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 |
|---|
| U.S. Treasury Note/Bond | 0.125% | 04/30/2022 | 6.1% |
| 30-YR UMBS-TBA PROD MAY | 3.000% | 08/01/2045 | 6.1% |
| 30-YR UMBS-TBA PROD MAY | 4.000% | 11/01/2046 | 5.7% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.9% |
| United States Treasury Bill | 0.000% | 07/30/2020 | 3.8% |
| 30-YR GNMA II-TBA PROD MAY | 3.500% | 06/01/2049 | 3.0% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.4% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.2% |
| 30-YR UMBS-TBA PROD MAY | 3.500% | 11/01/2046 | 2.2% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 2.1% |
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 | 0.375% | 03/31/2022 | 6.8% |
| 30-YR UMBS-TBA PROD APR | 3.000% | 05/01/2049 | 6.0% |
| Japan Treasury Discount Bill | 0.000% | 04/27/2020 | 5.3% |
| 30-YR UMBS-TBA PROD APR | 3.500% | 07/01/2049 | 5.1% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.9% |
| 30-YR UMBS-TBA PROD APR | 4.000% | 08/01/2049 | 4.4% |
| 30-YR GNMA II-TBA PROD APR | 3.500% | 06/01/2049 | 2.9% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.6% |
| U.S. Treasury Note/Bond | 0.500% | 03/31/2025 | 2.5% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 2.2% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 2.1% |
| U.S. Treasury Note/Bond | 1.375% | 01/31/2022 | 1.5% |
| Federal National Mortgage Assoc. | 3.500% | 09/01/2047 | 1.3% |
| United States Treasury Bill | 0.000% | 05/07/2020 | 1.1% |
| Federal National Mortgage Assoc. | 3.500% | 08/01/2047 | 1.1% |
| U.S. Treasury Note/Bond | 2.000% | 02/15/2050 | 1.0% |
| U.S. Treasury Note/Bond | 1.875% | 12/15/2020 | 0.9% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.9% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.8% |
| Federal National Mortgage Assoc. | 3.500% | 10/01/2047 | 0.7% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.7% |
| Federal National Mortgage Assoc. | 3.500% | 03/01/2050 | 0.7% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.7% |
| Federal National Mortgage Assoc. | 3.500% | 08/01/2047 | 0.7% |
| American Express Credit Account Master Trust | 1.770% | 11/15/2022 | 0.7% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.5% |
| Government National Mortgage Association | 1.850% | 01/16/2053 | 0.5% |
| 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% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.739% | 12/15/2036 | 0.5% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| KVK CLO 2016-1 Ltd | 4.081% | 01/15/2029 | 0.4% |
| Discover Card Execution Note Trust | 0.975% | 12/15/2023 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Ares XLI Clo Ltd | 3.031% | 01/15/2029 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Toyota Motor Credit Corp. | 1.753% | 05/22/2020 | 0.4% |
| DTE Electric Co | 2.625% | 03/01/2031 | 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% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| CSMC Series 2019-UVIL | 3.160% | 12/15/2041 | 0.3% |
| EPR Properties | 4.950% | 04/15/2028 | 0.3% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.3% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.3% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.3% |
| Springleaf Finance Corp. | 5.375% | 11/15/2029 | 0.3% |
| BMW Vehicle Owner Trust 2019-A | 2.050% | 05/25/2022 | 0.3% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.3% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.3% |
| ENI SpA | 5.700% | 10/01/2040 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.3% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.3% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.3% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 01/15/2027 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.3% |
| Kayne CLO 7 Ltd | 0.000% | 04/17/2033 | 0.3% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| Ally Auto Receivables Trust 2019-4 | 1.930% | 10/17/2022 | 0.3% |
| Dollar Tree, Inc. | 2.702% | 04/17/2020 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| U.S. Treasury Note/Bond | 2.375% | 11/15/2049 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Shackleton 2019-XIV Clo Ltd | 3.719% | 07/20/2030 | 0.2% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Citigroup, Inc. | 2.666% | 01/29/2031 | 0.2% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.2% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.2% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.2% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| Roper Industries, Inc. | 3.650% | 09/15/2023 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Tyco Electronics Group S.A. | 2.342% | 06/05/2020 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.2% |
| Mountain View Clo XIV Ltd | 3.271% | 04/15/2029 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.2% |
| Ecopetrol S.A. | 4.125% | 01/16/2025 | 0.2% |
| ALM VII Ltd | 3.681% | 07/15/2029 | 0.2% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.2% |
