Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 02/04/2021 | 2.0% |
| U.S. Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.7% |
| U.S. Treasury Note/Bond | 0.125% | 09/30/2022 | 0.7% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.197% | 11/12/2021 | 0.7% |
| UBS AG | 7.625% | 08/17/2022 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.089% | 11/15/2036 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 02/04/2021 | 1.6% |
| U.S. Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| U.S. Treasury Note/Bond | 0.125% | 09/30/2022 | 0.7% |
| Wells Fargo & Co. | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.197% | 11/12/2021 | 0.7% |
| UBS AG | 7.625% | 08/17/2022 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.071% | 11/15/2036 | 0.6% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| CIT Group, Inc. | 5.000% | 08/01/2023 | 0.5% |
| NextGear Floorplan Master Owner Trust | 0.941% | 02/15/2025 | 0.5% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.5% |
| D.R. Horton, Inc. | 2.600% | 10/15/2025 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.641% | 08/15/2032 | 0.4% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.4% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.4% |
| Equifax, Inc. | 1.150% | 08/15/2021 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.121% | 05/15/2036 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Bayer US Finance II LLC | 1.323% | 12/15/2023 | 0.4% |
| BAE Systems plc | 4.750% | 10/11/2021 | 0.4% |
| Wells Fargo & Co. | 2.188% | 04/30/2026 | 0.4% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.4% |
| Citigroup, Inc. | 3.106% | 04/08/2026 | 0.4% |
| Citigroup, Inc. | 4.400% | 06/10/2025 | 0.4% |
| Vulcan Materials Co. | 0.896% | 03/01/2021 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.4% |
| MPLX L.P. | 1.342% | 09/09/2022 | 0.3% |
| Reliance Industries Ltd. | 5.400% | 02/14/2022 | 0.3% |
| Phi, Inc. | 0.510% | 10/21/2024 | 0.3% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.3% |
| Hewlett Packard Enterprise Co. | 1.024% | 10/05/2021 | 0.3% |
| Ally Financial, Inc. | 5.125% | 09/30/2024 | 0.3% |
| Ford Motor Co | 8.500% | 04/21/2023 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.3% |
| Boeing Co. | 2.800% | 03/01/2023 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.3% |
| Ford Motor Credit Co. LLC | 4.250% | 09/20/2022 | 0.3% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Ford Motor Credit Co. LLC | 2.979% | 08/03/2022 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Becton, Dickinson & Co. | 1.348% | 06/06/2022 | 0.3% |
| Nutrition & Biosciences Inc | 1.230% | 10/01/2025 | 0.3% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.3% |
| Dryden XXV Senior Loan Fund | 1.587% | 10/15/2027 | 0.3% |
| FirstEnergy Corp. | 2.850% | 07/15/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| HCA, Inc. | 5.250% | 04/15/2025 | 0.3% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.3% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Boeing Co. | 4.508% | 05/01/2023 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.2% |
| CPS Auto Receivables Trust 2020-C | 1.010% | 01/15/2025 | 0.2% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.2% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 0.857% | 06/24/2022 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 1.968% | 01/20/2028 | 0.2% |
| TICP CLO VI 2016-2 Ltd | 1.437% | 01/15/2029 | 0.2% |
| Conexant Systems, Inc. | 1.557% | 10/15/2031 | 0.2% |
| Mountain View Clo XIV Ltd | 1.727% | 04/15/2029 | 0.2% |
| Northwoods Capital 20 Ltd | 1.535% | 01/25/2030 | 0.2% |
| Ares XLI Clo Ltd | 1.437% | 01/15/2029 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 1.365% | 10/25/2028 | 0.2% |
| General Motors Financial Co., Inc. | 0.000% | 12/01/2020 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.468% | 01/20/2029 | 0.2% |
| KKR CLO 28 LTD | 1.390% | 03/15/2031 | 0.2% |
| Ammc Clo 19 Ltd. | 2.037% | 10/16/2028 | 0.2% |
| BlueMountain CLO 2012-2 Ltd | 1.274% | 11/20/2028 | 0.2% |
| OZLM Funding III Ltd | 1.396% | 01/22/2029 | 0.2% |
| Apidos CLO XXII | 1.278% | 04/20/2031 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.215% | 01/25/2031 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.320% | 10/16/2029 | 0.2% |
| OZLM Ltd. | 1.388% | 10/17/2029 | 0.2% |
| Jackson National Life Global Funding | 0.547% | 03/16/2021 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.141% | 10/15/2036 | 0.2% |
| BankUnited, Inc. | 4.875% | 11/17/2025 | 0.2% |
| Goldman Sachs Group, Inc. | 1.006% | 02/23/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Microchip Technology, Inc. | 2.670% | 09/01/2023 | 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% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.2% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Perusahaan Penerbit SBSN Indonesia III | 4.325% | 05/28/2025 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| BP Capital Markets America Inc | 0.877% | 09/19/2022 | 0.2% |
