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 | 1.375% | 01/31/2022 | 3.8% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 2.606% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.121% | 11/12/2021 | 0.7% |
| Electricite de France SA | 0.000% | 02/04/2020 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| AT&T, Inc. | 3.312% | 06/12/2024 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 2.596% | 10/15/2036 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 3.176% | 08/15/2032 | 0.5% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 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 |
|---|
| U.S. Treasury Note/Bond | 1.625% | 12/31/2021 | 1.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 0.9% |
| CHT 2017-COSMO Mortgage Trust | 2.670% | 11/15/2036 | 0.8% |
| Volkswagen Group of America Finance LLC | 3.121% | 11/12/2021 | 0.7% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 3.240% | 08/15/2032 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 2.660% | 10/15/2036 | 0.5% |
| NextEra Energy Capital Holdings, Inc. | 2.852% | 02/25/2022 | 0.5% |
| Caterpillar Financial Services Corp. | 2.668% | 05/15/2023 | 0.5% |
| Equifax, Inc. | 3.028% | 08/15/2021 | 0.5% |
| Kraft Heinz Foods Co. | 2.475% | 02/10/2021 | 0.5% |
| AT&T, Inc. | 3.312% | 06/12/2024 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 2.720% | 05/15/2036 | 0.4% |
| Constellation Brands, Inc. | 2.858% | 11/15/2021 | 0.4% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.4% |
| AvalonBay Communities, Inc. | 2.433% | 01/15/2021 | 0.4% |
| Vulcan Materials Co. | 2.557% | 03/01/2021 | 0.4% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| 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. | 3.009% | 10/05/2021 | 0.4% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.3% |
| MPLX L.P. | 3.202% | 09/09/2022 | 0.3% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.070% | 03/15/2023 | 0.3% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.3% |
| Broadcom Inc | 3.625% | 10/15/2024 | 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% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.3% |
| Dryden XXV Senior Loan Fund | 3.336% | 10/15/2027 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Equinix, Inc. | 5.375% | 05/15/2027 | 0.3% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.3% |
| GS Mortgage Securities Corp Trust 2019-70P | 2.740% | 10/15/2036 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| LCM XXIV Ltd | 3.276% | 03/20/2030 | 0.3% |
| Ammc Clo 19 Ltd. | 3.801% | 10/16/2028 | 0.3% |
| Mountain View Clo XIV Ltd | 3.441% | 04/15/2029 | 0.3% |
| HPS Loan Management 10-2016 Ltd | 3.716% | 01/20/2028 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.216% | 01/20/2029 | 0.3% |
| TICP CLO VI 2016-2 Ltd | 3.201% | 01/15/2029 | 0.3% |
| Ares XLI Clo Ltd | 3.201% | 01/15/2029 | 0.3% |
| OZLM Funding III Ltd | 3.050% | 01/22/2029 | 0.3% |
| Canadian Tire Corp Ltd | 0.000% | 01/02/2020 | 0.3% |
| OZLM Ltd. | 3.172% | 10/17/2029 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 2.695% | 06/24/2022 | 0.2% |
| BlueMountain CLO 2012-2 Ltd | 2.949% | 11/20/2028 | 0.2% |
| Northwoods Capital 20 Ltd | 3.221% | 01/25/2030 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 3.090% | 10/25/2028 | 0.2% |
| Jabil, Inc. | 0.000% | 01/02/2020 | 0.2% |
| Cintas Corp No 2 | 0.000% | 01/02/2020 | 0.2% |
| Kroger Co. | 0.000% | 01/06/2020 | 0.2% |
| RELX Investments PLC | 0.000% | 01/06/2020 | 0.2% |
| Royal Caribbean Cruises Ltd. | 0.000% | 01/03/2020 | 0.2% |
| Southern California Edison Co. | 0.000% | 01/02/2020 | 0.2% |
| Westar Energy, Inc. | 0.000% | 01/02/2020 | 0.2% |
| Boeing Co. | 0.000% | 10/29/2020 | 0.2% |
| Great Wolf Trust | 2.756% | 12/15/2029 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 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% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.2% |
| Dollar Tree, Inc. | 3.003% | 04/17/2020 | 0.2% |
| JPMorgan Chase & Co. | 3.513% | 10/24/2023 | 0.2% |
| Wells Fargo & Co. | 3.292% | 07/26/2021 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.2% |
| Bayer US Finance II LLC | 3.129% | 12/15/2023 | 0.2% |
| BP Capital Markets America Inc | 2.814% | 09/19/2022 | 0.2% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.2% |
| Express Scripts Holding Co. | 2.874% | 11/30/2020 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Bermuda Government International Bond | 4.854% | 02/06/2024 | 0.2% |
| Bahamas Government International Bond | 5.750% | 01/16/2024 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.040% | 05/15/2023 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Halcyon Loan Advisors Funding Ltd. | 3.020% | 07/25/2027 | 0.2% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.2% |
| Grand Avenue CRE 2019-FL1 | 2.860% | 06/15/2037 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 2.790% | 04/15/2034 | 0.2% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Prosus NV | 6.000% | 07/18/2020 | 0.2% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.411% | 03/15/2037 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| China Overseas Finance Cayman V Ltd. | 3.950% | 11/15/2022 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.2% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.2% |
