Short Duration Income Fund
Daily price w/o sales charge as of 06/21/2019
$4.22
$0.00
YTD Returns w/o sales charge as of 06/21/2019
3.78%
Overall Morningstar RatingsShort-Term Bond
as of 05/31/2019
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 5, 5 and 5 stars among 481, 425 and 271 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 5/31/2019, 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 06/21/2019
| w/o sales charge | 3.73% |
| w/ sales charge | 3.64% |
30-Day Standardized Yield 2 as of 05/31/2019
| 2.88% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 05/31/2019
Fund Basicsas of 05/31/2019
- Total Net Assets
- $48.29 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1710
- 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 | 3.07% | 4.18% | 2.81% | 2.19% | 3.77% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.51% | 3.47% | 2.05% | 1.45% | 2.44% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 2.75% | 4.32% | 2.34% | 1.94% | 3.07% | 4.50% |
| w/ sales charge | 0.64% | 1.76% | 2.03% | 1.75% | 3.54% | 4.05% |
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 | 2.17% | 3.46% | 2.82% | 2.19% | 4.16% | 4.13% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.66% | 2.89% | 1.95% | 1.39% | 2.72% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 1.84% | 3.89% | 2.18% | 1.89% | 3.59% | 4.49% |
| w/ sales charge | -0.24% | 1.06% | 2.03% | 1.74% | 3.91% | 4.04% |
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 | |
| ABS | |
| Investment Grade Corporate | |
| 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 05/31/2019 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
67
Investment Professionals with 15
Years Avg. Industry Experience
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Performance
Performance
Dividend Yield 1 as of 06/21/2019
| w/o sales charge | 3.73% |
| w/ sales charge | 3.64% |
30-Day Standardized Yield 2 as of 05/31/2019
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.88% | 2.88% |
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 | 3.07% | 4.18% | 2.81% | 2.19% | 3.77% | 4.14% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 2.51% | 3.47% | 2.05% | 1.45% | 2.44% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 2.75% | 4.32% | 2.34% | 1.94% | 3.07% | 4.50% |
| w/ sales charge | 0.64% | 1.76% | 2.03% | 1.75% | 3.54% | 4.05% |
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 | 2.17% | 3.46% | 2.82% | 2.19% | 4.16% | 4.13% |
| Lipper Category Avg. Short Investment Grade Debt Funds | 1.66% | 2.89% | 1.95% | 1.39% | 2.72% | - |
| ICE BofAML 1-3 Year U.S. Corporate Index | 1.84% | 3.89% | 2.18% | 1.89% | 3.59% | 4.49% |
| w/ sales charge | -0.24% | 1.06% | 2.03% | 1.74% | 3.91% | 4.04% |
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 |
|---|
| 2018 | 1.23% | 1.62% |
| 2017 | 2.29% | 1.91% |
| 2016 | 4.01% | 2.39% |
| 2015 | 0.43% | 1.01% |
| 2014 | 1.73% | 1.19% |
| 2013 | 1.62% | 1.78% |
| 2012 | 6.64% | 4.49% |
| 2011 | 3.16% | 1.76% |
| 2010 | 6.38% | 4.86% |
| 2009 | 16.97% | 14.69% |
| 2008 | -1.09% | - |
| 2007 | 5.89% | - |
| 2006 | 3.54% | - |
| 2005 | 0.92% | - |
| 2004 | 1.18% | - |
| 2003 | 1.79% | - |
| 2002 | 7.60% | - |
| 2001 | 6.54% | - |
| 2000 | 9.18% | - |
| 1999 | 2.81% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2019 | 2.17% | - | - | - | 3.80% |
| 2018 | -0.03% | 0.26% | 0.74% | 0.25% | 1.23% |
| 2017 | 0.72% | 0.69% | 0.68% | 0.18% | 2.29% |
| 2016 | 1.24% | 1.69% | 0.98% | 0.04% | 4.01% |
| 2015 | 0.97% | 0.52% | -0.40% | -0.65% | 0.43% |
| 2014 | 0.91% | 1.15% | -0.15% | -0.17% | 1.73% |
| 2013 | 0.69% | -0.82% | 0.95% | 0.81% | 1.62% |
| 2012 | 2.43% | 0.79% | 2.08% | 1.19% | 6.64% |
| 2011 | 1.08% | 1.09% | -0.84% | 1.81% | 3.16% |
| 2010 | 2.24% | 1.08% | 2.60% | 0.33% | 6.38% |
| 2009 | 4.07% | 5.55% | 4.90% | 1.51% | 16.97% |
| 2008 | 1.13% | 0.93% | -1.59% | -1.53% | -1.09% |
| 2007 | 1.48% | 0.09% | 2.00% | 2.21% | 5.89% |
| 2006 | 0.28% | 0.27% | 2.19% | 0.76% | 3.54% |
| 2005 | -0.47% | 1.37% | -0.24% | 0.27% | 0.92% |
| 2004 | 1.43% | -2.02% | 1.66% | 0.15% | 1.18% |
| 2003 | 0.83% | 1.04% | -0.31% | 0.23% | 1.79% |
| 2002 | 0.39% | 2.64% | 3.25% | 1.13% | 7.60% |
| 2001 | 2.35% | 0.94% | 3.51% | -0.39% | 6.54% |
| 2000 | 1.63% | 2.09% | 2.48% | 2.67% | 9.18% |
| 1999 | 0.89% | 0.45% | 0.97% | 0.50% | 2.81% |
| 1998 | 1.15% | 1.60% | 3.44% | 0.25% | 6.56% |
| 1997 | 0.03% | 2.40% | 2.40% | 1.92% | 6.90% |
| 1996 | -1.22% | -0.43% | 1.01% | 1.96% | 1.30% |
| 1995 | 3.33% | 2.82% | 1.24% | 2.37% | 10.11% |
| 1994 | -2.85% | -1.16% | 0.40% | 0.10% | -3.48% |
| 1993 | - | - | - | - | 0.47% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 05/31/2019
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 | |
| ABS | |
| Investment Grade Corporate | |
| 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 05/31/2019
| 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 05/31/2019