| Occidental Petroleum Corp. | 1.671% | 08/15/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Enel Finance International N.V. | 4.250% | 09/14/2023 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 7.000% | 03/15/2024 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Altice Financing S.A. | 7.500% | 05/15/2026 | 0.2% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.2% |
| WestRock Co. | 3.000% | 09/15/2024 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Numericable Group S.A. | 7.375% | 05/01/2026 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 1.261% | 06/15/2037 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| CSN Resources SA | 7.625% | 02/13/2023 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| MARB BondCo PLC | 6.875% | 01/19/2025 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| Weibo Corp. | 3.500% | 07/05/2024 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| Southern Power Co | 0.856% | 12/20/2020 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| Alcoa Nederland Holding BV | 6.750% | 09/30/2024 | 0.2% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.2% |
| MARB BondCo PLC | 7.000% | 03/15/2024 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| T-Mobile USA, Inc. | 1.500% | 02/15/2026 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Senegal Goverment International Bond | 8.750% | 05/13/2021 | 0.2% |
| Ford Motor Credit Co. LLC | 3.810% | 01/09/2024 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.191% | 04/15/2034 | 0.2% |
| Nigeria Government International Bond | 6.750% | 01/28/2021 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Mattel, Inc. | 3.150% | 03/15/2023 | 0.2% |
| UBS AG London | 1.750% | 04/21/2022 | 0.2% |
| Ford Motor Credit Co. LLC | 3.087% | 01/09/2023 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 03/14/2021 | 0.2% |
| Standard Chartered plc | 1.319% | 10/14/2023 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| UBS Group AG | 1.008% | 07/30/2024 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 0.970% | 02/25/2022 | 0.2% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.2% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.2% |
| Carrier Global Corp | 2.242% | 02/15/2025 | 0.2% |
| Elm CLO 2014-1 Ltd | 1.968% | 01/17/2029 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Sysco Corp. | 5.650% | 04/01/2025 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Albemarle Corp. | 1.330% | 11/15/2022 | 0.2% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.2% |
| Bank of America Corp. | 4.200% | 08/26/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Goldman Sachs Group, Inc. | 3.500% | 04/01/2025 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust | 0.380% | 08/18/2025 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.863% | 03/15/2037 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.061% | 10/15/2036 | 0.2% |
| AbbVie, Inc. | 2.600% | 11/21/2024 | 0.2% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Great Plains Energy, Inc. | 0.430% | 10/16/2023 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Cigna Corp | 0.949% | 09/17/2021 | 0.2% |
| Brandywine Realty Trust | 0.610% | 07/20/2026 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| BMW US Capital LLC | 3.900% | 04/09/2025 | 0.2% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.2% |
| Bank of America Corp. | 3.366% | 01/23/2026 | 0.2% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.2% |
| ACAM 2019-FL1 ltd | 1.544% | 11/17/2034 | 0.2% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.2% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.2% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| Daimler Finance North America LLC | 3.875% | 09/15/2021 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| Daimler Finance North America LLC | 3.700% | 05/04/2023 | 0.2% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Scientific Games International, Inc. | 2.896% | 08/14/2024 | 0.1% |
| Calpine Corp. | 5.250% | 06/01/2026 | 0.1% |
| U.S. Concrete, Inc. | 0.370% | 10/18/2024 | 0.1% |
| Ford Credit Auto Owner Trust 2020-C | 0.410% | 07/15/2025 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 0.977% | 03/19/2021 | 0.1% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Parsley Energy LLC | 5.375% | 01/15/2025 | 0.1% |
| Protective Life Global Funding | 1.082% | 06/09/2023 | 0.1% |
| PFS Financing Corp. | 1.270% | 06/15/2025 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| M360 2019-CRE2 LLC | 1.541% | 09/15/2034 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| Metropolitan Life Global Funding I | 0.900% | 06/08/2023 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Occidental Petroleum Corp. | 3.125% | 02/15/2022 | 0.1% |
| Daimler Finance North America LLC | 1.180% | 02/15/2022 | 0.1% |
| Daimler Finance North America LLC | 0.919% | 11/05/2021 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.391% | 08/15/2034 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.297% | 08/15/2046 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| CenturyLink, Inc. | 2.146% | 01/28/2025 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.130% | 04/15/2032 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| General Motors Financial Co., Inc. | 2.750% | 06/20/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Pentair Finance SA | 3.150% | 09/15/2022 | 0.1% |
