Core Fixed Income Fund

LCRPX

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Daily price w/o sales charge as of 09/21/2018

$10.60

$0.00

YTD Returns w/o sales charge as of 09/21/2018

-1.08%

Please click here for performance current to the most recent quarter-end and month-end.

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Summary

What is the Core Fixed Income Fund?

The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities.

Yield

Dividend Yield ¹ as of 09/21/2018

w/o sales charge

3.55%

30-Day Standardized Yield ² as of 08/31/2018

3.30%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Basicsas of 08/31/2018

Total Net Assets: $1.10 B
Inception Date: 08/31/2000
Dividend Frequency: Monthly
Fund Expense Ratio: 0.88%
Number of Holdings: 444
CUSIP: 543916811

Fund Expense Ratio :

0.88%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 08/31/2000

w/o sales charge	-0.41%	-0.13%	1.94%	2.43%	3.92%	4.69%
Lipper Category Avg. Core Bond Funds	-1.05%	-1.09%	1.76%	2.34%	3.77%	-
Bloomberg Barclays U.S. Aggregate Bond Index	-0.96%	-1.05%	1.76%	2.49%	3.70%	4.69%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 08/31/2000

w/o sales charge	-1.17%	0.64%	1.72%	2.17%	3.89%	4.69%
Lipper Category Avg. Core Bond Funds	-1.67%	-0.52%	1.60%	2.14%	3.67%	-
Bloomberg Barclays U.S. Aggregate Bond Index	-1.62%	-0.40%	1.72%	2.27%	3.72%	4.70%

Fund Expense Ratio :

0.88%

Returns with sales charges reflect a maximum sales charge of 2.25%.

The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance of future results.

Type	Assets
MBS
ABS
U.S. Government Related
CMBS
Corporates
Sovereign
Other
Cash

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Maturity	Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years
Greater than 10 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 08/31/2018 View Portfolio

Rating	Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB

Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.

Investment Team

Kewjin Yuoh

Partner & Portfolio Manager

24 Years of Industry Experience

Andrew H. O'Brien, CFA

Partner & Portfolio Manager

20 Years of Industry Experience

Robert A. Lee

Partner & Chief Investment Officer

27 Years of Industry Experience

Supported By 61 Investment Professionals with 15 Years Avg. Industry Experience

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Performance

Dividend Yield ¹ as of 09/21/2018

w/o sales charge

3.55%

30-Day Standardized Yield ² as of 08/31/2018

	Subsidized⁵	Un-Subsidized⁶
w/o sales charge	3.30%	3.30%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Expense Ratio :

0.88%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 08/31/2000

w/o sales charge	-0.41%	-0.13%	1.94%	2.43%	3.92%	4.69%
Lipper Category Avg. Core Bond Funds	-1.05%	-1.09%	1.76%	2.34%	3.77%	-
Bloomberg Barclays U.S. Aggregate Bond Index	-0.96%	-1.05%	1.76%	2.49%	3.70%	4.69%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

	YTD	1-YR	3-YR	5-YR	10-YR	Since Inception 08/31/2000

w/o sales charge	-1.17%	0.64%	1.72%	2.17%	3.89%	4.69%
Lipper Category Avg. Core Bond Funds	-1.67%	-0.52%	1.60%	2.14%	3.67%	-
Bloomberg Barclays U.S. Aggregate Bond Index	-1.62%	-0.40%	1.72%	2.27%	3.72%	4.70%

Fund Expense Ratio :

0.88%

Returns with sales charges reflect a maximum sales charge of 2.25%.

Year	Fund Returns	Bloomberg Barclays U.S. Aggregate Bond Index

2017	4.23%	3.54%
2016	2.49%	2.65%
2015	-0.72%	0.55%
2014	5.86%	5.97%
2013	-2.42%	-2.02%
2012	5.37%	4.22%
2011	7.41%	7.84%
2010	6.40%	6.54%
2009	12.47%	5.93%
2008	0.93%	5.24%
2007	6.12%	-
2006	3.77%	-
2005	2.03%	-
2004	3.68%	-
2003	3.71%	-
2002	9.30%	-
2001	9.54%	-
2000	5.80%	-

Year	Q1	Q2	Q3	Q4	Yearly Returns

2018	-1.24%	0.07%	-	-	-1.06%
2017	0.72%	1.62%	1.16%	0.67%	4.23%
2016	2.60%	2.32%	0.69%	-3.03%	2.49%
2015	1.32%	-1.70%	0.48%	-0.80%	-0.72%
2014	2.03%	2.11%	0.07%	1.55%	5.86%
2013	0.03%	-2.77%	0.30%	0.04%	-2.42%
2012	0.96%	2.00%	2.00%	0.33%	5.37%
2011	0.52%	2.12%	3.48%	1.12%	7.41%
2010	2.11%	3.06%	2.60%	-1.45%	6.40%
2009	2.47%	3.92%	5.39%	0.22%	12.47%
2008	1.16%	-0.10%	-1.29%	1.17%	0.93%
2007	1.43%	-0.85%	2.85%	2.60%	6.12%
2006	-0.68%	-0.29%	3.71%	1.03%	3.77%
2005	-0.23%	2.84%	-0.91%	0.37%	2.03%
2004	2.43%	-2.49%	2.94%	0.84%	3.68%
2003	1.15%	2.62%	-0.27%	0.17%	3.71%
2002	0.09%	2.86%	3.84%	2.25%	9.30%
2001	3.27%	0.53%	5.13%	0.38%	9.54%
2000	-	-	-	4.81%	5.80%

Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.

NAV Historical Prices

Date	Net Asset Value

Portfolio

Rating	Assets
MBS
ABS
U.S. Government Related
CMBS
Corporates
Sovereign
Other
Cash

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Rating	Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years
Greater than 10 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 08/31/2018

Rating	Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB

Portfolio Positioning as of 3/31/2018

We remain generally optimistic that the U.S. economy will continue to grow at a moderate pace, given the implementation of tax cuts, prospects of deregulation, and strong economic fundamentals. However, given the current valuations and the potential for increased volatility, we continue to closely monitor the risks to the portfolio. We are seeking carry-oriented and idiosyncratic opportunities that would provide a diversified source of return to the portfolio.
We increased the portfolio’s allocation to investment grade corporate bonds. During the recent market volatility, we found this area of the market attractive, given spread widening. We moderately increased the portfolio’s positioning to names that we believe have attractive valuations and positive credit fundamentals.
We increased the portfolio’s exposure to high quality asset-backed securities (ABS), as we believe they provide liquidity and present unique opportunities to find pockets of relative value and attractive risk-adjusted spread. We reduced the portfolio’s exposure to U.S. treasuries in order to take advantage of more attractive investments in other sectors.
We increased the portfolio’s allocation to high quality agency mortgage-backed securities (MBS), which appeared especially attractive relative to other sectors following the uptick in volatility during the quarter. However, we continue to closely monitor the sector given the U.S. Federal Reserve’s plan to systematically unwind its balance sheet, which has the potential to further increase interest rate volatility.

