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 | 1.9% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 3.370% | 11/15/2036 | 0.9% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.5% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.443% | 05/15/2036 | 0.5% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Energy Transfer Partners L.P. | 0.000% | 06/03/2019 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
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 | 2.0% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 1.0% |
| CHT 2017-COSMO Mortgage Trust | 3.403% | 11/15/2036 | 1.0% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.4% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.4% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.4% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.4% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.4% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.803% | 03/15/2023 | 0.4% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.4% |
| Dell International LLC | 3.071% | 09/07/2021 | 0.4% |
| Ford Motor Credit Co. LLC | 0.000% | 12/04/2019 | 0.4% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.4% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.3% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Discover Bank | 8.700% | 11/18/2019 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| OHA Loan Funding Ltd. | 4.094% | 08/15/2029 | 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% |
| LCM XXIV Ltd | 3.902% | 03/20/2030 | 0.3% |
| BlueMountain CLO 2012-2 Ltd | 3.694% | 11/20/2028 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.447% | 01/15/2026 | 0.3% |
| Ammc Clo 19 Ltd. | 4.097% | 10/15/2028 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.842% | 01/20/2029 | 0.3% |
| Eaton Capital Unlimited Co | 0.000% | 05/01/2019 | 0.3% |
| AutoNation, Inc. | 0.000% | 05/01/2019 | 0.3% |
| Williams Cos., Inc. | 0.000% | 05/01/2019 | 0.3% |
| Energy Transfer Partners L.P. | 0.000% | 05/01/2019 | 0.3% |
| Royal Caribbean Cruises Ltd. | 0.000% | 05/01/2019 | 0.3% |
| OZLM Ltd. | 3.758% | 10/17/2029 | 0.3% |
| Salem Fields CLO Ltd 2016-2 | 3.730% | 10/25/2028 | 0.3% |
| Fortive Corp. | 0.000% | 05/30/2019 | 0.3% |
| Halcyon Loan Advisors Funding Ltd. | 3.660% | 07/25/2027 | 0.3% |
| Dryden 30 Senior Loan Fund | 3.504% | 11/15/2028 | 0.3% |
| Magnetite VII Ltd | 3.397% | 01/15/2028 | 0.3% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.3% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.442% | 01/20/2027 | 0.3% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.3% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.023% | 03/15/2027 | 0.3% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.3% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| West CLO 2014-2 Ltd | 3.471% | 01/16/2027 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.773% | 05/15/2023 | 0.3% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.3% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.3% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.3% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.3% |
| Indonesia Asahan Aluminium Persero PT | 5.230% | 11/15/2021 | 0.3% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.3% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.3% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.3% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 3.144% | 03/15/2037 | 0.3% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.2% |
| Bayer US Finance II LLC | 3.500% | 06/25/2021 | 0.2% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| AREIT 2018-CRE2 Trust | 3.457% | 11/14/2035 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.2% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 3.195% | 03/15/2037 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 5.723% | 08/15/2034 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.764% | 12/22/2035 | 0.2% |
| Avery Point CLO Ltd. | 3.568% | 07/17/2026 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.2% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.2% |
| First National Master Note Trust 2017-2 | 2.913% | 10/16/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.2% |
| BBVA Bancomer SA | 6.500% | 03/10/2021 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| AerCap Ireland Capital Ltd. | 4.450% | 12/16/2021 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.2% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.801% | 04/18/2025 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.2% |
| New Orleans Hotel Trust 2019-HNLA | 3.489% | 04/15/2032 | 0.2% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.2% |
| Daimler Finance North America LLC | 2.875% | 03/10/2021 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.302% | 08/15/2046 | 0.2% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 5.237% | 08/20/2030 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.2% |
| Navient Student Loan Trust 2017-2 | 3.527% | 12/27/2066 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.603% | 11/15/2037 | 0.2% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.2% |
| First Data Corporation | 3.996% | 10/26/2023 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.653% | 06/15/2036 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.517% | 11/19/2035 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.424% | 11/15/2035 | 0.2% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.910% | 03/15/2037 | 0.2% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 3.500% | 03/25/2034 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.023% | 09/15/2028 | 0.1% |
| PVH Corp (Phillips-Van Heusen) | 2.960% | 05/19/2021 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 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% |
| RETL 2019-RVP | 3.623% | 03/15/2036 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| NRG Energy, Inc. | 3.650% | 06/30/2023 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.086% | 01/25/2046 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.000% | 01/17/2023 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| GS Mortgage Securities Trust | 5.557% | 08/10/2044 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.499% | 12/25/2048 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.142% | 05/05/2032 | 0.1% |
