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 | 2.540% | 10/29/2026 | 0.9% |
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 0.9% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.8% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 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 | 0.6% |
| Apidos CLO X | 2.590% | 10/30/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.778% | 10/18/2027 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.375% | 06/30/2018 | 1.0% |
| Apidos CLO X | 2.459% | 10/30/2022 | 0.9% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.8% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Chase Issuance Trust | 1.590% | 02/18/2020 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.778% | 10/18/2027 | 0.5% |
| GoldenTree Loan Opportunities IX Ltd | 2.409% | 10/29/2026 | 0.5% |
| BlueMountain CLO Ltd. | 2.404% | 11/30/2026 | 0.5% |
| Ammc Clo 19 Ltd. | 2.658% | 10/15/2028 | 0.5% |
| Tryon Park CLO Ltd. | 2.278% | 07/15/2025 | 0.5% |
| OZLM Ltd. | 2.598% | 10/17/2026 | 0.5% |
| Compass Bank | 1.850% | 09/29/2017 | 0.5% |
| Mountain Hawk III CLO Ltd. | 2.356% | 04/18/2025 | 0.5% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.5% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.5% |
| Schlumberger Holdings Corp. | 0.000% | 06/01/2017 | 0.5% |
| AmeriCredit Automobile Receivables Trust 2014-3 | 1.920% | 11/08/2019 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.4% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 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% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.4% |
| Commercial Mortgage Pass Through Certificates | 3.922% | 10/15/2045 | 0.4% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.4% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.4% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.4% |
| UBS Group Funding Jersey Ltd. | 2.950% | 09/24/2020 | 0.4% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.4% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.4% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.4% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.4% |
| Eversource Energy | 2.500% | 03/15/2021 | 0.4% |
| Bayer US Finance LLC | 1.500% | 10/06/2017 | 0.4% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.4% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.4% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.4% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.4% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.4% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.4% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.4% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.3% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.3% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.3% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.3% |
| Seminole Tribe of Florida | 3.397% | 04/29/2020 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.3% |
| Access Midstream Partners L.P. | 4.875% | 05/15/2023 | 0.3% |
| Canadian Natural Resources Ltd. | 5.700% | 05/15/2017 | 0.3% |
| A10 Bridge Asset Financing LLC | 3.794% | 05/15/2030 | 0.3% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.3% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.3% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.3% |
| Macquarie Bank Ltd. | 1.797% | 10/27/2017 | 0.3% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.3% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 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% |
| Chase Issuance Trust | 1.360% | 04/15/2020 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| Macquarie Bank Ltd. | 2.338% | 01/15/2019 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 1.713% | 02/15/2030 | 0.3% |
| BBCMS Trust | 3.708% | 09/05/2032 | 0.3% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.3% |
| Gulf South Pipeline Co L.P. | 6.300% | 08/15/2017 | 0.3% |
| Santander Drive Auto Receivables Trust | 3.240% | 04/15/2021 | 0.3% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.3% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.3% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.3% |
| Ally Master Owner Trust | 1.430% | 06/17/2019 | 0.2% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.2% |
| TransAlta Corp. | 1.900% | 06/03/2017 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.947% | 08/15/2049 | 0.2% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Dell International LLC | 3.250% | 06/02/2021 | 0.2% |
| FNMA Conventional Interm. 15yr | 3.000% | 04/30/2030 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.2% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.2% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Zoetis, Inc. | 1.875% | 02/01/2018 | 0.2% |
| GS Mortgage Securities Trust | 5.566% | 08/10/2044 | 0.2% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.2% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.977% | 01/15/2049 | 0.2% |
| Petroleos Mexicanos | 5.750% | 03/01/2018 | 0.2% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.2% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| CenterPoint Energy Resources Corp | 6.125% | 11/01/2017 | 0.2% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.785% | 11/15/2043 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Martin Marietta Materials, Inc. | 2.252% | 06/30/2017 | 0.2% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.2% |
