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 |
|---|
| United States Treasury Bill | 0.000% | 08/27/2019 | 16.5% |
| Fannie Mae or Freddie Mac | 3.500% | 08/01/2049 | 16.0% |
| Fannie Mae or Freddie Mac | 4.000% | 08/01/2049 | 6.9% |
| Fannie Mae or Freddie Mac | 3.000% | 08/01/2049 | 5.6% |
| Federal Home Loan Bank | 0.000% | 09/06/2019 | 5.5% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.4% |
| U.S. Treasury Note/Bond | 1.750% | 06/30/2024 | 2.5% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 1.9% |
| U.S. Treasury Note/Bond | 3.000% | 02/15/2049 | 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 |
|---|
| United States Treasury Bill | 0.000% | 07/02/2019 | 22.3% |
| FNMA Conventional Long T. 30yr | 3.500% | 02/29/2048 | 16.0% |
| FNMA Conventional Long T. 30yr | 4.500% | 06/30/2048 | 14.0% |
| FNMA Conventional Long T. 30yr | 4.000% | 04/30/2048 | 7.0% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.5% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 2.0% |
| U.S. Treasury Note/Bond | 3.000% | 02/15/2049 | 1.7% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.9% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.9% |
| U.S. Treasury Note/Bond | 1.875% | 12/15/2020 | 0.9% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.9% |
| U.S. Treasury Note/Bond | 2.625% | 02/15/2029 | 0.8% |
| Westpac Banking Corp. | 3.150% | 01/16/2024 | 0.8% |
| U.S. Treasury Note/Bond | 1.750% | 06/30/2024 | 0.6% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.6% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.5% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| 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% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.5% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| Ares XLI Clo Ltd | 4.007% | 01/15/2029 | 0.4% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.4% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.4% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.4% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.4% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.4% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.4% |
| Anheuser-Busch InBev Worldwide, Inc. | 4.750% | 01/23/2029 | 0.4% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.4% |
| ENI SpA | 5.700% | 10/01/2040 | 0.4% |
| Citibank Credit Card Issuance Trust | 1.800% | 09/20/2021 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| Santander Drive Auto Receivables Trust 2015-2 | 4.020% | 09/15/2022 | 0.3% |
| Elm CLO 2014-1 Ltd | 3.481% | 01/17/2029 | 0.3% |
| Ally Auto Receivables Trust 2016-1 | 1.990% | 03/15/2021 | 0.3% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.3% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.3% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.447% | 01/15/2026 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 0.000% | 07/20/2030 | 0.3% |
| Allegro CLO IV Ltd | 3.997% | 01/15/2029 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.3% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.3% |
| Chase Issuance Trust | 1.270% | 07/15/2021 | 0.3% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 4.392% | 01/20/2028 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.3% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.394% | 06/15/2032 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.3% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.2% |
| BX Trust 2018-GW | 3.194% | 05/15/2035 | 0.2% |
| ALM VII Ltd | 0.000% | 07/15/2029 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.801% | 04/18/2025 | 0.2% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.2% |
| Air Lease Corp. | 3.625% | 12/01/2027 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.249% | 05/15/2048 | 0.2% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.2% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.2% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.2% |
| SLC Student Loan Trust 2008-1 | 4.010% | 12/15/2032 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.2% |
| ICG US CLO 2015-2 Ltd | 3.451% | 01/16/2028 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.2% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 02/22/2028 | 0.2% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.625% | 03/01/2025 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| Netflix, Inc. | 4.375% | 11/15/2026 | 0.2% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.2% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| Republic of Argentina | 6.875% | 04/22/2021 | 0.2% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.680% | 07/05/2033 | 0.2% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| Federal Home Loan Mortgage Corp. | 3.444% | 12/25/2027 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| California Republic Auto Receivables Trust 2018-1 | 3.560% | 03/15/2023 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.524% | 11/15/2037 | 0.2% |
| WhiteHorse VIII Ltd | 3.479% | 05/01/2026 | 0.2% |
| ALM VII Ltd | 4.077% | 10/15/2028 | 0.2% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.574% | 06/15/2036 | 0.2% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.442% | 01/20/2027 | 0.2% |
| Hyundai Auto Lease Securitization Trust 2017-C | 2.120% | 02/16/2021 | 0.2% |
| Americredit Automobile Receivables Trust 2019-1 | 2.642% | 06/20/2022 | 0.2% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.420% | 11/19/2035 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 3.842% | 01/20/2029 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.344% | 11/15/2035 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Reynolds American, Inc. | 5.700% | 08/15/2035 | 0.2% |
| China Evergrande Group | 10.000% | 04/11/2023 | 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% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.128% | 07/05/2031 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.197% | 04/15/2026 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 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% |
