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 |
|---|
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 1.1% |
| Oaktree EIF I Series A1 Ltd. | 2.299% | 10/18/2027 | 0.8% |
| Octagon Investment Partners XIX Ltd. | 2.200% | 04/15/2026 | 0.8% |
| OZLM Ltd. | 2.119% | 10/17/2026 | 0.8% |
| Enbridge, Inc. | 1.296% | 10/01/2016 | 0.7% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.7% |
| Tryon Park CLO Ltd. | 1.800% | 07/15/2025 | 0.7% |
| Air Lease Corp. | 5.625% | 04/01/2017 | 0.7% |
| Perrigo Co. | 1.300% | 11/08/2016 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
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 |
|---|
| Oaktree EIF I Series A1 Ltd. | 2.299% | 10/18/2027 | 0.9% |
| Octagon Investment Partners XIX Ltd. | 2.200% | 04/15/2026 | 0.9% |
| OZLM Ltd. | 2.119% | 10/17/2026 | 0.9% |
| Tryon Park CLO Ltd. | 1.800% | 07/15/2025 | 0.9% |
| Perrigo Co. | 1.300% | 11/08/2016 | 0.8% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.8% |
| U.S. Treasury Note/Bond | 0.875% | 10/15/2017 | 0.7% |
| ConAgra Foods, Inc. | 5.819% | 06/15/2017 | 0.7% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.7% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.7% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.7% |
| Air Lease Corp. | 5.625% | 04/01/2017 | 0.6% |
| U.S. Treasury Note/Bond | 1.000% | 09/30/2016 | 0.6% |
| Morgan Stanley Capital I Trust | 5.722% | 04/12/2049 | 0.6% |
| Enbridge, Inc. | 1.296% | 10/01/2016 | 0.6% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 7.250% | 10/01/2020 | 0.5% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.383% | 12/15/2043 | 0.5% |
| Denali International LLC / Denali Finance Corp. | 5.625% | 10/15/2020 | 0.5% |
| Macquarie Bank Ltd. | 1.364% | 10/27/2017 | 0.5% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.5% |
| Lloyds Bank plc | 9.875% | 12/16/2021 | 0.5% |
| Gulf South Pipeline Co L.P. | 6.300% | 08/15/2017 | 0.5% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.5% |
| Bank of America Corp. | 7.800% | 09/15/2016 | 0.5% |
| Dayton Power & Light Co. | 1.875% | 09/15/2016 | 0.4% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.818% | 01/15/2049 | 0.4% |
| FNMA Conventional Interm. 15yr | 3.000% | 05/31/2030 | 0.4% |
| Freescale Semiconductor, Inc. | 6.000% | 01/15/2022 | 0.4% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.4% |
| Wells Fargo Commercial Mortgage Trust | 5.612% | 11/15/2043 | 0.4% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.4% |
| HBOS plc | 6.750% | 05/21/2018 | 0.4% |
| COMM Mortgage Trust | 1.632% | 06/15/2034 | 0.4% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.4% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.4% |
| ENI SpA | 4.150% | 10/01/2020 | 0.4% |
| DBUBS Mortgage Trust | 5.543% | 07/10/2044 | 0.4% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.4% |
| EPR Properties | 7.750% | 07/15/2020 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.4% |
| Citigroup Commercial Mortgage Trust | 3.161% | 09/10/2046 | 0.4% |
| Cobalt CMBS Commercial Mortgage Trust | 5.765% | 05/15/2046 | 0.4% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.4% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.4% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.4% |
| Morgan Stanley Re-Remic Trust | 5.795% | 08/12/2045 | 0.4% |
| Morgan Stanley Re-REMIC Trust | 5.795% | 08/15/2045 | 0.4% |
| Western Union Co. | 2.875% | 12/10/2017 | 0.4% |
| Synchrony Credit Card Master Note Trust | 2.220% | 01/15/2022 | 0.4% |
| Las Vegas Sands LLC | 3.250% | 12/19/2020 | 0.4% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.4% |
| Avis Budget Rental Car Funding | 2.500% | 02/20/2021 | 0.4% |
| COMM 2016-GCT Mortgage Trust | 0.000% | 08/10/2029 | 0.4% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.957% | 03/10/2049 | 0.4% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.4% |
| Banc of America Re-REMIC Trust | 5.334% | 12/16/2043 | 0.4% |
| GS Mortgage Securities Trust | 5.591% | 11/10/2039 | 0.4% |
| Delek & Avner Tamar Bond Ltd. | 2.803% | 12/30/2016 | 0.4% |
| Discover Card Execution Note Trust | 1.021% | 09/15/2021 | 0.4% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 2.970% | 06/15/2029 | 0.4% |
| Ally Master Owner Trust | 1.540% | 09/15/2019 | 0.4% |
| COMM Mortgage Trust | 4.223% | 06/08/2030 | 0.4% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.4% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.4% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.4% |
| Verizon Communications, Inc. | 1.500% | 02/21/2019 | 0.4% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.4% |
| Citigroup Commercial Mortgage Trust | 2.911% | 01/12/2030 | 0.4% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.4% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.4% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.4% |
