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 | 0.625% | 04/15/2023 | 1.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.6% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 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 | 0.5% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 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 | 0.625% | 04/15/2023 | 1.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.6% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 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 | 0.5% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 0.4% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.4% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.4% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.4% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.4% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.4% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.4% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.785% | 03/15/2023 | 0.4% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.4% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.4% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.4% |
| CHT 2017-COSMO Mortgage Trust | 3.385% | 11/15/2036 | 0.4% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.3% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| Discover Bank | 7.000% | 04/15/2020 | 0.3% |
| Discover Bank | 8.700% | 11/18/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.3% |
| Ammc Clo 19 Ltd. | 3.936% | 10/15/2028 | 0.3% |
| OHA Loan Funding Ltd. | 4.026% | 08/15/2029 | 0.3% |
| Octagon Investment Partners XXI Ltd. | 3.964% | 11/14/2026 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.286% | 01/15/2026 | 0.3% |
| LCM XXIV Ltd | 3.779% | 03/20/2030 | 0.3% |
| West CLO 2014-2 Ltd | 3.306% | 01/16/2027 | 0.3% |
| Salem Fields CLO Ltd 2016-2 | 3.640% | 10/25/2028 | 0.3% |
| OZLM Ltd. | 3.625% | 10/17/2029 | 0.3% |
| Halcyon Loan Advisors Funding Ltd. | 3.570% | 07/25/2027 | 0.3% |
| Tyco International Holding Sarl | 0.000% | 01/02/2019 | 0.3% |
| Royal Caribbean Cruises Ltd. | 0.000% | 01/02/2019 | 0.3% |
| Energy Transfer Partners L.P. | 0.000% | 01/02/2019 | 0.3% |
| BlueMountain CLO 2012-2 Ltd | 3.695% | 11/20/2028 | 0.3% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.320% | 01/20/2027 | 0.3% |
| South Carolina Fuel Co Inc | 0.000% | 01/17/2019 | 0.3% |
| Magnetite VII Ltd | 3.236% | 01/15/2028 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| Dryden 30 Senior Loan Fund | 3.434% | 11/15/2028 | 0.3% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.3% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.3% |
| Energy Transfer Operating LP | 9.000% | 04/15/2019 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.005% | 03/15/2027 | 0.3% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.755% | 05/15/2023 | 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% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.3% |
| Avery Point CLO Ltd. | 3.429% | 07/17/2026 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 3.126% | 03/15/2037 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 5.705% | 08/15/2034 | 0.3% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.455% | 06/15/2032 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Takeda Pharmaceutical Co. Ltd. | 3.800% | 11/26/2020 | 0.3% |
| Volkswagen Group of America Finance LLC | 4.000% | 11/12/2021 | 0.3% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.3% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.3% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.3% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.3% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.3% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.3% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.3% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.3% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.3% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 3.177% | 03/15/2037 | 0.2% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.2% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.645% | 04/18/2025 | 0.2% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 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% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| General Electric Co. | 5.300% | 02/11/2021 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Dell International LLC | 3.071% | 09/07/2021 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 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% |
| First National Master Note Trust 2017-2 | 2.895% | 10/16/2023 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| U.S. Treasury Note | 0.125% | 04/15/2022 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 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% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 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% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.2% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 5.220% | 08/20/2030 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.137% | 08/15/2046 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.585% | 11/15/2037 | 0.2% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.487% | 06/15/2036 | 0.2% |
| Energy Transfer Operating LP | 9.700% | 03/15/2019 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.410% | 11/19/2035 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.405% | 11/15/2035 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.2% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Vistra Energy Corp | 7.375% | 11/01/2022 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.892% | 03/15/2037 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.106% | 01/25/2046 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.005% | 09/15/2028 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| LMREC 2015-CRE, Inc. | 3.484% | 02/22/2032 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.1% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.1% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.1% |
| GS Mortgage Securities Trust | 5.391% | 08/10/2044 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Platform Specialty Products Corp. | 6.500% | 02/01/2022 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.1% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.782% | 08/15/2049 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.597% | 11/15/2043 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Invitation Homes, Inc. | 4.204% | 02/06/2022 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/16/2023 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/16/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 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% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| PFP 2017-3 Ltd. | 5.955% | 01/14/2035 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| PFP 2017-3 Ltd. | 4.205% | 01/14/2035 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 5.205% | 03/15/2027 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.649% | 10/15/2034 | 0.1% |
