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 | 2.500% | 05/31/2020 | 0.8% |
| GoldenTree Loan Opportunities IX Ltd | 3.729% | 10/29/2026 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.6% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| 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 | 2.641% | 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 |
|---|
| U.S. Treasury Note/Bond | 2.375% | 04/30/2020 | 0.9% |
| GoldenTree Loan Opportunities IX Ltd | 3.130% | 10/29/2026 | 0.7% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.7% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.7% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.6% |
| 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% |
| DBWF 2018-AMXP Mortgage Trust | 3.873% | 05/05/2035 | 0.5% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.5% |
| BBCMS 2018-TALL Mortgage Trust | 2.619% | 03/15/2037 | 0.5% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.5% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.5% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.5% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.4% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.4% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.4% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.4% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.4% |
| CHT 2017-COSMO Mortgage Trust | 2.827% | 11/15/2036 | 0.4% |
| 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% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.4% |
| Ontario Teachers' Finance Trust | 2.750% | 04/16/2021 | 0.4% |
| THL Credit Wind River 2014-3 CLO Ltd | 3.962% | 01/22/2027 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.4% |
| Octagon Investment Partners XXI Ltd. | 3.183% | 11/14/2026 | 0.4% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.198% | 01/15/2026 | 0.4% |
| Ammc Clo 19 Ltd. | 3.848% | 10/15/2028 | 0.4% |
| Dryden 30 Senior Loan Fund | 2.659% | 11/15/2028 | 0.4% |
| Carlyle Global Market Strategies | 3.836% | 04/27/2027 | 0.4% |
| Avery Point CLO Ltd. | 3.333% | 07/17/2026 | 0.4% |
| American Tower Corp. | 2.863% | 01/31/2023 | 0.4% |
| Mountain Hawk III CLO Ltd. | 3.555% | 04/18/2025 | 0.4% |
| West CLO 2014-2 Ltd | 3.218% | 01/16/2027 | 0.4% |
| Magnetite VII Ltd | 3.148% | 01/15/2028 | 0.4% |
| Boston Scientific Corp. | 0.000% | 05/01/2018 | 0.4% |
| Enable Midstream Partners L.P. | 0.000% | 05/01/2018 | 0.4% |
| Enbridge US Inc | 0.000% | 05/25/2018 | 0.4% |
| Enable Midstream Partners L.P. | 0.000% | 05/30/2018 | 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% |
| BA Credit Card Trust | 1.840% | 01/17/2023 | 0.3% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.447% | 03/15/2027 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.3% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.3% |
| Barclays Dryrock Issuance Trust | 2.197% | 05/15/2023 | 0.3% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.3% |
| Barclays Dryrock Issuance Trust 2017-1 | 2.227% | 03/15/2023 | 0.3% |
| Bank of America Corp. | 3.004% | 12/20/2023 | 0.3% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.3% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.3% |
| Nordea Bank AB | 4.875% | 05/13/2021 | 0.3% |
| BX Commercial Mortgage Trust 2018-BIOA | 2.545% | 03/15/2037 | 0.3% |
| GS Mortgage Securities Corp. II | 2.954% | 11/05/2034 | 0.3% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.3% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.3% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.3% |
| Intesa Sanpaolo SpA | 3.875% | 01/15/2019 | 0.3% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.3% |
| Anglo American Capital plc | 4.125% | 09/27/2022 | 0.3% |
| Sberbank of Russia Via SB Capital S.A. | 4.150% | 03/06/2019 | 0.3% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.3% |
| Syngenta Finance NV | 3.698% | 04/24/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.3% |
| Syngenta Finance NV | 3.933% | 04/23/2021 | 0.3% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.3% |
| Banco Bilbao Vizcaya Argentaria, S.A. | 3.000% | 10/20/2020 | 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% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.3% |
| Japan Bank for International Cooperation/Japan | 2.375% | 11/16/2022 | 0.3% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.3% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.3% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.3% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.3% |
| Mountain Hawk II CLO Ltd. | 3.519% | 07/22/2024 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.3% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.3% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.3% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.3% |
| Cleveland Electric Illuminating Co. | 8.875% | 11/15/2018 | 0.3% |
