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 |
|---|
| GoldenTree Loan Opportunities IX Ltd | 3.709% | 10/29/2026 | 0.7% |
| U.S. Treasury Note/Bond | 2.500% | 06/30/2020 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.6% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.285% | 06/15/2032 | 0.5% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.5% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 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 |
|---|
| GoldenTree Loan Opportunities IX Ltd | 3.729% | 10/29/2026 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.6% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.6% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 1.285% | 06/15/2032 | 0.5% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.5% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.5% |
| California Republic Auto Receivables Trust 2016-1 | 3.430% | 02/15/2022 | 0.5% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.5% |
| BBCMS 2018-TALL Mortgage Trust | 2.795% | 03/15/2037 | 0.5% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.4% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.4% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.4% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.4% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.4% |
| Santander Drive Auto Receivables Trust 2018-3 | 2.780% | 03/15/2021 | 0.4% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.4% |
| CHT 2017-COSMO Mortgage Trust | 3.003% | 11/15/2036 | 0.4% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.4% |
| Discover Bank | 8.700% | 11/18/2019 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.4% |
| Discover Bank | 7.000% | 04/15/2020 | 0.4% |
| THL Credit Wind River 2014-3 CLO Ltd | 3.962% | 01/22/2027 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.198% | 01/15/2026 | 0.4% |
| Ammc Clo 19 Ltd. | 3.848% | 10/15/2028 | 0.4% |
| Halcyon Loan Advisors Funding Ltd. | 3.750% | 07/25/2027 | 0.4% |
| OHA Loan Funding Ltd. | 3.753% | 08/15/2029 | 0.4% |
| Mountain Hawk III CLO Ltd. | 3.555% | 04/18/2025 | 0.4% |
| West CLO 2014-2 Ltd | 3.218% | 01/16/2027 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| Octagon Investment Partners XXI Ltd. | 3.705% | 11/14/2026 | 0.4% |
| Avery Point CLO Ltd. | 3.333% | 07/17/2026 | 0.4% |
| Magnetite VII Ltd | 3.148% | 01/15/2028 | 0.4% |
| Dryden 30 Senior Loan Fund | 3.163% | 11/15/2028 | 0.4% |
| Entergy Corp. | 0.000% | 07/02/2018 | 0.4% |
| Enable Midstream Partners L.P. | 0.000% | 07/02/2018 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.4% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.3% |
| AT&T, Inc. | 0.000% | 05/28/2019 | 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% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.3% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.623% | 03/15/2027 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| U.S. Treasury Note/Bond | 2.500% | 06/30/2020 | 0.3% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.373% | 05/15/2023 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.403% | 03/15/2023 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.3% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.3% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.744% | 03/15/2037 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.3% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.000% | 06/15/2032 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.3% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.3% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.3% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.3% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Banco Bilbao Vizcaya Argentaria, S.A. | 3.000% | 10/20/2020 | 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% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.3% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.3% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.500% | 06/01/2022 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.375% | 11/16/2022 | 0.3% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.3% |
| Alibaba Group Holding Ltd. | 2.800% | 06/06/2023 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.3% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.3% |
| Chase Issuance Trust | 1.270% | 07/15/2021 | 0.3% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.3% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Petroleos Mexicanos | 4.625% | 09/21/2023 | 0.3% |
| Mountain Hawk II CLO Ltd. | 3.519% | 07/22/2024 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 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% |
| First National Master Note Trust 2017-2 | 2.513% | 10/16/2023 | 0.2% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Cleveland Electric Illuminating Co. | 8.875% | 11/15/2018 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Teck Resources Ltd. | 8.500% | 06/01/2024 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Aircastle Ltd. | 5.125% | 03/15/2021 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.834% | 08/20/2030 | 0.2% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 2.691% | 01/25/2046 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.303% | 08/15/2046 | 0.2% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 4.020% | 01/25/2047 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.2% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.2% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.2% |
| Macquarie Bank Ltd. | 2.902% | 01/15/2019 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| Aircastle Ltd. | 5.500% | 02/15/2022 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 2.810% | 04/20/2021 | 0.2% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.510% | 03/15/2037 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 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% |
| Orbital ATK, Inc. | 5.500% | 10/01/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| AT&T INC | 3.571% | 04/23/2019 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| LMREC 2015-CRE, Inc. | 3.064% | 02/22/2032 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.2% |
| Dell International LLC | 3.850% | 09/07/2021 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.2% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.2% |