| AREIT 2018-CRE2 Trust | 3.287% | 11/14/2035 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| KREF 2018-FL1 Ltd | 3.402% | 06/15/2036 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.754% | 02/22/2032 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.780% | 11/19/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.130% | 11/19/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.730% | 11/19/2035 | 0.1% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.405% | 07/15/2035 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.969% | 07/21/2024 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.785% | 07/15/2024 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.955% | 06/15/2029 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.405% | 06/15/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.445% | 12/15/2027 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.885% | 06/15/2035 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 4.105% | 06/15/2035 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.385% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.305% | 07/15/2032 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.937% | 05/08/2030 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.605% | 06/15/2028 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.855% | 11/15/2036 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.537% | 05/08/2030 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.455% | 04/15/2036 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.705% | 11/15/2036 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.520% | 08/20/2030 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Energy Transfer Equity L.P. | 4.250% | 03/15/2023 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 6.070% | 08/20/2030 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.258% | 05/15/2035 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Hewlett-Packard Co. | 3.279% | 01/14/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.655% | 04/15/2031 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| Citigroup, Inc. | 3.027% | 10/27/2022 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.795% | 01/15/2049 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 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% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.356% | 06/25/2035 | 0.1% |
| BDS 2018-FL1 | 3.305% | 01/15/2035 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Panera Bread Company | 4.250% | 07/18/2022 | 0.1% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.1% |
| CenturyLink, Inc. | 5.272% | 11/01/2022 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.1% |
| BBCMS Trust 2018-BXH | 3.455% | 10/15/2037 | 0.1% |
| RAIT 2017-FL7 Trust | 3.405% | 06/15/2037 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.437% | 11/15/2049 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.885% | 04/18/2022 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.250% | 03/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| eBay, Inc. | 2.823% | 08/01/2019 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.1% |
| Goldman Sachs Group, Inc. | 3.445% | 04/26/2022 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| SLIDE 2018-FUN | 3.355% | 06/15/2031 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.755% | 06/15/2032 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.069% | 10/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 2.810% | 04/20/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.085% | 09/15/2050 | 0.1% |
| AT&T INC | 3.571% | 12/14/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.994% | 08/15/2049 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Vulcan Materials Co. | 2.934% | 06/15/2020 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.388% | 12/15/2032 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.350% | 07/05/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.705% | 08/15/2034 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.885% | 03/10/2049 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| BX Trust 2017-SLCT | 4.505% | 07/15/2034 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| Charter Communications Operating LLC | 4.500% | 02/01/2024 | 0.1% |
| Morgan Stanley | 3.528% | 01/20/2022 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| Morgan Stanley | 3.418% | 02/14/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| LSTAR Commercial Mortgage Trust | 3.127% | 04/20/2048 | 0.1% |
| ConAgra Brands, Inc. | 3.800% | 10/22/2021 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Spectrum Brands Holdings Inc | 7.750% | 01/15/2022 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Becton, Dickinson & Co. | 3.261% | 12/29/2020 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.305% | 01/15/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.055% | 06/15/2032 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| BX Trust 2017-SLCT | 5.605% | 07/15/2034 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| CSMC 2016-MFF | 5.955% | 11/15/2033 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| CSMC 2016-MFF | 4.955% | 11/15/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.855% | 03/15/2023 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| CSMC Trust 2017-PFHP | 3.405% | 12/15/2030 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| CSMC 2017-HD Trust | 3.405% | 02/15/2031 | 0.1% |
| CSMC 2017-HD Trust | 4.955% | 02/15/2031 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| DowDuPont Inc | 4.205% | 11/15/2023 | 0.1% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.1% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| World Omni Auto Receivables Trust 2018-D | 3.670% | 12/16/2024 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.455% | 01/15/2035 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| ConAgra Brands, Inc. | 4.300% | 05/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Vodafone Group plc | 3.329% | 01/16/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| BX Trust 2018-BILT | 3.255% | 05/15/2030 | 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% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.329% | 07/05/2033 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| General Electric Co. | 4.625% | 01/07/2021 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| BXP Trust 2017-CQHP | 3.305% | 11/15/2034 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Energy Transfer Operating LP | 4.650% | 06/01/2021 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.225% | 12/15/2034 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| Surgery Center Holdings, Inc. | 8.875% | 04/15/2021 | 0.1% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| BX Trust 2017-SLCT | 3.655% | 07/15/2034 | 0.1% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.0% |
| BX Trust 2017-SLCT | 3.375% | 07/15/2034 | 0.0% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.696% | 03/25/2067 | 0.0% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.605% | 09/15/2028 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.088% | 01/15/2048 | 0.0% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.798% | 12/15/2049 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.599% | 12/15/2048 | 0.0% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.0% |
| Sempra Energy | 2.839% | 01/15/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.748% | 09/15/2048 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| Hilton Worldwide Finance, LLC | 4.227% | 10/25/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.0% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 4.155% | 12/15/2034 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| American Airlines, Inc. | 4.387% | 10/10/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 3.673% | 01/01/2042 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| Federal National Mortgage Assoc. | 4.216% | 10/01/2036 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.705% | 09/30/2025 | 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% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.337% | 07/15/2034 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| RAIT 2017-FL8 Trust | 3.305% | 12/15/2037 | 0.0% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 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% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.967% | 03/10/2046 | 0.0% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.0% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.0% |