| First National Master Note Trust 2017-2 | 2.337% | 10/16/2023 | 0.3% |
| Energy Transfer Partners LP | 9.000% | 04/15/2019 | 0.2% |
| Golden Credit Card Trust | 2.620% | 01/15/2023 | 0.2% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.2% |
| American Express Credit Account Master Trust | 2.040% | 05/15/2023 | 0.2% |
| Americredit Automobile Receivables Trust 2016-4 | 2.740% | 12/08/2022 | 0.2% |
| CarMax Auto Owner Trust 2017-3 | 1.970% | 04/15/2022 | 0.2% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.2% |
| Discover Card Execution Note Trust | 1.880% | 02/15/2023 | 0.2% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.2% |
| Holcim US Finance Sarl & Cie SCS | 6.000% | 12/30/2019 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.138% | 10/15/2034 | 0.2% |
| Stonemont Portfolio Trust 2017-STONE | 4.647% | 08/20/2030 | 0.2% |
| Discover Financial Services | 5.200% | 04/27/2022 | 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% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.2% |
| Tesoro Logistics L.P. | 6.375% | 05/01/2024 | 0.2% |
| FREMF 2012-K707 Mortgage Trust | 4.020% | 01/25/2047 | 0.2% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.2% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.2% |
| Energy Transfer Partners LP | 9.700% | 03/15/2019 | 0.2% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.2% |
| Macquarie Bank Ltd. | 2.902% | 01/15/2019 | 0.2% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| Capital Auto Receivables Asset Trust | 2.670% | 08/20/2020 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 4.334% | 03/15/2037 | 0.2% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Orbital ATK, Inc. | 5.500% | 10/01/2023 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.290% | 07/15/2025 | 0.2% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/24/2040 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.2% |
| American Express Credit Account Master Trust | 2.350% | 05/15/2025 | 0.2% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| Centene Corp. | 5.625% | 02/15/2021 | 0.2% |
| CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/2022 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.878% | 02/22/2032 | 0.2% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.2% |
| PFS Financing Corp. | 2.890% | 02/15/2023 | 0.2% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.2% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.2% |
| Dell International LLC | 3.660% | 09/07/2021 | 0.2% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 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% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Bombardier, Inc. | 8.750% | 12/01/2021 | 0.2% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Scotts Miracle-Gro Co. | 6.000% | 10/15/2023 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.934% | 08/15/2049 | 0.2% |
| GS Mortgage Securities Trust | 5.565% | 08/10/2044 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.2% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 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% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.635% | 05/10/2035 | 0.2% |
| Matador Resources Co. | 6.875% | 04/15/2023 | 0.2% |
| SoFi Professional Loan Program 2017-E LLC | 1.860% | 11/26/2040 | 0.2% |
| Origin Energy Finance Ltd. | 5.450% | 10/14/2021 | 0.2% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.2% |
| Gazprom OAO Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.2% |
| FREMF Mortgage Trust | 3.942% | 06/25/2047 | 0.2% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| GS Mortgage Securities Trust | 4.243% | 08/10/2046 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Pentair Finance SA | 2.650% | 12/01/2019 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Enbridge Energy Partners L.P. | 5.200% | 03/15/2020 | 0.2% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| BAMLL Trust | 4.420% | 07/11/2033 | 0.2% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.783% | 11/15/2043 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.2% |
| ENI SpA | 4.150% | 10/01/2020 | 0.2% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.2% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Hospitality 2017-HIT Mortgage Trust | 5.445% | 05/08/2030 | 0.1% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.1% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 4.647% | 03/15/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.1% |
| PFP 2017-3 Ltd. | 5.397% | 01/14/2035 | 0.1% |
| Hospitality 2017-HIT Mortgage Trust | 4.045% | 05/08/2030 | 0.1% |
| GRACE Mortgage Trust | 3.369% | 06/10/2028 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 4.147% | 11/15/2036 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 3.947% | 08/20/2030 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.197% | 10/15/2034 | 0.1% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.1% |