| Imperial Tobacco Finance plc | 3.125% | 07/26/2024 | 0.2% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Huarong Finance II Co Ltd | 4.500% | 01/16/2020 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.2% |
| Elm CLO 2014-1 Ltd | 3.752% | 01/17/2029 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 2.816% | 01/20/2027 | 0.2% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.870% | 05/15/2036 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Southern Power Co | 2.706% | 12/20/2020 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 2.462% | 03/15/2037 | 0.2% |
| Flowserve Corp. | 4.000% | 11/15/2023 | 0.2% |
| EQT Corp. | 2.813% | 10/01/2020 | 0.2% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.2% |
| Steel Dynamics, Inc. | 4.125% | 09/15/2025 | 0.2% |
| Dominion Resources, Inc. | 3.071% | 08/15/2024 | 0.2% |
| Sonoco Products Co. | 0.000% | 01/02/2020 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 3.170% | 05/15/2036 | 0.2% |
| Hawaii Hotel Trust 2019-MAUI | 2.890% | 05/15/2038 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| MPLX L.P. | 5.250% | 01/15/2025 | 0.2% |
| LMREC 2019-CRE3 Inc | 3.180% | 12/22/2035 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Las Vegas Sands Corp. | 3.200% | 08/08/2024 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.2% |
| Occidental Petroleum Corp. | 6.950% | 07/01/2024 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Citigroup, Inc. | 2.946% | 10/27/2022 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 2.970% | 05/15/2036 | 0.2% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.123% | 05/15/2052 | 0.2% |
| Harley-Davidson Financial Services Inc | 2.847% | 03/02/2021 | 0.2% |
| AstraZeneca plc | 2.754% | 06/10/2022 | 0.2% |
| Cigna Corp | 2.789% | 09/17/2021 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 2.940% | 06/15/2038 | 0.2% |
| Motel 6 Trust 2017-MTL6 | 4.990% | 08/15/2034 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| First National Master Note Trust 2017-2 | 2.180% | 10/16/2023 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.660% | 05/16/2022 | 0.2% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| ACAM 2019-FL1 ltd | 3.200% | 11/17/2034 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.840% | 12/15/2024 | 0.2% |
| BBVA Bancomer SA | 6.750% | 09/30/2022 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| Towd Point Mortgage Trust 2019-HY2 | 2.792% | 05/25/2058 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| AerCap Ireland Capital Ltd. | 5.000% | 10/01/2021 | 0.2% |
| MPLX L.P. | 6.375% | 05/01/2024 | 0.2% |
| American Airlines, Inc. | 3.904% | 10/10/2021 | 0.2% |
| M360 2019-CRE2 LLC | 3.140% | 09/15/2034 | 0.2% |
| Zimmer Biomet Holdings, Inc. | 2.914% | 03/19/2021 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/2023 | 0.2% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Avery Point CLO Ltd. | 2.982% | 07/17/2026 | 0.2% |
| West CLO 2014-2 Ltd | 2.871% | 01/16/2027 | 0.2% |
| Matador Resources Co. | 5.875% | 09/15/2026 | 0.2% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.2% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| NVA Holdings, Inc. | 5.099% | 02/02/2025 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 2.728% | 04/15/2032 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.153% | 08/15/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.1% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.1% |
| AbbVie, Inc. | 2.600% | 11/21/2024 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.1% |
| Martin Marietta Materials, Inc. | 2.800% | 05/22/2020 | 0.1% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.1% |
| AREIT 2018-CRE2 Trust | 2.720% | 11/14/2035 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| DTE Energy Co. | 2.529% | 10/01/2024 | 0.1% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.700% | 05/09/2023 | 0.1% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.1% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.1% |
| Cardinal Health, Inc. | 3.079% | 06/15/2024 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 2.867% | 11/15/2037 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 06/21/2021 | 0.1% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.1% |
| Orec 2018-CRE1 Ltd | 2.920% | 06/15/2036 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2019-FL1 | 2.890% | 05/15/2037 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Cardinal Health, Inc. | 3.500% | 11/15/2024 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 2.794% | 11/19/2035 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.1% |
| Panera Bread Company | 3.563% | 07/18/2022 | 0.1% |
| BBCMS 2018-TALL Mortgage Trust | 4.177% | 03/15/2037 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.125% | 07/01/2022 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 2.840% | 05/15/2036 | 0.1% |
| Williams Scotsman International Inc | 7.875% | 12/15/2022 | 0.1% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.515% | 08/20/2030 | 0.1% |
| JFIN CLO 2013 Ltd | 0.000% | 01/20/2030 | 0.1% |
| Parsley Energy LLC | 6.250% | 06/01/2024 | 0.1% |
| Discover Card Execution Note Trust | 1.890% | 10/15/2024 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 2.792% | 03/25/2034 | 0.1% |
| Great Wolf Trust | 3.355% | 12/15/2029 | 0.1% |
