Short Duration Income Fund
Daily price w/o sales charge as of 10/15/2018
$4.16
$0.00
YTD Returns w/o sales charge as of 10/15/2018
0.89%
Overall Morningstar RatingsShort-Term Bond
as of 09/30/2018
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 4, 4 and 5 stars among 474, 400 and 260 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 9/30/2018, respectively.
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing in a variety of short maturity debt securities including, corporate bonds, U.S. government securities, and mortgage- and other asset-backed debt securities.
Yield
Dividend Yield 1 as of 10/15/2018
| w/o sales charge | 4.00% |
| w/ sales charge | 3.91% |
30-Day Standardized Yield 2 as of 09/30/2018
| 2.84% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 09/30/2018
Fund Basicsas of 09/28/2018
- Total Net Assets
- $40.27 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1509
- CUSIP
- 543916100
- Minimum Initial Investment
- $1,500+
The Fund changed its investment strategy on 12/14/2007.
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 0.98% | 1.16% | 2.20% | 2.05% | 4.16% | 4.11% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 0.63% | 0.64% | 1.42% | 1.18% | 2.35% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 0.81% | 0.79% | 1.66% | 1.58% | 3.39% | 4.47% |
| w/ sales charge | -1.34% | -1.15% | 1.43% | 1.60% | 3.92% | 4.02% |
Fund Expense Ratio :
0.59%
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 0.98% | 1.16% | 2.20% | 2.05% | 4.16% | 4.11% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 0.63% | 0.64% | 1.42% | 1.18% | 2.35% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 0.81% | 0.79% | 1.66% | 1.58% | 3.39% | 4.47% |
| w/ sales charge | -1.34% | -1.15% | 1.43% | 1.60% | 3.92% | 4.02% |
Fund Expense Ratio :
0.59%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
| Type | Assets |
|---|---|
| CMBS | |
| Investment Grade Corporate | |
| ABS | |
| High Yield Corporate | |
| U.S. Government Related | |
| Bank Loans | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/28/2018 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
63
Investment Professionals with 14
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 10/15/2018
| w/o sales charge | 4.00% |
| w/ sales charge | 3.91% |
30-Day Standardized Yield 2 as of 09/30/2018
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.84% | 2.84% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 0.98% | 1.16% | 2.20% | 2.05% | 4.16% | 4.11% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 0.63% | 0.64% | 1.42% | 1.18% | 2.35% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 0.81% | 0.79% | 1.66% | 1.58% | 3.39% | 4.47% |
| w/ sales charge | -1.34% | -1.15% | 1.43% | 1.60% | 3.92% | 4.02% |
Fund Expense Ratio :
0.59%
Fund Expense Ratio :
0.59%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 0.98% | 1.16% | 2.20% | 2.05% | 4.16% | 4.11% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 0.63% | 0.64% | 1.42% | 1.18% | 2.35% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 0.81% | 0.79% | 1.66% | 1.58% | 3.39% | 4.47% |
| w/ sales charge | -1.34% | -1.15% | 1.43% | 1.60% | 3.92% | 4.02% |
Fund Expense Ratio :
0.59%
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
Returns with sales charges reflect a maximum sales charge of 2.25%.
