Short Duration Income Fund
Daily price w/o sales charge as of 10/20/2017
$4.28
$0.00
YTD Returns w/o sales charge as of 10/20/2017
2.29%
Overall Morningstar RatingsShort-Term Bond
as of 09/30/2017
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 4, 5 and 5 stars among 463, 382 and 259 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 9/30/2017, 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 10/20/2017
| w/o sales charge | 3.65% |
| w/ sales charge | 3.56% |
30-Day Standardized Yield 2 as of 09/30/2017
| 2.03% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 09/30/2017
Fund Basicsas of 09/29/2017
- Total Net Assets
- $42.20 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1559
- CUSIP
- 543916100
- Minimum Initial Investment
- $1,500+
The Fund changed its investment strategy on 12/14/2007.
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 2.10% | 2.14% | 2.11% | 2.21% | 4.31% | 4.24% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.64% | 1.46% | 1.26% | 1.14% | 2.16% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.93% | 1.71% | 1.77% | 1.78% | 3.22% | 4.63% |
| w/ sales charge | -0.21% | -0.15% | 1.37% | 1.74% | 4.07% | 4.14% |
Fund Expense Ratio :
0.60%
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 2.10% | 2.14% | 2.11% | 2.21% | 4.31% | 4.24% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.64% | 1.46% | 1.26% | 1.14% | 2.16% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.93% | 1.71% | 1.77% | 1.78% | 3.22% | 4.63% |
| w/ sales charge | -0.21% | -0.15% | 1.37% | 1.74% | 4.07% | 4.14% |
Fund Expense Ratio :
0.60%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| U.S. Government Related | |
| Bank Loans | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/29/2017 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
60
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 10/20/2017
| w/o sales charge | 3.65% |
| w/ sales charge | 3.56% |
30-Day Standardized Yield 2 as of 09/30/2017
| w/o sales charge | 2.03% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 2.10% | 2.14% | 2.11% | 2.21% | 4.31% | 4.24% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.64% | 1.46% | 1.26% | 1.14% | 2.16% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.93% | 1.71% | 1.77% | 1.78% | 3.22% | 4.63% |
| w/ sales charge | -0.21% | -0.15% | 1.37% | 1.74% | 4.07% | 4.14% |
Fund Expense Ratio :
0.60%
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 2.10% | 2.14% | 2.11% | 2.21% | 4.31% | 4.24% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.64% | 1.46% | 1.26% | 1.14% | 2.16% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.93% | 1.71% | 1.77% | 1.78% | 3.22% | 4.63% |
| w/ sales charge | -0.21% | -0.15% | 1.37% | 1.74% | 4.07% | 4.14% |
Fund Expense Ratio :
0.60%
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.
Returns with sales charges reflect a maximum sales charge of 2.25%.
Best returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | 6.39 | 6.06 |
| 1-Yr | 21.3 | 16.96 |
Worst returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | -7.14 | -6.67 |
| 1-Yr | -4.57 | -4.26 |
Best & Worst returns reflect a cumulative return for the three-month and one-year periods.
| Year | Fund Returns | BofA Merrill Lynch 1-3 Year U.S. Corporate Index |
|---|
| 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% | -2.68% |
| 2007 | 5.89% | 5.67% |
| 2006 | 3.54% | - |
| 2005 | 0.92% | - |
| 2004 | 1.18% | - |
| 2003 | 1.79% | - |
| 2002 | 7.60% | - |
| 2001 | 6.54% | - |
| 2000 | 9.18% | - |
| 1999 | 2.81% | - |
| 1998 | 6.56% | - |
| 1997 | 6.90% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2017 | 0.72% | 0.69% | 0.68% | - | 2.31% |
| 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 09/30/2017
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 | |
| U.S. Government Related | |
| Bank Loans | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/29/2017
| 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 09/29/2017
- Total Net Assets
- $42.20 B
- Number of Issues
- 1559
- Average Coupon
- 3.82%
- Average Life
- 2.2 Years
- Average Maturity
- 2.2 Years
- Average Effective Duration
- 1.97 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 | 1.625% | 03/31/2019 | 0.9% |
| U.S. Treasury Note/Bond | 1.375% | 09/30/2019 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.5% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.5% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 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 | 1.625% | 03/31/2019 | 0.9% |
| U.S. Treasury Note/Bond | 1.250% | 08/31/2019 | 0.8% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.5% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.4% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.4% |
| American Express Credit Account Master Trust | 1.490% | 04/15/2020 | 0.4% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.4% |
| Barclays Dryrock Issuance Trust | 1.523% | 05/15/2023 | 0.4% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Motel 6 Trust 2017-MTL6 | 0.000% | 08/15/2034 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 0.000% | 08/15/2034 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 1.490% | 09/15/2019 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| CarMax Auto Owner Trust | 1.970% | 04/15/2022 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.3% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.677% | 02/15/2022 | 0.3% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.627% | 03/15/2023 | 0.3% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.3% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 2.027% | 02/15/2030 | 0.3% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.3% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.3% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.3% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.557% | 03/15/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Dell International LLC | 3.490% | 06/02/2021 | 0.2% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| H/2 Asset Funding Ltd. | 3.131% | 03/19/2037 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 3.900% | 08/23/2037 | 0.2% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.2% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.2% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.898% | 12/15/2048 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.947% | 10/15/2034 | 0.2% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.2% |
