Short Duration Income Fund
Daily price w/o sales charge as of 09/23/2016
$4.35
$0.00
YTD Returns w/o sales charge as of 09/23/2016
3.89%
Overall Morningstar RatingsShort-Term Bond
as of 08/31/2016
Load & Load Waived
Morningstar rated the Lord Abbett Short Duration Income Fund class A share (load) 3, 5 and 5 stars and (load waived) 4, 5 and 5 stars among 496, 408 and 284 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 8/31/2016, 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 09/23/2016
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | - | 4.06% |
| w/ sales charge | - | 3.97% |
30-Day Standardized Yield 2 as of 08/31/2016
| 2.42% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 08/31/2016
Fund Basicsas of 08/31/2016
- Total Net Assets
- $36.62 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1383
- 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 | 3.63% | 3.05% | 2.37% | 3.05% | 4.57% | 4.33% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.01% | 1.74% | 1.28% | 1.48% | 2.51% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 2.53% | 2.68% | 1.91% | 2.19% | 3.62% | 4.77% |
| w/ sales charge | 1.28% | 0.76% | 1.64% | 2.61% | 4.32% | 4.23% |
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 | 2.96% | 1.88% | 2.30% | 2.85% | 4.67% | 4.33% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.72% | 1.24% | 1.24% | 1.42% | 2.62% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 2.27% | 2.32% | 1.97% | 2.14% | 3.76% | 4.80% |
| w/ sales charge | 0.62% | -0.36% | 1.56% | 2.36% | 4.42% | 4.23% |
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.
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| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| MBS | |
| U.S. Government Related | |
| 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 08/31/2016 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. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. 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 are not rated. The credit quality distribution breakdown is not an S&P credit rating or an opinion of S&P as to the credit worthiness of the portfolio.
Investment Team
Supported By
52
Investment Professionals and 13 Years Avg. Industry Experience
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Performance
Performance
Dividend Yield 1 as of 09/23/2016
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | - | 4.06% |
| w/ sales charge | - | 3.97% |
30-Day Standardized Yield 2 as of 08/31/2016
| w/o sales charge | 2.42% |
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 | 3.63% | 3.05% | 2.37% | 3.05% | 4.57% | 4.33% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.01% | 1.74% | 1.28% | 1.48% | 2.51% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 2.53% | 2.68% | 1.91% | 2.19% | 3.62% | 4.77% |
| w/ sales charge | 1.28% | 0.76% | 1.64% | 2.61% | 4.32% | 4.23% |
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 | 2.96% | 1.88% | 2.30% | 2.85% | 4.67% | 4.33% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.72% | 1.24% | 1.24% | 1.42% | 2.62% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 2.27% | 2.32% | 1.97% | 2.14% | 3.76% | 4.80% |
| w/ sales charge | 0.62% | -0.36% | 1.56% | 2.36% | 4.42% | 4.23% |
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 |
|---|
| 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% | 4.71% |
| 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% | - |
| 1996 | 1.30% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2016 | 1.24% | 1.69% | - | - | 3.89% |
| 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 08/31/2016
The chart begins on the Fund's inception date of 11/04/1993.
Based on a hypothetical Class A share investment of $10,000 on 11/04/1993 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| MBS | |
| U.S. Government Related | |
| 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 08/31/2016
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings provided by Standard & Poor's and Moody's. Where S&P and Moody's rate a security differently, Lord Abbett uses the higher credit 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 are not rated. The credit quality distribution breakdown is not an S&P credit rating or an opinion of S&P as to the credit worthiness of the portfolio.
Portfolio Details as of 08/31/2016
- Total Net Assets
- $36.62 B
- Number of Issues
- 1383
- Average Coupon
- 4.17%
- Average Life
- 2.3 Years
- Average Effective Duration
- 1.93 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 | 0.875% | 10/15/2017 | 0.8% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| Air Lease Corp. | 5.625% | 04/01/2017 | 0.7% |
| Denali International LLC / Denali Finance Corp. | 5.625% | 10/15/2020 | 0.6% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.591% | 04/15/2047 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.6% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.6% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.5% |
| BellSouth Corp. | 4.400% | 04/26/2017 | 0.5% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.5% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 1.0% |
| U.S. Treasury Note/Bond | 0.875% | 10/15/2017 | 1.0% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| Air Lease Corp. | 5.625% | 04/01/2017 | 0.8% |
| Denali International LLC / Denali Finance Corp. | 5.625% | 10/15/2020 | 0.6% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.591% | 04/15/2047 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.6% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.6% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.5% |
| BellSouth Corp. | 4.400% | 04/26/2017 | 0.5% |
| ML-CFC Commercial Mortgage Trust | 5.419% | 08/12/2048 | 0.5% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 7.250% | 10/01/2020 | 0.5% |
| Citigroup Commercial Mortgage Trust | 5.712% | 12/10/2049 | 0.4% |
| Las Vegas Sands LLC | 3.250% | 12/19/2020 | 0.4% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 3.480% | 06/01/2019 | 0.4% |
| Freescale Semiconductor, Inc. | 6.000% | 01/15/2022 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Plains All American Pipeline L.P. | 0.000% | 08/12/2016 | 0.4% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.4% |
| Banc of America Commercial Mortgage Trust | 5.390% | 10/10/2045 | 0.4% |
| Canadian Natural Resources Ltd. | 5.700% | 05/15/2017 | 0.4% |
| Motel 6 Trust | 2.605% | 02/05/2030 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| LB-UBS Commercial Mortgage Trust | 5.455% | 02/15/2040 | 0.4% |
| Banc of America Commercial Mortgage Trust | 5.634% | 04/10/2049 | 0.4% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| Hewlett Packard Enterprise Co. | 2.850% | 10/05/2018 | 0.3% |
| Bank of America NA | 5.300% | 03/15/2017 | 0.3% |
| Copano Energy LLC / Copano Energy Finance Corp. | 7.125% | 04/01/2021 | 0.3% |
| Royal Bank of Scotland | 9.500% | 03/16/2022 | 0.3% |
| Access Midstream Partners L.P. | 6.125% | 07/15/2022 | 0.3% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.3% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.3% |
| Capital One Multi-Asset Execution Trust | 0.931% | 02/15/2022 | 0.3% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.3% |
| Capital One Multi-Asset Execution Trust | 0.881% | 03/15/2023 | 0.3% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.3% |
| Continental Resources, Inc. | 7.125% | 04/01/2021 | 0.3% |
| Verizon Communications, Inc. | 1.500% | 02/21/2019 | 0.3% |
| A10 Bridge Asset Financing 2015-A LLC | 2.531% | 05/15/2030 | 0.3% |
| Bank of America Corp. | 5.420% | 03/15/2017 | 0.3% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.3% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.3% |
| Seminole Tribe of Florida | 3.000% | 04/29/2020 | 0.3% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.3% |
| Morgan Stanley Re-Remic Trust | 5.795% | 08/12/2045 | 0.3% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.3% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.3% |
| H/2 Asset Funding Ltd. | 2.390% | 03/19/2037 | 0.3% |
| Activision Blizzard, Inc. | 5.625% | 09/15/2021 | 0.3% |
| Viacom, Inc. | 0.000% | 08/05/2016 | 0.3% |
| American Tower Corp. | 7.250% | 05/15/2019 | 0.3% |
| GS Mortgage Securities Trust | 2.011% | 06/10/2046 | 0.3% |
| Wells Fargo Commercial Mortgage Trust | 4.740% | 12/15/2048 | 0.3% |
