Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 2.0% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 1.0% |
| CHT 2017-COSMO Mortgage Trust | 3.414% | 11/15/2036 | 1.0% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 0.9% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.7% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.6% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| GE Capital International Funding Co. | 2.342% | 11/15/2020 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.5% |
| Boston Scientific Corp. | 3.303% | 08/19/2019 | 0.5% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.5% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.4% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.4% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.4% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.4% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.4% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.819% | 03/15/2023 | 0.4% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.4% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.4% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.4% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.4% |
| CHT 2017-COSMO Mortgage Trust | 3.419% | 11/15/2036 | 0.4% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.4% |
| UBS AG | 7.625% | 08/17/2022 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.3% |
| Discover Bank | 7.000% | 04/15/2020 | 0.3% |
| Discover Bank | 8.700% | 11/18/2019 | 0.3% |
| OZLM Ltd. | 3.625% | 10/17/2029 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.637% | 01/15/2026 | 0.3% |
| Ammc Clo 19 Ltd. | 4.287% | 10/15/2028 | 0.3% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.320% | 01/20/2027 | 0.3% |
| LCM XXIV Ltd | 4.071% | 03/20/2030 | 0.3% |
| OHA Loan Funding Ltd. | 4.094% | 08/15/2029 | 0.3% |
| West CLO 2014-2 Ltd | 3.649% | 01/16/2027 | 0.3% |
| Salem Fields CLO Ltd 2016-2 | 3.921% | 10/25/2028 | 0.3% |
| Halcyon Loan Advisors Funding Ltd. | 3.851% | 07/25/2027 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.3% |
| BlueMountain CLO 2012-2 Ltd | 3.694% | 11/20/2028 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.3% |
| Magnetite VII Ltd | 3.587% | 01/15/2028 | 0.3% |
| Dryden 30 Senior Loan Fund | 3.504% | 11/15/2028 | 0.3% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.3% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.3% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.3% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.3% |
| Energy Transfer Operating LP | 9.000% | 04/15/2019 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.039% | 03/15/2027 | 0.3% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.789% | 05/15/2023 | 0.3% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.3% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.3% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.3% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.3% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.3% |
| Baidu, Inc. | 4.375% | 05/14/2024 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 3.160% | 03/15/2037 | 0.3% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.3% |
| Leucadia National Corp. | 5.500% | 10/18/2023 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.3% |
| Baidu, Inc. | 3.875% | 09/29/2023 | 0.3% |
| Volkswagen Group of America Finance LLC | 4.000% | 11/12/2021 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.3% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.3% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.3% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.3% |
| Motel 6 Trust 2017-MTL6 | 5.739% | 08/15/2034 | 0.3% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.3% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.3% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.3% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.3% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.3% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.3% |
| BBCMS 2018-TALL Mortgage Trust | 3.211% | 03/15/2037 | 0.3% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.3% |
| AREIT 2018-CRE2 Trust | 3.469% | 11/14/2035 | 0.3% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.3% |
| Avery Point CLO Ltd. | 3.753% | 07/17/2026 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.3% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.020% | 02/22/2021 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.2% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.2% |
| Dell International LLC | 3.071% | 09/07/2021 | 0.2% |
| Petroleos Mexicanos | 6.375% | 02/04/2021 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 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% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.2% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.2% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| First National Master Note Trust 2017-2 | 2.929% | 10/16/2023 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.980% | 04/18/2025 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.2% |
| Westlake Automobile Receivables Trust 2018-3 | 2.980% | 01/18/2022 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 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% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.2% |
| General Electric Co. | 4.650% | 10/17/2021 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 11/05/2021 | 0.2% |