| FREMF Mortgage Trust | 3.952% | 06/25/2047 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.714% | 10/15/2034 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| DBUBS Mortgage Trust | 5.727% | 07/10/2044 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| EPR Properties | 7.750% | 07/15/2020 | 0.2% |
| ENI SpA | 4.150% | 10/01/2020 | 0.2% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.2% |
| West Penn Power Co. | 5.950% | 12/15/2017 | 0.2% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.2% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.2% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 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% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.2% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.2% |
| Compass Bank | 6.400% | 10/01/2017 | 0.2% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.2% |
| Great Wolf Trust | 5.444% | 05/15/2034 | 0.2% |
| Cobalt CMBS Commercial Mortgage Trust | 5.990% | 05/15/2046 | 0.2% |
| PTL Finance Corp. | 3.750% | 05/11/2017 | 0.2% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.2% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.2% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.2% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.2% |
| Discover Card Execution Note Trust | 1.534% | 09/15/2021 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 3.212% | 10/15/2034 | 0.2% |
| PFP 2017-3 Ltd. | 4.494% | 01/14/2035 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.2% |
| COMM Mortgage Trust | 3.639% | 06/08/2030 | 0.2% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.2% |
| GS Mortgage Securites Corp. Trust | 2.318% | 01/10/2030 | 0.2% |
| PFP 2017-3 Ltd. | 2.744% | 01/14/2035 | 0.2% |
| PFP 2017-3 Ltd. | 2.044% | 01/14/2035 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.008% | 01/12/2030 | 0.2% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.2% |
| EQTY Mortgage Trust | 3.339% | 05/08/2031 | 0.2% |
| COMM Mortgage Trust | 4.739% | 06/08/2030 | 0.2% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 3.412% | 06/15/2029 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.163% | 02/15/2030 | 0.2% |
| Synchrony Financial | 1.875% | 08/15/2017 | 0.2% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 2.424% | 11/15/2033 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.908% | 03/15/2027 | 0.2% |
| Arbor Realty Commercial Real Estate Notes 2017-FL1 | 3.310% | 04/15/2027 | 0.2% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.2% |
| Ally Master Owner Trust | 1.540% | 09/15/2019 | 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% |
| Conn Funding II L.P. | 2.730% | 05/15/2020 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.2% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.2% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.2% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.708% | 03/15/2027 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.094% | 09/15/2027 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| CSMC Trust | 2.794% | 09/15/2038 | 0.2% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.110% | 03/15/2019 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.734% | 02/22/2032 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.611% | 11/15/2049 | 0.2% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.2% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.2% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.2% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.198% | 10/15/2018 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.2% |
| Telefonica Emisiones SAU | 6.221% | 07/03/2017 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2050 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| Royal Bank of Scotland NV | 4.650% | 06/04/2018 | 0.2% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.2% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.2% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.107% | 03/10/2049 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.933% | 02/12/2049 | 0.2% |
| Las Vegas Sands LLC | 2.990% | 03/29/2024 | 0.2% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.2% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.2% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.2% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.2% |
| CD 2017-CD3 Mortgage Trust | 1.201% | 02/10/2050 | 0.2% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Noble Energy, Inc. | 8.250% | 03/01/2019 | 0.2% |
| ITC Holdings Corp. | 6.050% | 01/31/2018 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.2% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.2% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.2% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.137% | 08/15/2049 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Ford Credit Auto Lease Trust | 1.130% | 06/15/2018 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.1% |
| PPL Capital Funding, Inc. | 1.900% | 06/01/2018 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.1% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.1% |
| National Financial Partners Corp. | 9.000% | 07/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Welltower, Inc. | 2.250% | 03/15/2018 | 0.1% |
| eBay, Inc. | 1.650% | 08/01/2019 | 0.1% |
| Hyundai Capital America | 2.000% | 03/19/2018 | 0.1% |
