Short Duration Income Fund
Daily price w/o sales charge as of 08/22/2017
$4.29
$0.00
YTD Returns w/o sales charge as of 08/22/2017
1.94%
Overall Morningstar RatingsShort-Term Bond
as of 07/31/2017
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 4, 5 and 5 stars among 462, 376 and 261 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 7/31/2017, respectively.
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing in a variety of short maturity debt securities including, corporate bonds, U.S. government securities, and mortgage- and other asset-backed debt securities.
Yield
Dividend Yield 1 as of 08/22/2017
| w/o sales charge | 3.56% |
| w/ sales charge | 3.48% |
30-Day Standardized Yield 2 as of 07/31/2017
| 2.02% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 07/31/2017
Fund Basicsas of 07/31/2017
- Total Net Assets
- $41.22 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1579
- 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 | 1.72% | 2.21% | 2.05% | 2.40% | 4.42% | 4.25% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.60% | 1.56% | 1.19% | 1.28% | 2.25% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.71% | 1.60% | 1.73% | 1.91% | 3.30% | 4.65% |
| w/ sales charge | -0.59% | -0.09% | 1.31% | 1.92% | 4.18% | 4.15% |
Fund Expense Ratio :
0.60%
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 1.42% | 2.46% | 1.83% | 2.50% | 4.45% | 4.25% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.30% | 1.54% | 1.02% | 1.36% | 2.27% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.31% | 1.43% | 1.57% | 1.98% | 3.33% | 4.65% |
| w/ sales charge | -0.88% | 0.15% | 1.10% | 2.01% | 4.21% | 4.16% |
Fund Expense Ratio :
0.60%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| 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 07/31/2017 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Investment Team
Supported By
60
Investment Professionals and 14
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 08/22/2017
| w/o sales charge | 3.56% |
| w/ sales charge | 3.48% |
30-Day Standardized Yield 2 as of 07/31/2017
| w/o sales charge | 2.02% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 1.72% | 2.21% | 2.05% | 2.40% | 4.42% | 4.25% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.60% | 1.56% | 1.19% | 1.28% | 2.25% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.71% | 1.60% | 1.73% | 1.91% | 3.30% | 4.65% |
| w/ sales charge | -0.59% | -0.09% | 1.31% | 1.92% | 4.18% | 4.15% |
Fund Expense Ratio :
0.60%
Fund Expense Ratio :
0.60%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 11/04/1993 |
|---|
| w/o sales charge | 1.42% | 2.46% | 1.83% | 2.50% | 4.45% | 4.25% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.30% | 1.54% | 1.02% | 1.36% | 2.27% | - |
| BofA Merrill Lynch 1-3 Year U.S. Corporate Index | 1.31% | 1.43% | 1.57% | 1.98% | 3.33% | 4.65% |
| w/ sales charge | -0.88% | 0.15% | 1.10% | 2.01% | 4.21% | 4.16% |
Fund Expense Ratio :
0.60%
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.
Returns with sales charges reflect a maximum sales charge of 2.25%.
Best returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | 6.39 | 6.06 |
| 1-Yr | 21.3 | 16.96 |
Worst returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | -7.14 | -6.67 |
| 1-Yr | -4.57 | -4.26 |
Best & Worst returns reflect a cumulative return for the three-month and one-year periods.
| Year | Fund Returns | BofA Merrill Lynch 1-3 Year U.S. Corporate Index |
|---|
| 2016 | 4.01% | 2.39% |
| 2015 | 0.43% | 1.01% |
| 2014 | 1.73% | 1.19% |
| 2013 | 1.62% | 1.78% |
| 2012 | 6.64% | 4.49% |
| 2011 | 3.16% | 1.76% |
| 2010 | 6.38% | 4.86% |
| 2009 | 16.97% | 14.69% |
| 2008 | -1.09% | -2.68% |
| 2007 | 5.89% | 5.67% |
| 2006 | 3.54% | - |
| 2005 | 0.92% | - |
| 2004 | 1.18% | - |
| 2003 | 1.79% | - |
| 2002 | 7.60% | - |
| 2001 | 6.54% | - |
| 2000 | 9.18% | - |
| 1999 | 2.81% | - |
| 1998 | 6.56% | - |
| 1997 | 6.90% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2017 | 0.72% | 0.69% | - | - | 1.94% |
| 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 07/31/2017
The chart begins on the Fund's inception date of 11/04/1993.
