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 |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.0% |
| Great Wolf Trust 2017-WOLF | 2.764% | 09/15/2034 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 2.851% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.475% | 11/12/2021 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| BX Commercial Mortgage Trust 2019-XL | 2.920% | 10/15/2036 | 0.5% |
| NextEra Energy Capital Holdings, Inc. | 3.241% | 02/25/2022 | 0.5% |
| Caterpillar Financial Services Corp. | 2.668% | 05/15/2023 | 0.5% |
| Equifax, Inc. | 3.388% | 08/15/2021 | 0.5% |
| Kraft Heinz Foods Co. | 3.115% | 02/10/2021 | 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 |
|---|
| U.S. Treasury Note/Bond | 1.500% | 09/30/2024 | 1.0% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.0% |
| Great Wolf Trust 2017-WOLF | 2.878% | 09/15/2034 | 1.0% |
| CHT 2017-COSMO Mortgage Trust | 2.958% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.475% | 11/12/2021 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| Equifax, Inc. | 3.388% | 08/15/2021 | 0.5% |
| Kraft Heinz Foods Co. | 3.115% | 02/10/2021 | 0.5% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.008% | 05/15/2036 | 0.5% |
| Constellation Brands, Inc. | 3.218% | 11/15/2021 | 0.4% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.4% |
| AvalonBay Communities, Inc. | 3.027% | 01/15/2021 | 0.4% |
| Vulcan Materials Co. | 3.170% | 03/01/2021 | 0.4% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Hewlett Packard Enterprise Co. | 3.318% | 10/05/2021 | 0.4% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.4% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.4% |
| Ammc Clo 19 Ltd. | 3.803% | 10/15/2028 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.358% | 03/15/2023 | 0.3% |
| Ford Motor Credit Co. LLC | 0.000% | 12/04/2019 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| U.S. Treasury Note/Bond | 1.500% | 08/31/2021 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.3% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| Discover Bank | 8.700% | 11/18/2019 | 0.3% |
| Mountain View Clo XIV Ltd | 4.058% | 04/15/2029 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.3% |
| LCM XXIV Ltd | 3.588% | 03/20/2030 | 0.3% |
| OHA Loan Funding Ltd. | 3.568% | 08/15/2029 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.528% | 01/20/2029 | 0.3% |
| TICP CLO VI 2016-2 Ltd | 3.503% | 01/15/2029 | 0.3% |
| Halcyon Loan Advisors Funding Ltd. | 3.356% | 07/25/2027 | 0.3% |
| Ares XLI Clo Ltd | 3.503% | 01/15/2029 | 0.3% |
| OZLM Ltd. | 3.473% | 10/17/2029 | 0.3% |
| BlueMountain CLO 2012-2 Ltd | 3.186% | 11/20/2028 | 0.3% |
| Salem Fields CLO Ltd 2016-2 | 3.426% | 10/25/2028 | 0.3% |
| Magnetite VII Ltd | 3.103% | 01/15/2028 | 0.3% |
| Dryden 30 Senior Loan Fund | 2.978% | 11/15/2028 | 0.3% |
| Kinder Morgan, Inc. | 0.000% | 10/01/2019 | 0.3% |
| Autoliv ASP Inc | 0.000% | 10/01/2019 | 0.3% |
| Mondelez International, Inc. | 0.000% | 10/01/2019 | 0.3% |
| CenterPoint Energy, Inc. | 0.000% | 10/01/2019 | 0.3% |
| Smithfield Foods, Inc. | 0.000% | 10/01/2019 | 0.3% |
| Diageo Capital plc | 0.000% | 10/03/2019 | 0.3% |
| Energy Transfer Partners L.P. | 0.000% | 10/02/2019 | 0.3% |
| HPS Loan Management 10-2016 Ltd | 3.892% | 01/20/2028 | 0.3% |
| Energy Transfer Partners L.P. | 0.000% | 10/11/2019 | 0.3% |
| Reckitt Benckiser Treasury Services PLC | 2.903% | 06/24/2022 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.2% |
| Dollar Tree, Inc. | 3.288% | 04/17/2020 | 0.2% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.2% |
| JPMorgan Chase & Co. | 3.513% | 10/24/2023 | 0.2% |
| Life Time Fitness, Inc. | 4.874% | 06/10/2022 | 0.2% |
| Wells Fargo & Co. | 3.611% | 07/26/2021 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| BP Capital Markets America Inc | 3.069% | 09/19/2022 | 0.2% |
| Express Scripts Holding Co. | 2.874% | 11/30/2020 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.128% | 01/20/2027 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.328% | 05/15/2023 | 0.2% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 3.148% | 06/15/2037 | 0.2% |
| Volkswagen Group of America Finance LLC | 4.250% | 11/13/2023 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.078% | 04/15/2034 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.699% | 03/15/2037 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.2% |
| Bayer US Finance II LLC | 3.500% | 06/25/2021 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| Huarong Finance II Co Ltd | 4.500% | 01/16/2020 | 0.2% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.2% |
