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 | 1.375% | 01/31/2022 | 3.1% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 2.589% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 2.841% | 11/12/2021 | 0.7% |
| U.S. Treasury Note/Bond | 1.125% | 02/28/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| AT&T, Inc. | 3.312% | 06/12/2024 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 3.159% | 08/15/2032 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 2.579% | 10/15/2036 | 0.5% |
| NextEra Energy Capital Holdings, Inc. | 2.630% | 02/25/2022 | 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 | 1.375% | 01/31/2022 | 3.8% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 2.606% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.121% | 11/12/2021 | 0.7% |
| Electricite de France SA | 0.000% | 02/04/2020 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| AT&T, Inc. | 3.312% | 06/12/2024 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 2.596% | 10/15/2036 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 3.176% | 08/15/2032 | 0.5% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.5% |
| NextEra Energy Capital Holdings, Inc. | 2.852% | 02/25/2022 | 0.5% |
| Caterpillar Financial Services Corp. | 2.668% | 05/15/2023 | 0.5% |
| Equifax, Inc. | 3.028% | 08/15/2021 | 0.4% |
| Kraft Heinz Foods Co. | 2.475% | 02/10/2021 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 2.656% | 05/15/2036 | 0.4% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.4% |
| Constellation Brands, Inc. | 2.858% | 11/15/2021 | 0.4% |
| Prosus NV | 6.000% | 07/18/2020 | 0.4% |
| Vulcan Materials Co. | 2.557% | 03/01/2021 | 0.4% |
| AvalonBay Communities, Inc. | 2.257% | 01/15/2021 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| Barclays Bank UK PLC | 0.000% | 02/05/2020 | 0.4% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.3% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.3% |
| Hewlett Packard Enterprise Co. | 2.763% | 10/05/2021 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.3% |
| MPLX L.P. | 3.202% | 09/09/2022 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.006% | 03/15/2023 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Dryden XXV Senior Loan Fund | 3.181% | 10/15/2027 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Bayer US Finance II LLC | 3.375% | 07/15/2024 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 2.676% | 10/15/2036 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 2.695% | 06/24/2022 | 0.2% |
| BlueMountain CLO 2012-2 Ltd | 2.949% | 11/20/2028 | 0.2% |
| Northwoods Capital 20 Ltd | 3.221% | 01/25/2030 | 0.2% |
| TICP CLO VI 2016-2 Ltd | 3.031% | 01/15/2029 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 2.944% | 10/25/2028 | 0.2% |
| Ares XLI Clo Ltd | 3.031% | 01/15/2029 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 3.569% | 01/20/2028 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Ammc Clo 19 Ltd. | 3.631% | 10/16/2028 | 0.2% |
| Mountain View Clo XIV Ltd | 3.271% | 04/15/2029 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 3.069% | 01/20/2029 | 0.2% |
| LCM XXIV Ltd | 3.129% | 03/20/2030 | 0.2% |
| OZLM Ltd. | 3.006% | 10/17/2029 | 0.2% |
| OZLM Funding III Ltd | 2.982% | 01/22/2029 | 0.2% |
| KKR CLO 28 LTD | 0.000% | 03/15/2031 | 0.2% |
| AutoNation, Inc. | 0.000% | 02/03/2020 | 0.2% |
| Jabil, Inc. | 0.000% | 02/03/2020 | 0.2% |
| Broadcom Inc | 0.000% | 02/12/2020 | 0.2% |
| Aviation Capital Group Corp. | 0.000% | 02/24/2020 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Boeing Co. | 0.000% | 10/29/2020 | 0.2% |
| Great Wolf Trust 2019-WOLF | 2.710% | 12/15/2036 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.2% |
| JPMorgan Chase & Co. | 3.166% | 10/24/2023 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Bayer US Finance II LLC | 3.129% | 12/15/2023 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| BP Capital Markets America Inc | 2.814% | 09/19/2022 | 0.2% |
| Wells Fargo & Co. | 2.961% | 07/26/2021 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Express Scripts Holding Co. | 2.874% | 11/30/2020 | 0.2% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 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 | 1.976% | 05/15/2023 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Bahamas Government International Bond | 5.750% | 01/16/2024 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 2.796% | 06/15/2037 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 2.726% | 04/15/2034 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.347% | 03/15/2037 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 03/14/2021 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Gold Fields Orogen Holding BVI Ltd. | 4.875% | 10/07/2020 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.2% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.2% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| Albemarle Corp. | 2.941% | 11/15/2022 | 0.2% |