Portfolio Details as of 08/31/2018

Total Net Assets: $1.10 B
Number of Issues: 444
Average Coupon: 3.51%
Average Life: 8.86 Years
Average Effective Duration: 6.08 Years

To view definitions for the above Portfolio Details, Click here.

Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.

Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.

Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.

Holding	Coupon	Maturity	Assets

FNMA Conventional Long T. 30yr	4.000%	04/30/2047	14.5%
FNMA Conventional Long T. 30yr	4.500%	05/31/2047	13.0%
United States Treasury Bill	0.000%	12/13/2018	5.9%
U.S. Treasury Note/Bond	2.750%	08/31/2023	3.7%
J.P.Morgan Securities LLC	0.010%	-	3.2%
U.S. Treasury Note/Bond	2.875%	08/15/2028	2.4%
U.S. Treasury Note/Bond	3.000%	02/15/2048	2.4%
U.S. Treasury Note/Bond	1.875%	12/15/2020	2.2%
TD Securities (USA) LLC	0.010%	-	1.9%
U.S. Treasury Note/Bond	1.625%	11/15/2022	1.8%

% of Total Assets			51.0%

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.

Holding	Coupon	Maturity	Assets

FNMA Conventional Long T. 30yr	4.500%	05/31/2047	12.8%
FNMA Conventional Long T. 30yr	4.000%	04/30/2047	10.4%
U.S. Treasury Note/Bond	2.750%	07/31/2023	4.3%
United States Treasury Bill	0.000%	08/30/2018	3.8%
U.S. Treasury Note/Bond	2.750%	02/15/2028	3.3%
U.S. Treasury Note/Bond	2.500%	06/30/2020	3.0%
United States Treasury Bill	0.000%	12/13/2018	3.0%
U.S. Treasury Note/Bond	3.125%	05/15/2048	2.3%
U.S. Treasury Note/Bond	1.875%	12/15/2020	2.2%
U.S. Treasury Note/Bond	1.625%	11/15/2022	1.8%
Federal National Mortgage Assoc.	4.000%	09/01/2047	1.6%
Federal Home Loan Mortgage Corp.	4.000%	08/01/2047	1.0%
U.S. Treasury Note/Bond	1.375%	05/31/2021	1.0%
U.S. Treasury Note/Bond	3.000%	05/15/2045	0.9%
U.S. Treasury Note/Bond	2.625%	07/31/2020	0.9%
U.S. Treasury Note/Bond	2.250%	08/15/2046	0.8%
U.S. Treasury Note/Bond	2.625%	02/28/2023	0.7%
Discover Card Execution Note Trust	2.522%	04/15/2021	0.6%
Santander Drive Auto Receivables Trust 2015-4	4.540%	11/15/2022	0.6%
Drive Auto Receivables Trust	2.750%	10/15/2020	0.6%
Discover Card Execution Note Trust	2.502%	07/15/2021	0.6%
U.S. Treasury Note/Bond	2.250%	02/15/2021	0.6%
Anheuser-Busch InBev Finance, Inc.	4.700%	02/01/2036	0.6%
Burlington Northern Santa Fe LLC	5.750%	05/01/2040	0.6%
Barclays Dryrock Issuance Trust 2015-4	1.720%	08/16/2021	0.5%
Wells Fargo Bank, N.A.	5.850%	02/01/2037	0.5%
Cox Communications, Inc.	8.375%	03/01/2039	0.5%
ENI SpA	5.700%	10/01/2040	0.5%
Santander Drive Auto Receivables Trust 2016-2	4.380%	09/15/2023	0.5%
U.S. Treasury Note/Bond	2.625%	11/15/2020	0.5%
JPMorgan Chase & Co.	3.782%	02/01/2028	0.5%
Citibank Credit Card Issuance Trust	1.740%	01/19/2021	0.5%
Chesapeake Funding II LLC	1.880%	06/15/2028	0.4%
Barclays Dryrock Issuance Trust	2.372%	05/15/2023	0.4%
Teachers Insurance & Annuity Association of Americ	4.900%	09/15/2044	0.4%
World Financial Network Credit Card Master Trust	2.310%	08/15/2024	0.4%
J.P. Morgan Chase Commercial Mortgage Securities T	3.040%	07/05/2033	0.4%
BMW Vehicle Owner Trust 2018-A	2.090%	11/25/2020	0.4%
U.S. Treasury Note/Bond	3.125%	11/15/2041	0.4%
General Motors Co.	6.600%	04/01/2036	0.4%
Federal National Mortgage Assoc.	4.000%	06/01/2043	0.4%
World Financial Network Credit Card Master Trust	2.230%	08/15/2022	0.4%
WhiteHorse VIII Ltd	3.258%	05/01/2026	0.4%
OHA Loan Funding 2016-1 Ltd	4.148%	01/20/2028	0.4%
Progress Energy, Inc.	7.750%	03/01/2031	0.4%
Hilton Orlando Trust 2018-ORL	2.842%	12/15/2034	0.4%
BX Commercial Mortgage Trust 2018-BIOA	2.743%	03/15/2037	0.4%
Drive Auto Receivables Trust 2017-2	3.490%	09/15/2023	0.4%
J.P.Morgan Securities LLC	0.010%	-	0.4%
U.S. Treasury Note/Bond	2.500%	02/15/2046	0.4%
Government National Mortgage Association	2.900%	11/16/2055	0.4%
FNMA Conventional Long T. 30yr	3.500%	05/31/2047	0.4%
Daimler Trucks Retail Trust 2018-1	2.600%	05/15/2020	0.3%
AT&T, Inc.	6.000%	08/15/2040	0.3%
U.S. Treasury Note/Bond	4.375%	05/15/2041	0.3%
Bank of America Corp.	3.824%	01/20/2028	0.3%
Comcast Corp.	3.969%	11/01/2047	0.3%
Tencent Holdings Ltd.	3.595%	01/19/2028	0.3%
JP Morgan Chase Commercial Mortgage Securities Cor	4.128%	07/05/2031	0.3%
Government National Mortgage Association	2.700%	08/16/2058	0.3%
GMF Floorplan Owner Revolving Trust	3.130%	03/15/2023	0.3%
Citibank Credit Card Issuance Trust	2.516%	09/10/2020	0.3%
Caesars Palace Las Vegas Trust 2017-VICI	3.531%	10/15/2034	0.3%
Tralee CLO III Ltd	3.378%	10/20/2027	0.3%
Santander Drive Auto Receivables Trust 2018-3	2.780%	03/15/2021	0.3%
United Mexican States, MTN	4.000%	10/02/2023	0.3%
U.S. Treasury Note/Bond	2.625%	06/30/2023	0.3%
Santander Drive Auto Receivables Trust 2015-5	2.740%	12/15/2021	0.3%
EPR Properties	4.950%	04/15/2028	0.3%
JP Morgan Chase Commercial Mortgage Securities Tru	3.072%	06/15/2032	0.3%
Toronto-Dominion Bank	3.625%	09/15/2031	0.3%
DLL 2018-1 LLC	3.100%	04/18/2022	0.3%
SLC Student Loan Trust 2008-1	3.941%	12/15/2032	0.3%
Navient Student Loan Trust 2017-2	3.114%	12/27/2066	0.3%
UBS AG	7.625%	08/17/2022	0.3%
Engs Commercial Finance Trust 2018-1	2.970%	02/22/2021	0.3%
Chase Issuance Trust	1.270%	07/15/2021	0.3%
Pacific Gas & Electric Co.	3.300%	12/01/2027	0.3%
Government National Mortgage Association	2.600%	06/16/2057	0.3%
Government National Mortgage Association	2.900%	02/16/2049	0.3%
Pacific Gas & Electric Co.	6.050%	03/01/2034	0.3%
