Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| GoldenTree Loan Opportunities IX Ltd | 2.540% | 10/29/2026 | 1.0% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.8% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.7% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.6% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Apidos CLO X | 2.590% | 10/30/2022 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.924% | 10/18/2027 | 0.5% |
| BlueMountain CLO Ltd. | 2.550% | 11/30/2026 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| U.S. Treasury Note/Bond | 1.250% | 04/30/2019 | 1.0% |
| GoldenTree Loan Opportunities IX Ltd | 2.540% | 10/29/2026 | 0.9% |
| HBOS plc | 6.750% | 05/21/2018 | 0.8% |
| CNOOC Finance 2013 Ltd | 1.750% | 05/09/2018 | 0.7% |
| Ford Motor Credit Co. LLC | 6.625% | 08/15/2017 | 0.7% |
| Bank of America Corp. | 5.490% | 03/15/2019 | 0.6% |
| Synchrony Credit Card Master Note Trust 2016-1 | 2.040% | 03/15/2022 | 0.6% |
| Apidos CLO X | 2.590% | 10/30/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 02/01/2021 | 0.5% |
| Oaktree EIF I Series A1 Ltd. | 2.778% | 10/18/2027 | 0.5% |
| Ammc Clo 19 Ltd. | 2.658% | 10/15/2028 | 0.5% |
| Mountain Hawk III CLO Ltd. | 2.356% | 04/18/2025 | 0.5% |
| Compass Bank | 1.850% | 09/29/2017 | 0.5% |
| BlueMountain CLO Ltd. | 2.550% | 11/30/2026 | 0.5% |
| Tryon Park CLO Ltd. | 2.278% | 07/15/2025 | 0.5% |
| Mountain Hawk II CLO Ltd. | 2.316% | 07/22/2024 | 0.5% |
| Credit Suisse Group AG | 1.700% | 04/27/2018 | 0.5% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.5% |
| AmeriCredit Automobile Receivables Trust 2014-3 | 1.920% | 11/08/2019 | 0.5% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.4% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Barclays Dryrock Issuance Trust 2017-1 | 1.489% | 03/15/2023 | 0.4% |
| Mack-Cali Realty L.P. | 2.500% | 12/15/2017 | 0.4% |
| NXP BV / NXP Funding LLC | 5.750% | 03/15/2023 | 0.4% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.538% | 05/15/2023 | 0.4% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.4% |
| Nexteer Automotive Group Ltd. | 5.875% | 11/15/2021 | 0.4% |
| Commercial Mortgage Pass Through Certificates | 3.922% | 10/15/2045 | 0.4% |
| UBS Group Funding Switzerland AG | 2.950% | 09/24/2020 | 0.4% |
| Intesa Sanpaolo SpA | 3.875% | 01/16/2018 | 0.4% |
| Baidu, Inc. | 3.250% | 08/06/2018 | 0.4% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.4% |
| Origin Energy Finance Ltd. | 3.500% | 10/09/2018 | 0.4% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.4% |
| California Republic Auto Receivables Trust 2015-4 | 2.580% | 06/15/2021 | 0.4% |
| CNOOC Finance 2015 Australia Pty Ltd | 2.625% | 05/05/2020 | 0.4% |
| Banco de Credito del Peru | 2.250% | 10/25/2019 | 0.4% |
| Enel Finance International N.V. | 2.875% | 05/25/2022 | 0.4% |
| Eversource Energy | 2.500% | 03/15/2021 | 0.4% |
| Volkswagen International Finance NV | 1.600% | 11/20/2017 | 0.4% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.4% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.4% |
| Avis Budget Rental Car Funding | 2.100% | 03/20/2019 | 0.4% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.4% |
| Bank of America Corp. | 7.625% | 06/01/2019 | 0.3% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.3% |
| Glencore Finance Canada Ltd. | 2.700% | 10/25/2017 | 0.3% |
| Readycap Mortgage Trust | 2.940% | 11/20/2038 | 0.3% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 05/15/2024 | 0.3% |
| Ally Master Owner Trust | 1.630% | 05/15/2020 | 0.3% |
| Santander UK Group Holdings plc | 3.125% | 01/08/2021 | 0.3% |
| JPMorgan Securities, Inc. | 7.250% | 02/01/2018 | 0.3% |
| FirstEnergy Corp. | 1.750% | 12/06/2021 | 0.3% |
| Jefferies Group LLC | 8.500% | 07/15/2019 | 0.3% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.3% |
| Seminole Tribe of Florida | 3.476% | 04/29/2020 | 0.3% |
| Federal Home Loan Banks | 1.125% | 04/25/2018 | 0.3% |
| European Investment Bank | 1.000% | 03/15/2018 | 0.3% |
| EPR Properties | 7.750% | 07/15/2020 | 0.3% |
| Macquarie Bank Ltd. | 1.797% | 10/27/2017 | 0.3% |
| World Financial Network Credit Card Master Trust | 2.120% | 03/15/2024 | 0.3% |
| Chase Issuance Trust | 1.580% | 08/16/2021 | 0.3% |
| FREMF 2012-K707 Mortgage Trust | 4.019% | 01/25/2047 | 0.3% |
| Discover Card Execution Note Trust | 1.900% | 10/17/2022 | 0.3% |
| Chase Issuance Trust | 1.360% | 04/15/2020 | 0.3% |
| Prima Capital CRE Securitization 2016-VI Ltd | 2.850% | 08/25/2040 | 0.3% |
| Synchrony Credit Card Master Note Trust 2017-1 | 1.930% | 06/15/2023 | 0.3% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.3% |
| Macquarie Bank Ltd. | 2.338% | 01/15/2019 | 0.3% |
| Chicago Skyscraper Trust 2017 SKY | 1.959% | 02/15/2030 | 0.3% |
| BBCMS Trust | 3.708% | 09/05/2032 | 0.3% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.3% |
| Gulf South Pipeline Co L.P. | 6.300% | 08/15/2017 | 0.3% |
| Santander Drive Auto Receivables Trust | 3.240% | 04/15/2021 | 0.3% |
| Goldman Sachs Group, Inc. | 5.375% | 03/15/2020 | 0.2% |
| Dell International LLC / EMC Corp | 3.480% | 06/01/2019 | 0.2% |
| Dell International LLC / EMC Corp | 4.420% | 06/15/2021 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| Flagship Credit Auto Trust | 1.980% | 10/15/2020 | 0.2% |
| Dell International LLC | 3.480% | 06/02/2021 | 0.2% |
| Mylan, Inc. | 2.550% | 03/28/2019 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.945% | 08/15/2049 | 0.2% |
| COMM Mortgage Trust | 1.873% | 04/12/2035 | 0.2% |
| Rockwell Collins, Inc. | 2.408% | 12/19/2019 | 0.2% |
| Westrock Co. | 1.125% | 07/01/2020 | 0.2% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| EnCana Corp. | 6.500% | 05/15/2019 | 0.2% |
| Wells Fargo & Co. | 3.069% | 01/24/2023 | 0.2% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.2% |
| Ford Motor Credit Co. LLC | 8.125% | 01/15/2020 | 0.2% |
| GS Mortgage Securities Trust | 5.566% | 08/10/2044 | 0.2% |
| Columbia Pipeline Group, Inc. | 2.450% | 06/01/2018 | 0.2% |
| A10 Bridge Asset Financing LLC | 0.000% | 05/15/2036 | 0.2% |
| Goldman Sachs Group, Inc. | 5.250% | 07/27/2021 | 0.2% |
| Petroleos Mexicanos | 5.750% | 03/01/2018 | 0.2% |
| Analog Devices, Inc | 2.403% | 09/23/2019 | 0.2% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.977% | 01/15/2049 | 0.2% |
| Oklahoma Gas and Electric | 8.250% | 01/15/2019 | 0.2% |
| International Lease Finance Corp. | 6.250% | 05/15/2019 | 0.2% |
| Petroleos Mexicanos | 5.500% | 02/04/2019 | 0.2% |
| Concho Resources, Inc. | 5.500% | 10/01/2022 | 0.2% |
| Tyco Intl Fin S.A. | 1.500% | 03/02/2020 | 0.2% |
| KazMunayGas National Co. | 9.125% | 07/02/2018 | 0.2% |
| Morgan Stanley | 7.300% | 05/13/2019 | 0.2% |
| Morgan Stanley Capital I Trust | 5.213% | 03/15/2045 | 0.2% |
| LSTAR Commercial Mortgage | 4.500% | 03/10/2050 | 0.2% |