| Morgan Stanley Re-REMIC Trust | 5.795% | 08/15/2045 | 0.3% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.3% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.383% | 12/15/2043 | 0.3% |
| EnLink Midstream Partners L.P. | 7.125% | 06/01/2022 | 0.2% |
| Continental Resources, Inc. | 7.375% | 10/01/2020 | 0.2% |
| Activision Blizzard | 2.750% | 10/13/2020 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| American Express Credit Account Master Trust | 1.490% | 04/15/2020 | 0.2% |
| COBALT CMBS Commercial Mortgage Trust | 5.526% | 04/15/2047 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| Avago Tech Cayman Ltd. | 4.250% | 02/01/2023 | 0.2% |
| Frontier Communications Corp. | 8.875% | 09/15/2020 | 0.2% |
| OZLM Ltd. | 2.119% | 10/17/2026 | 0.2% |
| Neuberger Berman Group LLC | 5.875% | 03/15/2022 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| JPMBB Commercial Mortgage Securities Trust | 2.424% | 07/15/2045 | 0.2% |
| Ford Motor Credit Co. LLC | 3.157% | 08/04/2020 | 0.2% |
| Mylan, Inc. | 1.350% | 11/29/2016 | 0.2% |
| Kinross Gold Corp. | 3.625% | 09/01/2016 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Perrigo Co. | 1.300% | 11/08/2016 | 0.2% |
| Boston Scientific Corp. | 6.000% | 01/15/2020 | 0.2% |
| BA Credit Card Trust | 0.771% | 01/15/2020 | 0.2% |
| Morgan Stanley Capital I Trust | 5.722% | 04/12/2049 | 0.2% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 4.420% | 06/15/2021 | 0.2% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.2% |
| Avis Budget Rental Car Funding | 2.802% | 05/20/2018 | 0.2% |
| Extended Stay America Trust | 3.902% | 12/05/2031 | 0.2% |
| Alibaba Group Holding Ltd. | 2.500% | 11/28/2019 | 0.2% |
| Novelis, Inc. | 8.750% | 12/15/2020 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.602% | 12/15/2048 | 0.2% |
| NextGear Floorplan Master Owner Trust | 1.800% | 07/15/2019 | 0.2% |
| CIFC Funding Ltd. | 2.141% | 05/24/2026 | 0.2% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.000% | 07/01/2020 | 0.2% |
| BA Credit Card Trust | 0.848% | 10/15/2021 | 0.2% |
| Avago Tech Cayman Ltd. | 1.500% | 02/01/2021 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.970% | 05/15/2046 | 0.2% |
| American Tower Corp. | 1.250% | 01/29/2021 | 0.2% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.2% |
| First Data Corporation | 4.238% | 07/08/2022 | 0.2% |
| T-Mobile USA, Inc. | 6.464% | 04/28/2019 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.2% |
| Intesa Sanpaolo SpA | 2.375% | 01/13/2017 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| H/2 Asset Funding Ltd. | 2.141% | 06/24/2049 | 0.2% |
| Drive Auto Receivables Trust 2016-B | 4.530% | 08/15/2023 | 0.2% |
| Ford Motor Credit Co. LLC | 1.724% | 12/06/2017 | 0.2% |
| UBS Group Funding Jersey Ltd. | 3.000% | 04/15/2021 | 0.2% |
| Bank of America Corp. | 7.800% | 09/15/2016 | 0.2% |
| Entergy Corp. | 4.700% | 01/15/2017 | 0.2% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.600% | 01/18/2022 | 0.2% |
| Morgan Stanley Capital I Trust | 5.906% | 06/11/2049 | 0.2% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.2% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.2% |
| Citigroup, Inc. | 2.350% | 08/02/2021 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.2% |
| GS Mortgage Securities Trust | 5.591% | 11/10/2039 | 0.2% |
| Reynolds Group Issuer, Inc. | 9.875% | 08/15/2019 | 0.2% |
| Willis North America, Inc. | 6.200% | 03/28/2017 | 0.2% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.2% |
| LB-UBS Commercial Mortgage Trust | 5.378% | 11/15/2038 | 0.2% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.390% | 05/17/2021 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.170% | 08/15/2019 | 0.2% |
| Extended Stay America Trust | 3.604% | 12/05/2031 | 0.2% |
| Mercedes-Benz Auto Receivables Trust | 1.340% | 12/16/2019 | 0.2% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.2% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.2% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.2% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.2% |
| Barrick North America Finance LLC | 4.400% | 05/30/2021 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Zoetis, Inc. | 1.875% | 02/01/2018 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Perrigo Co. | 2.300% | 11/08/2018 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| Memorial Resource Development Corp. | 5.875% | 07/01/2022 | 0.2% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 5.636% | 03/18/2051 | 0.2% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.2% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.2% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.2% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.2% |
| FREMF Mortgage Trust | 4.536% | 10/25/2030 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Imperial Tobacco Finance plc | 2.950% | 07/21/2020 | 0.1% |
| Drive Auto Receivables Trust | 2.230% | 09/16/2019 | 0.1% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.1% |
| LyondellBasell Industries NV | 5.000% | 04/15/2019 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Volkswagen Group of America Finance LLC | 2.450% | 11/20/2019 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| LMREC 2015-CRE, Inc. | 2.202% | 02/22/2032 | 0.1% |
| Ally Auto Receivables Trust | 0.970% | 10/15/2018 | 0.1% |
| TIAA Asset Management Finance Co. LLC | 2.950% | 11/01/2019 | 0.1% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.1% |
| MBNA Credit Card Master Note Trust | 0.741% | 08/16/2021 | 0.1% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.1% |
| Martin Marietta Materials, Inc. | 1.731% | 06/30/2017 | 0.1% |
| COMM Mortgage Trust | 2.022% | 03/10/2046 | 0.1% |
| AmeriCredit Automobile Receivables 2015-1 | 1.260% | 11/08/2019 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 09/27/2016 | 0.1% |
| New Gold, Inc. | 7.000% | 04/15/2020 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.1% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.1% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.1% |
| Sound Point CLO XI Ltd. | 2.175% | 07/20/2028 | 0.1% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| Frontier Communications Corp. | 8.500% | 04/15/2020 | 0.1% |
| Kasima, LLC (Digital Cinema) | 3.250% | 05/17/2021 | 0.1% |
| Amgen, Inc. | 1.000% | 09/18/2018 | 0.1% |
| Ford Motor Credit Co. LLC | 2.240% | 06/15/2018 | 0.1% |
| Alibaba Group Holding Ltd. | 1.625% | 11/28/2017 | 0.1% |
| Aviation Capital Group Corp. | 4.625% | 01/31/2018 | 0.1% |
| Univision Communications, Inc. | 8.500% | 05/15/2021 | 0.1% |
| Wachovia Bank Commercial Mortgage Trust Series | 0.681% | 12/15/2043 | 0.1% |
| Pernod Ricard S.A. | 5.750% | 04/07/2021 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Motel 6 Trust | 5.279% | 02/05/2030 | 0.1% |
| Trinity Acquisition plc | 3.500% | 09/15/2021 | 0.1% |
| American Tower Corp. | 2.800% | 06/01/2020 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Coveris Holding Corp. | 10.000% | 06/01/2018 | 0.1% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.1% |
| Banc of America Commercial Mortgage | 5.317% | 06/10/2049 | 0.1% |
| Fortress Credit BSL Ltd. | 1.868% | 01/19/2025 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.680% | 06/07/2023 | 0.1% |
| Westgate Resorts LLC | 3.500% | 12/20/2028 | 0.1% |
| Emdeon, Inc. | 11.000% | 12/31/2019 | 0.1% |
| Fifth Third Auto Trust | 0.960% | 03/15/2019 | 0.1% |
| BG Energy Capital plc | 4.000% | 12/09/2020 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.339% | 11/15/2048 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.1% |
| ONEOK Partners L.P. | 2.000% | 10/01/2017 | 0.1% |
| Serta Simmons Holdings LLC | 8.125% | 10/01/2020 | 0.1% |
| Venture XVIII CLO Ltd. | 2.130% | 10/15/2026 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.1% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.1% |
| Oaktree CLO Ltd. | 2.226% | 10/20/2026 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 08/08/2016 | 0.1% |
| Sovereign Bank | 2.000% | 01/12/2018 | 0.1% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.795% | 07/15/2045 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| Government National Mortgage Association | 2.900% | 08/16/2055 | 0.1% |
| Fidelity National Information Services, Inc. | 2.850% | 10/15/2018 | 0.1% |
| PTL Finance Corp. | 3.200% | 07/15/2020 | 0.1% |
| TransAlta Corp. | 1.900% | 06/03/2017 | 0.1% |
| Avis Budget Rental Car Funding | 2.500% | 02/20/2021 | 0.1% |
