Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 11/12/2020 | 1.7% |
| U.S. Treasury Note/Bond | 0.125% | 07/31/2022 | 1.4% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.375% | 11/12/2021 | 0.7% |
| CHT 2017-COSMO Mortgage Trust | 1.082% | 11/15/2036 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 11/12/2020 | 1.7% |
| U.S. Treasury Note/Bond | 0.125% | 07/31/2022 | 1.4% |
| Volkswagen Group of America Finance LLC | 1.375% | 11/12/2021 | 0.7% |
| CHT 2017-COSMO Mortgage Trust | 1.092% | 11/15/2036 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| CIT Group, Inc. | 5.000% | 08/01/2023 | 0.5% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.5% |
| U.S. Treasury Note/Bond | 0.125% | 08/31/2022 | 0.5% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.5% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.662% | 08/15/2032 | 0.5% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.5% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.5% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.5% |
| Equifax, Inc. | 1.262% | 08/15/2021 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.142% | 05/15/2036 | 0.4% |
| Bayer US Finance II LLC | 1.751% | 12/15/2023 | 0.4% |
| Constellation Brands, Inc. | 1.092% | 11/15/2021 | 0.4% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.4% |
| Vulcan Materials Co. | 1.000% | 03/01/2021 | 0.4% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Newell Rubbermaid, Inc. | 4.350% | 04/01/2023 | 0.3% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.3% |
| Hewlett Packard Enterprise Co. | 2.093% | 10/05/2021 | 0.3% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.3% |
| Ford Motor Co. | 8.500% | 04/21/2023 | 0.3% |
| Huntington Ingalls Industries, Inc. | 5.000% | 11/15/2025 | 0.3% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 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% |
| Wells Fargo & Co. | 2.188% | 04/30/2026 | 0.3% |
| Boeing Co. | 2.800% | 03/01/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.3% |
| MPLX L.P. | 2.099% | 09/09/2022 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Nielsen Co Luxembourg SARL/The | 5.000% | 02/01/2025 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.3% |
| Becton, Dickinson & Co. | 2.031% | 06/06/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.3% |
| Dryden XXV Senior Loan Fund | 1.625% | 10/15/2027 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Boeing Co. | 4.508% | 05/01/2023 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.3% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.3% |
| National Securities Clearing Corp | 1.500% | 04/23/2025 | 0.3% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.3% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.3% |
| National Securities Clearing Corp | 1.200% | 04/23/2023 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 1.764% | 06/24/2022 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.522% | 01/20/2029 | 0.2% |
| TICP CLO VI 2016-2 Ltd | 1.475% | 01/15/2029 | 0.2% |
| KKR CLO 28 LTD | 2.387% | 03/15/2031 | 0.2% |
| Eastman Chemical Co. | 0.000% | 09/02/2020 | 0.2% |
| Energy Transfer Partners L.P. | 0.000% | 09/01/2020 | 0.2% |
| General Motors Financial Co., Inc. | 0.000% | 09/08/2020 | 0.2% |
| Glencore Funding LLC | 0.000% | 09/25/2020 | 0.2% |
| Glencore Funding LLC | 0.000% | 09/29/2020 | 0.2% |
| Ammc Clo 19 Ltd. | 2.075% | 10/16/2028 | 0.2% |
| BASF SE | 0.000% | 09/28/2020 | 0.2% |
| Canadian Natural Resources Ltd. | 0.000% | 09/21/2020 | 0.2% |
| Canadian Natural Resources Ltd. | 0.000% | 09/25/2020 | 0.2% |
| Carnival Corp. | 0.000% | 09/04/2020 | 0.2% |
| Enable Midstream Partners L.P. | 0.000% | 09/10/2020 | 0.2% |
| Hyundai Capital America | 0.000% | 10/19/2020 | 0.2% |
| Hyundai Capital America | 0.000% | 09/15/2020 | 0.2% |
| Hyundai Capital America | 0.000% | 09/09/2020 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.361% | 10/16/2029 | 0.2% |
| LCM XXIV Ltd | 1.582% | 03/20/2030 | 0.2% |
| Mountain View Clo XIV Ltd | 1.765% | 04/15/2029 | 0.2% |
| Ares XLI Clo Ltd | 1.475% | 01/15/2029 | 0.2% |
| Boeing Co. | 0.000% | 10/29/2020 | 0.2% |
| BlueMountain CLO 2012-2 Ltd | 1.303% | 11/20/2028 | 0.2% |
| Northwoods Capital 20 Ltd | 1.565% | 01/25/2030 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 1.395% | 10/25/2028 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 2.022% | 01/20/2028 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| Apidos CLO XXII | 1.332% | 04/20/2031 | 0.2% |
| OZLM Funding III Ltd | 1.438% | 01/22/2029 | 0.2% |
| Jackson National Life Global Funding | 0.631% | 03/16/2021 | 0.2% |
