Series Fund - Total Return Portfolio
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select exposure to high yield, emerging market, and convertible debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD OCT | 4.000% | 07/01/2047 | 11.9% |
| 30-YR UMBS-TBA PROD OCT | 3.500% | 03/01/2047 | 7.8% |
| United States Treasury Bill | 0.000% | 11/12/2020 | 6.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.7% |
| U.S. Treasury Note/Bond | 0.125% | 07/31/2022 | 3.5% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.1% |
| U.S. Treasury Note/Bond | 1.375% | 08/15/2050 | 1.9% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 1.8% |
| 30-YR UMBS-TBA PROD OCT | 2.500% | 01/01/2046 | 1.5% |
| U.S. Treasury Note/Bond | 0.125% | 08/15/2023 | 1.4% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD SEP | 4.000% | 06/01/2047 | 11.9% |
| 30-YR UMBS-TBA PROD SEP | 3.500% | 02/01/2047 | 7.8% |
| United States Treasury Bill | 0.000% | 11/12/2020 | 6.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.7% |
| U.S. Treasury Note/Bond | 0.125% | 07/31/2022 | 3.5% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.1% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.0% |
| U.S. Treasury Note/Bond | 1.375% | 08/15/2050 | 1.6% |
| 30-YR UMBS-TBA PROD SEP | 2.500% | 12/01/2045 | 1.5% |
| U.S. Treasury Note/Bond | 0.125% | 08/15/2023 | 1.4% |
| Federal National Mortgage Assoc. | 3.500% | 09/01/2047 | 1.2% |
| Wells Fargo & Co. | 2.393% | 06/02/2028 | 1.2% |
| U.S. Treasury Note | 0.125% | 04/15/2025 | 1.1% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.8% |
| Federal National Mortgage Assoc. | 3.500% | 03/01/2050 | 0.7% |
| Emera US Finance L.P. | 3.550% | 06/15/2026 | 0.7% |
| U.S. Treasury Note/Bond | 1.250% | 05/15/2050 | 0.6% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.6% |
| CVS Caremark Corp. | 4.300% | 03/25/2028 | 0.6% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| Boeing Co. | 4.875% | 05/01/2025 | 0.5% |
| Biogen Idec, Inc. | 2.250% | 05/01/2030 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.5% |
| BAT Capital Corp | 4.906% | 04/02/2030 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.196% | 12/15/2036 | 0.5% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.5% |
| NiSource, Inc. | 3.490% | 05/15/2027 | 0.5% |
| KVK CLO 2016-1 Ltd | 2.525% | 01/15/2029 | 0.4% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 01/15/2027 | 0.4% |
| Ford Credit Auto Owner Trust 2020-B | 0.500% | 02/15/2023 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Alcon Finance Corp | 2.600% | 05/27/2030 | 0.4% |
| National Oilwell Varco, Inc. | 3.600% | 12/01/2029 | 0.4% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.4% |
| DTE Electric Co | 2.625% | 03/01/2031 | 0.4% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.4% |
| HCA, Inc. | 4.125% | 06/15/2029 | 0.4% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.4% |
| Ares XLI Clo Ltd | 1.475% | 01/15/2029 | 0.4% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.4% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.3% |
| General Motors Financial Co., Inc. | 3.600% | 06/21/2030 | 0.3% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| Ameren Corp. | 3.500% | 01/15/2031 | 0.3% |
| Boeing Co. | 5.040% | 05/01/2027 | 0.3% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.3% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.3% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.3% |
| CSMC Series 2019-UVIL | 3.160% | 12/15/2041 | 0.3% |
| Qatar Government International Bond | 4.000% | 03/14/2029 | 0.3% |
| Oracle Corp. | 2.950% | 04/01/2030 | 0.3% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 1.612% | 01/19/2033 | 0.3% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.3% |
| Anthem, Inc. | 2.250% | 05/15/2030 | 0.3% |
| Bermuda Government International Bond | 2.375% | 08/20/2030 | 0.3% |
| Republic of Indonesia | 4.750% | 01/08/2026 | 0.3% |
| Starwood Mortgage Residential Trust 2020-3 | 3.184% | 04/25/2065 | 0.3% |