| Elm CLO 2014-1 Ltd | 4.053% | 01/17/2029 | 0.2% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 3.158% | 05/15/2036 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 2.750% | 03/15/2037 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Hawaii Hotel Trust 2019-MAUI | 3.178% | 05/15/2038 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.458% | 05/15/2036 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| West CLO 2014-2 Ltd | 3.192% | 01/16/2027 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.567% | 12/22/2035 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 5.278% | 08/15/2034 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Avery Point CLO Ltd. | 3.283% | 07/17/2026 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Cigna Corp | 3.750% | 07/15/2023 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Citigroup, Inc. | 3.272% | 10/27/2022 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.258% | 05/15/2036 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.510% | 01/05/2034 | 0.2% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.2% |
| Harley-Davidson Financial Services Inc | 3.078% | 03/02/2021 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| AstraZeneca plc | 3.073% | 06/10/2022 | 0.2% |
| Cigna Corp | 3.060% | 09/17/2021 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.228% | 06/15/2038 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| First National Master Note Trust 2017-2 | 2.468% | 10/16/2023 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| AREIT 2018-CRE2 Trust | 3.008% | 11/14/2035 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/15/2024 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| AerCap Ireland Capital Ltd. | 5.000% | 10/01/2021 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| MPLX L.P. | 6.375% | 05/01/2024 | 0.2% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.2% |
| American Airlines, Inc. | 3.914% | 10/10/2021 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.2% |
| M360 2019-CRE2 LLC | 3.441% | 09/15/2034 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.2% |
| Daimler Finance North America LLC | 2.875% | 03/10/2021 | 0.2% |
| Daimler Finance North America LLC | 2.550% | 08/15/2022 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| New Orleans Hotel Trust 2019-HNLA | 3.016% | 04/15/2032 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.299% | 08/15/2046 | 0.2% |
| Williams Scotsman International Inc | 7.875% | 12/15/2022 | 0.2% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| Martin Marietta Materials, Inc. | 3.173% | 05/22/2020 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.794% | 08/20/2030 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.155% | 11/15/2037 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.500% | 04/18/2025 | 0.1% |
| Orec 2018-CRE1 Ltd | 3.208% | 06/15/2036 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 3.178% | 05/15/2037 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Panera Bread Company | 3.813% | 07/18/2022 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.087% | 11/19/2035 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 2.978% | 11/15/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.465% | 03/15/2037 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.128% | 05/15/2036 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.125% | 07/01/2022 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 3.018% | 03/25/2034 | 0.1% |
| CA, Inc. | 3.600% | 08/01/2020 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.578% | 09/15/2028 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Transdigm, Inc. | 4.544% | 06/09/2023 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| AT&T, Inc. | 3.616% | 06/12/2024 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Colfax Corp. | 0.000% | 12/17/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| Symantec Corp | 4.483% | 08/01/2021 | 0.1% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.000% | 01/17/2023 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| GS Mortgage Securities Trust | 5.556% | 08/10/2044 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.142% | 05/05/2032 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Kinder Morgan, Inc. | 3.583% | 01/15/2023 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.1% |
| SemGroup Corp. | 7.250% | 03/15/2026 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.783% | 11/15/2043 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.745% | 01/25/2046 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.278% | 11/15/2036 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 3.478% | 05/15/2038 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 4.066% | 04/15/2032 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.457% | 11/19/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.528% | 06/15/2038 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.978% | 07/15/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.428% | 11/15/2036 | 0.1% |
| KREF 2018-FL1 Ltd | 3.297% | 06/15/2036 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.178% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.978% | 06/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.678% | 06/15/2035 | 0.1% |
| BDS 2019-FL3 LTD | 3.597% | 12/15/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.407% | 11/19/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.807% | 11/19/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.458% | 06/15/2035 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 3.207% | 05/15/2029 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 3.528% | 06/15/2037 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.287% | 02/22/2032 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.018% | 12/15/2027 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 2.958% | 12/15/2036 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.358% | 07/15/2024 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.878% | 07/15/2032 | 0.1% |