| Year | Fund Returns | ICE BofAML 1-3 Year U.S. Corporate Index |
|---|
| 2017 | 2.29% | 1.91% |
| 2016 | 4.01% | 2.39% |
| 2015 | 0.43% | 1.01% |
| 2014 | 1.73% | 1.19% |
| 2013 | 1.62% | 1.78% |
| 2012 | 6.64% | 4.49% |
| 2011 | 3.16% | 1.76% |
| 2010 | 6.38% | 4.86% |
| 2009 | 16.97% | 14.69% |
| 2008 | -1.09% | -2.68% |
| 2007 | 5.89% | - |
| 2006 | 3.54% | - |
| 2005 | 0.92% | - |
| 2004 | 1.18% | - |
| 2003 | 1.79% | - |
| 2002 | 7.60% | - |
| 2001 | 6.54% | - |
| 2000 | 9.18% | - |
| 1999 | 2.81% | - |
| 1998 | 6.56% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2018 | -0.03% | 0.26% | 0.74% | - | 0.89% |
| 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 09/30/2018
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 |
|---|---|
| CMBS | |
| Investment Grade Corporate | |
| ABS | |
| High Yield Corporate | |
| U.S. Government Related | |
| Bank Loans | |
| MBS | |
| Sovereign | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 09/28/2018
| 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 09/28/2018
- Total Net Assets
- $40.27 B
- Number of Issues
- 1509
- Average Coupon
- 3.97%
- Average Life
- 2.36 Years
- Average Maturity
- 2.36 Years
- Average Effective Duration
- 2.04 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.750% | 09/30/2020 | 2.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.7% |
| U.S. Treasury Note/Bond | 2.625% | 07/31/2020 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.5% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
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 | 2.625% | 08/31/2020 | 1.0% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.8% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.5% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.5% |
| U.S. Treasury Note/Bond | 2.625% | 07/31/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| Barclays Dryrock Issuance Trust | 2.363% | 05/15/2023 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.4% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 0.4% |
| Motel 6 Trust 2017-MTL6 | 4.213% | 08/15/2034 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/07/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 5.313% | 08/15/2034 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.3% |
| First National Master Note Trust 2017-2 | 2.503% | 10/16/2023 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| Octagon Investment Partners XXI Ltd. | 3.669% | 11/14/2026 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.063% | 06/15/2032 | 0.3% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.3% |
| AT&T INC | 3.571% | 12/14/2020 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.734% | 03/15/2037 | 0.3% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.3% |
| Stonemont Portfolio Trust 2017-STONE | 4.827% | 08/20/2030 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.3% |
| Magnetite VII Ltd | 3.139% | 01/15/2028 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.393% | 03/15/2023 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.3% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.3% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Dell International LLC | 3.830% | 09/07/2021 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| Dryden 30 Senior Loan Fund | 3.134% | 11/15/2028 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| At&t Inc | 3.585% | 12/14/2022 | 0.2% |
| BX Trust 2017-SLCT | 4.113% | 07/15/2034 | 0.2% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.897% | 12/15/2048 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.939% | 04/15/2026 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.2% |
| Dell Intl LLC | 3.580% | 12/31/2018 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.2% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 2.665% | 01/25/2046 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 2.993% | 11/15/2036 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| Great Wolf Trust 2017-WOLF | 5.313% | 09/15/2034 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.2% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.2% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.2% |
| LMREC 2015-CRE, Inc. | 3.045% | 02/22/2032 | 0.2% |
| Parallel 2015-1 Ltd | 3.198% | 07/20/2027 | 0.2% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.2% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.2% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.2% |
| Great Wolf Trust 2017-WOLF | 4.313% | 09/15/2034 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Invitation Homes, Inc. | 3.777% | 02/06/2022 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.2% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.2% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.2% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 2.810% | 04/20/2021 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.753% | 12/15/2048 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.127% | 08/20/2030 | 0.2% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.533% | 04/18/2025 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.2% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Capital Auto Receivables Asset Trust | 4.340% | 09/20/2023 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| BX Trust 2017-SLCT | 5.213% | 07/15/2034 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.2% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.2% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Thacher Park CLO Ltd. | 3.508% | 10/20/2026 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.2% |