| BX Trust 2018-GW | 1.505% | 05/15/2035 | 0.2% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.705% | 06/15/2032 | 0.2% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.2% |
| Dominion Resources, Inc. | 3.375% | 04/01/2030 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| CVS Caremark Corp. | 5.050% | 03/25/2048 | 0.2% |
| Westlake Automobile Receivables Trust 2020-1 | 2.520% | 04/15/2025 | 0.2% |
| AT&T, Inc. | 3.067% | 06/12/2024 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.390% | 08/15/2022 | 0.2% |
| Hecla Mining Co. | 7.250% | 02/15/2028 | 0.2% |
| Newell Rubbermaid, Inc. | 5.625% | 04/01/2036 | 0.2% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.110% | 05/15/2048 | 0.2% |
| Lithia Motors, Inc. | 4.625% | 12/15/2027 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| WEA Finance LLC | 2.875% | 01/15/2027 | 0.2% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.2% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.2% |
| Bristol-Myers Squibb Co. | 3.625% | 05/15/2024 | 0.2% |
| BX Trust 2019-OC11 | 3.202% | 12/09/2041 | 0.2% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Goldman Sachs Group, Inc. | 2.660% | 02/23/2023 | 0.2% |
| Visa, Inc. | 1.900% | 04/15/2027 | 0.2% |
| Ameren Corp. | 3.500% | 01/15/2031 | 0.2% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.2% |
| SLC Student Loan Trust 2008-1 | 2.341% | 12/15/2032 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.627% | 07/05/2033 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| Marble Point CLO XVII Ltd | 2.196% | 04/20/2033 | 0.2% |
| Great Wolf Trust 2019-WOLF | 3.437% | 12/15/2036 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Federal National Mortgage Assoc. | 3.500% | 08/01/2047 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.795% | 10/16/2029 | 0.2% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 2.788% | 11/15/2037 | 0.2% |
| JD.com, Inc. | 3.375% | 01/14/2030 | 0.2% |
| Kraft Heinz Foods Co. | 4.375% | 06/01/2046 | 0.2% |
| Michigan Fin Auth | 3.084% | 12/01/2034 | 0.2% |
| Emera US Finance L.P. | 4.750% | 06/15/2046 | 0.2% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.005% | 06/15/2032 | 0.2% |
| Navient Corp. | 5.000% | 03/15/2027 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.1% |
| Octagon Investment Partners 29 Ltd | 2.981% | 01/24/2033 | 0.1% |
| Bank of America Corp. | 3.970% | 03/05/2029 | 0.1% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.1% |
| Massachusetts Sch Bldg Auth | 3.395% | 10/15/2040 | 0.1% |
| Federal National Mortgage Assoc. | 3.500% | 09/01/2047 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.885% | 06/15/2036 | 0.1% |
| Radian Group, Inc. | 4.875% | 03/15/2027 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| Coty, Inc. | 6.500% | 04/15/2026 | 0.1% |
| Equinix, Inc. | 2.625% | 11/18/2024 | 0.1% |
| Sunac China Holdings Ltd | 7.875% | 02/15/2022 | 0.1% |
| General Electric Co. | 1.741% | 03/15/2023 | 0.1% |
| Signature Aviation US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| BSPRT 2018-FL4 Issuer Ltd | 1.755% | 09/15/2035 | 0.1% |
| Listrindo Capital BV | 4.950% | 09/14/2026 | 0.1% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.780% | 12/19/2030 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Petrobras Global Finance BV | 5.093% | 01/15/2030 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.1% |
| FirstEnergy Transmission LLC | 4.550% | 04/01/2049 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Centene Corp. | 3.375% | 02/15/2030 | 0.1% |
| KKR CLO 18 Ltd | 3.527% | 07/18/2030 | 0.1% |
| Globo Comunicacao e Participacoes SA | 4.875% | 01/22/2030 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Kenya Government International Bond | 7.000% | 05/22/2027 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| China Evergrande Group | 10.000% | 04/11/2023 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| Mountain Hawk III CLO Ltd. | 3.019% | 04/18/2025 | 0.1% |
| Harris Corp. | 2.416% | 04/30/2020 | 0.1% |
| Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/2021 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Carlisle Cos., Inc. | 2.750% | 03/01/2030 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.1% |
| Spirit Realty LP | 3.400% | 01/15/2030 | 0.1% |
| Jackson National Life Global Funding | 1.051% | 03/16/2021 | 0.1% |
| Florida Power & Light Co. | 2.850% | 04/01/2025 | 0.1% |
| AbbVie, Inc. | 2.545% | 11/21/2022 | 0.1% |
| Permanent Univ Fnd - Texas A&M Univ Sys | 3.660% | 07/01/2047 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Guatemala Government Bond | 4.875% | 02/13/2028 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.590% | 07/15/2022 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Empresa Nacional del Petroleo | 3.750% | 08/05/2026 | 0.1% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.1% |