| Qatar Government International Bond | 5.250% | 01/20/2020 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 5.785% | 11/15/2043 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 0.784% | 08/10/2029 | 0.2% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.2% |
| FREMF Mortgage Trust | 3.944% | 06/25/2047 | 0.2% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.2% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 1.720% | 10/15/2034 | 0.2% |
| ENI SpA | 4.150% | 10/01/2020 | 0.2% |
| American Tower Corp. | 1.250% | 01/31/2022 | 0.2% |
| DBUBS Mortgage Trust | 5.727% | 07/10/2044 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| Sirius XM Radio, Inc. | 5.250% | 08/15/2022 | 0.2% |
| Viterra, Inc. | 5.950% | 08/01/2020 | 0.2% |
| Morgan Stanley Capital I Trust | 3.469% | 08/11/2033 | 0.2% |
| GS Mortgage Securities Corp Trust 2016-RENT | 4.202% | 02/10/2029 | 0.2% |
| Aventura Mall Trust | 3.867% | 12/05/2032 | 0.2% |
| Hudsons Bay Simon JV Trust | 3.914% | 08/05/2034 | 0.2% |
| American Credit Acceptance Receivables Trust 2015- | 4.840% | 10/12/2021 | 0.2% |
| Federal Home Loan Mortgage Corp. | 0.875% | 03/07/2018 | 0.2% |
| Buckeye Partners L.P. | 2.650% | 11/15/2018 | 0.2% |
| General Motors Financial Co., Inc. | 3.150% | 06/30/2022 | 0.2% |
| Kilroy Realty L.P. | 6.625% | 06/01/2020 | 0.2% |
| Compass Bank | 6.400% | 10/01/2017 | 0.2% |
| VNO Mortgage Trust | 2.996% | 11/15/2030 | 0.2% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.2% |
| Barclays Bank plc | 6.050% | 12/04/2017 | 0.2% |
| West Penn Power Co. | 5.950% | 12/15/2017 | 0.2% |
| Great Wolf Trust | 5.444% | 05/15/2034 | 0.2% |
| National Financial Partners Corp. | 9.000% | 07/15/2021 | 0.2% |
| Rite Aid Corp. | 6.750% | 06/15/2021 | 0.2% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.2% |
| AmeriCredit Automobile Receivables Trust | 3.740% | 12/08/2020 | 0.2% |
| Synchrony Credit Card Master Note Trust 2016-2 | 2.550% | 05/15/2024 | 0.2% |
| GS Mortgage Securities Corp. II | 2.613% | 02/10/2046 | 0.2% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.2% |
| Discover Card Execution Note Trust | 2.190% | 04/17/2023 | 0.2% |
| LSTAR Commercial Mortgage | 2.776% | 03/10/2050 | 0.2% |
| PFP 2017-3 Ltd. | 4.672% | 01/14/2035 | 0.2% |
| Hospitality Mortgage Trust | 4.639% | 05/08/2030 | 0.2% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.2% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 3.659% | 06/15/2029 | 0.2% |
| Discover Card Execution Note Trust | 1.699% | 09/15/2021 | 0.2% |
| Synchrony Financial | 1.875% | 08/15/2017 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 4.509% | 09/10/2031 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 2.300% | 10/15/2034 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| PFP 2017-3 Ltd. | 2.922% | 01/14/2035 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.380% | 10/15/2020 | 0.2% |
| Hospitality Mortgage Trust | 3.239% | 05/08/2030 | 0.2% |
| COMM Mortgage Trust | 3.739% | 06/08/2030 | 0.2% |
| Motel 6 Trust | 4.532% | 02/05/2030 | 0.2% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 3.302% | 05/10/2034 | 0.2% |
| Chicago Skyscraper Trust 2017 SKY | 2.409% | 02/15/2030 | 0.2% |
| GS Mortgage Securites Corp. Trust | 2.318% | 01/10/2030 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.2% |
| COMM Mortgage Trust | 4.839% | 06/08/2030 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.540% | 04/18/2022 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.008% | 01/12/2030 | 0.2% |
| Bancorp Commercial Mortgage 2016-CRE1 Trust | 2.589% | 11/15/2033 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 3.739% | 03/15/2027 | 0.2% |
| PFP 2017-3 Ltd. | 2.222% | 01/14/2035 | 0.2% |
| Dell Equipment Finance Trust | 2.140% | 04/22/2022 | 0.2% |
| LSTAR Commercial Mortgage | 2.417% | 03/10/2050 | 0.2% |
| Sofi Professional Loan Program 2017-C LLC | 1.750% | 07/25/2040 | 0.2% |
| Westlake Automobile Receivables Trust 2017-1 | 2.300% | 10/17/2022 | 0.2% |
| Dell Equipment Finance Trust | 1.860% | 06/24/2019 | 0.2% |
| GS Mortgage Securities Trust | 3.557% | 04/10/2031 | 0.2% |
| Dell Equipment Finance Trust | 1.650% | 07/22/2021 | 0.2% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.2% |
| Dell Equipment Finance Trust | 2.030% | 07/22/2021 | 0.2% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.2% |
| Leaf Receivables Funding 12 LLC | 2.070% | 08/15/2020 | 0.2% |
| Engs Commercial Finance Trust | 2.630% | 02/22/2022 | 0.2% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.2% |
| Greystone Commercial Real Estate Notes 2017-FL1 Lt | 2.539% | 03/15/2027 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.259% | 09/15/2027 | 0.2% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.2% |
| COMM 2016-GCT Mortgage Trust | 3.577% | 08/10/2029 | 0.2% |
| CSMC Trust | 2.959% | 09/15/2038 | 0.2% |
| LMREC 2015-CRE, Inc. | 2.966% | 02/22/2032 | 0.2% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-SMPL | 2.228% | 09/10/2031 | 0.2% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.2% |
| Regency Energy Partners L.P. | 5.500% | 04/15/2023 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| International Lease Finance Corp. | 8.250% | 12/15/2020 | 0.2% |
| BB-UBS Trust | 3.584% | 06/05/2030 | 0.2% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.608% | 11/15/2049 | 0.2% |
| OneMain Financial Issuance Trust | 2.570% | 07/18/2025 | 0.2% |
| Clear Channel Worldwide Holdings, Inc. | 7.625% | 03/15/2020 | 0.2% |
| CGGS Commercial Mortgage Trust 2016-RND | 4.387% | 02/10/2033 | 0.2% |
| Synovus Financial Corp. | 7.875% | 02/15/2019 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| Florida Gas Transmission Co., LLC | 5.450% | 07/15/2020 | 0.2% |
| Kinder Morgan Finance Co. LLC | 6.000% | 01/15/2018 | 0.2% |
| Ingram Micro, Inc. | 5.250% | 09/01/2017 | 0.2% |
| Citigroup, Inc. | 2.116% | 04/25/2022 | 0.2% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.2% |
| Government National Mortgage Association | 2.750% | 04/16/2058 | 0.2% |
| Telefonica Emisiones SAU | 6.221% | 07/03/2017 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.2% |
| Packaging Corp. of America | 6.500% | 03/15/2018 | 0.2% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.2% |
| Mylan, Inc. | 2.600% | 06/24/2018 | 0.2% |
| Government National Mortgage Association | 2.750% | 01/16/2057 | 0.2% |
| Seminole Tribe | 3.250% | 06/26/2024 | 0.2% |
| General Motors Financial Co., Inc. | 3.200% | 07/13/2020 | 0.2% |
| General Motors Financial Co., Inc. | 4.375% | 09/25/2021 | 0.2% |
| Bank of America Corp. | 6.875% | 04/25/2018 | 0.2% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.2% |
| PVH Corp (Phillips-Van Heusen) | 1.750% | 05/19/2021 | 0.2% |
| American Realty Capital Properties, Inc. | 3.000% | 08/01/2018 | 0.2% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.2% |