| Siemens Financial Services, Inc. | 2.350% | 10/15/2026 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.410% | 07/15/2022 | 0.2% |
| MPT Operating Partnership L.P. | 5.000% | 10/15/2027 | 0.2% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.2% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.2% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.2% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Apache Corp. | 4.750% | 04/15/2043 | 0.2% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.2% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.2% |
| BWAY 2015-1740 Mortgage Trust | 2.917% | 01/10/2035 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.2% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.004% | 01/25/2046 | 0.1% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.1% |
| Walt Disney Co/The | 7.750% | 12/01/2045 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.580% | 09/15/2022 | 0.1% |
| Myriad International Holdings BV | 5.500% | 07/21/2025 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Chase Issuance Trust | 1.580% | 08/15/2021 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.494% | 06/15/2032 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| ME Funding LLC | 6.448% | 07/30/2049 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 4.060% | 11/15/2030 | 0.1% |
| Colonial Pipeline Co. | 4.250% | 04/15/2048 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.1% |
| SunTrust Auto Receivables Trust | 3.240% | 01/16/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.404% | 12/25/2048 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-2 | 3.020% | 04/15/2021 | 0.1% |
| Exelon Generation Co. LLC | 6.250% | 10/01/2039 | 0.1% |
| Federal National Mortgage Assoc. | 5.500% | 09/01/2036 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.632% | 01/18/2022 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.344% | 07/15/2035 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| LCM XXIV Ltd | 3.902% | 03/20/2030 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Csail Commercial Mortgage Trust | 4.343% | 06/15/2057 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| Kerr-McGee Corp. | 7.875% | 09/15/2031 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Schlumberger Holdings Corp. | 4.300% | 05/01/2029 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.700% | 09/20/2022 | 0.1% |
| General Electric Co. | 2.945% | 05/05/2026 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| Cedar Funding VI CLO Ltd | 4.192% | 10/20/2028 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| IFM US Colonial Pipeline 2 LLC | 6.450% | 05/01/2021 | 0.1% |
| Ziggo BV | 5.500% | 01/15/2027 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Piedmont Natural Gas Co., Inc. | 3.500% | 06/01/2029 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Sprint Corp. | 7.875% | 09/15/2023 | 0.1% |
| Halliburton Co. | 7.450% | 09/15/2039 | 0.1% |
| William Lyon Homes, Inc. | 6.000% | 09/01/2023 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Mountain View CLO X Ltd | 3.947% | 10/13/2027 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| Halliburton Co. | 6.700% | 09/15/2038 | 0.1% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.1% |
| CIT Group, Inc. | 6.125% | 03/09/2028 | 0.1% |
| Jamestown CLO VII Ltd. | 5.180% | 07/25/2027 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.1% |
| Ares XLI Clo Ltd | 4.397% | 01/15/2029 | 0.1% |
| Interstate Power & Light Co | 3.600% | 04/01/2029 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.331% | 08/05/2034 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Sound Point CLO XI Ltd. | 3.692% | 07/20/2028 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.1% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Albertsons Cos LLC / Safeway, Inc. / New Albertson | 6.625% | 06/15/2024 | 0.1% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.750% | 02/15/2026 | 0.1% |
| Sound Point Clo XV Ltd | 5.092% | 01/23/2029 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| Cent CLO Ltd. | 3.912% | 10/29/2025 | 0.1% |
| Rain CII Carbon LLC | 7.250% | 04/01/2025 | 0.1% |
| United Technologies Corp. | 4.625% | 11/16/2048 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.1% |
| Engs Commercial Finance Trust 2018-1 | 2.970% | 02/22/2021 | 0.1% |
| Braskem Netherlands Finance BV | 4.500% | 01/10/2028 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.1% |
| SM Energy Co. | 6.625% | 01/15/2027 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.460% | 11/15/2035 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.344% | 06/15/2035 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.080% | 07/15/2021 | 0.1% |
| COMM Mortgage Trust | 4.588% | 07/10/2050 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Goldman Sachs Group, Inc. | 4.223% | 05/01/2029 | 0.1% |
| Massachusetts Educational Financing Authority | 3.530% | 04/25/2038 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| AbbVie, Inc. | 4.875% | 11/14/2048 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Banff Merger Sub Inc | 9.750% | 09/01/2026 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| California Resources Corp. | 8.000% | 12/15/2022 | 0.1% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| Weight Watchers International, Inc. | 8.625% | 12/01/2025 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| OM Asset Management plc | 4.800% | 07/27/2026 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 4.492% | 10/20/2028 | 0.1% |
| Polaris Intermediate Corp | 8.500% | 12/01/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.810% | 07/15/2050 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 11/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.1% |
| Regatta VI Funding Ltd | 4.642% | 07/20/2028 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Verizon Communications, Inc. | 3.784% | 05/15/2025 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| BMW Vehicle Owner Trust 2018-A | 2.090% | 11/25/2020 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.430% | 05/20/2022 | 0.1% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.1% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| Vistra Operations Co LLC | 4.300% | 07/15/2029 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 2.714% | 07/15/2021 | 0.1% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Federal National Mortgage Assoc. | 4.659% | 03/01/2042 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 3.150% | 02/20/2025 | 0.1% |