| Travelport Inc. | 5.301% | 03/17/2025 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| American Airlines, Inc. | 3.837% | 10/10/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| Invitation Homes, Inc. | 4.177% | 02/06/2022 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.783% | 11/15/2043 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| AXIS Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 4.539% | 04/15/2032 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.887% | 11/19/2035 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.723% | 11/15/2036 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.473% | 04/15/2036 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.237% | 11/19/2035 | 0.1% |
| BDS 2019-FL3 LTD | 3.884% | 12/15/2035 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.624% | 05/08/2030 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 6.024% | 05/08/2030 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.837% | 11/19/2035 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.973% | 06/15/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.623% | 06/15/2028 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.873% | 11/15/2036 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.423% | 06/15/2035 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.731% | 02/22/2032 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 4.123% | 06/15/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.423% | 07/15/2035 | 0.1% |
| KREF 2018-FL1 Ltd | 3.573% | 06/15/2036 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.463% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.903% | 06/15/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.323% | 07/15/2032 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.977% | 07/21/2024 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.403% | 12/15/2036 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.803% | 07/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 5.223% | 03/15/2027 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.918% | 08/15/2049 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| RAIT 2017-FL7 Trust | 3.423% | 06/15/2037 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.537% | 08/20/2030 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 3.473% | 03/15/2036 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 6.087% | 08/20/2030 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.276% | 05/15/2035 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Citigroup, Inc. | 3.455% | 10/27/2022 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.673% | 04/15/2031 | 0.1% |
| Newell Rubbermaid, Inc. | 4.000% | 12/01/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.461% | 02/22/2032 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 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% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.948% | 01/15/2049 | 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% |
| CenturyLink, Inc. | 5.233% | 11/01/2022 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Panera Bread Company | 4.250% | 07/18/2022 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| General Electric Co. | 5.300% | 02/11/2021 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| BBCMS Trust 2018-BXH | 3.473% | 10/15/2037 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Newmont Mining Corp. | 3.625% | 06/09/2021 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| Petroleos Mexicanos | 4.875% | 01/18/2024 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 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% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.903% | 04/18/2022 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Broadcom Inc | 3.125% | 04/15/2021 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.250% | 03/15/2021 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.573% | 11/15/2049 | 0.1% |
| eBay, Inc. | 3.216% | 08/01/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Nelnet Student Loan Trust 2015-2 | 3.077% | 09/25/2047 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| Colfax Corp. | 0.000% | 12/17/2020 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Goldman Sachs Group, Inc. | 3.875% | 04/26/2022 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| SLIDE 2018-FUN | 3.373% | 06/15/2031 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.773% | 06/15/2032 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| BDS 2018-FL1 | 3.334% | 01/15/2035 | 0.1% |
| AT&T, Inc. | 3.956% | 06/12/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| Accudyne Industries Borrower S.C.A. / Accudyne Ind | 5.271% | 08/18/2024 | 0.1% |
| Vulcan Materials Co. | 3.388% | 06/15/2020 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.228% | 09/15/2050 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.133% | 08/15/2049 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.327% | 06/25/2035 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.1% |
| BX Trust 2017-SLCT | 4.523% | 07/15/2034 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.211% | 12/15/2032 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.1% |
| Morgan Stanley | 3.941% | 01/20/2022 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.035% | 03/10/2049 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.723% | 08/15/2034 | 0.1% |
| Charter Communications Operating LLC | 4.386% | 02/01/2024 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Ford Motor Credit Co. LLC | 3.754% | 09/24/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| HCA Healthcare Inc | 3.992% | 03/17/2023 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Newmont Mining Corp. | 3.700% | 03/15/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.073% | 06/15/2032 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.323% | 01/15/2033 | 0.1% |