American Express Credit Account Master Trust	1.930%	09/15/2022	0.3%
Macquarie Group Ltd.	4.654%	03/27/2029	0.3%
Drive Auto Receivables Trust	5.150%	08/15/2022	0.3%
Nvent Finance Sarl	4.550%	04/15/2028	0.3%
Mercedes-Benz Auto Lease Trust 2018-A	2.200%	04/15/2020	0.3%
General Electric Co.	6.150%	08/07/2037	0.3%
Anglo American Capital plc	4.000%	09/11/2027	0.3%
GM Financial Consumer Automobile Receivables Trust	1.710%	09/16/2020	0.3%
Chesapeake Funding II LLC	1.910%	08/15/2029	0.3%
BX Trust 2018-GW	2.872%	05/15/2035	0.3%
California Republic Auto Receivables Trust 2018-1	2.860%	03/15/2021	0.3%
American Credit Acceptance Receivables Trust 2018-	2.720%	03/10/2021	0.3%
Synchrony Credit Card Master Note Trust	2.040%	03/15/2022	0.3%
World Financial Network Credit Card Master Trust	1.980%	06/15/2023	0.3%
Birchwood Park CLO Ltd.	3.519%	07/15/2026	0.3%
AmeriCredit Automobile Receivables Trust 2016-2	2.210%	05/10/2021	0.3%
Ford Motor Co.	7.450%	07/16/2031	0.3%
Goldman Sachs Group, Inc.	6.750%	10/01/2037	0.3%
IFM US Colonial Pipeline 2 LLC	6.450%	05/01/2021	0.3%
SCF Equipment Leasing 2018-1 LLC	3.630%	10/20/2024	0.3%
Morgan Stanley	4.000%	07/23/2025	0.3%
Xilinx, Inc.	2.950%	06/01/2024	0.3%
Santander Drive Auto Receivables Trust 2014-5	4.230%	04/15/2022	0.3%
Santander UK plc	7.950%	10/26/2029	0.3%
Trimble Navigation Ltd.	4.900%	06/15/2028	0.2%
ICG US CLO 2015-2 Ltd	3.189%	01/16/2028	0.2%
DLL Securitization Trust 2017-A	2.430%	11/17/2025	0.2%
BB-UBS Trust	3.430%	11/05/2036	0.2%
Comcast Corp.	3.150%	03/01/2026	0.2%
Avery Point VII CLO Ltd	3.839%	01/15/2028	0.2%
California Republic Auto Receivables Trust 2017-1	1.900%	03/15/2021	0.2%
Palmer Square Loan Funding 2018-1 Ltd	2.939%	04/15/2026	0.2%
Ford Credit Auto Lease Trust 2017-B	1.800%	06/15/2020	0.2%
Sofi Professional Loan Program 2018-A LLC	2.950%	02/25/2042	0.2%
Hyundai Auto Lease Securitization Trust 2017-C	1.890%	03/16/2020	0.2%
Hardee's Funding LLC	4.959%	06/20/2048	0.2%
Aquarion Co.	4.000%	08/15/2024	0.2%
JPMBB Commercial Mortgage Securities Trust	4.298%	07/15/2048	0.2%
Ohio Edison Co.	8.250%	10/15/2038	0.2%
SunTrust Auto Receivables Trust	3.240%	01/16/2023	0.2%
Dryden 38 Senior Loan Fund	3.769%	07/15/2027	0.2%
Federal National Mortgage Assoc.	3.500%	07/01/2043	0.2%
UBS Group Funding Switzerland AG	4.253%	03/23/2028	0.2%
Energy Transfer Partners LP	7.500%	07/01/2038	0.2%
JFIN CLO 2014 Ltd	3.798%	04/21/2025	0.2%
Citigroup, Inc.	3.887%	01/10/2028	0.2%
Santander Drive Auto Receivables Trust 2018-1	2.100%	11/16/2020	0.2%
Towd Point Asset Trust 2018-SL1	2.691%	01/25/2046	0.2%
Petroleos Mexicanos	4.500%	01/23/2026	0.2%
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor	3.337%	12/15/2027	0.2%
Bacardi Ltd.	4.700%	05/15/2028	0.2%
Wells Fargo & Co.	3.000%	10/23/2026	0.2%
Federal Home Loan Mortgage Corp.	3.444%	12/25/2027	0.2%
Time Warner Cable LLC	7.300%	07/01/2038	0.2%
Hudsons Bay Simon JV Trust	4.666%	08/05/2034	0.2%
Federal National Mortgage Assoc.	4.000%	01/01/2042	0.2%
Citigroup Commercial Mortgage Trust 2016-GC36	2.850%	02/10/2049	0.2%
Ausgrid Finance Pty Ltd	4.350%	08/01/2028	0.2%
Morgan Stanley	3.875%	01/27/2026	0.2%
South Carolina Electric & Gas Co.	6.050%	01/15/2038	0.2%
Glencore Finance Canada Ltd.	5.550%	10/25/2042	0.2%
Citigroup, Inc.	3.668%	07/24/2028	0.2%
HCA, Inc.	5.500%	06/15/2047	0.2%
Siemens Financial Services, Inc.	2.350%	10/15/2026	0.2%
DRB Prime Student Loan Trust	3.200%	01/25/2040	0.2%
California Republic Auto Receivables Trust 2018-1	3.560%	03/15/2023	0.2%
Halliburton Co.	7.450%	09/15/2039	0.2%
World Financial Network Credit Card Master Trust	2.660%	08/15/2024	0.2%
Caesars Palace Las Vegas Trust 2017-VICI	3.835%	10/15/2034	0.2%
Kerr-McGee Corp.	7.875%	09/15/2031	0.2%
Phosagro OAO via Phosagro Bond Funding Ltd	3.949%	04/24/2023	0.2%
J.P. Morgan Chase Commercial Mortgage Securities T	4.248%	07/05/2023	0.2%
Valero Energy Corp.	10.500%	03/15/2039	0.2%
CPS Auto Trust	2.870%	09/15/2021	0.2%
Shell International Finance BV	6.375%	12/15/2038	0.2%
Crestline Denali CLO XIV Ltd	3.917%	10/23/2028	0.2%
CRH America Finance, Inc.	4.500%	04/04/2048	0.2%
AmeriCredit Automobile Receivables Trust 2017-2	1.650%	09/18/2020	0.2%
Federal National Mortgage Assoc.	4.000%	02/01/2045	0.2%
Dell International LLC / EMC Corp	6.020%	06/15/2026	0.2%
Drive Auto Receivables Trust	3.010%	11/15/2021	0.2%
First Investors Auto Owner Trust 2017-2	1.860%	10/15/2021	0.2%
Westpac Banking Corp.	4.322%	11/23/2031	0.2%
Bank of America Corp.	3.593%	07/21/2028	0.2%
Exelon Generation Co. LLC	5.600%	06/15/2042	0.2%
Hudsons Bay Simon JV Trust	5.159%	08/05/2034	0.2%
GE Capital International Funding Co.	4.418%	11/15/2035	0.2%
COMM 2016-SAVA Mortgage Trust	3.792%	10/15/2034	0.2%
Wells Fargo Bank, N.A.	6.600%	01/15/2038	0.2%
BWAY 2015-1740 Mortgage Trust	2.917%	01/10/2035	0.2%
Drive Auto Receivables Trust	3.020%	11/15/2021	0.2%
Oracle Corp.	6.125%	07/08/2039	0.2%
Republic of Indonesia	4.350%	01/08/2027	0.2%
Drive Auto Receivables Trust	3.720%	09/16/2024	0.2%
International Lease Finance Corp.	5.875%	04/01/2019	0.2%
Alibaba Group Holding Ltd.	3.600%	11/28/2024	0.2%
SUAM Finance B.V.	4.875%	04/17/2024	0.2%
Flagship Credit Auto Trust 2018-1	2.590%	06/15/2022	0.2%
Foursight Capital Automobile Receivables Trust 201	3.240%	09/15/2022	0.2%
AMMC CLO XII Ltd	3.553%	11/10/2030	0.2%