| AerCap Ireland Capital Ltd. | 4.450% | 12/16/2021 | 0.2% |
| Golden Credit Card Trust | 3.440% | 10/15/2025 | 0.2% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.2% |
| Daimler Finance North America LLC | 2.875% | 03/10/2021 | 0.2% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.2% |
| Marathon Petroleum Corp. | 5.375% | 10/01/2022 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 5.235% | 08/20/2030 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.2% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.167% | 08/15/2046 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| Morgan Stanley Capital I Trust | 3.350% | 07/13/2029 | 0.2% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.619% | 11/15/2037 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.669% | 06/15/2036 | 0.2% |
| Energy Transfer Operating LP | 9.700% | 03/15/2019 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.510% | 11/19/2035 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.430% | 11/15/2035 | 0.2% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.2% |
| FREED ABS TRUST 2018-2 | 3.990% | 10/20/2025 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.926% | 03/15/2037 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.039% | 09/15/2028 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 2.917% | 05/19/2021 | 0.2% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.2% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.110% | 01/25/2046 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Nationstar Mortgage Holdings, Inc. | 8.125% | 07/15/2023 | 0.2% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.2% |
| NRG Energy, Inc. | 4.243% | 06/30/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.1% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.1% |
| GS Mortgage Securities Trust | 5.391% | 08/10/2044 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.518% | 05/10/2035 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Travelport Inc. | 5.301% | 03/17/2025 | 0.1% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| Invitation Homes, Inc. | 4.190% | 02/06/2022 | 0.1% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.597% | 11/15/2043 | 0.1% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.1% |
| DBUBS Mortgage Trust | 4.537% | 07/10/2044 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.779% | 08/15/2049 | 0.1% |
| Energy Transfer Equity L.P. | 4.250% | 03/15/2023 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/16/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/16/2023 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.1% |
| AXIS Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.1% |
| CPS Auto Receivables Trust 2019-A | 3.890% | 12/16/2024 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.881% | 11/19/2035 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.739% | 11/15/2036 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 4.231% | 11/19/2035 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 3.831% | 11/19/2035 | 0.1% |
| Master Credit Card Trust | 3.570% | 07/21/2022 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.989% | 06/15/2029 | 0.1% |
| BDS 2019-FL3 LTD | 3.889% | 12/15/2035 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 6.063% | 05/08/2030 | 0.1% |
| PFP 2017-3 Ltd. | 5.989% | 01/14/2035 | 0.1% |
| PFP 2017-3 Ltd. | 4.239% | 01/14/2035 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.889% | 11/15/2036 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.663% | 05/08/2030 | 0.1% |
| KREF 2018-FL1 Ltd | 3.589% | 06/15/2036 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.740% | 02/22/2032 | 0.1% |
| Cold Storage Trust 2017-ICE3 | 3.489% | 04/15/2036 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.972% | 07/21/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 3.339% | 07/15/2032 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.439% | 07/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 4.139% | 06/15/2035 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.819% | 07/15/2024 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.919% | 06/15/2035 | 0.1% |
| Citibank Credit Card Issuance Trust | 1.920% | 04/07/2022 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.639% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.439% | 06/15/2035 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.419% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.479% | 12/15/2027 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 5.239% | 03/15/2027 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 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% |
| RAIT 2017-FL7 Trust | 3.439% | 06/15/2037 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 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% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.535% | 08/20/2030 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 11/25/2019 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 6.085% | 08/20/2030 | 0.1% |
| General Electric Co. | 5.300% | 02/11/2021 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 3.292% | 05/15/2035 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.1% |
| LMREC 2015-CRE, Inc. | 3.470% | 02/22/2032 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Citigroup, Inc. | 3.455% | 10/27/2022 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.689% | 04/15/2031 | 0.1% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.793% | 01/15/2049 | 0.1% |
