Short Duration Income Fund
Daily price w/o sales charge as of 10/28/2020
$4.17
$0.01
YTD Returns w/o sales charge as of 10/28/2020
1.51%
Overall Morningstar RatingsShort-Term Bond
as of 09/30/2020
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 3, 4 and 5 stars among 515, 459 and 297 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 9/30/2020, respectively.
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
Yield
Dividend Yield 1 as of 10/28/2020
| w/o sales charge | 2.67% |
| w/ sales charge | 2.60% |
30-Day Standardized Yield 2 as of 09/30/2020
| 1.39% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 09/30/2020
Fund Basicsas of 09/30/2020
- Total Net Assets
- $54.74 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1597
- 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 | 1.32% | 2.16% | 2.70% | 2.71% | 2.80% | 4.07% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.45% | 3.04% | 2.59% | 2.28% | 1.84% | - |
| ICE BofA 1-3 Year U.S. Corporate Index | 3.40% | 4.31% | 3.46% | 2.91% | 2.51% | 4.50% |
| w/ sales charge | -1.03% | -0.21% | 1.91% | 2.25% | 2.56% | 3.98% |
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 | 1.32% | 2.16% | 2.70% | 2.71% | 2.80% | 4.07% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.45% | 3.04% | 2.59% | 2.28% | 1.84% | - |
| ICE BofA 1-3 Year U.S. Corporate Index | 3.40% | 4.31% | 3.46% | 2.91% | 2.51% | 4.50% |
| w/ sales charge | -1.03% | -0.21% | 1.91% | 2.25% | 2.56% | 3.98% |
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 for future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| ABS | |
| CMBS | |
| 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 | |
| 1-3 years | |
| 3-5 years | |
| 5-7 years | |
| 7-10 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/30/2020 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
62
Investment Professionals with 16
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 10/28/2020
| w/o sales charge | 2.67% |
| w/ sales charge | 2.60% |
30-Day Standardized Yield 2 as of 09/30/2020
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 1.39% | 1.39% |
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 | 1.32% | 2.16% | 2.70% | 2.71% | 2.80% | 4.07% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.45% | 3.04% | 2.59% | 2.28% | 1.84% | - |
| ICE BofA 1-3 Year U.S. Corporate Index | 3.40% | 4.31% | 3.46% | 2.91% | 2.51% | 4.50% |
| w/ sales charge | -1.03% | -0.21% | 1.91% | 2.25% | 2.56% | 3.98% |
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 | 1.32% | 2.16% | 2.70% | 2.71% | 2.80% | 4.07% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.45% | 3.04% | 2.59% | 2.28% | 1.84% | - |
| ICE BofA 1-3 Year U.S. Corporate Index | 3.40% | 4.31% | 3.46% | 2.91% | 2.51% | 4.50% |
| w/ sales charge | -1.03% | -0.21% | 1.91% | 2.25% | 2.56% | 3.98% |
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 for future results.
Returns with sales charges reflect a maximum sales charge of 2.25%.
| Year | Fund Returns | ICE BofA 1-3 Year U.S. Corporate Index |
|---|
| 2019 | 5.42% | 5.43% |
| 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% | - |
| 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% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2020 | -5.42% | 5.89% | 1.17% | - | 1.51% |
| 2019 | 2.17% | 1.66% | 0.66% | 0.83% | 5.42% |
| 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 09/30/2020
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 | |
| ABS | |
| CMBS | |
| 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 | |
| 1-3 years | |
| 3-5 years | |
| 5-7 years | |
| 7-10 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/30/2020
| 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 09/30/2020
- Total Net Assets
- $54.74 B
- Number of Issues
- 1597
- Average Coupon
- 2.96%
- Average Life
- 2.55 Years
- Average Maturity
- 2.55 Years
- Average Effective Duration
- 2.07 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 | 0.125% | 07/31/2022 | 4.7% |
| U.S. Treasury Note/Bond | 0.125% | 08/15/2023 | 2.0% |
| U.S. Treasury Note/Bond | 0.125% | 08/31/2022 | 1.5% |
| United States Treasury Bill | 0.000% | 11/12/2020 | 1.5% |
| Boeing Co | 0.000% | 02/06/2022 | 0.9% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.5% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 1.072% | 10/15/2036 | 0.4% |
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 0.125% | 07/31/2022 | 4.7% |
| U.S. Treasury Note/Bond | 0.125% | 08/15/2023 | 2.0% |
| United States Treasury Bill | 0.000% | 11/12/2020 | 1.7% |
| U.S. Treasury Note/Bond | 0.125% | 08/31/2022 | 1.5% |
| J.P.Morgan Securities LLC | 0.010% | - | 1.4% |
| Boeing Co | 0.000% | 02/06/2022 | 0.9% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| RPI Finance Trust | 2.057% | 02/07/2025 | 0.4% |
| BX Commercial Mortgage Trust 2019-XL | 1.082% | 10/15/2036 | 0.4% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.4% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.4% |
| MPLX L.P. | 2.099% | 09/09/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.3% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.3% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.3% |
| Newell Rubbermaid, Inc. | 4.350% | 04/01/2023 | 0.3% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.3% |