| OZLM Ltd. | 1.443% | 10/17/2029 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.162% | 10/15/2036 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Goldman Sachs Group, Inc. | 1.110% | 02/23/2023 | 0.2% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.2% |
| Microchip Technology, Inc. | 2.670% | 09/01/2023 | 0.2% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| BP Capital Markets America Inc | 1.702% | 09/19/2022 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 7.000% | 03/15/2024 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.2% |
| Occidental Petroleum Corp. | 1.842% | 08/15/2022 | 0.2% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| BMW US Capital LLC | 3.900% | 04/09/2025 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 1.282% | 06/15/2037 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| MARB BondCo PLC | 7.000% | 03/15/2024 | 0.2% |
| Alcoa Nederland Holding BV | 6.750% | 09/30/2024 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.2% |
| MARB BondCo PLC | 6.875% | 01/19/2025 | 0.2% |
| Southern Power Co | 1.666% | 12/20/2020 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| T-Mobile USA, Inc. | 1.500% | 02/15/2026 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 03/14/2021 | 0.2% |
| 1011778 BC ULC / New Red Finance, Inc. | 5.000% | 10/15/2025 | 0.2% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.212% | 04/15/2034 | 0.2% |
| UBS AG London | 1.750% | 04/21/2022 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| Nigeria Government International Bond | 6.750% | 01/28/2021 | 0.2% |
| Gold Fields Orogen Holding BVI Ltd. | 4.875% | 10/07/2020 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.2% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| Sysco Corp. | 5.650% | 04/01/2025 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 1.080% | 02/25/2022 | 0.2% |
| Ford Motor Credit Co. LLC | 3.370% | 11/17/2023 | 0.2% |
| UBS Group AG | 1.008% | 07/30/2024 | 0.2% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.2% |
| Avon International Operations Inc | 7.875% | 08/15/2022 | 0.2% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.2% |
| Albemarle Corp. | 1.330% | 11/15/2022 | 0.2% |
| Carrier Global Corp | 2.242% | 02/15/2025 | 0.2% |
| Elm CLO 2014-1 Ltd | 2.023% | 01/17/2029 | 0.2% |
| Goldman Sachs Group, Inc. | 3.500% | 04/01/2025 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| Steel Dynamics, Inc. | 4.125% | 09/15/2025 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.884% | 03/15/2037 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.082% | 10/15/2036 | 0.2% |
| AbbVie, Inc. | 2.600% | 11/21/2024 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Aston Martin Capital Holdings Ltd. | 6.500% | 04/15/2022 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.2% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Cigna Corp | 1.493% | 09/17/2021 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| First National Master Note Trust 2017-2 | 0.602% | 10/16/2023 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.2% |
| ACAM 2019-FL1 ltd | 1.562% | 11/17/2034 | 0.2% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.2% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| Daimler Finance North America LLC | 3.700% | 05/04/2023 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| Calpine Corp. | 5.250% | 06/01/2026 | 0.2% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.2% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 1.802% | 03/19/2021 | 0.2% |
| Scientific Games International, Inc. | 3.472% | 08/14/2024 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 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% |
| Protective Life Global Funding | 1.082% | 06/09/2023 | 0.1% |
| Metropolitan Life Global Funding I | 0.900% | 06/08/2023 | 0.1% |
| M360 2019-CRE2 LLC | 1.562% | 09/15/2034 | 0.1% |
| Daimler Finance North America LLC | 1.292% | 02/15/2022 | 0.1% |
| Daimler Finance North America LLC | 1.211% | 11/05/2021 | 0.1% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.298% | 08/15/2046 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| CenturyLink, Inc. | 2.156% | 01/28/2025 | 0.1% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.1% |
| Occidental Petroleum Corp. | 3.125% | 02/15/2022 | 0.1% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Becton, Dickinson & Co. | 2.250% | 12/29/2020 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.412% | 08/15/2034 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| BMW US Capital LLC | 3.800% | 04/06/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.151% | 04/15/2032 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 1.325% | 07/25/2027 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Toyota Motor Credit Corp. | 1.350% | 08/25/2023 | 0.1% |