| BX Trust 2018-GW | 3.255% | 05/15/2035 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.0% |
| Entergy Texas, Inc. | 7.125% | 02/01/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Rowan Companies, Inc. | 7.875% | 08/01/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.717% | 12/01/2045 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 1.830% | 05/18/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.805% | 06/15/2029 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.608% | 07/15/2048 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.756% | 06/15/2045 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.677% | 11/11/2041 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Reynolds Group Hldgs, Inc. | 5.272% | 02/05/2023 | 0.0% |
| Express Scripts Holding Co. | 4.750% | 11/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.355% | 04/15/2031 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Vipshop Holdings Ltd. | 1.500% | 03/15/2019 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Federal National Mortgage Assoc. | 3.982% | 04/01/2040 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.0% |
| Flowserve Corp. | 3.075% | 10/14/2020 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 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% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.401% | 06/10/2048 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.0% |
| Hughes Satellite Systems Corp. | 6.500% | 06/15/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Vulcan Materials Co. | 2.971% | 03/01/2021 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.637% | 07/15/2034 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| SLIDE 2018-FUN | 4.305% | 06/15/2031 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.836% | 08/15/2045 | 0.0% |
| Phillips 66 | 2.911% | 02/26/2021 | 0.0% |
| BX Trust 2018-BILT | 4.225% | 05/15/2030 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| Newell Rubbermaid, Inc. | 5.000% | 11/15/2023 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| American International Group, Inc. | 4.125% | 02/15/2024 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.755% | 04/15/2031 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.500% | 09/10/2049 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 2.923% | 06/01/2042 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| AT&T, Inc. | 3.956% | 06/12/2024 | 0.0% |
| American Honda Finance Corp. | 1.650% | 07/12/2021 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Building Materials Corp. of America | 5.375% | 11/15/2024 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| COMM Mortgage Trust | 0.097% | 09/10/2047 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| General Electric Co. | 4.375% | 09/16/2020 | 0.0% |
| Taylor Morrison Communities Inc | 6.625% | 05/15/2022 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.929% | 07/05/2033 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.379% | 07/05/2033 | 0.0% |
| GS Mortgage Securities Trust | 0.183% | 11/10/2048 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| FMG Finance Pty Ltd. | 5.125% | 05/15/2024 | 0.0% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| Government National Mortgage Association | 1.158% | 12/16/2054 | 0.0% |
| GLP Financing, LLC | 4.004% | 04/28/2021 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.616% | 12/01/2040 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| SLIDE 2018-FUN | 3.705% | 06/15/2031 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| BX Trust 2018-GW | 4.225% | 05/15/2035 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| GS Mortgage Securities Trust | 1.945% | 01/10/2045 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| AmerisourceBergen Corp. | 3.500% | 11/15/2021 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.187% | 11/10/2049 | 0.0% |
| Freeport-McMoRan, Inc. | 4.000% | 11/14/2021 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.694% | 07/15/2050 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| UTEX Industries | 6.522% | 05/22/2021 | 0.0% |
| SLIDE 2018-FUN | 4.005% | 06/15/2031 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 3.961% | 03/01/2042 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Yonkers Racing Corp. | 5.571% | 05/31/2024 | 0.0% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.575% | 04/15/2031 | 0.0% |
| Martin Marietta Materials, Inc. | 2.960% | 05/22/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 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% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.455% | 06/15/2035 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.407% | 06/01/2041 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.753% | 12/10/2054 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| Federal National Mortgage Assoc. | 2.825% | 10/01/2045 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| HCA, Inc. | 5.875% | 03/15/2022 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Cigna Corp | 3.138% | 03/17/2020 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.106% | 10/01/2043 | 0.0% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.0% |
| Aimia Inc | 5.600% | 05/17/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| PFP 2017-3 Ltd. | 3.505% | 01/14/2035 | 0.0% |
| Federal National Mortgage Assoc. | 2.679% | 12/01/2045 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.019% | 06/01/2042 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 11.053% | 10/09/2020 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| UAL 2007-1 Pass Through Trust | 7.336% | 07/02/2019 | 0.0% |
| L-3 Communications Corp. | 4.950% | 02/15/2021 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Philip Morris International, Inc. | 2.375% | 08/17/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| American Honda Finance Corp. | 1.700% | 09/09/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| UTEX Industries | 9.772% | 05/22/2022 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 3.120% | 01/20/2022 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.425% | 08/10/2049 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| American International Group, Inc. | 4.875% | 06/01/2022 | 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% |
| Berry Plastics Corporation | 4.394% | 02/08/2020 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Berry Plastics Corporation | 4.137% | 01/06/2021 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.638% | 08/20/2030 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| COMM Mortgage Trust | 0.717% | 07/10/2050 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.405% | 06/15/2045 | 0.0% |
| Commercial Mortgage Loan Trust | 6.050% | 12/10/2049 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Federal National Mortgage Assoc. | 4.428% | 12/01/2040 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.0% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 2.773% | 12/15/2022 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Government National Mortgage Association | 0.570% | 03/16/2056 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 4.528% | 12/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Federal National Mortgage Assoc. | 4.512% | 10/01/2040 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| FX USD/CAD 03/19 | 0.000% | 03/05/2019 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) MAR19 | 0.000% | 04/03/2019 | 0.0% |
| US 2YR NOTE (CBT) MAR19 | 0.000% | 04/03/2019 | 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.