| COMM Mortgage Trust | 3.700% | 05/10/2047 | 0.2% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.2% |
| Mountain View CLO X Ltd | 3.157% | 10/13/2027 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 3.783% | 10/15/2034 | 0.2% |
| Discover Bank | 7.000% | 04/15/2020 | 0.2% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.2% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| U.S. Treasury Note/Bond | 2.750% | 08/31/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.677% | 08/20/2030 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Energy Transfer Equity L.P. | 4.250% | 03/15/2023 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Panera Bread Company | 3.875% | 07/18/2022 | 0.1% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.1% |
| BDS 2018-FL1 | 2.910% | 01/15/2035 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.363% | 10/15/2034 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| WhiteHorse VIII Ltd | 3.793% | 05/01/2026 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Bowman Park CLO Ltd. | 3.490% | 11/23/2025 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| M360 2018-CRE1 LLC | 4.395% | 07/24/2028 | 0.1% |
| Goldman Sachs Group, Inc. | 3.472% | 04/26/2022 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.263% | 04/15/2031 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Avery Point CLO Ltd. | 3.316% | 07/17/2026 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.613% | 03/15/2027 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Citigroup, Inc. | 3.056% | 10/27/2022 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.866% | 05/15/2035 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.500% | 03/15/2037 | 0.1% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 1.640% | 09/15/2020 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| Sound Point CLO XI Ltd. | 3.998% | 07/20/2028 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| GoldenTree Loan Opportunities IX Ltd | 3.709% | 10/29/2026 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.915% | 06/25/2035 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.063% | 04/15/2036 | 0.1% |
| Magnetite XI Ltd | 3.453% | 01/18/2027 | 0.1% |
| Sofi Professional Loan Program 2018-A LLC | 2.390% | 02/25/2042 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.053% | 12/15/2027 | 0.1% |
| Morgan Stanley | 3.539% | 01/20/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 3.013% | 07/15/2035 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.633% | 05/08/2030 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Ares XXXIII CLO Ltd. | 3.668% | 12/05/2025 | 0.1% |
| Morgan Stanley | 3.155% | 02/14/2020 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.1% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Birchwood Park CLO Ltd. | 3.519% | 07/15/2026 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| UBS AG London | 2.450% | 12/01/2020 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.559% | 07/22/2024 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Ausdrill Finance Pty Ltd. | 6.875% | 11/01/2019 | 0.1% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| Jamestown CLO VII Ltd. | 3.165% | 07/25/2027 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| HSBC Bank USA NA | 4.875% | 08/24/2020 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| BBCMS 2017-DELC Mortgage Trust | 2.913% | 08/15/2036 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 3.389% | 01/28/2031 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| GS Mortgage Securities Trust | 5.558% | 08/10/2044 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| BX Trust 2017-SLCT | 2.983% | 07/15/2034 | 0.1% |
| Sinopec Group Overseas Development 2017 Ltd | 2.250% | 09/13/2020 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.313% | 08/15/2034 | 0.1% |
| Credit Suisse AG | 6.500% | 08/08/2023 | 0.1% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| UBS AG | 7.625% | 08/17/2022 | 0.1% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.1% |
| UBS Group Funding Switzerland AG | 3.549% | 05/23/2023 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.013% | 06/15/2035 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.350% | 07/05/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.960% | 03/15/2024 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 7.500% | 07/15/2021 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| CSMC 2016-MFF | 5.563% | 11/15/2033 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.922% | 01/15/2033 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| BMC Software Finance, Inc. | 8.125% | 07/15/2021 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| AT&T, Inc. | 0.000% | 05/28/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Dryden XXV Senior Loan Fund | 3.689% | 10/15/2027 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.363% | 06/15/2032 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| BX Trust 2017-SLCT | 3.263% | 07/15/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.213% | 06/15/2028 | 0.1% |
| H/2 Asset Funding Ltd. | 3.977% | 03/19/2037 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| BX Trust 2017-APPL | 5.213% | 07/15/2034 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 3.223% | 01/18/2029 | 0.1% |
| DBGS 2018-5BP Mortgage Trust | 2.708% | 06/15/2033 | 0.1% |
