Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 02/04/2021 | 2.0% |
| U.S. Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.7% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.197% | 11/12/2021 | 0.6% |
| UBS AG | 7.625% | 08/17/2022 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.057% | 11/15/2036 | 0.6% |
| U.S. Treasury Note/Bond | 0.125% | 01/31/2023 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
Ten largest 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, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 02/04/2021 | 2.0% |
| U.S. Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.7% |
| U.S. Treasury Note/Bond | 0.125% | 09/30/2022 | 0.7% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.197% | 11/12/2021 | 0.7% |
| UBS AG | 7.625% | 08/17/2022 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.089% | 11/15/2036 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| CIT Group, Inc. | 5.000% | 08/01/2023 | 0.5% |
| NextGear Floorplan Master Owner Trust | 0.959% | 02/15/2025 | 0.5% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.5% |
| Jabil, Inc. | 0.000% | 01/04/2021 | 0.5% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.659% | 08/15/2032 | 0.5% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.4% |
| Equifax, Inc. | 1.150% | 08/15/2021 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.139% | 05/15/2036 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Bayer US Finance II LLC | 1.260% | 12/15/2023 | 0.4% |
| Wells Fargo & Co. | 2.188% | 04/30/2026 | 0.4% |
| BAE Systems plc | 4.750% | 10/11/2021 | 0.4% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.4% |
| Vulcan Materials Co. | 0.896% | 03/01/2021 | 0.4% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.4% |
| Reliance Industries Ltd. | 5.400% | 02/14/2022 | 0.3% |
| MPLX L.P. | 1.342% | 09/09/2022 | 0.3% |
| Phi, Inc. | 0.510% | 10/21/2024 | 0.3% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.3% |
| Hewlett Packard Enterprise Co. | 1.024% | 10/05/2021 | 0.3% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.3% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.3% |
| Ford Motor Co | 8.500% | 04/21/2023 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| Boeing Co. | 2.800% | 03/01/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| Ford Motor Credit Co. LLC | 4.250% | 09/20/2022 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Becton, Dickinson & Co. | 1.280% | 06/06/2022 | 0.3% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.3% |
| Dryden XXV Senior Loan Fund | 1.587% | 10/15/2027 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| FirstEnergy Corp. | 2.850% | 07/15/2022 | 0.3% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.3% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.3% |
| Boeing Co. | 4.508% | 05/01/2023 | 0.3% |
| Nutrition & Biosciences Inc | 1.230% | 10/01/2025 | 0.3% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| CPS Auto Receivables Trust 2020-C | 1.010% | 01/15/2025 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 0.783% | 06/24/2022 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 1.968% | 01/20/2028 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.468% | 01/20/2029 | 0.2% |
| Mountain View Clo XIV Ltd | 1.727% | 04/15/2029 | 0.2% |
| Ares XLI Clo Ltd | 1.437% | 01/15/2029 | 0.2% |
| TICP CLO VI 2016-2 Ltd | 1.437% | 01/15/2029 | 0.2% |
| Conexant Systems, Inc. | 1.557% | 10/15/2031 | 0.2% |
| Northwoods Capital 20 Ltd | 1.535% | 01/25/2030 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 1.365% | 10/25/2028 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 1.474% | 01/20/2032 | 0.2% |
| Exelon Generation Co. LLC | 0.000% | 01/13/2021 | 0.2% |
| TCI-Flatiron CLO 2016-1 Ltd | 0.000% | 01/17/2032 | 0.2% |
| Vodafone Group plc | 0.000% | 01/04/2021 | 0.2% |
| Vodafone Group plc | 0.000% | 01/06/2021 | 0.2% |
| ConAgra Brands, Inc. | 0.000% | 01/05/2021 | 0.2% |
| Walgreen Co. | 0.000% | 01/22/2021 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.215% | 01/25/2031 | 0.2% |
| Viatris Inc | 0.000% | 03/22/2021 | 0.2% |
| Apidos CLO XXII | 1.278% | 04/20/2031 | 0.2% |
| OZLM Funding III Ltd | 1.396% | 01/22/2029 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.320% | 10/16/2029 | 0.2% |
| KKR CLO 28 LTD | 1.357% | 03/15/2031 | 0.2% |
| Ammc Clo 19 Ltd. | 2.037% | 10/16/2028 | 0.2% |
| OZLM Ltd. | 1.388% | 10/17/2029 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.159% | 10/15/2036 | 0.2% |
| Jackson National Life Global Funding | 0.529% | 03/16/2021 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.2% |