| Diamondback Energy, Inc. | 2.875% | 12/01/2024 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| Toyota Motor Credit Corp. | 1.350% | 08/25/2023 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| LMREC 2019-CRE3 Inc | 1.551% | 12/22/2035 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| PFS Financing Corp. | 1.000% | 10/15/2025 | 0.1% |
| Parker Drilling Co. | 0.470% | 02/20/2025 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| Springleaf Finance Corp. | 7.750% | 10/01/2021 | 0.1% |
| IHS Markit Ltd | 4.000% | 03/01/2026 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.321% | 06/15/2036 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| Bank of America Corp. | 0.810% | 10/24/2024 | 0.1% |
| CVS Caremark Corp. | 3.875% | 07/20/2025 | 0.1% |
| JFIN CLO 2013 Ltd | 1.608% | 01/20/2030 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.241% | 05/15/2036 | 0.1% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 4.250% | 10/21/2025 | 0.1% |
| IHeart Communications, Inc. | 6.375% | 05/01/2026 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.510% | 01/05/2034 | 0.1% |
| Canadian Imperial Bank of Commerce | 0.950% | 06/23/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| Bank of America Corp. | 1.197% | 10/24/2026 | 0.1% |
| Newell Rubbermaid, Inc. | 4.350% | 04/01/2023 | 0.1% |
| Panera Bread Company | 3.744% | 07/18/2022 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.691% | 09/15/2028 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Century Communities, Inc. | 5.875% | 07/15/2025 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.812% | 03/15/2037 | 0.1% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Bank of America Corp. | 0.981% | 09/25/2025 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 1.295% | 07/25/2027 | 0.1% |
| PFP 2019-6 Ltd | 1.194% | 04/14/2037 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.700% | 04/25/2065 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Kinder Morgan, Inc. | 1.555% | 01/15/2023 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.1% |
| Goldman Sachs Group, Inc. | 1.264% | 07/24/2023 | 0.1% |
| Navient Corp. | 5.875% | 10/25/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 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% |
| PFS Financing Corp. | 0.970% | 02/15/2026 | 0.1% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Sabre GLBL, Inc. | 7.375% | 09/01/2025 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Wyndham Hotels & Resorts Inc | 5.375% | 04/15/2026 | 0.1% |
| GS Mortgage Securities Trust | 5.555% | 08/10/2044 | 0.1% |
| Covanta Holding Corp. | 5.875% | 07/01/2025 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.998% | 03/12/2021 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Capital One Financial Corp. | 2.600% | 05/11/2023 | 0.1% |
| Weibo Corp. | 1.250% | 11/15/2022 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Hasbro, Inc. | 3.000% | 11/19/2024 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| Mylan, Inc. | 1.208% | 05/25/2065 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Flextronics International Ltd. | 3.750% | 02/01/2026 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Leidos, Inc. | 2.950% | 05/15/2023 | 0.1% |
| BorgWarner, Inc. | 5.000% | 10/01/2025 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 1.355% | 04/26/2022 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| Citigroup, Inc. | 3.142% | 01/24/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Wabtec Corp. | 4.400% | 03/15/2024 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.1% |
| Norbord, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Ford Credit Auto Owner Trust 2016-REV1 | 2.310% | 08/15/2027 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.636% | 07/21/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.471% | 07/15/2024 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.274% | 05/15/2036 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| BDS 2019-FL3 LTD | 1.544% | 12/15/2035 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.291% | 06/15/2028 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.131% | 12/15/2027 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.641% | 06/15/2037 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.150% | 03/25/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.241% | 07/15/2032 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.300% | 05/15/2029 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| Financial & Risk US Hold | 4.879% | 10/01/2025 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| Cardinal Health, Inc. | 1.083% | 06/15/2022 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Citigroup, Inc. | 1.678% | 05/15/2024 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| Phillips 66 | 0.834% | 02/26/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.641% | 06/15/2038 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.071% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.091% | 07/15/2035 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.591% | 05/15/2038 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.391% | 10/15/2036 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.591% | 10/15/2036 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.899% | 12/19/2030 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.941% | 10/15/2036 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.571% | 06/15/2035 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.1% |
