National Master Note Trust 2017-2 | 2.468% | 10/16/2023 | 0.2% |
| Noble Energy, Inc. | 0.000% | 10/01/2019 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 4.178% | 08/15/2034 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 3.148% | 06/15/2037 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 5.278% | 08/15/2034 | 0.2% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.2% |
| Goldman Sachs Group, Inc. | 3.363% | 10/31/2022 | 0.2% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.699% | 03/15/2037 | 0.2% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.078% | 04/15/2034 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 3.158% | 05/15/2036 | 0.2% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 2.903% | 06/24/2022 | 0.2% |
| Hawaii Hotel Trust 2019-MAUI | 3.178% | 05/15/2038 | 0.2% |
| Crown Castle Int'l Corp. | 3.599% | 06/21/2024 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.567% | 12/22/2035 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.458% | 05/15/2036 | 0.2% |
| Magnetite VII Ltd | 3.103% | 01/15/2028 | 0.2% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.794% | 08/20/2030 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.358% | 03/15/2023 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| United States Treasury Bill | 0.000% | 10/08/2019 | 0.2% |
| WestRock Co. | 0.000% | 10/10/2019 | 0.2% |
| Perimeter Master Note Business Trust | 4.310% | 12/15/2022 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.258% | 05/15/2036 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.008% | 05/15/2036 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.228% | 06/15/2038 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| PFP 2019-5 Ltd | 2.998% | 04/14/2036 | 0.2% |
| Dryden 30 Senior Loan Fund | 2.978% | 11/15/2028 | 0.2% |
| Danske Bank A/S | 2.800% | 03/10/2021 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| World Omni Automobile Lease Securitization Trust 2 | 2.890% | 11/15/2021 | 0.2% |
| Newmont Mining Corp. | 3.625% | 06/09/2021 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 2.958% | 11/15/2036 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.2% |
| New Orleans Hotel Trust 2019-HNLA | 3.016% | 04/15/2032 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 05/26/2021 | 0.2% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.2% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.2% |
| M360 2019-CRE2 LLC | 3.441% | 09/15/2034 | 0.2% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.2% |
| PG&E Corp | 3.875% | 04/27/2021 | 0.2% |
| Nissan Master Owner Trust Receivables | 2.588% | 02/15/2024 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.208% | 06/15/2036 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.897% | 12/15/2048 | 0.2% |
| UBS Group Funding Switzerland AG | 3.744% | 05/23/2023 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.2% |
| Transdigm, Inc. | 4.544% | 06/09/2023 | 0.2% |
| Aqua Finance Trust 2019-A | 3.140% | 07/16/2040 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.2% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.078% | 12/15/2033 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| Ford Motor Credit Co. LLC | 5.584% | 03/18/2024 | 0.2% |
| Aegon NV | 760.000% | 10/01/2019 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| CVS Caremark Corp. | 2.625% | 08/15/2024 | 0.1% |
| Colfax Corp. | 0.000% | 12/17/2020 | 0.1% |
| MPLX L.P. | 6.375% | 05/01/2024 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE6 Trust | 3.316% | 09/15/2036 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 3.178% | 05/15/2037 | 0.1% |
| Reliance Holdings USA, Inc. | 5.400% | 02/14/2022 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Great Wolf Trust 2017-WOLF | 5.128% | 09/15/2034 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.155% | 11/15/2037 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.087% | 11/19/2035 | 0.1% |
| BX Trust 2017-SLCT | 4.078% | 07/15/2034 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Ares XLI Clo Ltd | 3.503% | 01/15/2029 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 3.508% | 01/20/2029 | 0.1% |
| Florida Power & Light Co. | 2.965% | 05/06/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 2.978% | 11/15/2035 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.128% | 05/15/2036 | 0.1% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.578% | 09/15/2028 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 3.018% | 03/25/2034 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.745% | 01/25/2046 | 0.1% |
| NVA Holdings, Inc. | 4.982% | 02/02/2025 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Citigroup, Inc. | 3.272% | 10/27/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.128% | 01/20/2027 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| AREIT 2018-CRE2 Trust | 3.008% | 11/14/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.751% | 12/15/2048 | 0.1% |
| Sound Point Clo XV Ltd | 0.000% | 01/23/2029 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Energy Transfer Partners L.P. | 0.000% | 10/11/2019 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| JPMorgan Chase & Co. | 3.513% | 10/24/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Great Wolf Trust 2017-WOLF | 4.128% | 09/15/2034 | 0.1% |
| MPLX L.P. | 3.202% | 09/09/2022 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.094% | 08/20/2030 | 0.1% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.1% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.1% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Jabil, Inc. | 0.000% | 10/08/2019 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.903% | 04/15/2026 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| COMM Mortgage Trust | 3.700% | 05/10/2047 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Charter Communications Operating LLC | 4.229% | 02/01/2024 | 0.1% |