| Micron Technology, Inc. | 7.500% | 09/15/2023 | 0.2% |
| LSTAR Commercial Mortgage Trust 2016-4 | 2.106% | 03/10/2049 | 0.2% |
| Kinder Morgan Energy Partners L.P. | 6.500% | 04/01/2020 | 0.2% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.2% |
| Macquarie Group Ltd. | 6.000% | 01/14/2020 | 0.2% |
| Kinder Morgan, Inc. | 7.250% | 06/01/2018 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.2% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 1.930% | 06/15/2022 | 0.2% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.2% |
| General Motors Financial Co., Inc. | 3.100% | 01/15/2019 | 0.2% |
| DCP Midstream Operating L.P. | 9.750% | 03/15/2019 | 0.2% |
| Dominion Resources, Inc. | 4.104% | 04/01/2021 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.198% | 10/15/2018 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| Cox Communications, Inc. | 9.375% | 01/15/2019 | 0.1% |
| Lazard Group LLC | 4.250% | 11/14/2020 | 0.1% |
| Noble Energy, Inc. | 8.250% | 03/01/2019 | 0.1% |
| ITC Holdings Corp. | 6.050% | 01/31/2018 | 0.1% |
| CD 2017-CD3 Mortgage Trust | 1.199% | 02/10/2050 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.110% | 03/15/2019 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Palisades Center Trust | 4.737% | 04/13/2033 | 0.1% |
| Prima Capital CRE Securitization Ltd. | 2.550% | 08/24/2049 | 0.1% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.1% |
| FREMF Mortgage Trust | 3.872% | 04/25/2045 | 0.1% |
| Western Union Co. | 3.350% | 05/22/2019 | 0.1% |
| Blue Cube Spinco, Inc. | 9.750% | 10/15/2023 | 0.1% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.136% | 08/15/2049 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 2.700% | 04/01/2020 | 0.1% |
| PPL Capital Funding, Inc. | 1.900% | 06/01/2018 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 2.850% | 12/10/2045 | 0.1% |
| Weatherford International Ltd. Bermuda | 9.625% | 03/01/2019 | 0.1% |
| Welltower, Inc. | 2.250% | 03/15/2018 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| eBay, Inc. | 1.650% | 08/01/2019 | 0.1% |
| Medtronic,Inc. | 0.875% | 01/26/2018 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.609% | 02/15/2022 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| Enbridge Energy Partners L.P. | 6.500% | 04/15/2018 | 0.1% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.1% |
| Conn Funding II L.P. | 2.730% | 05/15/2020 | 0.1% |
| Compass Bank | 5.500% | 04/01/2020 | 0.1% |
| Burlington Coat Factory Warehouse Corp. | 3.960% | 08/13/2021 | 0.1% |
| Hyundai Capital America | 1.750% | 09/27/2019 | 0.1% |
| Navient Corp. | 4.875% | 06/17/2019 | 0.1% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Citigroup, Inc. | 2.900% | 12/08/2021 | 0.1% |
| APX Group, Inc. | 8.750% | 12/01/2020 | 0.1% |
| MMAF Equipment Finance LLC | 1.390% | 12/17/2018 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.250% | 09/30/2019 | 0.1% |
| Dun & Bradstreet Corp. | 3.500% | 12/01/2017 | 0.1% |
| MSCG Trust | 3.460% | 11/15/2034 | 0.1% |
| Goldman Sachs Group, Inc. | 2.600% | 12/27/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.950% | 02/15/2018 | 0.1% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.1% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.609% | 10/15/2033 | 0.1% |
| Panhandle Eastern Pipeline Co., L.P. | 7.000% | 06/15/2018 | 0.1% |
| OSCAR US Funding Trust V | 2.310% | 11/15/2019 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.394% | 06/15/2044 | 0.1% |
| SM Energy Co. | 6.500% | 11/15/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.908% | 06/05/2023 | 0.1% |
| Energy Transfer Partners L.P. | 9.000% | 04/15/2019 | 0.1% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.1% |
| Government National Mortgage Association | 2.500% | 10/15/2051 | 0.1% |
| Capital Auto Receivables Asset Trust | 2.670% | 02/20/2019 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| International Lease Finance Corp. | 7.125% | 09/01/2018 | 0.1% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 2.300% | 12/13/2019 | 0.1% |
| Time Warner Cable LLC | 8.250% | 04/01/2019 | 0.1% |
| Goldman Sachs Group, Inc. | 2.277% | 04/26/2022 | 0.1% |
| Ford Credit Auto Owner Trust | 1.040% | 09/15/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Honda Auto Receivables Trust | 1.040% | 04/18/2019 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| Expedia, Inc. | 7.456% | 08/15/2018 | 0.1% |
| Cox Communications, Inc. | 6.250% | 06/01/2018 | 0.1% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.1% |
| D.R. Horton, Inc. | 3.750% | 03/01/2019 | 0.1% |
| Citigroup, Inc. | 2.450% | 01/10/2020 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| Bass Pro Group | 4.367% | 06/05/2020 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| First Data Corp. | 7.000% | 12/01/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 7.500% | 02/15/2019 | 0.1% |
| Flagship Credit Auto Trust | 3.050% | 08/16/2021 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.1% |
| Hudsons Bay Simon JV Trust | 1.417% | 08/05/2034 | 0.1% |
| Government National Mortgage Association | 2.750% | 06/16/2058 | 0.1% |
| Harris Corp. | 1.999% | 04/27/2018 | 0.1% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.1% |
| Morgan Stanley | 2.336% | 01/20/2022 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.1% |
| Brookfield Residential Properties, Inc. | 6.500% | 12/15/2020 | 0.1% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 2.240% | 10/15/2021 | 0.1% |
| Boxer Parent Co., Inc. | 9.000% | 10/15/2019 | 0.1% |
| CBRE Services, Inc. | 5.000% | 03/15/2023 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 5.800% | 03/01/2021 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.117% | 10/15/2030 | 0.1% |
| DPx Holdings B.V. | 7.500% | 02/01/2022 | 0.1% |
| Boardwalk Pipelines L.P. | 5.200% | 06/01/2018 | 0.1% |
| Bank of America Corp. | 6.000% | 09/01/2017 | 0.1% |
| Morgan Stanley | 1.982% | 02/14/2020 | 0.1% |
| SESI LLC | 6.375% | 05/01/2019 | 0.1% |
| Santander UK Group Holdings plc | 2.875% | 10/16/2020 | 0.1% |
| Government National Mortgage Association | 2.500% | 02/16/2057 | 0.1% |
| Synchrony Credit Card Master Note Trust 2015-2 | 1.600% | 04/15/2021 | 0.1% |
| Hyatt Hotels Corp. | 6.875% | 08/15/2019 | 0.1% |
| British Sky Broadcasting Ltd. | 9.500% | 11/15/2018 | 0.1% |
| General Motors Financial Co., Inc. | 2.400% | 05/09/2019 | 0.1% |
| Newfield Exploration Co. | 5.750% | 01/30/2022 | 0.1% |
| Exelon Generation Co. LLC | 2.950% | 01/15/2020 | 0.1% |
| VML US Finance LLC | 2.400% | 05/31/2022 | 0.1% |
| Celanese Corporation Class A | 1.750% | 07/15/2021 | 0.1% |
| Buckeye Partners L.P. | 5.500% | 08/15/2019 | 0.1% |
| Life Technologies Corp. | 5.000% | 01/15/2021 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 1.304% | 01/15/2048 | 0.1% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 3.185% | 03/10/2046 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Chicago Skyscraper Trust 2017 SKY | 2.712% | 02/15/2030 | 0.1% |