| Ford Motor Credit Co. LLC | 5.584% | 03/18/2024 | 0.3% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.3% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.3% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.3% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.3% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Master Credit Card Trust II Series 2018-1 | 0.661% | 07/21/2024 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Boeing Co. | 4.508% | 05/01/2023 | 0.3% |
| BMW US Capital LLC | 3.900% | 04/09/2025 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Goldman Sachs Group, Inc. | 3.500% | 04/01/2025 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Abe Investment Holdings, Inc. | 2.896% | 11/04/2022 | 0.2% |
| Boeing Co. | 0.000% | 10/29/2020 | 0.2% |
| Capital One Prime Auto Receivables Trust 2020-1 | 1.640% | 06/15/2023 | 0.2% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 1.764% | 06/24/2022 | 0.2% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.2% |
| Bayer US Finance II LLC | 1.751% | 12/15/2023 | 0.2% |
| VMC Finance 2019-FL3 LLC | 1.262% | 09/15/2036 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Carrier Global Corp | 2.242% | 02/15/2025 | 0.2% |
| First National Master Note Trust 2017-2 | 0.602% | 10/16/2023 | 0.2% |
| Goldman Sachs Group, Inc. | 1.540% | 10/31/2022 | 0.2% |
| Panera Bread Company | 3.744% | 07/18/2022 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| Comcast Hulu Holdings LLC | 0.000% | 03/15/2024 | 0.2% |
| LYB Americas Finance Co | 3.445% | 03/29/2022 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 1.282% | 06/15/2037 | 0.2% |
| BHP Trust 2019-BXHP | 1.137% | 08/15/2036 | 0.2% |
| Microchip Technology, Inc. | 2.670% | 09/01/2023 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.2% |
| Occidental Petroleum Corp. | 1.684% | 08/13/2021 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.2% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| CenturyLink, Inc. | 2.156% | 01/28/2025 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.2% |
| BMW US Capital LLC | 3.800% | 04/06/2023 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.162% | 06/15/2032 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| Energy Transfer Equity, L.P. | 2.758% | 10/17/2022 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 7.000% | 03/15/2024 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| Energy Transfer Partners L.P. | 0.000% | 09/01/2020 | 0.2% |
| Perimeter Master Note Business Trust | 4.310% | 12/15/2022 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.212% | 04/15/2034 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 3.412% | 08/15/2034 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 2.312% | 08/15/2034 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| ACAM 2019-FL1 ltd | 1.562% | 11/17/2034 | 0.2% |
| Scientific Games International, Inc. | 3.472% | 08/14/2024 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.2% |
| AbbVie, Inc. | 2.600% | 11/21/2024 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.291% | 05/15/2036 | 0.2% |
| Bayer US Finance II LLC | 1.846% | 06/25/2021 | 0.2% |
| Wells Fargo & Co. | 2.188% | 04/30/2026 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.361% | 10/16/2029 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| Hyundai Capital America | 0.000% | 09/14/2020 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| General Motors Financial Co., Inc. | 0.000% | 09/01/2020 | 0.2% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 05/26/2021 | 0.2% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| Occidental Petroleum Corp. | 1.842% | 08/15/2022 | 0.2% |
| A10 Bridge Asset Financing 2019-B LLC | 3.085% | 08/15/2040 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.2% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.2% |
| Nissan Master Owner Trust Receivables | 0.722% | 02/15/2024 | 0.2% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.2% |
| UBS Group AG | 1.578% | 05/23/2023 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| LMREC 2019-CRE3 Inc | 1.583% | 12/22/2035 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 3.550% | 04/01/2025 | 0.2% |
| M360 2019-CRE2 LLC | 1.562% | 09/15/2034 | 0.2% |
| Carnival Corp. | 0.000% | 09/04/2020 | 0.2% |
| Ammc Clo 19 Ltd. | 1.415% | 10/16/2028 | 0.2% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.2% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.2% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.1% |
| MPLX L.P. | 1.899% | 09/09/2021 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.1% |
| Bank of America Corp. | 3.093% | 10/01/2025 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.093% | 10/05/2021 | 0.1% |
| Apidos CLO XXII | 1.332% | 04/20/2031 | 0.1% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.1% |
| Diamondback Energy, Inc. | 2.875% | 12/01/2024 | 0.1% |
| Prima Capital CRE Securitization 2019-VII Ltd | 2.250% | 12/25/2050 | 0.1% |
| Apex Credit CLO 2016 Ltd | 1.545% | 10/27/2028 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.1% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.1% |
| Humana, Inc. | 4.500% | 04/01/2025 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development | 4.371% | 08/18/2022 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.162% | 10/15/2036 | 0.1% |