| BX Trust 2017-SLCT | 3.300% | 07/15/2034 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| CarMax Auto Owner Trust | 1.640% | 09/15/2020 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| Ares XXXIII CLO Ltd. | 2.568% | 12/05/2025 | 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% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.2% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.2% |
| Energy Transfer Partners L.P. | 0.000% | 09/06/2017 | 0.2% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.504% | 04/18/2025 | 0.2% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.2% |
| CIFC Funding Ltd. | 2.517% | 05/24/2026 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.2% |
| OneMain Financial Issuance Trust 2017-1 | 2.370% | 09/14/2032 | 0.2% |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | 2.604% | 04/17/2025 | 0.2% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.240% | 07/01/2020 | 0.2% |
| FMC Technologies, Inc. | 0.000% | 09/25/2017 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.977% | 02/22/2032 | 0.2% |
| BA Credit Card Trust | 1.617% | 10/15/2021 | 0.2% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.754% | 12/15/2048 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| Capital Auto Receivables Asset Trust | 4.340% | 09/20/2023 | 0.2% |
| Seminole Tribe | 3.456% | 07/08/2024 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 2.659% | 11/14/2026 | 0.2% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| Plains All American Pipeline L.P. | 0.000% | 09/25/2017 | 0.2% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.2% |
| BX Trust 2017-SLCT | 4.400% | 07/15/2034 | 0.2% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.2% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.2% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.2% |
| Wind Acquisition Finance S.A. | 7.375% | 04/23/2021 | 0.2% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.2% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.2% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.2% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.2% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.2% |
| Thacher Park CLO Ltd. | 2.467% | 10/20/2026 | 0.2% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.1% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 2.424% | 07/15/2045 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| GS Mortgage Securities Trust | 2.011% | 06/10/2046 | 0.1% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.1% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.1% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| BlueMountain CLO Ltd. | 2.668% | 11/30/2026 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| Lukoil International Finance BV | 3.416% | 04/24/2018 | 0.1% |
| Hospitality Mortgage Trust | 5.729% | 05/08/2030 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Ford Motor Credit Co. LLC | 3.157% | 08/04/2020 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.527% | 10/15/2034 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.677% | 10/15/2033 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Bowman Park CLO Ltd. | 2.494% | 11/23/2025 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.1% |
| BBCMS 2017-DELC Mortgage Trust | 2.077% | 08/15/2036 | 0.1% |
| Bass Pro Group | 4.479% | 06/05/2020 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.600% | 11/20/2017 | 0.1% |
| Bank of America Corp. | 5.000% | 05/13/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Carlyle Global Market Strategies Clo Ltd. | 2.504% | 10/15/2026 | 0.1% |
| FREMF Mortgage Trust | 4.690% | 10/25/2030 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.777% | 03/15/2027 | 0.1% |
| MBNA Credit Card Master Note Trust | 1.487% | 08/16/2021 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Energy Transfer Partners L.P. | 0.000% | 09/05/2017 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| Sound Point CLO XI Ltd. | 2.957% | 07/20/2028 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| UBS AG | 1.800% | 03/26/2018 | 0.1% |
| GoldenTree Loan Opportunities IX Ltd | 2.681% | 10/29/2026 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| Abu Dhabi National Energy Co. | 2.500% | 01/12/2018 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Ford Motor Credit Co. LLC | 2.240% | 06/15/2018 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Hospitality Mortgage Trust | 4.779% | 05/08/2030 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Ford Motor Credit Co. LLC | 3.200% | 01/15/2021 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Electricite de France SA | 0.000% | 01/05/2018 | 0.1% |
| LCM XVIII LP | 2.817% | 04/20/2027 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| BX Trust 2017-SLCT | 5.500% | 07/15/2034 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.1% |
| VMware, Inc. | 2.950% | 08/21/2022 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.980% | 08/13/2021 | 0.1% |