| Great Wolf Trust | 3.655% | 12/15/2029 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.315% | 09/15/2028 | 0.1% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.1% |
| Ascentium Equipment Receivables 2019-1 | 2.840% | 06/10/2022 | 0.1% |
| Transdigm, Inc. | 4.299% | 06/09/2023 | 0.1% |
| Republic of Hungary | 6.250% | 01/29/2020 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.1% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Broadcom Inc | 3.125% | 10/15/2022 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Wells Fargo & Co. | 2.406% | 10/30/2025 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| PFP 2019-6 Ltd | 2.964% | 04/14/2037 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.000% | 01/17/2023 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.1% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.1% |
| QEP Resources, Inc. | 6.875% | 03/01/2021 | 0.1% |
| Kinder Morgan, Inc. | 3.583% | 01/15/2023 | 0.1% |
| Helmerich & Payne, Inc. | 4.650% | 03/15/2025 | 0.1% |
| Stars Group Holdings BV | 5.445% | 07/10/2025 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| GS Mortgage Securities Trust | 5.389% | 08/10/2044 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.142% | 05/05/2032 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Vulcan Materials Co. | 2.719% | 06/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Life Time Fitness, Inc. | 4.659% | 06/10/2022 | 0.1% |
| FirstEnergy Corp. | 0.950% | 09/09/2020 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.000% | 12/01/2024 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.1% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Occidental Petroleum Corp. | 3.637% | 08/15/2022 | 0.1% |
| Canadian Pacific Railway Co. | 9.450% | 08/01/2021 | 0.1% |
| Cantor Commercial Real Estate Lending 2019-CF1 | 4.140% | 05/15/2052 | 0.1% |
| Invitation Homes, Inc. | 3.589% | 02/06/2022 | 0.1% |
| Lloyds Bank plc | 6.500% | 09/14/2020 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.203% | 04/18/2025 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| American Express Credit Account Master Trust | 2.870% | 10/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| U.S. Treasury Note/Bond | 1.750% | 12/31/2024 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.632% | 11/15/2043 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.277% | 10/15/2030 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.164% | 11/19/2035 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.1% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.990% | 11/15/2036 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.190% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.540% | 10/15/2036 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.140% | 11/15/2036 | 0.1% |
| KREF 2018-FL1 Ltd | 2.845% | 06/15/2036 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.514% | 11/19/2035 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 2.820% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 2.990% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 3.740% | 10/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.690% | 07/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.390% | 06/15/2035 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.070% | 07/15/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.114% | 11/19/2035 | 0.1% |
| BDS 2019-FL3 LTD | 3.145% | 12/15/2035 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 3.190% | 05/15/2038 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 2.730% | 12/15/2027 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 2.890% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.170% | 06/15/2035 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 2.914% | 05/15/2029 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 3.240% | 06/15/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 3.240% | 06/15/2038 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.590% | 07/15/2032 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.275% | 07/21/2024 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 3.778% | 04/15/2032 | 0.1% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.030% | 02/22/2032 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.690% | 06/15/2035 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 2.670% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.1% |
| PTL Finance Corp. | 3.450% | 07/01/2024 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| HCA, Inc. | 5.000% | 03/15/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Phillips 66 | 2.732% | 02/26/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| Becton, Dickinson & Co. | 3.164% | 06/06/2022 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.1% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Hess Corp. | 3.500% | 07/15/2024 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.807% | 03/12/2021 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Cardinal Health, Inc. | 2.664% | 06/15/2022 | 0.1% |
| Highwoods Realty L.P. | 3.625% | 01/15/2023 | 0.1% |
| ONEOK, Inc. | 3.647% | 11/19/2021 | 0.1% |
| Great Wolf Trust | 4.454% | 12/15/2029 | 0.1% |
| Steel Dynamics, Inc. | 5.500% | 10/01/2024 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.1% |