| Petrobras Global Finance BV | 8.375% | 05/23/2021 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.791% | 06/15/2035 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 2.700% | 05/01/2025 | 0.1% |
| American Airlines, Inc. | 3.576% | 04/28/2023 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2 | 0.450% | 02/15/2024 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| Bank of America Corp. | 1.319% | 06/19/2026 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| Netflix, Inc. | 3.625% | 06/15/2025 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Equinix, Inc. | 1.000% | 09/15/2025 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.341% | 04/15/2031 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Hbos Capital Funding NO 1 LP | 6.850% | 06/23/2199 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.1% |
| William Carter Co. | 5.500% | 05/15/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| BAT International Finance plc | 1.668% | 03/25/2026 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Dominion Resources, Inc. | 0.750% | 12/01/2020 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Eldorado Resorts, Inc. | 6.250% | 07/01/2025 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| Gilead Sciences, Inc. | 0.750% | 09/29/2023 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.1% |
| Core & Main LP | 6.125% | 08/15/2025 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Suncor Energy, Inc. | 9.250% | 10/15/2021 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.885% | 08/15/2049 | 0.1% |
| Stars Group Holdings BV | 5.524% | 07/10/2025 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Lennar Corp. | 4.500% | 04/30/2024 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| Valero Energy Corp. | 1.200% | 03/15/2024 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Avery Point CLO Ltd. | 1.198% | 07/17/2026 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 6.125% | 04/15/2025 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Callon Petroleum Co. | 6.250% | 04/15/2023 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.124% | 11/14/2035 | 0.1% |
| CPUK Finance Ltd | 4.250% | 08/28/2022 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.749% | 01/25/2046 | 0.1% |
| Wells Fargo & Co. | 2.625% | 07/22/2022 | 0.1% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| BBCMS Trust 2018-BXH | 1.141% | 10/15/2037 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.1% |
| SLIDE 2018-FUN | 1.041% | 06/15/2031 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Microchip Technology, Inc. | 3.922% | 06/01/2021 | 0.1% |
| General Motors Financial Co., Inc. | 1.294% | 01/05/2023 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| American Airlines Group, Inc. | 3.750% | 03/01/2025 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| Valero Energy Corp. | 2.700% | 04/15/2023 | 0.1% |
| Bank of America Corp. | 2.015% | 02/13/2026 | 0.1% |
| Morgan Stanley | 1.452% | 01/20/2022 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| General Motors Financial Co., Inc. | 2.900% | 02/26/2025 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.1% |
| Ryder System, Inc. | 3.350% | 09/01/2025 | 0.1% |
| Navient Corp. | 6.125% | 03/25/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.528% | 11/15/2049 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.1% |
| General Motors Financial Co., Inc. | 5.200% | 03/20/2023 | 0.1% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.1% |
| Valero Energy Corp. | 2.850% | 04/15/2025 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 2.060% | 01/15/2049 | 0.1% |
| HCA, Inc. | 8.360% | 04/15/2024 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| FNB Corp. | 2.200% | 02/24/2023 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Parsley Energy LLC | 5.250% | 08/15/2025 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| WPX Energy, Inc. | 5.750% | 06/01/2026 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.461% | 10/15/2036 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.441% | 06/15/2032 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.0% |
| Health Care Service Corp A Mutual Legal Reserve Co | 1.500% | 06/01/2025 | 0.0% |
| Occidental Petroleum Corp. | 2.600% | 04/15/2022 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.203% | 09/15/2050 | 0.0% |
| Royal Caribbean Cruises Ltd. | 11.500% | 06/01/2025 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.0% |
| Western Gas Partners L.P. | 2.074% | 01/13/2023 | 0.0% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| CSMC Trust 2017-PFHP | 1.091% | 12/15/2030 | 0.0% |
