Short Duration Income Fund
Daily price w/o sales charge as of 04/23/2019
$4.19
$0.01
YTD Returns w/o sales charge as of 04/23/2019
2.42%
Overall Morningstar RatingsShort-Term Bond
as of 03/31/2019
Morningstar rated the Lord Abbett Short Duration Income Fund class A share 5, 4 and 5 stars among 476, 415 and 266 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 3/31/2019, 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 04/23/2019
| w/o sales charge | 3.82% |
| w/ sales charge | 3.73% |
30-Day Standardized Yield 2 as of 03/31/2019
| 2.97% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 03/31/2019
Fund Basicsas of 03/29/2019
- Total Net Assets
- $45.88 B
- Inception Date
- 11/04/1993
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 1671
- 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 | 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%
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 03/29/2019 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 04/23/2019
| w/o sales charge | 3.82% |
| w/ sales charge | 3.73% |
30-Day Standardized Yield 2 as of 03/31/2019
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.97% | 2.97% |
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 | 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%
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% | - | - | - | 2.42% |
| 2018 | -0.03% | 0.26% | 0.74% | 0.25% | 1.23% |
| 2017 | 0.72% | 0.69% | 0.68% | 0.18% | 2.29% |
| 2016 | 1.24% | 1.69% | 0.98% | 0.04% | 4.01% |
| 2015 | 0.97% | 0.52% | -0.40% | -0.65% | 0.43% |
| 2014 | 0.91% | 1.15% | -0.15% | -0.17% | 1.73% |
| 2013 | 0.69% | -0.82% | 0.95% | 0.81% | 1.62% |
| 2012 | 2.43% | 0.79% | 2.08% | 1.19% | 6.64% |
| 2011 | 1.08% | 1.09% | -0.84% | 1.81% | 3.16% |
| 2010 | 2.24% | 1.08% | 2.60% | 0.33% | 6.38% |
| 2009 | 4.07% | 5.55% | 4.90% | 1.51% | 16.97% |
| 2008 | 1.13% | 0.93% | -1.59% | -1.53% | -1.09% |
| 2007 | 1.48% | 0.09% | 2.00% | 2.21% | 5.89% |
| 2006 | 0.28% | 0.27% | 2.19% | 0.76% | 3.54% |
| 2005 | -0.47% | 1.37% | -0.24% | 0.27% | 0.92% |
| 2004 | 1.43% | -2.02% | 1.66% | 0.15% | 1.18% |
| 2003 | 0.83% | 1.04% | -0.31% | 0.23% | 1.79% |
| 2002 | 0.39% | 2.64% | 3.25% | 1.13% | 7.60% |
| 2001 | 2.35% | 0.94% | 3.51% | -0.39% | 6.54% |
| 2000 | 1.63% | 2.09% | 2.48% | 2.67% | 9.18% |
| 1999 | 0.89% | 0.45% | 0.97% | 0.50% | 2.81% |
| 1998 | 1.15% | 1.60% | 3.44% | 0.25% | 6.56% |
| 1997 | 0.03% | 2.40% | 2.40% | 1.92% | 6.90% |
| 1996 | -1.22% | -0.43% | 1.01% | 1.96% | 1.30% |
| 1995 | 3.33% | 2.82% | 1.24% | 2.37% | 10.11% |
| 1994 | -2.85% | -1.16% | 0.40% | 0.10% | -3.48% |
| 1993 | - | - | - | - | 0.47% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 03/31/2019
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 03/29/2019
| 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 03/29/2019
- Total Net Assets
- $45.88 B
- Number of Issues
- 1671
- Average Coupon
- 3.95%
- Average Life
- 2.31 Years
- Average Maturity
- 2.31 Years
- Average Effective Duration
- 1.90 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 | 1.4% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 1.0% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.7% |
| CVS Caremark Corp. | 0.000% | 04/01/2019 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| LCCM Mortgage Trust | 2.857% | 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% |
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 | 2.375% | 02/29/2024 | 1.6% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.7% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.5% |
| Boston Scientific Corp. | 3.303% | 08/19/2019 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| LCCM Mortgage Trust | 2.857% | 11/14/2027 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| Barclays Dryrock Issuance Trust | 2.789% | 05/15/2023 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Master Credit Card Trust II Series 2018-1 | 2.972% | 07/21/2024 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| Chase Issuance Trust | 2.689% | 04/17/2023 | 0.3% |
| Energy Transfer Operating LP | 9.000% | 04/15/2019 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 4.639% | 08/15/2034 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Dell International LLC | 3.071% | 09/07/2021 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 5.739% | 08/15/2034 | 0.3% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| First National Master Note Trust 2017-2 | 2.929% | 10/16/2023 | 0.3% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| Prima Capital CRE Securitization | 3.500% | 12/24/2050 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.489% | 06/15/2032 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 3.160% | 03/15/2037 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.3% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| ONEOK, Inc. | 0.000% | 03/05/2019 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.3% |