| American Airlines, Inc. | 3.805% | 04/28/2023 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 2.740% | 03/15/2036 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.308% | 01/25/2046 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.543% | 05/15/2035 | 0.1% |
| BDS 2018-FL2 | 2.687% | 08/15/2035 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.764% | 08/15/2049 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.940% | 04/15/2031 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.884% | 01/05/2034 | 0.1% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.832% | 10/25/2052 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Great Wolf Trust | 3.056% | 12/15/2029 | 0.1% |
| Occidental Petroleum Corp. | 2.900% | 08/15/2024 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 3.815% | 08/20/2030 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.1% |
| Cimarex Energy Co. | 4.375% | 06/01/2024 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.365% | 08/20/2030 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.1% |
| CenturyLink, Inc. | 4.549% | 11/01/2022 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Concho Resources, Inc. | 4.375% | 01/15/2025 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Romania | 4.875% | 01/22/2024 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 7.835% | 08/13/2021 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.170% | 04/18/2022 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Bank of America Corp. | 2.456% | 10/22/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Toronto-Dominion Bank | 2.437% | 12/01/2022 | 0.1% |
| Citigroup, Inc. | 3.352% | 04/24/2025 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| NRG Energy, Inc. | 3.750% | 06/15/2024 | 0.1% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Florida Power & Light Co. | 2.308% | 05/06/2022 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 3.377% | 04/26/2022 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Illinois, IL | 6.125% | 07/01/2021 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.411% | 11/15/2049 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| BBCMS Trust 2018-BXH | 2.740% | 10/15/2037 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Nutrien Ltd | 3.375% | 03/15/2025 | 0.1% |
| SLIDE 2018-FUN | 2.640% | 06/15/2031 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.350% | 07/05/2033 | 0.1% |
| RETL 2019-RVP | 2.890% | 03/15/2036 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.898% | 01/15/2049 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| CEOC, LLC (aka Caesars Entertainment Operating Company) | 3.799% | 10/07/2024 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.040% | 03/20/2023 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| BX Trust 2017-SLCT | 3.790% | 07/15/2034 | 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% |
| U.S. Treasury Note/Bond | 1.500% | 11/30/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.040% | 06/15/2032 | 0.1% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Morgan Stanley | 3.458% | 01/20/2022 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.072% | 09/15/2050 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.992% | 08/15/2049 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| PTL Finance Corp. | 2.700% | 11/01/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.1% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.1% |
| Ford Motor Credit Co. LLC | 3.065% | 09/24/2020 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| AmeriCredit Automobile Receivables 2016-1 | 3.590% | 02/08/2022 | 0.1% |
| Arconic Inc | 5.125% | 10/01/2024 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 3.060% | 10/15/2036 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Walgreen Co. | 3.800% | 11/18/2024 | 0.1% |
| SLC Student Loan Trust 2008-1 | 3.494% | 12/15/2032 | 0.1% |
| Las Vegas Sands Corp. | 2.900% | 06/25/2025 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 5.990% | 08/15/2034 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.1% |
| Goldman Sachs Group, Inc. | 3.036% | 10/31/2022 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.844% | 03/10/2049 | 0.1% |
| Catholic Health Initiatives | 2.760% | 10/01/2024 | 0.1% |
| MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.) | 11.089% | 08/13/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| BX Trust 2017-SLCT | 4.890% | 07/15/2034 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.1% |
| Cigna Corp | 3.193% | 07/15/2023 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| RETL 2019-RVP | 3.840% | 03/15/2036 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 2.990% | 01/15/2034 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.140% | 03/15/2023 | 0.0% |
| CSMC 2017-HD Trust | 2.690% | 02/15/2031 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.0% |
| CSMC Trust 2017-PFHP | 2.690% | 12/15/2030 | 0.0% |
| CSMC 2017-HD Trust | 4.240% | 02/15/2031 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| Midwest Connector Capital Co LLC | 3.900% | 04/01/2024 | 0.0% |
| Nissan Motor Acceptance Corp. | 2.794% | 09/28/2022 | 0.0% |
| CenterPoint Energy, Inc. | 2.500% | 09/01/2024 | 0.0% |