| Goldman Sachs Group, Inc. | 1.006% | 02/23/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Microchip Technology, Inc. | 2.670% | 09/01/2023 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Occidental Petroleum Corp. | 1.671% | 08/15/2022 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Perusahaan Penerbit SBSN Indonesia III | 4.325% | 05/28/2025 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| BP Capital Markets America Inc | 0.877% | 09/19/2022 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 7.000% | 03/15/2024 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Altice Financing S.A. | 7.500% | 05/15/2026 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Numericable Group S.A. | 7.375% | 05/01/2026 | 0.2% |
| WestRock Co. | 3.000% | 09/15/2024 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.109% | 01/15/2026 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 1.279% | 06/15/2037 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| CSN Resources SA | 7.625% | 02/13/2023 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Weibo Corp. | 3.500% | 07/05/2024 | 0.2% |
| MARB BondCo PLC | 6.875% | 01/19/2025 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| Alcoa Nederland Holding BV | 6.750% | 09/30/2024 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.2% |
| T-Mobile USA, Inc. | 1.500% | 02/15/2026 | 0.2% |
| MARB BondCo PLC | 7.000% | 03/15/2024 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| Senegal Goverment International Bond | 8.750% | 05/13/2021 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.2% |
| Nigeria Government International Bond | 6.750% | 01/28/2021 | 0.2% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| Mattel, Inc. | 3.150% | 03/15/2023 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| UBS AG London | 1.750% | 04/21/2022 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| Carrier Global Corp | 2.242% | 02/15/2025 | 0.2% |
| UBS Group AG | 1.008% | 07/30/2024 | 0.2% |
| Standard Chartered plc | 1.319% | 10/14/2023 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| Elm CLO 2014-1 Ltd | 1.968% | 01/17/2029 | 0.2% |
| Potomac Electric Power Co. | 0.000% | 01/05/2021 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 0.970% | 02/25/2022 | 0.2% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.2% |
| Sysco Corp. | 5.650% | 04/01/2025 | 0.2% |
| Albemarle Corp. | 1.330% | 11/15/2022 | 0.2% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Goldman Sachs Group, Inc. | 3.500% | 04/01/2025 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.881% | 03/15/2037 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.209% | 04/15/2034 | 0.2% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust | 0.380% | 08/18/2025 | 0.2% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.079% | 10/15/2036 | 0.2% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Great Plains Energy, Inc. | 0.430% | 10/16/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Brandywine Realty Trust | 0.610% | 07/20/2026 | 0.2% |
| Cigna Corp | 0.896% | 09/17/2021 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| BMW US Capital LLC | 3.900% | 04/09/2025 | 0.2% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.2% |
| Bank of America Corp. | 3.366% | 01/23/2026 | 0.2% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.2% |
| ACAM 2019-FL1 ltd | 1.553% | 11/17/2034 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Wynn Las Vegas LLC | 4.250% | 05/30/2023 | 0.2% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| Microchip Technology, Inc. | 0.972% | 02/15/2024 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.2% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.2% |
| Daimler Finance North America LLC | 3.875% | 09/15/2021 | 0.2% |
| Daimler Finance North America LLC | 3.700% | 05/04/2023 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Scientific Games International, Inc. | 2.897% | 08/14/2024 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| U.S. Concrete, Inc. | 0.370% | 10/18/2024 | 0.1% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2020-C | 0.410% | 07/15/2025 | 0.1% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| M360 2019-CRE2 LLC | 1.559% | 09/15/2034 | 0.1% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| PFS Financing Corp. | 1.270% | 06/15/2025 | 0.1% |
| Protective Life Global Funding | 1.082% | 06/09/2023 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Metropolitan Life Global Funding I | 0.900% | 06/08/2023 | 0.1% |
| Daimler Finance North America LLC | 1.180% | 02/15/2022 | 0.1% |
| Daimler Finance North America LLC | 0.919% | 11/05/2021 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.409% | 08/15/2034 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.152% | 08/15/2046 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| CenturyLink, Inc. | 2.147% | 01/28/2025 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.147% | 04/15/2032 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| General Motors Financial Co., Inc. | 2.750% | 06/20/2025 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Pentair Finance SA | 3.150% | 09/15/2022 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| Toyota Motor Credit Corp. | 1.350% | 08/25/2023 | 0.1% |