| HSBC Bank USA NA | 4.875% | 08/24/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.1% |
| Birchwood Park CLO Ltd. | 2.484% | 07/15/2026 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| GS Mortgage Securities Trust | 5.565% | 08/10/2044 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 11/01/2017 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| Discover Card Execution Note Trust | 1.767% | 09/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| BX Trust 2017-SLCT | 2.170% | 07/15/2034 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.943% | 08/15/2049 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.1% |
| Compass Bank | 6.400% | 10/01/2017 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| VW Credit, Inc. | 0.000% | 09/18/2017 | 0.1% |
| Dryden 34 Senior Loan Fund | 2.318% | 10/15/2026 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 12/08/2017 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| GS Mortgage Securites Corp. Trust | 2.318% | 01/10/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.987% | 04/10/2046 | 0.1% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| FREMF Mortgage Trust | 3.078% | 10/25/2047 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| Energy Future Intermediat | 4.234% | 06/30/2018 | 0.1% |
| Republic of Indonesia | 3.750% | 04/25/2022 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 11/02/2017 | 0.1% |
| BX Trust 2017-APPL | 4.400% | 07/15/2034 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Ally Master Owner Trust | 1.540% | 09/15/2019 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.1% |
| BX Trust 2017-APPL | 2.130% | 07/15/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.127% | 02/15/2034 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| VNO Mortgage Trust | 3.448% | 11/15/2030 | 0.1% |
| UBS Group Funding Switzerland AG | 2.406% | 05/23/2023 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| Mercedes-Benz Auto Receivables Trust | 1.340% | 12/16/2019 | 0.1% |
| ING Bank NV | 1.800% | 03/16/2018 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.1% |
| CSMC 2016-MFF | 4.727% | 11/15/2033 | 0.1% |
| CarMax Auto Owner Trust | 2.220% | 11/15/2022 | 0.1% |
| BAT Capital Corp | 2.297% | 08/14/2020 | 0.1% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| FREMF Mortgage Trust | 3.274% | 04/25/2046 | 0.1% |
| BX Trust 2017-SLCT | 2.450% | 07/15/2034 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.1% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.223% | 09/15/2046 | 0.1% |
| H/2 Asset Funding Ltd. | 2.886% | 06/24/2049 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.665% | 01/15/2046 | 0.1% |
| Westgate Resorts LLC | 3.500% | 12/20/2028 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.1% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 0.000% | 08/15/2034 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| Banco del Estado de Chile | 2.000% | 11/09/2017 | 0.1% |
| Everi Payments Inc | 10.000% | 01/15/2022 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.577% | 06/15/2029 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| Carmax Auto Owner Trust | 1.170% | 08/15/2019 | 0.1% |
| ReadyCap Commercial Mortgage Trust | 2.070% | 05/25/2034 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.1% |
| Commercial Mortgage Trust | 5.959% | 07/10/2038 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.1% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| CSMC 2016-MFF | 3.727% | 11/15/2033 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 05/01/2042 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Great Wolf Trust | 2.677% | 05/15/2034 | 0.1% |
| GS Mortgage Securities Trust | 1.683% | 06/10/2046 | 0.1% |
| Hospitality Mortgage Trust | 3.379% | 05/08/2030 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.1% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Wind Acquisition Finance S.A. | 6.500% | 04/30/2020 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.390% | 01/15/2021 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| Chaparral Energy, Inc. | 0.000% | - | 0.1% |
| Great Wolf Trust | 8.215% | 05/15/2032 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| Core Industrial Trust | 3.977% | 02/10/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.1% |
| Oaktree CLO Ltd. | 2.857% | 10/20/2027 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.070% | 07/15/2032 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.1% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| CIFC Funding 2014-V Ltd. | 2.704% | 01/17/2027 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.1% |
| LCM XVII L.P. | 2.654% | 10/15/2026 | 0.1% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| Cent CLO | 2.611% | 01/30/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.327% | 12/15/2030 | 0.1% |
| Kansas City Southern | 0.000% | 09/06/2017 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.610% | 11/15/2020 | 0.1% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| COMM Mortgage Trust | 3.229% | 06/08/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.1% |
| HBOS plc | 1.923% | 09/06/2017 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.1% |
| Northwoods Capital Ltd. | 2.494% | 04/15/2025 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| CSMC 2017-HD Trust | 2.177% | 02/15/2031 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| CSMC Trust | 3.077% | 04/15/2029 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| OHA Loan Funding Ltd. | 2.584% | 08/23/2024 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| B2R Mortgage Trust | 3.336% | 11/15/2048 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.1% |
