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 JUL | 4.000% | 04/01/2047 | 12.4% |
| United States Treasury Bill | 0.000% | 07/30/2020 | 5.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 5.0% |
| 30-YR UMBS-TBA PROD JUL | 3.500% | 12/01/2046 | 4.3% |
| U.S. Treasury Note/Bond | 0.125% | 06/30/2022 | 3.8% |
| 30-YR UMBS-TBA PROD JUL | 3.000% | 10/01/2045 | 3.5% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.2% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.1% |
| U.S. Treasury Note/Bond | 1.250% | 05/15/2050 | 1.8% |
| U.S. Treasury Note/Bond | 0.250% | 04/15/2023 | 1.6% |
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 JUL | 4.000% | 04/01/2047 | 12.4% |
| United States Treasury Bill | 0.000% | 07/30/2020 | 5.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 5.0% |
| 30-YR UMBS-TBA PROD JUL | 3.500% | 12/01/2046 | 4.3% |
| U.S. Treasury Note/Bond | 0.125% | 06/30/2022 | 3.8% |
| 30-YR UMBS-TBA PROD JUL | 3.000% | 10/01/2045 | 3.5% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.2% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.1% |
| U.S. Treasury Note/Bond | 1.250% | 05/15/2050 | 1.8% |
| U.S. Treasury Note/Bond | 0.250% | 04/15/2023 | 1.6% |
| 30-YR UMBS-TBA PROD JUL | 2.500% | 10/01/2045 | 1.6% |
| Federal National Mortgage Assoc. | 3.500% | 09/01/2047 | 1.3% |
| U.S. Treasury Note | 0.125% | 04/15/2025 | 1.1% |
| United States Treasury Bill | 0.000% | 11/12/2020 | 1.0% |
| Wells Fargo & Co. | 2.393% | 06/02/2028 | 1.0% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.9% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.9% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 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% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.6% |
| CVS Caremark Corp. | 4.300% | 03/25/2028 | 0.6% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.5% |
| Biogen Idec, Inc. | 2.250% | 05/01/2030 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.219% | 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 | 3.469% | 01/15/2029 | 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% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.4% |
| National Oilwell Varco, Inc. | 3.600% | 12/01/2029 | 0.4% |
| Upjohn Inc | 2.300% | 06/22/2027 | 0.4% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.4% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.4% |
| DTE Electric Co | 2.625% | 03/01/2031 | 0.4% |
| Ares XLI Clo Ltd | 2.419% | 01/15/2029 | 0.4% |
| HCA, Inc. | 4.125% | 06/15/2029 | 0.4% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.4% |
| Alcon Finance Corp | 2.600% | 05/27/2030 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Ameren Corp. | 3.500% | 01/15/2031 | 0.3% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.3% |
| CSMC Series 2019-UVIL | 3.160% | 12/15/2041 | 0.3% |
| General Motors Financial Co., Inc. | 3.600% | 06/21/2030 | 0.3% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.3% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.3% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| Oracle Corp. | 2.950% | 04/01/2030 | 0.3% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.3% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.3% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 01/15/2027 | 0.3% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.3% |
| Republic of Indonesia | 4.750% | 01/08/2026 | 0.3% |
| United Technologies Corp. | 2.250% | 07/01/2030 | 0.3% |
| Boeing Co. | 4.875% | 05/01/2025 | 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% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| JD.com, Inc. | 3.375% | 01/14/2030 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 3.035% | 07/20/2030 | 0.3% |
| CVS Caremark Corp. | 3.625% | 04/01/2027 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.3% |
| Carmax Auto Owner Trust 2019-4 | 2.010% | 03/15/2023 | 0.3% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.3% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.3% |
| Kraft Heinz Foods Co. | 4.375% | 06/01/2046 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.3% |
| U.S. Treasury Note/Bond | 2.375% | 11/15/2049 | 0.3% |
| Boeing Co. | 5.040% | 05/01/2027 | 0.3% |