| General Motors Financial Co., Inc. | 3.950% | 04/13/2024 | 0.0% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Morgan Stanley | 2.720% | 07/22/2025 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 2.790% | 12/15/2033 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.0% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.0% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.340% | 06/15/2032 | 0.0% |
| Asbury Automotive Group, Inc. | 6.000% | 12/15/2024 | 0.0% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.0% |
| BX Trust 2018-BILT | 2.540% | 05/15/2030 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.654% | 07/05/2033 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Synovus Financial Corp. | 3.125% | 11/01/2022 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 3.110% | 04/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.0% |
| BXP Trust 2017-CQHP | 2.590% | 11/15/2034 | 0.0% |
| Charter Communications Operating LLC | 3.903% | 02/01/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 2.510% | 12/15/2034 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 3.190% | 05/15/2036 | 0.0% |
| H&E Equipment Services, Inc. | 5.625% | 09/01/2025 | 0.0% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.0% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.0% |
| HD Supply Inc. | 5.575% | 08/01/2024 | 0.0% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.0% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| Becton, Dickinson & Co. | 2.979% | 12/29/2020 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| D.R. Horton, Inc. | 2.500% | 10/15/2024 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 3.915% | 09/15/2028 | 0.0% |
| Uber Technologies | 5.299% | 07/13/2023 | 0.0% |
| NOVA Chemicals Corp. | 5.250% | 08/01/2023 | 0.0% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.0% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.0% |
| Sempra Energy | 2.803% | 01/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Ingles Markets, Inc. | 5.750% | 06/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.597% | 12/15/2048 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 5.875% | 07/15/2024 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.590% | 01/15/2033 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.440% | 12/15/2034 | 0.0% |
| Refinitiv US Holdings Inc | 8.250% | 11/15/2026 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Manitowoc Foodservice, Inc. | 9.500% | 02/15/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| General Mills, Inc. | 3.313% | 10/17/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.0% |
| Evergy Inc | 2.450% | 09/15/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.734% | 12/15/2049 | 0.0% |
| Ally Financial, Inc. | 3.875% | 05/21/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.706% | 09/15/2048 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.966% | 01/15/2048 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| BX Trust 2018-GW | 2.540% | 05/15/2035 | 0.0% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.642% | 06/25/2035 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| MPLX L.P. | 6.250% | 10/15/2022 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Transocean Sentry Ltd | 5.375% | 05/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.748% | 06/15/2045 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.235% | 01/05/2034 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| Dollar Tree, Inc. | 4.000% | 05/15/2025 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.038% | 01/05/2034 | 0.0% |
| Dell International LLC / EMC Corp. | 4.000% | 07/15/2024 | 0.0% |
| General Motors Financial Co., Inc. | 4.250% | 05/15/2023 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 04/15/2031 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Federal National Mortgage Assoc. | 3.680% | 01/01/2042 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.536% | 01/05/2034 | 0.0% |
| CyrusOne L.P. / CyrusOne Finance Corp. | 2.900% | 11/15/2024 | 0.0% |
| Federal National Mortgage Assoc. | 2.710% | 12/01/2045 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 4.521% | 10/01/2036 | 0.0% |
| IHS Markit Ltd | 3.625% | 05/01/2024 | 0.0% |
| Arconic Inc | 5.400% | 04/15/2021 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| Altria Group, Inc. | 4.000% | 01/31/2024 | 0.0% |
| LMREC 2015-CRE, Inc. | 2.760% | 02/22/2032 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| CommScope, Inc. | 5.500% | 03/01/2024 | 0.0% |
| BDS 2018-FL1 | 2.613% | 01/15/2035 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| NXP BV / NXP Funding LLC | 4.875% | 03/01/2024 | 0.0% |
| Wabtec Corp. | 3.419% | 09/15/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| Novelis Corp. | 6.250% | 08/15/2024 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.523% | 07/15/2048 | 0.0% |
| GLP Financing, LLC | 3.191% | 04/28/2021 | 0.0% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Williams Cos., Inc. | 4.500% | 11/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Comfort Holding, LLC | 6.549% | 02/05/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.952% | 03/10/2046 | 0.0% |
| SLIDE 2018-FUN | 3.590% | 06/15/2031 | 0.0% |