| Roper Industries, Inc. | 1.400% | 09/15/2027 | 0.3% |
| NVR, Inc. | 3.000% | 05/15/2030 | 0.3% |
| United Technologies Corp. | 2.250% | 07/01/2030 | 0.3% |
| Boston Scientific Corp. | 2.650% | 06/01/2030 | 0.3% |
| Kayne CLO 7 Ltd | 2.607% | 04/17/2033 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| JD.com, Inc. | 3.375% | 01/14/2030 | 0.3% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 2.172% | 07/20/2030 | 0.3% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.3% |
| CVS Caremark Corp. | 3.625% | 04/01/2027 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 3.337% | 12/15/2027 | 0.2% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.2% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Regeneron Pharmaceuticals, Inc. | 1.750% | 09/15/2030 | 0.2% |
| U.S. Treasury Note/Bond | 2.375% | 11/15/2049 | 0.2% |
| Credit Suisse Mortgage Capital Certificates | 1.700% | 04/25/2065 | 0.2% |
| Saudi Government International Bond | 3.250% | 10/22/2030 | 0.2% |
| Hecla Mining Co. | 7.250% | 02/15/2028 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| Dominion Resources, Inc. | 3.375% | 04/01/2030 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| ALM VII Ltd | 2.125% | 07/15/2029 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| BAE Systems plc | 3.400% | 04/15/2030 | 0.2% |
| Republic of Peru | 2.392% | 01/23/2026 | 0.2% |
| Delta Air Lines, Inc. | 7.000% | 05/01/2025 | 0.2% |
| Westlake Automobile Receivables Trust 2020-1 | 2.520% | 04/15/2025 | 0.2% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.2% |
| Mountain View Clo XIV Ltd | 1.765% | 04/15/2029 | 0.2% |
| BX Trust 2018-GW | 0.962% | 05/15/2035 | 0.2% |
| Abu Dhabi Government International Bond | 2.500% | 09/30/2029 | 0.2% |
| Lithia Motors, Inc. | 4.625% | 12/15/2027 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| Ghana Government International Bond | 6.375% | 02/11/2027 | 0.2% |
| Carmax Auto Owner Trust 2019-4 | 2.010% | 03/15/2023 | 0.2% |
| Freeport-McMoRan, Inc. | 4.125% | 03/01/2028 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| BX Trust 2019-OC11 | 3.202% | 12/09/2041 | 0.2% |
| MEDNAX, Inc. | 6.250% | 01/15/2027 | 0.2% |
| Kraft Heinz Foods Co. | 4.375% | 06/01/2046 | 0.2% |
| Kayne CLO 5 Ltd | 1.614% | 07/24/2032 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.2% |
| LifePoint Hospitals, Inc. | 6.750% | 04/15/2025 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.2% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.238% | 05/15/2048 | 0.2% |
| NXP BV / NXP Funding LLC / NXP USA Inc | 3.150% | 05/01/2027 | 0.2% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.2% |
| WEA Finance LLC | 2.875% | 01/15/2027 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| Cargill Inc | 2.125% | 04/23/2030 | 0.2% |
| Ally Auto Receivables Trust 2019-4 | 1.930% | 10/17/2022 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| Advocate Health & Hospitals Corp | 2.211% | 06/15/2030 | 0.2% |
| Octagon Investment Partners 48 Ltd | 0.000% | 10/20/2031 | 0.2% |
| Longfor Properties Co. Ltd. | 4.500% | 01/16/2028 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Springleaf Finance Corp. | 5.375% | 11/15/2029 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.162% | 06/15/2032 | 0.2% |
| Stryker Corp. | 1.950% | 06/15/2030 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 1.395% | 10/25/2028 | 0.2% |
| Marble Point CLO XVII Ltd | 1.572% | 04/20/2033 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| GLS Auto Receivables Issuer Trust 2020-3 | 1.920% | 05/15/2025 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.407% | 07/05/2033 | 0.2% |
| Ameriprise Financial, Inc. | 3.000% | 04/02/2025 | 0.2% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.2% |
| BMW Vehicle Owner Trust 2019-A | 2.050% | 05/25/2022 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.2% |
| Watco Cos. LLC / Watco Finance Corp. | 6.500% | 06/15/2027 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Navient Corp. | 5.000% | 03/15/2027 | 0.2% |