| BanColombia SA | 3.000% | 01/29/2025 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.806% | 05/15/2036 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| Southern Power Co | 2.706% | 12/20/2020 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| Elm CLO 2014-1 Ltd | 3.586% | 01/17/2029 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 2.398% | 03/15/2037 | 0.2% |
| Steel Dynamics, Inc. | 4.125% | 09/15/2025 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| Hawaii Hotel Trust 2019-MAUI | 2.826% | 05/15/2038 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.106% | 05/15/2036 | 0.2% |
| Halcyon Loan Advisors Funding Ltd. | 2.874% | 07/25/2027 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.061% | 12/22/2035 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 2.669% | 01/20/2027 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| Citigroup, Inc. | 2.626% | 10/27/2022 | 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% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 2.906% | 05/15/2036 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| Harley-Davidson Financial Services Inc | 2.847% | 03/02/2021 | 0.2% |
| AstraZeneca plc | 2.754% | 06/10/2022 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Cigna Corp | 2.789% | 09/17/2021 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 2.876% | 06/15/2038 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 4.926% | 08/15/2034 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.2% |
| First National Master Note Trust 2017-2 | 2.116% | 10/16/2023 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| ACAM 2019-FL1 ltd | 3.200% | 11/17/2034 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 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% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| U.S. Treasury Note/Bond | 1.375% | 01/31/2025 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.510% | 01/05/2034 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Towd Point Mortgage Trust 2019-HY2 | 2.661% | 05/25/2058 | 0.2% |
| MPLX L.P. | 6.375% | 05/01/2024 | 0.2% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.2% |
| M360 2019-CRE2 LLC | 3.076% | 09/15/2034 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 2.914% | 03/19/2021 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.1% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 2.665% | 04/15/2032 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.298% | 08/15/2046 | 0.1% |
| NVA Holdings, Inc. | 5.099% | 02/02/2025 | 0.1% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| AbbVie, Inc. | 2.600% | 11/21/2024 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.1% |
| Asbury Automotive Group, Inc. | 6.000% | 12/15/2024 | 0.1% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| Cardinal Health, Inc. | 2.664% | 06/15/2022 | 0.1% |
| Martin Marietta Materials, Inc. | 2.800% | 05/22/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.1% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 2.867% | 11/15/2037 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 2.826% | 05/15/2037 | 0.1% |
| Orec 2018-CRE1 Ltd | 2.856% | 06/15/2036 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 2.688% | 11/19/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.113% | 03/15/2037 | 0.1% |
| Panera Bread Company | 3.438% | 07/18/2022 | 0.1% |
| AREIT 2018-CRE2 Trust | 2.650% | 11/14/2035 | 0.1% |
| Williams Scotsman International Inc | 7.875% | 12/15/2022 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 2.776% | 05/15/2036 | 0.1% |
| JFIN CLO 2013 Ltd | 3.209% | 01/20/2030 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.125% | 07/01/2022 | 0.1% |
| Parsley Energy LLC | 6.250% | 06/01/2024 | 0.1% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.1% |
| Discover Card Execution Note Trust | 1.890% | 10/15/2024 | 0.1% |
| Avery Point CLO Ltd. | 2.816% | 07/17/2026 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 2.661% | 03/25/2034 | 0.1% |
| Great Wolf Trust 2019-WOLF | 3.609% | 12/15/2036 | 0.1% |
| Great Wolf Trust 2019-WOLF | 3.309% | 12/15/2036 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.226% | 09/15/2028 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2020-A | 1.820% | 03/15/2022 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| West CLO 2014-2 Ltd | 2.713% | 01/16/2027 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.1% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 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% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| PFP 2019-6 Ltd | 2.727% | 04/14/2037 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.000% | 01/17/2023 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.142% | 05/05/2032 | 0.1% |
| QEP Resources, Inc. | 6.875% | 03/01/2021 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| GS Mortgage Securities Trust | 5.556% | 08/10/2044 | 0.1% |
| Kinder Morgan, Inc. | 3.281% | 01/15/2023 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Spirit AeroSystems, Inc. | 3.950% | 06/15/2023 | 0.1% |
| Stars Group Holdings BV | 5.445% | 07/10/2025 | 0.1% |
| Vulcan Materials Co. | 2.719% | 06/15/2020 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| FirstEnergy Corp. | 0.000% | 09/11/2021 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Occidental Petroleum Corp. | 3.637% | 08/15/2022 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| Covanta Holding Corp. | 5.875% | 07/01/2025 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.820% | 11/15/2043 | 0.1% |