| Sabine Pass LNG L.P. | 6.500% | 11/01/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Ineos US Finance LLC | 3.750% | 05/04/2018 | 0.1% |
| Discover Card Execution Note Trust | 1.021% | 09/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2016-A | 3.170% | 05/15/2020 | 0.1% |
| Cox Communications, Inc. | 5.875% | 12/01/2016 | 0.1% |
| ROC Finance LLC/ROC Finance 1 Corp. | 12.125% | 09/01/2018 | 0.1% |
| Federal National Mortgage Assoc. | 2.942% | 05/01/2042 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.1% |
| Commercial Mortgage Trust | 5.773% | 07/10/2038 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| GS Mortgage Securities Trust | 1.706% | 06/10/2046 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| BlueMountain CLO Ltd. | 2.160% | 10/15/2026 | 0.1% |
| Harris Corp. | 4.250% | 10/01/2016 | 0.1% |
| ML-CFC Commercial Mortgage Trust | 5.204% | 12/12/2049 | 0.1% |
| Viacom, Inc. | 3.875% | 12/15/2021 | 0.1% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| Assurant Commercial Mortgage Trust 2016-1 | 1.362% | 05/15/2049 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 1.600% | 09/17/2018 | 0.1% |
| DCP Midstream LLC | 9.750% | 03/15/2019 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| Palisades Center Trust 2016-PLSD | 3.998% | 04/13/2033 | 0.1% |
| Vale Overseas Ltd. | 6.250% | 01/23/2017 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| National City Corp. | 6.875% | 05/15/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 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% |
| Zimmer Biomet Holdings, Inc. | 2.000% | 04/01/2018 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Sensata Technologies BV | 3.000% | 10/11/2021 | 0.1% |
| GM Financial Automobile Leasing Trust | 1.220% | 01/22/2018 | 0.1% |
| Federal National Mortgage Assoc. | 3.459% | 11/01/2040 | 0.1% |
| T-Mobile USA, Inc. | 6.625% | 11/15/2020 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| KLA-Tencor Corp. | 2.375% | 11/01/2017 | 0.1% |
| Ally Master Owner Trust | 1.540% | 09/15/2019 | 0.1% |
| Bank of America NA | 6.100% | 06/15/2017 | 0.1% |
| Cent CLO | 1.937% | 01/30/2025 | 0.1% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.1% |
| SteelRiver Transmission Co. LLC | 4.710% | 06/30/2017 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Bank of America Corp. | 5.700% | 05/02/2017 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.839% | 04/10/2046 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| International Lease FInance | 2.750% | 03/06/2021 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.1% |
| Sinopec Group Overseas Development Ltd. | 1.445% | 04/10/2017 | 0.1% |
| FREMF Mortgage Trust | 3.009% | 10/25/2047 | 0.1% |
| Owens Illinois, Inc. | 1.750% | 04/22/2020 | 0.1% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.1% |
| ConocoPhillips Co. | 6.000% | 01/15/2020 | 0.1% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.1% |
| Access Midstream Partners L.P. | 4.875% | 05/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.401% | 06/15/2029 | 0.1% |
| California Republic Auto Receivables Trust | 1.270% | 01/15/2019 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| Peninsula Gaming LLC | 8.375% | 02/15/2018 | 0.1% |
| Drive Auto Receivables Trust | 2.120% | 06/17/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.665% | 01/15/2046 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.223% | 09/15/2046 | 0.1% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| JPMorgan Chase & Co. | 2.250% | 01/23/2020 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| FREMF Mortgage Trust | 3.165% | 04/25/2046 | 0.1% |
| Goldentree Loan Opportunities Ltd. | 1.979% | 04/17/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 7.625% | 04/15/2021 | 0.1% |
| CCM Merger, Inc. | 9.125% | 05/01/2019 | 0.1% |
| SLM Private Education Loan Trust | 3.731% | 05/16/2044 | 0.1% |
| JFIN Revolver CLO Ltd. | 2.196% | 04/20/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.1% |
| Capital Auto Receivables Asset Trust | 0.990% | 10/20/2017 | 0.1% |
| CenterPoint Energy, Inc. | 5.950% | 02/01/2017 | 0.1% |
| FAGE International SA/ FAGE USA Dairy Industry Inc | 9.875% | 02/01/2020 | 0.1% |
| Fidelity National Financial, Inc. | 6.600% | 05/15/2017 | 0.1% |
| HCP, Inc. | 6.700% | 01/30/2018 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.1% |
| Actavis Captial S.a.r.L | 1.625% | 07/01/2019 | 0.1% |
| Porsche Innovative Lease Owner Trust | 1.030% | 11/20/2017 | 0.1% |
| Cimarex Energy Co. | 5.875% | 05/01/2022 | 0.1% |
| Dun & Bradstreet Corp. | 3.250% | 12/01/2017 | 0.1% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.1% |
| EOG Resources, Inc. | 5.625% | 06/01/2019 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.1% |
| Albemarle Corp. | 0.000% | 08/05/2016 | 0.1% |
| Royal Bank of Scotland NV | 4.650% | 06/04/2018 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 5.343% | 12/15/2039 | 0.1% |
| Ford Motor Credit Co. LLC | 3.000% | 06/12/2017 | 0.1% |
| Banco del Estado de Chile | 2.000% | 11/09/2017 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| FREMF Mortgage Trust | 3.741% | 04/25/2045 | 0.1% |
| NorthStar | 5.488% | 08/25/2029 | 0.1% |
| Michaels Stores, Inc. | 3.750% | 01/28/2020 | 0.1% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Aramark Corporation | 3.250% | 09/06/2019 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 6.065% | 02/15/2041 | 0.1% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.750% | 05/06/2021 | 0.1% |
| Lloyds Bank plc | 9.875% | 12/16/2021 | 0.1% |
| New Jersey Transp Tr Fnd Auth | 1.087% | 12/15/2016 | 0.1% |
| Volkswagen Group of America Finance LLC | 2.400% | 05/22/2020 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.375% | 06/01/2042 | 0.1% |
| COMM Mortgage Trust | 2.882% | 06/15/2034 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Great Wolf Trust | 1.931% | 05/15/2034 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.1% |
| Discover Financial Services | 6.450% | 06/12/2017 | 0.1% |
| JFIN Revolver CLO Ltd. | 1.936% | 02/20/2022 | 0.1% |
| CSMC Trust | 0.806% | 11/22/2046 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.390% | 01/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| ADS Waste Holdings, Inc. | 8.250% | 10/01/2020 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Avis Budget Rental Car Funding | 3.270% | 02/20/2018 | 0.1% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.1% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.1% |
| Great Wolf Trust | 7.469% | 05/15/2032 | 0.1% |
| Drive Auto Receivables Trust 2016-B | 2.560% | 06/15/2020 | 0.1% |
| Drive Auto Receivables Trust 2016-B | 3.190% | 07/15/2022 | 0.1% |
| Valero Energy Corp. | 9.375% | 03/15/2019 | 0.1% |
| Oaktree CLO Ltd. | 2.246% | 10/20/2027 | 0.1% |
| Exelon Generation Co. LLC | 4.000% | 10/01/2020 | 0.1% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 04/24/2017 | 0.1% |
| Bank of America Corp. | 5.750% | 08/15/2016 | 0.1% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.1% |
| BAMLL-DB Trust | 3.352% | 04/13/2029 | 0.1% |
| ConvaTec Finance International SA | 8.250% | 01/15/2019 | 0.1% |
| UBS AG, Jersey | 7.250% | 02/22/2022 | 0.1% |
| B2R Mortgage Trust | 3.336% | 11/15/2048 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.720% | 06/11/2040 | 0.1% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.1% |
| Time Warner Cable, Inc. | 8.750% | 02/14/2019 | 0.1% |
| Neptune Finco Corp. | 10.125% | 01/15/2023 | 0.1% |
| Discover Bank | 2.600% | 11/13/2018 | 0.1% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.1% |
| Federal National Mortgage Assoc. | 3.136% | 03/01/2042 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.610% | 11/15/2020 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.820% | 06/15/2029 | 0.1% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.1% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.1% |
| Federal National Mortgage Assoc. | 2.322% | 12/01/2035 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.1% |
| Jabil Circuit, Inc. | 8.250% | 03/15/2018 | 0.1% |
| Federal National Mortgage Assoc. | 3.289% | 01/01/2041 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.498% | 02/15/2044 | 0.1% |
| CSMC Trust | 2.281% | 09/15/2038 | 0.1% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| HBOS plc | 1.380% | 09/06/2017 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Tenet Healthcare Corp. | 8.000% | 08/01/2020 | 0.1% |