| Newell Rubbermaid, Inc. | 4.000% | 12/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| General Electric Co. | 2.700% | 10/09/2022 | 0.1% |
| Arris International PLC | 4.526% | 10/17/2022 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 4.057% | 05/25/2023 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| CenturyLink, Inc. | 5.243% | 11/01/2022 | 0.1% |
| BDS 2018-FL1 | 3.339% | 01/15/2035 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.520% | 12/15/2022 | 0.1% |
| Total System Services, Inc. | 3.800% | 04/01/2021 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Panera Bread Company | 4.250% | 07/18/2022 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| General Motors Financial Co., Inc. | 5.100% | 01/17/2024 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| BBCMS Trust 2018-BXH | 3.489% | 10/15/2037 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.270% | 06/20/2023 | 0.1% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.1% |
| Bank of Montreal | 3.300% | 02/05/2024 | 0.1% |
| Nissan Master Owner Trust Receivables | 2.919% | 04/18/2022 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.250% | 03/15/2021 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 5.625% | 01/15/2022 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Petroleos Mexicanos | 4.875% | 01/18/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.433% | 11/15/2049 | 0.1% |
| BBCMS Trust | 3.323% | 09/10/2028 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 3.340% | 06/25/2035 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| eBay, Inc. | 3.021% | 08/01/2019 | 0.1% |
| DriveTime Automotive Group Inc / Bridgecrest Accep | 8.000% | 06/01/2021 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| General Motors Co. | 4.875% | 10/02/2023 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| ONEOK, Inc. | 7.500% | 09/01/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 3.618% | 04/26/2022 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Navient Student Loan Trust 2017-2 | 3.540% | 12/27/2066 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.1% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.1% |
| SLIDE 2018-FUN | 3.389% | 06/15/2031 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.789% | 06/15/2032 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Owens Corning | 4.200% | 12/01/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.083% | 09/15/2050 | 0.1% |
| Vulcan Materials Co. | 2.934% | 06/15/2020 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.350% | 07/05/2033 | 0.1% |
| Accudyne Industries Borrower S.C.A. / Accudyne Ind | 5.246% | 08/18/2024 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.388% | 12/15/2032 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.994% | 08/15/2049 | 0.1% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 02/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| BX Trust 2017-SLCT | 4.539% | 07/15/2034 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| First Data Corporation | 3.990% | 10/26/2023 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.739% | 08/15/2034 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Broadcom Inc. | 3.739% | 11/05/2021 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.884% | 03/10/2049 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Morgan Stanley | 3.649% | 01/20/2022 | 0.1% |
| General Electric Co. | 3.450% | 05/15/2024 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.360% | 10/17/2022 | 0.1% |
| Charter Communications Operating LLC | 4.191% | 02/01/2024 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Ford Motor Credit Co. LLC | 3.754% | 09/24/2020 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| Air Lease Corp. | 4.250% | 02/01/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| ConAgra Brands, Inc. | 3.800% | 10/22/2021 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.1% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Informatica Corp. | 7.125% | 07/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.089% | 06/15/2032 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| FMG Finance Pty Ltd. | 5.125% | 05/15/2024 | 0.1% |
| BX Trust 2017-SLCT | 5.639% | 07/15/2034 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.339% | 01/15/2033 | 0.1% |
| Petroleos Mexicanos | 5.500% | 01/21/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| CSMC 2016-MFF | 5.989% | 11/15/2033 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| Credit Suisse Commercial Mortgage Securities Corp | 3.760% | 01/15/2034 | 0.1% |
| CSMC 2016-MFF | 4.989% | 11/15/2033 | 0.1% |
| CNH Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.889% | 03/15/2023 | 0.1% |
| Wells Fargo & Co. | 3.750% | 01/24/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| DowDuPont Inc | 4.205% | 11/15/2023 | 0.1% |
| CSMC Trust 2017-PFHP | 3.439% | 12/15/2030 | 0.1% |
| CSMC 2017-HD Trust | 4.989% | 02/15/2031 | 0.1% |
| CSMC 2017-HD Trust | 3.439% | 02/15/2031 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| General Electric Co. | 3.100% | 01/09/2023 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| Reynolds American, Inc. | 4.850% | 09/15/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| ConAgra Brands, Inc. | 4.300% | 05/01/2024 | 0.1% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.1% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.250% | 09/15/2023 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| General Electric Co. | 3.150% | 09/07/2022 | 0.1% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 3.600% | 12/15/2033 | 0.1% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.1% |
