Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.5% |
| Great Wolf Trust 2017-WOLF | 3.045% | 09/15/2034 | 1.0% |
| CHT 2017-COSMO Mortgage Trust | 3.125% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.475% | 11/12/2021 | 0.8% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| Equifax, Inc. | 3.388% | 08/15/2021 | 0.5% |
| Kraft Heinz Foods Co. | 3.115% | 02/10/2021 | 0.5% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.175% | 05/15/2036 | 0.5% |
| Constellation Brands, Inc. | 3.218% | 11/15/2021 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.5% |
| Great Wolf Trust 2017-WOLF | 3.175% | 09/15/2034 | 1.0% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 3.255% | 11/15/2036 | 0.9% |
| Volkswagen Group of America Finance LLC | 3.638% | 11/12/2021 | 0.8% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| Equifax, Inc. | 3.554% | 08/15/2021 | 0.5% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.5% |
| Kraft Heinz Foods Co. | 3.115% | 02/10/2021 | 0.5% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.305% | 05/15/2036 | 0.5% |
| Constellation Brands, Inc. | 3.384% | 11/15/2021 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.4% |
| Vulcan Materials Co. | 3.170% | 03/01/2021 | 0.4% |
| AvalonBay Communities, Inc. | 3.027% | 01/15/2021 | 0.4% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.4% |
| Hewlett Packard Enterprise Co. | 3.318% | 10/05/2021 | 0.4% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.4% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.4% |
| Ammc Clo 19 Ltd. | 3.803% | 10/15/2028 | 0.4% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.655% | 03/15/2023 | 0.3% |
| Ford Motor Credit Co. LLC | 0.000% | 12/04/2019 | 0.3% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Centene Corp. | 5.625% | 02/15/2021 | 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% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| Discover Bank | 8.700% | 11/18/2019 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| Mountain View Clo XIV Ltd | 4.058% | 04/15/2029 | 0.3% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.3% |
| OHA Loan Funding Ltd. | 3.928% | 08/15/2029 | 0.3% |
| BlueMountain CLO 2012-2 Ltd | 3.570% | 11/20/2028 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.528% | 01/20/2029 | 0.3% |
| TICP CLO VI 2016-2 Ltd | 3.503% | 01/15/2029 | 0.3% |
| LCM XXIV Ltd | 3.588% | 03/20/2030 | 0.3% |
| Reckitt Benckiser Treasury Services PLC | 2.903% | 06/24/2022 | 0.3% |
| Halcyon Loan Advisors Funding Ltd. | 3.356% | 07/25/2027 | 0.3% |
| OZLM Ltd. | 3.473% | 10/17/2029 | 0.3% |
| Ares XLI Clo Ltd | 0.000% | 01/15/2029 | 0.3% |
| Southern California Edison Co. | 0.000% | 08/09/2019 | 0.3% |
| Energy Transfer Partners L.P. | 0.000% | 08/06/2019 | 0.3% |
| Salem Fields CLO Ltd 2016-2 | 3.426% | 10/25/2028 | 0.3% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.3% |
| Dryden 30 Senior Loan Fund | 3.338% | 11/15/2028 | 0.3% |
| EnCana Corp. | 0.000% | 08/26/2019 | 0.3% |
| Boston Scientific Corp. | 0.000% | 09/17/2019 | 0.3% |
| Magnetite VII Ltd | 3.103% | 01/15/2028 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.3% |
| Life Time Fitness, Inc. | 5.272% | 06/10/2022 | 0.2% |
| Dollar Tree, Inc. | 3.288% | 04/17/2020 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.875% | 03/15/2027 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Wells Fargo & Co. | 3.611% | 07/26/2021 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| BP Capital Markets America Inc | 3.069% | 09/19/2022 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Express Scripts Holding Co. | 3.274% | 11/30/2020 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.128% | 01/20/2027 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.625% | 05/15/2023 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 3.445% | 06/15/2037 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Indonesia Asahan Aluminium Persero PT | 5.230% | 11/15/2021 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.375% | 04/15/2034 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.996% | 03/15/2037 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Myriad International Holdings BV | 6.000% | 07/18/2020 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| Bayer US Finance II LLC | 3.500% | 06/25/2021 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 3.455% | 05/09/2036 | 0.2% |
| Huarong Finance II Co Ltd | 4.500% | 01/16/2020 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.2% |
| Elm CLO 2014-1 Ltd | 4.053% | 01/17/2029 | 0.2% |
| 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% |
| BBCMS 2018-TALL Mortgage Trust | 3.047% | 03/15/2037 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.755% | 05/15/2036 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 2.835% | 09/03/2019 | 0.2% |
| Hawaii Hotel Trust 2019-MAUI | 3.475% | 05/15/2038 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 5.575% | 08/15/2034 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.782% | 12/22/2035 | 0.2% |
| West CLO 2014-2 Ltd | 3.192% | 01/16/2027 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.2% |
| Avery Point CLO Ltd. | 3.283% | 07/17/2026 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.555% | 05/15/2036 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Citigroup, Inc. | 3.272% | 10/27/2022 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.2% |
| AstraZeneca plc | 3.221% | 06/10/2022 | 0.2% |
| Cigna Corp | 3.265% | 09/17/2021 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.525% | 06/15/2038 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.2% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| AREIT 2018-CRE2 Trust | 3.312% | 11/14/2035 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| First National Master Note Trust 2017-2 | 2.765% | 10/16/2023 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| First Data Corp. | 5.375% | 08/15/2023 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/15/2024 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| BBVA Bancomer SA | 6.500% | 03/10/2021 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.2% |