| COMM Mortgage Trust | 2.473% | 06/08/2030 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.621% | 12/01/2036 | 0.1% |
| BJ's Wholesale Club, Inc. | 4.500% | 09/26/2019 | 0.1% |
| MPG Holdco. | 3.750% | 10/20/2021 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.283% | 04/10/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.581% | 12/15/2030 | 0.1% |
| Holly Energy Partners L.P. / Holly Energy Finance | 6.500% | 03/01/2020 | 0.1% |
| OHA Loan Funding Ltd. | 1.924% | 08/23/2024 | 0.1% |
| Concho Resources, Inc. | 7.000% | 01/15/2021 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Kemper Corp. | 6.000% | 05/15/2017 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.964% | 05/15/2045 | 0.1% |
| Federal National Mortgage Assoc. | 3.421% | 12/01/2040 | 0.1% |
| Glencore Funding LLC | 2.040% | 01/15/2019 | 0.1% |
| Suncor Energy, Inc. | 6.100% | 06/01/2018 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.250% | 05/23/2017 | 0.1% |
| Alliance Data Systems, Inc. | 6.375% | 04/01/2020 | 0.1% |
| CSMC Trust | 2.331% | 04/15/2029 | 0.1% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.1% |
| CNPC General Capital Ltd. | 1.526% | 05/14/2017 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 2.105% | 07/25/2027 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.600% | 11/20/2017 | 0.1% |
| Gramercy Real Estate CDO | 0.906% | 08/15/2056 | 0.1% |
| Pernod Ricard S.A. | 2.950% | 01/15/2017 | 0.1% |
| Federal National Mortgage Assoc. | 3.700% | 01/01/2042 | 0.1% |
| Cannery Casino Resorts, LLC | 6.000% | 10/02/2018 | 0.1% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.1% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.1% |
| Rite Aid Corporation | 4.875% | 06/21/2021 | 0.1% |
| CIT Group, Inc. | 4.250% | 08/15/2017 | 0.1% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.1% |
| Mohegan Tribal Gaming Authority | 11.000% | 09/15/2018 | 0.1% |
| Jefferson Mill CLO Ltd | 2.196% | 07/20/2027 | 0.1% |
| Federal National Mortgage Assoc. | 2.377% | 10/01/2035 | 0.1% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.1% |
| GS Mortgage Securities Trust | 1.673% | 05/10/2049 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.818% | 01/15/2049 | 0.1% |
| Fortress Credit BSL II Ltd. | 2.188% | 10/19/2025 | 0.1% |
| Banc of America Re-REMIC Trust | 5.607% | 06/24/2050 | 0.1% |
| Motel 6 Trust | 3.298% | 02/05/2030 | 0.1% |
| Drive Auto Receivables Trust 2015-A | 3.060% | 05/17/2021 | 0.1% |
| Seminole Tribe of Florida | 6.535% | 10/01/2020 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.260% | 01/15/2020 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 1.181% | 05/17/2021 | 0.1% |
| Raymond James Financial, Inc. | 8.600% | 08/15/2019 | 0.1% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.603% | 10/15/2048 | 0.1% |
| Citigroup, Inc. | 2.650% | 10/26/2020 | 0.1% |
| OHA Loan Funding Ltd. | 2.126% | 02/15/2027 | 0.1% |
| Federal National Mortgage Assoc. | 2.841% | 10/01/2045 | 0.1% |
| Banc of America Commercial Mortgage | 5.317% | 06/10/2049 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.450% | 10/05/2017 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.889% | 09/01/2036 | 0.1% |
| Extended Stay America Trust | 5.053% | 12/05/2031 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.1% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 9.500% | 06/15/2019 | 0.1% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.1% |
| New Enterprise Stone & Lime Co., Inc. | 11.000% | 09/01/2018 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| DaVita, Inc. | 5.750% | 08/15/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.510% | 06/15/2045 | 0.1% |
| Thompson Creek Metals Co., Inc. | 12.500% | 05/01/2019 | 0.1% |
| Industrial & Commercial Bank of China Ltd. | 2.351% | 11/13/2017 | 0.1% |
| Moxie Liberty LLC | 7.500% | 08/21/2020 | 0.1% |
| BBCMS Trust | 4.284% | 09/10/2028 | 0.1% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.1% |
| Neiman Marcus Group Ltd. Inc. | 8.000% | 10/15/2021 | 0.1% |
| BlueMountain CLO Ltd. | 2.176% | 10/20/2027 | 0.1% |
| CSMC Series | 3.000% | 06/27/2037 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.760% | 12/16/2019 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.664% | 09/10/2049 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.360% | 08/17/2020 | 0.1% |
| Motel 6 Trust | 3.644% | 02/05/2030 | 0.1% |
| DBUBS Mortgage Trust | 5.543% | 07/10/2044 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Dole Food Company, Inc. | 4.500% | 11/01/2018 | 0.1% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| CNOOC Nexen Finance 2014 ULC | 1.625% | 04/30/2017 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Huntsman International LLC | 4.250% | 04/01/2023 | 0.1% |
| Marathon Petroleum Corp. | 3.400% | 12/15/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.466% | 06/12/2047 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| Pepco. Holdings, Inc. | 6.125% | 06/01/2017 | 0.1% |
| Discover Bank | 2.000% | 02/21/2018 | 0.1% |
| Federal National Mortgage Assoc. | 2.719% | 12/01/2045 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| LAM Research Corp. | 1.250% | 05/13/2021 | 0.1% |
| Frontier Communications Corp. | 9.250% | 07/01/2021 | 0.1% |
| Baidu, Inc. | 2.250% | 11/28/2017 | 0.1% |
| MEG Energy Corp. | 6.500% | 03/15/2021 | 0.1% |
| Hempstead CLO L.P. | 2.180% | 01/15/2026 | 0.1% |
| Hub International Ltd. | 9.250% | 02/15/2021 | 0.1% |
| Banc of America Re-REMIC Trust | 5.334% | 12/16/2043 | 0.1% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.1% |
| RBSCF Trust | 5.948% | 02/16/2051 | 0.1% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.1% |
| DDR Corp. | 7.500% | 04/01/2017 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.1% |
| Northwoods Capital Ltd. | 2.280% | 04/15/2025 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Owens Illinois, Inc. | 3.500% | 08/12/2022 | 0.1% |
| Texas Competitive Electric Holdings Company, LLC | 3.750% | 11/07/2016 | 0.1% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.1% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.1% |
| Korea Development Bank | 1.327% | 01/22/2017 | 0.1% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.245% | 12/15/2047 | 0.1% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.1% |
| Dell Equipment Finance Trust | 1.720% | 09/22/2020 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | 2.192% | 06/15/2049 | 0.1% |
| Turkiye Halk Bankasi AS | 4.875% | 07/19/2017 | 0.1% |
| Teck Resources Ltd. | 4.500% | 01/15/2021 | 0.1% |
| CSMC Series | 5.774% | 12/16/2049 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Allison Transmission, Inc. | 3.500% | 08/23/2019 | 0.1% |
| Supervalu Inc. | 5.500% | 03/21/2019 | 0.1% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.1% |
| California Republic Auto Receivables Trust | 1.330% | 04/15/2019 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| Federal National Mortgage Assoc. | 2.735% | 12/01/2045 | 0.1% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Leaf Receivables Funding 11 LLC | 2.490% | 04/15/2022 | 0.1% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.1% |
| Federal National Mortgage Assoc. | 2.630% | 04/01/2038 | 0.1% |
| Time Warner Cable, Inc. | 8.250% | 04/01/2019 | 0.1% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| Cedar Funding Ltd. | 2.215% | 10/23/2026 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.1% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 5.509% | 09/15/2039 | 0.1% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.1% |
| Bcrr Trust | 5.795% | 08/17/2045 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.270% | 05/15/2019 | 0.1% |
| Federal National Mortgage Assoc. | 2.636% | 08/01/2034 | 0.1% |
| Ascentium Equipment Receivables 2015-2 LLC | 1.570% | 12/11/2017 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| COMM Mortgage Trust | 1.917% | 10/15/2045 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.771% | 06/10/2027 | 0.1% |
| Apollo Credit Funding Ltd. | 2.150% | 04/15/2027 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.1% |
| J. Crew Group, Inc. | 4.000% | 03/05/2021 | 0.1% |
| BMW Vehicle Owner Trust | 1.370% | 12/25/2022 | 0.1% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.1% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.1% |