| GS Mortgage Securities Trust | 5.564% | 08/10/2044 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.932% | 08/15/2049 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.2% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.2% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.2% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.2% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.1% |
| FREMF Mortgage Trust | 3.942% | 06/25/2047 | 0.1% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.1% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.1% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.1% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.1% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.1% |
| Invitation Homes, Inc. | 3.885% | 02/07/2022 | 0.1% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.1% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.1% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 5.783% | 11/15/2043 | 0.1% |
| ENI SpA | 4.150% | 10/01/2020 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.1% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.823% | 03/15/2027 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.916% | 05/05/2035 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.1% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 5.580% | 05/08/2030 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| PFP 2017-3 Ltd. | 5.573% | 01/14/2035 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 4.134% | 08/20/2030 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.573% | 06/15/2029 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.346% | 10/15/2034 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.323% | 11/15/2036 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.180% | 05/08/2030 | 0.1% |
| GS Mortgage Securities Corp. Trust | 2.933% | 06/05/2031 | 0.1% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| PFP 2017-3 Ltd. | 3.823% | 01/14/2035 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.334% | 02/22/2032 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.923% | 07/15/2032 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| BDS 2018-FL1 | 2.923% | 01/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.562% | 06/15/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.473% | 11/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.312% | 06/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.932% | 06/15/2035 | 0.1% |
| DBGS 2018-BIOD Mortgage Trust | 2.703% | 05/15/2035 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 3.059% | 06/15/2028 | 0.1% |
| DLL 2018-1 LLC | 2.810% | 11/17/2020 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.578% | 07/22/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.916% | 05/05/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 3.003% | 12/15/2036 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 3.063% | 12/15/2027 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| Citigroup Commercial Mortgage Trust | 4.173% | 09/15/2027 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.1% |
| Pacific Gas & Electric Co. | 2.537% | 11/28/2018 | 0.1% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.251% | 05/10/2035 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 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% |
| Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.962% | 01/15/2049 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| GS Mortgage Securities Corp. II | 3.007% | 12/10/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 3.140% | 08/15/2022 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.684% | 08/20/2030 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 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% |
| U.S. Treasury Note/Bond | 2.625% | 06/30/2023 | 0.1% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.1% |
| Dell Intl LLC | 3.600% | 12/31/2018 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Hewlett-Packard Co. | 2.662% | 01/14/2019 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.100% | 04/15/2031 | 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% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Ready Capital Mortgage Financing 2018-Fl2 LLC | 2.830% | 06/25/2035 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.590% | 11/15/2049 | 0.1% |
| Maple Escrow Subsidiary Inc | 4.057% | 05/25/2023 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.1% |
| Chaparral Energy, Inc. | 8.750% | 07/15/2023 | 0.1% |
| Navient Student Loan Trust 2018-1 | 2.281% | 03/25/2067 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 1.640% | 09/15/2020 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| PSEG Power LLC | 3.850% | 06/01/2023 | 0.1% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.1% |
| Petroleos Mexicanos | 3.500% | 01/30/2023 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| T-Mobile USA, Inc. | 6.000% | 04/15/2024 | 0.1% |
| Aircastle Ltd. | 7.625% | 04/15/2020 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| eBay, Inc. | 2.253% | 08/01/2019 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.766% | 10/15/2034 | 0.1% |
| BX Trust 2017-SLCT | 4.123% | 07/15/2034 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 0.1% |
| Wand Merger Corp | 8.125% | 07/15/2023 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.237% | 09/15/2050 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 7.500% | 07/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| Vodafone Group plc | 3.750% | 01/16/2024 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.100% | 03/10/2049 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.300% | 06/15/2032 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.135% | 08/15/2049 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| PFP 2017-3 Ltd. | 3.123% | 01/14/2035 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.323% | 08/15/2034 | 0.1% |
| Goldman Sachs Group, Inc. | 2.862% | 04/26/2022 | 0.1% |