| Diamondback Energy, Inc. | 2.875% | 12/01/2024 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| LMREC 2019-CRE3 Inc | 1.551% | 12/22/2035 | 0.1% |
| PFS Financing Corp. | 1.000% | 10/15/2025 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Parker Drilling Co. | 0.470% | 02/20/2025 | 0.1% |
| Springleaf Finance Corp. | 7.750% | 10/01/2021 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.339% | 06/15/2036 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| Bank of America Corp. | 0.810% | 10/24/2024 | 0.1% |
| CVS Caremark Corp. | 3.875% | 07/20/2025 | 0.1% |
| JFIN CLO 2013 Ltd | 1.608% | 01/20/2030 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| IHeart Communications, Inc. | 6.375% | 05/01/2026 | 0.1% |
| Goldman Sachs Group, Inc. | 4.250% | 10/21/2025 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| Bank of America Corp. | 1.197% | 10/24/2026 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.709% | 09/15/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Canadian Imperial Bank of Commerce | 0.950% | 06/23/2023 | 0.1% |
| Panera Bread Company | 3.744% | 07/18/2022 | 0.1% |
| Newell Rubbermaid, Inc. | 4.350% | 04/01/2023 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Century Communities, Inc. | 5.875% | 07/15/2025 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.409% | 01/15/2026 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.830% | 03/15/2037 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.1% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Bank of America Corp. | 0.981% | 09/25/2025 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 1.295% | 07/25/2027 | 0.1% |
| PFP 2019-6 Ltd | 1.203% | 04/14/2037 | 0.1% |
| Navient Corp. | 5.875% | 10/25/2024 | 0.1% |
| Kinder Morgan, Inc. | 1.555% | 01/15/2023 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.259% | 05/15/2036 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Financial & Risk US Hold | 4.879% | 10/01/2025 | 0.1% |
| Goldman Sachs Group, Inc. | 1.264% | 07/24/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| Sabre GLBL, Inc. | 7.375% | 09/01/2025 | 0.1% |
| PFS Financing Corp. | 0.970% | 02/15/2026 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Wyndham Hotels & Resorts Inc | 5.375% | 04/15/2026 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| Covanta Holding Corp. | 5.875% | 07/01/2025 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| GS Mortgage Securities Trust | 5.388% | 08/10/2044 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Capital One Financial Corp. | 2.600% | 05/11/2023 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.929% | 03/12/2021 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| FMG Finance Pty Ltd. | 5.125% | 03/15/2023 | 0.1% |
| Calpine Corp. | 5.250% | 06/01/2026 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.700% | 04/25/2065 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Flextronics International Ltd. | 3.750% | 02/01/2026 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.1% |
| Leidos, Inc. | 2.950% | 05/15/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| BorgWarner, Inc. | 5.000% | 10/01/2025 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 1.355% | 04/26/2022 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Citigroup, Inc. | 3.142% | 01/24/2023 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| Wabtec Corp. | 4.400% | 03/15/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Norbord, Inc. | 6.250% | 04/15/2023 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.289% | 05/15/2036 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.642% | 07/21/2024 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.489% | 07/15/2024 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.149% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| BDS 2019-FL3 LTD | 1.553% | 12/15/2035 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.309% | 06/15/2028 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.302% | 05/15/2029 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.659% | 06/15/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.259% | 07/15/2032 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| Mylan, Inc. | 1.208% | 05/25/2065 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.659% | 06/15/2038 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.609% | 05/15/2038 | 0.1% |
| Citigroup, Inc. | 1.678% | 05/15/2024 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| Cardinal Health, Inc. | 1.020% | 06/15/2022 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.089% | 12/15/2036 | 0.1% |
| Phillips 66 | 0.834% | 02/26/2021 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.902% | 12/19/2030 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.148% | 03/25/2034 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.109% | 07/15/2035 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.589% | 06/15/2035 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.609% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.409% | 10/15/2036 | 0.1% |