| Elizabeth Arden, Inc. | 7.375% | 03/15/2021 | 0.1% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.1% |
| Milacron LLC / Mcron Finance Corp. | 7.750% | 02/15/2021 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.1% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.1% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| ABN Amro Bank NV | 6.250% | 09/13/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.750% | 08/15/2017 | 0.1% |
| MPT Operating Partnership L.P. | 6.375% | 02/15/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.197% | 03/10/2046 | 0.1% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.1% |
| Mountain View CLO Ltd. | 2.140% | 07/15/2027 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| COMM Mortgage Trust | 1.471% | 03/10/2046 | 0.1% |
| Federal National Mortgage Assoc. | 2.895% | 06/01/2042 | 0.1% |
| Ford Motor Credit Co. LLC | 4.250% | 02/03/2017 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Leaf Receivables Funding 11 LLC | 1.720% | 07/15/2018 | 0.1% |
| Viacom, Inc. | 3.500% | 04/01/2017 | 0.1% |
| Fifth Third Bank | 2.875% | 07/27/2020 | 0.1% |
| FREMF Mortgage Trust | 3.562% | 08/25/2045 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.751% | 12/01/2039 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.805% | 06/10/2027 | 0.1% |
| Jersey Central Power & Light Co. | 5.650% | 06/01/2017 | 0.1% |
| Octagon Investment Partners XIX Ltd. | 2.200% | 04/15/2026 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.647% | 04/01/2037 | 0.1% |
| COMM Mortgage Trust | 6.004% | 07/10/2046 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| APX Group, Inc. | 6.375% | 12/01/2019 | 0.1% |
| COBALT CMBS Commercial Mortgage Trust | 5.461% | 04/15/2047 | 0.1% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.400% | 05/15/2045 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| GS Mortgage Securities Corp. II | 3.435% | 12/10/2027 | 0.1% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.288% | 05/10/2047 | 0.1% |
| NZCG Funding Ltd. | 2.284% | 04/27/2027 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| AT&T, Inc. | 2.800% | 02/17/2021 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.161% | 09/10/2046 | 0.1% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 5.875% | 06/15/2021 | 0.1% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.1% |
| OZLM Funding Ltd. | 2.222% | 07/22/2027 | 0.1% |
| Morgan Stanley Capital I Trust | 2.545% | 03/15/2045 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.1% |
| CIFC Funding Ltd. | 1.829% | 04/16/2025 | 0.1% |
| DreamWorks Animation SKG, Inc. | 6.875% | 08/15/2020 | 0.1% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 0.1% |
| Schaeffler Holding Finance BV | 6.875% | 08/15/2018 | 0.1% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.1% |
| Federal National Mortgage Assoc. | 2.715% | 11/01/2038 | 0.1% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.1% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.1% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.1% |
| NES Rentals Holdings, Inc. | 7.875% | 05/01/2018 | 0.1% |
| Anthem, Inc. | 5.875% | 06/15/2017 | 0.1% |
| Block Communications, Inc. | 7.250% | 02/01/2020 | 0.1% |
| America Movil SAB de CV | 1.656% | 09/12/2016 | 0.1% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 1.829% | 04/18/2025 | 0.1% |
| Ford Motor Credit Co. LLC | 2.459% | 03/27/2020 | 0.1% |
| COMM Mortgage Trust | 2.232% | 06/15/2034 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.964% | 07/15/2046 | 0.1% |
| Compass Bank | 6.400% | 10/01/2017 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.381% | 04/15/2027 | 0.1% |
| Cent CLO Ltd. | 2.082% | 10/29/2025 | 0.1% |
| Ryder System, Inc. | 3.500% | 06/01/2017 | 0.1% |
| OZLM VII Ltd. | 2.099% | 07/17/2026 | 0.1% |
| Huntington National Bank | 2.875% | 08/20/2020 | 0.1% |
| Avis Budget Rental Car Funding | 3.410% | 11/20/2017 | 0.1% |
| Sabine Pass LNG L.P. | 7.500% | 11/30/2016 | 0.1% |
| Federal National Mortgage Assoc. | 2.777% | 10/01/2036 | 0.1% |
| California Republic Auto Receivables Trust | 1.090% | 11/15/2018 | 0.1% |
| FREMF Mortgage Trust | 3.562% | 08/25/2045 | 0.1% |
| Blue Coat Holdings, Inc. | 6.000% | 05/20/2022 | 0.1% |
| Federal National Mortgage Assoc. | 2.572% | 03/01/2038 | 0.1% |
| HCP, Inc. | 6.000% | 01/30/2017 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.526% | 11/15/2044 | 0.1% |
| Weatherford International Ltd. Bermuda | 7.750% | 06/15/2021 | 0.1% |
| JP Morgan Commercial Mortgage-Backed Securities Tr | 5.742% | 06/18/2049 | 0.1% |
| Western Union Co. | 5.930% | 10/01/2016 | 0.1% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.1% |
| DBUBS Mortgage Trust | 3.527% | 07/10/2044 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.431% | 01/15/2032 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| Digicel Group Ltd. | 8.250% | 09/30/2020 | 0.1% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.1% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.1% |
| Georgia-Pacific LLC | 5.400% | 11/01/2020 | 0.1% |
| Halliburton Co. | 3.250% | 11/15/2021 | 0.1% |
| Marks & Spencer PLC | 6.250% | 12/01/2017 | 0.1% |
| California Republic Auto Receivables Trust | 1.750% | 01/15/2021 | 0.1% |
| First Midwest Bancorp, Inc. | 5.875% | 11/22/2016 | 0.0% |
| Government National Mortgage Association | 2.900% | 03/16/2055 | 0.0% |
| Lazard Group LLC | 6.850% | 06/15/2017 | 0.0% |
| N-Star REL CDO Ltd. | 0.854% | 02/01/2041 | 0.0% |
| Cherrywood SB Commercial Mortgage Loan Trust 2016- | 3.730% | 03/25/2049 | 0.0% |
| SLM Private Education Loan Trust | 1.131% | 07/15/2022 | 0.0% |
| Cleveland Electric Illuminating Co. | 8.875% | 11/15/2018 | 0.0% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.0% |
| Asset Backed Securities Corp. Home Equity Loan Tru | 0.648% | 05/25/2036 | 0.0% |
| Israel Electric Corp. | 6.700% | 02/10/2017 | 0.0% |
| Federal National Mortgage Assoc. | 3.466% | 08/01/2041 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Chaparral Energy, Inc. | 9.875% | 10/01/2020 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.050% | 06/15/2019 | 0.0% |
| GS Mortgage Securities Trust | 2.059% | 04/10/2031 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.400% | 06/12/2047 | 0.0% |
| Entergy Corp. | 0.000% | 08/05/2016 | 0.0% |
| COMM Mortgage Trust | 0.686% | 06/10/2046 | 0.0% |
| Flagship Credit Auto Trust 2015-3 | 2.380% | 10/15/2020 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| Oaktree EIF I Series A1 Ltd. | 2.299% | 10/18/2027 | 0.0% |
| Vornado DP LLC Trust | 2.970% | 09/13/2028 | 0.0% |
| Scripps Networks Interactive, Inc. | 2.750% | 11/15/2019 | 0.0% |
| Westgate Resorts LLC | 2.150% | 12/20/2026 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| GS Mortgage Securities Trust | 2.018% | 01/10/2045 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| NEFF Corp. | 7.250% | 06/09/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.690% | 01/01/2041 | 0.0% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.0% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.0% |
| GS Mortgage Securites Corp. Trust | 3.479% | 01/10/2030 | 0.0% |
| COMM Mortgage Trust | 3.123% | 06/08/2030 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| American Express Credit Account Master Trust | 0.901% | 02/16/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 6.150% | 04/01/2018 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.293% | 08/05/2034 | 0.0% |
| Vornado DP LLC Trust | 4.004% | 09/13/2028 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.0% |
| COMM Mortgage Trust | 3.047% | 10/10/2046 | 0.0% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.190% | 05/15/2047 | 0.0% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.665% | 05/15/2049 | 0.0% |
| GSMS Trust | 5.147% | 12/14/2049 | 0.0% |
| Federal National Mortgage Assoc. | 2.607% | 08/01/2037 | 0.0% |
| Immucor, Inc. | 11.125% | 08/15/2019 | 0.0% |
| Hospitality Properties Trust | 5.625% | 03/15/2017 | 0.0% |
| Drive Auto Receivables Trust | 1.380% | 10/15/2018 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Windsor Financing, LLC | 6.250% | 12/05/2017 | 0.0% |
| Federal National Mortgage Assoc. | 2.603% | 07/01/2040 | 0.0% |
| Huntington Bancshares, Inc. | 3.150% | 03/14/2021 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Ryder System, Inc. | 5.850% | 11/01/2016 | 0.0% |
| DBRR Trust | 3.500% | 12/18/2049 | 0.0% |