| Baxalta, Inc. | 1.427% | 06/22/2018 | 0.4% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.4% |
| LMREC 2015-CRE, Inc. | 2.202% | 02/22/2032 | 0.4% |
| CSMC Trust | 2.281% | 09/15/2038 | 0.3% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.3% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 3.480% | 06/01/2019 | 0.3% |
| Nomura CRE CDO | 0.934% | 05/21/2042 | 0.3% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.3% |
| Continental Resources, Inc. | 7.125% | 04/01/2021 | 0.3% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.3% |
| Citigroup, Inc. | 2.650% | 10/26/2020 | 0.3% |
| Aviation Capital Group Corp. | 7.125% | 10/15/2020 | 0.3% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.3% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.3% |
| Canadian Natural Resources Ltd. | 5.700% | 05/15/2017 | 0.3% |
| FREMF Mortgage Trust | 3.821% | 06/25/2047 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.699% | 02/12/2049 | 0.3% |
| American Tower Corp. | 1.250% | 01/29/2021 | 0.3% |
| Enbridge Energy Partners L.P. | 4.375% | 10/15/2020 | 0.3% |
| Avago Tech Cayman Ltd. | 4.250% | 02/01/2023 | 0.3% |
| Access Midstream Partners L.P. | 6.125% | 07/15/2022 | 0.3% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.3% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.3% |
| Royal Bank of Scotland | 9.500% | 03/16/2022 | 0.3% |
| ITC Holdings Corp. | 6.050% | 01/31/2018 | 0.3% |
| Seminole Tribe of Florida | 3.000% | 04/29/2020 | 0.3% |
| Activision Blizzard | 2.750% | 10/13/2020 | 0.3% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.3% |
| HCP, Inc. | 5.625% | 05/01/2017 | 0.3% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.3% |
| FREMF Mortgage Trust | 3.741% | 04/25/2045 | 0.3% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.3% |
| PPL Capital Funding, Inc. | 1.900% | 06/01/2018 | 0.3% |
| Health Care REIT, Inc. | 2.250% | 03/15/2018 | 0.3% |
| A10 Bridge Asset Financing 2015-A LLC | 2.531% | 05/15/2030 | 0.3% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.3% |
| FMC Technologies, Inc. | 2.000% | 10/01/2017 | 0.3% |
| Kansas City Southern | 1.443% | 10/28/2016 | 0.3% |
| eBay, Inc. | 1.237% | 08/01/2019 | 0.3% |
| Capital One Multi-Asset Execution Trust | 0.931% | 02/15/2022 | 0.3% |
| Sabine Pass LNG L.P. | 6.500% | 11/01/2020 | 0.3% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.3% |
| First Data Corporation | 4.238% | 07/08/2022 | 0.3% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.3% |
| Discover Financial Services | 6.450% | 06/12/2017 | 0.3% |
| SteelRiver Transmission Co. LLC | 4.710% | 06/30/2017 | 0.3% |
| Activision Blizzard, Inc. | 5.625% | 09/15/2021 | 0.3% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.2% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.2% |
| Glencore Funding LLC | 2.040% | 01/15/2019 | 0.2% |
| Novelis, Inc. | 8.750% | 12/15/2020 | 0.2% |
| Federal National Mortgage Assoc. | 2.800% | 10/01/2036 | 0.2% |
| Morgan Stanley Capital I Trust 2011-C3 | 4.118% | 07/15/2049 | 0.2% |
| Zoetis, Inc. | 1.875% | 02/01/2018 | 0.2% |
| Harris Corp. | 4.250% | 10/01/2016 | 0.2% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.2% |
| Federal National Mortgage Assoc. | 3.700% | 01/01/2042 | 0.2% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.2% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.2% |
| PTL Finance Corp. | 3.200% | 07/15/2020 | 0.2% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.2% |
| Drive Auto Receivables Trust 2015-A | 3.060% | 05/17/2021 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.2% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.2% |
| Concho Resources, Inc. | 7.000% | 01/15/2021 | 0.2% |
| Beam Suntory, Inc. | 1.875% | 05/15/2017 | 0.2% |
| Federal National Mortgage Assoc. | 3.957% | 04/01/2040 | 0.2% |
| JPMBB Commercial Mortgage Securities Trust | 1.176% | 01/15/2048 | 0.2% |
| Drive Auto Receivables Trust | 4.120% | 07/15/2022 | 0.2% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.2% |
| Frontier Communications Corp. | 8.875% | 09/15/2020 | 0.2% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.2% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.2% |
| Drive Auto Receivables Trust 2016-A | 3.170% | 05/15/2020 | 0.2% |
| HCP, Inc. | 6.000% | 01/30/2017 | 0.2% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| Neuberger Berman Group LLC | 5.875% | 03/15/2022 | 0.2% |
| Boston Scientific Corp. | 6.000% | 01/15/2020 | 0.2% |
| Hewlett Packard Enterprise Co. | 2.850% | 10/05/2018 | 0.2% |
| Bank of America Corp. | 5.750% | 08/15/2016 | 0.2% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.2% |