| Credit Suisse First Boston Mortgage Securities Cor | 5.466% | 05/15/2023 | 0.1% |
| Forest Laboratories LLC | 4.375% | 02/01/2019 | 0.1% |
| Pentair Finance SA | 1.875% | 09/15/2017 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 10/01/2036 | 0.1% |
| Drive Auto Receivables Trust | 2.610% | 08/16/2021 | 0.1% |
| Cytec Industries, Inc. | 8.950% | 07/01/2017 | 0.1% |
| Marathon Oil Corp. | 5.900% | 03/15/2018 | 0.1% |
| Intelsat Jackson Holdings SA | 7.250% | 10/15/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.029% | 03/15/2045 | 0.1% |
| Bank of America Corp. | 5.650% | 05/01/2018 | 0.1% |
| Digital Realty Trust L.P. | 5.875% | 02/01/2020 | 0.1% |
| HCP, Inc. | 3.750% | 02/01/2019 | 0.1% |
| Enbridge Energy Partners L.P. | 9.875% | 03/01/2019 | 0.1% |
| Illinois, IL | 5.163% | 02/01/2018 | 0.1% |
| National City Corp. | 6.875% | 05/15/2019 | 0.1% |
| First Industrial L.P. | 7.500% | 12/01/2017 | 0.1% |
| Energy Future Intermediat | 4.219% | 06/23/2018 | 0.1% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| Select Income REIT | 2.850% | 02/01/2018 | 0.1% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.1% |
| Citigroup, Inc. | 8.500% | 05/22/2019 | 0.1% |
| Commercial Mortgage Loan Trust | 6.335% | 12/10/2049 | 0.1% |
| CSMC 2016-MFF | 4.659% | 11/15/2033 | 0.1% |
| Avolon TLB Borrower 1 LUX SA RL | 3.962% | 03/21/2022 | 0.1% |
| Range Resources Corp. | 5.750% | 06/01/2021 | 0.1% |
| CSMC 2017-HD Trust | 3.659% | 02/15/2031 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.559% | 03/15/2023 | 0.1% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.1% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.915% | 06/11/2050 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.962% | 10/05/2028 | 0.1% |
| CSMC 2016-MFF | 3.659% | 11/15/2033 | 0.1% |
| CSMC 2017-HD Trust | 2.109% | 02/15/2031 | 0.1% |
| CSMC Trust 2017-LSTK | 3.442% | 04/05/2033 | 0.1% |
| Macquarie Bank Ltd. | 1.600% | 10/27/2017 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 1.420% | 01/15/2020 | 0.1% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.1% |
| Jersey Central Power & Light Co. | 7.350% | 02/01/2019 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.030% | 02/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Nortel Networks Ltd. | 0.000% | 07/15/2016 | 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% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| N/A | 2.750% | 05/16/2059 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 1.390% | 11/15/2019 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.460% | 05/10/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.959% | 12/15/2049 | 0.1% |
| Florida Gas Transmission Co., LLC | 7.900% | 05/15/2019 | 0.1% |
| Westlake Chemical Corp. | 4.625% | 02/15/2021 | 0.1% |
| Teva Pharmaceutical Finance Netherlands III BV | 2.200% | 07/21/2021 | 0.1% |
| BA Credit Card Trust | 1.549% | 10/15/2021 | 0.1% |
| Bank of America Corp. | 5.625% | 07/01/2020 | 0.1% |
| Energy Transfer Partners L.P. | 9.700% | 03/15/2019 | 0.1% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.1% |
| Bluescope Steel Ltd. / Bluescope Steel Finance | 6.500% | 05/15/2021 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Noble Energy, Inc. | 5.625% | 05/01/2021 | 0.1% |
| Columbia Pipeline Group, Inc. | 3.300% | 06/01/2020 | 0.1% |
| General Motors Financial Co., Inc. | 3.200% | 07/06/2021 | 0.1% |
| AMC Entertainment Holdings, Inc. | 5.875% | 02/15/2022 | 0.1% |
| Commonwealth Bank of Australia | 1.375% | 09/06/2018 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 01/01/2042 | 0.1% |
| Windstream Corp. | 7.750% | 10/01/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 0.947% | 09/15/2048 | 0.1% |
| DDR Corp. | 7.875% | 09/01/2020 | 0.1% |
| Charter Communications Operating, LLC (aka CCO Saf | 3.230% | 07/01/2020 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Navient Corp. | 5.500% | 01/15/2019 | 0.1% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.1% |
| Navient Corp. | 5.000% | 10/26/2020 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 01/15/2022 | 0.1% |
| Synchrony Credit Card Master Note Trust 2017-1 | 2.190% | 06/15/2023 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2045 | 0.1% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.375% | 01/15/2020 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 0.406% | 09/13/2031 | 0.1% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.1% |
| ARC Properties Operating Partnership L.P. | 4.125% | 06/01/2021 | 0.1% |
| Glencore Finance Canada Ltd. | 4.950% | 11/15/2021 | 0.1% |
| Americold LLC Trust | 3.847% | 01/14/2029 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.520% | 03/15/2019 | 0.1% |
| Buckeye Partners L.P. | 6.050% | 01/15/2018 | 0.1% |
| UBS-Barclays Commercial Mortgage Trust | 1.148% | 03/10/2046 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2015-SBC2 | 3.804% | 06/25/2055 | 0.1% |
| Federal National Mortgage Assoc. | 1.076% | 04/01/2040 | 0.1% |
| Energy Transfer Partners L.P. | 4.650% | 06/01/2021 | 0.1% |
| Weyerhaeuser Co. | 6.950% | 08/01/2017 | 0.1% |
| Exelon Generation Co. LLC | 3.400% | 03/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.770% | 10/15/2020 | 0.1% |
| Canadian Natural Resources Ltd. | 2.950% | 01/15/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| Mylan, Inc. | 3.000% | 12/15/2018 | 0.1% |
| Goldcorp, Inc. | 3.625% | 06/09/2021 | 0.1% |
| First Investors Auto Owner Trust 2017-1 | 1.690% | 04/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 2.200% | 05/15/2020 | 0.1% |
| Flowserve Corp. | 1.500% | 08/20/2017 | 0.1% |
| Morgan Stanley Capital I Trust 2017-PRME | 4.559% | 02/15/2034 | 0.1% |
| Puget Energy, Inc. | 6.000% | 09/01/2021 | 0.1% |
| Fresenius Medical Care AG | 0.000% | 10/30/2017 | 0.1% |
| Rockies Express Pipeline LLC | 6.000% | 01/15/2019 | 0.1% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.1% |
| FREMF Mortgage Trust | 3.072% | 10/25/2047 | 0.1% |
| CSMC 2017-HD Trust | 1.935% | 02/15/2031 | 0.1% |
| Wells Fargo & Co. | 2.112% | 02/11/2022 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 1.510% | 05/18/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 4.755% | 12/15/2048 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Santander UK plc | 2.500% | 03/14/2019 | 0.1% |
| CSMC Trust | 0.697% | 09/15/2037 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.400% | 05/18/2022 | 0.1% |
| Dominion Resources, Inc. | 2.962% | 07/01/2019 | 0.1% |
| Cenovus Energy, Inc. | 5.700% | 10/15/2019 | 0.1% |
| Oneok Partners, L.P. | 2.450% | 01/08/2019 | 0.1% |
| National Oilwell Varco, Inc. | 2.600% | 12/01/2022 | 0.1% |
| COMM Mortgage Trust | 5.540% | 03/10/2039 | 0.1% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.1% |
