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 | 0.125% | 04/30/2022 | 1.0% |
| Volkswagen Group of America Finance LLC | 2.653% | 11/12/2021 | 0.7% |
| U.S. Treasury Note/Bond | 0.125% | 05/31/2022 | 0.7% |
| AT&T, Inc. | 3.067% | 06/12/2024 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.114% | 11/15/2036 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| NextEra Energy Capital Holdings, Inc. | 2.399% | 02/25/2022 | 0.5% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 1.104% | 10/15/2036 | 0.5% |
| Caterpillar Financial Services Corp. | 2.202% | 05/15/2023 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 0.125% | 04/30/2022 | 1.0% |
| Volkswagen Group of America Finance LLC | 2.653% | 11/12/2021 | 0.7% |
| U.S. Treasury Note/Bond | 0.125% | 05/31/2022 | 0.7% |
| AT&T, Inc. | 3.067% | 06/12/2024 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.114% | 11/15/2036 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| NextEra Energy Capital Holdings, Inc. | 2.399% | 02/25/2022 | 0.5% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 1.104% | 10/15/2036 | 0.5% |
| Caterpillar Financial Services Corp. | 2.202% | 05/15/2023 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.684% | 08/15/2032 | 0.5% |
| Equifax, Inc. | 2.562% | 08/15/2021 | 0.4% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.164% | 05/15/2036 | 0.4% |
| AstraZeneca plc | 2.511% | 06/10/2022 | 0.4% |
| Constellation Brands, Inc. | 2.392% | 11/15/2021 | 0.4% |
| Bayer US Finance II LLC | 2.904% | 12/15/2023 | 0.4% |
| Vulcan Materials Co. | 2.230% | 03/01/2021 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.4% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.4% |
| Hewlett Packard Enterprise Co. | 2.620% | 10/05/2021 | 0.4% |
| Newell Rubbermaid, Inc. | 4.350% | 04/01/2023 | 0.4% |
| GE Capital Funding LLC | 3.450% | 05/15/2025 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| Boeing Co. | 2.800% | 03/01/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| MPLX L.P. | 2.985% | 09/09/2022 | 0.3% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.3% |
| Becton, Dickinson & Co. | 2.917% | 06/06/2022 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Dryden XXV Senior Loan Fund | 2.569% | 10/15/2027 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.3% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Bayer US Finance II LLC | 3.375% | 07/15/2024 | 0.3% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.3% |
| Boeing Co. | 4.508% | 05/01/2023 | 0.3% |
| Branch Banking & Trust Co. | 1.500% | 03/10/2025 | 0.3% |
| National Securities Clearing Corp | 1.500% | 04/23/2025 | 0.3% |
| National Securities Clearing Corp | 1.200% | 04/23/2023 | 0.3% |
| Northwoods Capital 20 Ltd | 3.221% | 01/25/2030 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| Hyundai Capital America | 0.000% | 06/29/2020 | 0.3% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 2.385% | 01/20/2029 | 0.3% |
| Boeing Co. | 0.000% | 10/29/2020 | 0.3% |
| TICP CLO VI 2016-2 Ltd | 2.419% | 01/15/2029 | 0.3% |
| Reckitt Benckiser Treasury Services PLC | 2.495% | 06/24/2022 | 0.3% |
| Ares XLI Clo Ltd | 2.419% | 01/15/2029 | 0.2% |
| Jackson National Life Global Funding | 1.051% | 03/16/2021 | 0.2% |
| BlueMountain CLO 2012-2 Ltd | 1.427% | 11/20/2028 | 0.2% |
| Mountain View Clo XIV Ltd | 2.709% | 04/15/2029 | 0.2% |
| OZLM Funding III Ltd | 2.278% | 01/22/2029 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 2.944% | 10/25/2028 | 0.2% |
| Carnival Corp. | 0.000% | 09/04/2020 | 0.2% |
| U.S. Treasury Note/Bond | 0.250% | 05/31/2025 | 0.2% |
| LCM XXIV Ltd | 2.445% | 03/20/2030 | 0.2% |
| Mountain View CLO 2017-1 LLC | 2.266% | 10/16/2029 | 0.2% |
| Ammc Clo 19 Ltd. | 3.019% | 10/16/2028 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.184% | 10/15/2036 | 0.2% |
| KKR CLO 28 LTD | 2.387% | 03/15/2031 | 0.2% |
| Apidos CLO XXII | 2.195% | 04/20/2031 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 2.885% | 01/20/2028 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| OZLM Ltd. | 2.305% | 10/17/2029 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Goldman Sachs Group, Inc. | 2.433% | 02/23/2023 | 0.2% |
| Huntington Ingalls Industries, Inc. | 5.000% | 11/15/2025 | 0.2% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Wells Fargo & Co. | 2.819% | 07/26/2021 | 0.2% |
| JPMorgan Chase & Co. | 3.031% | 10/24/2023 | 0.2% |
| Express Scripts Holding Co. | 2.330% | 11/30/2020 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| BMW US Capital LLC | 3.800% | 04/06/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 7.000% | 03/15/2024 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.2% |
