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 |
|---|
| FNMA Conventional Long T. 30yr | 4.500% | 06/30/2048 | 22.7% |
| FNMA Conventional Long T. 30yr | 4.000% | 05/31/2048 | 11.1% |
| United States Treasury Bill | 0.000% | 03/14/2019 | 8.9% |
| U.S. Treasury Note/Bond | 3.000% | 08/15/2048 | 4.7% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.6% |
| Federal Home Loan Bank | 0.000% | 02/15/2019 | 2.4% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2042 | 2.0% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2023 | 1.9% |
| FNMA Conventional Long T. 30yr | 3.500% | 01/31/2048 | 1.5% |
| Federal Home Loan Bank | 0.000% | 01/31/2019 | 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 |
|---|
| FNMA Conventional Long T. 30yr | 4.500% | 06/30/2048 | 22.7% |
| FNMA Conventional Long T. 30yr | 4.000% | 05/31/2048 | 11.1% |
| United States Treasury Bill | 0.000% | 03/14/2019 | 8.9% |
| U.S. Treasury Note/Bond | 3.000% | 08/15/2048 | 4.7% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.6% |
| Federal Home Loan Bank | 0.000% | 02/15/2019 | 2.4% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2042 | 2.0% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2023 | 1.9% |
| FNMA Conventional Long T. 30yr | 3.500% | 01/31/2048 | 1.5% |
| Federal Home Loan Bank | 0.000% | 01/31/2019 | 1.4% |
| U.S. Treasury Note | 0.500% | 01/15/2028 | 1.1% |
| U.S. Treasury Note/Bond | 3.125% | 11/15/2028 | 1.1% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.9% |
| U.S. Treasury Note/Bond | 1.875% | 12/15/2020 | 0.9% |
| American Express Credit Account Master Trust | 1.640% | 12/15/2021 | 0.8% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.8% |
| Ford Credit Auto Owner Trust | 3.470% | 01/15/2030 | 0.7% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.6% |
| World Financial Network Credit Card Master Trust | 3.460% | 07/15/2025 | 0.6% |
| Royal Bank of Canada | 3.350% | 10/22/2021 | 0.6% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.5% |
| Discover Card Execution Note Trust | 1.670% | 01/18/2022 | 0.5% |
| Ford Credit Auto Owner Trust 2014-REV2 | 2.310% | 04/15/2026 | 0.5% |
| Citibank Credit Card Issuance Trust | 1.740% | 01/19/2021 | 0.5% |
| Discover Card Execution Note Trust | 2.885% | 07/15/2021 | 0.5% |
| Republic of Argentina | 6.875% | 04/22/2021 | 0.5% |
| Ford Credit Auto Owner Trust/Ford Credit 2014-REV1 | 2.260% | 11/15/2025 | 0.5% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.5% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.5% |
| Ares XLI Clo Ltd | 3.846% | 01/15/2029 | 0.4% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.4% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.4% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.4% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.4% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.4% |
| World Financial Network Credit Card Master Trust | 2.310% | 08/15/2024 | 0.4% |
| Citibank Credit Card Issuance Trust | 1.800% | 09/20/2021 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.4% |
| Federal Home Loan Bank | 0.000% | 02/06/2019 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.3% |
| ENI SpA | 5.700% | 10/01/2040 | 0.3% |
| Drive Auto Receivables Trust | 2.750% | 10/15/2020 | 0.3% |
| Mountain Hawk III CLO Ltd. | 3.645% | 04/18/2025 | 0.3% |
| U.S. Treasury Note/Bond | 2.875% | 11/15/2021 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.128% | 07/05/2031 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.286% | 01/15/2026 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| Netflix, Inc. | 4.375% | 11/15/2026 | 0.3% |
| SLC Student Loan Trust 2008-1 | 4.388% | 12/15/2032 | 0.3% |
| BlueMountain CLO 2013-1 Ltd | 3.869% | 01/20/2029 | 0.3% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.3% |
| Allegro CLO IV Ltd | 3.836% | 01/15/2029 | 0.3% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.3% |
| Chase Issuance Trust | 1.270% | 07/15/2021 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 4.269% | 01/20/2028 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.455% | 06/15/2032 | 0.3% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.3% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.3% |
| DLL 2018-1 LLC | 3.100% | 04/18/2022 | 0.3% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.3% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.3% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.3% |
| BX Trust 2018-GW | 3.255% | 05/15/2035 | 0.3% |
| Drive Auto Receivables Trust 2018-5 | 3.080% | 07/15/2021 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.750% | 02/15/2026 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.125% | 06/30/2027 | 0.2% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.2% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| WhiteHorse VIII Ltd | 3.441% | 05/01/2026 | 0.2% |
