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 | 2.681% | 10/29/2026 | 0.9% |
| HBOS plc | 6.750% | 05/21/2018 | 0.7% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.7% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.6% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.5% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.5% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.5% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.924% | 10/18/2027 | 0.4% |
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 | 2.681% | 10/29/2026 | 0.9% |
| U.S. Treasury Note/Bond | 1.250% | 08/31/2019 | 0.8% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.7% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.6% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.924% | 10/18/2027 | 0.5% |
| Ammc Clo 19 Ltd. | 2.804% | 10/15/2028 | 0.5% |
| Tryon Park CLO Ltd. | 2.424% | 07/15/2025 | 0.5% |
| Mountain Hawk III CLO Ltd. | 2.504% | 04/18/2025 | 0.5% |
| Avery Point CLO Ltd. | 2.284% | 07/17/2026 | 0.4% |
| Mountain Hawk II CLO Ltd. | 2.467% | 07/22/2024 | 0.4% |
| BlueMountain CLO Ltd. | 2.668% | 11/30/2026 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.4% |
| SCANA Corp. | 0.000% | 09/19/2017 | 0.4% |
| Plains All American Pipeline L.P. | 0.000% | 09/25/2017 | 0.4% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.4% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.4% |
| AmeriCredit Automobile Receivables Trust 2014-3 | 1.920% | 11/08/2019 | 0.4% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.4% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Barclays Dryrock Issuance Trust | 1.523% | 05/15/2023 | 0.4% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.557% | 03/15/2023 | 0.4% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.4% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.4% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.4% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.4% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.4% |
| Commercial Mortgage Pass Through Certificates | 3.922% | 10/15/2045 | 0.4% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.4% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.4% |
| Eversource Energy | 2.500% | 03/15/2021 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.4% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.4% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.4% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.4% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.4% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.4% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.4% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.3% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.3% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.3% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.3% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.3% |
| Apidos CLO X | 2.731% | 10/30/2022 | 0.3% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.3% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.3% |
| CarMax Auto Owner Trust | 1.970% | 04/15/2022 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.3% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.3% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| Macquarie Bank Ltd. | 1.797% | 10/27/2017 | 0.3% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.3% |
| EPR Properties | 7.750% | 07/15/2020 | 0.3% |
| FREMF 2012-K707 Mortgage Trust | 4.019% | 01/25/2047 | 0.3% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.3% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.3% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.2% |
| Macquarie Bank Ltd. | 2.484% | 01/15/2019 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.027% | 02/15/2030 | 0.2% |
| BBCMS Trust | 3.708% | 09/05/2032 | 0.2% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| Dell International LLC | 3.490% | 06/02/2021 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.943% | 08/15/2049 | 0.2% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| GS Mortgage Securities Trust | 5.565% | 08/10/2044 | 0.2% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.2% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.2% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.2% |
| CarMax Auto Owner Trust | 1.640% | 09/15/2020 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.970% | 01/15/2049 | 0.2% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.2% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.2% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.2% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.785% | 11/15/2043 | 0.2% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.2% |
| FREMF Mortgage Trust | 3.942% | 06/25/2047 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.947% | 10/15/2034 | 0.2% |
| DBUBS Mortgage Trust | 5.727% | 07/10/2044 | 0.2% |
| ENI SpA | 4.150% | 10/01/2020 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.2% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Compass Bank | 6.400% | 10/01/2017 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.2% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.2% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| West Penn Power Co. | 5.950% | 12/15/2017 | 0.2% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.2% |
| Hospitality Mortgage Trust | 4.779% | 05/08/2030 | 0.2% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.2% |
| Hospitality Mortgage Trust | 3.379% | 05/08/2030 | 0.2% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.2% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.2% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.2% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.2% |