| Federal National Mortgage Assoc. | 2.389% | 02/01/2036 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.315% | 05/15/2046 | 0.0% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.0% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.0% |
| CommonWealth REIT | 6.250% | 06/15/2017 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 1.580% | 09/10/2018 | 0.0% |
| Huntington Bancshares, Inc. | 2.600% | 08/02/2018 | 0.0% |
| RBSCF Trust | 5.223% | 08/16/2048 | 0.0% |
| Banco do Brasil SA | 3.875% | 01/23/2017 | 0.0% |
| Tencent Holdings Ltd. | 2.000% | 05/02/2017 | 0.0% |
| OCP CLO Ltd. | 2.129% | 07/17/2026 | 0.0% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.342% | 03/15/2021 | 0.0% |
| Manufacturers & Traders Trust Co | 5.629% | 12/01/2021 | 0.0% |
| COMM Mortgage Trust | 1.087% | 09/10/2047 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1.312% | 03/25/2023 | 0.0% |
| Mylan, Inc. | 2.500% | 06/07/2019 | 0.0% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.0% |
| UBS Group Funding Jersey Ltd. | 2.950% | 09/24/2020 | 0.0% |
| COMM Mortgage Trust | 2.073% | 06/08/2030 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.699% | 02/12/2049 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Energy Transfer Partners L.P. | 2.500% | 06/15/2018 | 0.0% |
| Bank of Nova Scotia | 2.150% | 08/03/2016 | 0.0% |
| Westchester CLO Ltd. | 0.862% | 08/01/2022 | 0.0% |
| HD Supply, Inc. | 7.500% | 07/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.805% | 06/10/2027 | 0.0% |
| Dell International LLC | 0.000% | 04/29/2020 | 0.0% |
| Symantec Corp. | 2.750% | 06/15/2017 | 0.0% |
| Government National Mortgage Association | 3.050% | 01/16/2049 | 0.0% |
| Panda Power Funds | 6.750% | 12/19/2020 | 0.0% |
| Teco Finance, Inc. | 6.572% | 11/01/2017 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| CSMC Trust | 1.801% | 04/15/2029 | 0.0% |
| Cerberus Onshore II CLO LLC | 2.680% | 10/15/2023 | 0.0% |
| Aviation Capital Group Corp. | 7.125% | 10/15/2020 | 0.0% |
| Majapahit Holding BV | 7.750% | 10/17/2016 | 0.0% |
| Cent CDO 14 Ltd. | 1.010% | 04/15/2021 | 0.0% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.0% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.0% |
| Marathon CLO Ltd. | 2.026% | 05/20/2023 | 0.0% |
| ENI SpA | 4.150% | 10/01/2020 | 0.0% |
| Mediacom Communications Corp. | 7.250% | 02/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 1.640% | 01/15/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.858% | 05/01/2037 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| PTL Finance Corp. | 3.750% | 05/11/2017 | 0.0% |
| Beam Suntory, Inc. | 1.875% | 05/15/2017 | 0.0% |
| Concho Resources, Inc. | 6.500% | 01/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.731% | 04/15/2027 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.0% |
| HPHT Finance 15 Ltd. | 2.250% | 03/17/2018 | 0.0% |
| COMM Mortgage Trust | 4.223% | 06/08/2030 | 0.0% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.0% |
| Astoria Financial Corp. | 5.000% | 06/19/2017 | 0.0% |
| Rexel SA | 5.250% | 06/15/2020 | 0.0% |
| Actavis Funding SCS | 1.300% | 06/15/2017 | 0.0% |
| Enbridge Energy Partners L.P. | 4.375% | 10/15/2020 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2020 | 0.0% |
| CG-CCRE Commercial Mortgage Trust | 1.392% | 06/15/2031 | 0.0% |
| Federal National Mortgage Assoc. | 3.359% | 12/01/2040 | 0.0% |
| AES Red Oak LLC | 8.540% | 11/30/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.387% | 09/05/2032 | 0.0% |
| COMM Mortgage Trust | 2.844% | 06/10/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 5.311% | 12/19/2039 | 0.0% |
| Tencent Holdings Ltd. | 4.625% | 12/12/2016 | 0.0% |
| California Republic Auto Receivables Trust | 1.230% | 03/15/2019 | 0.0% |
| Banco de Bogota SA | 5.000% | 01/15/2017 | 0.0% |
| American Tower Corp. | 3.300% | 02/15/2021 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Boyd Gaming Corp. | 9.000% | 07/01/2020 | 0.0% |
| Sunoco, Inc. | 5.750% | 01/15/2017 | 0.0% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.176% | 01/15/2048 | 0.0% |
| GS Mortgage Securities Corp Trust | 3.790% | 01/10/2031 | 0.0% |
| Federal National Mortgage Assoc. | 2.626% | 11/01/2036 | 0.0% |
| COMM Mortgage Trust | 1.632% | 06/15/2034 | 0.0% |
| BBCMS Trust | 0.962% | 09/10/2028 | 0.0% |
| Pernod Ricard S.A. | 4.450% | 01/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.691% | 10/01/2038 | 0.0% |
| Illinois, IL | 5.365% | 03/01/2017 | 0.0% |
| Core Industrial Trust | 0.935% | 02/10/2037 | 0.0% |
| Ford Motor Credit Co. LLC | 8.000% | 12/15/2016 | 0.0% |
| Leaf Receivables Funding 10 LLC | 2.420% | 01/15/2021 | 0.0% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.0% |
| Grayson CLO Ltd. | 0.882% | 11/01/2021 | 0.0% |
| Fifth Third Bank | 5.450% | 01/15/2017 | 0.0% |
| Carlson Wagonlit BV | 6.875% | 06/15/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.699% | 12/01/2040 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 03/01/2039 | 0.0% |
| Magellan Midstream Partners L.P. | 5.650% | 10/15/2016 | 0.0% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.0% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.0% |
| Cemex, S.A.B. de C.V. | 5.430% | 10/15/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.852% | 02/01/2037 | 0.0% |
| FREMF Mortgage Trust | 3.369% | 05/25/2045 | 0.0% |
| Wilmington Trust Corp. | 8.500% | 04/02/2018 | 0.0% |
| Government National Mortgage Association | 2.750% | 09/16/2046 | 0.0% |
| Starwood Hotels & Resorts Worldwide, Inc. | 6.750% | 05/15/2018 | 0.0% |
| Federal National Mortgage Assoc. | 2.800% | 10/01/2036 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities | 1.002% | 11/15/2047 | 0.0% |
| Enterprise Products Operating LLC | 6.300% | 09/15/2017 | 0.0% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.0% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.0% |
| Reynolds Group Issuer, Inc. | 8.250% | 02/15/2021 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| SLM Student Loan Trust | 1.008% | 03/25/2026 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 2.970% | 06/15/2029 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.738% | 01/12/2030 | 0.0% |
| Extended Stay America Trust | 2.958% | 12/05/2031 | 0.0% |
| BBCMS Trust 2015-STP | 3.927% | 09/10/2028 | 0.0% |
| FREMF Mortgage Trust | 3.821% | 06/25/2047 | 0.0% |
| COMM Mortgage Trust | 5.650% | 12/10/2049 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 5.939% | 09/15/2039 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Banc of America Commercial Mortgage Trust 2016-UBS | 2.013% | 06/15/2049 | 0.0% |
| Cleveland Electric Illuminating Co. | 5.700% | 04/01/2017 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2018 | 0.0% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| Ares IIIR/IVR CLO Ltd. | 0.899% | 04/16/2021 | 0.0% |
| Jfin Revolver Clo Ltd. | 1.852% | 04/22/2020 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.437% | 02/10/2048 | 0.0% |
| COMM Mortgage Trust | 2.631% | 10/15/2031 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| JFIN Revolver CLO Ltd. | 1.946% | 01/20/2021 | 0.0% |
| Compass Bank | 2.750% | 09/29/2019 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.957% | 03/10/2049 | 0.0% |
| Bangkok Bank Public Co. Ltd. | 3.300% | 10/03/2018 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.621% | 09/05/2032 | 0.0% |
| Federal National Mortgage Assoc. | 2.677% | 09/01/2038 | 0.0% |
| Discovery Communications LLC | 5.625% | 08/15/2019 | 0.0% |
| Textron, Inc. | 5.600% | 12/01/2017 | 0.0% |
| Export-Import Bank of Korea | 1.423% | 01/14/2017 | 0.0% |
| Isle of Capri Casinos, Inc. | 8.875% | 06/15/2020 | 0.0% |
| Thompson Creek Metals Co., Inc. | 9.750% | 12/01/2017 | 0.0% |
| Vornado DP LLC Trust | 6.356% | 09/13/2028 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 1.137% | 01/20/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.676% | 12/01/2036 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Westgate Resorts LLC | 3.500% | 05/20/2027 | 0.0% |
| Goodman Funding Pty Ltd. | 6.375% | 11/12/2020 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.587% | 05/15/2023 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| Alfa Bank OJSC Via Alfa Bond Issuance plc | 7.875% | 09/25/2017 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.646% | 02/01/2038 | 0.0% |