| BMW Vehicle Owner Trust 2018-A | 2.090% | 11/25/2020 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.128% | 05/15/2048 | 0.2% |
| Santander Drive Auto Receivables Trust 2018-3 | 2.780% | 03/15/2021 | 0.2% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 3.650% | 02/01/2026 | 0.2% |
| Navient Student Loan Trust 2017-2 | 3.556% | 12/27/2066 | 0.2% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.2% |
| United Technologies Corp. | 3.650% | 08/16/2023 | 0.2% |
| ICG US CLO 2015-2 Ltd | 3.286% | 01/16/2028 | 0.2% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.2% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.040% | 03/15/2022 | 0.2% |
| Ford Credit Auto Owner Trust 2017-REV1 | 2.620% | 08/15/2028 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| Daimler Trucks Retail Trust 2018-1 | 2.600% | 05/15/2020 | 0.2% |
| Avery Point VII CLO Ltd | 3.936% | 01/15/2028 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Citibank Credit Card Issuance Trust | 3.210% | 12/07/2024 | 0.2% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.2% |
| Drive Auto Receivables Trust 2018-5 | 2.775% | 07/15/2021 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Brand Energy & Infrastructure Services Inc | 8.500% | 07/15/2025 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| Sprint Corp. | 7.875% | 09/15/2023 | 0.2% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.979% | 07/05/2033 | 0.2% |
| Cablevision Systems Corp. | 5.875% | 09/15/2022 | 0.2% |
| Eldorado Resorts, Inc. | 6.000% | 04/01/2025 | 0.2% |
| GMF Floorplan Owner Revolving Trust | 1.960% | 05/17/2021 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.248% | 07/05/2033 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 02/22/2028 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.036% | 04/15/2026 | 0.2% |
| Rain CII Carbon LLC | 7.250% | 04/01/2025 | 0.2% |
| Albertsons Cos LLC / Safeway, Inc. / New Albertson | 6.625% | 06/15/2024 | 0.2% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| WellCare Health Plans, Inc. | 5.250% | 04/01/2025 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| Dell International LLC / EMC Corp | 7.125% | 06/15/2024 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.320% | 01/20/2027 | 0.2% |
| Polaris Intermediate Corp | 8.500% | 12/01/2022 | 0.2% |
| Drive Auto Receivables Trust | 3.010% | 11/15/2021 | 0.2% |
| California Republic Auto Receivables Trust 2018-1 | 3.560% | 03/15/2023 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.585% | 11/15/2037 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Federal Home Loan Mortgage Corp. | 3.444% | 12/25/2027 | 0.2% |
| Engs Commercial Finance Trust 2018-1 | 2.970% | 02/22/2021 | 0.2% |
| Bombardier, Inc. | 7.500% | 03/15/2025 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.487% | 06/15/2036 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.106% | 01/25/2046 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.410% | 11/19/2035 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.405% | 11/15/2035 | 0.2% |
| Drive Auto Receivables Trust | 2.780% | 10/15/2020 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.2% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.2% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.2% |
| Discover Card Execution Note Trust | 2.120% | 12/15/2021 | 0.2% |
| Master Credit Card Trust II Series 2018-1 | 3.245% | 07/21/2024 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2018-A | 2.200% | 04/15/2020 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.160% | 09/15/2022 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.410% | 07/15/2022 | 0.2% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.140% | 01/17/2023 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.2% |
| Siemens Financial Services, Inc. | 2.350% | 10/15/2026 | 0.2% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.2% |
| Americredit Automobile Receivables Trust 2018-3 | 2.705% | 01/18/2022 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| BWAY 2015-1740 Mortgage Trust | 2.917% | 01/10/2035 | 0.2% |
| Synchrony Credit Card Master Note Trust | 1.580% | 09/15/2022 | 0.2% |
| Brink's Co/The | 4.625% | 10/15/2027 | 0.2% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.2% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Lamb Weston Holdings, Inc. | 4.875% | 11/01/2026 | 0.1% |
| China Evergrande Group | 8.750% | 06/28/2025 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.1% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| Six Flags Entertainment Corp. | 5.500% | 04/15/2027 | 0.1% |