| Callon Petroleum Co. | 6.250% | 04/15/2023 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.959% | 10/15/2036 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.809% | 06/15/2035 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| American Airlines, Inc. | 3.548% | 04/28/2023 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 2.700% | 05/01/2025 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2 | 0.450% | 02/15/2024 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.1% |
| Bank of America Corp. | 1.319% | 06/19/2026 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Netflix, Inc. | 3.625% | 06/15/2025 | 0.1% |
| Equinix, Inc. | 1.000% | 09/15/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.359% | 04/15/2031 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| William Carter Co. | 5.500% | 05/15/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| BAT International Finance plc | 1.668% | 03/25/2026 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| Eldorado Resorts, Inc. | 6.250% | 07/01/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Gilead Sciences, Inc. | 0.750% | 09/29/2023 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Core & Main LP | 6.125% | 08/15/2025 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Suncor Energy, Inc. | 9.250% | 10/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.1% |
| PetSmart, Inc. | 8.875% | 06/01/2025 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| Stars Group Holdings BV | 5.431% | 07/10/2025 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.741% | 08/15/2049 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Valero Energy Corp. | 1.200% | 03/15/2024 | 0.1% |
| Lennar Corp. | 4.500% | 04/30/2024 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.125% | 04/15/2025 | 0.1% |
| CPUK Finance Ltd | 4.250% | 08/28/2022 | 0.1% |
| Avery Point CLO Ltd. | 1.198% | 07/17/2026 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| American Airlines Group, Inc. | 3.750% | 03/01/2025 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.133% | 11/14/2035 | 0.1% |
| Goldman Sachs Group, Inc. | 1.093% | 12/09/2026 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 0.977% | 03/19/2021 | 0.1% |
| Wells Fargo & Co. | 2.625% | 07/22/2022 | 0.1% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.749% | 01/25/2046 | 0.1% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.1% |
| BBCMS Trust 2018-BXH | 1.159% | 10/15/2037 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Sirius XM Radio, Inc. | 5.375% | 07/15/2026 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| ESH Hospitality, Inc. | 5.250% | 05/01/2025 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| SLIDE 2018-FUN | 1.059% | 06/15/2031 | 0.1% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| General Motors Financial Co., Inc. | 1.294% | 01/05/2023 | 0.1% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.1% |
| Microchip Technology, Inc. | 3.922% | 06/01/2021 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Valero Energy Corp. | 2.700% | 04/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Bank of America Corp. | 2.015% | 02/13/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Morgan Stanley | 1.452% | 01/20/2022 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| DISH DBS Corp. | 5.875% | 07/15/2022 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| Navient Corp. | 6.125% | 03/25/2024 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Ryder System, Inc. | 3.350% | 09/01/2025 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Valero Energy Corp. | 2.850% | 04/15/2025 | 0.1% |
| General Motors Financial Co., Inc. | 5.200% | 03/20/2023 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| HCA, Inc. | 8.360% | 04/15/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.360% | 11/15/2049 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| FNB Corp. | 2.200% | 02/24/2023 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| Parsley Energy LLC | 5.250% | 08/15/2025 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.479% | 10/15/2036 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.919% | 01/15/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.459% | 06/15/2032 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.0% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.0% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| WPX Energy, Inc. | 5.750% | 06/01/2026 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| Health Care Service Corp A Mutual Legal Reserve Co | 1.500% | 06/01/2025 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Western Gas Partners L.P. | 2.074% | 01/13/2023 | 0.0% |