| Crown Castle Int'l Corp. | 3.599% | 06/21/2024 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| AbbVie, Inc. | 3.600% | 05/14/2025 | 0.1% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Wabtec Corp. | 4.400% | 03/15/2024 | 0.1% |
| General Motors Financial Co., Inc. | 2.750% | 06/20/2025 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 1.502% | 01/20/2029 | 0.1% |
| MPH Acquisition Holdings LLC | 3.750% | 06/07/2023 | 0.1% |
| Advanced Disposal Services, Inc. | 3.929% | 11/10/2023 | 0.1% |
| Toyota Motor Credit Corp. | 1.350% | 08/25/2023 | 0.1% |
| Flextronics International Ltd. | 3.750% | 02/01/2026 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.833% | 03/15/2037 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| JFIN CLO 2013 Ltd | 1.662% | 01/20/2030 | 0.1% |
| PFS Financing Corp. | 1.000% | 10/15/2025 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.262% | 05/15/2036 | 0.1% |
| Reliance Industries Ltd. | 5.400% | 02/14/2022 | 0.1% |
| JPMorgan Chase & Co. | 3.875% | 09/10/2024 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.175% | 03/25/2034 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.1% |
| Trillium Credit Card Trust II | 3.038% | 01/26/2024 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.700% | 04/25/2065 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.342% | 06/15/2036 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.1% |
| Ford Motor Credit Co. LLC | 3.813% | 10/12/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Volkswagen Group of America Finance LLC | 2.900% | 05/13/2022 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Sound Point Clo XV Ltd | 1.406% | 01/23/2029 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Resorts World Las Vegas LLC | 0.000% | 04/16/2024 | 0.1% |
| OZLM Funding III Ltd | 1.438% | 01/22/2029 | 0.1% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.1% |
| Citigroup, Inc. | 1.681% | 10/27/2022 | 0.1% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.1% |
| Toyota Auto Loan Extended Note Trust 2020-1 | 1.350% | 05/25/2033 | 0.1% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.1% |
| Tenneco Inc. | 3.158% | 06/18/2025 | 0.1% |
| Canadian Imperial Bank of Commerce | 0.950% | 06/23/2023 | 0.1% |
| Numericable Group S.A. | 7.375% | 05/01/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 1.912% | 09/15/2029 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 2.101% | 04/26/2022 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| VF Holding Corp | 5.576% | 07/02/2025 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.1% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| Dow Chemical Co. | 0.000% | 09/28/2020 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Aqua Finance Trust 2019-A | 3.140% | 07/16/2040 | 0.1% |
| Dino Grandparent Inc | 2.421% | 02/19/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.1% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.1% |
| Navient Corp. | 5.875% | 10/25/2024 | 0.1% |
| Ryder System, Inc. | 4.625% | 06/01/2025 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Stars Group Holdings BV | 5.630% | 07/10/2025 | 0.1% |
| Volkswagen Group of America Finance LLC | 3.125% | 05/12/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.1% |
| CF Trust 2019-BOSS | 3.412% | 12/15/2021 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Becton, Dickinson & Co. | 2.250% | 12/29/2020 | 0.1% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Morgan Stanley | 2.420% | 10/24/2023 | 0.1% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.1% |
| Goldman Sachs Group, Inc. | 3.272% | 09/29/2025 | 0.1% |
| Daimler Finance North America LLC | 1.292% | 02/15/2022 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.118% | 11/25/2034 | 0.1% |
| BASF SE | 0.000% | 09/28/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.1% |
| American Airlines, Inc. | 3.667% | 04/28/2023 | 0.1% |
| Hess Corporation | 0.000% | 03/16/2023 | 0.1% |
| National Securities Clearing Corp | 1.200% | 04/23/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| Iqvia Inc. (Quintiles IMS) | 0.000% | 06/13/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Capital One Financial Corp. | 2.600% | 05/11/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 3.370% | 11/17/2023 | 0.1% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.1% |
| Kayne CLO 5 Ltd | 1.614% | 07/24/2032 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| WhiteHorse VIII Ltd | 1.701% | 05/01/2026 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 1.312% | 05/15/2037 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| National Securities Clearing Corp | 1.500% | 04/23/2025 | 0.1% |
| OTIS WORLDWIDE CORP | 1.300% | 02/10/2023 | 0.1% |
| Leidos, Inc. | 2.950% | 05/15/2023 | 0.1% |
| Fidelity & Guaranty Life Holdings Inc | 5.500% | 05/01/2025 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Cardinal Health, Inc. | 1.511% | 06/15/2022 | 0.1% |
| Hyundai Capital America | 0.000% | 09/15/2020 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 1.292% | 11/15/2037 | 0.1% |
| Financial & Risk US Hold | 4.879% | 10/01/2025 | 0.1% |
| Citigroup, Inc. | 3.142% | 01/24/2023 | 0.1% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.1% |