| Medtronic,Inc. | 0.875% | 01/26/2018 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.444% | 02/15/2022 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.750% | 08/13/2021 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Discover Financial Services | 6.450% | 06/12/2017 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.444% | 10/15/2033 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/15/2051 | 0.1% |
| SteelRiver Transmission Co. LLC | 4.710% | 06/30/2017 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 02/20/2019 | 0.1% |
| Chicago Skyscraper Trust 2017 SKY | 2.799% | 04/15/2030 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| AT&T, Inc. | 5.800% | 02/15/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.1% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 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% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Beam Suntory, Inc. | 1.875% | 05/15/2017 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.1% |
| E.I. du Pont de Nemours & Co. | 2.200% | 05/01/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.1% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.1% |
| New Gold, Inc. | 7.000% | 04/15/2020 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| DISH DBS Corp. | 5.875% | 07/15/2022 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.1% |
| Brandywine Operating Partnership L.P. | 5.700% | 05/01/2017 | 0.1% |
| Morgan Stanley | 1.842% | 02/14/2020 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| USI, Inc./NY | 7.750% | 01/15/2021 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Federal National Mortgage Assoc. | 3.317% | 10/01/2036 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Greektown Holdings LLC | 8.875% | 03/15/2019 | 0.1% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| VML US Finance LLC | 2.400% | 03/27/2020 | 0.1% |
| Avolon TLB Borrower 1 LUX SA RL | 3.743% | 03/21/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.308% | 01/15/2048 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| First Industrial L.P. | 7.500% | 12/01/2017 | 0.1% |
| National City Corp. | 6.875% | 05/15/2019 | 0.1% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.1% |
| Shire Acquisitions Investments Ireland Designated | 1.900% | 09/23/2019 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| Marathon Oil Corp. | 5.900% | 03/15/2018 | 0.1% |
| Cimarex Energy Co. | 5.875% | 05/01/2022 | 0.1% |
| Cytec Industries, Inc. | 8.950% | 07/01/2017 | 0.1% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.1% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Illinois, IL | 5.163% | 02/01/2018 | 0.1% |
| Commercial Mortgage Loan Trust | 6.310% | 12/10/2049 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.915% | 06/11/2050 | 0.1% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.1% |
| Morgan Stanley Capital I Trust | 6.126% | 06/11/2049 | 0.1% |
| First Industrial L.P. | 5.950% | 05/15/2017 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.961% | 12/15/2049 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.394% | 03/15/2023 | 0.1% |
| CSMC 2016-MFF | 4.412% | 11/15/2033 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Canadian Natural Resources Ltd. | 1.750% | 01/15/2018 | 0.1% |
| CSMC 2016-MFF | 3.412% | 11/15/2033 | 0.1% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.1% |
| CSMC 2017-HD Trust | 3.494% | 02/15/2031 | 0.1% |
| CSMC 2017-HD Trust | 1.944% | 02/15/2031 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| Federal National Mortgage Assoc. | 3.672% | 01/01/2042 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| Covanta Holding Corp. | 6.375% | 10/01/2022 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| BA Credit Card Trust | 1.384% | 10/15/2021 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.951% | 09/15/2048 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| Federal National Mortgage Assoc. | 2.734% | 12/01/2045 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.000% | 07/01/2020 | 0.1% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Fidelity National Financial, Inc. | 6.600% | 05/15/2017 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.155% | 03/10/2046 | 0.1% |
| General Motors Co. | 3.500% | 10/02/2018 | 0.1% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Flowserve Corp. | 1.500% | 08/20/2017 | 0.1% |
| Federal National Mortgage Assoc. | 3.433% | 04/01/2040 | 0.1% |
| Western Refining, Inc. | 6.250% | 04/01/2021 | 0.1% |
| ARC Properties Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 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% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Weyerhaeuser Co. | 6.950% | 08/01/2017 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 4.312% | 02/15/2034 | 0.1% |
| Becton, Dickinson & Co. | 3.125% | 11/08/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Wells Fargo & Co. | 1.964% | 02/11/2022 | 0.1% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.1% |
| PTL Finance Corp. | 3.200% | 07/15/2020 | 0.1% |
| FREMF Mortgage Trust | 3.003% | 10/25/2047 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.755% | 12/15/2048 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 1.510% | 05/18/2020 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| Fairmount Minerals | 4.647% | 09/05/2019 | 0.1% |
| Thermo Fisher Scientific, Inc. | 1.250% | 07/01/2019 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| Gardner Denver, Inc. | 6.875% | 08/15/2021 | 0.1% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Anthem, Inc. | 5.875% | 06/15/2017 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 0.842% | 07/15/2048 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Citigroup Commercial Mortgage Trust | 5.922% | 12/10/2049 | 0.1% |