| BP Capital Markets America Inc | 2.553% | 09/19/2022 | 0.2% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Tyco Electronics Group S.A. | 2.342% | 06/05/2020 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| Southern Power Co | 2.458% | 12/20/2020 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| BMW US Capital LLC | 3.900% | 04/09/2025 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 1.304% | 06/15/2037 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Occidental Petroleum Corp. | 1.842% | 08/15/2022 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| MARB BondCo PLC | 7.000% | 03/15/2024 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 03/14/2021 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| UBS AG London | 1.750% | 04/21/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Barclays Bank plc | 1.700% | 05/12/2022 | 0.2% |
| Gold Fields Orogen Holding BVI Ltd. | 4.875% | 10/07/2020 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.234% | 04/15/2034 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| General Electric Co. | 1.741% | 03/15/2023 | 0.2% |
| BanColombia SA | 3.000% | 01/29/2025 | 0.2% |
| Elm CLO 2014-1 Ltd | 2.885% | 01/17/2029 | 0.2% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.314% | 05/15/2036 | 0.2% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.2% |
| Albemarle Corp. | 2.742% | 11/15/2022 | 0.2% |
| Steel Dynamics, Inc. | 4.125% | 09/15/2025 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.906% | 03/15/2037 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| LMREC 2019-CRE3 Inc | 1.573% | 12/22/2035 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Citigroup, Inc. | 2.484% | 10/27/2022 | 0.2% |
| Cigna Corp | 2.550% | 09/17/2021 | 0.2% |
| Bahamas Government International Bond | 5.750% | 01/16/2024 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| First National Master Note Trust 2017-2 | 0.624% | 10/16/2023 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.2% |
| ACAM 2019-FL1 ltd | 1.572% | 11/17/2034 | 0.2% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.2% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.2% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.2% |
| Oracle Corp. | 2.500% | 04/01/2025 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.2% |
| Daimler Finance North America LLC | 3.700% | 05/04/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| M360 2019-CRE2 LLC | 1.584% | 09/15/2034 | 0.2% |
| MPLX L.P. | 6.375% | 05/01/2024 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 2.653% | 03/19/2021 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Halcyon Loan Advisors Funding Ltd. | 2.071% | 07/25/2027 | 0.2% |
| Stars Group Holdings BV | 4.950% | 07/10/2025 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.2% |
| CenturyLink, Inc. | 2.174% | 01/28/2025 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.153% | 08/15/2046 | 0.2% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.2% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.2% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.2% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.2% |
| Becton, Dickinson & Co. | 2.836% | 12/29/2020 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.434% | 08/15/2034 | 0.1% |
| Daimler Finance North America LLC | 2.411% | 11/05/2021 | 0.1% |
| Sempra Energy | 2.331% | 01/15/2021 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| Daimler Finance North America LLC | 2.592% | 02/15/2022 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.1% |
| Cardinal Health, Inc. | 2.664% | 06/15/2022 | 0.1% |
| Occidental Petroleum Corp. | 3.125% | 02/15/2022 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.172% | 04/15/2032 | 0.1% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Toyota Motor Credit Corp. | 1.350% | 08/25/2023 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.1% |
| Exxon Mobil Corp. | 1.571% | 04/15/2023 | 0.1% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 1.314% | 11/15/2037 | 0.1% |
| ConocoPhillips Co. | 2.592% | 05/15/2022 | 0.1% |
| Williams Scotsman International Inc | 7.875% | 12/15/2022 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 1.334% | 05/15/2037 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.364% | 06/15/2036 | 0.1% |
| JFIN CLO 2013 Ltd | 3.209% | 01/20/2030 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.125% | 07/01/2022 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| CVS Caremark Corp. | 3.875% | 07/20/2025 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.284% | 05/15/2036 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Panera Bread Company | 3.744% | 07/18/2022 | 0.1% |
| Anheuser-Busch InBev Finance, Inc. | 3.700% | 02/01/2024 | 0.1% |
| Carrier Global Corp | 2.242% | 02/15/2025 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 4.250% | 10/21/2025 | 0.1% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.168% | 03/25/2034 | 0.1% |