| Egypt Government International Bond | 7.600% | 03/01/2029 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.2% |
| Citibank Credit Card Issuance Trust | 2.490% | 01/20/2023 | 0.2% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.2% |
| Michigan Fin Auth | 3.084% | 12/01/2034 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.361% | 10/16/2029 | 0.2% |
| Listrindo Capital BV | 4.950% | 09/14/2026 | 0.2% |
| SLC Student Loan Trust 2008-1 | 1.913% | 12/15/2032 | 0.2% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 1.292% | 11/15/2037 | 0.2% |
| Equinix, Inc. | 2.625% | 11/18/2024 | 0.2% |
| FirstEnergy Corp. | 2.650% | 03/01/2030 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Octagon Investment Partners 29 Ltd | 1.444% | 01/24/2033 | 0.2% |
| Rite Aid Corp. | 8.000% | 11/15/2026 | 0.2% |
| Bank of America Corp. | 3.970% | 03/05/2029 | 0.2% |
| Orec 2018-CRE1 Ltd | 1.342% | 06/15/2036 | 0.2% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 4.875% | 02/15/2030 | 0.2% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.2% |
| XPO Logistics, Inc. | 6.250% | 05/01/2025 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.191% | 12/19/2030 | 0.2% |
| Alibaba Group Holding Ltd. | 3.400% | 12/06/2027 | 0.2% |
| Massachusetts Sch Bldg Auth | 3.395% | 10/15/2040 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| AbbVie, Inc. | 3.200% | 11/21/2029 | 0.1% |
| National Securities Clearing Corp | 1.500% | 04/23/2025 | 0.1% |
| Deephaven Residential Mortgage Trust 2019-3 | 2.964% | 07/25/2059 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.740% | 11/15/2022 | 0.1% |
| Eskom Holdings SOC Ltd. | 6.350% | 08/10/2028 | 0.1% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.1% |
| Sunac China Holdings Ltd | 7.875% | 02/15/2022 | 0.1% |
| PetSmart, Inc. | 5.875% | 06/01/2025 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| Globo Comunicacao e Participacoes SA | 4.875% | 01/22/2030 | 0.1% |
| Carlisle Cos., Inc. | 2.750% | 03/01/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.462% | 06/15/2032 | 0.1% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 5.750% | 11/30/2039 | 0.1% |
| BSPRT 2018-FL4 Issuer Ltd | 1.212% | 09/15/2035 | 0.1% |
| Angel Oak Mortgage Trust I LLC 2019-4 | 2.993% | 07/26/2049 | 0.1% |
| KKR CLO 18 Ltd | 1.972% | 07/18/2030 | 0.1% |
| DaVita, Inc. | 3.750% | 02/15/2031 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Ball Corp. | 2.875% | 08/15/2030 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| Quest Diagnostics, Inc. | 2.800% | 06/30/2031 | 0.1% |
| Citigroup, Inc. | 2.666% | 01/29/2031 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Occidental Petroleum Corp. | 7.875% | 09/15/2031 | 0.1% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.1% |
| Parsley Energy LLC | 5.625% | 10/15/2027 | 0.1% |
| IDEX Corp. | 3.000% | 05/01/2030 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| New Residential Mortgage Loan Trust 2019-NQM3 | 2.802% | 07/25/2049 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| PDC Energy, Inc. | 5.750% | 05/15/2026 | 0.1% |
| Royalty Pharma PLC | 1.750% | 09/02/2027 | 0.1% |
| Empresa Nacional del Petroleo | 3.750% | 08/05/2026 | 0.1% |
| JPMorgan Chase & Co. | 3.960% | 01/29/2027 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Kookmin Bank | 1.750% | 05/04/2025 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| Diamondback Energy, Inc. | 3.500% | 12/01/2029 | 0.1% |
| Apache Corp. | 4.375% | 10/15/2028 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Carrier Global Corp | 2.493% | 02/15/2027 | 0.1% |
| Republic of Turkey | 4.250% | 04/14/2026 | 0.1% |
| Jamestown CLO IX Ltd | 2.922% | 10/20/2028 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Permanent Univ Fnd - Texas A&M Univ Sys | 3.660% | 07/01/2047 | 0.1% |
| U.S. Treasury Note/Bond | 0.250% | 07/31/2025 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.500% | 04/01/2027 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| Vertical US Newco Inc | 5.250% | 07/15/2027 | 0.1% |