| BDS 2018-FL1 | 2.481% | 01/15/2035 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| CHT 2017-COSMO Mortgage Trust | 3.297% | 11/15/2036 | 0.1% |
| PFP 2017-3 Ltd. | 3.647% | 01/14/2035 | 0.1% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 2.747% | 07/15/2032 | 0.1% |
| Pacific Gas & Electric Co. | 2.214% | 11/28/2018 | 0.1% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 4.397% | 06/15/2029 | 0.1% |
| LMREC 2015-CRE, Inc. | 4.127% | 02/22/2032 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 2.388% | 07/22/2024 | 0.1% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 3.230% | 07/15/2022 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 2.720% | 09/15/2021 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.1% |
| ACC Trust 2018-1 | 3.700% | 12/21/2020 | 0.1% |
| Citigroup Commercial Mortgage Trust | 3.997% | 09/15/2027 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 2.887% | 12/15/2027 | 0.1% |
| Emera US Finance L.P. | 2.150% | 06/15/2019 | 0.1% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.964% | 01/15/2049 | 0.1% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.1% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.1% |
| DLL Securitization Trust 2017-A | 1.890% | 07/15/2020 | 0.1% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.1% |
| Ford Motor Credit Co. LLC | 0.000% | 07/16/2018 | 0.1% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.1% |
| COMM Mortgage Trust | 3.213% | 03/10/2046 | 0.1% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 2.300% | 07/15/2021 | 0.1% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.1% |
| CPS Auto Receivables Trust 2017-D | 3.010% | 10/17/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.190% | 09/15/2021 | 0.1% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.1% |
| DLL Securitization Trust 2017-A | 2.140% | 12/15/2021 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.1% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.1% |
| AT&T, Inc. | 4.900% | 08/14/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 1.640% | 09/15/2020 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 5.497% | 08/20/2030 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.930% | 06/15/2023 | 0.1% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.1% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.1% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.1% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.040% | 07/18/2022 | 0.1% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.1% |
| SCANA Corp. | 4.750% | 05/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.876% | 10/31/2022 | 0.1% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.1% |
| Dell Intl LLC | 3.410% | 12/31/2018 | 0.1% |
| Navient Student Loan Trust 2018-1 | 2.087% | 03/25/2067 | 0.1% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.1% |
| Morgan Stanley Capital I Trust | 5.297% | 02/15/2034 | 0.1% |
| Hewlett-Packard Co. | 2.662% | 01/14/2019 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Alexion Pharmaceuticals | 3.436% | 06/22/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.1% |
| Dollar Tree, Inc. | 5.750% | 03/01/2023 | 0.1% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.1% |
| Discovery Communications | 3.547% | 03/06/2021 | 0.1% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.1% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.1% |
| General Motors Financial Co., Inc. | 4.200% | 03/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.1% |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 2.050% | 01/25/2041 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.593% | 11/15/2049 | 0.1% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.1% |
| Corporate Office Properties LP | 3.700% | 06/15/2021 | 0.1% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.1% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Glencore Funding LLC | 3.125% | 04/29/2019 | 0.1% |
| Enogex LLC | 6.250% | 03/15/2020 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.1% |
| Reckson Operating Partnership | 7.750% | 03/15/2020 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.1% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.1% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| PFP 2017-3 Ltd. | 2.947% | 01/14/2035 | 0.1% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.1% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Crown Castle Int'l Corp. | 3.392% | 01/21/2021 | 0.1% |
| General Cable Corp. | 5.750% | 10/01/2022 | 0.1% |
| CEVA Group plc | 4.000% | 05/01/2018 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| eBay, Inc. | 2.253% | 08/01/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.1% |
| Macquarie Group Ltd. | 4.150% | 03/27/2024 | 0.1% |
| Lundin Mining Corp. | 7.875% | 11/01/2022 | 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% |