Synchrony Credit Card Master Note Trust	2.620%	10/15/2025	0.2%
Baidu, Inc.	3.875%	09/29/2023	0.2%
Federal Home Loan Mortgage Corp.	2.283%	02/25/2032	0.2%
Verizon Communications, Inc.	4.862%	08/21/2046	0.2%
SoFi Professional Loan Program 2017-E LLC	2.720%	11/26/2040	0.2%
Federal National Mortgage Assoc.	3.500%	06/01/2043	0.2%
Federal National Mortgage Assoc.	3.500%	06/01/2043	0.2%
Willis North America, Inc.	7.000%	09/29/2019	0.2%
Drive Auto Receivables Trust	3.060%	05/17/2021	0.2%
Texas-New Mexico Power Co.	9.500%	04/01/2019	0.2%
COMM 2015-LC23 Mortgage Trust	3.646%	10/10/2048	0.2%
Drive Auto Receivables Trust	3.910%	05/17/2021	0.2%
Federal National Mortgage Assoc.	4.000%	10/01/2040	0.2%
Drive Auto Receivables Trust	3.380%	11/15/2021	0.2%
Master Credit Card Trust II Series 2018-1	3.245%	07/22/2024	0.2%
Wells Fargo Commercial Mortgage Trust	4.130%	05/15/2048	0.2%
Ares XXIX CLO Ltd.	3.526%	04/17/2026	0.2%
Government National Mortgage Association	2.750%	02/16/2058	0.2%
Dominion Gas Holdings LLC	4.600%	12/15/2044	0.2%
JP Morgan Chase Commercial Mortgage Securities Tru	4.172%	06/15/2032	0.2%
Honda Auto Receivables 2015-4 Owner Trust	1.230%	09/23/2019	0.2%
Bank of America Corp.	4.000%	01/22/2025	0.2%
Federal National Mortgage Assoc.	3.500%	04/01/2043	0.1%
Daimler Finance North America LLC	3.750%	02/22/2028	0.1%
Foursight Capital Automobile Receivables Trust 201	2.850%	08/16/2021	0.1%
AmeriCredit Automobile Receivables Trust 2017-2	2.970%	03/20/2023	0.1%
Statoil ASA	7.150%	11/15/2025	0.1%
Nissan Auto Receivables 2016-A Owner Trust	1.340%	10/15/2020	0.1%
CPS Auto Receivables Trust 2017-D	1.870%	03/15/2021	0.1%
Navient Student Loan Trust 2016-7	3.214%	03/25/2066	0.1%
Dell International LLC / EMC Corp.	8.350%	07/15/2046	0.1%
Commonwealth Bank of Australia	4.500%	12/09/2025	0.1%
SoFi Professional Loan Program 2017-E LLC	2.564%	11/26/2040	0.1%
KVK CLO 2016-1 Ltd	5.489%	01/15/2029	0.1%
Ford Credit Auto Owner Trust	3.470%	01/15/2030	0.1%
Colonial Pipeline Co.	4.250%	04/15/2048	0.1%
Federal National Mortgage Assoc.	5.500%	01/01/2035	0.1%
CarMax Auto Owner Trust 2014-3	2.040%	03/16/2020	0.1%
CVS Caremark Corp.	4.300%	03/25/2028	0.1%
Carnival plc	7.875%	06/01/2027	0.1%
Benefit Street Partners CLO IV Ltd	4.398%	01/20/2029	0.1%
The Royal Bank of Scotland Group PLC	4.892%	05/18/2029	0.1%
Federal National Mortgage Assoc.	4.000%	07/01/2042	0.1%
Regatta IV Funding Ltd	5.635%	07/25/2026	0.1%
VEREIT Operating Partnership L.P.	3.950%	08/15/2027	0.1%
Republic of Colombia	3.875%	04/25/2027	0.1%
TCF Auto Receivables Owner Trust 2016-PT1	2.920%	10/17/2022	0.1%
Appalachian Power Co.	7.000%	04/01/2038	0.1%
Morgan Stanley	3.625%	01/20/2027	0.1%
Government National Mortgage Association	2.700%	07/16/2057	0.1%
Federal National Mortgage Assoc.	5.500%	09/01/2036	0.1%
Kinder Morgan, Inc.	7.750%	01/15/2032	0.1%
Mountain View CLO X Ltd	3.687%	10/13/2027	0.1%
Avis Budget Rental Car Funding	2.460%	07/20/2020	0.1%
Securian Financial Group Inc	4.800%	04/15/2048	0.1%
Chesapeake Funding II LLC	1.990%	05/15/2029	0.1%
Jamestown CLO VII Ltd.	4.935%	07/25/2027	0.1%
Raizen Fuels Finance	5.300%	01/20/2027	0.1%
Discover Card Execution Note Trust	1.640%	07/15/2021	0.1%
JPMorgan Chase & Co.	3.540%	05/01/2028	0.1%
Citigroup, Inc.	4.450%	09/29/2027	0.1%
Chrysler Capital Auto Receivables Trust 2016-A	1.770%	10/15/2020	0.1%
GS Mortgage Securities Corp. II	3.027%	07/15/2035	0.1%
Bermuda Government International Bond	3.717%	01/25/2027	0.1%
First Investors Auto Owner Trust	2.410%	12/15/2022	0.1%
Westlake Automobile Receivables Trust 2017-2	1.800%	07/15/2020	0.1%
American Credit Acceptance Receivables Trust 2015-	4.840%	10/12/2021	0.1%
Massachusetts Electric Co.	4.004%	08/15/2046	0.1%
New York and Presbyterian Hospital/The	4.063%	08/01/2056	0.1%
Drive Auto Receivables Trust	2.610%	08/16/2021	0.1%
Government National Mortgage Association	2.750%	02/16/2058	0.1%
Intesa Sanpaolo SpA	3.875%	01/12/2028	0.1%
Gilead Sciences, Inc.	4.600%	09/01/2035	0.1%
Diamond Resorts Owner Trust	4.110%	10/22/2029	0.1%
Wells Fargo Commercial Mortgage Trust 2016-NXS5	4.879%	01/15/2059	0.1%
Jefferson Mill CLO Ltd	4.498%	07/20/2027	0.1%
Fibria Overseas Finance Ltd.	4.000%	01/14/2025	0.1%
Palmer Square Loan Funding 2017-1 Ltd	4.039%	10/15/2025	0.1%
COMM Mortgage Trust	4.440%	07/10/2050	0.1%
CNAC HK Finbridge Co Ltd	3.500%	07/19/2022	0.1%
Flagship Credit Auto Trust 2017-4	2.070%	04/15/2022	0.1%
Banco de Credito e Inversiones	3.500%	10/12/2027	0.1%
Assurant, Inc.	4.900%	03/27/2028	0.1%
COMM 2015-LC23 Mortgage Trust	4.646%	10/10/2048	0.1%
Benefit Street Partners CLO IV Ltd	3.838%	01/20/2029	0.1%
Vodafone Group plc	4.375%	05/30/2028	0.1%
Drive Auto Receivables Trust	4.160%	05/15/2024	0.1%
Goldman Sachs Group, Inc.	4.223%	05/01/2029	0.1%
Edison International	4.125%	03/15/2028	0.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The	2.922%	01/15/2033	0.1%
Atrium Hotel Portfolio Trust 2018-ATRM	3.022%	06/15/2035	0.1%
Massachusetts Educational Financing Authority	3.285%	04/25/2038	0.1%
Alibaba Group Holding Ltd.	4.200%	12/06/2047	0.1%
Government National Mortgage Association	2.700%	04/16/2057	0.1%
OneMain Financial Issuance Trust 2016-1A	3.660%	02/20/2029	0.1%
CNH Equipment Trust	1.650%	09/15/2021	0.1%
Citigroup Commercial Mortgage Trust	1.194%	05/10/2047	0.1%
Westgate Resorts 2018-1 LLC	3.380%	12/20/2031	0.1%