| Wind Acquisition Finance S.A. | 4.750% | 07/15/2020 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.760% | 07/15/2021 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.964% | 05/15/2045 | 0.1% |
| BAT Capital Corp | 2.764% | 08/15/2022 | 0.1% |
| Jabil, Inc. | 8.250% | 03/15/2018 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.935% | 04/10/2046 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.1% |
| VMware, Inc. | 2.300% | 08/21/2020 | 0.1% |
| Fairmount Minerals | 4.796% | 09/05/2019 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.1% |
| Huntington National Bank | 1.738% | 03/10/2020 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.1% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 1.927% | 05/17/2021 | 0.1% |
| Jefferson Mill CLO Ltd | 2.807% | 07/20/2027 | 0.1% |
| Rite Aid Corporation | 5.115% | 06/21/2021 | 0.1% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.877% | 11/15/2033 | 0.1% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.1% |
| World Omni Auto Receivables Trust 2017-A | 1.930% | 09/15/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.605% | 11/15/2049 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Fortress Credit BSL Ltd. | 2.486% | 01/19/2025 | 0.1% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 11/01/2040 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.1% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.1% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.1% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.1% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.1% |
| BX Trust 2017-APPL | 3.300% | 07/15/2034 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.1% |
| Raymond James Financial, Inc. | 8.600% | 08/15/2019 | 0.1% |
| Rice Energy, Inc. | 7.250% | 05/01/2023 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| Morgan Stanley Capital I Trust | 3.560% | 07/13/2029 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| BlueMountain CLO Ltd. | 2.787% | 10/20/2027 | 0.1% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.1% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.1% |
| Plains All American Pipeline L.P. | 0.000% | 09/26/2017 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.490% | 09/15/2021 | 0.1% |
| Baidu, Inc. | 2.250% | 11/28/2017 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| California Republic Auto Receivables Trust 2017-1 | 1.550% | 11/15/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.1% |
| BBCMS Trust | 4.427% | 09/10/2028 | 0.1% |
| Industrial & Commercial Bank of China Ltd. | 2.351% | 11/13/2017 | 0.1% |
| Ford Motor Credit Co. LLC | 5.000% | 05/15/2018 | 0.1% |
| SLM Private Education Loan Trust | 4.477% | 05/16/2044 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.1% |
| DBUBS Mortgage Trust | 5.727% | 07/10/2044 | 0.1% |
| PVH Corp. | 4.500% | 12/15/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.498% | 02/15/2044 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Seneca Park CLO Ltd. | 2.424% | 07/17/2026 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.1% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 0.000% | 08/15/2034 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.374% | 06/01/2042 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.242% | 09/15/2050 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.576% | 09/10/2031 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.1% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.970% | 01/15/2049 | 0.1% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.1% |
| GS Mortgage Securities Trust | 1.819% | 05/10/2049 | 0.1% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.386% | 04/10/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.184% | 07/15/2034 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.1% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| RAIT 2017-FL7 Trust | 2.177% | 06/15/2037 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.1% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.1% |
| Viking Cruises Ltd. | 8.500% | 10/15/2022 | 0.1% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.1% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.977% | 10/15/2033 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.1% |
| GS Mortgage Securities Corp. II | 3.550% | 12/10/2027 | 0.1% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.1% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2035 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.1% |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.330% | 03/15/2050 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 6.520% | 02/15/2041 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| BX Trust 2017-SLCT | 2.650% | 07/15/2034 | 0.1% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.1% |
| Ammc Clo 19 Ltd. | 2.804% | 10/15/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Digicel Group Ltd. | 8.250% | 09/30/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 03/01/2042 | 0.1% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.1% |
| Ally Auto Receivables Trust | 1.870% | 12/16/2019 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.225% | 12/01/2036 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.1% |
| Keysight Technologies | 2.429% | 02/14/2020 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 10/01/2045 | 0.1% |