| Enel Finance International N.V. | 2.650% | 09/10/2024 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.775% | 01/25/2046 | 0.1% |
| Uber Technologies Inc | 7.500% | 11/01/2023 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Danske Bank A/S | 1.226% | 06/22/2024 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.1% |
| Sysco Corp. | 5.650% | 04/01/2025 | 0.1% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.725% | 09/15/2028 | 0.1% |
| BX Trust 2017-SLCT | 2.212% | 07/15/2034 | 0.1% |
| WEA Finance LLC | 3.750% | 09/17/2024 | 0.1% |
| Citigroup, Inc. | 1.678% | 05/15/2024 | 0.1% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.125% | 04/15/2025 | 0.1% |
| Vodafone Group plc | 2.166% | 01/16/2024 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.1% |
| American Airlines, Inc. | 3.727% | 12/14/2023 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Hyundai Capital America | 0.000% | 09/09/2020 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| CSAIL 2018-C14 Commercial Mortgage Trust | 4.261% | 11/15/2051 | 0.1% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| Becton, Dickinson & Co. | 2.031% | 06/06/2022 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 0.875% | 04/15/2026 | 0.1% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.1% |
| Jackson Mill CLO Ltd. | 1.105% | 04/15/2027 | 0.1% |
| Health Care Service Corp A Mutual Legal Reserve Co | 1.500% | 06/01/2025 | 0.1% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Valero Energy Corp. | 2.850% | 04/15/2025 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 09/21/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 1.110% | 02/23/2023 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.312% | 05/15/2029 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.212% | 12/15/2033 | 0.1% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.142% | 05/15/2036 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Morgan Stanley | 2.315% | 01/20/2022 | 0.1% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 2.700% | 05/01/2025 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 06/25/2065 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.152% | 12/15/2027 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Cigna Corp | 2.109% | 07/15/2023 | 0.1% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.1% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Hyundai Capital America | 0.000% | 10/19/2020 | 0.1% |
| Newark BSL CLO 1 Ltd | 1.345% | 12/21/2029 | 0.1% |
| Goldman Sachs Group, Inc. | 2.020% | 07/24/2023 | 0.1% |
| Nordea Bank Abp | 3.750% | 08/30/2023 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.112% | 07/15/2035 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Carnival Corp. | 0.000% | 09/03/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC37 | 3.314% | 04/10/2049 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Danske Bank A/S | 2.750% | 09/17/2020 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.1% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.1% |
| AerCap Ireland Capital Ltd. | 3.950% | 02/01/2022 | 0.1% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Standard Chartered plc | 4.247% | 01/20/2023 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| BDS 2019-FL3 LTD | 1.561% | 12/15/2035 | 0.1% |
| Dominion Resources, Inc. | 0.750% | 12/01/2020 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.998% | 03/12/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| SLIDE 2018-FUN | 1.062% | 06/15/2031 | 0.1% |
| Sound Point CLO XI Ltd. | 1.372% | 07/20/2028 | 0.1% |
| Sophia, L.P. | 4.250% | 09/30/2022 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.662% | 06/15/2037 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.900% | 01/24/2023 | 0.1% |
| NiSource, Inc. | 0.950% | 08/15/2025 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Colt Merger Sub Inc | 6.250% | 07/01/2025 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 3.050% | 01/15/2026 | 0.1% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.1% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.1% |
| Tengizchevroil Finance Co. International Ltd. | 2.625% | 08/15/2025 | 0.1% |
| UBS Group AG | 1.008% | 07/30/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Ford Motor Co | 3.335% | 12/31/2022 | 0.1% |
| Nissan Motor Acceptance Corp. | 0.996% | 09/28/2022 | 0.1% |
| Credit Index Swap | 5.000% | 06/20/2025 | 0.1% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 1.636% | 08/03/2022 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| Mountain View Clo XIV Ltd | 1.765% | 04/15/2029 | 0.1% |
| Steel Dynamics, Inc. | 5.000% | 12/15/2026 | 0.1% |
| Cigna Corp | 1.493% | 09/17/2021 | 0.1% |
| T-Mobile USA, Inc. | 1.500% | 02/15/2026 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 1.297% | 01/28/2031 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| United Air Lines, Inc. (fka Continental Airlines, | 1.906% | 04/01/2024 | 0.1% |
| Palmer Square Loan Funding 2018-5 Ltd | 1.122% | 01/20/2027 | 0.1% |
| BXP Trust 2017-CQHP | 1.012% | 11/15/2034 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.151% | 04/15/2032 | 0.1% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.1% |
| Glencore Funding LLC | 0.000% | 09/25/2020 | 0.1% |
| Morgan Stanley | 4.100% | 05/22/2023 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| Glencore Funding LLC | 0.000% | 09/29/2020 | 0.1% |