| Citibank Credit Card Issuance Trust | 2.880% | 01/23/2023 | 0.1% |
| Eclipse Resources Corp. | 8.875% | 07/15/2023 | 0.1% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.1% |
| Capital One Financial Corp. | 6.750% | 09/15/2017 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| Hyundai Capital America | 2.875% | 08/09/2018 | 0.1% |
| CIT Group, Inc. | 5.500% | 02/15/2019 | 0.1% |
| GS Mortgage Securities Trust | 4.766% | 11/10/2029 | 0.1% |
| Citigroup Commercial Mortgage Trust | 5.866% | 12/10/2049 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 1.375% | 05/29/2019 | 0.1% |
| William Lyon Homes, Inc. | 7.000% | 08/15/2022 | 0.1% |
| Ford Credit Auto Lease Trust | 1.710% | 04/15/2019 | 0.1% |
| Fairmount Minerals | 0.000% | 09/05/2019 | 0.1% |
| Cox Communications, Inc. | 3.250% | 12/15/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 0.839% | 07/15/2048 | 0.1% |
| Nissan Master Owner Trust Receivables | 1.540% | 06/15/2021 | 0.1% |
| Hiland Partners L.P. / Hiland Partners Finance Cor | 5.500% | 05/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 3.720% | 10/17/2022 | 0.1% |
| Core Industrial Trust | 0.939% | 02/10/2034 | 0.1% |
| TCF Auto Receivables Owner Trust | 1.960% | 11/16/2020 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.500% | 08/17/2020 | 0.1% |
| FairPoint Communications, Inc. | 8.750% | 08/15/2019 | 0.1% |
| Kinder Morgan Energy Partners L.P. | 6.850% | 02/15/2020 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 7.375% | 05/01/2022 | 0.1% |
| Nationslink Funding Corp. | 6.450% | 01/22/2026 | 0.1% |
| Petroleos Mexicanos | 8.000% | 05/03/2019 | 0.1% |
| MSCG Trust | 4.181% | 11/15/2034 | 0.1% |
| First Data Corp. | 5.750% | 01/15/2024 | 0.1% |
| Rice Energy, Inc. | 7.250% | 05/01/2023 | 0.1% |
| Precision Drilling Corp. | 6.625% | 11/15/2020 | 0.1% |
| Cosmopolitan Hotel Trust 2016-COSMO | 5.809% | 11/15/2033 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-1 | 2.320% | 06/15/2022 | 0.1% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.1% |
| CarMax Auto Owner Trust | 1.210% | 11/15/2019 | 0.1% |
| Glencore Finance Canada Ltd. | 4.250% | 10/25/2022 | 0.1% |
| Eldorado Gold Corp. | 6.125% | 12/15/2020 | 0.1% |
| COMM Mortgage Trust | 1.906% | 01/10/2046 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| Century Communities, Inc. | 6.875% | 05/15/2022 | 0.1% |
| Carmax Auto Owner Trust | 1.600% | 01/18/2022 | 0.1% |
| Dell International LLC / EMC Corp | 5.875% | 06/15/2021 | 0.1% |
| Keysight Technologies | 2.429% | 02/14/2020 | 0.1% |
| Sempra Energy | 6.150% | 06/15/2018 | 0.1% |
| Irvine Core Office Trust | 2.068% | 05/15/2048 | 0.1% |
| NBTY, Inc. | 7.625% | 05/15/2021 | 0.1% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.1% |
| Gulf South Pipeline Co L.P. | 4.000% | 06/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-3 | 1.800% | 10/08/2021 | 0.1% |
| FREMF Mortgage Trust | 3.684% | 08/25/2045 | 0.1% |
| FREMF Mortgage Trust | 3.274% | 04/25/2046 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.1% |
| Ascentium Equipment Receivables 2016-1 Trust | 1.750% | 11/13/2018 | 0.1% |
| Dominion Resources, Inc. | 2.579% | 07/01/2020 | 0.1% |
| Becton, Dickinson & Co. | 2.253% | 06/06/2022 | 0.1% |
| California Republic Auto Receivables Trust 2016-1 | 1.890% | 05/15/2020 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.143% | 10/05/2031 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.919% | 04/10/2029 | 0.1% |
| Dominion Resources, Inc. | 1.500% | 09/30/2018 | 0.1% |
| Government National Mortgage Association | 2.600% | 09/16/2051 | 0.1% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.1% |
| CCRESG Commercial Mortgage Trust 2016-HEAT | 4.114% | 04/10/2029 | 0.1% |
| Government National Mortgage Association | 2.200% | 02/16/2045 | 0.1% |
| Associated Banc-Corp. | 2.750% | 11/15/2019 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| Hyundai Capital America | 2.400% | 10/30/2018 | 0.1% |
| Federal Home Loan Mortgage Corp. | 3.205% | 12/01/2040 | 0.1% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.1% |
| DDR Corp. | 4.750% | 04/15/2018 | 0.1% |
| Government National Mortgage Association | 2.600% | 08/16/2051 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| First Investors Auto Owner Trust 2016-2 | 1.530% | 11/16/2020 | 0.1% |
| WFRBS Commercial Mortgage Trust | 2.069% | 08/15/2045 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 7.693% | 12/05/2027 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 9.625% | 05/01/2019 | 0.1% |
| EMC Corp | 2.980% | 09/06/2017 | 0.1% |
| Capital One Multi-Asset Execution Trust | 1.600% | 05/17/2021 | 0.1% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.1% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.1% |
| CarMax Auto Owner Trust | 1.400% | 08/15/2021 | 0.1% |
| Western Union Co. | 3.650% | 08/22/2018 | 0.1% |
| William Lyon Homes, Inc. | 5.750% | 04/15/2019 | 0.1% |
| TransCanada Pipelines Ltd. | 7.125% | 01/15/2019 | 0.1% |
| EnCana Corp. | 3.900% | 11/15/2021 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| ERAC USA Finance LLC | 5.250% | 10/01/2020 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.909% | 10/15/2033 | 0.1% |
| Citigroup Commercial Mortgage Trust | 0.458% | 06/10/2048 | 0.1% |
| Waldorf Astoria Boca Raton Trust 2016-BOCA | 5.509% | 06/15/2029 | 0.1% |
| Seven Generations Energy Ltd. | 6.875% | 06/30/2023 | 0.1% |
| WFRBS Commercial Mortgage Trust | 4.869% | 02/15/2044 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Ally Auto Receivables Trust | 1.530% | 03/16/2020 | 0.1% |
| Weyerhaeuser Co. | 4.700% | 03/15/2021 | 0.1% |
| Consolidated Container Co. LLC/Consolidated Contai | 10.125% | 07/15/2020 | 0.1% |
| Alere, Inc. | 6.375% | 07/01/2023 | 0.0% |
| Petrobras Global Finance BV | 6.125% | 01/17/2022 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Titan International, Inc. | 6.875% | 10/01/2020 | 0.0% |
| Seven Generations Energy Ltd. | 8.250% | 05/15/2020 | 0.0% |
| DuPont Fabros Technology, Inc. | 5.875% | 09/15/2021 | 0.0% |
| RPM International, Inc. | 6.500% | 02/15/2018 | 0.0% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.920% | 06/15/2045 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.460% | 04/10/2019 | 0.0% |
| Kilroy Realty L.P. | 4.800% | 07/15/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.791% | 10/05/2031 | 0.0% |
| Amplify Snack Brands, Inc. | 6.570% | 08/22/2023 | 0.0% |
| Pioneer Natural Resources Co. | 3.450% | 01/15/2021 | 0.0% |
| American Axle & Manufacturing, Inc. | 6.625% | 10/15/2022 | 0.0% |
| Mylan, Inc. | 3.750% | 12/15/2020 | 0.0% |
| LTF Merger Sub, Inc. | 8.500% | 06/15/2023 | 0.0% |
| National Oilwell Varco, Inc. | 1.350% | 12/01/2017 | 0.0% |
| GS Mortgage Securities Trust | 3.778% | 11/10/2029 | 0.0% |