| Federal National Mortgage Assoc. | 2.720% | 09/01/2036 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.697% | 05/01/2036 | 0.0% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.579% | 01/01/2038 | 0.0% |
| Banco de Credito del Peru | 2.750% | 01/09/2018 | 0.0% |
| Citigroup Commercial Mortgage Trust 2015-GC35 | 0.907% | 11/10/2048 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.288% | 10/15/2044 | 0.0% |
| YUM Brands, Inc. | 2.750% | 05/23/2023 | 0.0% |
| Banc of America Re-REMIC Trust | 5.651% | 02/17/2051 | 0.0% |
| Cameron International Corp. | 1.400% | 06/15/2017 | 0.0% |
| R&R Pik plc | 9.250% | 05/15/2018 | 0.0% |
| Sinopec Group Overseas Development (2012) Ltd. | 2.750% | 05/17/2017 | 0.0% |
| California Republic Auto Receivables Trust | 0.910% | 08/15/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.153% | 12/15/2047 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.581% | 07/15/2031 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.647% | 08/01/2038 | 0.0% |
| GS Mortgage Securities Corp. II | 2.300% | 11/10/2045 | 0.0% |
| Teck Resources Ltd. | 8.000% | 06/01/2021 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.0% |
| Chaparral Energy, Inc. | 8.250% | 09/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.957% | 04/01/2040 | 0.0% |
| COMM Mortgage Trust | 2.428% | 07/13/2031 | 0.0% |
| FREMF Mortgage Trust | 3.741% | 04/25/2045 | 0.0% |
| Qwest Corp. | 6.500% | 06/01/2017 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.608% | 06/15/2043 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 0.867% | 07/20/2019 | 0.0% |
| Louisiana-Pacific Corp. | 7.500% | 06/01/2020 | 0.0% |
| GRACE Mortgage Trust | 3.590% | 06/10/2028 | 0.0% |
| American Tower Corp. | 4.500% | 01/15/2018 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.0% |
| COMM Mortgage Trust | 2.367% | 06/10/2046 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 6.125% | 11/01/2017 | 0.0% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.0% |
| Delek & Avner Tamar Bond Ltd. | 2.803% | 12/30/2016 | 0.0% |
| Federal National Mortgage Assoc. | 2.697% | 03/01/2038 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.870% | 12/01/2035 | 0.0% |
| General Motors Financial Co., Inc. | 3.250% | 05/15/2018 | 0.0% |
| International Lease Finance Corp. | 6.750% | 09/01/2016 | 0.0% |
| Harris Corp. | 2.700% | 04/27/2020 | 0.0% |
| CNPC General Capital Ltd. | 2.750% | 04/19/2017 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 6.200% | 11/01/2017 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 1.353% | 02/10/2049 | 0.0% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.0% |
| General Motors Financial Co., Inc. | 3.000% | 09/25/2017 | 0.0% |
| GS Mortgage Securities Trust | 2.231% | 07/15/2031 | 0.0% |
| Banc of America Re-REMIC Trust | 5.944% | 02/15/2051 | 0.0% |
| Compass Bank | 1.850% | 09/29/2017 | 0.0% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.0% |
| CarMax Auto Owner Trust 2013-1 | 1.540% | 12/15/2018 | 0.0% |
| OZLM XI Ltd. | 2.187% | 01/30/2027 | 0.0% |
| CFCRE Commercial Mortgage Trust | 5.623% | 12/15/2047 | 0.0% |
| Lloyds Banking Group plc | 3.100% | 07/06/2021 | 0.0% |
| Glencore Finance Canada Ltd. | 3.600% | 01/15/2017 | 0.0% |
| Callon Petroleum Co. | 8.500% | 10/08/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.462% | 10/01/2040 | 0.0% |
| Transocean, Inc. | 6.000% | 03/15/2018 | 0.0% |
| Sempra Energy | 2.300% | 04/01/2017 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.681% | 12/15/2030 | 0.0% |
| Pioneer Natural Resources Co. | 6.650% | 03/15/2017 | 0.0% |
| BAMLL Commercial Mortgage Securities Trust | 2.080% | 06/15/2028 | 0.0% |
| Illinois, IL | 2.770% | 04/01/2018 | 0.0% |
| Government National Mortgage Association | 1.080% | 01/16/2055 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series Trust | 1.534% | 04/15/2046 | 0.0% |
| Buckeye Partners L.P. | 4.875% | 02/01/2021 | 0.0% |
| FMC Technologies, Inc. | 2.000% | 10/01/2017 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.874% | 06/11/2050 | 0.0% |
| Carlyle Global Market Strategies | 2.204% | 04/27/2027 | 0.0% |
| Santander UK plc | 2.136% | 03/14/2019 | 0.0% |
| Nucor Corp. | 5.750% | 12/01/2017 | 0.0% |
| Halliburton Co. | 6.150% | 09/15/2019 | 0.0% |
| CSMC Trust | 1.831% | 09/15/2038 | 0.0% |
| Great Wolf Trust | 2.981% | 05/15/2034 | 0.0% |
| Alibaba Group Holding Ltd. | 3.125% | 11/28/2021 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.0% |
| Hilton USA Trust | 2.081% | 07/15/2029 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-GC37 | 1.811% | 04/10/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.820% | 12/15/2047 | 0.0% |
| Health Care REIT, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Nexen, Inc. | 6.200% | 07/30/2019 | 0.0% |
| Discover Bank | 7.000% | 04/15/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.0% |
| Grupo Aval Ltd. | 5.250% | 02/01/2017 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C4 | 1.777% | 05/10/2058 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 0.937% | 10/20/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.637% | 01/01/2038 | 0.0% |
| Viacom, Inc. | 6.125% | 10/05/2017 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.736% | 09/01/2035 | 0.0% |
| COMM Mortgage Trust | 0.789% | 07/10/2050 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.916% | 12/01/2038 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 3.740% | 12/08/2020 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.432% | 06/01/2038 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.911% | 01/12/2030 | 0.0% |
| Liberty Mutual Group, Inc. | 6.700% | 08/15/2016 | 0.0% |
| Citigroup Mortgage Loan Trust | 0.593% | 07/25/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.181% | 06/15/2029 | 0.0% |
| COMM Mortgage Trust | 3.685% | 05/10/2048 | 0.0% |
| BHP Billiton Finance USA Ltd. | 5.400% | 03/29/2017 | 0.0% |
| General Motors Financial Co., Inc. | 3.150% | 01/15/2020 | 0.0% |
| Resource Capital Corp. Ltd. | 1.531% | 04/15/2032 | 0.0% |
| Comm Mortgage Trust | 1.005% | 12/10/2047 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 4.196% | 06/26/2036 | 0.0% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| SG Commercial Mortgage Securities Trust 2016-C5 | 2.198% | 10/10/2048 | 0.0% |
| ARC Properties Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| Tryon Park CLO Ltd. | 1.800% | 07/15/2025 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.471% | 06/10/2048 | 0.0% |
| Owens Corning | 9.000% | 06/15/2019 | 0.0% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.0% |
| Akbank TAS | 3.875% | 10/24/2017 | 0.0% |
| Volkswagen Group of America Finance LLC | 1.076% | 11/20/2017 | 0.0% |
| JFIN CLO Ltd. | 0.936% | 07/20/2021 | 0.0% |
| Manufacturers & Traders Trust Co | 6.625% | 12/04/2017 | 0.0% |
| Citigroup Commercial Mortgage Trust | 5.322% | 12/17/2049 | 0.0% |
| Government National Mortgage Association | 2.500% | 03/16/2049 | 0.0% |
| Viacom, Inc. | 2.500% | 12/15/2016 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.786% | 04/10/2028 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| San Luis Obispo Cnty, CA | 7.450% | 09/01/2019 | 0.0% |
| Banc of America Re-REMIC Trust | 6.088% | 12/24/2049 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 5.000% | 12/15/2019 | 0.0% |
| Sun Products | 5.500% | 03/18/2020 | 0.0% |
| DBUBS Mortgage Trust | 4.998% | 07/10/2044 | 0.0% |
| COMM Mortgage Trust | 0.998% | 10/10/2047 | 0.0% |
| COMM Mortgage Trust | 1.279% | 08/10/2047 | 0.0% |
| QVC, Inc. | 3.125% | 04/01/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.767% | 06/15/2048 | 0.0% |
| Exelon Corp. | 1.550% | 06/09/2017 | 0.0% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.778% | 06/01/2041 | 0.0% |
| Canadian Natural Resources Ltd. | 6.000% | 08/15/2016 | 0.0% |
| GRACE Mortgage Trust | 3.520% | 06/10/2028 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 4.240% | 08/15/2022 | 0.0% |
| Hilton USA Trust | 1.681% | 07/15/2029 | 0.0% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 4.129% | 04/10/2034 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.000% | 08/10/2029 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Federal National Mortgage Assoc. | 4.193% | 07/01/2040 | 0.0% |
| COMM Mortgage Trust | 2.492% | 12/10/2044 | 0.0% |
| First National Master Note Trust 2015-1 | 1.251% | 09/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.300% | 06/15/2045 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 07/15/2020 | 0.0% |