- Total Net Assets
- $48.29 B
- Number of Issues
- 1710
- Average Coupon
- 3.90%
- Average Life
- 2.37 Years
- Average Maturity
- 2.37 Years
- Average Effective Duration
- 1.88 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 | 2.500% | 01/31/2021 | 1.9% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 1.0% |
| Energy Transfer Partners L.P. | 0.000% | 06/03/2019 | 0.7% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.7% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 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 | 2.500% | 01/31/2021 | 1.9% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 1.0% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.9% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.7% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Energy Transfer Partners L.P. | 0.000% | 05/01/2019 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| LCCM Mortgage Trust | 2.952% | 11/14/2027 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.4% |
| Dell International LLC | 3.071% | 09/07/2021 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| Barclays Dryrock Issuance Trust | 2.773% | 05/15/2023 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| Master Credit Card Trust II Series 2018-1 | 2.977% | 07/21/2024 | 0.3% |
| Chase Issuance Trust | 2.673% | 04/17/2023 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.473% | 06/15/2032 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.3% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.3% |
| Ford Motor Credit Co. LLC | 0.000% | 12/04/2019 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 4.623% | 08/15/2034 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 5.723% | 08/15/2034 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| First National Master Note Trust 2017-2 | 2.913% | 10/16/2023 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.3% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 3.144% | 03/15/2037 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.764% | 12/22/2035 | 0.2% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.2% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 5.237% | 08/20/2030 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Magnetite VII Ltd | 3.397% | 01/15/2028 | 0.2% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.803% | 03/15/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Royal Caribbean Cruises Ltd. | 0.000% | 05/01/2019 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.2% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 2.960% | 05/19/2021 | 0.2% |
| World Omni Automobile Lease Securitization Trust 2 | 2.890% | 11/15/2021 | 0.2% |
| First Data Corporation | 3.996% | 10/26/2023 | 0.2% |
| PFP 2019-5 Ltd | 3.470% | 04/14/2036 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Dryden 30 Senior Loan Fund | 3.504% | 11/15/2028 | 0.2% |
| Newmont Mining Corp. | 3.625% | 06/09/2021 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 3.403% | 11/15/2036 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.2% |
| American Airlines, Inc. | 3.837% | 10/10/2021 | 0.2% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.2% |
| New Orleans Hotel Trust 2019-HNLA | 3.489% | 04/15/2032 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| Nissan Master Owner Trust Receivables | 3.033% | 02/15/2024 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.653% | 06/15/2036 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.897% | 12/15/2048 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.086% | 01/25/2046 | 0.2% |
| NRG Energy, Inc. | 3.650% | 06/30/2023 | 0.2% |
| AREIT 2018-CRE2 Trust | 3.457% | 11/14/2035 | 0.2% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.523% | 12/15/2033 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.2% |
| Navient Private Education Refi Loan Trust 2019-A | 3.030% | 01/15/2043 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Great Wolf Trust 2017-WOLF | 5.573% | 09/15/2034 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.603% | 11/15/2037 | 0.2% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.517% | 11/19/2035 | 0.2% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.2% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Danske Bank A/S | 2.800% | 03/10/2021 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| BX Trust 2017-SLCT | 4.523% | 07/15/2034 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| BlueMountain CLO 2013-1 Ltd | 0.000% | 01/20/2029 | 0.2% |
| Parallel 2015-1 Ltd | 3.442% | 07/20/2027 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.424% | 11/15/2035 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| Discover Card Execution Note Trust | 3.040% | 07/15/2024 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.442% | 01/20/2027 | 0.2% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.023% | 09/15/2028 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.2% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 3.500% | 03/25/2034 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.1% |
