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 |
|---|
| U.S. Treasury Note/Bond | 2.000% | 01/31/2020 | 1.0% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.8% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.8% |
| GoldenTree Loan Opportunities IX Ltd | 3.130% | 10/29/2026 | 0.8% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.6% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.5% |
| BBCMS 2018-TALL Mortgage Trust | 2.499% | 03/15/2037 | 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 |
|---|
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.9% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.9% |
| GoldenTree Loan Opportunities IX Ltd | 3.130% | 10/29/2026 | 0.8% |
| Discovery Communications LLC | 0.000% | 03/28/2018 | 0.8% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.7% |
| HBOS plc | 6.750% | 05/21/2018 | 0.6% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.6% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.5% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.5% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.5% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.5% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.5% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.5% |
| Discover Bank | 8.700% | 11/18/2019 | 0.4% |
| Continental Resources, Inc. | 5.000% | 09/15/2022 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| Ammc Clo 19 Ltd. | 3.222% | 10/15/2028 | 0.4% |
| Carlyle Global Market Strategies | 3.230% | 04/27/2027 | 0.4% |
| Mountain Hawk III CLO Ltd. | 2.934% | 04/18/2025 | 0.4% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.4% |
| Avery Point CLO Ltd. | 2.711% | 07/17/2026 | 0.4% |
| Octagon Investment Partners XXI Ltd. | 3.183% | 11/14/2026 | 0.4% |
| West CLO 2014-2 Ltd | 2.592% | 01/16/2027 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| Dryden 30 Senior Loan Fund | 2.659% | 11/15/2028 | 0.4% |
| Magnetite VII Ltd | 2.620% | 01/15/2028 | 0.4% |
| Enbridge US Inc | 0.000% | 03/02/2018 | 0.4% |
| Pentair Finance SA | 0.000% | 03/06/2018 | 0.4% |
| SCANA Corp. | 0.000% | 03/08/2018 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.4% |
| Capital One Multi-Asset Execution Trust | 1.990% | 07/17/2023 | 0.4% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.4% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.4% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.4% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.4% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust | 1.888% | 05/15/2023 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.918% | 03/15/2023 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.3% |
| Mountain Hawk II CLO Ltd. | 2.905% | 07/22/2024 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.3% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.3% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.3% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.500% | 06/01/2022 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.375% | 11/16/2022 | 0.3% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.3% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.3% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.3% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.3% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.3% |
| First National Master Note Trust 2017-2 | 2.028% | 10/16/2023 | 0.3% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/2025 | 0.3% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.3% |
| Americredit Automobile Receivables Trust 2016-4 | 2.740% | 12/08/2022 | 0.3% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.3% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.2% |
| Tryon Park CLO Ltd. | 2.842% | 07/15/2025 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.344% | 08/20/2030 | 0.2% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 3.883% | 01/25/2047 | 0.2% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.2% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| Macquarie Bank Ltd. | 2.902% | 01/15/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.2% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.388% | 02/15/2030 | 0.2% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.2% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Orbital ATK, Inc. | 5.500% | 10/01/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Dell International LLC | 3.400% | 09/07/2021 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 9.000% | 02/01/2019 | 0.2% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.2% |
| VEREIT Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.794% | 08/15/2049 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| GS Mortgage Securities Trust | 5.398% | 08/10/2044 | 0.2% |
| CarMax Auto Owner Trust 2017-3 | 1.640% | 09/15/2020 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| People's United Financial, Inc. | 3.650% | 12/06/2022 | 0.2% |
| A10 Bridge Asset Financing LLC | 3.300% | 05/15/2036 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| E.I. du Pont de Nemours | 2.296% | 03/22/2019 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.2% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.2% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.2% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.2% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| FREMF Mortgage Trust | 3.812% | 06/25/2047 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 3.301% | 10/15/2034 | 0.2% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| ENI SpA | 4.150% | 10/01/2020 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.597% | 11/15/2043 | 0.2% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| LMREC 2015-CRE, Inc. | 3.371% | 02/22/2032 | 0.2% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.807% | 01/15/2049 | 0.2% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.2% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.067% | 02/10/2029 | 0.2% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.138% | 03/15/2027 | 0.2% |
| Aventura Mall Trust | 3.743% | 12/05/2032 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Hospitality 2017-HIT Mortgage Trust | 5.105% | 05/08/2030 | 0.2% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.2% |