| Exelon Generation Co. LLC | 3.250% | 06/01/2025 | 0.3% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.2% |
| Ally Auto Receivables Trust 2019-4 | 1.930% | 10/17/2022 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Saudi Government International Bond | 3.250% | 10/22/2030 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| BMW Vehicle Owner Trust 2019-A | 2.050% | 05/25/2022 | 0.2% |
| Dominion Resources, Inc. | 3.375% | 04/01/2030 | 0.2% |
| ALM VII Ltd | 3.069% | 07/15/2029 | 0.2% |
| Hecla Mining Co. | 7.250% | 02/15/2028 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| Republic of Peru | 2.392% | 01/23/2026 | 0.2% |
| Westlake Automobile Receivables Trust 2020-1 | 2.520% | 04/15/2025 | 0.2% |
| Mountain View Clo XIV Ltd | 2.709% | 04/15/2029 | 0.2% |
| BAE Systems plc | 3.400% | 04/15/2030 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| BX Trust 2018-GW | 0.985% | 05/15/2035 | 0.2% |
| Abu Dhabi Government International Bond | 2.500% | 09/30/2029 | 0.2% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.2% |
| Delta Air Lines, Inc. | 7.000% | 05/01/2025 | 0.2% |
| National Fuel Gas Co. | 5.500% | 01/15/2026 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| BX Trust 2019-OC11 | 3.202% | 12/09/2041 | 0.2% |
| Newell Rubbermaid, Inc. | 5.875% | 04/01/2036 | 0.2% |
| Lithia Motors, Inc. | 4.625% | 12/15/2027 | 0.2% |
| MEDNAX, Inc. | 6.250% | 01/15/2027 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.390% | 08/15/2022 | 0.2% |
| Freeport-McMoRan, Inc. | 4.125% | 03/01/2028 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.185% | 06/15/2032 | 0.2% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.2% |
| NVR, Inc. | 3.000% | 05/15/2030 | 0.2% |
| Rite Aid Corp. | 6.125% | 04/01/2023 | 0.2% |
| WEA Finance LLC | 2.875% | 01/15/2027 | 0.2% |
| Carnival Corp. | 11.500% | 04/01/2023 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| Cargill Inc | 2.125% | 04/23/2030 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Anthem, Inc. | 2.250% | 05/15/2030 | 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% |
| LifePoint Hospitals, Inc. | 6.750% | 04/15/2025 | 0.2% |
| Longfor Properties Co. Ltd. | 4.500% | 01/16/2028 | 0.2% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.2% |
| Continental Resources, Inc. | 3.800% | 06/01/2024 | 0.2% |
| Visa, Inc. | 1.900% | 04/15/2027 | 0.2% |
| Anheuser-Busch InBev Worldwide, Inc. | 3.500% | 06/01/2030 | 0.2% |
| Capital One Multi-Asset Execution Trust | 2.060% | 08/15/2028 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| Salem Fields CLO Ltd 2016-2 | 2.141% | 10/25/2028 | 0.2% |
| Xylem, Inc. | 1.950% | 01/30/2028 | 0.2% |
| Stryker Corp. | 1.950% | 06/15/2030 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Marble Point CLO XVII Ltd | 2.196% | 04/20/2033 | 0.2% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Ameriprise Financial, Inc. | 3.000% | 04/02/2025 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.424% | 07/05/2033 | 0.2% |
| Citibank Credit Card Issuance Trust | 2.490% | 01/20/2023 | 0.2% |
| Deephaven Residential Mortgage Trust 2019-3 | 2.964% | 07/25/2059 | 0.2% |
| Springleaf Finance Corp. | 5.375% | 11/15/2029 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 1.314% | 11/15/2037 | 0.2% |
| SLC Student Loan Trust 2008-1 | 1.913% | 12/15/2032 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| Mountain View CLO 2017-1 LLC | 2.266% | 10/16/2029 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 3.337% | 12/15/2027 | 0.2% |
| FirstEnergy Corp. | 2.650% | 03/01/2030 | 0.2% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.2% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.2% |
| Michigan Fin Auth | 3.084% | 12/01/2034 | 0.2% |
| Listrindo Capital BV | 4.950% | 09/14/2026 | 0.2% |
| Equinix, Inc. | 2.625% | 11/18/2024 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.240% | 05/15/2048 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Bank of America Corp. | 3.970% | 03/05/2029 | 0.2% |
| Republic of Colombia | 3.000% | 01/30/2030 | 0.2% |
| Octagon Investment Partners 29 Ltd | 2.200% | 01/24/2033 | 0.2% |
| Orec 2018-CRE1 Ltd | 1.365% | 06/15/2036 | 0.2% |
| Angel Oak Mortgage Trust I LLC 2019-4 | 2.993% | 07/26/2049 | 0.2% |