| Carnival Corp. | 3.950% | 10/15/2020 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.734% | 09/15/2028 | 0.1% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.855% | 03/15/2037 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| CPUK Finance Ltd | 4.250% | 08/28/2022 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| American Honda Finance Corp. | 0.000% | 07/20/2020 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 2.621% | 03/15/2037 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Vulcan Materials Co. | 2.494% | 06/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| PFP 2019-6 Ltd | 1.232% | 04/14/2037 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.142% | 05/05/2032 | 0.1% |
| Goldman Sachs Group, Inc. | 2.801% | 07/24/2023 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Baxter International, Inc. | 3.750% | 10/01/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Kinder Morgan, Inc. | 3.111% | 01/15/2023 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| GS Mortgage Securities Trust | 5.389% | 08/10/2044 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.567% | 03/12/2021 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Chevron Corp. | 1.554% | 05/11/2025 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Capital One Financial Corp. | 2.600% | 05/11/2023 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Goldman Sachs Group, Inc. | 2.904% | 04/26/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Leidos, Inc. | 2.950% | 05/15/2023 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Diamondback Energy, Inc. | 2.875% | 12/01/2024 | 0.1% |
| Covanta Holding Corp. | 5.875% | 07/01/2025 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.523% | 11/15/2043 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| Trillium Credit Card Trust II | 0.518% | 09/26/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.514% | 07/15/2024 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.661% | 07/21/2024 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 7.788% | 08/13/2021 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.1% |
| Avery Point CLO Ltd. | 2.115% | 07/17/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Financial & Risk US Hold | 4.879% | 10/01/2025 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.500% | 03/15/2022 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.1% |
| Phillips 66 | 2.247% | 02/26/2021 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.334% | 06/15/2028 | 0.1% |
| BDS 2019-FL3 LTD | 1.572% | 12/15/2035 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.321% | 05/15/2029 | 0.1% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 2.174% | 10/07/2024 | 0.1% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.1% |
| Citigroup, Inc. | 1.678% | 05/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.134% | 07/15/2035 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.174% | 12/15/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.034% | 07/15/2032 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.162% | 11/14/2035 | 0.1% |
| Wabtec Corp. | 4.400% | 03/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2020-A | 2.900% | 12/15/2025 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.114% | 12/15/2036 | 0.1% |
| Steel Dynamics, Inc. | 5.500% | 10/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.684% | 06/15/2037 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 1.584% | 11/15/2036 | 0.1% |
| eBay, Inc. | 1.900% | 03/11/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.264% | 10/15/2036 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.434% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.634% | 10/15/2036 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.984% | 10/15/2036 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 2.434% | 11/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.684% | 06/15/2038 | 0.1% |
| Spirit AeroSystems, Inc. | 3.950% | 06/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.634% | 05/15/2038 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 0.987% | 05/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.614% | 06/15/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.522% | 12/19/2030 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 2.700% | 05/01/2025 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.384% | 04/15/2031 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.922% | 12/19/2030 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Flextronics International Ltd. | 3.750% | 02/01/2026 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 2.572% | 12/19/2030 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.834% | 06/15/2035 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 2.222% | 04/15/2032 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Microchip Technology, Inc. | 2.670% | 09/01/2023 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Dominion Resources, Inc. | 1.980% | 12/01/2020 | 0.1% |