| Georgia-Pacific LLC | 5.400% | 11/01/2020 | 0.2% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| T-Mobile USA, Inc. | 6.464% | 04/28/2019 | 0.2% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.2% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.2% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 7.625% | 04/15/2021 | 0.2% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.2% |
| National City Corp. | 6.875% | 05/15/2019 | 0.2% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.2% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.2% |
| Citigroup Commercial Mortgage Trust | 0.114% | 07/15/2027 | 0.2% |
| CenterPoint Energy Resources Corp | 6.125% | 11/01/2017 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 0.820% | 12/15/2047 | 0.2% |
| Cytec Industries, Inc. | 8.950% | 07/01/2017 | 0.2% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.2% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.2% |
| CenterPoint Energy, Inc. | 5.950% | 02/01/2017 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.2% |
| Commercial Mortgage Loan Trust | 6.094% | 12/10/2049 | 0.2% |
| Frontier Communications Corp. | 9.250% | 07/01/2021 | 0.2% |
| UBS-Barclays Commercial Mortgage Trust | 1.197% | 03/10/2046 | 0.2% |
| PAA Finance Corp. | 5.875% | 08/15/2016 | 0.2% |
| CNH Capital LLC | 6.250% | 11/01/2016 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.2% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.591% | 04/15/2047 | 0.2% |
| First Midwest Bancorp, Inc. | 5.875% | 11/22/2016 | 0.2% |
| Federal National Mortgage Assoc. | 2.735% | 12/01/2045 | 0.2% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.2% |
| Sempra Energy | 2.300% | 04/01/2017 | 0.2% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 4.420% | 06/15/2021 | 0.2% |
| LB-UBS Commercial Mortgage Trust | 5.378% | 11/15/2038 | 0.2% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.2% |
| Memorial Resource Development Corp. | 5.875% | 07/01/2022 | 0.2% |
| Capital One Multi-Asset Execution Trust | 0.881% | 03/15/2023 | 0.2% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.2% |
| Hess Corp. | 1.300% | 06/15/2017 | 0.2% |
| New Gold, Inc. | 7.000% | 04/15/2020 | 0.2% |
| Avago Tech Cayman Ltd. | 1.500% | 02/01/2021 | 0.2% |
| TIAA Asset Management Finance Co. LLC | 2.950% | 11/01/2019 | 0.2% |
| Citigroup, Inc. | 2.350% | 08/02/2021 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| BA Credit Card Trust | 0.848% | 10/15/2021 | 0.2% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.2% |
| PTL Finance Corp. | 3.750% | 05/11/2017 | 0.2% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.2% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.2% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.2% |
| Valero Energy Corp. | 9.375% | 03/15/2019 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.600% | 01/18/2022 | 0.2% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.2% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.000% | 07/01/2020 | 0.2% |
| Federal Home Loan Mortgage Corp. | 3.175% | 12/01/2040 | 0.2% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.2% |
| American Tower Corp. | 2.800% | 06/01/2020 | 0.2% |
| Weyerhaeuser Co. | 6.950% | 08/01/2017 | 0.2% |
| GTE Corp. | 6.840% | 04/15/2018 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.390% | 05/17/2021 | 0.2% |
| Magellan Midstream Partners L.P. | 5.650% | 10/15/2016 | 0.2% |
| Carmax Auto Owner Trust 2016-3 | 1.170% | 08/15/2019 | 0.2% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.2% |
| Huntington Bancshares, Inc. | 2.600% | 08/02/2018 | 0.2% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Drive Auto Receivables Trust 2016-B | 4.530% | 08/15/2023 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 0.1% |
| Trinity Acquisition plc | 3.500% | 09/15/2021 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.602% | 12/15/2048 | 0.1% |
| Entergy Corp. | 4.700% | 01/15/2017 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| DBRR Trust | 1.636% | 12/18/2049 | 0.1% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 0.717% | 07/15/2048 | 0.1% |
| ADS Waste Holdings, Inc. | 8.250% | 10/01/2020 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| Telefonica Emisiones SAU | 6.221% | 07/03/2017 | 0.1% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.1% |
| Government National Mortgage Association | 1.296% | 12/16/2054 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Fidelity National Information Services, Inc. | 1.450% | 06/05/2017 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.1% |
| BAMLL-DB Trust | 2.343% | 04/13/2029 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Kinross Gold Corp. | 3.625% | 09/01/2016 | 0.1% |
| American Tower Corp. | 7.250% | 05/15/2019 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Anthem, Inc. | 5.875% | 06/15/2017 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.1% |