| BX Trust 2017-SLCT | 5.623% | 07/15/2034 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| RETL 2019-RVP | 4.573% | 03/15/2036 | 0.1% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 3.723% | 01/15/2034 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.873% | 03/15/2023 | 0.1% |
| FMG Finance Pty Ltd. | 5.125% | 05/15/2024 | 0.1% |
| CSMC 2017-HD Trust | 3.423% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-PFHP | 3.423% | 12/15/2030 | 0.1% |
| CSMC 2017-HD Trust | 4.973% | 02/15/2031 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| NESCO LLC / NESCO Finance Corp | 6.875% | 02/15/2021 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.523% | 12/15/2033 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| BX Trust 2018-BILT | 3.273% | 05/15/2030 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| First Data Corporation | 4.481% | 04/26/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.427% | 07/05/2033 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.1% |
| PG&E Corp | 4.750% | 12/31/2020 | 0.1% |
| Office Properties Income Trust | 3.750% | 08/15/2019 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| BXP Trust 2017-CQHP | 3.323% | 11/15/2034 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Energy Transfer Operating LP | 4.650% | 06/01/2021 | 0.1% |
| PTL Finance Corp. | 3.650% | 07/29/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Vale Overseas Ltd. | 4.375% | 01/11/2022 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.0% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.243% | 12/15/2034 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| BX Trust 2017-SLCT | 3.673% | 07/15/2034 | 0.0% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.473% | 01/15/2035 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.0% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.0% |
| Becton, Dickinson & Co. | 3.678% | 12/29/2020 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| Oryx Southern Delaware Holdings LLC | 5.733% | 02/28/2025 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.623% | 09/15/2028 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.751% | 12/15/2048 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| Sempra Energy | 3.097% | 01/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.0% |
| Hilton Worldwide Finance, LLC | 4.227% | 10/25/2023 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.198% | 01/15/2048 | 0.0% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| CEC Entertainment, Inc. | 8.000% | 02/15/2022 | 0.0% |
| AutoNation, Inc. | 3.500% | 11/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.884% | 12/15/2049 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.883% | 09/15/2048 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 4.173% | 12/15/2034 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.723% | 09/30/2025 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.422% | 07/15/2034 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 01/01/2042 | 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% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| BX Trust 2018-GW | 3.273% | 05/15/2035 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 10/01/2036 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Infor (US), Inc. (fka Lawson Software Inc.) | 5.341% | 02/01/2022 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| Rowan Companies, Inc. | 7.875% | 08/01/2019 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.823% | 06/15/2029 | 0.0% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 12/01/2045 | 0.0% |
| DowDuPont Inc | 4.205% | 11/15/2023 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.096% | 03/10/2046 | 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% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.908% | 06/15/2045 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.679% | 07/15/2048 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| FMG Finance Pty Ltd. | 5.125% | 03/15/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.373% | 04/15/2031 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 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% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.0% |
| DaVita HealthCare Partners Inc. (fka DaVita Inc.) | 5.343% | 06/24/2021 | 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% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.0% |
| CDW LLC (fka CDW Corporation) | 4.545% | 08/17/2023 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Wabtec Corp. | 3.911% | 09/15/2021 | 0.0% |
| IHS Markit Ltd | 3.625% | 05/01/2024 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Comfort Holding, LLC | 7.233% | 02/05/2024 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Hughes Satellite Systems Corp. | 6.500% | 06/15/2019 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 04/01/2040 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Vulcan Materials Co. | 3.276% | 03/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.722% | 07/15/2034 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| SLIDE 2018-FUN | 4.323% | 06/15/2031 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.512% | 06/10/2048 | 0.0% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Kerr-McGee Corp. | 6.950% | 07/01/2024 | 0.0% |
| BX Trust 2018-BILT | 4.243% | 05/15/2030 | 0.0% |
| Phillips 66 | 3.289% | 02/26/2021 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.0% |
| Flowserve Corp. | 3.160% | 10/14/2020 | 0.0% |
| American Airlines, Inc. | 4.473% | 12/14/2023 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.773% | 04/15/2031 | 0.0% |
| WGL Holdings, Inc. | 3.326% | 03/12/2020 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| HCP, Inc. | 4.200% | 03/01/2024 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 06/01/2042 | 0.0% |