| J.P.Morgan Securities LLC | 0.010% | - | 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% |
| 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 | 5.235% | 08/20/2030 | 0.2% |
| Magnetite VII Ltd | 3.587% | 01/15/2028 | 0.2% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.819% | 03/15/2023 | 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% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Ford Motor Credit Co. LLC | 3.339% | 03/28/2022 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 2.917% | 05/19/2021 | 0.2% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Dryden 30 Senior Loan Fund | 3.504% | 11/15/2028 | 0.2% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.2% |
| NXP BV / NXP Funding LLC | 4.125% | 06/01/2021 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.2% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.739% | 12/15/2048 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.669% | 06/15/2036 | 0.2% |
| Energy Transfer Partners L.P. | 0.000% | 03/01/2019 | 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% |
| Glencore Funding LLC | 0.000% | 04/08/2019 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.2% |
| Navient Private Education Refi Loan Trust 2019-A | 3.030% | 01/15/2043 | 0.2% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.600% | 12/15/2033 | 0.2% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Intesa Sanpaolo SpA | 6.500% | 02/24/2021 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| AREIT 2018-CRE2 Trust | 3.469% | 11/14/2035 | 0.2% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.320% | 01/20/2027 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 3.419% | 11/15/2036 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Great Wolf Trust 2017-WOLF | 5.739% | 09/15/2034 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.387% | 04/15/2026 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.619% | 11/15/2037 | 0.2% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.2% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.510% | 11/19/2035 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.2% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.2% |
| Apache Corp. | 0.000% | 03/07/2019 | 0.2% |
| BX Trust 2017-SLCT | 4.539% | 07/15/2034 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 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% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.430% | 11/15/2035 | 0.2% |
| Parallel 2015-1 Ltd | 3.611% | 07/20/2027 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.039% | 09/15/2028 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.2% |
| Discover Card Execution Note Trust | 3.040% | 07/15/2024 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.2% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.2% |
| Great Wolf Trust 2017-WOLF | 4.739% | 09/15/2034 | 0.2% |
| Citigroup, Inc. | 3.455% | 10/27/2022 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Invitation Homes, Inc. | 4.190% | 02/06/2022 | 0.2% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.2% |
| Energy Transfer Operating LP | 9.700% | 03/15/2019 | 0.2% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.110% | 01/25/2046 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.599% | 12/15/2048 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/16/2024 | 0.2% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.2% |
| General Motors Financial Co., Inc. | 0.000% | 03/01/2019 | 0.2% |
| GS Mortgage Securities Corp Trust 2012-ALOHA | 3.551% | 04/10/2034 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.2% |
| Capital Auto Receivables Asset Trust | 4.340% | 09/20/2023 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.535% | 08/20/2030 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| NRG Energy, Inc. | 4.243% | 06/30/2023 | 0.1% |
| AutoNation, Inc. | 0.000% | 03/01/2019 | 0.1% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.1% |
| Panera Bread Company | 4.250% | 07/18/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/03/2023 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| BlueMountain CLO 2012-2 Ltd | 3.694% | 11/20/2028 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Thacher Park CLO Ltd. | 3.921% | 10/20/2026 | 0.1% |
| COMM Mortgage Trust | 3.700% | 05/10/2047 | 0.1% |
| BDS 2018-FL1 | 3.339% | 01/15/2035 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Mountain View CLO X Ltd | 3.617% | 10/13/2027 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| BlueMountain CLO 2013-1 Ltd | 4.161% | 01/20/2029 | 0.1% |