| Chase Issuance Trust | 1.580% | 08/15/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.620% | 10/15/2025 | 0.1% |
| SPX FLOW, Inc. | 5.625% | 08/15/2024 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Myriad International Holdings BV | 5.500% | 07/21/2025 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.1% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.555% | 06/15/2032 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2017-C | 1.890% | 03/16/2020 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| Weight Watchers International, Inc. | 8.625% | 12/01/2025 | 0.1% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.1% |
| Continental Resources, Inc. | 4.500% | 04/15/2023 | 0.1% |
| CEC Entertainment, Inc. | 8.000% | 02/15/2022 | 0.1% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.1% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| SunTrust Auto Receivables Trust | 3.240% | 01/16/2023 | 0.1% |
| ALM VII Ltd | 3.916% | 10/15/2028 | 0.1% |
| Warner Media LLC | 6.250% | 03/29/2041 | 0.1% |
| Peabody Energy Corp. | 6.375% | 03/31/2025 | 0.1% |
| Aquarion Co. | 4.000% | 08/15/2024 | 0.1% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.1% |
| Federal National Mortgage Assoc. | 5.500% | 09/01/2036 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 4.060% | 11/15/2030 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 1.710% | 09/16/2020 | 0.1% |
| Acadia Healthcare Co., Inc. | 5.625% | 02/15/2023 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Colonial Pipeline Co. | 4.250% | 04/15/2048 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.405% | 07/15/2035 | 0.1% |
| LCM XXIV Ltd | 3.779% | 03/20/2030 | 0.1% |
| Csail Commercial Mortgage Trust | 4.205% | 06/15/2057 | 0.1% |
| COMM 2016-SAVA Mortgage Trust | 4.069% | 10/15/2034 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 4.519% | 01/20/2029 | 0.1% |
| Cent CLO Ltd. | 3.839% | 10/29/2025 | 0.1% |
| Comcast Corp. | 3.969% | 11/01/2047 | 0.1% |
| 21st Century Fox America, Inc. | 7.750% | 12/01/2045 | 0.1% |
| Navient Student Loan Trust 2016-7 | 3.656% | 03/25/2066 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.1% |
| California Republic Auto Receivables Trust 2017-1 | 1.900% | 03/15/2021 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| IFM US Colonial Pipeline 2 LLC | 6.450% | 05/01/2021 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.700% | 09/20/2022 | 0.1% |
| Ford Credit Auto Lease Trust 2017-B | 1.800% | 06/15/2020 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Cedar Funding VI CLO Ltd | 4.069% | 10/20/2028 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.1% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| Exelon Generation Co. LLC | 6.250% | 10/01/2039 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Discover Card Execution Note Trust | 1.640% | 07/15/2021 | 0.1% |
| Mountain View CLO X Ltd | 3.786% | 10/13/2027 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.1% |
| California Resources Corp. | 8.000% | 12/15/2022 | 0.1% |
| American Credit Acceptance Receivables Trust 2018- | 2.720% | 03/10/2021 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.1% |
| Republic of Argentina | 8.280% | 12/31/2033 | 0.1% |
| Sound Point CLO XI Ltd. | 3.558% | 07/20/2028 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.1% |
| Massachusetts Educational Financing Authority | 3.440% | 04/25/2038 | 0.1% |
| Kerr-McGee Corp. | 7.875% | 09/15/2031 | 0.1% |
| Jamestown CLO VII Ltd. | 5.090% | 07/25/2027 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.1% |
| General Electric Co. | 2.962% | 05/05/2026 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| HCA, Inc. | 5.500% | 06/15/2047 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Federal National Mortgage Assoc. | 3.961% | 03/01/2042 | 0.1% |
| Mohegan Tribal Gaming Authority | 7.875% | 10/15/2024 | 0.1% |
| William Lyon Homes, Inc. | 6.000% | 09/01/2023 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| AT&T, Inc. | 6.000% | 08/15/2040 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.694% | 07/15/2050 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| Intesa Sanpaolo SpA | 3.875% | 01/12/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.475% | 11/15/2035 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| Silversea Cruise Finance Ltd. | 7.250% | 02/01/2025 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.405% | 06/15/2035 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Century Communities, Inc. | 5.875% | 07/15/2025 | 0.1% |
| CNO Financial Group, Inc. | 5.250% | 05/30/2025 | 0.1% |
| SM Energy Co. | 6.625% | 01/15/2027 | 0.1% |
| Braskem Netherlands Finance BV | 4.500% | 01/10/2028 | 0.1% |