| West CLO 2014-2 Ltd | 2.046% | 01/16/2027 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Uber Technologies Inc | 7.500% | 11/01/2023 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| FirstEnergy Corp. | 0.000% | 09/11/2021 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| UAL Corp. | 6.000% | 12/01/2020 | 0.1% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.768% | 01/25/2046 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.754% | 08/15/2049 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| American Airlines, Inc. | 2.174% | 04/28/2023 | 0.1% |
| Suncor Energy, Inc. | 9.250% | 10/15/2021 | 0.1% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.184% | 03/15/2036 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.1% |
| Toronto-Dominion Bank | 2.110% | 12/01/2022 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Sysco Corp. | 5.650% | 04/01/2025 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.125% | 04/15/2025 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Valero Energy Corp. | 2.700% | 04/15/2023 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| Toyota Motor Credit Corp. | 2.900% | 03/30/2023 | 0.1% |
| Nutrien Ltd | 3.375% | 03/15/2025 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Branch Banking & Trust Co. | 4.000% | 05/01/2025 | 0.1% |
| BP Capital Markets America Inc | 3.194% | 04/06/2025 | 0.1% |
| Chevron Corp. | 1.141% | 05/11/2023 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.1% |
| Ally Master Owner Trust | 0.504% | 07/15/2022 | 0.1% |
| Sprint Communications, Inc. | 7.000% | 08/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| BP Capital Markets America Inc | 2.937% | 04/06/2023 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 10.437% | 08/13/2022 | 0.1% |
| Charter Communications Operating LLC | 3.579% | 07/23/2020 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| BBCMS Trust 2018-BXH | 1.184% | 10/15/2037 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| SLIDE 2018-FUN | 1.084% | 06/15/2031 | 0.1% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| BDS 2018-FL2 | 1.121% | 08/15/2035 | 0.1% |
| Delta Air Lines, Inc. | 2.600% | 12/04/2020 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| PayPal Holdings, Inc. | 1.650% | 06/01/2025 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| Georgia-Pacific LLC | 1.750% | 09/30/2025 | 0.1% |
| Morgan Stanley | 2.999% | 01/20/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| PayPal Holdings, Inc. | 1.350% | 06/01/2023 | 0.1% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.399% | 11/15/2049 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.897% | 01/15/2049 | 0.1% |
| General Motors Financial Co., Inc. | 2.363% | 01/05/2023 | 0.1% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Ford Motor Credit Co. LLC | 2.134% | 09/24/2020 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Energy East Corp. | 3.200% | 04/15/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Mountain Hawk III CLO Ltd. | 2.335% | 04/18/2025 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| FNB Corp. | 2.200% | 02/24/2023 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| PayPal Holdings, Inc. | 2.400% | 10/01/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.504% | 10/15/2036 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.065% | 09/15/2050 | 0.1% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| General Motors Financial Co., Inc. | 5.200% | 03/20/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| Ryder System, Inc. | 3.350% | 09/01/2025 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.991% | 08/15/2049 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.484% | 06/15/2032 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Goldman Sachs Group, Inc. | 2.557% | 10/31/2022 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| SLC Student Loan Trust 2008-1 | 2.341% | 12/15/2032 | 0.1% |
| Navient Corp. | 6.125% | 03/25/2024 | 0.1% |
| Parsley Energy LLC | 5.250% | 08/15/2025 | 0.1% |
| Health Care Service Corp A Mutual Legal Reserve Co | 1.500% | 06/01/2025 | 0.1% |
| Stryker Corp. | 1.150% | 06/15/2025 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Cigna Corp | 2.721% | 07/15/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Great Wolf Trust 2019-WOLF | 1.817% | 12/15/2036 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| Callon Petroleum Co. | 6.250% | 04/15/2023 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.117% | 12/15/2036 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| IHeart Communications, Inc. | 6.375% | 05/01/2026 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| Boeing Co. | 2.300% | 08/01/2021 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Simmons Foods, Inc. | 7.750% | 01/15/2024 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.0% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.434% | 01/15/2034 | 0.0% |
| BX Trust 2017-SLCT | 3.334% | 07/15/2034 | 0.0% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.0% |
| CSMC Trust 2017-PFHP | 1.134% | 12/15/2030 | 0.0% |