| Sunac China Holdings Ltd | 7.875% | 02/15/2022 | 0.2% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 4.875% | 02/15/2030 | 0.2% |
| AbbVie, Inc. | 3.200% | 11/21/2029 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.2% |
| XPO Logistics, Inc. | 6.250% | 05/01/2025 | 0.2% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.224% | 12/19/2030 | 0.2% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.740% | 11/15/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.485% | 06/15/2032 | 0.2% |
| Alibaba Group Holding Ltd. | 3.400% | 12/06/2027 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| National Securities Clearing Corp | 1.500% | 04/23/2025 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| Toyota Auto Receivables 2017-A Owner Trust | 2.100% | 09/15/2022 | 0.2% |
| Navient Corp. | 5.000% | 03/15/2027 | 0.2% |
| General Electric Co. | 1.741% | 03/15/2023 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| Massachusetts Sch Bldg Auth | 3.395% | 10/15/2040 | 0.1% |
| PetSmart, Inc. | 5.875% | 06/01/2025 | 0.1% |
| Zimmer Biomet Holdings, Inc. | 5.750% | 11/30/2039 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| BSPRT 2018-FL4 Issuer Ltd | 1.235% | 09/15/2035 | 0.1% |
| Carlisle Cos., Inc. | 2.750% | 03/01/2030 | 0.1% |
| Centene Corp. | 3.375% | 02/15/2030 | 0.1% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| KKR CLO 18 Ltd | 2.835% | 07/18/2030 | 0.1% |
| Signature Aviation US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| Globo Comunicacao e Participacoes SA | 4.875% | 01/22/2030 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Federal National Mortgage Assoc. | 3.500% | 09/01/2047 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| New Residential Mortgage Loan Trust 2019-NQM3 | 2.802% | 07/25/2049 | 0.1% |
| Goldman Sachs Group, Inc. | 2.557% | 10/31/2022 | 0.1% |
| Citigroup, Inc. | 2.666% | 01/29/2031 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Coty, Inc. | 6.500% | 04/15/2026 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| Quest Diagnostics, Inc. | 2.800% | 06/30/2031 | 0.1% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.1% |
| Intuit, Inc. | 1.350% | 07/15/2027 | 0.1% |
| ESH Hospitality, Inc. | 4.625% | 10/01/2027 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Parsley Energy LLC | 5.625% | 10/15/2027 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| Exeter Automobile Receivables Trust 2020-2 | 1.130% | 08/15/2023 | 0.1% |
| Empresa Nacional del Petroleo | 3.750% | 08/05/2026 | 0.1% |
| Goldman Sachs Group, Inc. | 1.110% | 02/23/2023 | 0.1% |
| Kookmin Bank | 1.750% | 05/04/2025 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 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% |
| Republic of Turkey | 4.250% | 04/14/2026 | 0.1% |
| Occidental Petroleum Corp. | 7.875% | 09/15/2031 | 0.1% |
| Permanent Univ Fnd - Texas A&M Univ Sys | 3.660% | 07/01/2047 | 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% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Jamestown CLO IX Ltd | 3.785% | 10/20/2028 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| Diamondback Energy, Inc. | 3.500% | 12/01/2029 | 0.1% |
| PFP 2019-6 Ltd | 1.244% | 04/14/2037 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Volkswagen Group of America Finance LLC | 3.125% | 05/12/2023 | 0.1% |
| PDC Energy, Inc. | 5.750% | 05/15/2026 | 0.1% |
| Turkiye Garanti Bankasi AS | 5.875% | 03/16/2023 | 0.1% |
| Advocate Health & Hospitals Corp | 3.387% | 10/15/2049 | 0.1% |
| Walgreen Co. | 3.200% | 04/15/2030 | 0.1% |
| Northwoods Capital 20 Ltd | 6.151% | 01/25/2030 | 0.1% |
| Baxter International, Inc. | 3.750% | 10/01/2025 | 0.1% |
| American Axle & Manufacturing, Inc. | 6.500% | 04/01/2027 | 0.1% |
| Western Gas Partners L.P. | 4.050% | 02/01/2030 | 0.1% |
| HCA, Inc. | 5.500% | 06/15/2047 | 0.1% |
| Apache Corp. | 4.375% | 10/15/2028 | 0.1% |
| Foothill-Eastern Transp Corridor Agy, CA | 4.094% | 01/15/2049 | 0.1% |
| Deephaven Residential Mortgage Trust 2019-4 | 2.791% | 10/25/2059 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 4.750% | 03/01/2030 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| LCM XXIV Ltd | 2.445% | 03/20/2030 | 0.1% |