| General Motors Financial Co., Inc. | 2.750% | 06/20/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| Diamondback Energy, Inc. | 2.875% | 12/01/2024 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| LMREC 2019-CRE3 Inc | 1.583% | 12/22/2035 | 0.1% |
| Uber Technologies Inc | 7.500% | 11/01/2023 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| PFS Financing Corp. | 1.000% | 10/15/2025 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.510% | 01/05/2034 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.342% | 06/15/2036 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| CPUK Finance Ltd | 4.250% | 08/28/2022 | 0.1% |
| CVS Caremark Corp. | 3.875% | 07/20/2025 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.262% | 05/15/2036 | 0.1% |
| JFIN CLO 2013 Ltd | 1.662% | 01/20/2030 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Goldman Sachs Group, Inc. | 4.250% | 10/21/2025 | 0.1% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.1% |
| Panera Bread Company | 3.744% | 07/18/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Canadian Imperial Bank of Commerce | 0.950% | 06/23/2023 | 0.1% |
| Carnival Corp. | 3.950% | 10/15/2020 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.700% | 04/25/2065 | 0.1% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.725% | 09/15/2028 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.175% | 03/25/2034 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| IHeart Communications, Inc. | 6.375% | 05/01/2026 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.833% | 03/15/2037 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Dow Chemical Co. | 0.000% | 09/28/2020 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| PFP 2019-6 Ltd | 1.208% | 04/14/2037 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.1% |
| Kinder Morgan, Inc. | 2.499% | 01/15/2023 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.020% | 07/24/2023 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Navient Corp. | 5.875% | 10/25/2024 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Capital One Financial Corp. | 2.600% | 05/11/2023 | 0.1% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.1% |
| GS Mortgage Securities Trust | 5.555% | 08/10/2044 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.998% | 03/12/2021 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.1% |
| Covanta Holding Corp. | 5.875% | 07/01/2025 | 0.1% |
| Century Communities, Inc. | 5.875% | 07/15/2025 | 0.1% |
| Leidos, Inc. | 2.950% | 05/15/2023 | 0.1% |
| Central Garden & Pet Co. | 6.125% | 11/15/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 2.101% | 04/26/2022 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Wabtec Corp. | 4.400% | 03/15/2024 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Citigroup, Inc. | 3.142% | 01/24/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Springleaf Finance Corp. | 7.750% | 10/01/2021 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Norbord, Inc. | 6.250% | 04/15/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.800% | 11/15/2043 | 0.1% |
| Flextronics International Ltd. | 3.750% | 02/01/2026 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.492% | 07/15/2024 | 0.1% |
| Tesla Auto Lease Trust 2020-A | 0.680% | 12/20/2023 | 0.1% |
| Trillium Credit Card Trust II | 0.524% | 09/26/2023 | 0.1% |
| Catholic Health Initiatives | 0.000% | 09/08/2020 | 0.1% |
| Dow Chemical Co. | 0.000% | 09/17/2020 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.661% | 07/21/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.291% | 05/15/2036 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 06/25/2065 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.312% | 06/15/2028 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.012% | 07/15/2032 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.312% | 05/15/2029 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.152% | 12/15/2027 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| BDS 2019-FL3 LTD | 1.561% | 12/15/2035 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Financial & Risk US Hold | 4.879% | 10/01/2025 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.662% | 06/15/2037 | 0.1% |
| Cardinal Health, Inc. | 1.511% | 06/15/2022 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Citigroup, Inc. | 1.678% | 05/15/2024 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Phillips 66 | 0.960% | 02/26/2021 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| Petrobras Global Finance BV | 8.375% | 05/23/2021 | 0.1% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.112% | 07/15/2035 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.612% | 10/15/2036 | 0.1% |