| BX Trust 2017-SLCT | 3.947% | 07/15/2034 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 3.617% | 10/15/2034 | 0.1% |
| Canadian Oil Sands Ltd. | 7.900% | 09/01/2021 | 0.1% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Kinder Morgan, Inc. | 5.625% | 11/15/2023 | 0.1% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.238% | 09/15/2050 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 3.327% | 11/15/2033 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.102% | 03/10/2049 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| Newmont Mining Corp. | 5.125% | 10/01/2019 | 0.1% |
| American Airlines Class B Pass Through Trust | 4.375% | 10/01/2022 | 0.1% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.135% | 08/15/2049 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 01/15/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.347% | 10/15/2033 | 0.1% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Citigroup, Inc. | 2.705% | 04/25/2022 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 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% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 6.147% | 08/15/2034 | 0.1% |
| SoFi Professional Loan Program 2017-D LLC | 1.720% | 09/25/2040 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Vulcan Materials Co. | 2.725% | 06/15/2020 | 0.1% |
| Goldman Sachs Group, Inc. | 2.862% | 04/26/2022 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/16/2051 | 0.1% |
| Stonemont Portfolio Trust 2017-STONE | 0.638% | 08/20/2030 | 0.1% |
| COMM Mortgage Trust | 3.846% | 07/13/2031 | 0.1% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.770% | 08/15/2020 | 0.1% |
| Griffon Corp. | 5.250% | 03/01/2022 | 0.1% |
| SESI LLC | 7.125% | 12/15/2021 | 0.1% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| First Quantum Minerals Ltd. | 7.000% | 02/15/2021 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 1.760% | 06/22/2020 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| BX Trust 2017-SLCT | 5.047% | 07/15/2034 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Morgan Stanley | 2.925% | 01/20/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Keurig Green Mountain Inc | 3.000% | 03/03/2021 | 0.1% |
| Citigroup, Inc. | 2.876% | 07/24/2023 | 0.1% |
| CNH Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.747% | 01/15/2033 | 0.1% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| Bank of America Corp. | 2.328% | 10/01/2021 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Aleris International, Inc. | 9.500% | 04/01/2021 | 0.1% |
| Morgan Stanley | 2.213% | 02/14/2020 | 0.1% |
| Mosaic Co. | 2.552% | 11/18/2021 | 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% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| LSTAR Commercial Mortgage Trust | 3.127% | 04/20/2048 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Aviation Capital Group Corp. | 2.875% | 09/17/2018 | 0.1% |
| BX Trust 2017-SLCT | 2.817% | 07/15/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 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% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Genworth Holdings Inc | 6.515% | 05/22/2018 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| Kindred Healthcare, Inc. | 8.000% | 01/15/2020 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Bombardier, Inc. | 6.125% | 01/15/2023 | 0.1% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| FTS International, Inc. | 6.250% | 05/01/2022 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| CPS Auto Receivables Trust 2017-C | 1.780% | 09/15/2020 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| OneMain Financial Holdings, Inc. | 7.250% | 12/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.1% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| CSMC 2016-MFF | 5.397% | 11/15/2033 | 0.1% |
| CSMC 2016-MFF | 4.397% | 11/15/2033 | 0.1% |
| Capital One Multi-Asset Execution Trust | 2.297% | 03/15/2023 | 0.1% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.1% |
| CSMC 2017-HD Trust | 4.397% | 02/15/2031 | 0.1% |
| CVS Caremark Corp. | 3.700% | 03/09/2023 | 0.1% |
| CSMC 2017-HD Trust | 2.847% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-PFHP | 2.847% | 12/15/2030 | 0.1% |
| Enable Midstream Partners L.P. | 2.400% | 05/15/2019 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C2 | 2.773% | 10/15/2048 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.810% | 09/15/2022 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| CNH Capital LLC | 4.875% | 04/01/2021 | 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 | 2.287% | 10/15/2021 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| BX Trust 2017-SLCT | 3.097% | 07/15/2034 | 0.1% |
| Invitation Homes, Inc. | 3.500% | 02/07/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Gates Global LLC | 6.000% | 07/15/2022 | 0.1% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Rockwell Collins, Inc. | 2.408% | 12/16/2019 | 0.1% |