| Vulcan Materials Co. | 2.725% | 06/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Aircastle Ltd. | 5.000% | 04/01/2023 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 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% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.503% | 11/15/2033 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.770% | 08/15/2020 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| BX Trust 2017-SLCT | 5.223% | 07/15/2034 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Morgan Stanley | 2.925% | 01/20/2022 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.923% | 01/15/2033 | 0.1% |
| Keurig Green Mountain Inc | 3.250% | 03/03/2021 | 0.1% |
| U.S. Treasury Note/Bond | 2.750% | 04/30/2023 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Charter Communications Operating LLC | 4.500% | 02/01/2024 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Citigroup, Inc. | 3.056% | 10/27/2022 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Morgan Stanley | 2.633% | 02/14/2020 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| LSTAR Commercial Mortgage Trust | 3.127% | 04/20/2048 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| Trimble Navigation Ltd. | 4.150% | 06/15/2023 | 0.1% |
| BX Trust 2017-SLCT | 2.993% | 07/15/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| BMC Software Finance, Inc. | 8.125% | 07/15/2021 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.600% | 06/15/2032 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.1% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.1% |
| CSMC 2016-MFF | 5.573% | 11/15/2033 | 0.1% |
| CSMC 2016-MFF | 4.573% | 11/15/2033 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.473% | 03/15/2023 | 0.1% |
| CSMC 2017-HD Trust | 4.573% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-PFHP | 3.023% | 12/15/2030 | 0.1% |
| CSMC 2017-HD Trust | 3.023% | 02/15/2031 | 0.1% |
| Marvell Technology Group Ltd. | 4.200% | 06/22/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| BMC Software Finance, Inc. | 5.344% | 09/10/2022 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 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% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.1% |
| BA Credit Card Trust | 2.463% | 10/15/2021 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| BX Trust 2017-SLCT | 3.273% | 07/15/2034 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Vodafone Group plc | 3.290% | 01/16/2024 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 0.638% | 08/20/2030 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| BX Trust 2018-BILT | 2.700% | 05/15/2030 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Dr. Pepper Snapple Group, Inc. | 3.200% | 11/15/2021 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Pinnacle Foods Finance LLC | 4.050% | 02/03/2024 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| BXP Trust 2017-CQHP | 2.923% | 11/15/2034 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| EPR Properties | 5.750% | 08/15/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.262% | 01/15/2048 | 0.1% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.944% | 12/15/2049 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 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% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Energy Transfer Partners LP | 4.650% | 06/01/2021 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.843% | 12/15/2034 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.1% |
| Tesoro Logistics L.P. | 5.500% | 10/15/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| BBCMS 2017-GLKS Mortgage Trust | 3.273% | 11/15/2034 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.916% | 09/15/2048 | 0.1% |
| RAIT 2017-FL8 Trust | 2.923% | 12/15/2037 | 0.1% |
| FREMF Mortgage Trust | 3.071% | 10/25/2047 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Federal National Mortgage Assoc. | 2.005% | 10/01/2036 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.753% | 12/15/2048 | 0.1% |
| Sempra Energy | 2.209% | 01/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| Becton, Dickinson & Co. | 3.212% | 12/29/2020 | 0.1% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.1% |
| US Airways Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Dominion Resources, Inc. | 2.500% | 12/01/2019 | 0.1% |
| Federal National Mortgage Assoc. | 2.005% | 01/01/2042 | 0.1% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.0% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.0% |
| Jefferies Group LLC | 6.875% | 04/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.0% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.0% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.0% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Citigroup, Inc. | 2.705% | 04/25/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.0% |
| Hilton Orlando Trust 2018-ORL | 3.773% | 12/15/2034 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.0% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 1.110% | 03/10/2046 | 0.0% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 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% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Kinetic Concepts, Inc. / KCI USA, Inc. | 7.875% | 02/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Monsanto Co. | 2.750% | 07/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.996% | 07/15/2034 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 12/01/2045 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.0% |
| RPI Finance Trust | 3.869% | 05/04/2022 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.0% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.0% |
| FREMF Mortgage Trust | 3.262% | 04/25/2046 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 04/01/2040 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.0% |
| BX Trust 2018-GW | 2.700% | 05/15/2035 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.766% | 07/15/2048 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Flowserve Corp. | 2.848% | 10/14/2020 | 0.0% |
| Entergy Texas, Inc. | 7.125% | 02/01/2019 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Total System Services, Inc. | 4.000% | 06/01/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 0.0% |