| CenturyLink, Inc. | 0.000% | 01/28/2025 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.1% |
| CPS Auto Receivables Trust 2020-A | 2.900% | 12/15/2025 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.490% | 01/20/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.676% | 10/15/2036 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| New Residential Mortgage Loan Trust | 2.464% | 01/26/2060 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 2.756% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.126% | 10/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.058% | 11/19/2035 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 2.926% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.476% | 10/15/2036 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.926% | 11/15/2036 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.408% | 11/19/2035 | 0.1% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.144% | 07/21/2024 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.106% | 06/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.326% | 06/15/2035 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.006% | 07/15/2024 | 0.1% |
| BDS 2019-FL3 LTD | 3.069% | 12/15/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.076% | 11/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.626% | 07/15/2035 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 3.126% | 05/15/2038 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 3.715% | 04/15/2032 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 2.826% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 2.606% | 12/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.626% | 06/15/2035 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 3.176% | 06/15/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.176% | 06/15/2038 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.008% | 11/19/2035 | 0.1% |
| KREF 2018-FL1 Ltd | 2.769% | 06/15/2036 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 2.666% | 12/15/2027 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 2.914% | 05/15/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.526% | 07/15/2032 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.911% | 02/22/2032 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.1% |
| Phillips 66 | 2.732% | 02/26/2021 | 0.1% |
| Becton, Dickinson & Co. | 3.164% | 06/06/2022 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.807% | 03/12/2021 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Great Wolf Trust 2019-WOLF | 4.408% | 12/15/2036 | 0.1% |
| Steel Dynamics, Inc. | 5.500% | 10/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| ONEOK, Inc. | 3.647% | 11/19/2021 | 0.1% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.1% |
| Highwoods Realty L.P. | 3.625% | 01/15/2023 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| American Airlines, Inc. | 3.649% | 04/28/2023 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.479% | 05/15/2035 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.904% | 08/15/2049 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.308% | 01/25/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.876% | 04/15/2031 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Great Wolf Trust 2019-WOLF | 3.010% | 12/15/2036 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 2.676% | 03/15/2036 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.019% | 04/18/2025 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| CenturyLink, Inc. | 0.000% | 11/01/2022 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.106% | 04/18/2022 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 7.659% | 08/13/2021 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Dollar Tree, Inc. | 2.702% | 04/17/2020 | 0.1% |
| Toronto-Dominion Bank | 2.437% | 12/01/2022 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| BDS 2018-FL2 | 2.619% | 08/15/2035 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| Florida Power & Light Co. | 2.308% | 05/06/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 3.046% | 04/26/2022 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Nutrien Ltd | 3.375% | 03/15/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| BBCMS Trust 2018-BXH | 2.676% | 10/15/2037 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.553% | 11/15/2049 | 0.1% |
| SLIDE 2018-FUN | 2.576% | 06/15/2031 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 2.062% | 01/15/2049 | 0.1% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 3.645% | 10/07/2024 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Arconic Inc | 5.125% | 10/01/2024 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| BX Trust 2017-SLCT | 3.726% | 07/15/2034 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| RETL 2019-RVP | 2.826% | 03/15/2036 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.976% | 06/15/2032 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.218% | 09/15/2050 | 0.1% |