| American Airlines Group, Inc. | 3.750% | 03/01/2025 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.234% | 12/15/2033 | 0.0% |
| Western Gas Partners L.P. | 2.161% | 01/13/2023 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.840% | 03/10/2049 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| RETL 2019-RVP | 2.284% | 03/15/2036 | 0.0% |
| Nissan Motor Acceptance Corp. | 2.065% | 09/28/2022 | 0.0% |
| MPH Acquisition Holdings LLC | 4.200% | 06/07/2023 | 0.0% |
| BX Trust 2018-BILT | 0.984% | 05/15/2030 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.253% | 07/05/2033 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| Motel 6 Trust 2017-MTL6 | 4.434% | 08/15/2034 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Nutrien Ltd | 1.900% | 05/13/2023 | 0.0% |
| Boston Scientific Corp. | 1.900% | 06/01/2025 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.554% | 04/15/2034 | 0.0% |
| BXP Trust 2017-CQHP | 1.034% | 11/15/2034 | 0.0% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| BX Trust 2017-SLCT | 2.234% | 07/15/2034 | 0.0% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Romania | 4.875% | 01/22/2024 | 0.0% |
| Scientific Games International, Inc. | 3.476% | 08/14/2024 | 0.0% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.0% |
| Walgreen Co. | 3.100% | 09/15/2022 | 0.0% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.634% | 05/15/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.784% | 06/15/2032 | 0.0% |
| HD Supply Inc. | 3.978% | 08/01/2024 | 0.0% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.0% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.0% |
| Exxon Mobil Corp. | 2.992% | 03/19/2025 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.334% | 09/15/2028 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| McDonald's Corp. | 3.300% | 07/01/2025 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.518% | 12/15/2036 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| Navient Corp. | 5.875% | 10/25/2024 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.916% | 12/15/2036 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Cargill Inc | 1.375% | 07/23/2023 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| Leidos, Inc. | 3.625% | 05/15/2025 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 1.884% | 12/15/2034 | 0.0% |
| Statoil ASA | 1.750% | 01/22/2026 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| Valero Energy Corp. | 2.850% | 04/15/2025 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| General Motors Co. | 5.400% | 10/02/2023 | 0.0% |
| Transocean Sentry Ltd | 5.375% | 05/15/2023 | 0.0% |
| General Motors Co. | 6.125% | 10/01/2025 | 0.0% |
| Cigna Corp | 4.125% | 11/15/2025 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.680% | 09/15/2048 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.686% | 12/15/2049 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.550% | 04/01/2025 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.968% | 01/15/2048 | 0.0% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Centene Corp. | 5.375% | 06/01/2026 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| CSMC Trust | 0.550% | 09/15/2037 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.084% | 04/15/2031 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.536% | 01/05/2034 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Anthem, Inc. | 2.375% | 01/15/2025 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 12/01/2045 | 0.0% |
| Wabtec Corp. | 2.041% | 09/15/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GLP Financing, LLC | 3.517% | 04/28/2021 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Newell Rubbermaid, Inc. | 4.875% | 06/01/2025 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 10/01/2036 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 01/01/2042 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Williams Cos., Inc. | 4.500% | 11/15/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| Ally Financial, Inc. | 4.250% | 04/15/2021 | 0.0% |
| Analog Devices, Inc. | 2.950% | 04/01/2025 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Triumph Group, Inc. | 5.250% | 06/01/2022 | 0.0% |
| RETL 2019-RVP | 1.334% | 03/15/2036 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.747% | 06/15/2045 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.513% | 07/15/2048 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| Prestige Auto Receivables Trust 2019-1 | 3.010% | 08/15/2025 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.125% | 07/15/2023 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.484% | 04/15/2031 | 0.0% |