Dr. Pepper Snapple Group, Inc.	5.085%	05/25/2048	0.1%
Shackleton 2016-IX CLO Ltd	4.248%	10/20/2028	0.1%
Conn's Receivables Funding 2017-B LLC	2.730%	07/15/2020	0.1%
Discover Financial Services	4.100%	02/09/2027	0.1%
Wheels SPV 2 LLC	3.060%	04/20/2027	0.1%
COMM Mortgage Trust	4.440%	07/10/2050	0.1%
Neuberger Berman Group LLC	4.500%	03/15/2027	0.1%
PFS Financing Corp.	3.080%	02/15/2023	0.1%
Government National Mortgage Association	2.600%	07/16/2058	0.1%
Avis Budget Rental Car Funding	1.920%	09/20/2019	0.1%
California Republic Auto Receivables Trust	2.660%	08/17/2020	0.1%
Flagship Credit Auto Trust 2017-1	1.930%	12/15/2021	0.1%
Chrysler Capital Auto Receivables Trust	3.440%	08/16/2021	0.1%
Dr. Pepper Snapple Group, Inc.	4.597%	05/25/2028	0.1%
Mercedes-Benz Auto Receivables Trust 2016-1	1.260%	02/16/2021	0.1%
E*TRADE Financial Corp.	4.500%	06/20/2028	0.1%
Missouri Higher Education Loan Authority	2.921%	01/26/2026	0.1%
Enterprise Fleet Financing LLC	2.130%	07/20/2022	0.1%
Kaiser Foundation Hospitals	4.150%	05/01/2047	0.1%
CarMax Auto Owner Trust 2014-3	2.290%	06/15/2020	0.1%
AmeriCredit Automobile Receivables Trust 2015-3	2.080%	09/08/2020	0.1%
Drive Auto Receivables Trust 2017-2	2.750%	09/15/2023	0.1%
Bank of America Corp.	4.450%	03/03/2026	0.1%
Carmax Auto Owner Trust	1.390%	05/17/2021	0.1%
SunTrust Auto Receivables Trust	1.780%	01/15/2021	0.1%
CPS Auto Receivables Trust 2018-B	4.260%	03/15/2024	0.1%
GAHR Commericial Mortgage Trust	3.382%	12/15/2034	0.1%
Entergy Louisiana LLC	4.000%	03/15/2033	0.1%
21st Century Fox America, Inc.	7.750%	12/01/2045	0.1%
Foursight Capital Automobile Receivables Trust 201	3.530%	04/17/2023	0.1%
Republic of Uruguay	4.975%	04/20/2055	0.1%
Palmer Square Loan Funding 2018-1 Ltd	3.389%	04/15/2026	0.1%
Tencent Holdings Ltd.	3.375%	05/02/2019	0.1%
American Credit Acceptance Receivables Trust 2015-	4.290%	04/12/2021	0.1%
Vodafone Group plc	5.250%	05/30/2048	0.1%
National Oilwell Varco, Inc.	3.950%	12/01/2042	0.1%
Flagship Credit Auto Trust 2017-3	1.880%	10/15/2021	0.1%
EPR Properties	4.750%	12/15/2026	0.1%
SL Green Operating Partnership L.P.	3.250%	10/15/2022	0.1%
GM Financial Automobile Leasing Trust 2016-3	1.610%	12/20/2019	0.1%
Drive Auto Receivables Trust 2017-2	2.250%	06/15/2021	0.1%
Sound Point CLO II Ltd	3.405%	01/26/2031	0.1%
American International Group, Inc.	4.800%	07/10/2045	0.1%
U.S. Treasury Note/Bond	3.000%	02/15/2048	0.1%
Drive Auto Receivables Trust	3.340%	09/15/2022	0.1%
Marvell Technology Group Ltd.	4.200%	06/22/2023	0.1%
Flagship Credit Auto Trust 2017-2	1.850%	07/15/2021	0.1%
SCF Equipment Leasing 2017-2 LLC	3.410%	12/20/2023	0.1%
California Republic Auto Receivables Trust 2016-2	2.520%	05/16/2022	0.1%
California Republic Auto Receivables Trust	1.820%	09/15/2020	0.1%
Ascentium Equipment Receivables 2016-2 Trust	1.650%	05/10/2022	0.1%
JB y Co SA de CV	3.750%	05/13/2025	0.1%
Federal Home Loan Mortgage Corp.	5.000%	06/01/2026	0.1%
Unum Group	5.750%	08/15/2042	0.1%
Northern Natural Gas	4.300%	01/15/2049	0.1%
DBWF Mortgage Trust	3.421%	06/10/2034	0.1%
Bayer Corp	6.650%	02/15/2028	0.1%
AmeriCredit Automobile Receivables Trust 2017-3	1.690%	12/18/2020	0.1%
Qatar Government International Bond	5.103%	04/23/2048	0.1%
Abu Dhabi Crude Oil Pipeline LLC	4.600%	11/02/2047	0.1%
Ascentium Equipment Receivables 2017-1 Trust	1.870%	07/10/2019	0.1%
Cayman Islands Government Bond	5.950%	11/24/2019	0.1%
Affiliated Managers Group, Inc.	4.250%	02/15/2024	0.1%
Flagship Credit Auto Trust 2017-3	2.590%	07/15/2022	0.1%
CPS Auto Receivables Trust 2018-A	2.770%	04/18/2022	0.1%
Avery Point CLO Ltd.	3.935%	04/25/2026	0.1%
Santander Drive Auto Receivables Trust 2016-3	1.890%	06/15/2021	0.1%
Foursight Capital Automobile Receivables Trust 201	2.870%	10/15/2021	0.1%
Vale Overseas Ltd.	6.875%	11/10/2039	0.1%
World Financial Network Credit Card Master Trust	2.030%	04/15/2025	0.1%
Drive Auto Receivables Trust	2.510%	01/15/2021	0.1%
South Carolina Electric & Gas Co.	6.625%	02/01/2032	0.1%
WFRBS Commercial Mortgage Trust	0.639%	10/15/2057	0.1%
Palmer Square Loan Funding 2018-1 Ltd	3.739%	04/15/2026	0.1%
MMAF Equipment Finance LLC	1.980%	06/10/2032	0.1%
PHEAA Student Loan Trust I	2.605%	04/25/2038	0.1%
CPS Auto Trust	3.430%	07/15/2022	0.1%
Santander Drive Auto Receivables Trust	2.650%	08/17/2020	0.1%
Government National Mortgage Association	2.900%	02/16/2053	0.1%
GS Mortgage Securities Trust	4.411%	07/10/2048	0.1%
Pennsylvania	5.350%	05/01/2030	0.1%
Minejesa Capital BV	4.625%	08/10/2030	0.1%
Chrysler Capital Auto Receivables Trust 2016-A	2.880%	06/15/2022	0.1%
Ascension Health	3.945%	11/15/2046	0.1%
AmeriCredit Automobile Receivables Trust 2017-3	2.240%	06/19/2023	0.1%
Time Warner Entertainment Co. L.P.	8.375%	07/15/2033	0.1%
Berkshire Hathaway Energy Co.	3.800%	07/15/2048	0.1%
Neuberger Berman Group LLC	4.875%	04/15/2045	0.1%
Dell International LLC / EMC Corp	3.480%	06/01/2019	0.1%
Drive Auto Receivables Trust	4.180%	03/15/2024	0.1%
American Credit Acceptance Receivables Trust 2016-	6.090%	05/12/2022	0.1%
Bahamas Government International Bond	6.950%	11/20/2029	0.1%
Adani Ports & Special Economic Zone Ltd	4.000%	07/30/2027	0.1%
Benefit Street Partners CLO IV Ltd	5.248%	01/20/2029	0.1%
Emirates Semb Corp Water & Power Co PJSC	4.450%	08/01/2035	0.1%
Dell International LLC / EMC Corp.	5.450%	06/15/2023	0.1%