| Reynolds Group Issuer, Inc. | 5.750% | 10/15/2020 | 0.1% |
| KLX, Inc. | 5.875% | 12/01/2022 | 0.1% |
| Assurant, Inc. | 4.200% | 09/27/2023 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.1% |
| American Realty Capital Properties, Inc. | 3.750% | 12/15/2020 | 0.1% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.266% | 01/15/2048 | 0.1% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| First Investors Auto Owner Trust | 2.000% | 03/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.190% | 06/15/2023 | 0.1% |
| BXP Trust 2017-CQHP | 2.747% | 11/15/2034 | 0.1% |
| Citigroup, Inc. | 4.050% | 07/30/2022 | 0.1% |
| Infor Software Parent LLC / Infor Software Parent | 7.125% | 05/01/2021 | 0.1% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.947% | 12/15/2049 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.1% |
| RAIT 2017-FL8 Trust | 2.747% | 12/15/2037 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| NRG Yield, Inc. | 3.250% | 06/01/2020 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Becton, Dickinson & Co. | 2.944% | 12/29/2020 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.750% | 09/15/2023 | 0.1% |
| Energy Transfer Partners LP | 4.650% | 06/01/2021 | 0.1% |
| Morgan Stanley | 4.875% | 11/01/2022 | 0.1% |
| Exeter Automobile Receivables Trust 2017-3 | 2.050% | 12/15/2021 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 2.667% | 12/15/2034 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Federal National Mortgage Assoc. | 3.675% | 10/01/2036 | 0.1% |
| SCANA Corp. | 6.250% | 04/01/2020 | 0.1% |
| Joseph T Ryerson & Son, Inc. | 11.000% | 05/15/2022 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 4.499% | 10/15/2034 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.922% | 09/15/2048 | 0.1% |
| Toyota Auto Receivables 2016-D Owner Trust | 1.230% | 10/15/2020 | 0.1% |
| BBCMS 2017-GLKS Mortgage Trust | 3.097% | 11/15/2034 | 0.1% |
| FREMF Mortgage Trust | 3.071% | 10/25/2047 | 0.1% |
| Bank of America Corp. | 8.125% | 12/31/2099 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Federal National Mortgage Assoc. | 3.672% | 01/01/2042 | 0.1% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.1% |
| Alliant Holdings Intermediate LLC | 8.250% | 08/01/2023 | 0.1% |
| Fifth Third Auto Trust 2017-1 | 2.030% | 07/15/2024 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Aviation Capital Group Corp. | 3.875% | 05/01/2023 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| Anadarko Petroleum Corp. | 4.850% | 03/15/2021 | 0.1% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.753% | 12/15/2048 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Sempra Energy | 2.209% | 01/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 2.250% | 06/15/2021 | 0.1% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.1% |
| Bank of America Corp. | 2.369% | 07/21/2021 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Apidos CLO X | 3.187% | 10/30/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.1% |
| Dominion Resources, Inc. | 2.500% | 12/01/2019 | 0.1% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| Embraer Overseas Ltd. | 5.696% | 09/16/2023 | 0.1% |
| DDR Corp. | 4.625% | 07/15/2022 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.112% | 03/10/2046 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.1% |
| Federal National Mortgage Assoc. | 2.716% | 12/01/2045 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.968% | 10/15/2034 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Gulfport Energy Corp. | 6.625% | 05/01/2023 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Hilton Orlando Trust 2018-ORL | 3.597% | 12/15/2034 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Newell Rubbermaid, Inc. | 3.150% | 04/01/2021 | 0.0% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.0% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.0% |
| CNH Equipment Trust | 1.660% | 11/16/2020 | 0.0% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.0% |
| SolarCity Corp. | 2.750% | 11/01/2018 | 0.0% |
| Kindred Healthcare, Inc. | 8.750% | 01/15/2023 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| SCANA Corp. | 4.125% | 02/01/2022 | 0.0% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.0% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.0% |
| Permian Resources LLC / AEPB Finance Corp. | 13.000% | 11/30/2020 | 0.0% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.0% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.0% |
| AES Corp. | 4.875% | 05/15/2023 | 0.0% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 3.670% | 04/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Level 3 Parent LLC | 5.750% | 12/01/2022 | 0.0% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.0% |
