0000770906-18-000017.txt : 20180907 0000770906-18-000017.hdr.sgml : 20180907 20180907155556 ACCESSION NUMBER: 0000770906-18-000017 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 20 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180907 DATE AS OF CHANGE: 20180907 EFFECTIVENESS DATE: 20180907 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST INVESTORS LIFE SERIES FUNDS CENTRAL INDEX KEY: 0000770906 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-04325 FILM NUMBER: 181060135 BUSINESS ADDRESS: STREET 1: 40 WALL STREET STREET 2: 10TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005-1343 BUSINESS PHONE: 1-212-858-8000 MAIL ADDRESS: STREET 1: 40 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10005 FORMER COMPANY: FORMER CONFORMED NAME: FIRST INVESTORS LIFE SERIES FUND DATE OF NAME CHANGE: 19920703 0000770906 S000010190 FIRST INVESTORS LIFE SERIES SPECIAL SITUATIONS FUND C000028230 FIRST INVESTORS LIFE SERIES SPECIAL SITUATIONS FUND LSPSIT 0000770906 S000010191 FIRST INVESTORS LIFE SERIES GOVERNMENT FUND C000028231 FIRST INVESTORS LIFE SERIES GOVERNMENT FUND LGOVT 0000770906 S000010192 FIRST INVESTORS LIFE SERIES INVESTMENT GRADE FUND C000028232 FIRST INVESTORS LIFE SERIES INVESTMENT GRADE FUND LINVGR 0000770906 S000010193 First Investors Life Series Equity Income Fund C000028233 FIRST INVESTORS LIFE SERIES EQUITY INCOME FUND LEQINC 0000770906 S000010197 FIRST INVESTORS LIFE SERIES SELECT GROWTH FUND C000028237 FIRST INVESTORS LIFE SERIES SELECT GROWTH FUND LSELECT 0000770906 S000010198 FIRST INVESTORS LIFE SERIES FUND FOR INCOME C000028238 FIRST INVESTORS LIFE SERIES FUND FOR INCOME LINCOME 0000770906 S000010199 FIRST INVESTORS LIFE SERIES GOVERNMENT CASH MANAGEMENT FUND C000028239 FIRST INVESTORS LIFE SERIES GOVERNMENT CASH MANAGEMENT FUND 0000770906 S000010200 FIRST INVESTORS LIFE SERIES INTERNATIONAL FUND C000028240 FIRST INVESTORS LIFE SERIES INTERNATIONAL FUND LINTL 0000770906 S000010201 FIRST INVESTORS LIFE SERIES GROWTH & INCOME FUND C000028241 FIRST INVESTORS LIFE SERIES GROWTH & INCOME FUND LGROW 0000770906 S000039212 First Investors Life Series Opportunity Fund C000120645 First Investors Life Series Opportunity Fund LOPPTY 0000770906 S000039213 First Investors Life Series Total Return Fund C000120646 First Investors Life Series Total Return Fund LTOTRET 0000770906 S000045500 First Investors Life Series Limited Duration Bond Fund C000141629 First Investors Life Series Limited Duration Bond Fund LLDHQ 0000770906 S000048998 First Investors Life Series Real Estate Fund C000154497 First Investors Life Series Real Estate Fund LREIT 0000770906 S000051089 First Investors Life Series Balanced Income Fund C000160931 First Investors Life Series Balanced Income Fund LBIF 0000770906 S000053736 First Investors Life Series Covered Call Strategy Fund C000168911 First Investors Life Series Covered Call Strategy Fund LCCS N-CSRS 1 a_lsfncsr.htm FIRST INVESTORS LIFE SERIES FUNDS a_lsfncsr.htm
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
--------
 
FORM N-CSR
--------

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
 
INVESTMENT COMPANY ACT FILE NUMBER 811-4325

 

FIRST INVESTORS LIFE SERIES FUNDS
(Exact name of registrant as specified in charter)

40 Wall Street  
New York, NY 10005  
(Address of principal executive offices)     (Zip code)

 

Joseph I. Benedek
Foresters Investment Management Company, Inc.
Raritan Plaza I
Edison, NJ 08837-3620
(Name and address of agent for service)

 

REGISTRANT'S TELEPHONE NUMBER, INCLUDING AREA CODE:
1-212-858-8000

DATE OF FISCAL YEAR END: DECEMBER 31

DATE OF REPORTING PERIOD: JUNE 30, 2018



Item 1. Reports to Stockholders

The semi-annual report to stockholders follows

 








FOREWORD

 

This report is for the information of the shareholders of the Funds. It is the policy of each Fund described in this report to mail only one copy of a Fund’s prospectus, annual report, semi-annual report and proxy statements to all shareholders who share the same mailing address and share the same last name and have invested in a Fund covered by the same document. You are deemed to consent to this policy unless you specifically revoke this policy and request that separate copies of such documents be mailed to you. In such case, you will begin to receive your own copies within 30 days after our receipt of the revocation. You may request that separate copies of these disclosure documents be mailed to you by writing to us at: Foresters Investor Services, Inc., Raritan Plaza I, Edison, NJ 08837-3620 or calling us at 1-800-423-4026.

You may obtain a free prospectus for any of the Funds by contacting your representative, calling 1-800-423-4026, writing to us at the following address: Foresters Financial Services, Inc., 40 Wall Street, New York, NY 10005, or by visiting our website at www.foresters.com. You should consider the investment objectives, risks, charges and expenses of a Fund carefully before investing. The prospectus contains this and other information about the Fund, and should be read carefully before investing.