| Smithfield Foods, Inc. | 2.650% | 10/03/2021 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.662% | 06/15/2038 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.412% | 10/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.092% | 12/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.962% | 10/15/2036 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.911% | 12/19/2030 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.612% | 05/15/2038 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.592% | 06/15/2035 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Avery Point CLO Ltd. | 1.253% | 07/17/2026 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.812% | 06/15/2035 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Stars Group Holdings BV | 5.630% | 07/10/2025 | 0.1% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 2.700% | 05/01/2025 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| Netflix, Inc. | 3.625% | 06/15/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.362% | 04/15/2031 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.138% | 11/14/2035 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Dominion Resources, Inc. | 0.750% | 12/01/2020 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| American Airlines, Inc. | 3.667% | 04/28/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| NiSource, Inc. | 0.950% | 08/15/2025 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.1% |
| Suncor Energy, Inc. | 9.250% | 10/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.891% | 08/15/2049 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Colt Merger Sub Inc | 6.250% | 07/01/2025 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| West CLO 2014-2 Ltd | 1.141% | 01/16/2027 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.775% | 01/25/2046 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.125% | 04/15/2025 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Valero Energy Corp. | 2.700% | 04/15/2023 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| BP Capital Markets America Inc | 3.194% | 04/06/2025 | 0.1% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| BBCMS Trust 2018-BXH | 1.162% | 10/15/2037 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Microchip Technology, Inc. | 3.922% | 06/01/2021 | 0.1% |
| SLIDE 2018-FUN | 1.062% | 06/15/2031 | 0.1% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.1% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.1% |
| General Motors Financial Co., Inc. | 2.363% | 01/05/2023 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| eBay, Inc. | 1.900% | 03/11/2025 | 0.1% |
| Georgia-Pacific LLC | 1.750% | 09/30/2025 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.535% | 11/15/2049 | 0.1% |
| Bank of America Corp. | 2.015% | 02/13/2026 | 0.1% |
| Morgan Stanley | 2.315% | 01/20/2022 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.162% | 03/15/2036 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 2.061% | 01/15/2049 | 0.1% |
| Equitable Financial Life Global Funding | 1.400% | 07/07/2025 | 0.1% |
| Ford Motor Credit Co. LLC | 2.134% | 09/24/2020 | 0.1% |
| Navient Corp. | 6.125% | 03/25/2024 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Ryder System, Inc. | 3.350% | 09/01/2025 | 0.1% |
| Valero Energy Corp. | 2.850% | 04/15/2025 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Callon Petroleum Co. | 6.250% | 04/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 5.200% | 03/20/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.1% |
| PayPal Holdings, Inc. | 2.400% | 10/01/2024 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.1% |
| FNB Corp. | 2.200% | 02/24/2023 | 0.1% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.1% |
| Parsley Energy LLC | 5.250% | 08/15/2025 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.208% | 09/15/2050 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.482% | 10/15/2036 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Health Care Service Corp A Mutual Legal Reserve Co | 1.500% | 06/01/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.131% | 08/15/2049 | 0.1% |
| Occidental Petroleum Corp. | 2.600% | 04/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.462% | 06/15/2032 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| Cigna Corp | 2.109% | 07/15/2023 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.913% | 12/15/2032 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.0% |