| Flowserve Corp. | 2.725% | 10/14/2020 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| B&G Foods, Inc. | 4.625% | 06/01/2021 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.845% | 07/15/2034 | 0.0% |
| RP Select Finance Trust | 3.141% | 10/14/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.0% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 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 | 3.684% | 08/25/2045 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| FREMF Mortgage Trust | 3.272% | 04/25/2046 | 0.0% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.0% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.0% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.198% | 10/15/2018 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| National Fuel Gas Co. | 7.395% | 03/30/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.812% | 07/15/2048 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.700% | 07/19/2019 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.0% |
| Healthcare Trust of America Holdings LP | 3.375% | 07/15/2021 | 0.0% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.0% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.0% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.0% |
| Toyota Auto Receivables 2016-A Owner Trust | 1.250% | 03/16/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.0% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Consol Energy, Inc. | 5.875% | 04/15/2022 | 0.0% |
| CIT Group, Inc. | 4.125% | 03/09/2021 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.0% |
| PNM Resources, Inc. | 3.250% | 03/09/2021 | 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% |
| Calfrac Holdings L.P. | 7.500% | 12/01/2020 | 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% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.0% |
| Magellan Midstream Partners L.P. | 6.550% | 07/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.0% |
| Tesoro Logistics L.P. | 6.250% | 10/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 5.647% | 10/15/2033 | 0.0% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 6.247% | 06/15/2029 | 0.0% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.0% |
| Irvine Core Office Trust | 3.279% | 05/15/2048 | 0.0% |
| Eterna Capital Pte Ltd | 6.500% | 12/11/2022 | 0.0% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.0% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 5.750% | 01/24/2022 | 0.0% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.914% | 06/15/2045 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.859% | 11/11/2041 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| Texas Gas Transmission LLC | 4.500% | 02/01/2021 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.0% |
| W.R. Berkley Corp. | 5.375% | 09/15/2020 | 0.0% |
| Eagle Holding Co. II LLC | 7.625% | 05/15/2022 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| GLP Financing, LLC | 3.397% | 04/28/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| StandardAero Aviation Holdings Inc | 10.000% | 07/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.521% | 07/05/2030 | 0.0% |
| Sunoco Logistics Partners L.P. | 3.450% | 01/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| Citigroup, Inc. | 3.056% | 10/27/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.559% | 06/10/2048 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Summit Materials LLC | 6.125% | 07/15/2023 | 0.0% |
| Natixis Commercial Mortgage Securities Trust 2018- | 3.917% | 11/15/2032 | 0.0% |
| The Royal Bank of Scotland Group PLC | 6.125% | 12/15/2022 | 0.0% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.0% |
| Credit Suisse Group AG | 5.400% | 01/14/2020 | 0.0% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.009% | 08/15/2045 | 0.0% |
| AXA Equitable Holdings Inc | 3.900% | 04/20/2023 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 3.650% | 12/15/2021 | 0.0% |
| ONEOK Partners L.P. | 3.200% | 09/15/2018 | 0.0% |
| Ascentium Equipment Receivables 2017-2 Trust | 2.000% | 05/11/2020 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.0% |
| Delta Air Lines 2011-1 Class A Pass Through Trust | 5.300% | 04/15/2019 | 0.0% |
| Consol Energy, Inc. | 8.000% | 04/01/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.479% | 05/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.0% |
| Deck Chassis Acquisition, Inc. | 10.000% | 06/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 02/15/2048 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| ONEOK Partners L.P. | 8.625% | 03/01/2019 | 0.0% |
| Vulcan Materials Co. | 2.570% | 03/01/2021 | 0.0% |
| FREMF Mortgage Trust | 4.649% | 10/25/2030 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.145% | 07/15/2034 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C3 | 3.358% | 11/15/2048 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.171% | 06/05/2032 | 0.0% |