| Reliance Steel & Aluminum Co. | 6.200% | 11/15/2016 | 0.1% |
| Citigroup Commercial Mortgage Trust | 5.712% | 12/10/2049 | 0.1% |
| Willis North America, Inc. | 6.200% | 03/28/2017 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.141% | 08/15/2045 | 0.1% |
| Banc of America Commercial Mortgage Trust | 5.390% | 10/10/2045 | 0.1% |
| DCP Midstream LLC | 9.750% | 03/15/2019 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Barrick North America Finance LLC | 4.400% | 05/30/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.1% |
| Univision Communications, Inc. | 8.500% | 05/15/2021 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Vale Overseas Ltd. | 6.250% | 01/23/2017 | 0.1% |
| GS Mortgage Securities Trust | 1.217% | 08/10/2046 | 0.1% |
| Selkirk Ltd. | 1.329% | 02/20/2041 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| Owens Illinois, Inc. | 1.750% | 04/22/2020 | 0.1% |
| Devon Energy Corp. | 1.193% | 12/15/2016 | 0.1% |
| Cox Communications, Inc. | 5.875% | 12/01/2016 | 0.1% |
| Fidelity National Information Services, Inc. | 2.850% | 10/15/2018 | 0.1% |
| Emdeon, Inc. | 11.000% | 12/31/2019 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| DDR Corp. | 7.500% | 04/01/2017 | 0.1% |
| Federal National Mortgage Assoc. | 2.895% | 06/01/2042 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.1% |
| Halliburton Co. | 3.250% | 11/15/2021 | 0.1% |
| JPMorgan Securities, Inc. | 5.550% | 01/22/2017 | 0.1% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.1% |
| Commercial Mortgage Pass-Through Certificates | 5.343% | 12/15/2039 | 0.1% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.1% |
| Serta Simmons Holdings LLC | 8.125% | 10/01/2020 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Martin Marietta Materials, Inc. | 1.731% | 06/30/2017 | 0.1% |
| TransAlta Corp. | 1.900% | 06/03/2017 | 0.1% |
| Citigroup Commercial Mortgage Trust | 0.471% | 06/10/2048 | 0.1% |
| California Republic Auto Receivables Trust | 1.090% | 11/15/2018 | 0.1% |
| ONEOK Partners L.P. | 2.000% | 10/01/2017 | 0.1% |
| FREMF Mortgage Trust | 3.562% | 08/25/2045 | 0.1% |
| FREMF Mortgage Trust | 3.165% | 04/25/2046 | 0.1% |
| Viacom, Inc. | 2.200% | 04/01/2019 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Federal National Mortgage Assoc. | 3.136% | 03/01/2042 | 0.1% |
| SLM Private Education Loan Trust | 1.131% | 07/15/2022 | 0.1% |
| CIT Group, Inc. | 4.250% | 08/15/2017 | 0.1% |
| Mylan, Inc. | 1.350% | 11/29/2016 | 0.1% |
| Texas Competitive Electric Holdings Company, LLC | 3.750% | 11/07/2016 | 0.1% |
| ROC Finance LLC/ROC Finance 1 Corp. | 12.125% | 09/01/2018 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.1% |
| California Republic Auto Receivables Trust | 1.410% | 09/17/2018 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.1% |
| Ineos US Finance LLC | 3.750% | 05/04/2018 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.1% |
| GS Mortgage Securities Trust | 2.018% | 01/10/2045 | 0.1% |
| Coveris Holding Corp. | 10.000% | 06/01/2018 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Regions Financial Corp. | 2.000% | 05/15/2018 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.669% | 11/11/2041 | 0.1% |
| Century Intermediate Holding Co. | 9.750% | 02/15/2019 | 0.1% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.1% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.1% |
| DDR Corp. | 4.750% | 04/15/2018 | 0.1% |
| Holly Energy Partners L.P. / Holly Energy Finance | 6.500% | 03/01/2020 | 0.1% |
| Assurant Commercial Mortgage Trust 2016-1 | 1.362% | 05/15/2049 | 0.1% |
| Continental Resources, Inc. | 7.375% | 10/01/2020 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.1% |
| Marriott International, Inc. | 6.375% | 06/15/2017 | 0.1% |
| Valero Energy Corp. | 6.125% | 06/15/2017 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.1% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.1% |
| Kemper Corp. | 6.000% | 05/15/2017 | 0.1% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| Discovery Communications LLC | 5.625% | 08/15/2019 | 0.1% |
| Appalachian Power Co. | 5.000% | 06/01/2017 | 0.1% |
| Sensata Technologies BV | 3.000% | 10/11/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.459% | 12/10/2045 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.1% |
| Mid-America Apartments L.P. | 6.050% | 09/01/2016 | 0.1% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.1% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.1% |