| Morgan Stanley | 3.146% | 01/20/2022 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.132% | 08/15/2049 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 3.065% | 09/24/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 2.996% | 10/15/2036 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| SLC Student Loan Trust 2008-1 | 3.494% | 12/15/2032 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.1% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 5.926% | 08/15/2034 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 2.707% | 10/31/2022 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.995% | 03/10/2049 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 10.908% | 08/13/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| BX Trust 2017-SLCT | 4.826% | 07/15/2034 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Western Gas Partners L.P. | 2.698% | 01/13/2023 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.0% |
| Cigna Corp | 2.891% | 07/15/2023 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.0% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.0% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.0% |
| RETL 2019-RVP | 3.776% | 03/15/2036 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 2.926% | 01/15/2034 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| Capital One Multi-Asset Execution Trust | 2.076% | 03/15/2023 | 0.0% |
| CSMC Trust 2017-PFHP | 2.626% | 12/15/2030 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| Nissan Motor Acceptance Corp. | 2.794% | 09/28/2022 | 0.0% |
| CSMC 2017-HD Trust | 2.626% | 02/15/2031 | 0.0% |
| CSMC 2017-HD Trust | 4.176% | 02/15/2031 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 2.726% | 12/15/2033 | 0.0% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.276% | 06/15/2032 | 0.0% |
| BX Trust 2018-BILT | 2.476% | 05/15/2030 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.684% | 07/05/2033 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.046% | 04/15/2034 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| BXP Trust 2017-CQHP | 2.526% | 11/15/2034 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.126% | 05/15/2036 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 2.446% | 12/15/2034 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| HD Supply Inc. | 5.575% | 08/01/2024 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Becton, Dickinson & Co. | 2.979% | 12/29/2020 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.826% | 09/15/2028 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| Sempra Energy | 2.501% | 01/15/2021 | 0.0% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.750% | 12/15/2048 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 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% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 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% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.376% | 12/15/2034 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| SESI LLC | 7.125% | 12/15/2021 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Viking Cruises Ltd. | 6.250% | 05/15/2025 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| General Mills, Inc. | 3.012% | 10/17/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.869% | 12/15/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.853% | 09/15/2048 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.103% | 01/15/2048 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.526% | 01/15/2033 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.0% |
| BX Trust 2018-GW | 2.476% | 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% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.511% | 06/25/2035 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.903% | 06/15/2045 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Cigna Corp | 4.125% | 11/15/2025 | 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% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Centene Corp. | 5.375% | 06/01/2026 | 0.0% |
| Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| Dell International LLC / EMC Corp. | 4.000% | 07/15/2024 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.576% | 04/15/2031 | 0.0% |
| Federal National Mortgage Assoc. | 3.683% | 01/01/2042 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.536% | 01/05/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.710% | 12/01/2045 | 0.0% |
| Arconic Inc | 5.400% | 04/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 4.471% | 10/01/2036 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Wabtec Corp. | 3.419% | 09/15/2021 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| GLP Financing, LLC | 3.281% | 04/28/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.659% | 07/15/2048 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Williams Cos., Inc. | 4.500% | 11/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.0% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.0% |
| BDS 2018-FL1 | 2.519% | 01/15/2035 | 0.0% |
| Comfort Holding, LLC | 6.150% | 02/05/2024 | 0.0% |