| Banco do Brasil SA | 4.625% | 01/15/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.135% | 07/15/2035 | 0.1% |
| Garda World Security Corp | 9.500% | 11/01/2027 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.1% |
| Match Group, Inc. | 5.000% | 12/15/2027 | 0.1% |
| MPT Operating Partnership L.P. | 5.000% | 10/15/2027 | 0.1% |
| Chinalco Capital Holdings Ltd | 4.000% | 08/25/2021 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Exelon Corp. | 4.050% | 04/15/2030 | 0.1% |
| Branch Banking & Trust Co. | 2.250% | 03/11/2030 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Pulte Group, Inc. | 5.500% | 03/01/2026 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| GUSAP III LP | 4.250% | 01/21/2030 | 0.1% |
| AMC Networks, Inc. | 5.000% | 04/01/2024 | 0.1% |
| Quicken Loans LLC | 5.750% | 05/01/2025 | 0.1% |
| Consolidated Communications, Inc. | 6.500% | 10/01/2022 | 0.1% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| William Carter Co. | 5.500% | 05/15/2025 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.141% | 11/25/2034 | 0.1% |
| Nexstar Broadcasting, Inc. | 5.625% | 07/15/2027 | 0.1% |
| Western Digital Corp. | 4.750% | 02/15/2026 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.768% | 01/25/2046 | 0.1% |
| Nigeria Government International Bond | 6.375% | 07/12/2023 | 0.1% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.1% |
| Cedar Funding VI CLO Ltd | 2.735% | 10/20/2028 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Greenko Solar Mauritius Ltd | 5.950% | 07/29/2026 | 0.1% |
| California | 7.625% | 03/01/2040 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Boyd Gaming Corp. | 6.000% | 08/15/2026 | 0.1% |
| Citgo Holding, Inc. | 9.250% | 08/01/2024 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Northwoods Capital 20 Ltd | 4.701% | 01/25/2030 | 0.1% |
| Calpine Corp. | 5.125% | 03/15/2028 | 0.1% |
| Gap, Inc. | 8.625% | 05/15/2025 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Sysco Corp. | 2.400% | 02/15/2030 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Tronox Inc | 6.500% | 04/15/2026 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| Mountain View CLO X Ltd | 2.661% | 10/13/2027 | 0.1% |
| Navistar International Corp. | 9.500% | 05/01/2025 | 0.1% |
| Sally Holdings LLC / Sally Capital, Inc. | 5.625% | 12/01/2025 | 0.1% |
| IRB Holding Corp | 7.000% | 06/15/2025 | 0.1% |
| AT&T, Inc. | 4.300% | 02/15/2030 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Griffon Corp. | 5.750% | 03/01/2028 | 0.1% |
| CSC Holdings LLC | 5.500% | 04/15/2027 | 0.1% |
| Select Medical Corp. | 6.250% | 08/15/2026 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Ares XLI Clo Ltd | 3.019% | 01/15/2029 | 0.1% |
| Calpine Corp. | 4.500% | 02/15/2028 | 0.1% |
| Trillium Credit Card Trust II | 0.530% | 09/26/2023 | 0.1% |
| TerraForm Power Operating LLC | 4.750% | 01/15/2030 | 0.1% |
| Transocean Phoenix 2 Ltd. | 7.750% | 10/15/2024 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 8.500% | 01/31/2027 | 0.1% |
| ITC Holdings Corp. | 3.350% | 11/15/2027 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| Sound Point CLO XI Ltd. | 2.235% | 07/20/2028 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Zayo Group Holdings, Inc. | 4.000% | 03/01/2027 | 0.1% |
| Cemex, S.A.B. de C.V. | 5.450% | 11/19/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Live Nation Entertainment, Inc. | 4.875% | 11/01/2024 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Jamestown CLO VII Ltd. | 3.591% | 07/25/2027 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| BAT Capital Corp | 4.700% | 04/02/2027 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Sound Point Clo XV Ltd | 3.543% | 01/23/2029 | 0.1% |
| Cigna Corp | 1.493% | 09/17/2021 | 0.1% |
| Oglethorpe Power Corp. | 5.950% | 11/01/2039 | 0.1% |
| Global Payments, Inc. | 3.200% | 08/15/2029 | 0.1% |
| Hewlett Packard Enterprise Co. | 0.998% | 03/12/2021 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 1.819% | 04/15/2026 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Zhenro Properties Group Ltd | 8.650% | 01/21/2023 | 0.1% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Brand Energy & Infrastructure Services Inc | 8.500% | 07/15/2025 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.020% | 11/15/2035 | 0.1% |