| Vornado Realty L.P. | 2.500% | 06/30/2019 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| LB-UBS Commercial Mortgage Trust | 5.455% | 02/15/2040 | 0.1% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.339% | 11/15/2048 | 0.1% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.393% | 10/05/2017 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.450% | 04/01/2017 | 0.1% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.1% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.1% |
| Mohegan Tribal Gaming Authority | 11.000% | 09/15/2018 | 0.1% |
| Jabil Circuit, Inc. | 8.250% | 03/15/2018 | 0.1% |
| DBJPM 16-C3 Mortgage Trust | 1.664% | 09/10/2049 | 0.1% |
| Astoria Financial Corp. | 5.000% | 06/19/2017 | 0.1% |
| Concho Resources, Inc. | 6.500% | 01/15/2022 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.1% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.1% |
| Fifth Third Auto Trust | 0.960% | 03/15/2019 | 0.1% |
| Discovery Communications LLC | 5.050% | 06/01/2020 | 0.1% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.1% |
| H/2 Asset Funding Ltd. | 2.141% | 06/24/2049 | 0.1% |
| ConocoPhillips Co. | 6.000% | 01/15/2020 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 1.600% | 09/17/2018 | 0.1% |
| CCM Merger, Inc. | 9.125% | 05/01/2019 | 0.1% |
| COMM Mortgage Trust | 0.098% | 09/10/2047 | 0.1% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.1% |
| Alliance Data Systems, Inc. | 6.375% | 04/01/2020 | 0.1% |
| Peninsula Gaming LLC | 8.375% | 02/15/2018 | 0.1% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Exelon Generation Co. LLC | 4.000% | 10/01/2020 | 0.1% |
| Teck Resources Ltd. | 4.500% | 01/15/2021 | 0.1% |
| Citigroup Commercial Mortgage Trust | 1.199% | 03/10/2047 | 0.1% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.758% | 07/15/2050 | 0.1% |
| Cannery Casino Resorts, LLC | 6.000% | 10/02/2018 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust | 0.700% | 04/20/2018 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.1% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.1% |
| Kasima, LLC (Digital Cinema) | 3.250% | 05/17/2021 | 0.1% |
| GS Mortgage Securities Trust | 0.185% | 11/10/2048 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.1% |
| Isle of Capri Casinos, Inc. | 8.875% | 06/15/2020 | 0.1% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.060% | 10/01/2043 | 0.1% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.1% |
| FREMF Mortgage Trust | 4.536% | 10/25/2030 | 0.1% |
| Michaels Stores, Inc. | 3.750% | 01/28/2020 | 0.1% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.1% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 9.500% | 06/15/2019 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| DaVita, Inc. | 5.750% | 08/15/2022 | 0.1% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.778% | 06/01/2041 | 0.1% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.1% |
| KLA-Tencor Corp. | 2.375% | 11/01/2017 | 0.1% |
| Drive Auto Receivables Trust 2016-B | 2.560% | 06/15/2020 | 0.1% |
| Drive Auto Receivables Trust 2016-B | 3.190% | 07/15/2022 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| Cimarex Energy Co. | 5.875% | 05/01/2022 | 0.1% |
| T-Mobile USA, Inc. | 6.625% | 11/15/2020 | 0.1% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.450% | 10/05/2017 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| MPG Holdco. | 3.750% | 10/20/2021 | 0.1% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.1% |
| BJ's Wholesale Club, Inc. | 4.500% | 09/26/2019 | 0.1% |
| LAM Research Corp. | 1.250% | 05/13/2021 | 0.1% |
| Palisades Center Trust | 0.965% | 05/13/2018 | 0.1% |
| Milacron LLC / Mcron Finance Corp. | 7.750% | 02/15/2021 | 0.1% |
| JPMorgan Chase & Co. | 2.250% | 01/23/2020 | 0.1% |
| Thompson Creek Metals Co., Inc. | 9.750% | 12/01/2017 | 0.1% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.1% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.1% |
| Rite Aid Corporation | 4.875% | 06/21/2021 | 0.1% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.750% | 05/06/2021 | 0.1% |
| Aviation Capital Group Corp. | 4.625% | 01/31/2018 | 0.1% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| HCP, Inc. | 6.700% | 01/30/2018 | 0.1% |
| Actavis Captial S.a.r.L | 1.625% | 07/01/2019 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.1% |
| Thompson Creek Metals Co., Inc. | 12.500% | 05/01/2019 | 0.1% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.1% |
| Tenet Healthcare Corp. | 8.000% | 08/01/2020 | 0.1% |
| Dell International LLC | 0.000% | 04/29/2020 | 0.1% |
| Aramark Corporation | 3.250% | 09/06/2019 | 0.1% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.1% |
| Hub International Ltd. | 9.250% | 02/15/2021 | 0.1% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.1% |
| Mediacom Communications Corp. | 7.250% | 02/15/2022 | 0.1% |
| MEG Energy Corp. | 6.500% | 03/15/2021 | 0.1% |