| PFP 2017-3 Ltd. | 4.728% | 01/14/2035 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.977% | 02/22/2032 | 0.2% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.2% |
| AmeriCredit Automobile Receivables Trust | 3.740% | 12/08/2020 | 0.2% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 3.527% | 10/15/2034 | 0.2% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 3.727% | 06/15/2029 | 0.2% |
| Great Wolf Trust | 5.677% | 05/15/2034 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Discover Card Execution Note Trust | 1.767% | 09/15/2021 | 0.2% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.2% |
| PFP 2017-3 Ltd. | 2.978% | 01/14/2035 | 0.2% |
| COMM Mortgage Trust | 4.979% | 06/08/2030 | 0.2% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.070% | 07/15/2032 | 0.2% |
| COMM Mortgage Trust | 3.879% | 06/08/2030 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.477% | 02/15/2030 | 0.2% |
| OneMain Financial Issuance Trust 2017-1 | 2.370% | 09/14/2032 | 0.2% |
| GS Mortgage Securites Corp. Trust | 2.318% | 01/10/2030 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.008% | 01/12/2030 | 0.2% |
| PFP 2017-3 Ltd. | 2.278% | 01/14/2035 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.977% | 03/15/2027 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.2% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.2% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.2% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.2% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.2% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.2% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.2% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.2% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.2% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.327% | 09/15/2027 | 0.2% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.777% | 03/15/2027 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.2% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.605% | 11/15/2049 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.2% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 2.657% | 11/15/2033 | 0.2% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.2% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.2% |
| Packaging Corp. of America | 6.500% | 03/15/2018 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.2% |
| Seminole Tribe | 3.456% | 07/08/2024 | 0.2% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.2% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.2% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.2% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.2% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.2% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.105% | 03/10/2049 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.242% | 09/15/2050 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| CD 2017-CD3 Mortgage Trust | 1.198% | 02/10/2050 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| ITC Holdings Corp. | 6.050% | 01/31/2018 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Welltower, Inc. | 2.250% | 03/15/2018 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.136% | 08/15/2049 | 0.1% |
| eBay, Inc. | 1.650% | 08/01/2019 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.677% | 02/15/2022 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Bass Pro Group | 4.479% | 06/05/2020 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| BX Trust 2017-SLCT | 3.300% | 07/15/2034 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.980% | 08/13/2021 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.198% | 10/15/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.677% | 10/15/2033 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| BX Trust 2017-SLCT | 5.500% | 07/15/2034 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.1% |
| VMware, Inc. | 2.950% | 08/21/2022 | 0.1% |
| BX Trust 2017-SLCT | 4.400% | 07/15/2034 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.110% | 03/15/2019 | 0.1% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Conn Funding II L.P. | 2.730% | 07/15/2019 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| BX Trust 2017-SLCT | 2.170% | 07/15/2034 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| First Industrial L.P. | 7.500% | 12/01/2017 | 0.1% |
| Energy Future Intermediat | 4.234% | 06/30/2018 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.295% | 01/15/2048 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Illinois, IL | 5.163% | 02/01/2018 | 0.1% |
| CSMC 2016-MFF | 4.727% | 11/15/2033 | 0.1% |
| CSMC 2016-MFF | 3.727% | 11/15/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.627% | 03/15/2023 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| CSMC 2017-HD Trust | 3.727% | 02/15/2031 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.1% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.1% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.1% |
| CSMC 2017-HD Trust | 2.177% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| Commercial Mortgage Loan Trust | 6.372% | 12/10/2049 | 0.1% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 10/01/2036 | 0.1% |
| CarMax Auto Owner Trust | 2.220% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| BA Credit Card Trust | 1.617% | 10/15/2021 | 0.1% |
| BAT Capital Corp | 2.297% | 08/14/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.957% | 12/15/2049 | 0.1% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| BX Trust 2017-SLCT | 2.450% | 07/15/2034 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.240% | 07/01/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.943% | 09/15/2048 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 01/01/2042 | 0.1% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.1% |