| Lendmark Funding Trust 2017-2 | 2.800% | 05/20/2026 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.536% | 07/21/2024 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| BDS 2018-FL2 | 2.975% | 08/15/2035 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.094% | 08/20/2030 | 0.1% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.911% | 08/15/2049 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| ONEOK, Inc. | 3.647% | 11/19/2021 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 3.028% | 03/15/2036 | 0.1% |
| NVA Holdings, Inc. | 4.982% | 02/02/2025 | 0.1% |
| American Airlines, Inc. | 4.044% | 04/28/2023 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.644% | 08/20/2030 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.831% | 05/15/2035 | 0.1% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Towd Point Mortgage Trust 2019-HY2 | 3.018% | 05/25/2058 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Georgia Power Co. | 2.200% | 09/15/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.228% | 04/15/2031 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| EQT Corp. | 3.362% | 10/01/2020 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Equinix, Inc. | 5.375% | 04/01/2023 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| CenturyLink, Inc. | 4.794% | 11/01/2022 | 0.1% |
| Newmont Mining Corp. | 3.625% | 06/09/2021 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.941% | 01/15/2049 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.458% | 04/18/2022 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| MPLX L.P. | 3.202% | 09/09/2022 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.1% |
| CVS Caremark Corp. | 2.625% | 08/15/2024 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.1% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| Florida Power & Light Co. | 2.965% | 05/06/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 3.696% | 04/26/2022 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.562% | 11/15/2049 | 0.1% |
| CDW Corp. | 5.000% | 09/01/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| BBCMS Trust 2018-BXH | 3.028% | 10/15/2037 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| SLIDE 2018-FUN | 2.928% | 06/15/2031 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| RETL 2019-RVP | 3.178% | 03/15/2036 | 0.1% |
| AbbVie, Inc. | 3.750% | 11/14/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.328% | 06/15/2032 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| Vulcan Materials Co. | 3.010% | 06/15/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.223% | 09/15/2050 | 0.1% |
| BX Trust 2017-SLCT | 4.078% | 07/15/2034 | 0.1% |
| Romania | 6.750% | 02/07/2022 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.133% | 08/15/2049 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Morgan Stanley | 3.772% | 01/20/2022 | 0.1% |
| Charter Communications Operating LLC | 4.229% | 02/01/2024 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Ford Motor Credit Co. LLC | 3.273% | 09/24/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| SLC Student Loan Trust 2008-1 | 3.719% | 12/15/2032 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.031% | 03/10/2049 | 0.1% |
| HCA Healthcare Inc | 3.997% | 03/17/2023 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.278% | 08/15/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Newmont Mining Corp. | 3.700% | 03/15/2023 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 3.363% | 10/31/2022 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| BX Trust 2017-SLCT | 5.178% | 07/15/2034 | 0.1% |
| Tex Operations Co. LLC | 4.132% | 08/04/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Cigna Corp | 3.193% | 07/15/2023 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| RETL 2019-RVP | 4.128% | 03/15/2036 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.628% | 06/15/2032 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 3.278% | 01/15/2034 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.428% | 03/15/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| CSMC 2017-HD Trust | 2.978% | 02/15/2031 | 0.1% |
| CSMC 2017-HD Trust | 4.528% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-PFHP | 2.978% | 12/15/2030 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| Nissan Motor Acceptance Corp. | 3.020% | 09/28/2022 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.1% |
| Nielsen Finance LLC / Nielsen Finance Co. | 5.000% | 04/15/2022 | 0.1% |
| Global Payments, Inc. | 2.650% | 02/15/2025 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.078% | 12/15/2033 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| General Motors Financial Co., Inc. | 3.550% | 07/08/2022 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.0% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.0% |