| BX Trust 2018-BILT | 3.510% | 05/15/2030 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| American Airlines, Inc. | 3.740% | 12/14/2023 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| Occidental Petroleum Corp. | 2.700% | 08/15/2022 | 0.0% |
| Prestige Auto Receivables Trust 2019-1 | 3.010% | 08/15/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.040% | 04/15/2031 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| GM Financial Automobile Leasing Trust 2017-2 | 2.430% | 06/21/2021 | 0.0% |
| WGL Holdings, Inc. | 2.682% | 03/12/2020 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.373% | 06/10/2048 | 0.0% |
| Trimble Navigation Ltd. | 4.750% | 12/01/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| Laureate Education, Inc. | 8.250% | 05/01/2025 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 01/20/2022 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.354% | 07/05/2033 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.954% | 07/05/2033 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| PPL Capital Funding, Inc. | 3.950% | 03/15/2024 | 0.0% |
| Federal National Mortgage Assoc. | 4.642% | 04/01/2040 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.485% | 08/10/2049 | 0.0% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 2.740% | 01/15/2035 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.740% | 06/15/2032 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| BX Trust 2018-GW | 3.510% | 05/15/2035 | 0.0% |
| PG&E Corp | 5.029% | 12/31/2020 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 4.500% | 11/01/2023 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Federal National Mortgage Assoc. | 2.925% | 06/01/2042 | 0.0% |
| SLIDE 2018-FUN | 2.990% | 06/15/2031 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| COMM Mortgage Trust | 0.098% | 09/10/2047 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| GS Mortgage Securities Trust | 0.182% | 11/10/2048 | 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% |
| SLIDE 2018-FUN | 3.290% | 06/15/2031 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.811% | 08/15/2045 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.163% | 11/10/2049 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.657% | 07/15/2050 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 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% |
| Federal Home Loan Mortgage Corp. | 4.069% | 12/01/2040 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| UTEX Industries | 5.799% | 05/22/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.860% | 04/15/2031 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| PTL Finance Corp. | 3.900% | 02/01/2024 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.740% | 06/15/2035 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| GS Mortgage Securities Trust | 1.934% | 01/10/2045 | 0.0% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.0% |
| Government National Mortgage Association | 1.040% | 12/16/2054 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.736% | 12/10/2054 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Cigna Corp | 2.489% | 03/17/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.287% | 06/01/2041 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| American Energy-Permian Basin LLC | 12.000% | 10/01/2024 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 4.349% | 03/01/2042 | 0.0% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.819% | 10/01/2045 | 0.0% |
| World Omni Automobile Lease Securitization Trust 2 | 2.480% | 08/15/2022 | 0.0% |
| Sophia, L.P. | 5.194% | 09/30/2022 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.100% | 10/01/2024 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.657% | 12/01/2045 | 0.0% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| AES Corporation, The | 4.059% | 05/31/2022 | 0.0% |
| FHC Health Systems, Inc. | 5.945% | 12/23/2021 | 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% |
| GE Dealer Floorplan Master Note Trust | 2.415% | 01/20/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.017% | 06/15/2048 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.742% | 06/01/2042 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.409% | 08/10/2049 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.0% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.0% |
| UTEX Industries | 9.049% | 05/22/2022 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| COMM Mortgage Trust | 0.669% | 07/10/2050 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.345% | 06/15/2045 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Federal National Mortgage Assoc. | 4.127% | 12/01/2040 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 0.000% | 10/09/2020 | 0.0% |
| Federal National Mortgage Assoc. | 4.035% | 12/01/2040 | 0.0% |
| Government National Mortgage Association | 0.389% | 03/16/2056 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 4.122% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.000% | 08/20/2030 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| HCA Healthcare Inc | 3.512% | 03/18/2026 | 0.0% |
| HCA Healthcare Inc | 3.971% | 03/17/2023 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 0.0% |
| US 2YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 0.0% |
| FX USD/CAD 03/20 | 0.000% | 03/13/2020 | 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.