| Santander Holdings USA, Inc. | 2.700% | 05/24/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.0% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.423% | 06/15/2029 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| Eterna Capital Pte Ltd | 7.500% | 12/11/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.0% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Envision Healthcare Corp. | 6.250% | 12/01/2024 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| COMM 2014-LC15 Mortgage Trust | 4.006% | 04/10/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.914% | 06/15/2045 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.860% | 11/11/2041 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Express Scripts Holding Co. | 4.750% | 11/15/2021 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| Summit Materials LLC | 6.125% | 07/15/2023 | 0.0% |
| Equifax, Inc. | 3.600% | 08/15/2021 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.800% | 04/15/2031 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.555% | 06/10/2048 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.007% | 08/15/2045 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 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% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Vulcan Materials Co. | 2.570% | 03/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.296% | 07/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| FREMF Mortgage Trust | 4.634% | 10/25/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Goldcorp, Inc. | 3.700% | 03/15/2023 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| Phillips 66 | 2.918% | 02/26/2021 | 0.0% |
| BX Trust 2018-BILT | 3.670% | 05/15/2030 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.648% | 09/10/2049 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 06/01/2042 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.646% | 12/01/2040 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.200% | 04/15/2031 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.0% |
| Government National Mortgage Association | 1.170% | 12/16/2054 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| Kinross Gold Corp. | 5.125% | 09/01/2021 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.538% | 10/15/2034 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| GS Mortgage Securities Trust | 2.139% | 01/10/2045 | 0.0% |
| GS Mortgage Securities Trust | 0.331% | 11/10/2048 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 03/01/2042 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| GCI LLC | 6.750% | 06/01/2021 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Phillips 66 | 2.372% | 04/15/2019 | 0.0% |
| Titan International, Inc. | 6.500% | 11/30/2023 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| GLP Financing, LLC | 3.585% | 04/28/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.846% | 07/15/2050 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| BX Trust 2018-GW | 3.670% | 05/15/2035 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.338% | 11/10/2049 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| AmerisourceBergen Corp. | 3.500% | 11/15/2021 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.0% |
| UTEX Industries | 6.094% | 05/22/2021 | 0.0% |
| Bombardier, Inc. | 7.500% | 12/01/2024 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Yonkers Racing Corp. | 5.571% | 05/31/2024 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.685% | 06/01/2041 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| South Carolina Electric & Gas Co. | 6.500% | 11/01/2018 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 02/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.128% | 10/01/2043 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| HD Supply, Inc. | 5.750% | 04/15/2024 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.929% | 12/10/2054 | 0.0% |
| Martin Marietta Materials, Inc. | 2.980% | 05/22/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| BBCMS 2017-GLKS Mortgage Trust | 3.473% | 11/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.020% | 04/15/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 5.000% | 06/15/2032 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 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% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 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% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.0% |
| EPR Properties | 5.250% | 07/15/2023 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 10/01/2045 | 0.0% |
| Federal-Mogul Corporation | 5.825% | 04/15/2021 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 12/01/2045 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.871% | 06/01/2042 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.584% | 10/09/2020 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 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% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.123% | 07/15/2046 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Newell Rubbermaid, Inc. | 2.875% | 12/01/2019 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| L-3 Communications Corp. | 4.950% | 02/15/2021 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| UTEX Industries | 9.344% | 05/22/2022 | 0.0% |
| H/2 Asset Funding Ltd. | 3.741% | 06/24/2049 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| WFCG Commercial Mortgage Trust | 3.195% | 11/15/2029 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 08/01/2018 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.734% | 01/20/2022 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.565% | 08/10/2049 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Analog Devices, Inc. | 2.850% | 03/12/2020 | 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% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| Commercial Mortgage Loan Trust | 6.254% | 12/10/2049 | 0.0% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.580% | 06/15/2045 | 0.0% |
| COMM Mortgage Trust | 0.883% | 07/10/2050 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 12/01/2040 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Government National Mortgage Association | 0.577% | 03/16/2056 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 12/01/2040 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| Federal National Mortgage Assoc. | 2.005% | 10/01/2040 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| US 5YR NOTE (CBT) SEP18 | 0.000% | 10/03/2018 | 0.0% |
| US 2YR NOTE (CBT) SEP18 | 0.000% | 10/03/2018 | 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.