| Vipshop Holdings Ltd. | 1.500% | 03/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Vodafone Group plc | 3.769% | 01/16/2024 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Shelter Growth CRE 2018-FL1 Issuer Ltd | 3.489% | 01/15/2035 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| BX Trust 2018-BILT | 3.289% | 05/15/2030 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| First Data Corporation | 4.490% | 04/26/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.464% | 07/05/2033 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Conn's Receivables Funding 2018-A LLC | 3.250% | 01/15/2023 | 0.1% |
| Office Properties Income Trust | 3.750% | 08/15/2019 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| PG&E Corp | 1.125% | 12/31/2020 | 0.1% |
| Pyxus International Inc | 9.875% | 07/15/2021 | 0.1% |
| Surgery Center Holdings, Inc. | 8.875% | 04/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| CIT Group, Inc. | 4.750% | 02/16/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| BXP Trust 2017-CQHP | 3.339% | 11/15/2034 | 0.1% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 11/01/2024 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Energy Transfer Operating LP | 4.650% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.1% |
| PTL Finance Corp. | 3.650% | 07/29/2021 | 0.1% |
| Bombardier, Inc. | 6.000% | 10/15/2022 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.259% | 12/15/2034 | 0.1% |
| Husky Energy, Inc. | 4.000% | 04/15/2024 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| Colonial Pipeline Co. | 3.500% | 10/15/2020 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| Vale Overseas Ltd. | 4.375% | 01/11/2022 | 0.1% |
| Schlumberger Holdings Corp. | 3.750% | 05/01/2024 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Syneos Health Inc / inVentiv Health Inc / inVentiv | 7.500% | 10/01/2024 | 0.1% |
| BX Trust 2017-SLCT | 3.689% | 07/15/2034 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| World Omni Auto Receivables Trust 2018-D | 3.440% | 12/16/2024 | 0.1% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.1% |
| Becton, Dickinson & Co. | 3.678% | 12/29/2020 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 4.639% | 09/15/2028 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.0% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.599% | 12/15/2048 | 0.0% |
| D.R. Horton, Inc. | 5.750% | 08/15/2023 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Sempra Energy | 2.936% | 01/15/2021 | 0.0% |
| MEG Energy Corp. | 6.500% | 01/15/2025 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.057% | 01/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Aircastle Ltd. | 4.400% | 09/25/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.0% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.0% |
| CommScope Finance LLC | 5.500% | 03/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.750% | 12/15/2049 | 0.0% |
| Hilton Worldwide Finance, LLC | 4.227% | 10/25/2023 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 4.550% | 11/14/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.741% | 09/15/2048 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 4.189% | 12/15/2034 | 0.0% |
| American Airlines, Inc. | 3.780% | 10/10/2021 | 0.0% |
| COMM Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2013-C1 | 4.133% | 08/15/2046 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| AutoNation, Inc. | 3.500% | 11/15/2024 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| BAT International Finance plc | 2.750% | 06/15/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Energen Corp. | 4.625% | 09/01/2021 | 0.0% |
| Unitymedia Hessen GmbH & Co. KG | 4.739% | 09/30/2025 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| GATX Corp. | 4.350% | 02/15/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.0% |
| Bayer US Finance II LLC | 2.750% | 07/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 01/01/2042 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.467% | 07/15/2034 | 0.0% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| RP Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 10/01/2036 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Invesco Finance Ltd. | 3.125% | 11/30/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| D.R. Horton, Inc. | 4.000% | 02/15/2020 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| BX Trust 2018-GW | 3.289% | 05/15/2035 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| COMM Mortgage Trust | 3.612% | 06/10/2046 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.965% | 03/10/2046 | 0.0% |
| Infor (US), Inc. (fka Lawson Software Inc.) | 5.341% | 02/01/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| SLIDE 2018-FUN | 0.976% | 12/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.0% |
| Rowan Companies, Inc. | 7.875% | 08/01/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.839% | 06/15/2029 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 12/01/2045 | 0.0% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.0% |
| BX Trust 2017-SLCT | 3.409% | 07/15/2034 | 0.0% |