| Jamestown CLO IX Ltd | 1.442% | 10/20/2028 | 0.1% |
| GS Mortgage Securities Trust | 5.555% | 08/10/2044 | 0.1% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.1% |
| Wells Fargo & Co. | 1.990% | 10/31/2023 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 3.360% | 02/18/2025 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| BWay Holding Company | 5.274% | 04/03/2024 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| Keurig Dr Pepper Inc. | 3.495% | 02/08/2023 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/2048 | 0.1% |
| HPS Loan Management 10-2016 Ltd | 2.022% | 01/20/2028 | 0.1% |
| DBGS 2018-5BP Mortgage Trust | 0.807% | 06/15/2033 | 0.1% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.1% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.1% |
| Exantas Capital Corp 2019-RSO7 Ltd | 1.661% | 04/15/2036 | 0.1% |
| Zions Bancorp NA | 3.350% | 03/04/2022 | 0.1% |
| Wells Fargo & Co. | 2.130% | 01/24/2023 | 0.1% |
| JFIN CLO 2013 Ltd | 2.472% | 01/20/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.1% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.1% |
| OCP CLO 2016-12 Ltd | 1.392% | 10/18/2028 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Citigroup, Inc. | 1.951% | 04/25/2022 | 0.1% |
| Valero Energy Corp. | 2.700% | 04/15/2023 | 0.1% |
| GPMT 2019-FL2 Ltd | 1.471% | 02/22/2036 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Mountain View CLO 2017-1 LLC | 2.021% | 10/16/2029 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 11/01/2025 | 0.1% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.1% |
| COMM 2015-DC1 Mortgage Trust | 3.350% | 02/10/2048 | 0.1% |
| Western Gas Partners L.P. | 2.116% | 01/13/2023 | 0.1% |
| BP Capital Markets America Inc | 3.194% | 04/06/2025 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 4.250% | 10/21/2025 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.1% |
| PFP 2019-6 Ltd | 1.208% | 04/14/2037 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| Dell Technologies Inc Class V | 2.055% | 12/20/2023 | 0.1% |
| Kenya Government International Bond | 6.875% | 06/24/2024 | 0.1% |
| Nissan Motor Acceptance Corp. | 1.961% | 07/13/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.012% | 07/15/2032 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| eBay, Inc. | 1.900% | 03/11/2025 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.312% | 06/15/2028 | 0.1% |
| ASB Bank Ltd | 3.750% | 06/14/2023 | 0.1% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.1% |
| ZF North America Capital, Inc. | 4.500% | 04/29/2022 | 0.1% |
| Enterprise Fleet Financing LLC | 2.360% | 05/20/2023 | 0.1% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| PFP 2019-6 Ltd | 1.608% | 04/14/2037 | 0.1% |
| Jamestown CLO VII Ltd. | 1.545% | 07/25/2027 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| US Foods, Inc. | 1.906% | 06/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Microchip Technology, Inc. | 3.922% | 06/01/2021 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| PFP 2019-6 Ltd | 1.858% | 04/14/2037 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.250% | 02/05/2025 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.138% | 11/14/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 2.599% | 03/15/2037 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.162% | 03/15/2036 | 0.1% |
| Reynolds American, Inc. | 4.450% | 06/12/2025 | 0.1% |
| American Express Credit Account Master Trust | 3.070% | 10/15/2024 | 0.1% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.1% |
| Greywolf CLO IV Ltd | 2.223% | 04/17/2030 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Bank of Ireland Group PLC | 4.500% | 11/25/2023 | 0.1% |
| JPMorgan Chase & Co. | 1.933% | 07/23/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 2.134% | 09/24/2020 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE6 Trust | 1.212% | 09/15/2036 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| BX Trust 2019-OC11 | 0.873% | 12/09/2041 | 0.1% |
| Barclays Bank plc | 1.700% | 05/12/2022 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 5.000% | 10/24/2035 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Walgreen Co. | 0.000% | 09/01/2020 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.612% | 05/15/2038 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| ENI SpA | 4.000% | 09/12/2023 | 0.1% |
| Navient Corp. | 6.125% | 03/25/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 5.125% | 06/16/2025 | 0.1% |
| HSBC Holdings plc | 4.250% | 03/14/2024 | 0.1% |
| Georgia-Pacific LLC | 1.750% | 09/30/2025 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 2.062% | 01/15/2034 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Swedbank AB | 2.800% | 03/14/2022 | 0.1% |
| Weibo Corp. | 3.500% | 07/05/2024 | 0.1% |
| AMMC CLO 16 Ltd | 1.528% | 04/14/2029 | 0.1% |
| Northwoods Capital 20 Ltd | 2.245% | 01/25/2030 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Vulcan Materials Co. | 1.000% | 03/01/2021 | 0.1% |
| CF Trust 2019-MF1 | 2.050% | 08/21/2032 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| ABN Amro Bank NV | 4.750% | 07/28/2025 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 3.375% | 07/24/2024 | 0.1% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.1% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Fresenius US Finance II, Inc. | 4.250% | 02/01/2021 | 0.1% |