| COMM Mortgage Trust | 4.588% | 07/10/2050 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.039% | 01/15/2059 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.647% | 04/15/2026 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Avery Point VII CLO Ltd | 0.000% | 01/15/2028 | 0.1% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.244% | 01/15/2033 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.248% | 02/25/2032 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.411% | 07/15/2048 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.380% | 07/05/2033 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.1% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 2.520% | 05/16/2022 | 0.1% |
| Madison Park Funding XXI Ltd | 4.110% | 07/25/2029 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.421% | 07/15/2046 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| Avery Point CLO Ltd. | 4.180% | 04/25/2026 | 0.1% |
| LCM XXII Ltd. | 4.072% | 10/20/2028 | 0.1% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.1% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.997% | 04/15/2026 | 0.1% |
| Arcor | 6.000% | 07/06/2023 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.1% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 6.250% | 11/01/2028 | 0.0% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| AT&T, Inc. | 6.100% | 07/15/2040 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| Energy Transfer Operating LP | 6.250% | 04/15/2049 | 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% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| PHEAA Student Loan Trust I | 2.850% | 04/25/2038 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Daimler Trucks Retail Trust 2018-1 | 2.600% | 05/15/2020 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.992% | 01/20/2027 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-2 | 2.210% | 10/15/2021 | 0.0% |
| Apidos CLO XVI | 5.592% | 01/19/2025 | 0.0% |
| TCI-Symphony CLO 2016-1 Ltd | 4.077% | 10/13/2029 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.730% | 07/25/2027 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| Delphi Automotive plc | 4.350% | 03/15/2029 | 0.0% |
| Santander UK plc | 5.000% | 11/07/2023 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 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% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Pertamina Persero PT | 5.625% | 05/20/2043 | 0.0% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Peru LNG Srl | 5.375% | 03/22/2030 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Dayton Power & Light Co. | 3.950% | 06/15/2049 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.557% | 07/10/2048 | 0.0% |
| Turkiye Garanti Bankasi AS | 6.250% | 04/20/2021 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Provincia de Buenos Aires, Argentina | 6.500% | 02/15/2023 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| COMM Mortgage Trust | 4.588% | 07/10/2050 | 0.0% |
| Cox Communications, Inc. | 3.350% | 09/15/2026 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2018-A | 2.200% | 04/15/2020 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| HCA, Inc. | 7.500% | 11/06/2033 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 01/01/2035 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-3 | 2.780% | 03/15/2021 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| California Republic Auto Receivables Trust 2017-1 | 1.900% | 03/15/2021 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.600% | 03/15/2029 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Hyundai Auto Lease Securitization Trust 2017-C | 1.890% | 03/16/2020 | 0.0% |
| SunTrust Auto Receivables Trust | 1.780% | 01/15/2021 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Interest Rate Swap | 0.000% | 06/07/2021 | 0.0% |
| Meritage Mortgage Loan Trust | 3.379% | 01/25/2035 | 0.0% |
| Meritage Mortgage Loan Trust | 3.379% | 01/25/2035 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 1.710% | 09/16/2020 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 1.870% | 03/15/2021 | 0.0% |
| COMM Mortgage Trust | 1.286% | 08/10/2047 | 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% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| Harley-Davidson Motorcycle Trust 2015-2 | 1.660% | 12/15/2022 | 0.0% |
| New Century Home Equity Loan Trust | 4.678% | 08/25/2035 | 0.0% |
| New Century Home Equity Loan Trust | 4.678% | 08/25/2035 | 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% |
| Embraer Netherlands Finance BV | 5.050% | 06/15/2025 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 09/01/2020 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 06/01/2026 | 0.0% |
| SLM Student Loan Trust | 2.924% | 03/25/2026 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 12/01/2021 | 0.0% |
| SLM Private Education Loan Trust | 5.644% | 05/16/2044 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 12/01/2034 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 09/01/2019 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| Honda Auto Receivables 2016-2 Owner Trust | 1.390% | 04/15/2020 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| US 10YR ULTRA FUT SEP19 | 0.000% | 09/30/2019 | 0.0% |
| US ULTRA BOND CBT SEP19 | 0.000% | 09/30/2019 | 0.0% |
| US 10YR NOTE (CBT)SEP19 | 0.000% | 09/30/2019 | 0.0% |
| US 2YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| US 5YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| US LONG BOND(CBT) SEP19 | 0.000% | 09/30/2019 | 0.0% |
| FX USD/CAD 09/19 | 0.000% | 09/19/2019 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | -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.
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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.