| Everi Payments Inc | 10.000% | 01/15/2022 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Energy Transfer Partners L.P. | 4.650% | 06/01/2021 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2045 | 0.1% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.141% | 03/10/2046 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| Federal National Mortgage Assoc. | 1.232% | 04/01/2040 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Flowserve Corp. | 2.320% | 10/14/2020 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 4.627% | 02/15/2034 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Chicago Skyscraper Trust 2017 SKY | 2.712% | 02/15/2030 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| FREMF Mortgage Trust | 3.078% | 10/25/2047 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.754% | 12/15/2048 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| Viking Cruises Ltd. | 8.500% | 10/15/2022 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| BAT Capital Corp | 2.764% | 08/15/2022 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| VMware, Inc. | 2.300% | 08/21/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Fairmount Minerals | 4.796% | 09/05/2019 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 02/20/2019 | 0.1% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.1% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 0.836% | 07/15/2048 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| Rice Energy, Inc. | 7.250% | 05/01/2023 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.877% | 11/15/2033 | 0.1% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.1% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.1% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 3.184% | 07/15/2034 | 0.1% |
| PVH Corp. | 4.500% | 12/15/2022 | 0.1% |
| William Lyon Homes, Inc. | 5.750% | 04/15/2019 | 0.1% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| FREMF Mortgage Trust | 3.563% | 08/25/2045 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| FREMF Mortgage Trust | 3.274% | 04/25/2046 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.1% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.1% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.1% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.0% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.0% |
| Keysight Technologies | 2.429% | 02/14/2020 | 0.0% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.977% | 10/15/2033 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.577% | 06/15/2029 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.030% | 08/15/2045 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.575% | 06/10/2048 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.210% | 12/01/2040 | 0.0% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.0% |
| DuPont Fabros Technology, Inc. | 5.875% | 09/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.919% | 06/15/2045 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.857% | 11/11/2041 | 0.0% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.0% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.0% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.0% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.0% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.0% |
| Husky Energy, Inc. | 6.200% | 09/15/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Amplify Snack Brands, Inc. | 6.740% | 08/22/2023 | 0.0% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Bumble Bee Holdings, Inc. | 9.000% | 12/15/2017 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| Spirit AeroSystems, Inc. | 5.250% | 03/15/2022 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 2.459% | 12/10/2045 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Coach, Inc. | 3.000% | 07/15/2022 | 0.0% |
| Hewlett Packard Enterprise Co. | 3.041% | 10/05/2017 | 0.0% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 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% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.327% | 11/15/2033 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Noble Energy, Inc. | 1.250% | 01/06/2019 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| Jabil, Inc. | 8.250% | 03/15/2018 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 06/01/2042 | 0.0% |
| Priceline.com, Inc. | 2.750% | 03/15/2023 | 0.0% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Government National Mortgage Association | 1.184% | 12/16/2054 | 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% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| GS Mortgage Securities Trust | 2.147% | 01/10/2045 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 03/01/2042 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| DDR Corp. | 7.500% | 07/15/2018 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.656% | 09/10/2049 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| COMM Mortgage Trust | 0.252% | 09/10/2047 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| FREMF Mortgage Trust | 4.690% | 10/25/2030 | 0.0% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.0% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 2.484% | 07/15/2034 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Bank of America Corp. | 2.151% | 11/09/2020 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.0% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 0.332% | 11/10/2048 | 0.0% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Rite Aid Corporation | 5.115% | 06/21/2021 | 0.0% |
| McCormick & Co., Inc. | 2.700% | 08/15/2022 | 0.0% |