| SLIDE 2018-FUN | 3.526% | 06/15/2031 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.087% | 03/10/2046 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| BX Trust 2018-BILT | 3.446% | 05/15/2030 | 0.0% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.0% |
| American Airlines, Inc. | 3.676% | 12/14/2023 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.0% |
| Prestige Auto Receivables Trust 2019-1 | 3.010% | 08/15/2025 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| GM Financial Automobile Leasing Trust 2017-2 | 2.430% | 06/21/2021 | 0.0% |
| WGL Holdings, Inc. | 2.682% | 03/12/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.976% | 04/15/2031 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| LMREC 2015-CRE, Inc. | 2.641% | 02/22/2032 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.493% | 06/10/2048 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| M/I Homes, Inc. | 5.625% | 08/01/2025 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.384% | 07/05/2033 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.984% | 07/05/2033 | 0.0% |
| WPX Energy, Inc. | 5.250% | 10/15/2027 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| Federal National Mortgage Assoc. | 4.334% | 04/01/2040 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.625% | 08/10/2049 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 2.676% | 01/15/2035 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 4.500% | 11/01/2023 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| Sunoco Logistics Partners L.P. | 4.250% | 04/01/2024 | 0.0% |
| BX Trust 2018-GW | 3.446% | 05/15/2035 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.676% | 06/15/2032 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| SLIDE 2018-FUN | 2.926% | 06/15/2031 | 0.0% |
| Federal National Mortgage Assoc. | 2.924% | 06/01/2042 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| GS Mortgage Securities Trust | 0.329% | 11/10/2048 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.0% |
| Uber Technologies | 5.145% | 07/13/2023 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| SLIDE 2018-FUN | 3.226% | 06/15/2031 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.302% | 11/10/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.972% | 08/15/2045 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| UTEX Industries | 5.645% | 05/22/2021 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 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% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.794% | 07/15/2050 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.956% | 12/01/2040 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.796% | 04/15/2031 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.676% | 06/15/2035 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 6.500% | 03/15/2022 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Government National Mortgage Association | 1.039% | 12/16/2054 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.882% | 12/10/2054 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 0.0% |
| Cigna Corp | 2.489% | 03/17/2020 | 0.0% |
| GS Mortgage Securities Trust | 2.121% | 01/10/2045 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.246% | 06/01/2041 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Shea Homes LP / Shea Homes Funding Corp. | 5.875% | 04/01/2023 | 0.0% |
| Federal National Mortgage Assoc. | 4.346% | 03/01/2042 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.820% | 10/01/2045 | 0.0% |
| Jacobs Entertainment, Inc. | 7.875% | 02/01/2024 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.100% | 10/01/2024 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.657% | 12/01/2045 | 0.0% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.0% |
| AES Corporation, The | 4.059% | 05/31/2022 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| World Omni Automobile Lease Securitization Trust 2 | 2.480% | 08/15/2022 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.099% | 06/15/2048 | 0.0% |
| FHC Health Systems, Inc. | 5.945% | 12/23/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| DDR Corp. | 3.625% | 02/01/2025 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.710% | 06/01/2042 | 0.0% |
| Centene Corp. | 6.125% | 02/15/2024 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.541% | 08/10/2049 | 0.0% |
| UTEX Industries | 8.895% | 05/22/2022 | 0.0% |
| COMM Mortgage Trust | 0.809% | 07/10/2050 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.994% | 12/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.496% | 06/15/2045 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.195% | 10/09/2020 | 0.0% |
| Federal National Mortgage Assoc. | 3.989% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.387% | 03/16/2056 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| FX USD/CAD 03/20 | 0.000% | 03/13/2020 | 0.0% |
| Federal National Mortgage Assoc. | 4.129% | 10/01/2040 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.000% | 06/15/2032 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 0.0% |
| US 2YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 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.