| Discover Bank | 7.000% | 04/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.790% | 08/15/2022 | 0.1% |
| Energy Transfer Equity L.P. | 4.250% | 03/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Kinder Morgan, Inc. | 0.000% | 03/01/2019 | 0.1% |
| Travelport Inc. | 5.301% | 03/17/2025 | 0.1% |
| Goldman Sachs Group, Inc. | 3.618% | 04/26/2022 | 0.1% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 6.085% | 08/20/2030 | 0.1% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.830% | 03/20/2023 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| BX Trust 2017-SLCT | 5.639% | 07/15/2034 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.1% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.470% | 02/22/2032 | 0.1% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.1% |
| WhiteHorse VIII Ltd | 4.186% | 05/01/2026 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| M360 2018-CRE1 LLC | 4.395% | 07/24/2028 | 0.1% |
| Bowman Park CLO Ltd. | 3.831% | 11/23/2025 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| State Grid Overseas Investment 2016 Ltd | 2.250% | 05/04/2020 | 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% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.689% | 04/15/2031 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| First Data Corporation | 3.990% | 10/26/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Volkswagen Group of America Finance LLC | 4.000% | 11/12/2021 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.980% | 04/18/2025 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.311% | 06/05/2031 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.039% | 03/15/2027 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.489% | 04/15/2036 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| The Royal Bank of Scotland Group PLC | 3.498% | 05/15/2023 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| SLIDE 2018-FUN | 3.389% | 06/15/2031 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.926% | 03/15/2037 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.292% | 05/15/2035 | 0.1% |
| Ares XXXIII CLO Ltd. | 4.101% | 12/05/2025 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/16/2023 | 0.1% |
| CSAIL 2018-C14 Commercial Mortgage Trust | 4.261% | 11/15/2051 | 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% |
| Newell Rubbermaid, Inc. | 4.000% | 12/01/2024 | 0.1% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Arris International PLC | 4.526% | 10/17/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Magnetite XI Ltd | 3.900% | 01/18/2027 | 0.1% |
| Ford Motor Credit Co. LLC | 5.875% | 08/02/2021 | 0.1% |
| Total System Services, Inc. | 3.800% | 04/01/2021 | 0.1% |
| Morgan Stanley | 3.649% | 01/20/2022 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.479% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.439% | 07/15/2035 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 6.063% | 05/08/2030 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| CenturyLink, Inc. | 5.243% | 11/01/2022 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.1% |
| Danske Bank A/S | 2.800% | 03/10/2021 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| Hyundai Capital Services, Inc. | 3.000% | 08/29/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| GS Mortgage Securities Corp. Trust | 3.633% | 06/05/2031 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Volkswagen Group of America Finance LLC | 3.875% | 11/13/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Magnetite XVIII Ltd | 3.764% | 11/15/2028 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.250% | 03/15/2021 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Bank of Montreal | 3.300% | 02/05/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| HSBC Bank USA NA | 4.875% | 08/24/2020 | 0.1% |
| Jamestown CLO VII Ltd. | 3.601% | 07/25/2027 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| BBCMS 2017-DELC Mortgage Trust | 3.339% | 08/15/2036 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.340% | 06/25/2035 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Sound Point CLO XI Ltd. | 3.861% | 07/20/2028 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| AXIS Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Petroleos Mexicanos | 4.875% | 01/18/2024 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Anchorage Capital CLO 4-R Ltd | 3.815% | 01/28/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Standard Chartered plc | 4.247% | 01/20/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.1% |