| BDS 2018-FL1 | 2.425% | 01/15/2035 | 0.2% |
| PFP 2017-3 Ltd. | 5.088% | 01/14/2035 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.438% | 07/15/2032 | 0.2% |
| Hospitality 2017-HIT Mortgage Trust | 3.705% | 05/08/2030 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 3.838% | 11/15/2036 | 0.2% |
| Discover Card Execution Note Trust | 2.128% | 09/15/2021 | 0.2% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.2% |
| Master Credit Card Trust II Series 2018-1 | 2.051% | 07/22/2024 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 3.644% | 08/20/2030 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 3.881% | 10/15/2034 | 0.2% |
| PFP 2017-3 Ltd. | 3.338% | 01/14/2035 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 2.988% | 11/15/2036 | 0.2% |
| CHT 2017-COSMO Mortgage Trust | 2.518% | 11/15/2036 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.338% | 03/15/2027 | 0.2% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.088% | 06/15/2029 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.838% | 02/15/2030 | 0.2% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 2.233% | 12/15/2027 | 0.2% |
| Navient Student Loan Trust 2018-1 | 1.751% | 03/25/2067 | 0.2% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.2% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 0.2% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.688% | 09/15/2027 | 0.2% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.2% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.2% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.2% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.2% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.2% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.2% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.2% |
| OneMain Financial Holdings, Inc. | 7.250% | 12/15/2021 | 0.2% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.2% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.2% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.461% | 08/10/2029 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.2% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.2% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.2% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.2% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.2% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.2% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.2% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.2% |
| Synchrony Credit Card Master Note Trust 2017-2 | 2.820% | 10/15/2025 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 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% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| PFP 2017-3 Ltd. | 2.638% | 01/14/2035 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Dell Intl LLC | 3.150% | 12/31/2018 | 0.1% |
| Citigroup, Inc. | 2.327% | 04/25/2022 | 0.1% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Morgan Stanley Capital I Trust | 4.988% | 02/15/2034 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Dollar Tree, Inc. | 5.750% | 03/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.453% | 11/15/2049 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.1% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.018% | 11/15/2033 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| General Cable Corp. | 5.750% | 10/01/2022 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 0.638% | 08/20/2030 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| FREMF Mortgage Trust | 3.741% | 04/25/2045 | 0.1% |
| Welltower, Inc. | 2.250% | 03/15/2018 | 0.1% |
| eBay, Inc. | 1.857% | 08/01/2019 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.038% | 02/15/2022 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.951% | 03/10/2049 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.092% | 09/15/2050 | 0.1% |
| BX Trust 2017-SLCT | 3.638% | 07/15/2034 | 0.1% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| CSMC Trust | 2.908% | 04/15/2029 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| GILEAD SCIENCES INC | 2.310% | 09/08/2020 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.995% | 08/15/2049 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.038% | 10/15/2033 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| MSCG Trust | 3.348% | 11/15/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 2.250% | 12/15/2020 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.481% | 04/26/2022 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| COMM Mortgage Trust | 3.533% | 07/13/2031 | 0.1% |
| GILEAD SCIENCES INC | 2.185% | 09/07/2018 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.770% | 08/15/2020 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| BX Trust 2017-SLCT | 4.738% | 07/15/2034 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Morgan Stanley | 2.925% | 01/20/2022 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Aleris International, Inc. | 9.500% | 04/01/2021 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.1% |
| Morgan Stanley | 2.213% | 02/14/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| LSTAR Commercial Mortgage Trust | 3.112% | 04/20/2048 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| BX Trust 2017-SLCT | 2.508% | 07/15/2034 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.1% |
| Tech Data Corp. | 3.700% | 02/15/2022 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Kindred Healthcare, Inc. | 8.000% | 01/15/2020 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.245% | 08/05/2034 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| Energy Future Intermediat | 4.474% | 06/30/2018 | 0.1% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.1% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| CSMC 2016-MFF | 5.088% | 11/15/2033 | 0.1% |
| CSMC 2016-MFF | 4.088% | 11/15/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.988% | 03/15/2023 | 0.1% |
| CSMC 2017-HD Trust | 4.088% | 02/15/2031 | 0.1% |