PPL Corp.	5.200%	07/15/2041	0.1%
COMM Mortgage Trust	4.440%	07/10/2050	0.1%
Access Point Funding I 2017-1 LLC	3.060%	04/15/2029	0.1%
Lincoln National Corp.	6.300%	10/09/2037	0.1%
Dominion Resources, Inc.	7.000%	06/15/2038	0.1%
Ally Auto Receivables Trust 2017-5	1.810%	06/15/2020	0.1%
Volvo Financial Equipment LLC	1.910%	01/15/2020	0.1%
Santander UK plc	5.000%	11/07/2023	0.1%
Mexichem SAB de CV	4.875%	09/19/2022	0.1%
Citigroup Commercial Mortgage Trust 2016-P3	2.804%	04/15/2049	0.1%
CPS Auto Receivables Trust	6.580%	03/15/2022	0.1%
Hyundai Auto Lease Securitization Trust 2016-B	1.520%	10/15/2019	0.1%
California Republic Auto Receivables Trust 2017-1	2.910%	12/15/2022	0.0%
Federal National Mortgage Assoc.	5.500%	12/01/2034	0.0%
WFRBS Commercial Mortgage Trust	0.307%	10/15/2057	0.0%
GM Financial Automobile Leasing Trust 2017-2	1.720%	01/21/2020	0.0%
Drive Auto Receivables Trust	3.190%	07/15/2022	0.0%
E*TRADE Financial Corp.	3.800%	08/24/2027	0.0%
OneMain Financial Issuance Trust 2015	3.190%	03/18/2026	0.0%
Ford Credit Auto Owner Trust 2017-REV2	2.360%	03/15/2029	0.0%
Apidos CLO XVI	5.342%	01/19/2025	0.0%
First Investors Auto Owner Trust	2.720%	04/17/2023	0.0%
Ascentium Equipment Receivables 2016-2 Trust	2.500%	09/12/2022	0.0%
SLM Private Education Loan Trust	5.322%	05/16/2044	0.0%
THL Credit Wind River 2014-3 CLO Ltd	3.947%	01/22/2027	0.0%
Galaxy XXI CLO Ltd	3.368%	04/20/2031	0.0%
Ascentium Equipment Receivables 2017-1 Trust	2.290%	06/10/2021	0.0%
Engs Commercial Finance Trust	2.310%	10/22/2021	0.0%
Santander Drive Auto Receivables Trust 2016-2	2.080%	02/16/2021	0.0%
Santander Drive Auto Receivables Trust 2017-3	2.760%	12/15/2022	0.0%
Chesapeake Funding II LLC	2.110%	03/15/2028	0.0%
Foursight Capital Automobile Receivables Trust 201	3.680%	08/15/2023	0.0%
Capital Auto Receivables Asset Trust 2016-2	1.460%	06/22/2020	0.0%
California Republic Auto Receivables Trust	2.700%	09/15/2021	0.0%
Syngenta Finance NV	4.441%	04/24/2023	0.0%
International Lease Finance Corp.	5.875%	08/15/2022	0.0%
Peru LNG Srl	5.375%	03/22/2030	0.0%
Sequoia Mortgage Trust	2.069%	09/25/2042	0.0%
WFRBS Commercial Mortgage Trust	1.047%	05/15/2047	0.0%
Chrysler Capital Auto Receivables Trust 2016-A	3.250%	06/15/2022	0.0%
Honda Auto Receivables 2016-2 Owner Trust	1.390%	04/15/2020	0.0%
Affiliated Managers Group, Inc.	3.500%	08/01/2025	0.0%
21st Century Fox America, Inc.	6.200%	12/15/2034	0.0%
Wells Fargo Commercial Mortgage Trust 2016-C35	4.176%	07/15/2048	0.0%
American Credit Acceptance Receivables Trust 2017-	1.820%	03/10/2020	0.0%
Csail Commercial Mortgage Trust	4.207%	06/15/2057	0.0%
Ares XXXIII CLO Ltd.	3.668%	12/05/2025	0.0%
Drive Auto Receivables Trust	2.200%	05/15/2020	0.0%
Diamond Resorts Owner Trust	2.990%	05/22/2028	0.0%
Cox Communications, Inc.	4.500%	06/30/2043	0.0%
Time Warner Cable LLC	6.550%	05/01/2037	0.0%
Federal National Mortgage Assoc.	5.500%	02/01/2035	0.0%
COMM 2014-UBS4 Mortgage Trust	3.968%	08/10/2047	0.0%
Sound Point CLO XI Ltd.	3.998%	07/20/2028	0.0%
Santander Drive Auto Receivables Trust 2017-2	1.600%	03/16/2020	0.0%
Ford Credit Auto Owner Trust 2017-REV2	2.600%	03/15/2029	0.0%
SFAVE Commercial Mortgage Securities Trust	4.144%	01/05/2043	0.0%
NYU Hospitals Center	4.368%	07/01/2047	0.0%
Drive Auto Receivables Trust	2.370%	11/16/2020	0.0%
Diamond Resorts Owner Trust	3.080%	11/20/2028	0.0%
Alibaba Group Holding Ltd.	4.400%	12/06/2057	0.0%
COMM Mortgage Trust	1.195%	08/10/2047	0.0%
Government National Mortgage Association	2.200%	04/16/2047	0.0%
Dell Equipment Finance Trust	1.860%	06/24/2019	0.0%
First Investors Auto Owner Trust 2016-2	1.530%	11/16/2020	0.0%
California Republic Auto Receivables Trust 2016-2	1.560%	07/15/2020	0.0%
Federal National Mortgage Assoc.	5.500%	09/01/2034	0.0%
Ascentium Equipment Receivables 2017-2 Trust	1.450%	11/13/2018	0.0%
Federal National Mortgage Assoc.	5.500%	04/01/2036	0.0%
OneMain Financial Issuance Trust 2016-2	5.940%	03/20/2028	0.0%
Ford Credit Auto Owner Trust	1.040%	09/15/2019	0.0%
Federal National Mortgage Assoc.	5.500%	02/01/2035	0.0%
Santander Drive Auto Receivables Trust	2.570%	04/15/2021	0.0%
Dell Equipment Finance Trust	1.650%	07/22/2021	0.0%
JPMBB Commercial Mortgage Securities Trust	1.133%	04/15/2047	0.0%
CarMax Auto Owner Trust	1.370%	03/16/2020	0.0%
Federal National Mortgage Assoc.	5.500%	12/01/2034	0.0%
Santander Drive Auto Receivables Trust	2.600%	11/16/2020	0.0%
WFRBS Commercial Mortgage Trust	0.563%	05/15/2047	0.0%
Federal Home Loan Mortgage Corp.	5.000%	08/01/2023	0.0%
Federal Home Loan Mortgage Corp.	5.000%	07/01/2024	0.0%
Americredit Automobile Receivables Trust 2016-4	1.340%	04/08/2020	0.0%
CarMax Auto Owner Trust	1.210%	11/15/2019	0.0%
Drive Auto Receivables Trust 2017-2	1.820%	06/15/2020	0.0%
Federal National Mortgage Assoc.	6.500%	01/01/2036	0.0%
Ascentium Equipment Receivables 2016-2 Trust	1.460%	04/10/2019	0.0%
Laurel Road Prime Student Loan Trust 2017-B	1.630%	08/25/2042	0.0%
JPMBB Commercial Mortgage Securities Trust	0.265%	04/15/2047	0.0%
Federal Home Loan Mortgage Corp.	5.000%	04/01/2021	0.0%
US ULTRA BOND CBT SEP18	0.000%	09/28/2018	0.0%
US 2YR NOTE (CBT) SEP18	0.000%	10/03/2018	0.0%
US 10YR ULTRA FUT SEP18	0.000%	09/28/2018	0.0%
US LONG BOND(CBT) SEP18	0.000%	09/28/2018	0.0%
US 5YR NOTE (CBT) SEP18	0.000%	10/03/2018	0.0%