| Indonesia Asahan Aluminium Persero PT | 5.230% | 11/15/2021 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| Great Wolf Trust 2017-WOLF | 4.573% | 09/15/2034 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.197% | 04/15/2026 | 0.1% |
| Citigroup, Inc. | 3.455% | 10/27/2022 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Invitation Homes, Inc. | 4.177% | 02/06/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| RETL 2019-RVP | 3.623% | 03/15/2036 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.751% | 12/15/2048 | 0.1% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.537% | 08/20/2030 | 0.1% |
| Capital Auto Receivables Asset Trust | 4.340% | 09/20/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Panera Bread Company | 4.250% | 07/18/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.499% | 12/25/2048 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Perusahaan Penerbit SBSN Indonesia III | 3.400% | 03/29/2022 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| COMM Mortgage Trust | 3.700% | 05/10/2047 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.1% |
| Mountain View CLO X Ltd | 3.417% | 10/13/2027 | 0.1% |
| Ford Motor Credit Co. LLC | 5.584% | 03/18/2024 | 0.1% |
| Thacher Park CLO Ltd. | 3.752% | 10/20/2026 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 3.992% | 01/20/2029 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Romania | 6.750% | 02/07/2022 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Travelport Inc. | 5.301% | 03/17/2025 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 3.875% | 04/26/2022 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.830% | 03/20/2023 | 0.1% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 6.087% | 08/20/2030 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| SLIDE 2018-FUN | 3.373% | 06/15/2031 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| BX Trust 2017-SLCT | 5.623% | 07/15/2034 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Arrow Electronics, Inc. | 0.000% | 05/21/2019 | 0.1% |
| WhiteHorse VIII Ltd | 4.186% | 05/01/2026 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Bowman Park CLO Ltd. | 3.831% | 11/23/2025 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| M360 2018-CRE1 LLC | 4.395% | 07/24/2028 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 3.473% | 03/15/2036 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Colfax Corp. | 0.000% | 12/17/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.461% | 02/22/2032 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.673% | 04/15/2031 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| BlueMountain CLO 2012-2 Ltd | 3.694% | 11/20/2028 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Royal Caribbean Cruises Ltd. | 0.000% | 05/06/2019 | 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% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Tencent Holdings Ltd. | 3.280% | 04/11/2024 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.473% | 04/15/2036 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.023% | 03/15/2027 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.423% | 06/15/2035 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| HCA Healthcare Inc | 3.992% | 03/17/2023 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| Newell Rubbermaid, Inc. | 4.000% | 12/01/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.910% | 03/15/2037 | 0.1% |
| Broadcom Inc | 0.000% | 05/02/2019 | 0.1% |
| Newmont Mining Corp. | 3.700% | 03/15/2023 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.276% | 05/15/2035 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.1% |
| CSAIL 2018-C14 Commercial Mortgage Trust | 4.261% | 11/15/2051 | 0.1% |
| BBVA Bancomer SA | 6.500% | 03/10/2021 | 0.1% |
| Ares XXXIII CLO Ltd. | 3.949% | 12/05/2025 | 0.1% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| ENI SpA | 4.000% | 09/12/2023 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| BDS 2018-FL1 | 3.334% | 01/15/2035 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.463% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.423% | 07/15/2035 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Morgan Stanley | 3.941% | 01/20/2022 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 6.024% | 05/08/2030 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.920% | 02/15/2048 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.801% | 04/18/2025 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| CenturyLink, Inc. | 5.233% | 11/01/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Magnetite XI Ltd | 3.721% | 01/18/2027 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 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% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Petroleos Mexicanos | 4.875% | 01/18/2024 | 0.1% |