| FirstEnergy Corp. | 2.850% | 07/15/2022 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.876% | 07/15/2050 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.574% | 08/10/2049 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Tesoro Logistics L.P. | 5.875% | 10/01/2020 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Navistar International Corp. | 8.250% | 11/01/2021 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 2.627% | 11/15/2033 | 0.0% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.0% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.0% |
| Cott Beverages, Inc. | 5.375% | 07/01/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| Endeavor Energy Resources L.P. | 8.125% | 09/15/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.354% | 11/10/2049 | 0.0% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 3.130% | 01/18/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Phillips 66 | 1.954% | 04/15/2019 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.080% | 10/01/2043 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.0% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| DDR Corp. | 3.500% | 01/15/2021 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.357% | 06/01/2041 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.0% |
| H/2 Asset Funding Ltd. | 2.886% | 06/24/2049 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| HCP, Inc. | 4.000% | 12/01/2022 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| COMM Mortgage Trust | 2.771% | 12/10/2045 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| Textron, Inc. | 1.500% | 03/14/2019 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.374% | 06/01/2042 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| TransAlta Corp. | 6.900% | 05/15/2018 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.941% | 12/10/2054 | 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% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 10/01/2045 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| National Retail Properties, Inc. | 6.875% | 10/15/2017 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| New York St Electric & Gas Corp. | 6.150% | 12/15/2017 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| British Sky Broadcasting Ltd. | 6.100% | 02/15/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Tech Data Corp. | 3.750% | 09/21/2017 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.077% | 10/15/2033 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Staples, Inc. | 3.750% | 01/12/2018 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Martin Marietta Materials, Inc. | 1.822% | 05/22/2020 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.468% | 10/15/2044 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2045 | 0.0% |
| WMG Acquisition Corp. | 6.750% | 04/15/2022 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.500% | 01/19/2021 | 0.0% |
| Nord Anglia Education Finance LLC | 4.702% | 03/31/2021 | 0.0% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.990% | 02/12/2049 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| National Fuel Gas Co. | 6.500% | 04/15/2018 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.0% |
| Palisades Center Trust | 1.106% | 05/13/2018 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Welltower, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| United Rentals, Inc. | 7.625% | 04/15/2022 | 0.0% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Wells Fargo & Co. | 2.550% | 12/07/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Synchrony Financial | 2.580% | 11/09/2017 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Caesars Growth Properties Holdings LLC | 9.375% | 05/01/2022 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 6.000% | 05/15/2018 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| Hospitality Properties Trust | 6.700% | 01/15/2018 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| EMC Corp | 2.960% | 09/06/2017 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Smith & Wesson Holding Corp. | 5.000% | 07/15/2018 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 1.881% | 01/20/2022 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| Synchrony Financial | 2.600% | 01/15/2019 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Fifth Third Auto Trust | 0.960% | 03/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2040 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.199% | 03/10/2047 | 0.0% |
| COMM Mortgage Trust | 0.908% | 07/10/2050 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Western Refining Logistics L.P. / WNRL Finance Cor | 7.500% | 02/15/2023 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| First National Master Note Trust 2015-1 | 1.997% | 09/15/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| Government National Mortgage Association | 0.609% | 03/16/2056 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 12/01/2040 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Dell International LLC | 2.000% | 12/31/2018 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Beam Suntory, Inc. | 1.750% | 06/15/2018 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.915% | 06/11/2050 | 0.0% |
| Federal National Mortgage Assoc. | 1.232% | 10/01/2040 | 0.0% |
| FREMF Mortgage Trust | 8.131% | 03/25/2045 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| GS Mortgage Securities Trust | 1.217% | 08/10/2046 | 0.0% |
| SLM Private Education Loan Trust | 1.877% | 07/15/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series | 5.115% | 07/15/2041 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| BMW Vehicle Owner Trust | 0.970% | 11/26/2018 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) DEC17 | 0.000% | 01/04/2018 | 0.0% |
| US 10YR NOTE (CBT)DEC17 | 0.000% | 12/29/2017 | 0.0% |
| US 2YR NOTE (CBT) DEC17 | 0.000% | 01/04/2018 | 0.0% |
| FX USD/EUR 11/17 | 0.000% | 11/16/2017 | 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.