| MT Wilson Clo II Ltd. | 1.005% | 07/11/2020 | 0.0% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Valero Energy Corp. | 6.125% | 06/15/2017 | 0.0% |
| Banco de Credito e Inversiones | 3.000% | 09/13/2017 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.786% | 04/10/2028 | 0.0% |
| Bcrr Trust | 5.858% | 07/17/2040 | 0.0% |
| Bank of America Corp. | 2.250% | 04/21/2020 | 0.0% |
| Canadian Natural Resources Ltd. | 5.900% | 02/01/2018 | 0.0% |
| FREMF Mortgage Trust | 4.028% | 11/25/2044 | 0.0% |
| Palisades Center Trust | 0.965% | 05/13/2018 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| GS Mortgage Securities Trust | 1.096% | 11/10/2047 | 0.0% |
| Century Intermediate Holding Co. | 9.750% | 02/15/2019 | 0.0% |
| Hess Corp. | 1.300% | 06/15/2017 | 0.0% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.0% |
| Discovery Communications LLC | 5.050% | 06/01/2020 | 0.0% |
| Coveris Holdings S.A. | 7.875% | 11/01/2019 | 0.0% |
| FREMF Mortgage Trust | 3.751% | 02/25/2045 | 0.0% |
| Progress Energy, Inc. | 7.050% | 03/15/2019 | 0.0% |
| CIT Group, Inc. | 3.875% | 02/19/2019 | 0.0% |
| Express Scripts, Inc. | 1.125% | 04/28/2017 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.077% | 11/15/2047 | 0.0% |
| Vornado DP LLC Trust | 5.280% | 09/13/2028 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.060% | 10/01/2043 | 0.0% |
| SAIC, Inc. | 4.450% | 12/01/2020 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.886% | 05/10/2063 | 0.0% |
| RAIT Trust | 2.592% | 05/13/2031 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 3.750% | 04/15/2018 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.114% | 11/01/2043 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.644% | 05/10/2063 | 0.0% |
| Texas Eastern Transmission L.P. | 6.000% | 09/15/2017 | 0.0% |
| OHA Park Avenue CLO Ltd. | 0.886% | 03/14/2022 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.393% | 11/15/2043 | 0.0% |
| Canadian Natural Resources Ltd. | 1.750% | 01/15/2018 | 0.0% |
| WaMu Mortgage Pass-Through Certificates Series Tru | 2.514% | 01/25/2036 | 0.0% |
| LMREC 2015-CRE, Inc. | 3.952% | 02/22/2032 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 3.576% | 08/10/2029 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.688% | 09/05/2032 | 0.0% |
| Air Canada | 8.750% | 04/01/2020 | 0.0% |
| PTL Finance Corp. | 2.875% | 07/17/2018 | 0.0% |
| GS Mortgage Securities Trust | 3.849% | 12/10/2043 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Fidelity National Information Services, Inc. | 1.450% | 06/05/2017 | 0.0% |
| Macquarie Bank Ltd. | 5.000% | 02/22/2017 | 0.0% |
| Kentucky Public Transp Infrastr Auth | 3.220% | 07/01/2017 | 0.0% |
| CIT Group, Inc. | 5.250% | 03/15/2018 | 0.0% |
| Wyndham Worldwide Corp. | 2.950% | 03/01/2017 | 0.0% |
| Westgate Resorts LLC | 2.750% | 05/20/2027 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.829% | 07/15/2045 | 0.0% |
| California Republic Auto Receivables Trust | 1.410% | 09/17/2018 | 0.0% |
| Westgate Resorts LLC | 3.250% | 12/20/2026 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.717% | 07/15/2048 | 0.0% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2029 | 0.0% |
| Shops at Crystals Trust | 0.730% | 07/05/2036 | 0.0% |
| Carlyle Global Market Strategies Clo Ltd. | 2.180% | 10/15/2026 | 0.0% |
| Bear Stearns Deutsche Bank Trust | 5.008% | 09/15/2027 | 0.0% |
| GS Mortgage Securities Trust | 0.840% | 11/10/2048 | 0.0% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.0% |
| MPT Operating Partnership L.P. | 6.875% | 05/01/2021 | 0.0% |
| Government National Mortgage Association | 1.296% | 12/16/2054 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.175% | 12/01/2040 | 0.0% |
| SBA Telecommunications, Inc. | 5.750% | 07/15/2020 | 0.0% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.0% |
| Citigroup Mortgage Loan Trust | 3.000% | 05/25/2042 | 0.0% |
| BBCMS Trust | 3.821% | 09/05/2032 | 0.0% |
| HCP, Inc. | 6.300% | 09/15/2016 | 0.0% |
| Nomura CRE CDO | 0.934% | 05/21/2042 | 0.0% |
| Illinois, IL | 4.350% | 06/01/2018 | 0.0% |
| BBCMS Trust | 3.631% | 09/05/2032 | 0.0% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.0% |
| DBUBS Mortgage Trust | 5.543% | 07/10/2044 | 0.0% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 0.563% | 02/27/2037 | 0.0% |
| Meritage Mortgage Loan Trust | 1.463% | 01/25/2035 | 0.0% |
| UBS-Citigroup Commercial Mortgage Trust | 5.154% | 01/10/2045 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Minerva Luxembourg SA | 12.250% | 02/10/2022 | 0.0% |
| RBSCF Trust | 5.906% | 06/16/2049 | 0.0% |
| GS Mortgage Securities Trust | 5.633% | 03/10/2044 | 0.0% |
| Anthem, Inc. | 2.250% | 08/15/2019 | 0.0% |
| ALM XIV Ltd. | 2.173% | 07/28/2026 | 0.0% |
| Hospitality Properties Trust | 6.700% | 01/15/2018 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| Selkirk Ltd. | 1.329% | 02/20/2041 | 0.0% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.0% |
| Madison Avenue Trust | 4.034% | 10/12/2032 | 0.0% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.245% | 04/15/2047 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.768% | 04/10/2028 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.942% | 09/15/2057 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.008% | 08/15/2048 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.141% | 08/15/2045 | 0.0% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.393% | 10/05/2017 | 0.0% |
| Sun Products Corp. | 7.750% | 03/15/2021 | 0.0% |
| Regency Centers L.P. | 5.875% | 06/15/2017 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| Sequoia Mortgage Trust | 3.000% | 09/25/2042 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 1.721% | 12/15/2045 | 0.0% |
| FREMF Mortgage Trust | 3.086% | 03/25/2045 | 0.0% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Motel 6 Trust | 5.000% | 02/05/2030 | 0.0% |
| Core Industrial Trust | 0.703% | 02/10/2037 | 0.0% |
| HCP, Inc. | 5.625% | 05/01/2017 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.742% | 08/15/2027 | 0.0% |
| COMM 2010-RR1 | 5.543% | 12/11/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.781% | 06/15/2029 | 0.0% |
| NLY Commercial Mortgage Trust | 4.281% | 11/15/2030 | 0.0% |
| MASTR Asset Securitization Trust | 6.000% | 10/25/2036 | 0.0% |
| COMM Mortgage Trust | 0.256% | 03/10/2031 | 0.0% |
| TransCanada Pipelines Ltd. | 1.875% | 01/12/2018 | 0.0% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.952% | 05/15/2048 | 0.0% |
| GTH Finance BV | 6.250% | 04/26/2020 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2017 | 0.0% |
| Korea Expressway Corp. | 1.625% | 04/28/2017 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| 1211 Avenue of the Americas Trust | 0.242% | 08/10/2035 | 0.0% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.0% |
| Great Wolf Trust | 5.481% | 05/15/2034 | 0.0% |
| Regions Financial Corp. | 2.000% | 05/15/2018 | 0.0% |
| CarMax Auto Owner Trust | 0.820% | 06/15/2018 | 0.0% |
| WFCG Commercial Mortgage Trust | 2.253% | 11/15/2029 | 0.0% |
| PTL Finance Corp. | 2.500% | 06/15/2019 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Clayton Williams Energy, Inc. | 7.750% | 04/01/2019 | 0.0% |
| Highwoods Realty L.P. | 5.850% | 03/15/2017 | 0.0% |
| Viacom, Inc. | 2.200% | 04/01/2019 | 0.0% |
| GTL Trade Finance, Inc. | 7.250% | 10/20/2017 | 0.0% |
| SLM Private Education Loan Trust | 1.231% | 10/16/2023 | 0.0% |
| KKR Financial CLO Ltd. | 1.376% | 05/15/2021 | 0.0% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.0% |
| Government National Mortgage Association | 0.953% | 08/16/2054 | 0.0% |
| FREMF Mortgage Trust | 4.160% | 09/25/2044 | 0.0% |
| Williams Partners L.P. | 7.250% | 02/01/2017 | 0.0% |
| BCAP LLC Trust | 0.613% | 11/26/2036 | 0.0% |
| Government National Mortgage Association | 0.799% | 03/16/2056 | 0.0% |
| Fidelity National Information Services, Inc. | 5.000% | 03/15/2022 | 0.0% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 0.0% |
| Actavis plc | 1.875% | 10/01/2017 | 0.0% |
| CSMC Series | 3.000% | 07/27/2036 | 0.0% |
| EQTY Mortgage Trust | 2.073% | 05/08/2031 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Irvine Core Office Trust | 1.105% | 05/15/2048 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| Illinois, IL | 2.420% | 04/01/2017 | 0.0% |
| NLY Comm |