| Royal Caribbean Cruises Ltd. | 11.500% | 06/01/2025 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.409% | 01/15/2034 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.055% | 09/15/2050 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| CSMC Trust 2017-PFHP | 1.109% | 12/15/2030 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Boeing Co. | 2.300% | 08/01/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| RETL 2019-RVP | 2.259% | 03/15/2036 | 0.0% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.0% |
| IntercontinentalExchange Group, Inc. | 0.700% | 06/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| Simmons Foods, Inc. | 7.750% | 01/15/2024 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.922% | 08/15/2049 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.209% | 12/15/2033 | 0.0% |
| West CLO 2014-2 Ltd | 1.100% | 01/16/2027 | 0.0% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.817% | 12/15/2032 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| BX Trust 2018-BILT | 0.959% | 05/15/2030 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| COMM 2020-SBX Mortgage Trust | 1.670% | 01/10/2038 | 0.0% |
| CIT Group, Inc. | 3.929% | 06/19/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.103% | 07/05/2033 | 0.0% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.0% |
| BX Trust 2017-SLCT | 2.209% | 07/15/2034 | 0.0% |
| BXP Trust 2017-CQHP | 1.009% | 11/15/2034 | 0.0% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.0% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.0% |
| Romania | 4.875% | 01/22/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.529% | 04/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.759% | 06/15/2032 | 0.0% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| PetSmart, Inc. | 7.125% | 03/15/2023 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| Navient Corp. | 5.500% | 01/25/2023 | 0.0% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.0% |
| COMM 2015-LC21 Mortgage Trust | 3.708% | 07/10/2048 | 0.0% |
| Walgreen Co. | 3.100% | 09/15/2022 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| MPH Acquisition Holdings LLC | 4.643% | 06/07/2023 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.770% | 03/10/2049 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Lennar Corp. | 4.750% | 05/30/2025 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 11/01/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.309% | 09/15/2028 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.159% | 03/15/2036 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.609% | 05/15/2036 | 0.0% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.0% |
| Catholic Health Initiatives | 1.547% | 10/01/2025 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Wynn Las Vegas LLC | 5.500% | 03/01/2025 | 0.0% |
| Pacific Life Global Funding II | 1.200% | 06/24/2025 | 0.0% |
| Summit Materials LLC | 5.125% | 06/01/2025 | 0.0% |
| Mountain Hawk III CLO Ltd. | 1.418% | 04/18/2025 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| Cenovus Energy, Inc. | 5.375% | 07/15/2025 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| American Woodmark Corp. | 4.875% | 03/15/2026 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Valero Energy Corp. | 3.650% | 03/15/2025 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| General Motors Co. | 6.125% | 10/01/2025 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| General Motors Co. | 5.400% | 10/02/2023 | 0.0% |
| TopBuild Corp. | 5.625% | 05/01/2026 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.792% | 12/15/2036 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.193% | 12/15/2036 | 0.0% |
| Acrisure LLC / Acrisure Finance Inc | 8.125% | 02/15/2024 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.550% | 04/01/2025 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| Cigna Corp | 4.125% | 11/15/2025 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| West Fraser Timber Co. Ltd. | 4.350% | 10/15/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.750% | 06/15/2025 | 0.0% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Ally Financial, Inc. | 5.750% | 11/20/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Centene Corp. | 5.375% | 06/01/2026 | 0.0% |
| American Electric Power Co., Inc. | 0.750% | 11/01/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.680% | 12/15/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.676% | 09/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.059% | 04/15/2031 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.745% | 06/15/2045 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.964% | 01/15/2048 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.0% |
| Caesars Resort Collection LLC / CRC Finco Inc | 5.750% | 07/01/2025 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Forestar Group, Inc. | 8.000% | 04/15/2024 | 0.0% |
| Citigroup, Inc. | 3.875% | 03/26/2025 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| Newell Rubbermaid, Inc. | 4.875% | 06/01/2025 | 0.0% |
| VeriSign, Inc. | 5.250% | 04/01/2025 | 0.0% |