| CenturyLink, Inc. | 6.750% | 12/01/2023 | 0.1% |
| Equinix, Inc. | 5.875% | 01/15/2026 | 0.1% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 5.369% | 01/20/2029 | 0.1% |
| Benefit Street Partners CLO IV Ltd | 3.959% | 01/20/2029 | 0.1% |
| Intelsat Connect Finance SA | 9.500% | 02/15/2023 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 4.369% | 10/20/2028 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Recette Clo Ltd | 3.389% | 10/20/2027 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| OM Asset Management plc | 4.800% | 07/27/2026 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Goldman Sachs Group, Inc. | 4.223% | 05/01/2029 | 0.1% |
| Jacobs Entertainment, Inc. | 7.875% | 02/01/2024 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.950% | 07/05/2033 | 0.1% |
| Regatta VI Funding Ltd | 4.519% | 07/20/2028 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Alibaba Group Holding Ltd. | 4.200% | 12/06/2047 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Verizon Communications, Inc. | 3.716% | 05/15/2025 | 0.1% |
| Pulte Group, Inc. | 7.875% | 06/15/2032 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.430% | 05/20/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.305% | 01/15/2033 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 3.150% | 02/20/2025 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.1% |
| Taylor Morrison Communities Inc | 6.625% | 05/15/2022 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.267% | 02/25/2032 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-1 | 2.100% | 11/16/2020 | 0.1% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.486% | 04/15/2026 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 5.625% | 12/01/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.878% | 01/15/2059 | 0.1% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| CPS Auto Receivables Trust 2017-D | 1.870% | 03/15/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.329% | 07/05/2033 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| Campbell Soup Co. | 3.800% | 08/02/2042 | 0.1% |
| Avery Point CLO Ltd. | 3.949% | 07/17/2026 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.297% | 07/15/2048 | 0.1% |
| Drive Auto Receivables Trust | 3.910% | 05/17/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.549% | 07/05/2033 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| WPX Energy, Inc. | 5.250% | 09/15/2024 | 0.1% |
| Petrobras Global Finance BV | 4.375% | 05/20/2023 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Madison Park Funding XXI Ltd | 4.020% | 07/25/2029 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 2.520% | 05/16/2022 | 0.1% |
| Avery Point CLO Ltd. | 4.090% | 04/25/2026 | 0.1% |
| LCM XXII Ltd. | 3.949% | 10/20/2028 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.1% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.287% | 07/15/2046 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.836% | 04/15/2026 | 0.1% |
| California Republic Auto Receivables Trust | 2.660% | 08/17/2020 | 0.1% |
| PHEAA Student Loan Trust I | 2.760% | 04/25/2038 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.1% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.1% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Arcor | 6.000% | 07/06/2023 | 0.1% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Quicken Loans Inc | 5.250% | 01/15/2028 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Energy Transfer Operating LP | 7.500% | 07/01/2038 | 0.0% |
| Berry Petroleum Co. | 7.000% | 02/15/2026 | 0.0% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Westlake Automobile Receivables Trust 2017-2 | 1.800% | 07/15/2020 | 0.0% |
| Indigo Natural Resources LLC | 6.875% | 02/15/2026 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Vistra Energy Corp | 7.625% | 11/01/2024 | 0.0% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 6.250% | 11/01/2028 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Apidos CLO XVI | 5.450% | 01/19/2025 | 0.0% |
| TCI-Symphony CLO 2016-1 Ltd | 3.916% | 10/13/2029 | 0.0% |
| Riserva Clo Ltd | 3.905% | 10/18/2028 | 0.0% |
| Ares XXXIII CLO Ltd. | 4.101% | 12/05/2025 | 0.0% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.870% | 01/20/2027 | 0.0% |
| Chesapeake Energy Corp. | 7.500% | 10/01/2026 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| SunTrust Auto Receivables Trust | 1.780% | 01/15/2021 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Republic of Argentina | 4.625% | 01/11/2023 | 0.0% |
| Halliburton Co. | 7.450% | 09/15/2039 | 0.0% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.640% | 07/25/2027 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 1.650% | 09/18/2020 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| DBWF Mortgage Trust | 3.421% | 06/10/2034 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Vale Overseas Ltd. | 6.875% | 11/10/2039 | 0.0% |