| Republic of Turkey | 4.250% | 04/14/2026 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.227% | 01/25/2046 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| PFP 2019-6 Ltd | 1.755% | 04/14/2037 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Madison Park Funding XXXVI Ltd | 5.692% | 01/15/2033 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.431% | 04/15/2026 | 0.1% |
| Advocate Health & Hospitals Corp | 3.387% | 10/15/2049 | 0.1% |
| Foothill-Eastern Transp Corridor Agy, CA | 4.094% | 01/15/2049 | 0.1% |
| Jamestown CLO IX Ltd | 4.469% | 10/20/2028 | 0.1% |
| LCM XXIV Ltd | 3.129% | 03/20/2030 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.655% | 07/15/2035 | 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% |
| Baxter International, Inc. | 3.750% | 10/01/2025 | 0.1% |
| Royal Bank of Canada | 2.196% | 01/17/2023 | 0.1% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Ameriprise Financial, Inc. | 3.000% | 04/02/2025 | 0.1% |
| Quicken Loans Inc | 5.750% | 05/01/2025 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| MPT Operating Partnership L.P. | 5.000% | 10/15/2027 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| Chinalco Capital Holdings Ltd | 4.000% | 08/25/2021 | 0.1% |
| Consolidated Communications, Inc. | 6.500% | 10/01/2022 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Banco do Brasil SA | 4.625% | 01/15/2025 | 0.1% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.661% | 11/25/2034 | 0.1% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Match Group, Inc. | 5.000% | 12/15/2027 | 0.1% |
| Adient US LLC | 7.000% | 05/15/2026 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.1% |
| Csail Commercial Mortgage Trust | 4.192% | 06/15/2057 | 0.1% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Performance Food Group, Inc. | 5.500% | 10/15/2027 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| World Omni Auto Receivables Trust 2018-D | 3.010% | 04/15/2022 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Cedar Funding VI CLO Ltd | 3.419% | 10/20/2028 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Freeport-McMoRan, Inc. | 4.125% | 03/01/2028 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Trillium Credit Card Trust II | 1.275% | 09/26/2023 | 0.1% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.1% |
| Branch Banking & Trust Co. | 2.250% | 03/11/2030 | 0.1% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| NBCUniversal Enterprise, Inc. | 2.309% | 04/01/2021 | 0.1% |
| Northwoods Capital 20 Ltd | 6.151% | 01/25/2030 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.1% |
| Sound Point CLO XI Ltd. | 2.919% | 07/20/2028 | 0.1% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.1% |
| Boyd Gaming Corp. | 6.000% | 08/15/2026 | 0.1% |
| GUSAP III LP | 4.250% | 01/21/2030 | 0.1% |
| Mountain View CLO X Ltd | 3.198% | 10/13/2027 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| California | 7.625% | 03/01/2040 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Viking Cruises Ltd. | 5.875% | 09/15/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.805% | 06/15/2032 | 0.1% |
| Panther BF Aggregator 2 LP / Panther Finance Co In | 8.500% | 05/15/2027 | 0.1% |
| Oztel Holdings SPC Ltd | 6.625% | 04/24/2028 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Wells Fargo & Co. | 3.240% | 03/04/2021 | 0.1% |
| Griffon Corp. | 5.750% | 03/01/2028 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| Exelon Corp. | 4.050% | 04/15/2030 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Diamondback Energy, Inc. | 3.500% | 12/01/2029 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| Ares XLI Clo Ltd | 3.631% | 01/15/2029 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| MEDNAX, Inc. | 6.250% | 01/15/2027 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Cigna Corp | 2.550% | 09/17/2021 | 0.1% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Hewlett Packard Enterprise Co. | 2.567% | 03/12/2021 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Greenko Solar Mauritius Ltd | 5.950% | 07/29/2026 | 0.1% |
| Northwoods Capital 20 Ltd | 4.701% | 01/25/2030 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| JPMorgan Chase & Co. | 2.509% | 06/18/2022 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Cemex, S.A.B. de C.V. | 5.450% | 11/19/2029 | 0.1% |
| Nigeria Government International Bond | 6.375% | 07/12/2023 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Sysco Corp. | 2.400% | 02/15/2030 | 0.1% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.1% |
| State Street Corp. | 2.825% | 03/30/2023 | 0.1% |
| Oglethorpe Power Corp. | 5.950% | 11/01/2039 | 0.1% |
| Brand Energy & Infrastructure Services Inc | 8.500% | 07/15/2025 | 0.1% |
| Jamestown CLO VII Ltd. | 4.394% | 07/25/2027 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| Crown Castle International Corp. | 3.300% | 07/01/2030 | 0.1% |