| Jamestown CLO VII Ltd. | 3.635% | 07/25/2027 | 0.1% |
| BX Trust 2017-APPL | 2.943% | 07/15/2034 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.250% | 07/01/2020 | 0.1% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| FREMF Mortgage Trust | 3.089% | 10/25/2047 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 3.389% | 01/28/2031 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.413% | 06/15/2029 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 2.785% | 03/15/2037 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.463% | 08/15/2034 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| CSMC 2016-MFF | 4.563% | 11/15/2033 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.463% | 11/15/2036 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| ASB Bank Ltd | 3.750% | 06/14/2023 | 0.1% |
| Charter Communications Operating LLC | 4.500% | 02/01/2024 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.233% | 05/08/2030 | 0.1% |
| BMC Software Finance, Inc. | 5.326% | 09/10/2022 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Cox Enterprises, Inc. | 0.000% | 09/04/2018 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| COMM 2013-CCRE9 Mortgage Trust | 4.367% | 07/10/2045 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.563% | 12/15/2036 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| FREMF Mortgage Trust | 3.263% | 04/25/2046 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.913% | 07/15/2032 | 0.1% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.063% | 01/15/2035 | 0.1% |
| BXP Trust 2017-CQHP | 2.913% | 11/15/2034 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| BX Trust 2018-BILT | 2.863% | 05/15/2030 | 0.1% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| Hitachi America Capital Ltd | 0.000% | 09/04/2018 | 0.1% |
| Oaktree CLO Ltd. | 3.218% | 10/20/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.163% | 12/15/2030 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| Chaparral Energy, Inc. | 0.000% | - | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.663% | 06/15/2032 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.1% |
| Union Pacific Corp. | 0.000% | 09/06/2018 | 0.1% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.389% | 04/15/2026 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| CSMC 2017-HD Trust | 3.013% | 02/15/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.493% | 06/15/2035 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.313% | 11/15/2036 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.760% | 07/15/2021 | 0.1% |
| Republic of Argentina | 6.250% | 04/22/2019 | 0.1% |
| UBS Commercial Mortgage Trust 2017-C6 | 1.190% | 12/15/2050 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| Vodafone Group plc | 3.290% | 01/16/2024 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| Mitsubishi UFJ Financial Grp, Inc. | 3.535% | 07/26/2021 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 2.763% | 05/17/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.030% | 07/05/2033 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| Jefferson Mill CLO Ltd | 3.848% | 07/20/2027 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| CNH Capital LLC | 0.000% | 01/24/2019 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.1% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| World Omni Auto Receivables Trust 2017-A | 1.930% | 09/15/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| RAIT 2017-FL8 Trust | 2.913% | 12/15/2037 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.1% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.1% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.1% |
| OCP CLO 2015-9 Ltd | 3.689% | 07/15/2027 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.833% | 12/15/2034 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.400% | 10/21/2019 | 0.1% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.1% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Westgate Resorts LLC | 3.500% | 12/20/2028 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| GS Mortgage Securities Trust | 1.576% | 06/10/2046 | 0.1% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| Federal National Mortgage Assoc. | 2.082% | 05/01/2042 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.1% |
| ConAgra Brands, Inc. | 0.000% | 09/04/2018 | 0.1% |
| Pinnacle Foods Finance LLC | 4.050% | 02/03/2024 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| OHA Loan Funding Ltd. | 3.724% | 08/15/2029 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.490% | 09/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| OCP CLO 2015-10 Ltd | 3.635% | 10/26/2027 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.1% |
| Commercial Mortgage Trust | 5.950% | 07/10/2038 | 0.1% |
| BBCMS Trust | 4.427% | 09/10/2028 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Seneca Park CLO Ltd. | 3.456% | 07/17/2026 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.576% | 09/10/2031 | 0.1% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.1% |
| Avery Point VII CLO Ltd | 3.839% | 01/15/2028 | 0.1% |
| BBCMS 2017-GLKS Mortgage Trust | 3.263% | 11/15/2034 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Amphenol Corp. | 0.000% | 09/04/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.021% | 07/15/2034 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.1% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.587% | 11/15/2049 | 0.1% |
| BNP Paribas S.A. | 3.500% | 03/01/2023 | 0.1% |