| Boeing Co. | 2.300% | 08/01/2021 | 0.0% |
| Western Gas Partners L.P. | 2.116% | 01/13/2023 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.412% | 01/15/2034 | 0.0% |
| CSMC Trust 2017-PFHP | 1.112% | 12/15/2030 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| IntercontinentalExchange Group, Inc. | 0.700% | 06/15/2023 | 0.0% |
| Nissan Motor Acceptance Corp. | 0.996% | 09/28/2022 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Royalty Pharma PLC | 0.750% | 09/02/2023 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 6.625% | 06/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Simmons Foods, Inc. | 7.750% | 01/15/2024 | 0.0% |
| BDS 2018-FL2 | 1.112% | 08/15/2035 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| American Airlines Group, Inc. | 3.750% | 03/01/2025 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.212% | 12/15/2033 | 0.0% |
| RETL 2019-RVP | 2.262% | 03/15/2036 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.0% |
| Mountain Hawk III CLO Ltd. | 1.472% | 04/18/2025 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.0% |
| MPH Acquisition Holdings LLC | 3.750% | 06/07/2023 | 0.0% |
| Reynolds Group Issuer, Inc. | 7.000% | 07/15/2024 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| BX Trust 2018-BILT | 0.962% | 05/15/2030 | 0.0% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.107% | 07/05/2033 | 0.0% |
| BX Trust 2017-SLCT | 2.212% | 07/15/2034 | 0.0% |
| CIT Group, Inc. | 3.929% | 06/19/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.532% | 04/15/2034 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.989% | 03/10/2049 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.0% |
| BXP Trust 2017-CQHP | 1.012% | 11/15/2034 | 0.0% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.0% |
| Romania | 4.875% | 01/22/2024 | 0.0% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.612% | 05/15/2036 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| Walgreen Co. | 3.100% | 09/15/2022 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.762% | 06/15/2032 | 0.0% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 11/01/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.325% | 09/15/2028 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| Leidos, Inc. | 3.625% | 05/15/2025 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.0% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.125% | 07/15/2023 | 0.0% |
| Pacific Life Global Funding II | 1.200% | 06/24/2025 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Bank of America Corp. | 3.366% | 01/23/2026 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Summit Materials LLC | 5.125% | 06/01/2025 | 0.0% |
| Boston Scientific Corp. | 1.900% | 06/01/2025 | 0.0% |
| William Carter Co. | 5.500% | 05/15/2025 | 0.0% |
| Roper Industries, Inc. | 1.000% | 09/15/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 03/01/2023 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Valero Energy Corp. | 3.650% | 03/15/2025 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| Statoil ASA | 1.750% | 01/22/2026 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.0% |
| General Motors Co. | 6.125% | 10/01/2025 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| General Motors Co. | 5.400% | 10/02/2023 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Exxon Mobil Corp. | 2.992% | 03/19/2025 | 0.0% |
| Cenovus Energy, Inc. | 5.375% | 07/15/2025 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.550% | 04/01/2025 | 0.0% |
| Cigna Corp | 4.125% | 11/15/2025 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.820% | 12/15/2049 | 0.0% |
| PayPal Holdings, Inc. | 1.650% | 06/01/2025 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.828% | 09/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.108% | 01/15/2048 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Navient Corp. | 5.500% | 01/25/2023 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| Centene Corp. | 5.375% | 06/01/2026 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.062% | 04/15/2031 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Forestar Group, Inc. | 8.000% | 04/15/2024 | 0.0% |
| CSMC Trust | 0.692% | 09/15/2037 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| Colt Merger Sub Inc | 5.750% | 07/01/2025 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| Newell Rubbermaid, Inc. | 4.875% | 06/01/2025 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.900% | 06/15/2045 | 0.0% |