| Cigna Corp | 4.125% | 11/15/2025 | 0.1% |
| MidOcean Credit CLO VI | 2.172% | 01/20/2029 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| GS Mortgage Securities Trust | 3.050% | 05/10/2049 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.760% | 02/20/2030 | 0.1% |
| Greenko Mauritius Ltd | 6.250% | 02/21/2023 | 0.1% |
| Dell Technologies Inc Class V | 3.389% | 09/12/2025 | 0.1% |
| Calpine Corp. | 5.250% | 06/01/2026 | 0.1% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 1.297% | 01/28/2031 | 0.1% |
| Steel Dynamics, Inc. | 4.125% | 09/15/2025 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.820% | 12/15/2048 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.107% | 07/05/2033 | 0.1% |
| Anglo American Capital plc | 3.750% | 04/10/2022 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 0.884% | 03/15/2037 | 0.1% |
| Equitable Financial Life Global Funding | 1.400% | 07/07/2025 | 0.1% |
| BMW Finance NV | 1.225% | 08/12/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.610% | 12/15/2025 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| BX Trust 2018-BILT | 0.962% | 05/15/2030 | 0.1% |
| Protective Life Global Funding | 1.170% | 07/15/2025 | 0.1% |
| Parsley Energy LLC | 5.250% | 08/15/2025 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.1% |
| FNB Corp. | 2.200% | 02/24/2023 | 0.1% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.1% |
| Metropolitan Life Global Funding I | 0.900% | 06/08/2023 | 0.1% |
| Salem Fields CLO Ltd 2016-2 | 1.945% | 10/25/2028 | 0.1% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Daimler Finance North America LLC | 2.700% | 06/14/2024 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Ammc Clo 19 Ltd. | 2.075% | 10/16/2028 | 0.1% |
| Ryder System, Inc. | 3.350% | 09/01/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.482% | 10/15/2036 | 0.1% |
| Huntington Ingalls Industries, Inc. | 5.000% | 11/15/2025 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| UBS AG London | 1.750% | 04/21/2022 | 0.1% |
| Universal Health Services | 1.538% | 10/23/2023 | 0.1% |
| Oaktree CLO Ltd. | 1.134% | 10/20/2027 | 0.1% |
| General Motors Financial Co., Inc. | 0.000% | 09/08/2020 | 0.1% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.392% | 12/15/2033 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 3.130% | 02/18/2025 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| Anglo American Capital plc | 5.375% | 04/01/2025 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.662% | 12/15/2036 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Daimler Finance North America LLC | 0.799% | 05/04/2021 | 0.1% |
| General Motors Financial Co., Inc. | 5.200% | 03/20/2023 | 0.1% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.1% |
| Discover Bank | 3.350% | 02/06/2023 | 0.1% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.1% |
| Lukoil International Finance BV | 6.125% | 11/09/2020 | 0.1% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.1% |
| PayPal Holdings, Inc. | 2.400% | 10/01/2024 | 0.1% |
| Republic of Indonesia | 4.450% | 02/11/2024 | 0.1% |
| WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 03/15/2047 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.560% | 03/15/2048 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.462% | 06/15/2032 | 0.1% |
| Avon International Operations Inc | 7.875% | 08/15/2022 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Kilroy Realty L.P. | 3.450% | 12/15/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 2.022% | 01/20/2029 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 1.325% | 04/15/2026 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| IHeart Communications, Inc. | 6.375% | 05/01/2026 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Cigna Corp | 3.250% | 04/15/2025 | 0.0% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.0% |
| Motel 6 Trust 2017-MTL6 | 1.562% | 08/15/2034 | 0.0% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| OCP CLO 2016-12 Ltd | 1.872% | 10/18/2028 | 0.0% |
| Morgan Stanley Capital I Trust 2015-420 | 3.727% | 10/12/2050 | 0.0% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.0% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.592% | 06/15/2035 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/01/2023 | 0.0% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.0% |
| Arivo Acceptance Auto Loan Receivables Trust 2019- | 2.990% | 07/15/2024 | 0.0% |
| Oaktree CLO 2014-1 | 1.544% | 05/13/2029 | 0.0% |
| General Motors Financial Co., Inc. | 0.000% | 09/10/2020 | 0.0% |
| General Motors Financial Co., Inc. | 0.000% | 09/30/2020 | 0.0% |
| BlueMountain CLO 2016-2 Ltd | 1.563% | 08/20/2032 | 0.0% |
| Korea National Oil Corp. | 2.875% | 03/27/2022 | 0.0% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.0% |
| American Airlines Group, Inc. | 3.750% | 03/01/2025 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Boeing Co. | 2.300% | 08/01/2021 | 0.0% |
| Dryden XXV Senior Loan Fund | 1.625% | 10/15/2027 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.960% | 03/15/2024 | 0.0% |