| Hitachi Capital America Corp | 0.000% | 05/20/2019 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Broadcom Inc | 3.125% | 04/15/2021 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Jamestown CLO VII Ltd. | 3.410% | 07/25/2027 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| BBCMS 2017-DELC Mortgage Trust | 3.323% | 08/15/2036 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.250% | 03/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Danske Bank A/S | 2.750% | 09/17/2020 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Nelnet Student Loan Trust 2015-2 | 3.077% | 09/25/2047 | 0.1% |
| Mountain View Clo XIV Ltd | 4.058% | 04/15/2029 | 0.1% |
| AXIS Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Sound Point CLO XI Ltd. | 3.692% | 07/20/2028 | 0.1% |
| Standard Chartered plc | 4.247% | 01/20/2023 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 3.632% | 01/28/2031 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Credit Suisse AG | 6.500% | 08/08/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| BX Trust 2018-BILT | 3.273% | 05/15/2030 | 0.1% |
| GS Mortgage Securities Trust | 5.557% | 08/10/2044 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 3.195% | 03/15/2037 | 0.1% |
| BXP Trust 2017-CQHP | 3.323% | 11/15/2034 | 0.1% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| ONEOK, Inc. | 0.000% | 05/01/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.1% |
| Hilton Worldwide Finance, LLC | 4.227% | 10/25/2023 | 0.1% |
| Worldpay, LLC | 4.360% | 08/09/2024 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.1% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.1% |
| Exantas Capital Corp 2019-RSO7 Ltd | 3.499% | 04/15/2036 | 0.1% |
| Exantas Capital Corp 2019-RSO7 Ltd | 3.999% | 04/15/2036 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.493% | 11/15/2035 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.1% |
| Avery Point CLO Ltd. | 3.568% | 07/17/2026 | 0.1% |
| DBGS 2018-5BP Mortgage Trust | 3.118% | 06/15/2033 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| OCP CLO 2016-12 Ltd | 3.721% | 10/18/2028 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| Navient Student Loan Trust 2017-2 | 3.527% | 12/27/2066 | 0.1% |
| UBS Group Funding Switzerland AG | 3.873% | 05/23/2023 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| Williams Cos., Inc. | 0.000% | 05/01/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| BDS 2019-FL3 LTD | 3.884% | 12/15/2035 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2014-C2 | 3.801% | 09/15/2047 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| GPMT 2019-FL2 Ltd | 3.773% | 02/22/2036 | 0.1% |
| Eaton Capital Unlimited Co | 0.000% | 05/01/2019 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.960% | 03/15/2024 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Arrow Electronics, Inc. | 0.000% | 05/28/2019 | 0.1% |
| AT&T, Inc. | 3.956% | 06/12/2024 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| FMC Corp. | 0.000% | 05/10/2019 | 0.1% |
| AT&T, Inc. | 0.000% | 05/28/2019 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 3.360% | 02/18/2025 | 0.1% |
| RPI Finance Trust | 4.776% | 03/27/2023 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| CSMC 2017-HD Trust | 3.423% | 02/15/2031 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.723% | 08/15/2034 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| NASDAQ OMX Group, Inc. | 0.000% | 06/20/2019 | 0.1% |
| COMM 2013-CCRE9 Mortgage Trust | 4.374% | 07/10/2045 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 3.842% | 01/20/2029 | 0.1% |
| Regatta VI Funding Ltd | 3.672% | 07/20/2028 | 0.1% |
| Accudyne Industries Borrower S.C.A. / Accudyne Ind | 5.271% | 08/18/2024 | 0.1% |
| Zions Bancorp NA | 3.350% | 03/04/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.773% | 06/15/2032 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.1% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.327% | 06/25/2035 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.323% | 07/15/2032 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Dryden XXV Senior Loan Fund | 3.947% | 10/15/2027 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 5.000% | 10/24/2035 | 0.1% |
| Government National Mortgage Association | 2.800% | 04/16/2050 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.623% | 06/15/2028 | 0.1% |
| Comision Federal de Electricidad | 4.875% | 05/26/2021 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.792% | 12/10/2045 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.250% | 07/01/2020 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.1% |