| CSMC 2017-HD Trust | 2.538% | 02/15/2031 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| CSMC Trust 2017-PFHP | 2.538% | 12/15/2030 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.331% | 04/05/2033 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.1% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.550% | 06/17/2024 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.1% |
| BA Credit Card Trust | 1.978% | 10/15/2021 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| BX Trust 2017-SLCT | 2.788% | 07/15/2034 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Invitation Homes, Inc. | 3.288% | 02/07/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| RAIT 2017-FL8 Trust | 2.438% | 12/15/2037 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.128% | 01/15/2048 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| BXP Trust 2017-CQHP | 2.438% | 11/15/2034 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.812% | 12/15/2049 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Federal National Mortgage Assoc. | 1.579% | 10/01/2036 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Becton, Dickinson & Co. | 2.944% | 12/29/2020 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Energy Transfer Partners L.P. | 4.650% | 06/01/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.344% | 12/15/2034 | 0.1% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.779% | 09/15/2048 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.354% | 10/15/2034 | 0.1% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.1% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.1% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.198% | 10/15/2018 | 0.1% |
| Federal National Mortgage Assoc. | 1.579% | 01/01/2042 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| BBCMS 2017-GLKS Mortgage Trust | 2.788% | 11/15/2034 | 0.1% |
| FREMF Mortgage Trust | 3.002% | 10/25/2047 | 0.1% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Fifth Third Auto Trust 2017-1 | 2.030% | 07/15/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Alexion Pharmaceuticals | 3.436% | 06/22/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.600% | 12/15/2048 | 0.1% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Sempra Energy | 2.209% | 01/15/2021 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 0.978% | 03/10/2046 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| Apidos CLO X | 3.187% | 10/30/2022 | 0.1% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.823% | 10/15/2034 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 1.579% | 12/01/2045 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| Flowserve Corp. | 2.571% | 10/14/2020 | 0.1% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.1% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Federal National Mortgage Assoc. | 1.579% | 04/01/2040 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| CSMC Trust | 0.552% | 09/15/2037 | 0.1% |
| Access Midstream Partners L.P. | 4.875% | 03/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2014-3 | 1.920% | 11/08/2019 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.274% | 12/15/2034 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| Kindred Healthcare, Inc. | 8.750% | 01/15/2023 | 0.1% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.1% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.1% |
| BX Trust 2017-SLCT | 5.838% | 07/15/2034 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.1% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.1% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| AES Corp. | 4.875% | 05/15/2023 | 0.1% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.1% |
| RP Select Finance Trust | 3.141% | 10/14/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.529% | 07/15/2034 | 0.0% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| William Lyon Homes, Inc. | 5.750% | 04/15/2019 | 0.0% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.0% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.0% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.0% |
| FREMF Mortgage Trust | 3.562% | 08/25/2045 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.672% | 07/15/2048 | 0.0% |
| FREMF Mortgage Trust | 3.163% | 04/25/2046 | 0.0% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.0% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Eterna Capital Pte Ltd | 6.000% | 12/11/2022 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Healthcare Trust of America Holdings LP | 3.375% | 07/15/2021 | 0.0% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| Core Industrial Trust | 0.810% | 02/10/2034 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| BMC Software, Inc. | 7.250% | 06/01/2018 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Genworth Holdings Inc | 6.515% | 05/22/2018 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| Range Resources Corp. | 5.000% | 08/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.020% | 08/20/2021 | 0.0% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| Calfrac Holdings L.P. | 7.500% | 12/01/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.338% | 10/15/2033 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.938% | 06/15/2029 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.445% | 12/05/2027 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| FTS International, Inc. | 6.250% | 05/01/2022 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.0% |
| Dynegy, Inc. | 6.750% | 11/01/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.673% | 11/11/2041 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.376% | 07/05/2030 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.760% | 06/15/2045 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.442% | 06/10/2048 | 0.0% |
| Sunoco Logistics Partners L.P. | 3.450% | 01/15/2023 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.790% | 11/15/2032 | 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% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| Summit Materials LLC | 6.125% | 07/15/2023 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.849% | 08/15/2045 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 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% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.0% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 06/01/2042 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.316% | 09/13/2031 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.0% |