| BAT Capital Corp | 4.700% | 04/02/2027 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| Laredo Petroleum Holdings, Inc. | 9.500% | 01/15/2025 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Sound Point Clo XV Ltd | 4.306% | 01/23/2029 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| Longfor Properties Co. Ltd. | 4.500% | 01/16/2028 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Bombardier, Inc. | 7.875% | 04/15/2027 | 0.1% |
| COMM Mortgage Trust | 4.435% | 07/10/2050 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.679% | 11/15/2035 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Huntington Ingalls Industries, Inc. | 3.844% | 05/01/2025 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2019-A | 3.100% | 11/15/2021 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 0.872% | 06/20/2022 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.655% | 06/15/2035 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Massachusetts Educational Financing Authority | 2.744% | 04/25/2038 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 3.719% | 10/20/2028 | 0.1% |
| COMM Mortgage Trust | 3.183% | 02/10/2048 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Madison Park Funding XXXVI Ltd | 4.542% | 01/15/2033 | 0.1% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.1% |
| Verizon Communications, Inc. | 3.010% | 05/15/2025 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Regatta VI Funding Ltd | 3.869% | 07/20/2028 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| Archer-Daniels-Midland Co. | 2.750% | 03/27/2025 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Ally Master Owner Trust | 1.025% | 07/15/2022 | 0.1% |
| AbbVie, Inc. | 4.250% | 11/21/2049 | 0.1% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.1% |
| Scientific Games International, Inc. | 7.250% | 11/15/2029 | 0.1% |
| Healthcare Realty Trust, Inc. | 2.400% | 03/15/2030 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.597% | 07/15/2050 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.881% | 04/15/2026 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.1% |
| Sysco Corp. | 5.950% | 04/01/2030 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| California | 7.300% | 10/01/2039 | 0.1% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.1% |
| Republic of Turkey | 5.250% | 03/13/2030 | 0.1% |
| COMM Mortgage Trust | 4.435% | 07/10/2050 | 0.1% |
| Bank of America Corp. | 2.936% | 04/24/2023 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Kaisa Group Holdings Ltd. | 11.950% | 10/22/2022 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.217% | 02/25/2032 | 0.1% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.327% | 07/05/2033 | 0.1% |
| California Hlth Facs Fing Auth | 3.034% | 06/01/2034 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.269% | 07/15/2048 | 0.1% |
| Duke Energy Corp. | 2.750% | 04/01/2050 | 0.1% |
| Adventist Health System/West | 2.952% | 03/01/2029 | 0.1% |
| Avery Point VII CLO Ltd | 4.281% | 01/15/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Tronox Inc | 6.500% | 04/15/2026 | 0.1% |
| Boyd Gaming Corp. | 4.750% | 12/01/2027 | 0.1% |
| Univ of California Bd of Regents | 3.006% | 05/15/2050 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Pepperdine University | 3.301% | 12/01/2059 | 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% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.971% | 01/15/2059 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| 3M Co. | 2.650% | 04/15/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.283% | 07/15/2046 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Cent CLO Ltd. | 3.105% | 10/29/2025 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Avery Point CLO Ltd. | 3.394% | 04/25/2026 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 5.000% | 01/30/2028 | 0.0% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.0% |
| NIKE, Inc. | 2.400% | 03/27/2025 | 0.0% |
| ALM VII Ltd | 5.381% | 07/15/2029 | 0.0% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.0% |
| COMM 2016-COR1 Mortgage Trust | 3.494% | 10/10/2049 | 0.0% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.0% |
| Federal National Mortgage Assoc. | 4.182% | 03/01/2042 | 0.0% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.0% |
| Sysco Corp. | 6.600% | 04/01/2040 | 0.0% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Goldman Sachs Group, Inc. | 2.936% | 07/24/2023 | 0.0% |
| CVS Caremark Corp. | 2.605% | 03/09/2021 | 0.0% |
| MEG Energy Corp. | 7.125% | 02/01/2027 | 0.0% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.0% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.0% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.0% |
| OHA Loan Funding Ltd. | 4.342% | 11/15/2032 | 0.0% |
| Clearway Energy Operating LLC | 5.750% | 10/15/2025 | 0.0% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.0% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.0% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.231% | 04/15/2026 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 2.015% | 11/25/2034 | 0.0% |