| BX Trust 2018-BILT | 2.828% | 05/15/2030 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.017% | 07/05/2033 | 0.0% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| KLA-Tencor Corp. | 4.650% | 11/01/2024 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.398% | 04/15/2034 | 0.0% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.868% | 06/25/2035 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| BXP Trust 2017-CQHP | 2.878% | 11/15/2034 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.478% | 05/15/2036 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 2.798% | 12/15/2034 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| Dominion Resources, Inc. | 2.715% | 08/15/2021 | 0.0% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.878% | 01/15/2033 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.0% |
| HD Supply Inc. | 5.575% | 08/01/2024 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Becton, Dickinson & Co. | 3.194% | 12/29/2020 | 0.0% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.178% | 09/15/2028 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Uber Technologies | 5.554% | 07/13/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Sempra Energy | 3.097% | 01/15/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.751% | 12/15/2048 | 0.0% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.728% | 12/15/2034 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| CEC Entertainment, Inc. | 8.000% | 02/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.876% | 12/15/2049 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.149% | 01/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.865% | 09/15/2048 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 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% |
| General Mills, Inc. | 3.598% | 10/17/2023 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| LMREC 2015-CRE, Inc. | 3.017% | 02/22/2032 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| RAIT 2017-FL7 Trust | 2.978% | 06/15/2037 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Plantronics, Inc. | 5.500% | 05/31/2023 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| Altria Group, Inc. | 3.800% | 02/14/2024 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| SemGroup Corp / Rose Rock Finance Corp | 5.625% | 11/15/2023 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Highwoods Realty L.P. | 3.625% | 01/15/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| BX Trust 2018-GW | 2.828% | 05/15/2035 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Transocean Sentry Ltd | 5.375% | 05/15/2023 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| BDS 2018-FL1 | 2.875% | 01/15/2035 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.904% | 06/15/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development | 4.544% | 08/18/2022 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| West Fraser Timber Co. Ltd. | 4.350% | 10/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| Federal National Mortgage Assoc. | 3.684% | 01/01/2042 | 0.0% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 4.044% | 10/07/2024 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| Infor (US), Inc. (fka Lawson Software Inc.) | 5.341% | 02/01/2022 | 0.0% |
| AutoNation, Inc. | 3.500% | 11/15/2024 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Federal National Mortgage Assoc. | 4.755% | 10/01/2036 | 0.0% |
| Federal National Mortgage Assoc. | 2.719% | 12/01/2045 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| Occidental Petroleum Corp. | 3.637% | 08/15/2022 | 0.0% |
| Sophia, L.P. | 5.354% | 09/30/2022 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.928% | 04/15/2031 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 0.0% |
| Newell Rubbermaid, Inc. | 5.000% | 11/15/2023 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.673% | 07/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.536% | 01/05/2034 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.090% | 03/10/2046 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| IHS Markit Ltd | 3.625% | 05/01/2024 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.807% | 03/12/2021 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.028% | 01/15/2035 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.0% |
| Wabtec Corp. | 3.710% | 09/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| NXP BV / NXP Funding LLC | 4.875% | 03/01/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Comfort Holding, LLC | 6.794% | 02/05/2024 | 0.0% |
| GLP Financing, LLC | 3.544% | 04/28/2021 | 0.0% |
| Novelis Corp. | 6.250% | 08/15/2024 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Williams Cos., Inc. | 4.500% | 11/15/2023 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.0% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Parsley Energy LLC | 6.250% | 06/01/2024 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| SLIDE 2018-FUN | 3.878% | 06/15/2031 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| BX Trust 2018-BILT | 3.798% | 05/15/2030 | 0.0% |