| Walgreen Co. | 3.200% | 04/15/2030 | 0.1% |
| Volkswagen Group of America Finance LLC | 3.125% | 05/12/2023 | 0.1% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.1% |
| PFP 2019-6 Ltd | 1.208% | 04/14/2037 | 0.1% |
| Western Gas Partners L.P. | 5.050% | 02/01/2030 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Turkiye Garanti Bankasi AS | 5.875% | 03/16/2023 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 4.750% | 03/01/2030 | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.1% |
| Toyota Auto Receivables 2017-A Owner Trust | 2.100% | 09/15/2022 | 0.1% |
| ServiceNow, Inc. | 1.400% | 09/01/2030 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| Northwoods Capital 20 Ltd | 4.495% | 01/25/2030 | 0.1% |
| Signature Aviation US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Range Resources Corp. | 9.250% | 02/01/2026 | 0.1% |
| Foothill-Eastern Transp Corridor Agy, CA | 4.094% | 01/15/2049 | 0.1% |
| Consolidated Communications, Inc. | 6.500% | 10/01/2022 | 0.1% |
| Garda World Security Corp | 9.500% | 11/01/2027 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| Pulte Group, Inc. | 5.500% | 03/01/2026 | 0.1% |
| LCM XXIV Ltd | 1.582% | 03/20/2030 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Banco do Brasil SA | 4.625% | 01/15/2025 | 0.1% |
| GUSAP III LP | 4.250% | 01/21/2030 | 0.1% |
| Newell Rubbermaid, Inc. | 5.875% | 04/01/2036 | 0.1% |
| Tronox Inc | 6.500% | 04/15/2026 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Branch Banking & Trust Co. | 2.250% | 03/11/2030 | 0.1% |
| ESH Hospitality, Inc. | 4.625% | 10/01/2027 | 0.1% |
| Exelon Corp. | 4.050% | 04/15/2030 | 0.1% |
| William Carter Co. | 5.500% | 05/15/2025 | 0.1% |
| AMC Networks, Inc. | 5.000% | 04/01/2024 | 0.1% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.1% |
| Colt Merger Sub Inc | 8.125% | 07/01/2027 | 0.1% |
| Calpine Corp. | 5.125% | 03/15/2028 | 0.1% |
| Nationstar Mortgage Holdings, Inc. | 5.500% | 08/15/2028 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.1% |
| Nexstar Broadcasting, Inc. | 5.625% | 07/15/2027 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Western Digital Corp. | 4.750% | 02/15/2026 | 0.1% |
| Gap, Inc. | 8.625% | 05/15/2025 | 0.1% |
| Greenko Solar Mauritius Ltd | 5.950% | 07/29/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.112% | 07/15/2035 | 0.1% |
| Chinalco Capital Holdings Ltd | 4.000% | 08/25/2021 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Exeter Automobile Receivables Trust 2020-2 | 1.130% | 08/15/2023 | 0.1% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.1% |
| Cemex, S.A.B. de C.V. | 5.450% | 11/19/2029 | 0.1% |
| Logan Merger Sub Inc | 5.500% | 09/01/2027 | 0.1% |
| Navistar International Corp. | 9.500% | 05/01/2025 | 0.1% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.1% |
| Cedar Funding VI CLO Ltd | 1.872% | 10/20/2028 | 0.1% |
| Griffon Corp. | 5.750% | 03/01/2028 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.118% | 11/25/2034 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| Centene Corp. | 3.375% | 02/15/2030 | 0.1% |
| Deephaven Residential Mortgage Trust 2019-4 | 2.791% | 10/25/2059 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Scientific Games International, Inc. | 7.250% | 11/15/2029 | 0.1% |
| Sally Holdings LLC / Sally Capital, Inc. | 5.625% | 12/01/2025 | 0.1% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.1% |
| Nigeria Government International Bond | 6.375% | 07/12/2023 | 0.1% |
| IRB Holding Corp | 7.000% | 06/15/2025 | 0.1% |
| California | 7.625% | 03/01/2040 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| CSC Holdings LLC | 5.500% | 04/15/2027 | 0.1% |
| Mountain View CLO X Ltd | 1.616% | 10/13/2027 | 0.1% |
| Calpine Corp. | 4.500% | 02/15/2028 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| Sysco Corp. | 2.400% | 02/15/2030 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Zayo Group Holdings, Inc. | 4.000% | 03/01/2027 | 0.1% |