| Suncor Energy, Inc. | 6.100% | 06/01/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 2.000% | 04/01/2018 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.270% | 05/15/2019 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.375% | 06/01/2042 | 0.1% |
| NES Rentals Holdings, Inc. | 7.875% | 05/01/2018 | 0.1% |
| Dole Food Company, Inc. | 4.500% | 11/01/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Illinois, IL | 5.163% | 02/01/2018 | 0.1% |
| Copano Energy LLC / Copano Energy Finance Corp. | 7.125% | 04/01/2021 | 0.1% |
| Neiman Marcus Group Ltd. Inc. | 8.000% | 10/15/2021 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| J. Crew Group, Inc. | 4.000% | 03/05/2021 | 0.1% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.1% |
| Unum Group | 7.125% | 09/30/2016 | 0.1% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.1% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.1% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.1% |
| YUM Brands, Inc. | 2.750% | 05/23/2023 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.1% |
| Huntsman International LLC | 4.250% | 04/01/2023 | 0.1% |
| BMW Vehicle Owner Trust | 1.370% | 12/25/2022 | 0.1% |
| Allison Transmission, Inc. | 3.500% | 08/23/2019 | 0.1% |
| Texas Eastern Transmission L.P. | 6.000% | 09/15/2017 | 0.1% |
| GE Dealer Floorplan Master Note Trust | 0.867% | 07/20/2019 | 0.1% |
| Owens Illinois, Inc. | 3.500% | 08/12/2022 | 0.1% |
| APX Group, Inc. | 6.375% | 12/01/2019 | 0.1% |
| Royal Bank of Scotland NV | 4.650% | 06/04/2018 | 0.1% |
| CommonWealth REIT | 6.250% | 06/15/2017 | 0.1% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.1% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| Blue Coat Holdings, Inc. | 6.000% | 05/20/2022 | 0.0% |
| Supervalu Inc. | 5.500% | 03/21/2019 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| EnLink Midstream Partners L.P. | 7.125% | 06/01/2022 | 0.0% |
| Elizabeth Arden, Inc. | 7.375% | 03/15/2021 | 0.0% |
| New Enterprise Stone & Lime Co., Inc. | 11.000% | 09/01/2018 | 0.0% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.0% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Dun & Bradstreet Corp. | 3.250% | 12/01/2017 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| NEFF Corp. | 7.250% | 06/09/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.841% | 10/01/2045 | 0.0% |
| Block Communications, Inc. | 7.250% | 02/01/2020 | 0.0% |
| General Motors Financial Co., Inc. | 4.750% | 08/15/2017 | 0.0% |
| Diamond 1 Finance Corp. / Diamond 2 Finance Corp. | 5.875% | 06/15/2021 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.0% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.0% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.0% |
| Weatherford International Ltd. Bermuda | 7.750% | 06/15/2021 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.0% |
| Scripps Networks Interactive, Inc. | 2.750% | 11/15/2019 | 0.0% |
| SLM Private Education Loan Trust | 1.881% | 08/15/2025 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| DreamWorks Animation SKG, Inc. | 6.875% | 08/15/2020 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| Time Warner Cable, Inc. | 8.250% | 04/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 2.719% | 12/01/2045 | 0.0% |
| Immucor, Inc. | 11.125% | 08/15/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.0% |
| Fidelity National Financial, Inc. | 6.600% | 05/15/2017 | 0.0% |
| Jersey Central Power & Light Co. | 5.650% | 06/01/2017 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| SAIC, Inc. | 4.450% | 12/01/2020 | 0.0% |
| Ryder System, Inc. | 3.500% | 06/01/2017 | 0.0% |
| Wyndham Worldwide Corp. | 2.950% | 03/01/2017 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 02/15/2022 | 0.0% |
| FREMF Mortgage Trust | 3.086% | 03/25/2045 | 0.0% |
| Litton Industries, Inc. | 6.750% | 04/15/2018 | 0.0% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| Access Midstream Partners L.P. | 4.875% | 05/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 2.120% | 06/17/2019 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 6.150% | 04/01/2018 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| National Retail Properties, Inc. | 6.875% | 10/15/2017 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Huntington Bancshares, Inc. | 3.150% | 03/14/2021 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| Hospitality Properties Trust | 5.625% | 03/15/2017 | 0.0% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.0% |
| COMM Mortgage Trust | 3.047% | 10/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Western Union Co. | 5.930% | 10/01/2016 | 0.0% |
| Viacom, Inc. | 3.500% | 04/01/2017 | 0.0% |
| BMW Vehicle Owner Trust | 0.970% | 11/26/2018 | 0.0% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 0.0% |
| Mylan, Inc. | 2.500% | 06/07/2019 | 0.0% |
| Liberty Property L.P. | 5.500% | 12/15/2016 | 0.0% |