| Federal National Mortgage Assoc. | 2.914% | 06/01/2042 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Public Service Co. of New Mexico | 7.950% | 05/15/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.0% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.0% |
| CVS Caremark Corp. | 3.350% | 03/09/2021 | 0.0% |
| Phillips 66 | 2.606% | 02/26/2021 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.650% | 09/10/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| COMM Mortgage Trust | 0.251% | 09/10/2047 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.646% | 12/01/2040 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Freeport-McMoRan, Inc. | 6.875% | 02/15/2023 | 0.0% |
| Government National Mortgage Association | 1.170% | 12/16/2054 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| DAE Funding LLC | 4.000% | 08/01/2020 | 0.0% |
| Liberty Mutual Group, Inc. | 5.000% | 06/01/2021 | 0.0% |
| General Electric Co. | 5.500% | 01/08/2020 | 0.0% |
| Federal National Mortgage Assoc. | 3.131% | 03/01/2042 | 0.0% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.0% |
| Dollar Tree, Inc. | 3.700% | 05/15/2023 | 0.0% |
| GS Mortgage Securities Trust | 2.141% | 01/10/2045 | 0.0% |
| Caesars Palace Las Vegas Trust 2017-VICI | 0.538% | 10/15/2034 | 0.0% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| E*TRADE Financial Corp. | 2.950% | 08/24/2022 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| GS Mortgage Securities Trust | 0.331% | 11/10/2048 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Newmont Mining Corp. | 3.500% | 03/15/2022 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.220% | 03/21/2022 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Phillips 66 | 2.372% | 04/15/2019 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.0% |
| Motiva Enterprises LLC | 5.750% | 01/15/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.862% | 07/15/2050 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| New Jersey Transp Tr Fnd Auth | 1.758% | 12/15/2018 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 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% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.341% | 11/10/2049 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Northern Natural Gas | 4.250% | 06/01/2021 | 0.0% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.0% |
| Antero Resources Corp. | 5.125% | 12/01/2022 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Pioneer Natural Resources Co. | 3.950% | 07/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| OI European Group BV | 4.000% | 03/15/2023 | 0.0% |
| Bombardier, Inc. | 7.500% | 12/01/2024 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| CVS Caremark Corp. | 3.125% | 03/09/2020 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 3.700% | 03/19/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.0% |
| UTEX Industries | 5.901% | 05/22/2021 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Range Resources Corp. | 5.875% | 07/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.597% | 06/01/2041 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.0% |
| SL Green Realty Corp. | 4.500% | 12/01/2022 | 0.0% |
| BMC Software Finance, Inc. | 8.125% | 07/15/2021 | 0.0% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Newell Rubbermaid, Inc. | 3.850% | 04/01/2023 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 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% |
| Sophia LP / Sophia Finance, Inc. | 9.000% | 09/30/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.0% |
| WFCG Commercial Mortgage Trust | 3.019% | 11/15/2029 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| National Fuel Gas Co. | 4.900% | 12/01/2021 | 0.0% |
| Sterigenics-Nordion Topco LLC | 8.125% | 11/01/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.550% | 02/18/2020 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| South Carolina Electric & Gas Co. | 6.500% | 11/01/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.875% | 02/15/2021 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| Glencore Funding LLC | 2.500% | 01/15/2019 | 0.0% |
| Eversource Energy | 1.450% | 05/01/2018 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.129% | 10/01/2043 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 02/15/2022 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Morgan Stanley | 2.800% | 06/16/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| HD Supply, Inc. | 5.750% | 04/15/2024 | 0.0% |