| Mountain Hawk III CLO Ltd. | 2.335% | 04/18/2025 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.135% | 06/15/2035 | 0.1% |
| Scientific Games International, Inc. | 7.250% | 11/15/2029 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Vail Resorts, Inc. | 6.250% | 05/15/2025 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 3.035% | 10/20/2028 | 0.1% |
| MEG Energy Corp. | 7.125% | 02/01/2027 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2019-A | 3.100% | 11/15/2021 | 0.1% |
| Constellation Brands, Inc. | 2.875% | 05/01/2030 | 0.1% |
| Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/2021 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| COMM Mortgage Trust | 3.183% | 02/10/2048 | 0.1% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.1% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.1% |
| BorgWarner, Inc. | 2.650% | 07/01/2027 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Healthcare Realty Trust, Inc. | 2.400% | 03/15/2030 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| PayPal Holdings, Inc. | 3.250% | 06/01/2050 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Csail Commercial Mortgage Trust | 4.330% | 06/15/2057 | 0.1% |
| Ally Master Owner Trust | 0.505% | 07/15/2022 | 0.1% |
| Kaisa Group Holdings Ltd. | 11.950% | 10/22/2022 | 0.1% |
| Massachusetts Educational Financing Authority | 1.941% | 04/25/2038 | 0.1% |
| Republic of Turkey | 5.250% | 03/13/2030 | 0.1% |
| IDEX Corp. | 3.000% | 05/01/2030 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.269% | 04/15/2026 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| California | 7.300% | 10/01/2039 | 0.1% |
| Avery Point VII CLO Ltd | 3.669% | 01/15/2028 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.1% |
| CoStar Group, Inc. | 2.800% | 07/15/2030 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.331% | 08/05/2034 | 0.1% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Royal Caribbean Cruises Ltd. | 11.500% | 06/01/2025 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Univ of California Bd of Regents | 3.006% | 05/15/2050 | 0.1% |
| COMM Mortgage Trust | 4.577% | 07/10/2050 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Micron Technology, Inc. | 2.497% | 04/24/2023 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Adventist Health System/West | 2.952% | 03/01/2029 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| Murphy Oil USA, Inc. | 4.750% | 09/15/2029 | 0.1% |
| Statoil ASA | 1.750% | 01/22/2026 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.720% | 07/15/2050 | 0.1% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| California Hlth Facs Fing Auth | 3.034% | 06/01/2034 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.411% | 07/15/2048 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.124% | 07/05/2033 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Clarios Global LP / Clarios US Finance Co | 8.500% | 05/15/2027 | 0.1% |
| ALM VII Ltd | 4.769% | 07/15/2029 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Boyd Gaming Corp. | 4.750% | 12/01/2027 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.206% | 02/25/2032 | 0.1% |
| COMM Mortgage Trust | 4.577% | 07/10/2050 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.1% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| Avery Point CLO Ltd. | 2.591% | 04/25/2026 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Diamondback Energy, Inc. | 4.750% | 05/31/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2020-A | 1.030% | 10/15/2022 | 0.1% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.1% |
| COMM 2016-COR1 Mortgage Trust | 3.494% | 10/10/2049 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 5.000% | 01/30/2028 | 0.1% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Clear Channel Worldwide Holdings, Inc. | 9.250% | 02/15/2024 | 0.0% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.0% |
| World Omni Auto Receivables Trust 2018-D | 3.010% | 04/15/2022 | 0.0% |
| Cent CLO Ltd. | 2.171% | 10/29/2025 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Pepperdine University | 3.301% | 12/01/2059 | 0.0% |