| Nissan Auto Receivables 2016-B Owner Trust | 1.320% | 01/15/2021 | 0.0% |
| Ply Gem Industries, Inc. | 6.500% | 02/01/2022 | 0.0% |
| Illinois, IL | 5.665% | 03/01/2018 | 0.0% |
| Asciano Finance Ltd. | 5.000% | 04/07/2018 | 0.0% |
| Husky Energy, Inc. | 6.200% | 09/15/2017 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.857% | 11/11/2041 | 0.0% |
| Deutsche Bank AG/London | 6.000% | 09/01/2017 | 0.0% |
| Core Industrial Trust | 3.555% | 02/10/2034 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| Marathon Oil Corp. | 6.000% | 10/01/2017 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.201% | 10/05/2031 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| Taco Bell Funding LLC | 3.832% | 05/25/2046 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| MSCG Trust | 5.205% | 11/15/2034 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 2.459% | 12/10/2045 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Hewlett Packard Enterprise Co. | 3.039% | 10/05/2017 | 0.0% |
| Bumble Bee Holdings, Inc. | 9.000% | 12/15/2017 | 0.0% |
| Covanta Holding Corp. | 6.375% | 10/01/2022 | 0.0% |
| Teva Pharmaceutical Finance Netherlands III BV | 1.400% | 07/20/2018 | 0.0% |
| P.F. Chang's China Bistro, Inc. (Wok Acquisition C | 4.406% | 07/02/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 6.400% | 09/15/2020 | 0.0% |
| FMC Corp | 2.406% | 04/21/2020 | 0.0% |
| Brixmor Operating Partnership L.P. | 3.875% | 08/15/2022 | 0.0% |
| Coach, Inc. | 3.000% | 07/15/2022 | 0.0% |
| Atwood Oceanics, Inc. | 6.500% | 02/01/2020 | 0.0% |
| CPG Merger Sub LLC | 8.000% | 10/01/2021 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 04/01/2019 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 06/01/2042 | 0.0% |
| Viacom, Inc. | 2.750% | 12/15/2019 | 0.0% |
| Government National Mortgage Association | 1.184% | 12/16/2054 | 0.0% |
| H/2 Asset Funding Ltd. | 3.993% | 06/24/2049 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 3.259% | 11/15/2033 | 0.0% |
| Synchrony Credit Card Master Note Trust 2015-1 | 2.370% | 03/15/2023 | 0.0% |
| Hecla Mining Co. | 6.875% | 05/01/2021 | 0.0% |
| CrownRock L.P./CrownRock Finance, Inc. | 7.125% | 04/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.630% | 01/20/2021 | 0.0% |
| Ball Corp. | 1.750% | 03/18/2021 | 0.0% |
| Teva Pharmaceutical USA | 2.306% | 11/16/2020 | 0.0% |
| Noble Energy, Inc. | 1.250% | 01/06/2019 | 0.0% |
| Jabil, Inc. | 8.250% | 03/15/2018 | 0.0% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 03/01/2042 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.525% | 05/10/2063 | 0.0% |
| Springs Industries, Inc. | 6.250% | 06/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Jefferies Group LLC | 5.125% | 04/13/2018 | 0.0% |
| GS Mortgage Securities Trust | 2.149% | 01/10/2045 | 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% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Pioneer Natural Resources Co. | 6.875% | 05/01/2018 | 0.0% |
| Chase Issuance Trust | 1.370% | 06/15/2021 | 0.0% |
| Forest Laboratories LLC | 5.000% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.740% | 05/10/2045 | 0.0% |
| TCF Auto Receivables Owner Trust 2015-2 | 2.060% | 04/15/2020 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.658% | 09/10/2049 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| COMM Mortgage Trust | 0.252% | 09/10/2047 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.600% | 11/16/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.0% |
| Assurant Commercial Mortgage Trust | 1.362% | 05/15/2049 | 0.0% |
| JPMorgan Chase & Co. | 2.295% | 08/15/2021 | 0.0% |
| Goldman Sachs Group, Inc. | 6.000% | 06/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| Sempra Energy | 9.800% | 02/15/2019 | 0.0% |
| CarMax Auto Owner Trust | 1.600% | 06/15/2022 | 0.0% |
| Digital Realty Trust L.P. | 3.400% | 10/01/2020 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| FREMF Mortgage Trust | 4.690% | 10/25/2030 | 0.0% |
| MSCG Trust | 2.612% | 06/07/2035 | 0.0% |
| Petroleos Mexicanos | 3.125% | 01/23/2019 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.554% | 10/05/2031 | 0.0% |
| JMC Steel Group | 9.875% | 06/15/2023 | 0.0% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 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% |
| Citigroup, Inc. | 1.800% | 02/05/2018 | 0.0% |
| Royal Caribbean Cruises Ltd. | 5.250% | 11/15/2022 | 0.0% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.0% |
| Drive Auto Receivables Trust | 2.560% | 06/15/2020 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.0% |
| Bank of America Corp. | 2.151% | 11/09/2020 | 0.0% |
| Petroleos Mexicanos | 0.850% | 02/14/2020 | 0.0% |
| Shops at Crystals Trust | 0.328% | 07/05/2036 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| GS Mortgage Securities Trust | 0.332% | 11/10/2048 | 0.0% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.0% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.125% | 03/15/2021 | 0.0% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.879% | 07/15/2050 | 0.0% |
| Bank of America Corp. | 6.400% | 08/28/2017 | 0.0% |
| Nissan Auto Receivables Owner Trust | 1.110% | 05/15/2019 | 0.0% |
| Rite Aid Corporation | 5.105% | 06/21/2021 | 0.0% |
| Verisk Analytics, Inc. | 4.875% | 01/15/2019 | 0.0% |
| FirstEnergy Corp. | 2.850% | 07/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Dell International LLC | 2.000% | 12/31/2018 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.575% | 08/10/2049 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| Government National Mortgage Association | 2.300% | 02/16/2047 | 0.0% |
| American Energy-Permian Basin LLC | 13.000% | 11/30/2020 | 0.0% |
| Navistar International Corp. | 8.250% | 11/01/2021 | 0.0% |
| Kinder Morgan, Inc. | 5.000% | 02/15/2021 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.0% |
| Pentair Finance SA | 2.900% | 09/15/2018 | 0.0% |
| Smithfield Foods, Inc. | 2.700% | 01/31/2020 | 0.0% |
| Cosmopolitan Hotel Trust 2016-COSMO | 2.559% | 11/15/2033 | 0.0% |
| TechnipFMC PLC | 2.000% | 10/01/2017 | 0.0% |
| Buckeye Partners L.P. | 1.350% | 09/30/2019 | 0.0% |
| Ally Master Owner Trust | 1.600% | 10/15/2019 | 0.0% |
| Protective Life Corp. | 7.375% | 10/15/2019 | 0.0% |
| Duqesne Light Holdings, Inc. | 5.900% | 12/01/2021 | 0.0% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.0% |
| COMM 2016-SAVA Mortgage Trust | 2.173% | 10/15/2034 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2020 | 0.0% |
| Denbury Resources, Inc. | 5.500% | 05/01/2022 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.356% | 11/10/2049 | 0.0% |
| Wells Fargo & Co. | 2.600% | 07/22/2020 | 0.0% |
| Mylan, Inc. | 3.150% | 06/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-1 | 3.130% | 01/18/2023 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 1.980% | 10/20/2020 | 0.0% |