| UBS Group Funding Switzerland AG | 2.650% | 02/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Harris Corp. | 0.000% | 03/01/2019 | 0.1% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.1% |
| BX Trust 2018-BILT | 3.289% | 05/15/2030 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| Sinopec Group Overseas Development 2017 Ltd | 2.250% | 09/13/2020 | 0.1% |
| GS Mortgage Securities Trust | 5.391% | 08/10/2044 | 0.1% |
| BXP Trust 2017-CQHP | 3.339% | 11/15/2034 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.1% |
| Avery Point CLO Ltd. | 3.753% | 07/17/2026 | 0.1% |
| Credit Suisse AG | 6.500% | 08/08/2023 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.1% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.1% |
| Entergy Corp. | 0.000% | 03/01/2019 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Hilton Worldwide Finance, LLC | 4.227% | 10/25/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.1% |
| Palisades Center Trust | 3.998% | 04/13/2033 | 0.1% |
| Altice Financing S.A. | 6.625% | 02/15/2023 | 0.1% |
| Baxter International, Inc. | 0.000% | 03/01/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.509% | 11/15/2035 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.739% | 08/15/2034 | 0.1% |
| OCP CLO 2016-12 Ltd | 3.900% | 10/18/2028 | 0.1% |
| Anglo American Capital plc | 4.125% | 04/15/2021 | 0.1% |
| DBGS 2018-5BP Mortgage Trust | 3.134% | 06/15/2033 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| American Airlines, Inc. | 3.780% | 10/10/2021 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| BDS 2019-FL3 LTD | 3.889% | 12/15/2035 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.350% | 07/05/2033 | 0.1% |
| GPMT 2019-FL2 Ltd | 3.800% | 02/22/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.439% | 06/15/2035 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2014-C2 | 3.801% | 09/15/2047 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.960% | 03/15/2024 | 0.1% |
| UBS Group Funding Switzerland AG | 3.873% | 05/23/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Sofi Professional Loan Program 2018-A LLC | 2.390% | 02/25/2042 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| CSMC 2016-MFF | 5.989% | 11/15/2033 | 0.1% |
| AT&T, Inc. | 0.000% | 05/28/2019 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| Regatta VI Funding Ltd | 3.841% | 07/20/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.789% | 06/15/2032 | 0.1% |
| COMM 2013-CCRE9 Mortgage Trust | 4.233% | 07/10/2045 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Accudyne Industries Borrower S.C.A. / Accudyne Ind | 5.246% | 08/18/2024 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Zions Bancorp NA | 3.350% | 03/04/2022 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Santander UK Group Holdings plc | 3.373% | 01/05/2024 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 08/05/2021 | 0.1% |
| Dryden XXV Senior Loan Fund | 4.137% | 10/15/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.339% | 07/15/2032 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 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% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| Enel Finance International N.V. | 2.750% | 04/06/2023 | 0.1% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.639% | 06/15/2028 | 0.1% |
| GS Mortgage Securities Corp. II | 2.706% | 12/10/2027 | 0.1% |
| Jamestown CLO VII Ltd. | 4.071% | 07/25/2027 | 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% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 3.670% | 01/18/2029 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.250% | 07/01/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| FREMF Mortgage Trust | 3.008% | 10/25/2047 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.881% | 11/19/2035 | 0.1% |
| Broadcom Inc. | 3.739% | 11/05/2021 | 0.1% |
| Sri Lanka (Democratic Socialist Republic of) | 5.125% | 04/11/2019 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.839% | 06/15/2029 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 4.410% | 01/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Anchorage Capital CLO 3-R Ltd | 3.815% | 01/28/2031 | 0.1% |
| BX Trust 2017-APPL | 5.639% | 07/15/2034 | 0.1% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 3.211% | 03/15/2037 | 0.1% |
| BX Trust 2017-APPL | 3.369% | 07/15/2034 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| Turkiye Halk Bankasi AS | 4.750% | 06/04/2019 | 0.1% |
| British Telecommunications plc | 4.500% | 12/04/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 3.754% | 09/24/2020 | 0.1% |
| CSMC 2016-MFF | 4.989% | 11/15/2033 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.339% | 01/15/2033 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| American Express Credit Account Master Trust | 3.070% | 10/15/2024 | 0.1% |