| Phillips 66 | 2.732% | 02/26/2021 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| American Airlines, Inc. | 4.028% | 12/14/2023 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| General Electric Co. | 3.410% | 03/15/2023 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.500% | 06/10/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Prestige Auto Receivables Trust 2019-1 | 3.010% | 08/15/2025 | 0.0% |
| HCP, Inc. | 4.200% | 03/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.328% | 04/15/2031 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| WGL Holdings, Inc. | 2.986% | 03/12/2020 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| Federal National Mortgage Assoc. | 4.814% | 04/01/2040 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.631% | 08/10/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.028% | 06/15/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.317% | 07/05/2033 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.717% | 07/05/2033 | 0.0% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| Federal National Mortgage Assoc. | 2.922% | 06/01/2042 | 0.0% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| COMM Mortgage Trust | 0.250% | 09/10/2047 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| BX Trust 2018-GW | 3.798% | 05/15/2035 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| SLIDE 2018-FUN | 3.278% | 06/15/2031 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| General Electric Co. | 4.625% | 01/07/2021 | 0.0% |
| GS Mortgage Securities Trust | 0.330% | 11/10/2048 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.978% | 08/15/2045 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Triumph Group, Inc. | 6.250% | 09/15/2024 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.0% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.310% | 11/10/2049 | 0.0% |
| SLIDE 2018-FUN | 3.578% | 06/15/2031 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.538% | 10/15/2034 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| MGM Resorts International (MGM Grand Detroit, LLC) | 4.044% | 12/21/2023 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.802% | 07/15/2050 | 0.0% |
| UTEX Industries | 6.044% | 05/22/2021 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.708% | 12/01/2040 | 0.0% |
| HCP, Inc. | 4.000% | 12/01/2022 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| GS Mortgage Securities Trust | 2.125% | 01/10/2045 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.148% | 04/15/2031 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.028% | 06/15/2035 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| General Electric Co. | 5.300% | 02/11/2021 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| Government National Mortgage Association | 1.058% | 12/16/2054 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| CVS Caremark Corp. | 4.000% | 12/05/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.888% | 12/10/2054 | 0.0% |
| Federal National Mortgage Assoc. | 4.603% | 03/01/2042 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.525% | 06/01/2041 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Equinix, Inc. | 5.375% | 01/01/2022 | 0.0% |
| FMG Finance Pty Ltd. | 4.750% | 05/15/2022 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Cigna Corp | 2.760% | 03/17/2020 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| Federal National Mortgage Assoc. | 2.822% | 10/01/2045 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.100% | 10/01/2024 | 0.0% |
| Federal National Mortgage Assoc. | 2.665% | 12/01/2045 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| AES Corporation, The | 4.116% | 05/31/2022 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.100% | 06/15/2048 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.787% | 06/01/2042 | 0.0% |
| FHC Health Systems, Inc. | 6.104% | 12/23/2021 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.694% | 01/20/2022 | 0.0% |
| UTEX Industries | 9.294% | 05/22/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.548% | 08/10/2049 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Sempra Energy | 2.875% | 10/01/2022 | 0.0% |
| TransDigm, Inc. | 6.000% | 07/15/2022 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| COMM Mortgage Trust | 0.822% | 07/10/2050 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.354% | 10/09/2020 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.509% | 06/15/2045 | 0.0% |
| BX Trust 2017-SLCT | 3.228% | 07/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 4.648% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.562% | 03/16/2056 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Federal National Mortgage Assoc. | 4.620% | 12/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 4.345% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.000% | 08/20/2030 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US 2YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| FX USD/CAD 12/19 | 0.000% | 12/13/2019 | 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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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.