| M/I Homes, Inc. | 5.625% | 08/01/2025 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Ally Financial, Inc. | 4.250% | 04/15/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Navistar International Corp. | 6.625% | 11/01/2025 | 0.0% |
| New York Transp Dev Corp. | 1.360% | 12/01/2021 | 0.0% |
| New York Transp Dev Corp. | 1.610% | 12/01/2022 | 0.0% |
| CSMC Trust | 0.540% | 09/15/2037 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Alliance Data Systems, Inc. | 4.750% | 12/15/2024 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| Wabtec Corp. | 3.200% | 06/15/2025 | 0.0% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 10/01/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.459% | 04/15/2031 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 01/01/2042 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Navient Corp. | 7.250% | 01/25/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.507% | 07/15/2048 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.500% | 05/01/2026 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| American Airlines, Inc. | 3.525% | 12/14/2023 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| WPX Energy, Inc. | 5.250% | 10/15/2027 | 0.0% |
| Reynolds American, Inc. | 4.450% | 06/12/2025 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 12/01/2045 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.803% | 07/05/2033 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Ladder Capital Finance Holdings LLC/Ladder Capital | 5.250% | 03/15/2022 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.367% | 06/10/2048 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.891% | 12/15/2036 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| SLIDE 2018-FUN | 1.409% | 06/15/2031 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Lennar Corp. | 4.875% | 12/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.469% | 08/10/2049 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| SLIDE 2018-FUN | 1.709% | 06/15/2031 | 0.0% |
| Wyndham Worldwide Corp. | 6.600% | 10/01/2025 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| GS Mortgage Securities Trust | 0.181% | 11/10/2048 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.937% | 03/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.159% | 06/15/2032 | 0.0% |
| COMM Mortgage Trust | 0.097% | 09/10/2047 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.122% | 11/10/2049 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 04/01/2040 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.0% |
| Itron, Inc. | 5.000% | 01/15/2026 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 06/01/2042 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| MGM Resorts International | 6.000% | 03/15/2023 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.565% | 07/15/2050 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Kennedy-Wilson Inc | 5.875% | 04/01/2024 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.373% | 07/05/2030 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.715% | 12/10/2054 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.463% | 12/01/2040 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.788% | 08/15/2045 | 0.0% |
| DDR Corp. | 3.625% | 02/01/2025 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.770% | 06/01/2041 | 0.0% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| Government National Mortgage Association | 1.018% | 12/16/2054 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 03/01/2042 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 12/01/2045 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 10/01/2045 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Molina Healthcare, Inc. | 5.375% | 11/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.011% | 06/15/2048 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.388% | 08/10/2049 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.320% | 06/01/2042 | 0.0% |
| GS Mortgage Securities Trust | 1.921% | 01/10/2045 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Springleaf Finance Corp. | 6.125% | 05/15/2022 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.125% | 07/15/2023 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 12/01/2040 | 0.0% |
| COMM Mortgage Trust | 0.645% | 07/10/2050 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.306% | 06/15/2045 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.178% | 03/16/2056 | 0.0% |
| Federal National Mortgage Assoc. | 0.148% | 10/01/2040 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.000% | 06/15/2032 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) MAR21 | 0.000% | 04/05/2021 | 0.0% |
| FX USD/CAD 03/21 | 0.000% | 03/15/2021 | 0.0% |
| US 2YR NOTE (CBT) MAR21 | 0.000% | 04/05/2021 | 0.0% |
| FX USD/GBP 03/21 | 0.000% | 03/08/2021 | 0.0% |
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.
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Fund Documents
Fund Documents
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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.