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 | 2.750% | 09/30/2020 | 2.3% |
| GoldenTree Loan Opportunities IX Ltd | 3.709% | 10/29/2026 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| U.S. Treasury Note/Bond | 2.875% | 09/30/2023 | 0.6% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.6% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 0.5% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.5% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 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 | 2.625% | 08/31/2020 | 1.0% |
| GoldenTree Loan Opportunities IX Ltd | 3.709% | 10/29/2026 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.6% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.5% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.5% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.5% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.5% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.4% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.4% |
| CHT 2017-COSMO Mortgage Trust | 2.993% | 11/15/2036 | 0.4% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.4% |
| Discover Bank | 8.700% | 11/18/2019 | 0.4% |
| Discover Bank | 7.000% | 04/15/2020 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.4% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.4% |
| Discover Card Execution Note Trust | 1.640% | 07/15/2021 | 0.4% |
| THL Credit Wind River 2014-3 CLO Ltd | 3.947% | 01/22/2027 | 0.4% |
| Halcyon Loan Advisors Funding Ltd. | 3.725% | 07/25/2027 | 0.4% |
| Ammc Clo 19 Ltd. | 3.839% | 10/15/2028 | 0.4% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.189% | 01/15/2026 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| West CLO 2014-2 Ltd | 3.209% | 01/16/2027 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| OHA Loan Funding Ltd. | 3.724% | 08/15/2029 | 0.4% |
| Avery Point CLO Ltd. | 3.316% | 07/17/2026 | 0.4% |
| Octagon Investment Partners XXI Ltd. | 3.669% | 11/14/2026 | 0.4% |
| Mylan, Inc. | 0.000% | 09/04/2018 | 0.4% |
| Pentair Finance SA | 0.000% | 09/04/2018 | 0.4% |
| Union Pacific Corp. | 0.000% | 09/06/2018 | 0.4% |
| Energy Transfer Partners L.P. | 0.000% | 09/05/2018 | 0.4% |
| Magnetite VII Ltd | 3.139% | 01/15/2028 | 0.4% |
| Dryden 30 Senior Loan Fund | 3.134% | 11/15/2028 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.3% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 0.3% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.3% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.3% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.613% | 03/15/2027 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.363% | 05/15/2023 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.393% | 03/15/2023 | 0.3% |
| Mountain Hawk III CLO Ltd. | 3.533% | 04/18/2025 | 0.3% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.734% | 03/15/2037 | 0.3% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.3% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.063% | 06/15/2032 | 0.3% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.3% |
| AT&T INC | 3.571% | 12/14/2020 | 0.3% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.3% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.3% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| BBCMS 2018-TALL Mortgage Trust | 2.785% | 03/15/2037 | 0.3% |
| Banco Bilbao Vizcaya Argentaria, S.A. | 3.000% | 10/20/2020 | 0.3% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.3% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.3% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.3% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.3% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.3% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.3% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.3% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.3% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.3% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.3% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.3% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/07/2022 | 0.3% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.3% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.3% |
| First National Master Note Trust 2017-2 | 2.503% | 10/16/2023 | 0.3% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Cleveland Electric Illuminating Co. | 8.875% | 11/15/2018 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.2% |
| At&t Inc | 3.585% | 12/14/2022 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.827% | 08/20/2030 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.303% | 08/15/2046 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 4.009% | 01/25/2047 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.2% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 2.665% | 01/25/2046 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.500% | 03/15/2037 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| LMREC 2015-CRE, Inc. | 3.045% | 02/22/2032 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Dell Intl LLC | 3.580% | 12/31/2018 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Dell International LLC | 3.830% | 09/07/2021 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 2.810% | 04/20/2021 | 0.2% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.2% |
| GS Mortgage Securities Trust | 5.558% | 08/10/2044 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.2% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.2% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.930% | 08/15/2049 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.2% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.2% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.2% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.2% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.2% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.2% |
| Invitation Homes, Inc. | 3.777% | 02/06/2022 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.783% | 11/15/2043 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| Energy Transfer Equity L.P. | 4.250% | 03/15/2023 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.633% | 05/08/2030 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.813% | 03/15/2027 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.363% | 10/15/2034 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.313% | 11/15/2036 | 0.1% |
| PFP 2017-3 Ltd. | 5.563% | 01/14/2035 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.233% | 05/08/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.713% | 06/15/2035 | 0.1% |
| BDS 2018-FL1 | 2.910% | 01/15/2035 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.213% | 06/15/2028 | 0.1% |