| Government National Mortgage Association | 1.175% | 12/16/2054 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| FREMF Mortgage Trust | 4.536% | 10/25/2030 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.829% | 07/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.645% | 12/01/2040 | 0.0% |
| GLP Financing, LLC | 3.088% | 04/28/2021 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.510% | 09/10/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 03/01/2042 | 0.0% |
| Tronox Finance LLC | 7.500% | 03/15/2022 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| COMM Mortgage Trust | 0.098% | 09/10/2047 | 0.0% |
| Phillips 66 | 2.606% | 02/26/2021 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| GS Mortgage Securities Trust | 1.954% | 01/10/2045 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.393% | 10/15/2034 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| Shops at Crystals Trust | 0.203% | 07/05/2036 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 0.184% | 11/10/2048 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Stonemont Portfolio Trust 2017-STONE | 5.194% | 08/20/2030 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Phillips 66 | 2.009% | 04/15/2019 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.728% | 07/15/2050 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| WFCG Commercial Mortgage Trust | 2.710% | 11/15/2029 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.204% | 11/10/2049 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| T-Mobile USA, Inc. | 6.625% | 04/01/2023 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.0% |
| Bombardier, Inc. | 7.500% | 12/01/2024 | 0.0% |
| UTEX Industries | 5.648% | 05/22/2021 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 3.271% | 06/24/2049 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.572% | 06/01/2041 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Conn's Receivables Funding 2017-A LLC | 2.730% | 07/15/2019 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.0% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 0.0% |
| US Airways Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| DISH DBS Corp. | 6.750% | 06/01/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| TransAlta Corp. | 6.900% | 05/15/2018 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.128% | 10/01/2043 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 02/15/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.786% | 12/10/2054 | 0.0% |
| Questar Gas Co. | 5.310% | 03/15/2018 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 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% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.438% | 10/15/2033 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| Martin Marietta Materials, Inc. | 2.096% | 05/22/2020 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Commercial Mortgage Loan Trust | 6.103% | 12/10/2049 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.303% | 10/15/2044 | 0.0% |
| Irvine Core Office Trust | 3.173% | 05/15/2048 | 0.0% |
| BBCMS 2017-GLKS Mortgage Trust | 2.988% | 11/15/2034 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 10/01/2045 | 0.0% |
| WMG Acquisition Corp. | 6.750% | 04/15/2022 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.0% |
| Bank of America Corp. | 2.650% | 04/01/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.402% | 06/01/2042 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 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% |
| Federal National Mortgage Assoc. | 1.579% | 12/01/2045 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Kindred Healthcare, Inc. | 6.375% | 04/15/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.018% | 06/15/2048 | 0.0% |
| Hub International Ltd. | 7.875% | 10/01/2021 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 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% |
| UTEX Industries | 8.898% | 05/22/2022 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.435% | 08/10/2049 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.244% | 01/20/2022 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 08/01/2018 | 0.0% |
| Smith & Wesson Holding Corp. | 5.000% | 07/15/2018 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.110% | 03/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| Chicago Skyscraper Trust 2017 SKY | 2.712% | 02/15/2030 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| COMM Mortgage Trust | 0.746% | 07/10/2050 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 12/01/2040 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 0.0% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| Palisades Center Trust | 0.965% | 05/13/2018 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Government National Mortgage Association | 0.605% | 03/16/2056 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Beam Suntory, Inc. | 1.750% | 06/15/2018 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 12/01/2040 | 0.0% |
| Symantec Corp | 2.809% | 05/10/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.579% | 10/01/2040 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| US 10YR NOTE (CBT)JUN18 | 0.000% | 06/29/2018 | 0.0% |
| US 5YR NOTE (CBT) JUN18 | 0.000% | 07/05/2018 | 0.0% |
| US 2YR NOTE (CBT) JUN18 | 0.000% | 07/05/2018 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment in the Fund will change as interest rates fluctuate in response to market movements. When interest rates rise, the prices of debt securities are likely to decline, and when interest rates fall, the prices of debt securities tend to rise. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. The fund performance history at this time is very limited; therefore, performance achieved during its initial period of investment operation may not be replicated over longer periods and may not be indicative of how the Fund will perform in the future. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.