| AIB Group PLC | 4.750% | 10/12/2023 | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| AbbVie, Inc. | 3.800% | 03/15/2025 | 0.0% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.0% |
| OCP CLO 2015-9 Ltd | 1.625% | 07/15/2027 | 0.0% |
| Volkswagen Group of America Finance LLC | 1.204% | 11/13/2020 | 0.0% |
| IntercontinentalExchange Group, Inc. | 0.700% | 06/15/2023 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| AstraZeneca plc | 1.051% | 08/17/2023 | 0.0% |
| Glencore Funding LLC | 0.000% | 09/14/2020 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.472% | 11/25/2034 | 0.0% |
| Royalty Pharma PLC | 0.750% | 09/02/2023 | 0.0% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.0% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.0% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Barclays Dryrock Issuance Trust | 0.492% | 07/15/2024 | 0.0% |
| Catholic Health Initiatives | 0.000% | 09/08/2020 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Synovus Bank/Columbus GA | 2.289% | 02/10/2023 | 0.0% |
| Wells Fargo & Co. | 2.625% | 07/22/2022 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 6.625% | 06/15/2024 | 0.0% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.0% |
| DBGS 2018-BIOD Mortgage Trust | 0.965% | 05/15/2035 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.361% | 09/15/2061 | 0.0% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.0% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.0% |
| BanColombia SA | 3.000% | 01/29/2025 | 0.0% |
| ACAM 2019-FL1 ltd | 1.912% | 11/17/2034 | 0.0% |
| Benefit Street Partners CLO IV Ltd | 2.022% | 01/20/2029 | 0.0% |
| Daimler Finance North America LLC | 3.650% | 02/22/2024 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.0% |
| Canadian Natural Resources Ltd. | 0.000% | 09/25/2020 | 0.0% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.0% |
| Ryder System, Inc. | 3.650% | 03/18/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.362% | 04/15/2031 | 0.0% |
| Parallel 2015-1 Ltd | 1.122% | 07/20/2027 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| Peachtree Corners Funding Trust | 3.976% | 02/15/2025 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Jamestown CLO IX Ltd | 2.122% | 10/20/2028 | 0.0% |
| Reynolds Group Issuer, Inc. | 7.000% | 07/15/2024 | 0.0% |
| OCP CLO 2015-10 Ltd | 1.545% | 10/26/2027 | 0.0% |
| Capital One Financial Corp. | 1.480% | 01/30/2023 | 0.0% |
| Wabtec Corp. | 4.375% | 08/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Broadcom Inc | 4.700% | 04/15/2025 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.532% | 04/15/2034 | 0.0% |
| OZLM Funding III Ltd | 2.208% | 01/22/2029 | 0.0% |
| Leidos, Inc. | 3.625% | 05/15/2025 | 0.0% |
| CHT 2017-COSMO Mortgage Trust | 1.092% | 11/15/2036 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.0% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 09/15/2022 | 0.0% |
| Daimler Finance North America LLC | 3.700% | 05/04/2023 | 0.0% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.0% |
| Compass Bank | 2.500% | 08/27/2024 | 0.0% |
| Country Garden Holdings Co. Ltd. | 7.125% | 01/27/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Elm CLO 2014-1 Ltd | 1.443% | 01/17/2029 | 0.0% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.913% | 12/15/2032 | 0.0% |
| Capital One Prime Auto Receivables Trust 2019-2 | 2.060% | 09/15/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.0% |
| Halcyon Loan Advisors Funding 2017-2 Ltd | 1.973% | 01/17/2030 | 0.0% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.0% |
| POSCO | 2.375% | 11/12/2022 | 0.0% |
| KKR Clo 16 Ltd | 2.072% | 01/20/2029 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| UBS Commercial Mortgage Trust 2017-C6 | 1.167% | 12/15/2050 | 0.0% |
| Citizens Bank N.A. | 2.325% | 03/29/2023 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Occidental Petroleum Corp. | 3.125% | 02/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 1.262% | 05/15/2034 | 0.0% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.0% |
| CIT Group, Inc. | 3.929% | 06/19/2024 | 0.0% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.0% |
| Capital One Financial Corp. | 1.949% | 03/09/2022 | 0.0% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.612% | 05/15/2036 | 0.0% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| BAT International Finance plc | 3.950% | 06/15/2025 | 0.0% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.0% |
| Broadcom Inc | 2.916% | 11/04/2024 | 0.0% |
| M360 2018-CRE1 LLC | 4.395% | 07/24/2028 | 0.0% |
| Caesars Resort Collection, LLC | 2.906% | 12/23/2024 | 0.0% |
| Atrium IX | 1.496% | 05/28/2030 | 0.0% |
| Carnival Corp. | 3.950% | 10/15/2020 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.0% |
| Callon Petroleum Co. | 6.250% | 04/15/2023 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.325% | 09/15/2028 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| ONEOK Partners L.P. | 4.900% | 03/15/2025 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| Westlake Automobile Receivables Trust 2019-1 | 3.260% | 10/17/2022 | 0.0% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.762% | 06/15/2032 | 0.0% |
| Schaeffler Verwaltung Zwei GmbH | 4.750% | 09/15/2026 | 0.0% |
| Ford Motor Credit Co. LLC | 3.470% | 04/05/2021 | 0.0% |