| ASB Bank Ltd | 3.750% | 06/14/2023 | 0.1% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.464% | 07/05/2033 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.889% | 11/15/2036 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| NBK SPC Ltd. | 2.750% | 05/30/2022 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.259% | 12/15/2034 | 0.1% |
| Government National Mortgage Association | 2.900% | 01/16/2049 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.889% | 08/15/2034 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.663% | 05/08/2030 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.780% | 12/15/2033 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| ConAgra Brands, Inc. | 3.800% | 10/22/2021 | 0.1% |
| Charter Communications Operating LLC | 4.191% | 02/01/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.1% |
| Navient Student Loan Trust 2017-2 | 3.540% | 12/27/2066 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.989% | 12/15/2036 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 4.580% | 12/15/2033 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.104% | 05/10/2034 | 0.1% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.1% |
| FREMF Mortgage Trust | 3.154% | 04/25/2046 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| BX Trust 2017-SLCT | 3.689% | 07/15/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Santander UK Group Holdings plc | 3.571% | 01/10/2023 | 0.1% |
| FMC Corp. | 0.000% | 03/01/2019 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Standard Chartered Bank Hong Kong Ltd | 5.875% | 06/24/2020 | 0.1% |
| Salem Fields CLO Ltd 2016-2 | 4.471% | 10/25/2028 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.388% | 12/15/2032 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 3.693% | 05/08/2030 | 0.1% |
| ZF North America Capital, Inc. | 4.000% | 04/29/2020 | 0.1% |
| CSMC 2017-HD Trust | 3.439% | 02/15/2031 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.610% | 12/15/2025 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| FMG Finance Pty Ltd. | 5.125% | 05/15/2024 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| ACC Trust 2019-1 | 3.750% | 05/20/2022 | 0.1% |
| Oaktree CLO Ltd. | 3.631% | 10/20/2027 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 3.851% | 07/25/2027 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.739% | 11/15/2036 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.089% | 06/15/2032 | 0.1% |
| BAT Capital Corp | 2.764% | 08/15/2022 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| Indonesia Asahan Aluminium Persero PT | 5.230% | 11/15/2021 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| UBS Group Funding Switzerland AG | 3.491% | 05/23/2023 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.837% | 04/15/2026 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| OCP CLO 2016-12 Ltd | 4.380% | 10/18/2028 | 0.1% |
| BBCMS Trust | 2.466% | 03/10/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.919% | 06/15/2035 | 0.1% |
| GS Mortgage Securities Corp. II | 3.241% | 12/10/2027 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| FREMF 2012-K709 Mortgage Trust | 3.704% | 04/25/2045 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/2045 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| DowDuPont Inc | 4.205% | 11/15/2023 | 0.1% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.1% |
| Vodafone Group plc | 3.769% | 01/16/2024 | 0.1% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.1% |
| ConAgra Brands, Inc. | 4.300% | 05/01/2024 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| Mercedes-Benz Master Owner Trust 2016-B | 3.189% | 05/17/2021 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.1% |
| United States Treasury Bill | 0.000% | 03/14/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.560% | 03/15/2048 | 0.1% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.489% | 01/15/2035 | 0.1% |
| Vipshop Holdings Ltd. | 1.500% | 03/15/2019 | 0.1% |
| GS Mortgage Securities Trust 2014-GC22 | 3.862% | 06/10/2047 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.750% | 01/30/2023 | 0.1% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.1% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.1% |
| Surgery Center Holdings, Inc. | 8.875% | 04/15/2021 | 0.1% |
| UBS Commercial Mortgage Trust 2017-C6 | 1.037% | 12/15/2050 | 0.1% |
| Discover Bank | 3.350% | 02/06/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| Discover Bank | 8.700% | 11/18/2019 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Anglo American Capital plc | 3.750% | 04/10/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.526% | 11/15/2044 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| World Omni Auto Receivables Trust 2017-A | 1.930% | 09/15/2022 | 0.1% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.1% |