| Jamestown CLO VII Ltd. | 3.880% | 07/25/2027 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| FREMF Mortgage Trust | 3.085% | 10/25/2047 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.887% | 11/19/2035 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.1% |
| Newell Rubbermaid, Inc. | 0.000% | 05/01/2019 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 4.373% | 01/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.823% | 06/15/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| British Telecommunications plc | 4.500% | 12/04/2023 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 3.632% | 01/28/2031 | 0.1% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.1% |
| Greywolf CLO IV Ltd | 4.538% | 04/17/2030 | 0.1% |
| CDW LLC (fka CDW Corporation) | 4.545% | 08/17/2023 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Sofi Professional Loan Program 2018-A LLC | 2.390% | 02/25/2042 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| BX Trust 2017-APPL | 5.623% | 07/15/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| ASB Bank Ltd | 3.750% | 06/14/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 3.754% | 09/24/2020 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.323% | 01/15/2033 | 0.1% |
| American Express Credit Account Master Trust | 3.070% | 10/15/2024 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| BX Trust 2017-APPL | 3.353% | 07/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.427% | 07/05/2033 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.243% | 12/15/2034 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.873% | 11/15/2036 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 3.491% | 01/18/2029 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Charter Communications Operating LLC | 4.386% | 02/01/2024 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.624% | 05/08/2030 | 0.1% |
| Bank of Ireland Group PLC | 4.500% | 11/25/2023 | 0.1% |
| BAT International Finance plc | 0.000% | 07/30/2019 | 0.1% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.703% | 12/15/2033 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.973% | 12/15/2036 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 4.503% | 12/15/2033 | 0.1% |
| FMC Corp. | 0.000% | 05/13/2019 | 0.1% |
| FREMF Mortgage Trust | 3.263% | 04/25/2046 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| BX Trust 2017-SLCT | 3.673% | 07/15/2034 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.873% | 08/15/2034 | 0.1% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Swedbank AB | 2.800% | 03/14/2022 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Salem Fields CLO Ltd 2016-2 | 4.280% | 10/25/2028 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 3.654% | 05/08/2030 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.610% | 12/15/2025 | 0.1% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.1% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| ZF North America Capital, Inc. | 4.000% | 04/29/2020 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| BAT Capital Corp | 2.764% | 08/15/2022 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.211% | 12/15/2032 | 0.1% |
| Oaktree CLO Ltd. | 3.462% | 10/20/2027 | 0.1% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.1% |
| Boston Scientific Corp. | 0.000% | 05/28/2019 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 3.660% | 07/25/2027 | 0.1% |
| Navient Student Loan Trust 2016-5 | 3.727% | 06/25/2065 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.073% | 06/15/2032 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.723% | 11/15/2036 | 0.1% |
| FMG Finance Pty Ltd. | 5.125% | 05/15/2024 | 0.1% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| OCP CLO 2016-12 Ltd | 4.201% | 10/18/2028 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.647% | 04/15/2026 | 0.1% |
| Enable Midstream Partners L.P. | 0.000% | 05/01/2019 | 0.1% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.903% | 06/15/2035 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 3.130% | 02/18/2025 | 0.1% |
| NESCO LLC / NESCO Finance Corp | 6.875% | 02/15/2021 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Fidelity National Information Services, Inc. | 0.000% | 05/02/2019 | 0.1% |
| Constellation Brands, Inc. | 0.000% | 05/08/2019 | 0.1% |
| Altice Luxembourg SA | 7.750% | 05/15/2022 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.1% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.1% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 0.000% | 01/20/2029 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| United States Treasury Bill | 0.000% | 05/30/2019 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 3.173% | 05/17/2021 | 0.1% |
| GS Mortgage Securities Trust 2014-GC22 | 3.862% | 06/10/2047 | 0.1% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| Discover Bank | 3.350% | 02/06/2023 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.560% | 03/15/2048 | 0.1% |