| Phillips 66 | 1.786% | 04/15/2019 | 0.0% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.080% | 10/01/2043 | 0.0% |
| Universal Health Services, Inc. | 4.750% | 08/01/2022 | 0.0% |
| AT&T, Inc. | 1.250% | 03/02/2018 | 0.0% |
| Bear Stearns Commercial Mortgage Securities Trust | 5.406% | 11/11/2041 | 0.0% |
| DDR Corp. | 3.500% | 01/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.237% | 06/01/2041 | 0.0% |
| Santander UK plc | 3.050% | 08/23/2018 | 0.0% |
| WPX Energy, Inc. | 7.500% | 08/01/2020 | 0.0% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| California Republic Auto Receivables Trust | 2.130% | 05/17/2021 | 0.0% |
| Bank of America Corp. | 6.875% | 11/15/2018 | 0.0% |
| Laboratory Corporation of America Holdings | 1.250% | 12/19/2019 | 0.0% |
| Ford Credit Floorplan Master Owner Trust A | 1.400% | 08/15/2019 | 0.0% |
| GE Dealer Floorplan Master Note Trust | 1.592% | 07/20/2019 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 2.636% | 11/10/2029 | 0.0% |
| Devon Energy Corp. | 2.250% | 12/15/2018 | 0.0% |
| Government National Mortgage Association | 2.325% | 01/16/2046 | 0.0% |
| Martin Marietta Materials, Inc. | 6.600% | 04/15/2018 | 0.0% |
| NCL Corp. Ltd. | 4.750% | 12/15/2021 | 0.0% |
| GCI, Inc. | 6.750% | 06/01/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Canadian Oil Sands Ltd. | 7.750% | 05/15/2019 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| Goldcorp, Inc. | 2.125% | 03/15/2018 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.650% | 08/17/2020 | 0.0% |
| Navient Corp. | 8.000% | 03/25/2020 | 0.0% |
| PVH Corp. | 4.500% | 12/15/2022 | 0.0% |
| KLA-Tencor Corp. | 3.375% | 11/01/2019 | 0.0% |
| TMS International Corp. | 7.625% | 10/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.740% | 01/15/2021 | 0.0% |
| Citigroup, Inc. | 2.050% | 12/07/2018 | 0.0% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.0% |
| H/2 Asset Funding Ltd. | 2.866% | 06/24/2049 | 0.0% |
| H/2 Asset Funding Ltd. | 3.353% | 06/24/2049 | 0.0% |
| Federal Home Loan Mortgage Corp. | 3.387% | 06/01/2042 | 0.0% |
| HCP, Inc. | 4.000% | 12/01/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 5.977% | 02/12/2049 | 0.0% |
| Petroleos Mexicanos | 3.500% | 07/18/2018 | 0.0% |
| CNA Financial Corp. | 5.875% | 08/15/2020 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.0% |
| Metropolitan Edison Co. | 7.700% | 01/15/2019 | 0.0% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.0% |
| Great Plains Energy, Inc. | 3.150% | 04/01/2022 | 0.0% |
| Eldorado Resorts, Inc. | 7.000% | 08/01/2023 | 0.0% |
| HCP, Inc. | 2.625% | 02/01/2020 | 0.0% |
| Great Plains Energy, Inc. | 2.500% | 03/09/2020 | 0.0% |
| Atrium Windows & Doors, Inc. | 7.750% | 05/01/2019 | 0.0% |
| COMM Mortgage Trust | 2.771% | 12/10/2045 | 0.0% |
| Textron, Inc. | 1.500% | 03/14/2019 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-1 | 2.670% | 12/21/2020 | 0.0% |
| Sherwin-Williams Co. | 2.468% | 04/13/2021 | 0.0% |
| Vulcan Materials Co. | 7.500% | 06/15/2021 | 0.0% |
| Pennsylvania Electric Co. | 5.200% | 04/01/2020 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Regal Entertainment Group | 5.750% | 03/15/2022 | 0.0% |
| Lincoln National Corp. | 8.750% | 07/01/2019 | 0.0% |
| TransAlta Corp. | 6.900% | 05/15/2018 | 0.0% |
| Devon Energy Corp. | 4.000% | 07/15/2021 | 0.0% |
| Universal Health Services, Inc. | 3.750% | 08/01/2019 | 0.0% |
| APX Group, Inc. | 6.375% | 12/01/2019 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.797% | 12/10/2054 | 0.0% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 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% |
| Capital Auto Receivables Asset Trust | 2.430% | 09/21/2020 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.560% | 07/15/2020 | 0.0% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.0% |
| FREMF Mortgage Trust | 2.967% | 03/25/2045 | 0.0% |
| Westlake Automobile Receivables Trust 2016-3 | 2.070% | 12/15/2021 | 0.0% |
| PerkinElmer, Inc. | 5.000% | 11/15/2021 | 0.0% |
| Time Warner, Inc. | 4.875% | 03/15/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 4.500% | 01/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 10/01/2045 | 0.0% |
| United Utilities PLC | 5.375% | 02/01/2019 | 0.0% |
| GCP Applied Technologies, Inc. | 9.500% | 02/01/2023 | 0.0% |
| PDC Energy, Inc. | 7.750% | 10/15/2022 | 0.0% |
| Illinois, IL | 5.877% | 03/01/2019 | 0.0% |
| British Sky Broadcasting Ltd. | 6.100% | 02/15/2018 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| CSAIL Commercial Mortgage Trust | 3.157% | 11/15/2048 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 3.091% | 08/10/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 3.075% | 12/15/2048 | 0.0% |
| Morgan Stanley Capital I Trust | 6.128% | 06/11/2049 | 0.0% |
| National Retail Properties, Inc. | 6.875% | 10/15/2017 | 0.0% |
| Macquarie Group Ltd. | 7.625% | 08/13/2019 | 0.0% |
| COMM Mortgage Trust | 3.047% | 08/10/2050 | 0.0% |
| New York St Electric & Gas Corp. | 6.150% | 12/15/2017 | 0.0% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.0% |
| Capital Auto Receivables Asset Trust | 2.900% | 12/21/2020 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 3.001% | 10/15/2046 | 0.0% |
| Cobalt CMBS Commercial Mortgage Trust | 6.061% | 05/15/2046 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.0% |
| Tech Data Corp. | 3.750% | 09/21/2017 | 0.0% |
| Staples, Inc. | 2.750% | 01/12/2018 | 0.0% |
| Santander UK plc | 2.000% | 08/24/2018 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/15/2033 | 0.0% |
| Kennametal, Inc. | 2.650% | 11/01/2019 | 0.0% |
| Crane Co. | 2.750% | 12/15/2018 | 0.0% |
| Actavis Funding SCS | 2.350% | 03/12/2018 | 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% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| Emera US Finance L.P. | 2.700% | 06/15/2021 | 0.0% |
| Martin Marietta Materials, Inc. | 1.822% | 05/22/2020 | 0.0% |
| Flagship Credit Auto Trust 2016-4 | 1.960% | 02/16/2021 | 0.0% |
| Wachovia Bank Commercial Mortgage Trust Series | 5.468% | 10/15/2044 | 0.0% |
| American Electric Power Co., Inc. | 1.650% | 12/15/2017 | 0.0% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2045 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.070% | 04/15/2020 | 0.0% |
| Kinder Morgan Energy Partners L.P. | 5.300% | 09/15/2020 | 0.0% |
| Palisades Center Trust | 1.106% | 05/13/2018 | 0.0% |
| WMG Acquisition Corp. | 6.750% | 04/15/2022 | 0.0% |
| RSP Permian, Inc. | 6.625% | 10/01/2022 | 0.0% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust | 3.340% | 03/22/2021 | 0.0% |
| LSTAR Commercial Mortgage Trust | 2.729% | 04/20/2048 | 0.0% |
| Owens Corning | 9.000% | 06/15/2019 | 0.0% |
| Nord Anglia Education Finance LLC | 4.702% | 03/31/2021 | 0.0% |
| Zayo Group LLC (Zayo Capital, Inc.) | 3.500% | 01/19/2021 | 0.0% |