| Hyundai Capital America | 2.875% | 08/09/2018 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.1% |
| Vornado Realty L.P. | 2.500% | 06/30/2019 | 0.1% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 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% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| FairPoint Communications, Inc. | 8.750% | 08/15/2019 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.172% | 12/01/2040 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.644% | 11/15/2033 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.1% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.1% |
| Astoria Financial Corp. | 5.000% | 06/19/2017 | 0.1% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.1% |
| ONEOK Partners L.P. | 2.000% | 10/01/2017 | 0.1% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| FREMF Mortgage Trust | 3.274% | 04/25/2046 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Bass Pro Group | 4.239% | 06/05/2020 | 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% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| Enbridge, Inc. | 1.514% | 06/02/2017 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.139% | 08/15/2045 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.1% |
| DDR Corp. | 4.750% | 04/15/2018 | 0.1% |
| CIT Group, Inc. | 4.250% | 08/15/2017 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| E.I. du Pont de Nemours & Co. | 1.705% | 05/01/2020 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| Deutsche Bank AG/London | 1.524% | 05/30/2017 | 0.1% |
| EMC Corp | 2.750% | 09/06/2017 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| Citigroup Commercial Mortgage Trust | 0.581% | 06/10/2048 | 0.1% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.744% | 10/15/2033 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.850% | 10/05/2018 | 0.1% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.262% | 06/15/2029 | 0.1% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.1% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.1% |
| Consolidated Container Co. LLC/Consolidated Contai | 10.125% | 07/15/2020 | 0.1% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.1% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.923% | 06/15/2045 | 0.1% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.1% |
| Government National Mortgage Association | 1.221% | 12/16/2054 | 0.1% |
| DuPont Fabros Technology, Inc. | 5.875% | 09/15/2021 | 0.1% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.1% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.1% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.1% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.1% |
| Federal National Mortgage Assoc. | 2.910% | 06/01/2042 | 0.1% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.1% |
| Bumble Bee Holdings, Inc. | 9.000% | 12/15/2017 | 0.1% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.1% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.856% | 11/11/2041 | 0.0% |
| Marriott International, Inc. | 6.375% | 06/15/2017 | 0.0% |
| Kemper Corp. | 6.000% | 05/15/2017 | 0.0% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.0% |
| Husky Energy, Inc. | 6.200% | 09/15/2017 | 0.0% |
| Appalachian Power Co. | 5.000% | 06/01/2017 | 0.0% |
| Marathon Oil Corp. | 6.000% | 10/01/2017 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| Amplify Snack Brands, Inc. | 6.500% | 08/22/2023 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 2.459% | 12/10/2045 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.890% | 10/05/2017 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.147% | 03/01/2042 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.094% | 11/15/2033 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Noble Energy, Inc. | 1.250% | 01/06/2019 | 0.0% |
| Jabil Circuit, Inc. | 8.250% | 03/15/2018 | 0.0% |
| GS Mortgage Securities Trust | 2.150% | 01/10/2045 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Morgan Stanley Re-Remic Trust | 6.040% | 08/12/2045 | 0.0% |
| Morgan Stanley Re-REMIC Trust | 6.040% | 08/15/2045 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Wachovia Corp. | 5.750% | 02/01/2018 | 0.0% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Jefferies Group LLC | 5.125% | 04/13/2018 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Forest Laboratories LLC | 5.000% | 12/15/2021 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| NES Rentals Holdings, Inc. | 7.875% | 05/01/2018 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.659% | 09/10/2049 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| COMM Mortgage Trust | 0.252% | 09/10/2047 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| Isle of Capri Casinos, Inc. | 8.875% | 06/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| FREMF Mortgage Trust | 4.690% | 10/25/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| KLA-Tencor Corp. | 2.375% | 11/01/2017 | 0.0% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.0% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.0% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.0% |
| Bank of America Corp. | 2.151% | 11/09/2020 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| GS Mortgage Securities Trust | 0.332% | 11/10/2048 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.882% | 07/15/2050 | 0.0% |