| Western Gas Partners L.P. | 5.375% | 06/01/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.312% | 08/15/2032 | 0.0% |
| Verizon Communications, Inc. | 1.492% | 05/15/2025 | 0.0% |
| General Motors Co. | 5.400% | 10/02/2023 | 0.0% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Exantas Capital Corp 2019-RSO7 Ltd | 1.161% | 04/15/2036 | 0.0% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.0% |
| Hyundai Capital America | 3.450% | 03/12/2021 | 0.0% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.0% |
| Puget Energy, Inc. | 5.625% | 07/15/2022 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 2.912% | 01/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| CNAC HK Finbridge Co Ltd | 4.125% | 03/14/2021 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Smithfield Foods, Inc. | 2.650% | 10/03/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.642% | 12/15/2033 | 0.0% |
| Walgreen Co. | 3.100% | 09/15/2022 | 0.0% |
| ING Bank NV | 5.800% | 09/25/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| TCW CLO 2019-1 AMR Ltd | 1.350% | 02/15/2029 | 0.0% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.0% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| BX Trust 2019-RP | 1.657% | 06/15/2034 | 0.0% |
| THL Credit Wind River 2016-1 CLO Ltd | 1.325% | 07/15/2028 | 0.0% |
| IHS Markit Ltd | 5.000% | 11/01/2022 | 0.0% |
| BBCMS Trust 2015-MSQ | 3.593% | 09/15/2032 | 0.0% |
| Intesa Sanpaolo SpA | 5.017% | 06/26/2024 | 0.0% |
| Nissan Motor Acceptance Corp. | 0.000% | 12/14/2020 | 0.0% |
| Uber Technologies | 3.656% | 07/13/2023 | 0.0% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.0% |
| Nordea Bank Abp | 4.250% | 09/21/2022 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust 2014-C19 | 3.829% | 03/15/2047 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.0% |
| Avery Point CLO Ltd. | 1.253% | 07/17/2026 | 0.0% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.0% |
| PFP 2019-5 Ltd | 1.131% | 04/14/2036 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.125% | 07/15/2023 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 02/10/2049 | 0.0% |
| Bain Capital Credit CLO 2017-1 | 1.522% | 07/20/2030 | 0.0% |
| KazMunayGas National Co. | 3.875% | 04/19/2022 | 0.0% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.410% | 08/15/2047 | 0.0% |
| Enel Finance America LLC | 0.000% | 10/27/2020 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| Bank of America Corp. | 2.015% | 02/13/2026 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| COMM Mortgage Trust | 3.644% | 12/10/2047 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.0% |
| Williams Cos., Inc. | 4.550% | 06/24/2024 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.0% |
| Sound Point Clo XV Ltd | 2.006% | 01/23/2029 | 0.0% |
| Apex Credit CLO 2017 Ltd | 2.214% | 04/24/2029 | 0.0% |
| Ford Motor Credit Co. LLC | 5.596% | 01/07/2022 | 0.0% |
| Mariner CLO 8 Ltd | 2.438% | 04/20/2033 | 0.0% |
| RETL 2019-RVP | 2.262% | 03/15/2036 | 0.0% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.092% | 12/15/2036 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 1.672% | 01/20/2027 | 0.0% |
| COMM Mortgage Trust | 5.915% | 07/10/2046 | 0.0% |
| Daimler Finance North America LLC | 1.211% | 11/05/2021 | 0.0% |
| CSMC Trust 2017-PFHP | 1.112% | 12/15/2030 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Energy East Corp. | 3.150% | 12/01/2024 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.662% | 06/15/2038 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| GreatAmerica Leasing Receivables Funding LLC Serie | 3.210% | 02/18/2025 | 0.0% |
| Imperial Tobacco Finance plc | 3.500% | 02/11/2023 | 0.0% |
| Tencent Holdings Ltd. | 1.810% | 01/26/2026 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| OZLM Ltd. | 1.443% | 10/17/2029 | 0.0% |
| Enel Finance America LLC | 0.000% | 10/14/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.0% |
| Oaktree CLO 2014-1 | 2.104% | 05/13/2029 | 0.0% |
| Pacific Life Global Funding II | 1.200% | 06/24/2025 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Northwoods Capital 20 Ltd | 1.565% | 01/25/2030 | 0.0% |
| Volkswagen Group of America Finance LLC | 3.350% | 05/13/2025 | 0.0% |
| Summit Materials LLC | 5.125% | 06/01/2025 | 0.0% |
| Drive Auto Receivables Trust 2017-1 | 5.170% | 09/16/2024 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Bank of America Corp. | 3.366% | 01/23/2026 | 0.0% |
| Roper Industries, Inc. | 1.000% | 09/15/2025 | 0.0% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.535% | 11/15/2049 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | 4.224% | 01/15/2052 | 0.0% |
| Goldman Sachs Group, Inc. | 1.963% | 11/29/2023 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| Apex Credit CLO 2016 Ltd | 2.095% | 10/27/2028 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.262% | 07/15/2032 | 0.0% |
| CPS Auto Receivables Trust 2017-B | 5.750% | 12/15/2023 | 0.0% |
| Boston Scientific Corp. | 1.900% | 06/01/2025 | 0.0% |
| Citizens Bank N.A. | 1.170% | 05/26/2022 | 0.0% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.0% |
| Key Commercial Mortgage Securities Trust 2019-S2 | 2.656% | 06/15/2052 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Volkswagen Group of America Finance LLC | 4.250% | 11/13/2023 | 0.0% |
| Palisades Center Trust | 3.998% |