| Perusahaan Penerbit SBSN Indonesia III | 3.400% | 03/29/2022 | 0.1% |
| Tencent Holdings Ltd. | 3.280% | 04/11/2024 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| JPMorgan Chase & Co. | 3.875% | 09/10/2024 | 0.1% |
| Hewlett Packard Enterprise Co. | 3.318% | 10/05/2021 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.1% |
| Smithfield Foods, Inc. | 0.000% | 10/01/2019 | 0.1% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 4.044% | 10/07/2024 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 3.696% | 04/26/2022 | 0.1% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.830% | 03/20/2023 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.1% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.644% | 08/20/2030 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Navient Private Education Refi Loan Trust 2019-A | 3.030% | 01/15/2043 | 0.1% |
| SLIDE 2018-FUN | 2.928% | 06/15/2031 | 0.1% |
| BX Trust 2017-SLCT | 5.178% | 07/15/2034 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Volkswagen Group of America Finance LLC | 4.250% | 11/13/2023 | 0.1% |
| WhiteHorse VIII Ltd | 3.703% | 05/01/2026 | 0.1% |
| Marriott International, Inc. | 0.000% | 10/01/2019 | 0.1% |
| Morgan Stanley | 3.683% | 10/24/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| CenterPoint Energy, Inc. | 0.000% | 10/01/2019 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 3.028% | 03/15/2036 | 0.1% |
| Romania | 6.750% | 02/07/2022 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.228% | 04/15/2031 | 0.1% |
| BlueMountain CLO 2012-2 Ltd | 3.186% | 11/20/2028 | 0.1% |
| Towd Point Mortgage Trust 2019-HY2 | 3.018% | 05/25/2058 | 0.1% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.1% |
| Weibo Corp. | 3.500% | 07/05/2024 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Thermo Fisher Scientific, Inc. | 0.000% | 10/28/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| ONEOK, Inc. | 3.647% | 11/19/2021 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| Tex Operations Co. LLC | 4.132% | 08/04/2023 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.978% | 06/15/2035 | 0.1% |
| HCA Healthcare Inc | 3.997% | 03/17/2023 | 0.1% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.1% |
| Jabil, Inc. | 0.000% | 10/01/2019 | 0.1% |
| WEA Finance LLC | 3.750% | 09/17/2024 | 0.1% |
| KLA-Tencor Corp. | 4.650% | 11/01/2024 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| Newmont Mining Corp. | 3.700% | 03/15/2023 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.465% | 03/15/2037 | 0.1% |
| CSAIL 2018-C14 Commercial Mortgage Trust | 4.261% | 11/15/2051 | 0.1% |
| ENI SpA | 4.000% | 09/12/2023 | 0.1% |
| Equinix, Inc. | 5.375% | 04/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.1% |
| M360 2018-CRE1 LLC | 4.395% | 07/24/2028 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| CF Trust 2019-MF1 | 3.078% | 08/21/2032 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.831% | 05/15/2035 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| ALM VII Ltd | 3.473% | 07/15/2029 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.920% | 02/15/2048 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Thacher Park CLO Ltd. | 3.438% | 10/20/2026 | 0.1% |
| Cox Enterprises, Inc. | 0.000% | 10/01/2019 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.128% | 05/15/2034 | 0.1% |
| Lendmark Funding Trust 2017-2 | 2.800% | 05/20/2026 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 3.207% | 05/15/2029 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.018% | 12/15/2027 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.978% | 07/15/2035 | 0.1% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.1% |
| Morgan Stanley | 3.772% | 01/20/2022 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Nissan Motor Acceptance Corp. | 3.020% | 09/28/2022 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| CenturyLink, Inc. | 4.794% | 11/01/2022 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Energy Transfer Partners L.P. | 0.000% | 10/02/2019 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Bayer US Finance II LLC | 2.979% | 06/25/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 10/21/2019 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| BDS 2019-FL3 LTD | 3.597% | 12/15/2035 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| Danske Bank A/S | 2.750% | 09/17/2020 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| BBCMS 2017-DELC Mortgage Trust | 2.878% | 08/15/2036 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| Mountain View Clo XIV Ltd | 4.058% | 04/15/2029 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 3.528% | 06/15/2037 | 0.1% |
| Standard Chartered plc | 4.247% | 01/20/2023 | 0.1% |
| Sound Point CLO XI Ltd. | 3.378% | 07/20/2028 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| American Airlines, Inc. | 4.044% | 04/28/2023 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Canadian Natural Resources Ltd. | 3.800% | 04/15/2024 | 0.1% |
| Magna International, Inc. | 0.000% | 10/08/2019 | 0.1% |
| Cigna Corp | 3.193% | 07/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 3.306% | 01/28/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| BHP Trust 2019-BXHP | 3.351% | 08/15/2036 | 0.1% |
| Becton, Dickinson & Co. | 3.164% | 06/06/2022 | 0.1% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.500% | 04/18/2025 | 0.1% |
| CDW Corp. | 5.000% | 09/01/2023 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| BX Trust 2018-BILT | 2.828% | 05/15/2030 | 0.1% |
| GS Mortgage Securities Trust | 5.556% | 08/10/2044 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 2.750% | 03/15/2037 | 0.1% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.1% |
| Enel Finance International N.V. | 2.650% | 09/10/2024 | 0.1% |