| FREMF Mortgage Trust | 3.009% | 10/25/2047 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 4.240% | 08/15/2022 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Ford Credit Auto Owner Trust | 0.670% | 04/15/2018 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.087% | 12/15/2016 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Viacom, Inc. | 3.875% | 12/15/2021 | 0.0% |
| American Tower Corp. | 3.300% | 02/15/2021 | 0.0% |
| Amgen, Inc. | 1.000% | 09/18/2018 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Actavis Funding SCS | 1.300% | 06/15/2017 | 0.0% |
| MPT Operating Partnership L.P. | 6.375% | 02/15/2022 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.0% |
| Honda Auto Receivables Owner Trust | 0.690% | 09/18/2017 | 0.0% |
| HealthSouth Corp. | 7.750% | 09/15/2022 | 0.0% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.0% |
| BorgWarner, Inc. | 5.750% | 11/01/2016 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 1.640% | 01/15/2019 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.0% |
| Callon Petroleum Co. | 8.500% | 10/08/2021 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.795% | 07/15/2045 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| California Republic Auto Receivables Trust | 1.270% | 01/15/2019 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| Teco Finance, Inc. | 6.572% | 11/01/2017 | 0.0% |
| Health Care REIT, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Textron, Inc. | 5.600% | 12/01/2017 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Pioneer Natural Resources Co. | 6.650% | 03/15/2017 | 0.0% |
| Flagship Credit Auto Trust 2015-3 | 2.380% | 10/15/2020 | 0.0% |
| Time Warner Cable, Inc. | 8.750% | 02/14/2019 | 0.0% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.0% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.0% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.0% |
| PTL Finance Corp. | 2.500% | 06/15/2019 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Viacom, Inc. | 2.500% | 12/15/2016 | 0.0% |
| International Lease FInance | 2.750% | 03/06/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.421% | 12/01/2040 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| EOG Resources, Inc. | 5.625% | 06/01/2019 | 0.0% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.0% |
| Teck Resources Ltd. | 8.000% | 06/01/2021 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.950% | 04/15/2018 | 0.0% |
| Lazard Group LLC | 6.850% | 06/15/2017 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 6.200% | 11/01/2017 | 0.0% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.0% |
| Aviation Capital Group Corp. | 3.875% | 09/27/2016 | 0.0% |
| Energy Transfer Partners L.P. | 2.500% | 06/15/2018 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Transocean, Inc. | 6.000% | 03/15/2018 | 0.0% |
| BP Capital Markets plc | 1.170% | 05/10/2019 | 0.0% |
| California Republic Auto Receivables Trust | 1.330% | 04/15/2019 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| DDR Corp. | 7.500% | 07/15/2018 | 0.0% |
| Frontier Communications Corp. | 8.500% | 04/15/2020 | 0.0% |
| Starwood Hotels & Resorts Worldwide, Inc. | 6.750% | 05/15/2018 | 0.0% |
| Air Canada | 8.750% | 04/01/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 6.000% | 05/15/2018 | 0.0% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.0% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.0% |
| Enterprise Products Operating LLC | 6.300% | 09/15/2017 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| HD Supply, Inc. | 7.500% | 07/15/2020 | 0.0% |
| Macy's Retail Holdings, Inc. | 7.450% | 07/15/2017 | 0.0% |
| Nucor Corp. | 5.750% | 12/01/2017 | 0.0% |
| Louisiana-Pacific Corp. | 7.500% | 06/01/2020 | 0.0% |
| ARC Properties Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.0% |
| AT&T, Inc. | 2.800% | 02/17/2021 | 0.0% |
| Hospitality Properties Trust | 6.700% | 01/15/2018 | 0.0% |
| Brandywine Operating Partnership L.P. | 5.700% | 05/01/2017 | 0.0% |
| Capital One Financial Corp. | 5.250% | 02/21/2017 | 0.0% |
| BHP Billiton Finance USA Ltd. | 5.400% | 03/29/2017 | 0.0% |
| SM Energy Co. | 6.125% | 11/15/2022 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| General Motors Financial Co., Inc. | 3.250% | 05/15/2018 | 0.0% |
| Anthem, Inc. | 2.250% | 08/15/2019 | 0.0% |
| HCP, Inc. | 6.300% | 09/15/2016 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| Fifth Third Bank | 5.450% | 01/15/2017 | 0.0% |
| Smith & Wesson Holding Corp. | 5.000% | 07/15/2018 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| BAE Systems plc | 3.500% | 10/11/2016 | 0.0% |
| Government National Mortgage Association | 0.799% | 03/16/2056 | 0.0% |
| CarMax Auto Owner Trust 2013-1 | 1.540% | 12/15/2018 | 0.0% |