Based on a hypothetical Class A share investment of $10,000 on 11/04/1993 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| CMBS | |
| ABS | |
| High Yield Corporate | |
| Bank Loans | |
| U.S. Government Related | |
| 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 07/31/2017
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Portfolio Details as of 07/31/2017
- Total Net Assets
- $41.22 B
- Number of Issues
- 1579
- Average Coupon
- 3.81%
- Average Life
- 2.3 Years
- Average Effective Duration
- 2.02 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.250% | 04/30/2019 | 1.0% |
| U.S. Treasury Note/Bond | 1.625% | 03/31/2019 | 0.9% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.717% | 06/15/2028 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.5% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.5% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.250% | 04/30/2019 | 1.0% |
| U.S. Treasury Note/Bond | 1.625% | 03/31/2019 | 0.9% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.6% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.5% |
| BellSouth Corp. | 4.285% | 04/26/2018 | 0.5% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.4% |
| American Express Credit Account Master Trust | 1.490% | 04/15/2020 | 0.4% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Citigroup Commercial Mortgage Trust | 5.866% | 12/10/2049 | 0.4% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| Motel 6 Trust | 2.605% | 02/05/2030 | 0.3% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 1.490% | 09/15/2019 | 0.3% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.3% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.609% | 02/15/2022 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.559% | 03/15/2023 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.3% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.3% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.3% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 1.959% | 02/15/2030 | 0.3% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.3% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.3% |
| Dell International LLC | 3.480% | 06/02/2021 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.489% | 03/15/2023 | 0.2% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.2% |
| H/2 Asset Funding Ltd. | 3.109% | 03/19/2037 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.2% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.2% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 3.900% | 08/23/2037 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/19/2019 | 0.2% |
| Seminole Tribe of Florida | 3.476% | 04/29/2020 | 0.2% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.898% | 12/15/2048 | 0.2% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 1.720% | 10/15/2034 | 0.2% |
| Prima Capital CRE Securitization 2016-MRND Trust | 4.100% | 08/23/2037 | 0.2% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.2% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.2% |
| Petroleos Mexicanos | 5.750% | 03/01/2018 | 0.2% |
| Marriott International, Inc. | 0.000% | 07/12/2017 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.2% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| A10 Bridge Asset Financing LLC | 0.000% | 05/15/2036 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Ares XXXIII CLO Ltd. | 2.568% | 12/05/2025 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.2% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| BA Credit Card Trust | 1.449% | 01/15/2020 | 0.2% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.356% | 04/18/2025 | 0.2% |
| CIFC Funding Ltd. | 2.392% | 05/24/2026 | 0.2% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.2% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.2% |
| NextGear Floorplan Master Owner Trust | 1.800% | 07/15/2019 | 0.2% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.2% |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | 2.458% | 04/17/2025 | 0.2% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| BA Credit Card Trust | 1.549% | 10/15/2021 | 0.2% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.230% | 07/01/2020 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.755% | 12/15/2048 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.966% | 02/22/2032 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Capital Auto Receivables Asset Trust | 4.340% | 09/20/2023 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 2.532% | 11/14/2026 | 0.2% |
| Seminole Tribe | 3.250% | 06/26/2024 | 0.2% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.2% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.2% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.2% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.2% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.2% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.2% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| JPMBB Commercial Mortgage Securities Trust | 2.424% | 07/15/2045 | 0.2% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| GS Mortgage Securities Trust | 2.011% | 06/10/2046 | 0.2% |