| Kaisa Group Holdings Ltd. | 9.375% | 06/30/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.136% | 01/15/2059 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.619% | 04/15/2026 | 0.0% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| Clearway Energy Operating LLC | 5.750% | 10/15/2025 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| Santander Retail Auto Lease Trust 2019-B | 2.290% | 04/20/2022 | 0.0% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.590% | 07/15/2022 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| Americredit Automobile Receivables Trust 2019-1 | 0.454% | 06/20/2022 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.0% |
| Arcor | 6.000% | 07/06/2023 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.495% | 11/25/2034 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Netflix, Inc. | 3.625% | 06/15/2025 | 0.0% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.0% |
| Federal National Mortgage Assoc. | 0.178% | 03/01/2042 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| Zayo Group Holdings, Inc. | 6.125% | 03/01/2028 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Yuzhou Properties Co. Ltd. | 6.000% | 10/25/2023 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| AI Candelaria Spain SLU | 7.500% | 12/15/2028 | 0.0% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.0% |
| Yum! Brands, Inc. | 7.750% | 04/01/2025 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 2.535% | 01/20/2027 | 0.0% |
| General Electric Co. | 2.121% | 05/05/2026 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| Prosus NV | 3.680% | 01/21/2030 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 3.141% | 07/25/2027 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 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% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| PHEAA Student Loan Trust I | 1.261% | 04/25/2038 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| New York and Presbyterian Hospital/The | 3.954% | 08/01/2119 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Pertamina Persero PT | 4.150% | 02/25/2060 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Egypt Government International Bond | 4.550% | 11/20/2023 | 0.0% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| COMM Mortgage Trust | 4.577% | 07/10/2050 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| GS Mortgage Securities Trust | 4.574% | 07/10/2048 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 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% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.0% |
| NRG Energy, Inc. | 5.750% | 01/15/2028 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.0% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| WPX Energy, Inc. | 8.250% | 08/01/2023 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| Drive Auto Receivables Trust 2018-2 | 3.630% | 08/15/2024 | 0.0% |
| AutoNation, Inc. | 4.750% | 06/01/2030 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.411% | 07/15/2046 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| HealthSouth Corp. | 4.500% | 02/01/2028 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Churchill Downs, Inc. | 4.750% | 01/15/2028 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 1.035% | 01/15/2033 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| COMM Mortgage Trust | 1.163% | 08/10/2047 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| New Century Home Equity Loan Trust | 4.676% | 08/25/2035 | 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% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2018-3 | 0.444% | 01/18/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Meritage Mortgage Loan Trust | 1.160% | 01/25/2035 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| SLM Student Loan Trust | 0.705% | 03/25/2026 | 0.0% |
| US 5YR NOTE (CBT) SEP20 | 0.000% | 10/05/2020 | 0.0% |
| US ULTRA BOND CBT SEP20 | 0.000% | 09/30/2020 | 0.0% |
| FX USD/CAD 09/20 | 0.000% | 09/15/2020 | 0.0% |
| US 10YR ULTRA FUT SEP20 | 0.000% | 09/30/2020 | 0.0% |
| US LONG BOND(CBT) SEP20 | 0.000% | 09/30/2020 | 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.
YOUR REPRESENTATIVE
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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.