| Navient Student Loan Trust 2018-1 | 2.680% | 03/25/2067 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| Arris International PLC | 4.526% | 10/17/2022 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Reynolds Group Hldgs, Inc. | 5.243% | 02/05/2023 | 0.0% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.756% | 06/15/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.567% | 07/15/2048 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Express Scripts Holding Co. | 4.750% | 11/15/2021 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.684% | 11/11/2041 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| FMG Finance Pty Ltd. | 5.125% | 03/15/2023 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.389% | 04/15/2031 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 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% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Newell Rubbermaid, Inc. | 5.000% | 11/15/2023 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.980% | 01/15/2022 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 04/01/2040 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Elanco Animal Health Inc | 4.272% | 08/28/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.0% |
| CDW LLC (fka CDW Corporation) | 4.545% | 08/17/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Triumph Group, Inc. | 4.875% | 04/01/2021 | 0.0% |
| Park Aerospace Holdings Ltd | 3.625% | 03/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Flowserve Corp. | 3.075% | 10/14/2020 | 0.0% |
| General Electric Co. | 3.375% | 03/11/2024 | 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% |
| Wyndham Worldwide Corp. | 5.625% | 03/01/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Hughes Satellite Systems Corp. | 6.500% | 06/15/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.397% | 06/10/2048 | 0.0% |
| PPL Capital Funding, Inc. | 3.500% | 12/01/2022 | 0.0% |
| Vulcan Materials Co. | 3.388% | 03/01/2021 | 0.0% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.767% | 07/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| SLIDE 2018-FUN | 4.339% | 06/15/2031 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 1.830% | 05/18/2021 | 0.0% |
| Elanco Animal Health Inc | 3.912% | 08/27/2021 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| BX Trust 2018-BILT | 4.259% | 05/15/2030 | 0.0% |
| Phillips 66 | 3.289% | 02/26/2021 | 0.0% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| INFOR US, Inc. | 6.500% | 05/15/2022 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| HCA, Inc. | 6.500% | 02/15/2020 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Kerr-McGee Corp. | 6.950% | 07/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.789% | 04/15/2031 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| Murphy Oil Corp. | 6.875% | 08/15/2024 | 0.0% |
| WGL Holdings, Inc. | 3.326% | 03/12/2020 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.833% | 08/15/2045 | 0.0% |
| AT&T, Inc. | 3.956% | 06/12/2024 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| HCP, Inc. | 4.200% | 03/01/2024 | 0.0% |
| RAIT 2017-FL8 Trust | 3.339% | 12/15/2037 | 0.0% |
| General Electric Co. | 4.375% | 09/16/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 06/01/2042 | 0.0% |
| American Honda Finance Corp. | 1.650% | 07/12/2021 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.498% | 09/10/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.489% | 06/15/2032 | 0.0% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Taylor Morrison Communities Inc | 6.625% | 05/15/2022 | 0.0% |
| COMM Mortgage Trust | 0.092% | 09/10/2047 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Husky Energy, Inc. | 3.950% | 04/15/2022 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| Travelport Corporate Finance PLC | 6.000% | 03/15/2026 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.030% | 01/15/2025 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.064% | 07/05/2033 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.514% | 07/05/2033 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Range Resources Corp. | 5.000% | 03/15/2023 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| GLP Financing, LLC | 3.981% | 04/28/2021 | 0.0% |
| GS Mortgage Securities Trust | 0.183% | 11/10/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.0% |
| Flying Fortress Holding | 4.456% | 10/30/2022 | 0.0% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.0% |
| Government National Mortgage Association | 1.158% | 12/16/2054 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| BX Trust 2018-GW | 4.259% | 05/15/2035 | 0.0% |
| PG&E Corp | 1.125% | 12/31/2020 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Willis Group Holdings | 5.750% | 03/15/2021 | 0.0% |
| SLIDE 2018-FUN | 3.739% | 06/15/2031 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Cox Communications, Inc. | 3.150% | 08/15/2024 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| CNH Capital LLC | 4.375% | 11/06/2020 | 0.0% |
| AmerisourceBergen Corp. | 3.500% | 11/15/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 4.000% | 11/14/2021 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.0% |
| Summit Materials LLC | 8.500% | 04/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.751% | 12/01/2040 | 0.0% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.183% | 11/10/2049 | 0.0% |
| COMM Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| UTEX Industries | 6.493% | 05/22/2021 | 0.0% |