| H/2 Asset Funding Ltd. | 2.803% | 06/24/2049 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Dell International LLC | 2.000% | 12/31/2018 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Bank of America Corp. | 6.400% | 08/28/2017 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Rite Aid Corporation | 4.875% | 06/21/2021 | 0.0% |
| Navistar International Corp. | 8.250% | 11/01/2021 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.577% | 08/10/2049 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Kasima, LLC (Digital Cinema) | 3.642% | 05/17/2021 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| PTL Finance Corp. | 2.875% | 07/17/2018 | 0.0% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 2.394% | 11/15/2033 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.0% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.359% | 11/10/2049 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.0% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.071% | 10/01/2043 | 0.0% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.0% |
| Wells Fargo & Co. | 2.600% | 07/22/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.155% | 06/01/2041 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 2.000% | 04/01/2018 | 0.0% |
| Phillips 66 | 1.786% | 04/15/2019 | 0.0% |
| AmeriCredit Automobile Receivables Trust | 3.130% | 01/18/2023 | 0.0% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.0% |
| Packaging Corp. of America | 6.500% | 03/15/2018 | 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% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Jersey Central Power & Light Co. | 5.650% | 06/01/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| D.R. Horton, Inc. | 4.750% | 05/15/2017 | 0.0% |
| Pentair Finance SA | 5.000% | 05/15/2021 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Huntington Bancshares, Inc. | 7.000% | 12/15/2020 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 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% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 1.373% | 07/20/2019 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| AMC Entertainment Holdings, Inc. | 5.875% | 02/15/2022 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Texas Eastern Transmission L.P. | 6.000% | 09/15/2017 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| EnLink Midstream Partners L.P. | 7.125% | 06/01/2022 | 0.0% |
| APX Group, Inc. | 6.375% | 12/01/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.114% | 07/15/2027 | 0.0% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.0% |
| Caesars Growth Properties Holdings LLC | 9.375% | 05/01/2022 | 0.0% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.387% | 06/01/2042 | 0.0% |
| NEFF Corp. | 7.543% | 06/09/2021 | 0.0% |
| United Rentals, Inc. | 7.625% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| Petroleos Mexicanos | 3.500% | 07/18/2018 | 0.0% |
| Great Plains Energy, Inc. | 3.150% | 04/01/2022 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Great Plains Energy, Inc. | 2.500% | 03/09/2020 | 0.0% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Textron, Inc. | 1.500% | 03/14/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| SAIC, Inc. | 4.450% | 12/01/2020 | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Palisades Center Trust | 1.106% | 05/13/2018 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.946% | 12/10/2054 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| Ryder System, Inc. | 3.500% | 06/01/2017 | 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% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| FREMF Mortgage Trust | 2.967% | 03/25/2045 | 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% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Federal National Mortgage Assoc. | 2.840% | 10/01/2045 | 0.0% |
| Time Warner, Inc. | 4.875% | 03/15/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| Goldman Sachs Group, Inc. | 6.150% | 04/01/2018 | 0.0% |
| British Sky Broadcasting Ltd. | 6.100% | 02/15/2018 | 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% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| National Retail Properties, Inc. | 6.875% | 10/15/2017 | 0.0% |
| Crane Co. | 2.750% | 12/15/2018 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.844% | 10/15/2033 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 4.240% | 08/15/2022 | 0.0% |
| Tech Data Corp. | 3.750% | 09/21/2017 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Staples, Inc. | 2.750% | 01/12/2018 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| Clayton Williams Energy, Inc. | 7.750% | 04/01/2019 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Federal National Mortgage Assoc. | 2.700% | 12/01/2045 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.471% | 10/15/2044 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| SLM Private Education Loan Trust | 1.644% | 07/15/2022 | 0.0% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.0% |
| Starwood Property Trust, Inc. | 5.000% | 12/15/2021 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Owens Corning | 9.000% | 06/15/2019 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| GS Mortgage Securities Trust | 1.217% | 08/10/2046 | 0.0% |
| Fifth Third Auto Trust | 0.960% | 03/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.500% | 01/19/2021 | 0.0% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.0% |