| OCP CLO 2015-9 Ltd | 4.137% | 07/15/2027 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| OHA Loan Funding Ltd. | 4.094% | 08/15/2029 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.400% | 10/21/2019 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| Navient Student Loan Trust 2016-5 | 3.740% | 06/25/2065 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| First Data Corporation | 4.490% | 04/26/2024 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.819% | 07/15/2024 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.361% | 09/15/2061 | 0.1% |
| Vulcan Materials Co. | 3.388% | 03/01/2021 | 0.1% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| BBCMS Trust | 4.284% | 09/10/2028 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.1% |
| Government National Mortgage Association | 2.900% | 05/16/2054 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| OCP CLO 2015-10 Ltd | 4.065% | 10/26/2027 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.347% | 03/10/2046 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| Danske Bank A/S | 2.750% | 09/17/2020 | 0.1% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.1% |
| Avery Point VII CLO Ltd | 4.287% | 01/15/2028 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| Morgan Stanley | 5.625% | 09/23/2019 | 0.1% |
| Office Properties Income Trust | 3.750% | 08/15/2019 | 0.1% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.467% | 07/15/2034 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.218% | 07/15/2046 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.1% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.1% |
| Republic of Turkey | 7.500% | 11/07/2019 | 0.1% |
| COMM 2014-CCRE16 Mortgage Trust | 4.051% | 04/10/2047 | 0.1% |
| PTL Finance Corp. | 3.650% | 07/29/2021 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| Madison Park Funding XXI Ltd | 4.301% | 07/25/2029 | 0.1% |
| PHEAA Student Loan Trust 2016-1 | 3.640% | 09/25/2065 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| Republic of Argentina | 3.375% | 01/15/2023 | 0.1% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Banco Santander S.A. | 3.848% | 04/12/2023 | 0.1% |
| ONEOK, Inc. | 0.000% | 03/04/2019 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 4.189% | 12/15/2034 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2017-SMP | 3.239% | 12/15/2034 | 0.1% |
| Ammc Clo 19 Ltd. | 4.287% | 10/15/2028 | 0.1% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.1% |
| Vale Overseas Ltd. | 4.375% | 01/11/2022 | 0.1% |
| Ford Motor Credit Co. LLC | 2.375% | 03/12/2019 | 0.1% |
| Turkiye Vakiflar Bankasi Tao | 5.625% | 05/30/2022 | 0.1% |
| GS Mortgage Securities Trust | 1.434% | 06/10/2046 | 0.1% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| GS Mortgage Securities Corp. II | 3.435% | 12/10/2027 | 0.1% |
| Hudson Pacific Properties | 4.138% | 04/01/2022 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.639% | 09/15/2028 | 0.1% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 4.030% | 12/15/2033 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.1% |
| COMM Mortgage Trust | 3.223% | 12/10/2045 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 5.260% | 01/15/2034 | 0.1% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.0% |
| PG&E Corp | 1.125% | 12/31/2020 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| BX Trust 2017-APPL | 4.539% | 07/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 05/01/2042 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 4.079% | 02/15/2047 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 5.750% | 04/18/2023 | 0.0% |
| Commercial Mortgage Trust | 5.692% | 07/10/2038 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Baidu, Inc. | 2.750% | 06/09/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.433% | 11/15/2049 | 0.0% |
| Ford Motor Credit Co. LLC | 2.597% | 11/04/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.0% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.0% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.0% |
| Allegro CLO IV Ltd | 4.187% | 01/15/2029 | 0.0% |