Dividends & Cap Gains

Dividend Payments

For

YTD Dividends Paidas of 09/21/2018: $0.232
Dividend Frequency: Monthly (Daily Accrual)

Record Date	Ex-Dividend Date	Reinvest & Payable Date	Dividend	Reinvest Price
Daily	Daily	08/31/2018	$0.03132	$10.69
Daily	Daily	07/31/2018	$0.02996	$10.65
Daily	Daily	06/30/2018	$0.02968	$10.67
Daily	Daily	05/31/2018	$0.02940	$10.70
Daily	Daily	04/30/2018	$0.02839	$10.66
Daily	Daily	03/31/2018	$0.02956	$10.75
Daily	Daily	02/28/2018	$0.02634	$10.71
Daily	Daily	01/31/2018	$0.02805	$10.83

Upcoming Dividend Payment Dates

Record Date	Ex-Dividend Date	Reinvest & Payable Date
Daily	Daily	09/30/2018
Daily	Daily	10/31/2018
Daily	Daily	11/30/2018
Daily	Daily	12/31/2018

Capital Gains Distributions

For

Record Date	Reinvest & Payable Date	Long-term	Short-term *	Total	Reinvest Price
12/17/2015	12/18/2015	$0.0064	$0.0168	$0.0232	$10.83

Taxed as ordinary income

Lord Abbett does not provide tax advice. It is strongly recommended that you discuss the impact of dividends and distributions with your tax advisor.