| BX Trust 2017-SLCT | 3.393% | 07/15/2034 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.637% | 09/10/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| Taylor Morrison Communities Inc | 6.625% | 05/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.473% | 06/15/2032 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.993% | 08/15/2045 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| COMM Mortgage Trust | 0.245% | 09/10/2047 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| Travelport Corporate Finance PLC | 6.000% | 03/15/2026 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.727% | 07/05/2033 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.477% | 07/05/2033 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.667% | 03/25/2067 | 0.0% |
| GLP Financing, LLC | 3.977% | 04/28/2021 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| BX Trust 2018-GW | 4.243% | 05/15/2035 | 0.0% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.0% |
| PG&E Corp | 1.125% | 12/31/2020 | 0.0% |
| GS Mortgage Securities Trust | 0.330% | 11/10/2048 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| SLIDE 2018-FUN | 3.723% | 06/15/2031 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.538% | 10/15/2034 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| UTEX Industries | 6.483% | 05/22/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.320% | 11/10/2049 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.816% | 07/15/2050 | 0.0% |
| SLIDE 2018-FUN | 4.023% | 06/15/2031 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| GS Mortgage Securities Trust | 2.130% | 01/10/2045 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.748% | 12/01/2040 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Alexandria Real Estate Equities, Inc. | 4.000% | 01/15/2024 | 0.0% |
| Government National Mortgage Association | 1.157% | 12/16/2054 | 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% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 1.830% | 05/18/2021 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.0% |
| GLP Capital L.P. / GLP Financing II, Inc. | 4.875% | 11/01/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 03/01/2042 | 0.0% |
| Berry Plastics Corporation | 4.231% | 01/06/2021 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 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% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.473% | 06/15/2035 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 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% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.593% | 04/15/2031 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Martin Marietta Materials, Inc. | 3.327% | 05/22/2020 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 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% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.865% | 11/11/2041 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Berry Plastics Corporation | 4.231% | 02/08/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.589% | 06/01/2041 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.895% | 12/10/2054 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 10/01/2045 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| FMG Finance Pty Ltd. | 4.750% | 05/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Cigna Corp | 3.138% | 03/17/2020 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 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% |
| Glencore Funding LLC | 2.875% | 04/16/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 12/01/2045 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| RAIT 2017-FL8 Trust | 3.323% | 12/15/2037 | 0.0% |
| CEC Entertainment, Inc. | 5.733% | 02/12/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.016% | 10/01/2043 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| American Airlines, Inc. | 4.479% | 04/28/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.514% | 06/01/2042 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.100% | 06/15/2048 | 0.0% |
| UTEX Industries | 9.733% | 05/22/2022 | 0.0% |
| UAL 2007-1 Pass Through Trust | 7.336% | 07/02/2019 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| WPX Energy, Inc. | 6.000% | 01/15/2022 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 3.137% | 01/20/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.554% | 08/10/2049 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| TransDigm, Inc. | 6.000% | 07/15/2022 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Sempra Energy | 2.875% | 10/01/2022 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| COMM Mortgage Trust | 0.853% | 07/10/2050 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.535% | 06/15/2045 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.851% | 10/09/2020 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 12/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Select Medical Corp. | 6.375% | 06/01/2021 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Government National Mortgage Association | 0.567% | 03/16/2056 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 12/01/2040 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| FX USD/CAD 06/19 | 0.000% | 06/19/2019 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.493% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.000% | 08/20/2030 | 0.0% |
| Commercial Mortgage Loan Trust | 6.238% | 12/10/2049 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) JUN19 | 0.000% | 07/03/2019 | 0.0% |
| US 2YR NOTE (CBT) JUN19 | 0.000% | 07/03/2019 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment in the Fund will change as interest rates fluctuate in response to market movements. When interest rates rise, the prices of debt securities are likely to decline, and when interest rates fall, the prices of debt securities tend to rise. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. The fund performance history at this time is very limited; therefore, performance achieved during its initial period of investment operation may not be replicated over longer periods and may not be indicative of how the Fund will perform in the future. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.