| Wind Acquisition Finance S.A. | 7.375% | 04/23/2021 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.2% |
| Thacher Park CLO Ltd. | 2.153% | 10/20/2026 | 0.2% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.2% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.2% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.1% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.1% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.1% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.1% |
| BlueMountain CLO Ltd. | 2.550% | 11/30/2026 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Ford Motor Credit Co. LLC | 3.157% | 08/04/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 05/17/2021 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| Lukoil International Finance BV | 3.416% | 04/24/2018 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 2.300% | 10/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.609% | 10/15/2033 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/15/2051 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.1% |
| Hospitality Mortgage Trust | 5.589% | 05/08/2030 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.1% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Bowman Park CLO Ltd. | 2.366% | 11/23/2025 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Canadian Natural Resources Ltd. | 0.000% | 08/14/2017 | 0.1% |
| Volkswagen Group of America Finance LLC | 1.600% | 11/20/2017 | 0.1% |
| National Financial Partners Corp. | 9.000% | 07/15/2021 | 0.1% |
| FREMF Mortgage Trust | 4.690% | 10/25/2030 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Bank of America Corp. | 5.000% | 05/13/2021 | 0.1% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.1% |
| Carlyle Global Market Strategies Clo Ltd. | 2.358% | 10/15/2026 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| Compass Bank | 1.850% | 09/29/2017 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.539% | 03/15/2027 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| MBNA Credit Card Master Note Trust | 1.419% | 08/16/2021 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Numericable Group S.A. | 6.000% | 05/15/2022 | 0.1% |
| UBS AG | 1.800% | 03/26/2018 | 0.1% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.1% |
| Abu Dhabi National Energy Co. | 2.500% | 01/12/2018 | 0.1% |
| GoldenTree Loan Opportunities IX Ltd | 2.540% | 10/29/2026 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Sound Point CLO XI Ltd. | 2.806% | 07/20/2028 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 2.240% | 06/15/2018 | 0.1% |
| Boston Scientific Corp. | 0.000% | 07/25/2017 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Ford Motor Credit Co. LLC | 3.200% | 01/15/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Motel 6 Trust | 5.279% | 02/05/2030 | 0.1% |
| ABN Amro Bank NV | 1.800% | 09/20/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Hospitality Mortgage Trust | 4.639% | 05/08/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.850% | 10/05/2018 | 0.1% |
| LCM XVIII LP | 2.666% | 04/20/2027 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| Electricite de France SA | 0.000% | 01/05/2018 | 0.1% |
| Williams Partners LP | 2.397% | 12/24/2018 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| UBS AG London | 2.200% | 06/08/2020 | 0.1% |
| HSBC Bank USA NA | 4.875% | 08/24/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.960% | 08/13/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Boxer Parent Co., Inc. | 9.000% | 10/15/2019 | 0.1% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Birchwood Park CLO Ltd. | 2.338% | 07/15/2026 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| Mercedes-Benz Auto Receivables Trust | 1.340% | 12/16/2019 | 0.1% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| DPx Holdings B.V. | 7.500% | 02/01/2022 | 0.1% |
| Bass Pro Group | 4.367% | 06/05/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| GS Mortgage Securities Trust | 5.566% | 08/10/2044 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| Discover Card Execution Note Trust | 1.699% | 09/15/2021 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 11/01/2017 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Avolon TLB Borrower 1 LUX SA RL | 3.962% | 03/21/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.945% | 08/15/2049 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.1% |
| Carmax Auto Owner Trust | 1.170% | 08/15/2019 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Plains All American Pipeline L.P. | 0.000% | 07/12/2017 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Compass Bank | 6.400% | 10/01/2017 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| Dryden 34 Senior Loan Fund | 2.318% | 10/15/2026 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 12/08/2017 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| Fortress Credit BSL Ltd. | 2.338% | 01/19/2025 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.987% | 04/10/2046 | 0.1% |