| M/I Homes, Inc. | 5.625% | 08/01/2025 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Ally Financial, Inc. | 4.250% | 04/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| DTE Energy Co. | 1.050% | 06/01/2025 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| Federal National Mortgage Assoc. | 3.691% | 01/01/2042 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 3.626% | 10/01/2036 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.0% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.750% | 06/15/2025 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.654% | 07/15/2048 | 0.0% |
| Federal National Mortgage Assoc. | 2.706% | 12/01/2045 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.462% | 04/15/2031 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| Intuit, Inc. | 0.950% | 07/15/2025 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| Halliburton Co. | 3.800% | 11/15/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.807% | 07/05/2033 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| SunPower Corp. | 0.875% | 06/01/2021 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 4.500% | 11/01/2023 | 0.0% |
| WPX Energy, Inc. | 5.250% | 10/15/2027 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.489% | 06/10/2048 | 0.0% |
| Sunoco Logistics Partners L.P. | 4.250% | 04/01/2024 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| American Airlines, Inc. | 3.727% | 12/14/2023 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.079% | 03/10/2046 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.616% | 08/10/2049 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.894% | 12/15/2036 | 0.0% |
| WPX Energy, Inc. | 5.750% | 06/01/2026 | 0.0% |
| SLIDE 2018-FUN | 1.412% | 06/15/2031 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.162% | 06/15/2032 | 0.0% |
| GS Mortgage Securities Trust | 0.329% | 11/10/2048 | 0.0% |
| Federal National Mortgage Assoc. | 2.934% | 06/01/2042 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| Federal National Mortgage Assoc. | 3.822% | 04/01/2040 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.0% |
| SLIDE 2018-FUN | 1.712% | 06/15/2031 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.271% | 11/10/2049 | 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% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| RETL 2019-RVP | 1.312% | 03/15/2036 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Wabtec Corp. | 3.200% | 06/15/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.519% | 07/05/2030 | 0.0% |
| VeriSign, Inc. | 5.250% | 04/01/2025 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.719% | 07/15/2050 | 0.0% |
| Kennedy-Wilson Inc | 5.875% | 04/01/2024 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.958% | 08/15/2045 | 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% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.869% | 12/10/2054 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.943% | 12/01/2040 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.620% | 06/01/2041 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Government National Mortgage Association | 1.049% | 12/16/2054 | 0.0% |
| DDR Corp. | 3.625% | 02/01/2025 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.804% | 10/01/2045 | 0.0% |
| Federal National Mortgage Assoc. | 2.657% | 12/01/2045 | 0.0% |
| Federal National Mortgage Assoc. | 3.505% | 03/01/2042 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| GS Mortgage Securities Trust | 2.113% | 01/10/2045 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.095% | 06/15/2048 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.529% | 08/10/2049 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.447% | 06/01/2042 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| COMM Mortgage Trust | 0.746% | 07/10/2050 | 0.0% |
| GLP Financing, LLC | 3.517% | 04/28/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.709% | 12/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.473% | 06/15/2045 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 0.500% | 03/31/2025 | 0.0% |
| Federal National Mortgage Assoc. | 3.674% | 12/01/2040 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.0% |
| Government National Mortgage Association | 0.217% | 03/16/2056 | 0.0% |
| Federal National Mortgage Assoc. | 3.842% | 10/01/2040 | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 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% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| UTEX Industries | 0.000% | 05/22/2022 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) DEC20 | 0.000% | 01/06/2021 | 0.0% |
| US 2YR NOTE (CBT) DEC20 | 0.000% | 01/06/2021 | 0.0% |
| FX USD/CAD 09/20 | 0.000% | 09/15/2020 | 0.0% |
| FX USD/GBP 09/20 | 0.000% | 09/08/2020 | 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.