| Navient Corp. | 5.500% | 01/25/2023 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| M/I Homes, Inc. | 5.625% | 08/01/2025 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| BX Trust 2018-BILT | 1.954% | 05/15/2030 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| SLIDE 2018-FUN | 2.034% | 06/15/2031 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.946% | 03/10/2046 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.370% | 06/10/2048 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.953% | 07/05/2033 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.553% | 07/05/2033 | 0.0% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.0% |
| Halliburton Co. | 3.800% | 11/15/2025 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 4.500% | 11/01/2023 | 0.0% |
| Sunoco Logistics Partners L.P. | 4.250% | 04/01/2024 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| WPX Energy, Inc. | 5.250% | 10/15/2027 | 0.0% |
| SunPower Corp. | 0.875% | 06/01/2021 | 0.0% |
| Reynolds Group Issuer, Inc. | 7.000% | 07/15/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Booz Allen Hamilton, Inc. | 5.125% | 05/01/2025 | 0.0% |
| American Airlines, Inc. | 2.184% | 12/14/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.479% | 08/10/2049 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| Sysco Corp. | 2.600% | 06/12/2022 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| WPX Energy, Inc. | 5.750% | 06/01/2026 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 04/01/2040 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 06/01/2042 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.184% | 06/15/2032 | 0.0% |
| CVS Caremark Corp. | 2.605% | 03/09/2021 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| SLIDE 2018-FUN | 1.434% | 06/15/2031 | 0.0% |
| Sysco Corp. | 3.550% | 03/15/2025 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| COMM Mortgage Trust | 0.097% | 09/10/2047 | 0.0% |
| GS Mortgage Securities Trust | 0.182% | 11/10/2048 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.375% | 07/05/2030 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| SLIDE 2018-FUN | 1.734% | 06/15/2031 | 0.0% |
| Univision Communications, Inc. | 5.125% | 05/15/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.137% | 11/10/2049 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.803% | 08/15/2045 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.304% | 04/15/2031 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.595% | 07/15/2050 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Ctrip.com International Ltd. | 1.000% | 07/01/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.945% | 12/01/2040 | 0.0% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 1.018% | 06/25/2035 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| T-Mobile USA, Inc. | 6.375% | 03/01/2025 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| Crown Castle International Corp. | 4.450% | 02/15/2026 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Kennedy-Wilson Inc | 5.875% | 04/01/2024 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| Sysco Corp. | 2.500% | 07/15/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.727% | 12/10/2054 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Government National Mortgage Association | 1.051% | 12/16/2054 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.020% | 06/01/2041 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 10/01/2045 | 0.0% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.350% | 06/15/2035 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 03/01/2042 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| FX USD/GBP 06/20 | 0.000% | 06/09/2020 | 0.0% |
| DDR Corp. | 3.625% | 02/01/2025 | 0.0% |
| GS Mortgage Securities Trust | 1.928% | 01/10/2045 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 12/01/2045 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 1.034% | 01/15/2033 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.013% | 06/15/2048 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.067% | 06/01/2042 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.400% | 08/10/2049 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| COMM Mortgage Trust | 0.647% | 07/10/2050 | 0.0% |
| Occidental Petroleum Corp. | 2.600% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 12/01/2040 | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 0.0% |
| FX GBP/USD 06/20 | 0.000% | 06/09/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.329% | 06/15/2045 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 12/01/2040 | 0.0% |
| UTEX Industries | 8.561% | 05/22/2022 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 0.500% | 03/31/2025 | 0.0% |
| Government National Mortgage Association | 0.221% | 03/16/2056 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Federal National Mortgage Assoc. | 0.303% | 10/01/2040 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.000% | 06/15/2032 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| US 5YR NOTE (CBT) SEP20 | 0.000% | 10/05/2020 | 0.0% |
| US 2YR NOTE (CBT) SEP20 | 0.000% | 10/05/2020 | 0.0% |
| FX USD/CAD 06/20 | 0.000% | 06/15/2020 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.