| Sun Products | 5.500% | 03/18/2020 | 0.0% |
| Laclede Group, Inc. | 1.376% | 08/15/2017 | 0.0% |
| Moxie Liberty LLC | 7.500% | 08/21/2020 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 07/15/2020 | 0.0% |
| Progress Energy, Inc. | 7.050% | 03/15/2019 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| COMM Mortgage Trust | 0.789% | 07/10/2050 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| Viacom, Inc. | 6.125% | 10/05/2017 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 0.900% | 09/10/2018 | 0.0% |
| Marathon Petroleum Corp. | 3.400% | 12/15/2020 | 0.0% |
| PTL Finance Corp. | 3.375% | 03/15/2018 | 0.0% |
| International Lease Finance Corp. | 6.750% | 09/01/2016 | 0.0% |
| General Motors Financial Co., Inc. | 3.000% | 09/25/2017 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Glencore Finance Canada Ltd. | 3.600% | 01/15/2017 | 0.0% |
| TransCanada Pipelines Ltd. | 1.875% | 01/12/2018 | 0.0% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.0% |
| Cameron International Corp. | 1.400% | 06/15/2017 | 0.0% |
| Canadian Natural Resources Ltd. | 1.750% | 01/15/2018 | 0.0% |
| Southern Railway Co. | 9.750% | 06/15/2020 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| CarMax Auto Owner Trust | 0.820% | 06/15/2018 | 0.0% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.0% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.0% |
| Owens Corning | 9.000% | 06/15/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.359% | 12/01/2040 | 0.0% |
| Halliburton Co. | 6.150% | 09/15/2019 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| Highwoods Realty L.P. | 5.850% | 03/15/2017 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series | 5.115% | 07/15/2041 | 0.0% |
| Wells Fargo Resecuritization Trust | 1.750% | 08/20/2021 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Ryder System, Inc. | 5.850% | 11/01/2016 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| CarMax Auto Owner Trust | 0.970% | 04/16/2018 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| First National Master Note Trust 2015-1 | 1.251% | 09/15/2020 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| Clayton Williams Energy, Inc. | 7.750% | 04/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.462% | 10/01/2040 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Barrick Gold Corp. | 6.950% | 04/01/2019 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.0% |
| Newell Rubbermaid, Inc. | 6.250% | 04/15/2018 | 0.0% |
| FirstEnergy Solutions Corp. | 6.050% | 08/15/2021 | 0.0% |
| Spectra Energy Capital LLC | 6.200% | 04/15/2018 | 0.0% |
| Nucor Corp. | 5.850% | 06/01/2018 | 0.0% |
| Barrick PD Australia Finance Pty Ltd. | 4.950% | 01/15/2020 | 0.0% |
| Canadian Natural Resources Ltd. | 5.900% | 02/01/2018 | 0.0% |
| Fidelity National Information Services, Inc. | 5.000% | 03/15/2022 | 0.0% |
| MPT Operating Partnership L.P. | 6.875% | 05/01/2021 | 0.0% |
| DH Services Luxembourg Sarl | 7.750% | 12/15/2020 | 0.0% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.0% |
| Regency Centers L.P. | 5.875% | 06/15/2017 | 0.0% |
| QVC, Inc. | 3.125% | 04/01/2019 | 0.0% |
| Liberty Mutual Group, Inc. | 6.700% | 08/15/2016 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| PAA Finance Corp. | 6.125% | 01/15/2017 | 0.0% |
| Canadian Natural Resources Ltd. | 6.000% | 08/15/2016 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Bunge Ltd. Finance Corp. | 3.200% | 06/15/2017 | 0.0% |
| PTL Finance Corp. | 2.875% | 07/17/2018 | 0.0% |
| Sunoco, Inc. | 5.750% | 01/15/2017 | 0.0% |
| Reynolds American, Inc. | 3.500% | 08/04/2016 | 0.0% |
| Symantec Corp. | 2.750% | 06/15/2017 | 0.0% |
| Mattel, Inc. | 1.700% | 03/15/2018 | 0.0% |
| NetApp, Inc. | 2.000% | 12/15/2017 | 0.0% |
| Exelon Corp. | 1.550% | 06/09/2017 | 0.0% |
| Beam Suntory, Inc. | 1.750% | 06/15/2018 | 0.0% |
| Banc of America Commercial Mortgage Trust | 5.414% | 09/10/2047 | 0.0% |
| Banc of America Merrill Lynch Commercial Mortgage, | 5.349% | 11/10/2042 | 0.0% |
| Carmax Auto Owner Trust | 0.640% | 01/16/2018 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Hyundai Auto Receivables Trust | 0.680% | 10/16/2017 | 0.0% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| Citigroup Commercial Mortgage Trust | 5.712% | 12/10/2049 | 0.0% |
| TransCanada Pipelines Ltd. | 1.625% | 11/09/2017 | 0.0% |
| Templar Energy LLC | 8.500% | 11/25/2020 | 0.0% |
| JPMorgan Chase Commercial Mortgage Securities Corp | 4.842% | 07/15/2042 | 0.0% |
| Utility Contract Funding LLC | 7.944% | 10/01/2016 | 0.0% |
| US 5YR NOTE (CBT) SEP16 | 0.000% | 10/05/2016 | 0.0% |
| US 2YR NOTE (CBT) SEP16 | 0.000% | 10/05/2016 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance.
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.