| National Fuel Gas Co. | 6.500% | 04/15/2018 | 0.0% |
| Goldman Sachs Group, Inc. | 5.950% | 01/18/2018 | 0.0% |
| Spectra Energy Capital LLC | 6.200% | 04/15/2018 | 0.0% |
| SL Green Realty Corp. | 5.000% | 08/15/2018 | 0.0% |
| COMM Mortgage Trust | 2.122% | 03/10/2046 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| Resolute Energy Corp. | 8.500% | 05/01/2020 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| SM Energy Co. | 6.500% | 01/01/2023 | 0.0% |
| Teco Finance, Inc. | 5.150% | 03/15/2020 | 0.0% |
| Rockies Express Pipeline LLC | 6.850% | 07/15/2018 | 0.0% |
| Welltower, Inc. | 4.125% | 04/01/2019 | 0.0% |
| Orchestra Borrower LLC / Orchestra Co-Issuer Inc | 6.750% | 06/15/2022 | 0.0% |
| ERAC USA Finance LLC | 6.375% | 10/15/2017 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.101% | 06/15/2048 | 0.0% |
| Illinois, IL | 4.950% | 06/01/2023 | 0.0% |
| PTL Finance Corp. | 2.500% | 06/15/2019 | 0.0% |
| Time Warner Cable LLC | 8.750% | 02/14/2019 | 0.0% |
| HCP, Inc. | 5.375% | 02/01/2021 | 0.0% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.0% |
| Fifth Third Auto Trust | 0.960% | 03/15/2019 | 0.0% |
| Devon Energy Corp. | 6.300% | 01/15/2019 | 0.0% |
| United Rentals, Inc. | 7.625% | 04/15/2022 | 0.0% |
| Canadian Oil Sands Ltd. | 9.400% | 09/01/2021 | 0.0% |
| Century Aluminum Co. | 7.500% | 06/01/2021 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.539% | 11/15/2047 | 0.0% |
| Gol Luxco S.A. | 6.500% | 08/31/2020 | 0.0% |
| Panhandle Eastern Pipeline Co., L.P. | 6.200% | 11/01/2017 | 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% |
| Hewlett Packard Enterprise Co. | 2.450% | 10/05/2017 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| CNH Equipment Trust | 1.970% | 11/15/2021 | 0.0% |
| Synchrony Financial | 2.580% | 11/09/2017 | 0.0% |
| Ally Auto Receivables Trust | 1.490% | 11/15/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 1.199% | 03/10/2047 | 0.0% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.0% |
| SVB Financial Group | 5.375% | 09/15/2020 | 0.0% |
| Caesars Growth Properties Holdings LLC | 9.375% | 05/01/2022 | 0.0% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.0% |
| PPL WEM Ltd./Western Power Distribution Ltd. | 5.375% | 05/01/2021 | 0.0% |
| Spectra Energy Partners L.P. | 4.600% | 06/15/2021 | 0.0% |
| DDR Corp. | 7.500% | 07/15/2018 | 0.0% |
| Building Materials Corp. of America | 5.125% | 02/15/2021 | 0.0% |
| Lincoln National Corp. | 7.000% | 03/15/2018 | 0.0% |
| Best Buy Co., Inc. | 5.000% | 08/01/2018 | 0.0% |
| SLM Private Education Loan Trust | 1.809% | 07/15/2022 | 0.0% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.0% |
| CenterPoint Energy Resources Corp | 6.000% | 05/15/2018 | 0.0% |
| Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh | 6.125% | 08/15/2021 | 0.0% |
| Tesoro Logistics L.P. | 5.875% | 10/01/2020 | 0.0% |
| Macy's Retail Holdings, Inc. | 7.450% | 07/15/2017 | 0.0% |
| Hospitality Properties Trust | 6.700% | 01/15/2018 | 0.0% |
| Harris Corp. | 1.500% | 03/16/2018 | 0.0% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.0% |
| Illinois, IL | 3.900% | 01/01/2018 | 0.0% |
| Scientific Games International, Inc. | 6.250% | 09/01/2020 | 0.0% |
| Smith & Wesson Holding Corp. | 5.000% | 07/15/2018 | 0.0% |
| Exelon Generation Co. LLC | 6.200% | 10/01/2017 | 0.0% |
| GS Mortgage Securities Trust | 1.217% | 08/10/2046 | 0.0% |
| Fortune Brands Home & Security, Inc. | 3.000% | 06/15/2020 | 0.0% |
| Western Gas Partners L.P. | 2.600% | 08/15/2018 | 0.0% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.114% | 07/15/2027 | 0.0% |
| Pioneer Natural Resources Co. | 7.500% | 01/15/2020 | 0.0% |
| Cliffs Natural Resources, Inc. | 8.250% | 03/31/2020 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2040 | 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% |
| Synchrony Financial | 2.600% | 01/15/2019 | 0.0% |
| Pennsylvania Electric Co. | 6.050% | 09/01/2017 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 2.110% | 03/22/2021 | 0.0% |
| COMM Mortgage Trust | 0.912% | 07/10/2050 | 0.0% |
| Western Refining Logistics L.P. / WNRL Finance Cor | 7.500% | 02/15/2023 | 0.0% |
| PSEG Power LLC | 5.125% | 04/15/2020 | 0.0% |
| Continental Airlines 2012-1 Class B Pass Thru Trus | 6.250% | 04/11/2020 | 0.0% |
| XPO Logistics, Inc. | 6.500% | 06/15/2022 | 0.0% |
| Seminole Tribe of Florida | 7.804% | 10/01/2020 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.0% |
| First National Master Note Trust 2015-1 | 1.929% | 09/15/2020 | 0.0% |
| Santander UK plc | 1.650% | 09/29/2017 | 0.0% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| Government National Mortgage Association | 0.611% | 03/16/2056 | 0.0% |
| International Lease Finance Corp. | 8.625% | 01/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 12/01/2040 | 0.0% |
| Drive Auto Receivables Trust | 2.760% | 07/15/2021 | 0.0% |
| Dominican Republic International Bond | 9.040% | 01/23/2018 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.881% | 08/15/2045 | 0.0% |
| International Paper Co. | 9.375% | 05/15/2019 | 0.0% |
| Weyerhaeuser Co. | 7.375% | 10/01/2019 | 0.0% |
| Healthcare Realty Trust, Inc. | 5.750% | 01/15/2021 | 0.0% |
| Exelon Generation Co. LLC | 4.250% | 06/15/2022 | 0.0% |
| Beam Suntory, Inc. | 1.750% | 06/15/2018 | 0.0% |
| Carrizo Oil & Gas, Inc. | 6.250% | 04/15/2023 | 0.0% |
| Federal National Mortgage Assoc. | 1.076% | 10/01/2040 | 0.0% |
| BMW Vehicle Owner Trust | 0.970% | 11/26/2018 | 0.0% |
| Bunge Ltd. Finance Corp. | 8.500% | 06/15/2019 | 0.0% |
| TransCanada Pipelines Ltd. | 6.500% | 08/15/2018 | 0.0% |
| Exelon Generation Co. LLC | 5.200% | 10/01/2019 | 0.0% |
| JP Morgan Chase Commercial Mortgage Series | 5.115% | 07/15/2041 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| California Republic Auto Receivables Trust | 1.330% | 04/15/2019 | 0.0% |
| Banc of America Merrill Lynch Commercial Mortgage, | 5.557% | 11/10/2042 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| US 5YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| US 2YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| FX USD/EUR 08/17 | 0.000% | 08/16/2017 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment in the Fund will change as interest rates fluctuate in response to market movements. When interest rates rise, the prices of debt securities are likely to decline, and when interest rates fall, the prices of debt securities tend to rise. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. The fund performance history at this time is very limited; therefore, performance achieved during its initial period of investment operation may not be replicated over longer periods and may not be indicative of how the Fund will perform in the future. Past performance is no guarantee of future results.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.