| Santander UK plc | 5.000% | 11/07/2023 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| First Investors Auto Owner Trust | 2.720% | 04/17/2023 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Flagship Credit Auto Trust 2017-1 | 1.930% | 12/15/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Gruma SAB de CV | 4.875% | 12/01/2024 | 0.0% |
| Turkiye Garanti Bankasi AS | 6.250% | 04/20/2021 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| Peru LNG Srl | 5.375% | 03/22/2030 | 0.0% |
| MGM Growth Properties Operating Partnership LP / M | 5.625% | 05/01/2024 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| GS Mortgage Securities Trust | 4.411% | 07/10/2048 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Pertamina Persero PT | 5.625% | 05/20/2043 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Provincia de Buenos Aires, Argentina | 6.500% | 02/15/2023 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| American Airlines Class B Pass Through Trust | 5.600% | 07/15/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| Harley-Davidson Motorcycle Trust 2015-2 | 1.660% | 12/15/2022 | 0.0% |
| California Republic Auto Receivables Trust | 1.820% | 09/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 01/01/2035 | 0.0% |
| Precision Drilling Corp. | 7.750% | 12/15/2023 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| HCA, Inc. | 7.500% | 11/06/2033 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| Grinding Media, Inc. / MC Grinding Media Canada, I | 7.375% | 12/15/2023 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Wheels SPV 2 LLC | 1.590% | 05/20/2025 | 0.0% |
| Ally Auto Receivables Trust 2017-5 | 1.810% | 06/15/2020 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| GM Financial Automobile Leasing Trust 2017-2 | 1.720% | 01/21/2020 | 0.0% |
| Meritage Mortgage Loan Trust | 3.481% | 01/25/2035 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.600% | 03/15/2029 | 0.0% |
| GM Financial Automobile Leasing Trust 2016-3 | 1.610% | 12/20/2019 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| OneMain Financial Issuance Trust 2015 | 3.190% | 03/18/2026 | 0.0% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.0% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.0% |
| Drive Auto Receivables Trust | 3.380% | 11/15/2021 | 0.0% |
| Honda Auto Receivables 2016-2 Owner Trust | 1.390% | 04/15/2020 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2015-3 | 2.080% | 09/08/2020 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.0% |
| Buenos Aires, Argentina | 37.748% | 03/29/2024 | 0.0% |
| Capital Auto Receivables Asset Trust 2016-2 | 1.460% | 06/22/2020 | 0.0% |
| COMM Mortgage Trust | 1.176% | 08/10/2047 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 1.870% | 07/10/2019 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 5.000% | 10/01/2022 | 0.0% |
| New Century Home Equity Loan Trust | 4.682% | 08/25/2035 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 09/01/2020 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| SLM Private Education Loan Trust | 5.705% | 05/16/2044 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 09/01/2019 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 12/01/2021 | 0.0% |
| SLM Student Loan Trust | 3.026% | 03/25/2026 | 0.0% |
| Embraer SA | 5.150% | 06/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 06/01/2026 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Drive Auto Receivables Trust | 3.060% | 05/17/2021 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 12/01/2034 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| US ULTRA BOND CBT MAR19 | 0.000% | 03/29/2019 | 0.0% |
| US 10YR NOTE (CBT)MAR19 | 0.000% | 03/29/2019 | 0.0% |
| US 10YR ULTRA FUT MAR19 | 0.000% | 03/29/2019 | 0.0% |
| US 2YR NOTE (CBT) MAR19 | 0.000% | 04/03/2019 | 0.0% |
| US LONG BOND(CBT) MAR19 | 0.000% | 03/29/2019 | 0.0% |
| US 5YR NOTE (CBT) MAR19 | 0.000% | 04/03/2019 | 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
To contact your representative, enter your zip code and select your channel below.
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
|
Summary Prospectus
Publish Date:11/03/2015
|
||||
|
Statutory Prospectus
Publish Date:11/03/2015
|
||||
|
Prospectus (XBRL)
Publish Date:11/03/2015
|
||||
|
SAI
Publish Date:11/03/2015
|
||||
|
Annual Report
Publish Date:11/03/2015
|
||||
|
Semi-Annual Report
Publish Date:11/03/2015
|
||||
|
Fact Sheet
Publish Date:11/03/2015
|
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.