| Industrial & Commercial Bank of China Ltd. | 3.113% | 11/08/2020 | 0.1% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.218% | 07/15/2046 | 0.1% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Becton, Dickinson & Co. | 3.209% | 12/29/2020 | 0.1% |
| BX Trust 2017-APPL | 4.113% | 07/15/2034 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| Madison Park Funding XXI Ltd | 3.865% | 07/25/2029 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.763% | 12/15/2034 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2017-SMP | 2.813% | 12/15/2034 | 0.1% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.1% |
| Ammc Clo 19 Ltd. | 3.839% | 10/15/2028 | 0.1% |
| Banco Santander S.A. | 3.848% | 04/12/2023 | 0.1% |
| Cabot Corp. | 0.000% | 09/04/2018 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.1% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| GS Mortgage Securities Corp. II | 3.550% | 12/10/2027 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.930% | 08/15/2049 | 0.1% |
| Entergy Corp. | 0.000% | 09/04/2018 | 0.1% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| BX Trust 2017-SLCT | 3.463% | 07/15/2034 | 0.1% |
| Sri Lanka (Democratic Socialist Republic of) | 5.750% | 04/18/2023 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.1% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.1% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.1% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.1% |
| ZF North America Capital, Inc. | 4.000% | 04/29/2020 | 0.1% |
| Republic of Argentina | 3.375% | 01/15/2023 | 0.1% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.1% |
| BX Trust 2018-GW | 2.863% | 05/15/2035 | 0.1% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.1% |
| Allegro CLO IV Ltd | 3.739% | 01/15/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.1% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.1% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| COMM Mortgage Trust | 2.844% | 06/10/2047 | 0.1% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.330% | 03/15/2050 | 0.1% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.1% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.1% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.235% | 09/15/2050 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.1% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.771% | 06/10/2027 | 0.1% |
| Pentair Finance SA | 0.000% | 09/04/2018 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| GCI LLC | 6.750% | 06/01/2021 | 0.1% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.548% | 04/10/2046 | 0.1% |
| GS Mortgage Securities Trust | 1.813% | 05/10/2049 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.1% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.1% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.960% | 01/15/2049 | 0.0% |
| PFS Financing Corp. | 2.463% | 02/15/2022 | 0.0% |
| ING Bank NV | 5.800% | 09/25/2023 | 0.0% |
| Rogers Communications, Inc. | 0.000% | 09/05/2018 | 0.0% |
| Intesa Sanpaolo SpA | 3.125% | 07/14/2022 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| CIFC Funding 2014-V Ltd. | 3.736% | 01/17/2027 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.000% | 07/19/2020 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| Barclays plc | 2.750% | 11/08/2019 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.0% |
| BBCMS Trust 2015-MSQ | 3.593% | 09/15/2032 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.0% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 2.993% | 12/15/2036 | 0.0% |
| Bermuda Government International Bond | 4.138% | 01/03/2023 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 4.013% | 07/15/2032 | 0.0% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.0% |
| B2R Mortgage Trust | 3.336% | 11/15/2048 | 0.0% |
| COMM Mortgage Trust | 6.151% | 07/10/2046 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL2 | 3.053% | 08/15/2027 | 0.0% |
| Citigroup, Inc. | 3.320% | 04/25/2022 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.646% | 09/10/2049 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| CSMC Trust 2017-PFHP | 3.013% | 12/15/2030 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.0% |
| WFRBS Commercial Mortgage Trust 2014-C19 | 3.829% | 03/15/2047 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.277% | 04/10/2046 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.313% | 09/30/2025 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 3.363% | 04/15/2027 | 0.0% |
| Sinopec Group Overseas Development 2016 Ltd | 2.125% | 05/03/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 10/01/2045 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.912% | 06/15/2045 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| CSMC 2017-HD Trust | 5.713% | 02/15/2031 | 0.0% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.0% |
| General Electric Capital Corp. / LJ VP Holdings LL | 3.800% | 06/18/2019 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.931% | 06/10/2027 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 11/01/2040 | 0.0% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | 2.332% | 06/15/2049 | 0.0% |