| GS Mortgage Securites Corp. Trust | 2.318% | 01/10/2030 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.1% |
| FREMF Mortgage Trust | 3.072% | 10/25/2047 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| National City Corp. | 6.875% | 05/15/2019 | 0.1% |
| Energy Future Intermediat | 4.219% | 06/23/2018 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.214% | 10/24/2035 | 0.1% |
| Republic of Indonesia | 3.750% | 04/25/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| Ally Master Owner Trust | 1.540% | 09/15/2019 | 0.1% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.125% | 03/20/2022 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 2.059% | 02/15/2034 | 0.1% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| AMC Entertainment Holdings, Inc. | 5.875% | 02/15/2022 | 0.1% |
| UBS Group Funding Switzerland AG | 2.406% | 05/23/2023 | 0.1% |
| ABN Amro Bank NV | 2.100% | 01/18/2019 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Morgan Stanley | 6.625% | 04/01/2018 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| VNO Mortgage Trust | 3.448% | 11/15/2030 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| ONEOK Partners L.P. | 0.000% | 07/10/2017 | 0.1% |
| ING Bank NV | 1.800% | 03/16/2018 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| N/A | 2.750% | 05/16/2059 | 0.1% |
| CSMC 2016-MFF | 4.659% | 11/15/2033 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| ING Bank NV | 4.125% | 11/21/2023 | 0.1% |
| Westgate Resorts LLC | 3.500% | 12/20/2028 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| FREMF Mortgage Trust | 3.274% | 04/25/2046 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.665% | 01/15/2046 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.223% | 09/15/2046 | 0.1% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.1% |
| FMC Technologies, Inc. | 0.000% | 07/24/2017 | 0.1% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.1% |
| H/2 Asset Funding Ltd. | 2.866% | 06/24/2049 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| FairPoint Communications, Inc. | 8.750% | 08/15/2019 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Cent CLO | 2.470% | 01/30/2025 | 0.1% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.1% |
| Chaparral Energy, Inc. | 0.000% | - | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Morgan Stanley | 5.500% | 07/24/2020 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.509% | 06/15/2029 | 0.1% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Wells Fargo & Co. | 2.600% | 07/22/2020 | 0.1% |
| Banco del Estado de Chile | 2.000% | 11/09/2017 | 0.1% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Itau Unibanco Holding SA (Cayman Islands) | 2.850% | 05/26/2018 | 0.1% |
| GS Mortgage Securities Trust | 1.687% | 06/10/2046 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Tencent Holdings Ltd. | 3.375% | 05/02/2019 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 05/01/2042 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| Commercial Mortgage Trust | 5.951% | 07/10/2038 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.1% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| CSMC 2016-MFF | 3.659% | 11/15/2033 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| Great Wolf Trust | 2.440% | 05/15/2034 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Great Wolf Trust | 8.147% | 05/15/2032 | 0.1% |
| Hospitality Mortgage Trust | 3.239% | 05/08/2030 | 0.1% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.1% |
| Turkiye Halk Bankasi AS | 4.875% | 07/19/2017 | 0.1% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| CSC Holdings LLC | 10.125% | 01/15/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.390% | 01/15/2021 | 0.1% |
| Wind Acquisition Finance S.A. | 6.500% | 04/30/2020 | 0.1% |
| Oaktree CLO Ltd. | 2.580% | 10/20/2027 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.1% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.1% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.1% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| Core Industrial Trust | 3.977% | 02/10/2034 | 0.1% |
| Kansas City Southern | 0.000% | 07/18/2017 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.1% |
| CIFC Funding 2014-V Ltd. | 2.558% | 01/17/2027 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.1% |
| LCM XVII L.P. | 2.508% | 10/15/2026 | 0.1% |
| Seminole Tribe of Florida | 6.535% | 10/01/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Medtronic,Inc. | 0.875% | 01/26/2018 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.942% | 04/10/2046 | 0.1% |