| TerraForm Power Operating LLC | 4.750% | 01/15/2030 | 0.1% |
| Northwoods Capital 20 Ltd | 3.045% | 01/25/2030 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.775% | 01/25/2046 | 0.1% |
| AT&T, Inc. | 4.300% | 02/15/2030 | 0.1% |
| Citgo Holding, Inc. | 9.250% | 08/01/2024 | 0.1% |
| ITC Holdings Corp. | 3.350% | 11/15/2027 | 0.1% |
| Ares XLI Clo Ltd | 2.075% | 01/15/2029 | 0.1% |
| Trillium Credit Card Trust II | 0.524% | 09/26/2023 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Sound Point CLO XI Ltd. | 1.372% | 07/20/2028 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| BAT Capital Corp | 4.700% | 04/02/2027 | 0.1% |
| Jamestown CLO VII Ltd. | 2.845% | 07/25/2027 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Sound Point Clo XV Ltd | 2.756% | 01/23/2029 | 0.1% |
| Csail Commercial Mortgage Trust | 4.330% | 06/15/2057 | 0.1% |
| Cigna Corp | 1.493% | 09/17/2021 | 0.1% |
| Global Payments, Inc. | 3.200% | 08/15/2029 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Oglethorpe Power Corp. | 5.950% | 11/01/2039 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.998% | 03/12/2021 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| MEG Energy Corp. | 7.125% | 02/01/2027 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Zhenro Properties Group Ltd | 8.650% | 01/21/2023 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.020% | 11/15/2035 | 0.1% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.1% |
| Vail Resorts, Inc. | 6.250% | 05/15/2025 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.112% | 06/15/2035 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 2.172% | 10/20/2028 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 0.875% | 04/15/2026 | 0.1% |
| GLS Auto Receivables Issuer Trust 2020-3 | 1.380% | 08/15/2024 | 0.1% |
| Tengizchevroil Finance Co. International Ltd. | 3.250% | 08/15/2030 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Healthcare Realty Trust, Inc. | 2.400% | 03/15/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| BorgWarner, Inc. | 2.650% | 07/01/2027 | 0.1% |
| CarMax Auto Owner Trust 2020-3 | 1.690% | 04/15/2026 | 0.1% |
| COMM Mortgage Trust | 3.183% | 02/10/2048 | 0.1% |
| Hyundai Auto Receivables Trust 2020-B | 1.600% | 12/15/2026 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| PayPal Holdings, Inc. | 3.250% | 06/01/2050 | 0.1% |
| COMM Mortgage Trust | 4.530% | 07/10/2050 | 0.1% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.1% |
| Kaisa Group Holdings Ltd. | 11.950% | 10/22/2022 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Royal Caribbean Cruises Ltd. | 11.500% | 06/01/2025 | 0.1% |
| Mountain Hawk III CLO Ltd. | 1.472% | 04/18/2025 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Republic of Turkey | 5.250% | 03/13/2030 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.1% |
| Boyd Gaming Corp. | 4.750% | 12/01/2027 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 1.325% | 04/15/2026 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| CoStar Group, Inc. | 2.800% | 07/15/2030 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Massachusetts Educational Financing Authority | 1.195% | 04/25/2038 | 0.1% |
| Univ of California Bd of Regents | 3.006% | 05/15/2050 | 0.1% |
| Avery Point VII CLO Ltd | 2.725% | 01/15/2028 | 0.1% |
| California | 7.300% | 10/01/2039 | 0.1% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Murphy Oil USA, Inc. | 4.750% | 09/15/2029 | 0.1% |
| COMM Mortgage Trust | 4.530% | 07/10/2050 | 0.1% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.1% |
| Activision Blizzard, Inc. | 1.350% | 09/15/2030 | 0.1% |
| Clarios Global LP / Clarios US Finance Co | 8.500% | 05/15/2027 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.1% |
| Adventist Health System/West | 2.952% | 03/01/2029 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2019-A | 3.100% | 11/15/2021 | 0.1% |