| Mountain View CLO Ltd. | 2.764% | 07/15/2027 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| CD 2016-CD1 Mortgage Trust | 1.574% | 08/10/2049 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.656% | 09/10/2049 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.1% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.1% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.771% | 06/10/2027 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.0% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.0% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| FREMF Mortgage Trust | 3.563% | 08/25/2045 | 0.0% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.0% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.0% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| Venture XVIII CLO Ltd. | 2.754% | 10/15/2026 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| BBCMS Trust 2015-MSQ | 3.593% | 09/15/2032 | 0.0% |
| Rain CII Carbon LLC | 8.250% | 01/15/2021 | 0.0% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.0% |
| ABN Amro Bank NV | 6.250% | 09/13/2022 | 0.0% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.0% |
| NZCG Funding Ltd. | 2.867% | 04/27/2027 | 0.0% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | 2.347% | 06/15/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.931% | 06/10/2027 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.760% | 12/16/2019 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 08/16/2055 | 0.0% |
| COMM Mortgage Trust | 6.168% | 07/10/2046 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2045 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.327% | 11/15/2033 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Spirit AeroSystems, Inc. | 5.250% | 03/15/2022 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.521% | 09/01/2036 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 01/01/2041 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 10/01/2035 | 0.0% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| Bancorp Commercial Mortgage 2017-CRE2 Trust | 2.079% | 08/15/2032 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| Cent CLO Ltd. | 2.641% | 10/29/2025 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| GreatAmerica Leasing Receivables Funding LLC Serie | 1.730% | 06/20/2019 | 0.0% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.609% | 06/15/2045 | 0.0% |
| CSMC Series | 3.000% | 06/27/2037 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Viacom, Inc. | 0.000% | 09/08/2017 | 0.0% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 01/01/2042 | 0.0% |
| Coach, Inc. | 3.000% | 07/15/2022 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL2 | 2.217% | 08/15/2027 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2045 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| FREMF Mortgage Trust | 3.563% | 08/25/2045 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.919% | 06/15/2045 | 0.0% |
| Amplify Snack Brands, Inc. | 6.740% | 08/22/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.0% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.0% |
| California Republic Auto Receivables Trust | 1.750% | 01/15/2021 | 0.0% |
| COMM Mortgage Trust | 4.979% | 06/08/2030 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 2.527% | 04/15/2027 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| HPHT Finance 15 Ltd. | 2.250% | 03/17/2018 | 0.0% |
| CSMC 2017-HD Trust | 4.877% | 02/15/2031 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Priceline.com, Inc. | 2.750% | 03/15/2023 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.0% |
| Marks & Spencer PLC | 6.250% | 12/01/2017 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.413% | 05/10/2047 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Denali Capital CLO X Ltd. | 3.064% | 04/28/2025 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| Oaktree EIF I Series A1 Ltd. | 2.924% | 10/18/2027 | 0.0% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.0% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.260% | 12/15/2047 | 0.0% |
| GS Mortgage Securities Trust | 5.841% | 01/10/2045 | 0.0% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.0% |
| MP CLO VI Ltd. | 2.504% | 01/15/2027 | 0.0% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.141% | 03/10/2046 | 0.0% |
| COMM Mortgage Trust | 2.032% | 10/15/2045 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| Carlyle Global Market Strategies CLO Ltd. | 2.454% | 04/18/2025 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.247% | 11/15/2049 | 0.0% |
| SoQ Sukuk A QSC | 2.099% | 01/18/2018 | 0.0% |
| Apollo Credit Funding Ltd. | 2.774% | 04/15/2027 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Albemarle Corp. | 0.000% | 09/25/2017 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 08/01/2034 | 0.0% |
| COMM Mortgage Trust | 3.879% | 06/08/2030 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| GS Mortgage Securites Corp. Trust | 3.479% | 01/10/2030 | 0.0% |
| Avery Point CLO Ltd. | 2.284% | 07/17/2026 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| American Express Credit Account Master Trust | 1.647% | 02/16/2021 | 0.0% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2040 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 3.520% | 09/10/2031 | 0.0% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.0% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.0% |
| CarMax Auto Owner Trust | 2.720% | 05/15/2023 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.492% | 05/15/2045 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.526% | 11/15/2044 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.432% | 12/01/2039 | 0.0% |
| Vornado DP LLC Trust | 4.004% | 09/13/2028 | 0.0% |
| Capital Auto Receivables Asset Trust | 4.090% | 09/22/2022 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.290% | 04/01/2037 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 04/01/2038 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| Conn Funding II L.P. | 2.730% | 07/15/2019 | 0.0% |
| Synchrony Financial |