| CSMC Trust | 2.959% | 09/15/2038 | 0.1% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.610% | 11/15/2020 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| COMM Mortgage Trust | 3.089% | 06/08/2030 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Northwoods Capital Ltd. | 2.348% | 04/15/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.259% | 12/15/2030 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| HBOS plc | 1.923% | 09/06/2017 | 0.1% |
| B2R Mortgage Trust | 3.336% | 11/15/2048 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| Want Want China Finance Ltd. | 1.875% | 05/14/2018 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 11/01/2040 | 0.1% |
| CSMC 2017-HD Trust | 2.109% | 02/15/2031 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| OHA Loan Funding Ltd. | 2.456% | 08/23/2024 | 0.1% |
| CSMC Trust | 3.009% | 04/15/2029 | 0.1% |
| Wind Acquisition Finance S.A. | 4.750% | 07/15/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.760% | 07/15/2021 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.964% | 05/15/2045 | 0.1% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Jabil, Inc. | 8.250% | 03/15/2018 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.1% |
| Huntington National Bank | 1.738% | 03/10/2020 | 0.1% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Jefferson Mill CLO Ltd | 2.656% | 07/20/2027 | 0.1% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 1.859% | 05/17/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Digicel Group Ltd. | 8.250% | 09/30/2020 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.608% | 11/15/2049 | 0.1% |
| Rite Aid Corporation | 5.105% | 06/21/2021 | 0.1% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.809% | 11/15/2033 | 0.1% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.1% |
| World Omni Auto Receivables Trust 2017-A | 1.930% | 09/15/2022 | 0.1% |
| Fairmount Minerals | 0.000% | 09/05/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.1% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.1% |
| Noble Energy, Inc. | 8.250% | 03/01/2019 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| SLM Private Education Loan Trust | 4.409% | 05/16/2044 | 0.1% |
| Motel 6 Trust | 3.298% | 02/05/2030 | 0.1% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.1% |
| Eastman Chemical Co. | 2.250% | 12/15/2021 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.387% | 06/01/2042 | 0.1% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| Raymond James Financial, Inc. | 8.600% | 08/15/2019 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.1% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.1% |
| California Republic Auto Receivables Trust 2017-1 | 1.550% | 11/15/2019 | 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% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.498% | 02/15/2044 | 0.1% |
| Rice Energy, Inc. | 7.250% | 05/01/2023 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| BlueMountain CLO Ltd. | 2.636% | 10/20/2027 | 0.1% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.1% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.1% |
| Morgan Stanley Capital I Trust | 3.560% | 07/13/2029 | 0.1% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 2.500% | 10/17/2018 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Santander Drive Auto Receivables Trust | 3.490% | 09/15/2021 | 0.1% |
| Baidu, Inc. | 2.250% | 11/28/2017 | 0.1% |
| Industrial & Commercial Bank of China Ltd. | 2.351% | 11/13/2017 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.760% | 12/16/2019 | 0.1% |
| BBCMS Trust | 4.427% | 09/10/2028 | 0.1% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.1% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| Ford Motor Credit Co. LLC | 5.000% | 05/15/2018 | 0.1% |
| Keysight Technologies | 2.429% | 02/14/2020 | 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% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.393% | 04/10/2046 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| DBUBS Mortgage Trust | 5.727% | 07/10/2044 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2035 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.977% | 01/15/2049 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.1% |
| Seneca Park CLO Ltd. | 2.278% | 07/17/2026 | 0.1% |
| GS Mortgage Securities Trust | 1.820% | 05/10/2049 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Bank of America Corp. | 6.400% | 08/28/2017 | 0.1% |
| EMC Corp | 2.980% | 09/06/2017 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.1% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.1% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| Hempstead CLO L.P. | 2.658% | 01/15/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.576% | 09/10/2031 | 0.1% |
| Dominion Resources, Inc. | 2.579% | 07/01/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| RAIT 2017-FL7 Trust | 2.100% | 06/15/2037 | 0.1% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 03/01/2042 | 0.1% |