| Oaktree CLO 2014-1 | 3.978% | 05/13/2029 | 0.1% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.1% |
| ACC Trust 2019-1 | 3.750% | 05/20/2022 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 4.342% | 01/20/2029 | 0.1% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| UBS Commercial Mortgage Trust 2017-C6 | 1.183% | 12/15/2050 | 0.1% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.1% |
| Anglo American Capital plc | 3.750% | 04/10/2022 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.1% |
| OHA Loan Funding Ltd. | 4.094% | 08/15/2029 | 0.1% |
| OCP CLO 2015-9 Ltd | 3.947% | 07/15/2027 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| Oryx Southern Delaware Holdings LLC | 5.733% | 02/28/2025 | 0.1% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.1% |
| First Data Corporation | 4.481% | 04/26/2024 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.803% | 07/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.1% |
| GCI LLC | 6.750% | 06/01/2021 | 0.1% |
| Harris Corp. | 0.000% | 05/09/2019 | 0.1% |
| Crown Castle International Corp. | 0.000% | 05/22/2019 | 0.1% |
| Constellation Brands, Inc. | 0.000% | 05/29/2019 | 0.1% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.361% | 09/15/2061 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.400% | 10/21/2019 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Vulcan Materials Co. | 3.276% | 03/01/2021 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| Enable Midstream Partners L.P. | 0.000% | 06/11/2019 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.1% |
| BBCMS Trust | 4.427% | 09/10/2028 | 0.1% |
| AES Corporation, The | 4.133% | 05/31/2022 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.1% |
| OCP CLO 2015-10 Ltd | 3.886% | 10/26/2027 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| AIB Group PLC | 4.750% | 10/12/2023 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Office Properties Income Trust | 3.750% | 08/15/2019 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| Avery Point VII CLO Ltd | 4.097% | 01/15/2028 | 0.0% |
| ALM VII Ltd | 4.077% | 10/15/2028 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.218% | 07/15/2046 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.422% | 07/15/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.0% |
| PTL Finance Corp. | 3.650% | 07/29/2021 | 0.0% |
| World Omni Auto Receivables Trust 2017-A | 1.930% | 09/15/2022 | 0.0% |
| COMM 2014-CCRE16 Mortgage Trust | 4.051% | 04/10/2047 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Republic of Turkey | 7.500% | 11/07/2019 | 0.0% |
| Vale Overseas Ltd. | 4.375% | 01/11/2022 | 0.0% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.473% | 01/15/2035 | 0.0% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.0% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 4.173% | 12/15/2034 | 0.0% |
| Madison Park Funding XXI Ltd | 4.110% | 07/25/2029 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2017-SMP | 3.223% | 12/15/2034 | 0.0% |
| Fortive Corp. | 0.000% | 05/29/2019 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Ammc Clo 19 Ltd. | 4.097% | 10/15/2028 | 0.0% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.0% |
| Hudson Pacific Properties | 4.138% | 04/01/2022 | 0.0% |
| GS Mortgage Securities Corp. II | 3.550% | 12/10/2027 | 0.0% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| PG&E Corp | 4.750% | 12/31/2020 | 0.0% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.953% | 12/15/2033 | 0.0% |
| PHEAA Student Loan Trust 2016-1 | 3.627% | 09/25/2065 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 5.223% | 01/15/2034 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.623% | 09/15/2028 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 4.079% | 02/15/2047 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| Fortive Corp. | 0.000% | 05/30/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.526% | 11/15/2044 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.0% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 1.563% | 06/10/2046 | 0.0% |
| BX Trust 2017-APPL | 4.523% | 07/15/2034 | 0.0% |
| BX Trust 2018-GW | 3.273% | 05/15/2035 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 5.750% | 04/18/2023 | 0.0% |
| CEC Entertainment, Inc. | 8.000% | 02/15/2022 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.0% |
| Westlake Automobile Receivables Trust 2019-1 | 3.260% | 10/17/2022 | 0.0% |
| Allegro CLO IV Ltd | 3.997% | 01/15/2029 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 05/01/2042 | 0.0% |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.330% | 03/15/2050 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.573% | 11/15/2049 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.771% | 06/10/2027 | 0.0% |
| Commercial Mortgage Trust | 5.855% | 07/10/2038 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| Et |