| AerCap Ireland Capital Ltd. | 5.000% | 10/01/2021 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| American Airlines, Inc. | 3.899% | 10/10/2021 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.2% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.2% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Daimler Finance North America LLC | 2.875% | 03/10/2021 | 0.2% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.2% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| New Orleans Hotel Trust 2019-HNLA | 3.314% | 04/15/2032 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.2% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.154% | 08/15/2046 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Martin Marietta Materials, Inc. | 3.313% | 05/22/2020 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 5.022% | 08/20/2030 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.444% | 11/15/2037 | 0.1% |
| Panera Bread Company | 4.063% | 07/18/2022 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 3.543% | 05/15/2037 | 0.1% |
| Orec 2018-CRE1 Ltd | 3.505% | 06/15/2036 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.500% | 04/18/2025 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.328% | 11/19/2035 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.275% | 11/15/2035 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.762% | 03/15/2037 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.425% | 05/15/2036 | 0.1% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.1% |
| Williams Scotsman International Inc | 7.875% | 12/15/2022 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.125% | 07/01/2022 | 0.1% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.1% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| CA, Inc. | 3.600% | 08/01/2020 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 3.266% | 03/25/2034 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.875% | 09/15/2028 | 0.1% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Transdigm, Inc. | 4.830% | 06/09/2023 | 0.1% |
| AT&T, Inc. | 3.777% | 06/12/2024 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| Colfax Corp. | 0.000% | 12/17/2020 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| Symantec Corp | 4.483% | 08/01/2021 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| JPMorgan Chase & Co. | 3.513% | 10/24/2023 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| ONEOK, Inc. | 3.647% | 11/19/2021 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.000% | 01/17/2023 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| GS Mortgage Securities Trust | 5.390% | 08/10/2044 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.142% | 05/05/2032 | 0.1% |
| AES Corporation, The | 4.156% | 05/31/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.004% | 01/25/2046 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.597% | 11/15/2043 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| AXIS Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 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% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| 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% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.575% | 11/15/2036 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 4.364% | 04/15/2032 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| BDS 2019-FL3 LTD | 3.832% | 12/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.975% | 06/15/2035 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.825% | 06/15/2038 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 3.775% | 05/15/2038 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.475% | 06/15/2028 | 0.1% |
| KREF 2018-FL1 Ltd | 3.532% | 06/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.755% | 06/15/2035 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 3.628% | 05/15/2029 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.698% | 11/19/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.275% | 07/15/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.725% | 11/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.255% | 12/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.275% | 06/15/2035 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.048% | 11/19/2035 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.315% | 12/15/2027 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.519% | 02/22/2032 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.655% | 07/15/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.648% | 11/19/2035 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 3.825% | 06/15/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.175% | 07/15/2032 | 0.1% |
| Axis Equipment Finance Receivables LLC | 2.630% | 06/20/2024 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.762% | 07/21/2024 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.241% | 12/25/2048 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 5.075% | 03/15/2027 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.322% | 08/20/2030 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.772% | 08/15/2049 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.1% |
| Global Payments Inc. | 4.357% | 04/21/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 3.325% | 03/15/2036 | 0.1% |
| NVA Holdings, Inc. | 5.000% | 02/02/2025 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.872% | 08/20/2030 | 0.1% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.1% |
| American Airlines, Inc. | 4.241% | 04/28/2023 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.128% | 05/15/2035 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Newell Rubbermaid, Inc. | 4.000% | 12/01/2024 | 0.1% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.525% | 04/15/2031 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| EQT Corp. | 3.362% | 10/01/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| CenturyLink, Inc. | 4.984% | 11/01/2022 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| RETL 2019-RVP | 3.475% | 03/15/2036 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.786% | 01/15/2049 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Newmont Mining Corp. | 3.625% | 06/09/2021 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Petroleos Mexicanos | 4.875% | 01/18/2024 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.755% | 04/18/2022 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| eBay, Inc. | 3.216% | 08/01/2019 | 0.1% |
| Harley-Davidson Financial Services Inc | 3.555% | 03/02/2021 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.422% | 11/15/2049 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 3.696% | 04/26/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.1% |