| Statoil ASA | 1.750% | 01/22/2026 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| California Hlth Facs Fing Auth | 3.034% | 06/01/2034 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| ALM VII Ltd | 3.825% | 07/15/2029 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.411% | 07/15/2048 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.719% | 07/15/2050 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.107% | 07/05/2033 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.136% | 01/15/2059 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.198% | 02/25/2032 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Ukraine Government | 7.750% | 09/01/2024 | 0.1% |
| COMM 2016-COR1 Mortgage Trust | 3.494% | 10/10/2049 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.331% | 08/05/2034 | 0.1% |
| Match Group Holdings II LLC | 5.000% | 12/15/2027 | 0.1% |
| Kaisa Group Holdings Ltd. | 9.375% | 06/30/2024 | 0.1% |
| Avery Point CLO Ltd. | 1.845% | 04/25/2026 | 0.0% |
| Pepperdine University | 3.301% | 12/01/2059 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Ford Credit Auto Owner Trust 2020-A | 1.030% | 10/15/2022 | 0.0% |
| Match Group Holdings II LLC | 5.625% | 02/15/2029 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 1.675% | 04/15/2026 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| Clearway Energy Operating LLC | 5.750% | 10/15/2025 | 0.0% |
| Arcor | 6.000% | 07/06/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| Boyd Gaming Corp. | 6.000% | 08/15/2026 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| AI Candelaria Spain SLU | 7.500% | 12/15/2028 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.472% | 11/25/2034 | 0.0% |
| Yuzhou Properties Co. Ltd. | 6.000% | 10/25/2023 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Cent CLO Ltd. | 1.600% | 10/29/2025 | 0.0% |
| Santander Retail Auto Lease Trust 2019-B | 2.290% | 04/20/2022 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 1.672% | 01/20/2027 | 0.0% |
| Prosus NV | 3.680% | 01/21/2030 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 2.395% | 07/25/2027 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Federal National Mortgage Assoc. | 3.505% | 03/01/2042 | 0.0% |
| Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/2021 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| New York and Presbyterian Hospital/The | 3.954% | 08/01/2119 | 0.0% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Egypt Government International Bond | 4.550% | 11/20/2023 | 0.0% |
| Pertamina Persero PT | 4.150% | 02/25/2060 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| PHEAA Student Loan Trust I | 0.515% | 04/25/2038 | 0.0% |
| GS Mortgage Securities Trust | 4.569% | 07/10/2048 | 0.0% |
| COMM Mortgage Trust | 4.530% | 07/10/2050 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| NRG Energy, Inc. | 5.750% | 01/15/2028 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2019-1 | 0.412% | 06/20/2022 | 0.0% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.0% |
| AutoNation, Inc. | 4.750% | 06/01/2030 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.411% | 07/15/2046 | 0.0% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.010% | 04/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Drive Auto Receivables Trust 2018-2 | 3.630% | 08/15/2024 | 0.0% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.0% |
| COMM Mortgage Trust | 1.135% | 08/10/2047 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| New Century Home Equity Loan Trust | 4.711% | 08/25/2035 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Meritage Mortgage Loan Trust | 1.150% | 01/25/2035 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| US 5YR NOTE (CBT) DEC20 | 0.000% | 01/06/2021 | 0.0% |
| US ULTRA BOND CBT DEC20 | 0.000% | 12/31/2020 | 0.0% |
| US 10YR ULTRA FUT DEC20 | 0.000% | 12/31/2020 | 0.0% |
| US LONG BOND(CBT) DEC20 | 0.000% | 12/31/2020 | 0.0% |
| FX USD/CAD 09/20 | 0.000% | 09/15/2020 | 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.
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.