| BX Trust 2018-GW | 3.289% | 05/15/2035 | 0.0% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Westlake Automobile Receivables Trust 2019-1 | 3.260% | 10/17/2022 | 0.0% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.330% | 03/15/2050 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Government National Mortgage Association | 2.900% | 10/16/2055 | 0.0% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.771% | 06/10/2027 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.779% | 08/15/2049 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| COMM Mortgage Trust | 2.844% | 06/10/2047 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| Becton, Dickinson & Co. | 3.678% | 12/29/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| BX Trust 2017-SLCT | 3.409% | 07/15/2034 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.0% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.0% |
| ING Bank NV | 5.800% | 09/25/2023 | 0.0% |
| PFS Financing Corp. | 2.889% | 02/15/2022 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| ONEOK, Inc. | 0.000% | 03/07/2019 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.000% | 07/19/2020 | 0.0% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.0% |
| CommScope Finance LLC | 5.500% | 03/01/2024 | 0.0% |
| Finansbank A.S. | 6.250% | 04/30/2019 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.0% |
| OZLM Ltd. | 3.625% | 10/17/2029 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.0% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.0% |
| BBCMS Trust 2015-MSQ | 3.593% | 09/15/2032 | 0.0% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/16/2023 | 0.0% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.083% | 09/15/2050 | 0.0% |
| Benefit Street Partners CLO IV Ltd | 4.251% | 01/20/2029 | 0.0% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| Westgate Resorts LLC | 3.500% | 12/20/2028 | 0.0% |
| Bermuda Government International Bond | 4.138% | 01/03/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 5.239% | 11/15/2035 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.0% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.0% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| PFS Financing Corp. | 1.870% | 10/15/2021 | 0.0% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.419% | 12/15/2036 | 0.0% |
| Globo Comunicacao e Participacoes SA | 4.875% | 04/11/2022 | 0.0% |
| SABIC Capital II BV | 4.000% | 10/10/2023 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| Arrow Electronics, Inc. | 0.000% | 03/26/2019 | 0.0% |
| Seneca Park CLO Ltd. | 3.893% | 07/17/2026 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| COMM 2014-LC15 Mortgage Trust | 4.006% | 04/10/2047 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| BX Trust 2017-SLCT | 3.889% | 07/15/2034 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| GS Mortgage Securities Trust | 1.659% | 05/10/2049 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| COMM Mortgage Trust | 5.992% | 07/10/2046 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-STAY | 4.439% | 07/15/2032 | 0.0% |
| WFRBS Commercial Mortgage Trust 2014-C19 | 3.829% | 03/15/2047 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL2 | 3.479% | 08/15/2027 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Commercial Mortgage Pass Through Certificates | 2.150% | 10/05/2030 | 0.0% |
| Nordea Bank Abp | 4.250% | 09/21/2022 | 0.0% |
| CSMC Trust 2017-PFHP | 3.439% | 12/15/2030 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.793% | 01/15/2049 | 0.0% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.0% |
| First Data Corporation | 4.801% | 07/08/2022 | 0.0% |
| RAIT 2017-FL7 Trust | 3.439% | 06/15/2037 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| AutoNation, Inc. | 3.500% | 11/15/2024 | 0.0% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.0% |
| Bayer US Finance LLC | 2.375% | 10/08/2019 | 0.0% |
| Sinopec Group Overseas Development 2016 Ltd | 2.125% | 05/03/2019 | 0.0% |
| BAT International Finance plc | 2.750% | 06/15/2020 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.397% | 04/10/2046 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.870% | 01/20/2027 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.739% | 09/30/2025 | 0.0% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 3.789% | 04/15/2027 | 0.0% |
| Morgan Stanley Capital I Trust | 2.084% | 08/05/2034 | 0.0% |
| Citizens Bank N.A. | 3.250% | 02/14/2022 | 0.0% |
| Daimler Finance North America LLC | 2.875% | 03/10/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.756% | 06/15/2045 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.410% | 08/15/2047 | 0.0% |
| CSMC 2017-HD Trust | 6.139% | 02/15/2031 | 0.0% |
| General Electric Capital Corp. / LJ VP Holdings LL | 3.800% | 06/18/2019 | 0.0% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.498% | 09/10/2049 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.421% | 07/25/2027 | 0.0% |
| CNPC General Capital Ltd. | 2.750% | 05/14/2019 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.5 |