| Xerox Corp. | 5.625% | 12/15/2019 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| Martin Marietta Materials, Inc. | 2.096% | 05/22/2020 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.747% | 10/15/2033 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 3.400% | 06/15/2048 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.932% | 12/10/2054 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Westlake Automobile Receivables Trust 2016-2 | 2.830% | 05/17/2021 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| BBCMS 2017-GLKS Mortgage Trust | 3.297% | 11/15/2034 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 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% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| Palisades Center Trust | 2.713% | 04/13/2033 | 0.0% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.0% |
| Kinder Morgan, Inc. | 6.500% | 09/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 2.835% | 10/01/2045 | 0.0% |
| SolarCity Corp. | 1.625% | 11/01/2019 | 0.0% |
| H/2 Asset Funding Ltd. | 3.547% | 06/24/2049 | 0.0% |
| Federal-Mogul Corporation | 5.650% | 04/15/2021 | 0.0% |
| Senior Housing Properties Trust | 3.250% | 05/01/2019 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Seven Generations Energy Ltd. | 6.750% | 05/01/2023 | 0.0% |
| Federal National Mortgage Assoc. | 2.689% | 12/01/2045 | 0.0% |
| Teva Pharmaceutical Finance Co. B.V. | 3.650% | 11/10/2021 | 0.0% |
| Anadarko Petroleum Corp. | 8.700% | 03/15/2019 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| VeriSign, Inc. | 4.625% | 05/01/2023 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.577% | 06/01/2042 | 0.0% |
| Mattel, Inc. | 2.350% | 08/15/2021 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.0% |
| National Fuel Gas Co. | 3.750% | 03/01/2023 | 0.0% |
| Anadarko Petroleum Corp. | 6.950% | 06/15/2019 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| Boardwalk Pipelines L.P. | 5.750% | 09/15/2019 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Kindred Healthcare, Inc. | 6.375% | 04/15/2022 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.125% | 10/15/2020 | 0.0% |
| Newell Rubbermaid, Inc. | 2.875% | 12/01/2019 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 2.650% | 02/01/2019 | 0.0% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.0% |
| Xerox Corp. | 3.625% | 03/15/2023 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.0% |
| Cox Communications, Inc. | 2.950% | 06/30/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| Fresenius Medical Care US Finance, Inc. | 5.750% | 02/15/2021 | 0.0% |
| Spectrum Brands, Inc. | 6.625% | 11/15/2022 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| Hub International Ltd. | 7.875% | 10/01/2021 | 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% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| UTEX Industries | 9.151% | 05/22/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 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% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 08/01/2018 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 2.547% | 01/20/2022 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.567% | 08/10/2049 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Texas Eastern Transmission L.P. | 2.800% | 10/15/2022 | 0.0% |
| Doncasters US Finance LLC (Doncasters US LLC) | 10.552% | 10/09/2020 | 0.0% |
| Anadarko Holding Co. | 7.050% | 05/15/2018 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 3.750% | 12/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| Analog Devices, Inc. | 2.850% | 03/12/2020 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Commercial Mortgage Loan Trust | 6.263% | 12/10/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.585% | 06/15/2045 | 0.0% |
| COMM Mortgage Trust | 0.888% | 07/10/2050 | 0.0% |
| M/I Homes, Inc. | 6.750% | 01/15/2021 | 0.0% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| CNO Financial Group, Inc. | 4.500% | 05/30/2020 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Dun & Bradstreet Corp. | 4.250% | 06/15/2020 | 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% |
| Federal National Mortgage Assoc. | 3.577% | 12/01/2040 | 0.0% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.0% |
| Harris Corp. | 1.500% | 05/29/2018 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Government National Mortgage Association | 0.600% | 03/16/2056 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| WMG Acquisition Corp. | 5.625% | 04/15/2022 | 0.0% |
| Beam Suntory, Inc. | 1.750% | 06/15/2018 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Federal National Mortgage Assoc. | 3.562% | 12/01/2040 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Symantec Corp | 2.817% | 08/01/2019 | 0.0% |
| Conn's Receivables Funding 2017-A LLC | 2.730% | 07/15/2019 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 3.561% | 10/01/2040 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Palisades Center Trust | 1.106% | 05/13/2018 | 0.0% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.000% | 07/15/2027 | 0.0% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) JUN18 | 0.000% | 07/05/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 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.