Upcoming Capital Gain Distribution

Record Date	Ex-Dividend Date
12/17/2018	12/18/2018

Fees & Expenses

Expense Ratioas of 08/31/2018

0.88%

Fund Documents

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	Summary Prospectus Publish Date:11/03/2015
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n/a	Prospectus (XBRL) Publish Date:11/03/2015
	SAI Publish Date:11/03/2015
	Annual Report Publish Date:11/03/2015
	Semi-Annual Report Publish Date:11/03/2015
	Fact Sheet Publish Date:11/03/2015
	Commentary Publish Date:11/03/2015

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Minimum initial investment varies depending on the class of shares you buy and the type of account. IRAs, SIMPLEs, and SEP accounts with payroll deductions have no minimums. Please see Fund prospectuses for additional information.

Dividend Yield is a financial ratio that shows how much a mutual fund pays out in dividends each year relative to value with maximum sales charges and without sales charges. The dividend yield is calculated by annualizing the last dividend and dividing it by the fund’s net asset value with maximum sales charges and without sales charges.

The 30-Day Standardized Yield represents net investment income earned by a fund over a 30-day period. It is expressed as an annual percentage rate using a method of calculation adopted by the Securities and Exchange Commission (SEC). Yields for other share classes will vary.

The Fund’s Dividend Yield, 12-Month Dividend Yield and 7 Day Yield are shown with and without sales charges and with maximum sales charges. The Fund’s Subsidized Dividend yield takes into account any fee waiver or expense limitation arrangements, if any. Without such fee waivers or expense limitation arrangements, the Fund’s dividend yield would have been lower. Information regarding any fee waivers or expense limitation arrangements applicable to the Fund is provided with the Fund’s expense ratio information.

The Fund’s Unsubsidized Dividend yield is shown without sales charges and with maximum sales charges. The Fund’s unsubsidized dividend yield reflects what the yield would have been without the effect of fee waivers or expense limitation arrangements.

The 30-day Standardized Subsidized yield reflects fee waivers in effect. Without such fee waivers, yields would be reduced.

The 30-day Standardized Unsubsidized yield does not reflect fee waivers.

IMPORTANT INFORMATION

A Note about Risk: The Fund is subject to the general risks associated with investing in fixed income 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 Treasury Inflation Protected Securities and other inflation-indexed securities, which are subject to greater inflation rate and interest rate volatility. 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.

Class P - Performance is shown at net asset value (NAV). Class P shares are not subject to front-end or back-end sales charges.

Class P shares are only available on a limited basis through certain financial intermediaries and retirement and benefit plans. For additional information, see the Fund’s current prospectus.

With Sales Charge - Returns with sales charges reflect applicable fees and expenses and include all distributions reinvested.

Without Sales Charge - Returns shown are without sales charges and have all distributions reinvested. If a sales charge had been deducted, the results would have been lower.

Returns shown at less than a year reflect aggregate total returns.

Double-Digit Returns - instances of high double-digit returns were achieved primarily during favorable market conditions and may not be sustainable over time.

The Barclays U.S. Aggregate Bond Index represents securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. Total return comprises price appreciation/depreciation and income as a percentage of the original investment.

Indexes reflect total return, unless otherwise specified, with all dividends reinvested. Indexes are unmanaged, do not reflect the deduction of fees or expenses, and are not available for direct investment.

The Overall Morningstar RatingTM is derived from a weighted average of the performance figures associated with a fund's three-, five-, and 10-year (as applicable) Morningstar RatingTM metrics. © Morningstar, Inc. All rights reserved. The information contained herein (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Morningstar proprietary ratings reflect historical risk-adjusted performance. For each fund with at least a three-year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar risk-adjusted return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. Load-waived ratings do not include any front-end sales charges (which are only available for certain defined contribution plans and certain mutual fund advisory programs) and should only be considered by investors who are not subject to sales loads. Not all funds with a load-waived rating may waive their front-end load. An investor should check with their advisor to determine if they are eligible to purchase the load-waived Class A share. The top 10% of the funds in an investment category receive 5 stars, 22.5% receive 4 stars, 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages). The Overall Morningstar rating is a weighted average of funds' three-, five-, and 10-year (as applicable) ratings. Past performance is no guarantee of future results. Morningstar Rating is for the Class A share only; other classes may have different performance characteristics.

Performance data quoted is historical. Past performance is not indicative of future results. Current performance may be higher or lower than the performance quoted. 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.

Lipper Category Average - Peer group averages are based on universes of funds with the same investment objectives. The average return for the peer group is based on the returns of each individual fund within the group for the period shown. This average assumes reinvestment of dividends.

Fund Expense Ratio Detail: Reflects expenses for the Fund's fiscal year-end and is subject to change. Fund expenses may fluctuate with market volatility. A substantial reduction in Fund assets (since its most recently completed fiscal year), whether caused by market conditions or significant redemptions or both, will likely cause total operating expenses (as a percentage of Fund assets) to become higher than those shown.

Lipper Category Average Expense Ratio reflects the average net expenses of Class A shares of all funds with in the peer group based on Lipper data available.

The Fund's portfolio is actively managed and portfolio characteristics, such as individual holdings and sector weightings may change significantly over time. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.

Dividends and Capital Gains: The information presented in this section is intended for general information and is not intended to be relied upon and should not be relied upon, as financial, legal or tax advice for any particular investor. We strongly recommend that you contact your financial, legal or tax advisor regarding your particular tax situation.

The information presented in this section is not written or intended to be used, and cannot be used, for the purpose of avoiding any tax liabilities or penalties.

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Summary

Summary

What is the Core Fixed Income Fund?

The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities.

Yield

Dividend Yield 1 as of 09/21/2018

30-Day Standardized Yield 2 as of 08/31/2018

Fund Basicsas of 08/31/2018

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

Credit Quality Distribution as of 08/31/2018 View Portfolio

Investment Team

Contact a Representative

Performance

Performance

Dividend Yield 1 as of 09/21/2018

30-Day Standardized Yield 2 as of 08/31/2018

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

Fund Expense Ratio :

0.88%

NAV Historical Prices

Portfolio

Portfolio

Credit Quality Distribution as of 08/31/2018

Portfolio Positioning as of 3/31/2018

Portfolio Details as of 08/31/2018

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

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Dividend Yield ¹ as of 09/21/2018

30-Day Standardized Yield ² as of 08/31/2018

Dividend Yield ¹ as of 09/21/2018

30-Day Standardized Yield ² as of 08/31/2018