| GS Mortgage Securities Trust | 1.943% | 01/10/2045 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.684% | 07/15/2050 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.0% |
| SLIDE 2018-FUN | 4.039% | 06/15/2031 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Callon Petroleum Co. | 6.125% | 10/01/2024 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Macquarie Group Ltd. | 3.189% | 11/28/2023 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 03/01/2042 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.0% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.0% |
| Berry Plastics Corporation | 4.267% | 01/06/2021 | 0.0% |
| GLP Capital L.P. / GLP Financing II, Inc. | 4.875% | 11/01/2020 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| Williams Cos., Inc. | 7.875% | 09/01/2021 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 4.280% | 01/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| Wabtec Corp. | 4.150% | 03/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.489% | 06/15/2035 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.609% | 04/15/2031 | 0.0% |
| COMM Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Martin Marietta Materials, Inc. | 3.327% | 05/22/2020 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Diamondback Energy, Inc. | 5.375% | 05/31/2025 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.507% | 06/01/2041 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.750% | 12/10/2054 | 0.0% |
| Wabtec Corp. | 3.838% | 09/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Berry Plastics Corporation | 4.267% | 02/08/2020 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 10/01/2045 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| FMG Finance Pty Ltd. | 4.750% | 05/15/2022 | 0.0% |
| Newell Rubbermaid, Inc. | 4.700% | 08/15/2020 | 0.0% |
| Cigna Corp | 3.138% | 03/17/2020 | 0.0% |
| Highwoods Realty L.P. | 3.200% | 06/15/2021 | 0.0% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 2.773% | 12/15/2022 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 02/15/2023 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 12/01/2045 | 0.0% |
| Glencore Funding LLC | 2.875% | 04/16/2020 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 12.500% | 11/01/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.016% | 10/01/2043 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 11.053% | 10/09/2020 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 4.104% | 06/01/2042 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Welltower, Inc. | 4.500% | 01/15/2024 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Avolon Holdings Funding Ltd | 5.500% | 01/15/2023 | 0.0% |
| L-3 Communications Corp. | 4.950% | 02/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| American Honda Finance Corp. | 1.700% | 09/09/2021 | 0.0% |
| Philip Morris International, Inc. | 2.375% | 08/17/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| UAL 2007-1 Pass Through Trust | 7.336% | 07/02/2019 | 0.0% |
| UTEX Industries | 9.743% | 05/22/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| WPX Energy, Inc. | 6.000% | 01/15/2022 | 0.0% |
| CIT Group, Inc. | 5.000% | 08/15/2022 | 0.0% |
| HCP, Inc. | 4.250% | 11/15/2023 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| TransAlta Corp. | 4.500% | 11/15/2022 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 3.135% | 01/20/2022 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Genesys Telecommunications Laboratories Inc/Greene | 10.000% | 11/30/2024 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.423% | 08/10/2049 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| American International Group, Inc. | 4.875% | 06/01/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| TransDigm, Inc. | 6.000% | 07/15/2022 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| COMM Mortgage Trust | 0.711% | 07/10/2050 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.399% | 06/15/2045 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 12/01/2040 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Select Medical Corp. | 6.375% | 06/01/2021 | 0.0% |
| Government National Mortgage Association | 0.568% | 03/16/2056 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Commercial Mortgage Loan Trust | 6.115% | 12/10/2049 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 12/01/2040 | 0.0% |
| Federal National Mortgage Assoc. | 2.514% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 0.000% | 08/20/2030 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) JUN19 | 0.000% | 07/03/2019 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| US 2YR NOTE (CBT) JUN19 | 0.000% | 07/03/2019 | 0.0% |
| FX USD/CAD 03/19 | 0.000% | 03/05/2019 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment in the Fund will change as interest rates fluctuate in response to market movements. When interest rates rise, the prices of debt securities are likely to decline, and when interest rates fall, the prices of debt securities tend to rise. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. The fund performance history at this time is very limited; therefore, performance achieved during its initial period of investment operation may not be replicated over longer periods and may not be indicative of how the Fund will perform in the future. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.