| PFP 2017-3 Ltd. | 3.813% | 01/14/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.493% | 06/15/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.463% | 11/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.013% | 06/15/2035 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.563% | 06/15/2029 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.315% | 02/22/2032 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.053% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.913% | 07/15/2032 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| GS Mortgage Securities Corp. II | 3.013% | 07/15/2035 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 2.993% | 12/15/2036 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.559% | 07/22/2024 | 0.1% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.1% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.127% | 08/20/2030 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| Citigroup Commercial Mortgage Trust | 4.163% | 09/15/2027 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Pacific Gas & Electric Co. | 2.541% | 11/28/2018 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.677% | 08/20/2030 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.866% | 05/15/2035 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.960% | 01/15/2049 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Hewlett-Packard Co. | 3.288% | 01/14/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.263% | 04/15/2031 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.915% | 06/25/2035 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.587% | 11/15/2049 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| U.S. Treasury Note/Bond | 2.750% | 08/31/2023 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| BMC Software Finance, Inc. | 8.125% | 07/15/2021 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| eBay, Inc. | 2.838% | 08/01/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.783% | 10/15/2034 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| BX Trust 2017-SLCT | 4.113% | 07/15/2034 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Citigroup, Inc. | 3.056% | 10/27/2022 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.235% | 09/15/2050 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 7.500% | 07/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.363% | 06/15/2032 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.040% | 03/10/2049 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.135% | 08/15/2049 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Vulcan Materials Co. | 2.725% | 06/15/2020 | 0.1% |
| Navient Student Loan Trust 2018-1 | 2.255% | 03/25/2067 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 3.472% | 04/26/2022 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.313% | 08/15/2034 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 1.640% | 09/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.350% | 07/05/2033 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Morgan Stanley | 3.539% | 01/20/2022 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| BX Trust 2017-SLCT | 5.213% | 07/15/2034 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.922% | 01/15/2033 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Charter Communications Operating LLC | 4.500% | 02/01/2024 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| BMC Software Finance, Inc. | 5.326% | 09/10/2022 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Morgan Stanley | 3.155% | 02/14/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| LSTAR Commercial Mortgage Trust | 3.127% | 04/20/2048 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| BX Trust 2017-SLCT | 2.983% | 07/15/2034 | 0.1% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.502% | 11/15/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.063% | 01/15/2035 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.663% | 06/15/2032 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| CSMC 2016-MFF | 5.563% | 11/15/2033 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| CSMC 2016-MFF | 4.563% | 11/15/2033 | 0.1% |
| CSMC 2017-HD Trust | 4.563% | 02/15/2031 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.463% | 03/15/2023 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| CSMC Trust 2017-PFHP | 3.013% | 12/15/2030 | 0.1% |
| CSMC 2017-HD Trust | 3.013% | 02/15/2031 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Vodafone Group plc | 3.290% | 01/16/2024 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| BX Trust 2017-SLCT | 3.263% | 07/15/2034 | 0.1% |
| Mitsubishi UFJ Financial Grp, Inc. | 3.535% | 07/26/2021 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| BX Trust 2018-BILT | 2.863% | 05/15/2030 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Pinnacle Foods Finance LLC | 4.050% | 02/03/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.030% | 07/05/2033 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| BXP Trust 2017-CQHP | 2.913% | 11/15/2034 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Energy Transfer Partners LP | 4.650% | 06/01/2021 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.833% | 12/15/2034 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.257% | 01/15/2048 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.941% | 12/15/2049 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.1% |
| BBCMS 2017-GLKS Mortgage Trust | 3.263% | 11/15/2034 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| PFP 2017-3 Ltd. | 3.113% | 01/14/2035 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.910% | 09/15/2048 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Sempra Energy | 2.848% | 01/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.753% | 12/15/2048 | 0.1% |
| RAIT 2017-FL8 Trust | 2.913% | 12/15/2037 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.1% |
| Becton, Dickinson & Co. | 3.209% | 12/29/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.1% |
| Federal National Mortgage Assoc. | 2.082% | 10/01/2036 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.1% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.1% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.1% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 01/01/2042 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.763% | 12/15/2034 | 0.0% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.0% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.0% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.313% | 09/30/2025 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 0.0% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.106% | 03/10/2046 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.021% | 07/15/2034 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.0% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.638% | 08/20/2030 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| Building Materials Corp. of America | 5.375% | 11/15/2024 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| BX Trust 2018-GW | 2.863% | 05/15/2035 