| Pakistan Government International Bond | 6.875% | 12/05/2027 | 0.0% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.0% |
| Kaisa Group Holdings Ltd. | 9.375% | 06/30/2024 | 0.0% |
| Carnival plc | 7.875% | 06/01/2027 | 0.0% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Front Range BidCo Inc | 6.125% | 03/01/2028 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Regatta XVI Funding Ltd | 5.803% | 01/15/2033 | 0.0% |
| Regatta XVI Funding Ltd | 4.603% | 01/15/2033 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| Latam Finance Ltd. | 7.000% | 03/01/2026 | 0.0% |
| Yum! Brands, Inc. | 7.750% | 04/01/2025 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.219% | 01/20/2027 | 0.0% |
| General Electric Co. | 2.271% | 05/05/2026 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Carrier Global Corp | 3.577% | 04/05/2050 | 0.0% |
| Yuzhou Properties Co. Ltd. | 6.000% | 10/25/2023 | 0.0% |
| Angolan Government International Bond | 8.250% | 05/09/2028 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 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% |
| Arcor | 6.000% | 07/06/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 3.944% | 07/25/2027 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.0% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.0% |
| PHEAA Student Loan Trust I | 2.064% | 04/25/2038 | 0.0% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.0% |
| Johns Hopkins University | 2.813% | 01/01/2060 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.210% | 09/15/2021 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Prosus NV | 3.680% | 01/21/2030 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| General Mills, Inc. | 2.875% | 04/15/2030 | 0.0% |
| CIFC Funding 2019-VI Ltd | 5.857% | 01/16/2033 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Berry Petroleum Co. | 7.000% | 02/15/2026 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| Citgo Holding, Inc. | 9.250% | 08/01/2024 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| AI Candelaria Spain SLU | 7.500% | 12/15/2028 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| New York and Presbyterian Hospital/The | 3.954% | 08/01/2119 | 0.0% |
| Egypt Government International Bond | 4.550% | 11/20/2023 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| COMM Mortgage Trust | 4.435% | 07/10/2050 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 1.555% | 01/15/2033 | 0.0% |
| Hub International Ltd. | 7.000% | 05/01/2026 | 0.0% |
| McDonald's Corp. | 3.300% | 07/01/2025 | 0.0% |
| Centennial Resource Production LLC | 6.875% | 04/01/2027 | 0.0% |
| GS Mortgage Securities Trust | 4.427% | 07/10/2048 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| Pertamina Persero PT | 4.150% | 02/25/2060 | 0.0% |
| AT&T, Inc. | 2.891% | 06/30/2020 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| NRG Energy, Inc. | 5.750% | 01/15/2028 | 0.0% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.0% |
| Americredit Automobile Receivables Trust 2018-3 | 0.862% | 01/18/2022 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Diebold, Inc. | 8.500% | 04/15/2024 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.0% |
| QEP Resources, Inc. | 5.625% | 03/01/2026 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| University of Chicago/The | 2.761% | 04/01/2045 | 0.0% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.0% |
| Home Depot USA, Inc. | 1.464% | 06/05/2020 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.854% | 09/06/2038 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.0% |
| Spirit AeroSystems, Inc. | 4.600% | 06/15/2028 | 0.0% |
| HealthSouth Corp. | 4.500% | 02/01/2028 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| WPX Energy, Inc. | 8.250% | 08/01/2023 | 0.0% |
| PDC Energy, Inc. | 5.750% | 05/15/2026 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Churchill Downs, Inc. | 4.750% | 01/15/2028 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| COMM Mortgage Trust | 1.008% | 08/10/2047 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| New Century Home Equity Loan Trust | 4.673% | 08/25/2035 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| FX USD/CAD 06/20 | 0.000% | 06/15/2020 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Meritage Mortgage Loan Trust | 1.922% | 01/25/2035 | 0.0% |
| SLM Student Loan Trust | 1.467% | 03/25/2026 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| US 10YR NOTE (CBT)JUN20 | 0.000% | 06/30/2020 | 0.0% |
| US 10YR ULTRA FUT JUN20 | 0.000% | 06/30/2020 | 0.0% |
| US ULTRA BOND CBT JUN20 | 0.000% | 06/30/2020 | 0.0% |
| US 5YR NOTE (CBT) JUN20 | 0.000% | 07/06/2020 | 0.0% |
| US LONG BOND(CBT) JUN20 | 0.000% | 06/30/2020 | 0.0% |
| FX USD/JPY 04/20 | 0.000% | 04/27/2020 | -0.1% |
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.