| Polaris Intermediate Corp | 8.500% | 12/01/2022 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| SLIDE 2018-FUN | 3.225% | 06/15/2031 | 0.1% |
| BBCMS Trust 2018-BXH | 3.325% | 10/15/2037 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.625% | 06/15/2032 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| Vulcan Materials Co. | 3.211% | 06/15/2020 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.078% | 09/15/2050 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.993% | 08/15/2049 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| BX Trust 2017-SLCT | 4.375% | 07/15/2034 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Charter Communications Operating LLC | 4.229% | 02/01/2024 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.010% | 12/15/2032 | 0.1% |
| Morgan Stanley | 3.772% | 01/20/2022 | 0.1% |
| CVS Holdings I, LP | 5.000% | 02/06/2025 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.880% | 03/10/2049 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.249% | 02/22/2032 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.575% | 08/15/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 3.532% | 09/24/2020 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.116% | 06/25/2035 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| HCA Healthcare Inc | 4.010% | 03/17/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Newmont Mining Corp. | 3.700% | 03/15/2023 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 3.363% | 10/31/2022 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.925% | 06/15/2032 | 0.1% |
| BX Trust 2017-SLCT | 5.475% | 07/15/2034 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| Tex Operations Co. LLC | 4.134% | 08/04/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.1% |
| RETL 2019-RVP | 4.425% | 03/15/2036 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 3.575% | 01/15/2034 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.725% | 03/15/2023 | 0.1% |
| Cigna Corp | 3.487% | 07/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-PFHP | 3.275% | 12/15/2030 | 0.1% |
| Nissan Motor Acceptance Corp. | 3.020% | 09/28/2022 | 0.1% |
| CSMC 2017-HD Trust | 3.275% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| CSMC 2017-HD Trust | 4.825% | 02/15/2031 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.1% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.375% | 12/15/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.550% | 07/08/2022 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| RAIT 2017-FL7 Trust | 3.275% | 06/15/2037 | 0.1% |
| BX Trust 2018-BILT | 3.125% | 05/15/2030 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.0% |
| Kerr-McGee Corp. | 6.950% | 07/01/2024 | 0.0% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.0% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.310% | 07/05/2033 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.695% | 04/15/2034 | 0.0% |
| KLA-Tencor Corp. | 4.650% | 11/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development | 4.734% | 08/18/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| BXP Trust 2017-CQHP | 3.175% | 11/15/2034 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.0% |
| PTL Finance Corp. | 3.650% | 07/29/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.0% |
| Equinix, Inc. | 5.375% | 04/01/2023 | 0.0% |
| Vale Overseas Ltd. | 4.375% | 01/11/2022 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.775% | 05/15/2036 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.095% | 12/15/2034 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.175% | 01/15/2033 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| Dominion Resources, Inc. | 2.715% | 08/15/2021 | 0.0% |
| Infor (US), Inc. (fka Lawson Software Inc.) | 5.341% | 02/01/2022 | 0.0% |
| BX Trust 2017-SLCT | 3.525% | 07/15/2034 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| Becton, Dickinson & Co. | 3.476% | 12/29/2020 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.0% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.475% | 09/15/2028 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Uber Technologies | 5.769% | 07/13/2023 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Sempra Energy | 3.097% | 01/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.598% | 12/15/2048 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.0% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 4.025% | 12/15/2034 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.325% | 01/15/2035 | 0.0% |
| CEC Entertainment, Inc. | 8.000% | 02/15/2022 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.742% | 12/15/2049 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.054% | 01/15/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.723% | 09/15/2048 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| BDS 2018-FL1 | 3.244% | 01/15/2035 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.604% | 09/30/2025 | 0.0% |
| HD Supply Inc. | 5.575% | 08/01/2024 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 4.234% | 10/07/2024 | 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% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| BX Trust 2018-GW | 3.125% | 05/15/2035 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Transocean Sentry Ltd | 5.375% | 05/15/2023 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Rowan Companies, Inc. | 7.875% | 08/01/2019 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| AutoNation, Inc. | 3.500% | 11/15/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 01/01/2042 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.750% | 06/15/2045 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 10/01/2036 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 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% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 12/01/2045 | 0.0% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| West Fraser Timber Co. Ltd. | 4.350% | 10/15/2024 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| GLP Financing, LLC | 3.741% | 04/28/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.957% | 03/10/2046 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.225% | 04/15/2031 | 0.0% |
| CEC Entertainment, Inc. | 5.484% | 02/12/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.533% | 07/15/2048 | 0.0% |