| Enbridge Energy Partners L.P. | 0.000% | 07/14/2017 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| BAMLL Commercial Mortgage Securities Trust | 2.808% | 06/15/2028 | 0.1% |
| Becton, Dickinson & Co. | 2.253% | 06/06/2022 | 0.1% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.1% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.1% |
| Compass Bank | 2.750% | 09/29/2019 | 0.1% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.909% | 10/15/2033 | 0.1% |
| KKR CLO 12 Ltd. | 2.568% | 07/15/2027 | 0.1% |
| GS Mortgage Securities Corp. II | 3.550% | 12/10/2027 | 0.1% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.1% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.1% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.1% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.1% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.1% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.134% | 12/01/2036 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.1% |
| Enbridge Energy Partners L.P. | 0.000% | 07/10/2017 | 0.1% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.1% |
| Leaf Receivables Funding 11 LLC | 2.490% | 04/15/2022 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 6.520% | 02/15/2041 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.1% |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.330% | 03/15/2050 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| Ammc Clo 19 Ltd. | 2.658% | 10/15/2028 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.1% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Ally Auto Receivables Trust | 1.870% | 12/16/2019 | 0.1% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.1% |
| Covanta Holding Corp. | 6.375% | 10/01/2022 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.658% | 09/10/2049 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 10/01/2045 | 0.1% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Mountain View CLO Ltd. | 2.618% | 07/15/2027 | 0.1% |
| UBS Group Funding Switzerland AG | 2.950% | 09/24/2020 | 0.1% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 10/01/2035 | 0.1% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.1% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.1% |
| Consolidated Container Co. LLC/Consolidated Contai | 10.125% | 07/15/2020 | 0.1% |
| CD 2016-CD1 Mortgage Trust | 1.575% | 08/10/2049 | 0.1% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 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% |
| Rain CII Carbon LLC | 8.250% | 01/15/2021 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.1% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.1% |
| New Jersey Econ Dev Auth | 2.421% | 06/15/2018 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 01/01/2041 | 0.0% |
| Ally Auto Receivables Trust | 1.530% | 03/16/2020 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.970% | 05/15/2046 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.390% | 09/01/2036 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | 2.349% | 06/15/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.0% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.0% |
| Venture XVIII CLO Ltd. | 2.608% | 10/15/2026 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| OZLM Funding Ltd. | 2.673% | 07/22/2027 | 0.0% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.0% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.0% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 0.0% |
| NZCG Funding Ltd. | 2.720% | 04/27/2027 | 0.0% |
| Regions Bank, Birmingham, AL | 7.500% | 05/15/2018 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| CIFC Funding Ltd. | 2.308% | 04/16/2025 | 0.0% |
| ABN Amro Bank NV | 6.250% | 09/13/2022 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.931% | 06/10/2027 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Virgin Media Finance plc | 6.375% | 04/15/2023 | 0.0% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.0% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| Conn Funding II L.P. | 2.730% | 05/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.614% | 06/15/2045 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.0% |
| Dell Equipment Finance Trust | 1.720% | 09/22/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2045 | 0.0% |
| Government National Mortgage Association | 2.900% | 08/16/2055 | 0.0% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| COMM Mortgage Trust | 6.168% | 07/10/2046 | 0.0% |
| Carlyle Global Market Strategies CLO Ltd. | 2.308% | 04/18/2025 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.259% | 11/15/2033 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 01/01/2042 | 0.0% |
| CSMC Series | 3.000% | 06/27/2037 | 0.0% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 04/01/2019 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Cent CLO Ltd. | 2.500% | 10/29/2025 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2045 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.0% |
| GreatAmerica Leasing Receivables Funding LLC Serie | 1.730% | 06/20/2019 | 0.0% |