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2045 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| Total System Services, Inc. | 4.000% | 06/01/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Flowserve Corp. | 2.848% | 10/14/2020 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Entergy Texas, Inc. | 7.125% | 02/01/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.762% | 07/15/2048 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 04/01/2040 | 0.0% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.413% | 06/15/2029 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Envision Healthcare Corp. | 6.250% | 12/01/2024 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.912% | 06/15/2045 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.861% | 11/11/2041 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Express Scripts Holding Co. | 4.750% | 11/15/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.963% | 04/15/2031 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Vipshop Holdings Ltd. | 1.500% | 03/15/2019 | 0.0% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.0% |
| United Technologies Corp. | 3.350% | 08/16/2021 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.551% | 06/10/2048 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| Citigroup, Inc. | 3.320% | 04/25/2022 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.004% | 08/15/2045 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.0% |
| Vulcan Materials Co. | 2.950% | 03/01/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.321% | 07/15/2034 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| BX Trust 2018-BILT | 3.833% | 05/15/2030 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Phillips 66 | 2.911% | 02/26/2021 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.646% | 09/10/2049 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 06/01/2042 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.363% | 04/15/2031 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Government National Mortgage Association | 1.168% | 12/16/2054 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.647% | 12/01/2040 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| GS Mortgage Securities Trust | 0.331% | 11/10/2048 | 0.0% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.538% | 10/15/2034 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.630% | 07/05/2033 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.080% | 07/05/2033 | 0.0% |
| Phillips 66 | 2.998% | 04/15/2019 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| GS Mortgage Securities Trust | 2.137% | 01/10/2045 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| GLP Financing, LLC | 3.577% | 04/28/2021 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 03/01/2042 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| BX Trust 2018-GW | 3.833% | 05/15/2035 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.335% | 11/10/2049 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.841% | 07/15/2050 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.0% |
| AmerisourceBergen Corp. | 3.500% | 11/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| UTEX Industries | 6.076% | 05/22/2021 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Yonkers Racing Corp. | 5.571% | 05/31/2024 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Newell Rubbermaid, Inc. | 5.000% | 11/15/2023 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| South Carolina Electric & Gas Co. | 6.500% | 11/01/2018 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.901% | 06/01/2041 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| HD Supply, Inc. | 5.750% | 04/15/2024 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| U.S. Treasury Note/Bond | 6.250% | 08/15/2023 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.063% | 06/15/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.183% | 04/15/2031 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Martin Marietta Materials, Inc. | 2.980% | 05/22/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| BBCMS 2017-GLKS Mortgage Trust | 3.463% | 11/15/2034 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.927% | 12/10/2054 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.102% | 10/01/2043 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Federal-Mogul Corporation | 5.815% | 04/15/2021 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 10/01/2045 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2045 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.879% | 06/01/2042 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Newell Rubbermaid, Inc. | 2.875% | 12/01/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.584% | 10/09/2020 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| L-3 Communications Corp. | 4.950% | 02/15/2021 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| UTEX Industries | 9.326% | 05/22/2022 | 0.0% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.0% |
| Tesoro Corp. | 5.375% | 10/01/2022 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.727% | 01/20/2022 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.563% | 08/10/2049 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.0% |
| Analog Devices, Inc. | 2.850% | 03/12/2020 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 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% |
| H/2 Asset Funding Ltd. | 3.716% | 06/24/2049 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.0% |
| Commercial Mortgage Loan Trust | 6.253% | 12/10/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.570% | 06/15/2045 | 0.0% |
| COMM Mortgage Trust | 0.877% | 07/10/2050 | 0.0% |
| WFCG Commercial Mortgage Trust | 3.185% | 11/15/2029 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2040 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| Government National Mortgage Association | 0.570% | 03/16/2056 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 12/01/2040 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.082% | 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% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) DEC18 | 0.000% | 01/04/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| US 2YR NOTE (CBT) DEC18 | 0.000% | 01/04/2019 | 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 in the Fund will change as interest rates fluctuate in response to market movements. When interest rates rise, the prices of debt securities are likely to decline, and when interest rates fall, the prices of debt securities tend to rise. 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. The fund performance history at this time is very limited; therefore, performance achieved during its initial period of investment operation may not be replicated over longer periods and may not be indicative of how the Fund will perform in the future. 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.