| Sophia, L.P. | 5.580% | 09/30/2022 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Newell Rubbermaid, Inc. | 5.000% | 11/15/2023 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.536% | 01/05/2034 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| IHS Markit Ltd | 3.625% | 05/01/2024 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| Wabtec Corp. | 3.911% | 09/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 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% |
| Comfort Holding, LLC | 6.984% | 02/05/2024 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| Novelis Corp. | 6.250% | 08/15/2024 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Williams Cos., Inc. | 4.500% | 11/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 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% |
| Select Medical Corp. | 6.375% | 06/01/2021 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Parsley Energy LLC | 6.250% | 06/01/2024 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Wynn America, LLC | 4.336% | 12/31/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.0% |
| SLIDE 2018-FUN | 4.175% | 06/15/2031 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Phillips 66 | 3.246% | 02/26/2021 | 0.0% |
| BX Trust 2018-BILT | 4.095% | 05/15/2030 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.385% | 06/10/2048 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| American Airlines, Inc. | 4.325% | 12/14/2023 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| HCP, Inc. | 4.200% | 03/01/2024 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.625% | 04/15/2031 | 0.0% |
| WGL Holdings, Inc. | 3.147% | 03/12/2020 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| Prestige Auto Receivables Trust 2019-1 | 3.010% | 08/15/2025 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 04/01/2040 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.325% | 06/15/2032 | 0.0% |
| Taylor Morrison Communities Inc | 6.625% | 05/15/2022 | 0.0% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.492% | 08/10/2049 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.610% | 07/05/2033 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.010% | 07/05/2033 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 06/01/2042 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| COMM Mortgage Trust | 0.119% | 09/10/2047 | 0.0% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.823% | 08/15/2045 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| BX Trust 2018-GW | 4.095% | 05/15/2035 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| SLIDE 2018-FUN | 3.575% | 06/15/2031 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| GS Mortgage Securities Trust | 0.183% | 11/10/2048 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Plantronics, Inc. | 5.500% | 05/31/2023 | 0.0% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.173% | 11/10/2049 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| UTEX Industries | 6.234% | 05/22/2021 | 0.0% |
| SLIDE 2018-FUN | 3.875% | 06/15/2031 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.670% | 07/15/2050 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| MGM Resorts International (MGM Grand Detroit, LLC) | 4.234% | 12/21/2023 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| BX Trust 2017-SLCT | 3.245% | 07/15/2034 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| Government National Mortgage Association | 1.083% | 12/16/2054 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| GS Mortgage Securities Trust | 1.939% | 01/10/2045 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.746% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.0% |
| HCP, Inc. | 4.000% | 12/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| GLP Capital L.P. / GLP Financing II, Inc. | 4.875% | 11/01/2020 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.445% | 04/15/2031 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.325% | 06/15/2035 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 03/01/2042 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.635% | 06/01/2041 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.743% | 12/10/2054 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| CVS Caremark Corp. | 4.000% | 12/05/2023 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Equinix, Inc. | 5.375% | 01/01/2022 | 0.0% |
| FMG Finance Pty Ltd. | 4.750% | 05/15/2022 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Cigna Corp | 2.965% | 03/17/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 10/01/2045 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Del Frisco's Restaurant Grou | 8.250% | 06/27/2025 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 12/01/2045 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.100% | 10/01/2024 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| UTEX Industries | 9.484% | 05/22/2022 | 0.0% |
| DaVita HealthCare Partners Inc. (fka DaVita Inc.) | 5.343% | 06/24/2021 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| Berry Plastics Corporation | 4.379% | 01/06/2021 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.791% | 06/01/2042 | 0.0% |
| WPX Energy, Inc. | 6.000% | 01/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| FHC Health Systems, Inc. | 6.234% | 12/23/2021 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.922% | 01/20/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.417% | 08/10/2049 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Sempra Energy | 2.875% | 10/01/2022 | 0.0% |
| TransDigm, Inc. | 6.000% | 07/15/2022 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.456% | 03/25/2067 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| COMM Mortgage Trust | 0.695% | 07/10/2050 | 0.0% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.580% | 10/09/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.360% | 06/15/2045 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.564% | 03/16/2056 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 12/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Federal National Mortgage Assoc. | 2.388% | 10/01/2040 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.000% | 08/20/2030 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Commercial Mortgage Loan Trust | 6.036% | 12/10/2049 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| US 2YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| FX USD/CAD 09/19 | 0.000% | 09/19/2019 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.