| Albemarle Corp. | 0.000% | 07/28/2017 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.0% |
| ReadyCap Commercial Mortgage Trust | 3.010% | 06/25/2055 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| Amplify Snack Brands, Inc. | 6.570% | 08/22/2023 | 0.0% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.0% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.0% |
| Jefferies Group LLC | 5.125% | 04/13/2018 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Coach, Inc. | 3.000% | 07/15/2022 | 0.0% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.920% | 06/15/2045 | 0.0% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 2.459% | 04/15/2027 | 0.0% |
| California Republic Auto Receivables Trust | 1.750% | 01/15/2021 | 0.0% |
| COMM Mortgage Trust | 4.839% | 06/08/2030 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.059% | 04/15/2027 | 0.0% |
| CSMC 2017-HD Trust | 4.809% | 02/15/2031 | 0.0% |
| HPHT Finance 15 Ltd. | 2.250% | 03/17/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2040 | 0.0% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.0% |
| COMM Mortgage Trust | 2.035% | 10/15/2045 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.419% | 05/10/2047 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.263% | 12/15/2047 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.148% | 03/10/2046 | 0.0% |
| Marks & Spencer PLC | 6.250% | 12/01/2017 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 1.810% | 03/15/2021 | 0.0% |
| Leaf Receivables Funding 11 LLC | 2.050% | 06/15/2019 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 08/01/2034 | 0.0% |
| Denali Capital CLO X Ltd. | 2.917% | 04/28/2025 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Oaktree EIF I Series A1 Ltd. | 2.778% | 10/18/2027 | 0.0% |
| CSAIL 2016-C7 Commercial Mortgage Trust | 1.251% | 11/15/2049 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Plains All American Pipeline L.P. | 0.000% | 08/14/2017 | 0.0% |
| ABN Amro Bank NV | 1.800% | 06/04/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.964% | 07/15/2046 | 0.0% |
| UBS AG | 1.375% | 08/14/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.236% | 12/01/2039 | 0.0% |
| MP CLO VI Ltd. | 2.358% | 01/15/2027 | 0.0% |
| GS Mortgage Securities Trust | 5.841% | 01/10/2045 | 0.0% |
| SoQ Sukuk A QSC | 2.099% | 01/18/2018 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Forest Laboratories LLC | 5.000% | 12/15/2021 | 0.0% |
| Apollo Credit Funding Ltd. | 2.628% | 04/15/2027 | 0.0% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.499% | 05/15/2045 | 0.0% |
| COMM Mortgage Trust | 3.739% | 06/08/2030 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.526% | 11/15/2044 | 0.0% |
| GS Mortgage Securites Corp. Trust | 3.479% | 01/10/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 04/01/2038 | 0.0% |
| American Express Credit Account Master Trust | 1.579% | 02/16/2021 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.226% | 04/01/2037 | 0.0% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 3.520% | 09/10/2031 | 0.0% |
| Capital Auto Receivables Asset Trust | 4.090% | 09/22/2022 | 0.0% |
| Comm 2013-GAM | 3.367% | 02/10/2028 | 0.0% |
| Morgan Stanley Reremic Trust | 1.000% | 03/27/2051 | 0.0% |
| National Savings Bank | 8.875% | 09/18/2018 | 0.0% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables 2015-1 | 1.260% | 11/08/2019 | 0.0% |
| Vornado DP LLC Trust | 4.004% | 09/13/2028 | 0.0% |
| COMM Mortgage Trust | 1.483% | 03/10/2046 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| GS Mortgage Securities Corp. Trust | 4.182% | 06/05/2031 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Synchrony Financial | 2.600% | 01/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 06/01/2042 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| Asset Backed Securities Corp. Home Equity Loan Tru | 1.376% | 05/25/2036 | 0.0% |
| Morgan Stanley Capital I Trust | 2.280% | 03/15/2045 | 0.0% |
| Spectra Energy Capital LLC | 6.200% | 04/15/2018 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Government National Mortgage Association | 2.900% | 03/16/2055 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Ashtead Capital, Inc. | 6.500% | 07/15/2022 | 0.0% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.0% |
| Hyundai Floorplan Master Owner Trust Series 2016-1 | 2.059% | 03/15/2021 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| Manufacturers & Traders Trust Co | 1.842% | 12/01/2021 | 0.0% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.0% |
| Ras Laffan Liquefied Natural Gas Co., Ltd. | 6.750% | 09/30/2019 | 0.0% |
| Cent CDO 14 Ltd. | 1.488% | 04/15/2021 | 0.0% |
| COMM Mortgage Trust | 2.689% | 06/08/2030 | 0.0% |
| Federal National Mortgage Assoc. | 2.580% | 11/01/2018 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 2.559% | 11/15/2033 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Century Communities, Inc. |