| Boeing Co. | 2.300% | 08/01/2021 | 0.0% |
| IntercontinentalExchange Group, Inc. | 0.700% | 06/15/2023 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.391% | 01/15/2034 | 0.0% |
| Kemper Corp. | 4.350% | 02/15/2025 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.096% | 08/15/2049 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.850% | 12/15/2032 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.0% |
| Simmons Foods, Inc. | 7.750% | 01/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.191% | 12/15/2033 | 0.0% |
| West CLO 2014-2 Ltd | 1.100% | 01/16/2027 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.0% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| RETL 2019-RVP | 2.241% | 03/15/2036 | 0.0% |
| PetSmart, Inc. | 8.875% | 06/01/2025 | 0.0% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| BX Trust 2018-BILT | 0.941% | 05/15/2030 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| CIT Group, Inc. | 3.929% | 06/19/2024 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.088% | 07/05/2033 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.511% | 04/15/2034 | 0.0% |
| BX Trust 2017-SLCT | 2.191% | 07/15/2034 | 0.0% |
| BXP Trust 2017-CQHP | 0.991% | 11/15/2034 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.0% |
| Romania | 4.875% | 01/22/2024 | 0.0% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.741% | 06/15/2032 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.924% | 03/10/2049 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.591% | 05/15/2036 | 0.0% |
| Navient Corp. | 5.500% | 01/25/2023 | 0.0% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.0% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.0% |
| PetSmart, Inc. | 7.125% | 03/15/2023 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.141% | 03/15/2036 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| COMM 2015-LC21 Mortgage Trust | 3.708% | 07/10/2048 | 0.0% |
| Walgreen Co. | 3.100% | 09/15/2022 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| MPH Acquisition Holdings LLC | 3.750% | 06/07/2023 | 0.0% |
| ESH Hospitality, Inc. | 5.250% | 05/01/2025 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Lennar Corp. | 4.750% | 05/30/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.291% | 09/15/2028 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 11/01/2025 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| DISH DBS Corp. | 5.875% | 07/15/2022 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 5.500% | 03/01/2023 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.0% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| Pacific Life Global Funding II | 1.200% | 06/24/2025 | 0.0% |
| Catholic Health Initiatives | 1.547% | 10/01/2025 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Summit Materials LLC | 5.125% | 06/01/2025 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Mountain Hawk III CLO Ltd. | 1.418% | 04/18/2025 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Cenovus Energy, Inc. | 5.375% | 07/15/2025 | 0.0% |
| American Woodmark Corp. | 4.875% | 03/15/2026 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.0% |
| Valero Energy Corp. | 3.650% | 03/15/2025 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| General Motors Co. | 6.125% | 10/01/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| General Motors Co. | 5.400% | 10/02/2023 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| TopBuild Corp. | 5.625% | 05/01/2026 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.774% | 12/15/2036 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.175% | 12/15/2036 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Acrisure LLC / Acrisure Finance Inc | 8.125% | 02/15/2024 | 0.0% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.0% |
| Cigna Corp | 4.125% | 11/15/2025 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.550% | 04/01/2025 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.750% | 06/15/2025 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| Centene Corp. | 5.375% | 06/01/2026 | 0.0% |
| Equitable Financial Life Global Funding | 1.400% | 07/07/2025 | 0.0% |
| Ally Financial, Inc. | 5.750% | 11/20/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.817% | 12/15/2049 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.826% | 09/15/2048 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| American Electric Power Co., Inc. | 0.750% | 11/01/2023 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.107% | 01/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.041% | 04/15/2031 | 0.0% |
| eBay, Inc. | 1.900% | 03/11/2025 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.900% | 06/15/2045 | 0.0% |
| BDS 2018-FL2 | 1.100% | 08/15/2035 | 0.0% |
| Caesars Resort Collection LLC / CRC Finco Inc | 5.750% | 07/01/2025 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Newell Rubbermaid, Inc. | 4.875% | 06/01/2025 | 0.0% |
| Forestar Group, Inc. | 8.000% | 04/15/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| CSMC Trust | 0.687% | 09/15/2037 | 0.0% |