| Barrick North America Finance LLC | 4.400% | 05/30/2021 | 0.0% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.0% |
| Calpine Corp. | 6.000% | 01/15/2022 | 0.0% |
| MPT Operating Partnership L.P. | 6.375% | 02/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.0% |
| National Fuel Gas Co. | 6.500% | 04/15/2018 | 0.0% |
| Spectra Energy Capital LLC | 6.200% | 04/15/2018 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| PTL Finance Corp. | 3.375% | 03/15/2018 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.867% | 06/11/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| Teco Finance, Inc. | 6.572% | 11/01/2017 | 0.0% |
| Textron, Inc. | 5.600% | 12/01/2017 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| Aviation Capital Group Corp. | 4.625% | 01/31/2018 | 0.0% |
| Welltower, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.199% | 03/10/2047 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.0% |
| PTL Finance Corp. | 2.500% | 06/15/2019 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Deutsche Bank AG/London | 1.350% | 05/30/2017 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 6.200% | 11/01/2017 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.0% |
| Brandywine Operating Partnership L.P. | 4.950% | 04/15/2018 | 0.0% |
| DDR Corp. | 3.500% | 01/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.000% | 09/15/2021 | 0.0% |
| Wells Fargo & Co. | 2.550% | 12/07/2020 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| Synchrony Financial | 2.438% | 11/09/2017 | 0.0% |
| Becton, Dickinson & Co. | 1.800% | 12/15/2017 | 0.0% |
| Hewlett Packard Enterprise Co. | 2.450% | 10/05/2017 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Gardner Denver, Inc. | 4.559% | 07/30/2020 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| DBRR Trust | 1.636% | 12/18/2049 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.591% | 04/15/2047 | 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% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Marriott International, Inc. | 6.750% | 05/15/2018 | 0.0% |
| CenterPoint Energy Resources Corp | 6.000% | 05/15/2018 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| Coeur Mining, Inc. | 7.875% | 02/01/2021 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.0% |
| Nucor Corp. | 5.750% | 12/01/2017 | 0.0% |
| Tesoro Logistics L.P. | 5.875% | 10/01/2020 | 0.0% |
| Macy's Retail Holdings, Inc. | 7.450% | 07/15/2017 | 0.0% |
| Kinder Morgan, Inc. | 7.000% | 06/15/2017 | 0.0% |
| Valspar Corp. | 6.050% | 05/01/2017 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Hospitality Properties Trust | 6.700% | 01/15/2018 | 0.0% |
| General Motors Financial Co., Inc. | 3.250% | 05/15/2018 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| Smith & Wesson Holding Corp. | 5.000% | 07/15/2018 | 0.0% |
| Anthem, Inc. | 2.250% | 08/15/2019 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Thomson Reuters Corp. | 1.650% | 09/29/2017 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.393% | 12/01/2040 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Progress Energy, Inc. | 7.050% | 03/15/2019 | 0.0% |
| Cliffs Natural Resources, Inc. | 8.250% | 03/31/2020 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Constellation Brands, Inc. | 7.250% | 05/15/2017 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| COMM Mortgage Trust | 0.915% | 07/10/2050 | 0.0% |
| Cameron International Corp. | 1.400% | 06/15/2017 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Western Refining Logistics L.P. / WNRL Finance Cor | 7.500% | 02/15/2023 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Northern Tier Energy LLC / Northern Tier Finance C | 7.125% | 11/15/2020 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| First National Master Note Trust 2015-1 | 1.764% | 09/15/2020 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| Government National Mortgage Association | 0.625% | 03/16/2056 | 0.0% |
| BMW Vehicle Owner Trust | 0.970% | 11/26/2018 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 3.382% | 12/01/2040 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Barrick Gold Corp. | 6.950% | 04/01/2019 | 0.0% |
| Barrick PD Australia Finance Pty Ltd. | 4.950% | 01/15/2020 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Canadian Natural Resources Ltd. | 5.900% | 02/01/2018 | 0.0% |
| Mattel, Inc. | 1.700% | 03/15/2018 | 0.0% |
| Bunge Ltd. Finance Corp. | 3.200% | 06/15/2017 | 0.0% |
| Symantec Corp. | 2.750% | 06/15/2017 | 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% |
| COBALT CMBS Commercial Mortgage Trust | 5.526% | 04/15/2047 | 0.0% |
| Federal National Mortgage Assoc. | 3.479% | 10/01/2040 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series | 5.115% | 07/15/2041 | 0.0% |
| California Republic Auto Receivables Trust | 1.330% | 04/15/2019 | 0.0% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| Chesapeake Energy Corp. | 2.500% | 05/15/2037 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| California Republic Auto Receivables Trust | 1.270% | 01/15/2019 | 0.0% |
| Banc of America Merrill Lynch Commercial Mortgage, | 5.280% | 11/10/2042 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 1.640% | 01/15/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 5.922% | 12/10/2049 | 0.0% |
| J. Crew Group, Inc. | 4.000% | 03/05/2021 | 0.0% |
| US 2YR NOTE (CBT) JUN17 | 0.000% | 07/06/2017 | 0.0% |
| FX USD/EUR 05/17 | 0.000% | 05/16/2017 | 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.