| Building Materials Corp. of America | 5.375% | 11/15/2024 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| RAIT 2017-FL7 Trust | 3.013% | 06/15/2037 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2035 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Cent CLO Ltd. | 3.669% | 10/29/2025 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Intesa Sanpaolo SpA | 3.375% | 01/12/2023 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Anglo American Capital plc | 3.750% | 04/10/2022 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.0% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.0% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Total System Services, Inc. | 4.000% | 06/01/2023 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 4.079% | 02/15/2047 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2017-SMP | 3.063% | 12/15/2034 | 0.0% |
| Discover Bank | 3.350% | 02/06/2023 | 0.0% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 3.520% | 09/10/2031 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| CityLine Commercial Mortgage Trust 2016-CLNE | 2.871% | 11/10/2031 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2045 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| GS Mortgage Securities Trust | 5.840% | 01/10/2045 | 0.0% |
| BX Trust 2018-GW | 3.833% | 05/15/2035 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.879% | 06/01/2042 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.720% | 05/15/2023 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.0% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.786% | 12/01/2036 | 0.0% |
| Great Wolf Trust 2017-WOLF | 6.283% | 09/15/2034 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Csail Commercial Mortgage Trust | 3.224% | 06/15/2057 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| General Motors Financial Co., Inc. | 0.000% | 09/04/2018 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.321% | 07/15/2034 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 03/01/2042 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.055% | 09/01/2036 | 0.0% |
| Vornado DP LLC Trust | 4.004% | 09/13/2028 | 0.0% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.0% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.0% |
| Manufacturers & Traders Trust Co | 2.940% | 12/01/2021 | 0.0% |
| Coca-Cola Icecek A.S. | 4.750% | 10/01/2018 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Vulcan Materials Co. | 2.950% | 03/01/2021 | 0.0% |
| Enbridge Energy Partners L.P. | 0.000% | 09/17/2018 | 0.0% |
| Magnetite XVIII Ltd | 3.714% | 11/15/2028 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 2.972% | 03/15/2021 | 0.0% |
| CSMC Trust 2017-PFHP | 3.663% | 12/15/2030 | 0.0% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.0% |
| Envision Healthcare Corp. | 6.250% | 12/01/2024 | 0.0% |
| Chase Issuance Trust | 1.580% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 01/01/2041 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.727% | 01/20/2022 | 0.0% |
| AerCap Ireland Capital Ltd. | 4.625% | 10/30/2020 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.0% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.963% | 04/15/2031 | 0.0% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.0% |
| Country Garden Holdings Co. Ltd. | 7.500% | 03/09/2020 | 0.0% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.0% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 01/01/2042 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.223% | 11/15/2049 | 0.0% |
| Express Scripts Holding Co. | 4.750% | 11/15/2021 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 10/01/2035 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.570% | 06/15/2045 | 0.0% |
| Perusahaan Penerbit SBSN Indonesia III | 3.750% | 03/01/2023 | 0.0% |
| Hospitality 2017-HIT Mortgage Trust | 3.263% | 05/08/2030 | 0.0% |
| Government National Mortgage Association | 2.900% | 08/16/2055 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.0% |
| Discover Financial Services | 3.850% | 11/21/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.931% | 06/10/2027 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| Government National Mortgage Association | 2.900% | 03/16/2055 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.0% |
| SLM Private Education Loan Trust | 5.313% | 05/16/2044 | 0.0% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 4.371% | 09/10/2046 | 0.0% |
| Vipshop Holdings Ltd. | 1.500% | 03/15/2019 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| United Technologies Corp. | 3.350% | 08/16/2021 | 0.0% |
| Sound Point CLO IX Ltd | 3.228% | 07/20/2027 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Braskem Netherlands Finance BV | 3.500% | 01/10/2023 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| COMM Mortgage Trust | 1.942% | 10/15/2045 | 0.0% |
| New Jersey Econ Dev Auth | 0.000% | 02/15/2019 | 0.0% |
| Bancorp Commercial Mortgage 2017-CRE2 Trust | 2.917% | 08/15/2032 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.387% | 09/05/2032 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.106% | 03/10/2046 | 0.0% |
| COMM Mortgage Trust | 6.286% | 07/10/2046 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 08/01/2034 | 0.0% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2045 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.440% | 02/15/2023 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Dollar General Corp. | 0.000% | 09/04/2018 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.625% | 01/15/2021 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| Manufacturers & Traders Trust Co | 3.287% | 12/28/2020 | 0.0% |
| LMREC 2015-CRE, Inc. | 4.315% | 02/22/2032 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 |