| VeriSign, Inc. | 5.250% | 04/01/2025 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| M/I Homes, Inc. | 5.625% | 08/01/2025 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.0% |
| Ally Financial, Inc. | 4.250% | 04/15/2021 | 0.0% |
| Navistar International Corp. | 6.625% | 11/01/2025 | 0.0% |
| New York Transp Dev Corp. | 1.360% | 12/01/2021 | 0.0% |
| New York Transp Dev Corp. | 1.610% | 12/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| Wabtec Corp. | 3.200% | 06/15/2025 | 0.0% |
| Federal National Mortgage Assoc. | 3.695% | 01/01/2042 | 0.0% |
| Federal National Mortgage Assoc. | 3.470% | 10/01/2036 | 0.0% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.441% | 04/15/2031 | 0.0% |
| Wynn Las Vegas LLC | 5.500% | 03/01/2025 | 0.0% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.649% | 07/15/2048 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.500% | 05/01/2026 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| American Airlines, Inc. | 3.560% | 12/14/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.704% | 12/01/2045 | 0.0% |
| Reynolds American, Inc. | 4.450% | 06/12/2025 | 0.0% |
| SunPower Corp. | 0.875% | 06/01/2021 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| WPX Energy, Inc. | 5.250% | 10/15/2027 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.788% | 07/05/2033 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.487% | 06/10/2048 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| SLIDE 2018-FUN | 1.391% | 06/15/2031 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.873% | 12/15/2036 | 0.0% |
| Lennar Corp. | 4.875% | 12/15/2023 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.612% | 08/10/2049 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.075% | 03/10/2046 | 0.0% |
| SLIDE 2018-FUN | 1.691% | 06/15/2031 | 0.0% |
| GS Mortgage Securities Trust | 0.329% | 11/10/2048 | 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% |
| Wyndham Worldwide Corp. | 6.600% | 10/01/2025 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| Wynn Las Vegas LLC | 4.250% | 05/30/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.141% | 06/15/2032 | 0.0% |
| Federal National Mortgage Assoc. | 3.565% | 04/01/2040 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.265% | 11/10/2049 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Itron, Inc. | 5.000% | 01/15/2026 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.0% |
| Federal National Mortgage Assoc. | 2.943% | 06/01/2042 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.704% | 07/15/2050 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| MGM Resorts International | 6.000% | 03/15/2023 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| Kennedy-Wilson Inc | 5.875% | 04/01/2024 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.518% | 07/05/2030 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.864% | 12/10/2054 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.999% | 12/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.953% | 08/15/2045 | 0.0% |
| Federal Home Loan Mortgage Corp. | 2.820% | 06/01/2041 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| DDR Corp. | 3.625% | 02/01/2025 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Government National Mortgage Association | 1.020% | 12/16/2054 | 0.0% |
| Federal National Mortgage Assoc. | 2.869% | 03/01/2042 | 0.0% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.666% | 12/01/2045 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.794% | 10/01/2045 | 0.0% |
| Molina Healthcare, Inc. | 5.375% | 11/15/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.094% | 06/15/2048 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.523% | 08/10/2049 | 0.0% |
| GS Mortgage Securities Trust | 2.110% | 01/10/2045 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.412% | 06/01/2042 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Springleaf Finance Corp. | 6.125% | 05/15/2022 | 0.0% |
| Reynolds Group Issuer, Inc. | 5.125% | 07/15/2023 | 0.0% |
| COMM Mortgage Trust | 0.791% | 07/10/2050 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| FX GBP/USD 12/20 | 0.000% | 12/08/2020 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.770% | 12/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.463% | 06/15/2045 | 0.0% |
| Federal National Mortgage Assoc. | 3.197% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.178% | 03/16/2056 | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 0.0% |
| Federal National Mortgage Assoc. | 2.442% | 10/01/2040 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| UTEX Industries | 0.000% | 05/22/2022 | 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% |
| FX USD/GBP 12/20 | 0.000% | 12/08/2020 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) MAR21 | 0.000% | 04/05/2021 | 0.0% |
| US 2YR NOTE (CBT) MAR21 | 0.000% | 04/05/2021 | 0.0% |
| FX USD/CAD 12/20 | 0.000% | 12/15/2020 | 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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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
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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.