| BXP Trust 2017-CQHP | 2.878% | 11/15/2034 | 0.1% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Constellation Brands, Inc. | 3.537% | 11/01/2021 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.1% |
| HPS Loan Management 10-2016 Ltd | 3.892% | 01/20/2028 | 0.1% |
| BHP Trust 2019-BXHP | 4.595% | 08/15/2036 | 0.1% |
| Sophia, L.P. | 5.354% | 09/30/2022 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.1% |
| Jamestown CLO IX Ltd | 3.448% | 10/20/2028 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2014-C2 | 3.801% | 09/15/2047 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Parallel 2015-1 Ltd | 3.128% | 07/20/2027 | 0.1% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.1% |
| Exantas Capital Corp 2019-RSO7 Ltd | 3.025% | 04/15/2036 | 0.1% |
| Exantas Capital Corp 2019-RSO7 Ltd | 3.525% | 04/15/2036 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.216% | 11/15/2035 | 0.1% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.1% |
| DBGS 2018-5BP Mortgage Trust | 2.673% | 06/15/2033 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| OCP CLO 2016-12 Ltd | 3.420% | 10/18/2028 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.960% | 03/15/2024 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 3.360% | 02/18/2025 | 0.1% |
| Bowman Park CLO Ltd. | 3.328% | 11/23/2025 | 0.1% |
| Avery Point CLO Ltd. | 3.283% | 07/17/2026 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| RETL 2019-RVP | 3.178% | 03/15/2036 | 0.1% |
| GPMT 2019-FL2 Ltd | 3.328% | 02/22/2036 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Citigroup, Inc. | 3.540% | 04/25/2022 | 0.1% |
| COMM 2013-CCRE9 Mortgage Trust | 4.373% | 07/10/2045 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Indonesia Asahan Aluminium Persero PT | 5.230% | 11/15/2021 | 0.1% |
| Molson Coors Brewing Co. | 0.000% | 10/01/2019 | 0.1% |
| CSMC 2017-HD Trust | 2.978% | 02/15/2031 | 0.1% |
| Regatta VI Funding Ltd | 3.358% | 07/20/2028 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 3.528% | 01/20/2029 | 0.1% |
| Zions Bancorp NA | 3.350% | 03/04/2022 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.1% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.1% |
| Analog Devices Inc. | 0.000% | 03/10/2022 | 0.1% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.1% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.1% |
| Dryden XXV Senior Loan Fund | 3.653% | 10/15/2027 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.878% | 07/15/2032 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Jabil, Inc. | 0.000% | 10/16/2019 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.178% | 06/15/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.328% | 06/15/2032 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.278% | 08/15/2034 | 0.1% |
| Jamestown CLO VII Ltd. | 3.576% | 07/25/2027 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 3.478% | 05/15/2038 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 5.000% | 10/24/2035 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| British Telecommunications plc | 4.500% | 12/04/2023 | 0.1% |
| Greywolf CLO IV Ltd | 4.253% | 04/17/2030 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.457% | 11/19/2035 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 3.306% | 01/28/2031 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| ASB Bank Ltd | 3.750% | 06/14/2023 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 3.928% | 01/15/2034 | 0.1% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.1% |
| Cigna Corp | 3.060% | 09/17/2021 | 0.1% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 3.273% | 09/24/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.1% |
| American Express Credit Account Master Trust | 3.070% | 10/15/2024 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| BX Trust 2017-APPL | 5.178% | 07/15/2034 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| CVS Caremark Corp. | 0.000% | 10/01/2019 | 0.1% |
| BX Trust 2017-APPL | 2.908% | 07/15/2034 | 0.1% |
| Cigna Corp | 3.750% | 07/15/2023 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.798% | 12/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.017% | 07/05/2033 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 3.190% | 01/18/2029 | 0.1% |
| Bank of Ireland Group PLC | 4.500% | 11/25/2023 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.428% | 11/15/2036 | 0.1% |
| Republic of Indonesia | 5.875% | 01/15/2024 | 0.1% |
| General Mills, Inc. | 3.598% | 10/17/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.258% | 12/15/2033 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Fresenius US Finance II, Inc. | 4.250% | 02/01/2021 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.1% |
| MidOcean Credit CLO VI | 4.178% | 01/20/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.528% | 12/15/2036 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 4.058% | 12/15/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| FREMF Mortgage Trust | 3.261% | 04/25/2046 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 3.375% | 07/24/2024 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Swedbank AB | 2.800% | 03/14/2022 | 0.1% |
| Greenko Mauritius Ltd | 6.250% | 02/21/2023 | 0.1% |
| Sempra Energy | 2.860% | 03/15/2021 | 0.1% |
| ZF North America Capital, Inc. | 4.000% | 04/29/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Salem Fields CLO Ltd 2016-2 | 3.976% | 10/25/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.610% | 12/15/2025 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| BAT Capital Corp | 2.764% | 08/15/2022 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.1% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.1% |
| Wells Fargo & Co. | 3.393% | 01/24/2023 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.1% |