An investment in a Fund is not a bank deposit and is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. Although the Government Cash Management Fund seeks to preserve a net asset value at $1.00 per share, it is possible to lose money by investing in it, just as it is possible to lose money by investing in any of the other Funds. Past performance is no guarantee of future results. There is no guarantee that a Fund’s investment objective will be achieved.

A Statement of Additional Information (“SAI”) for any of the Funds may also be obtained, without charge, upon request by calling 1-800-423-4026, writing to us at our address or by visiting our website listed above. The SAI contains more detailed information about the Funds, including information about their Trustees.

Foresters FinancialTM and ForestersTM are the trade names and trademarks of The Independent Order of Foresters (Foresters), a fraternal benefit society, 789 Don Mills Road, Toronto, Canada M3C 1T9 and its subsidiaries.



There are a variety of risks associated with investing in variable life and annuity subaccounts. For all subaccounts, there is the risk that securities selected by the portfolio manager may perform differently than the overall market or may not meet the portfolio managers’ expectations. For stock subaccounts, the risks include market risk (the risk that the entire stock market will decline because of an event such as a deterioration in the economy or a rise in interest rates), as well as special risks associated with investing in certain types of stock subaccounts such as small-cap, global or international funds. For bond subaccounts, the risks include interest rate risk and credit risk. Interest rate risk is the risk that bonds will decrease in value as interest rates rise. As a general matter, bonds with longer maturities fluctuate more than bonds with shorter maturities in reaction to changes in interest rates. Credit risk is the risk that bonds will decline in value as the result of a decline in the credit rating of the bonds or the economy as a whole, or that the issuer will be unable to pay interest and/or principal when due. There are also special risks associated with investing in certain types of bond subaccounts, including liquidity risk and prepayment and extension risk. To the extent a subaccount uses derivatives, it will have risks associated with such use. You should consult the Funds’ prospectus for a precise explanation of the risks associated with your subaccounts.



Understanding Your Fund’s Expenses (unaudited)
FIRST INVESTORS LIFE SERIES FUNDS

As a mutual fund shareholder, you incur two types of costs: (1) transaction costs, and (2) ongoing costs, including advisory fees and other expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds.

The examples are based on an investment of $1,000 in each Fund at the beginning of the period, January 1, 2018, and held for the entire six-month period ended June 30, 2018. The calculations assume that no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

Actual Expense Example:

These amounts help you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from the Fund’s actual return, and the “Expenses Paid During Period” shows the dollar amount that would have been paid by an investor who started with $1,000 in the Fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid during the period.

To estimate the expenses you paid on your account during this period simply divide your ending account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.60), then multiply the result by the number given for your Fund under the heading “Expenses Paid During Period”.

Hypothetical Expense Example:

These amounts provide information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight and help you compare your ongoing costs only and do not reflect any transactional costs. Therefore, the hypothetical expense example is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

1

 



Fund Expenses (unaudited)
BALANCED INCOME FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $964.67 $8.04
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,016.61 $8.25

 

* Expenses are equal to the annualized expense ratio of 1.65%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period). Expenses paid
during the period are net of expenses waived.

 

Portfolio Composition
TOP TEN SECTORS


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

2

 



Portfolio of Investments
BALANCED INCOME FUND
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  CORPORATE BONDS—41.1%    
  Automotive—1.4%    
$     100M   O’Reilly Automotive, Inc., 3.55%, 3/15/2026   $          95,287
  Chemicals—1.4%    
100M   Dow Chemical Co., 3.5%, 10/1/2024   97,527
  Energy—7.4%    
50M BP Capital Markets, PLC, 3.216%, 11/28/2023   49,077
100M Enterprise Products Operating, 7.55%, 4/15/2038   131,221
100M Kinder Morgan Energy Partners, LP, 3.45%, 2/15/2023   96,602
100M Magellan Midstream Partners, LP, 5%, 3/1/2026   105,479
100M   Valero Energy Corp., 6.625%, 6/15/2037   119,918
        502,297
  Financial Services—5.9%    
100M American International Group, Inc., 3.75%, 7/10/2025   96,740
100M Brookfield Finance, Inc., 4%, 4/1/2024   99,057
100M General Motors Financial Co., Inc., 5.25%, 3/1/2026   103,782
100M   Travelers Cos., Inc., 4.05%, 3/7/2048   97,153
        396,732
  Financials—7.7%    
100M Citigroup, Inc., 4.3%, 11/20/2026   97,749
50M Deutsche Bank AG of New York, 3.7%, 5/30/2024   46,475
50M Goldman Sachs Group, Inc., 3.625%, 1/22/2023   49,723
100M JPMorgan Chase & Co., 6.4%, 5/15/2038   122,857
100M Morgan Stanley, 4%, 7/23/2025   99,787
100M   Wells Fargo & Co., 5.606%, 1/15/2044   107,810
        524,401
  Food/Beverage/Tobacco—1.4%    
100M   Dr. Pepper Snapple Group, Inc., 3.43%, 6/15/2027   92,568
  Forest Products/Containers—.7%    
50M   Packaging Corp. of America, 3.4%, 12/15/2027   47,252

 

3

 



Portfolio of Investments (continued)
BALANCED INCOME FUND
June 30, 2018

 
 
Principal      
Amount      
or Shares   Security   Value
  Information Technology—3.2%    
$     100M Corning, Inc., 7.25%, 8/15/2036 $          118,836
100M   Microsoft Corp., 3.45%, 8/8/2036   95,928
        214,764
  Real Estate—4.3%    
100M Alexandria Real Estate Equities, Inc., 3.95%, 1/15/2028   96,250
50M Essex Portfolio, LP, 3.875%, 5/1/2024   49,701
50M Vornado Realty, LP, 3.5%, 1/15/2025   47,931
100M   Welltower, Inc., 4%, 6/1/2025   98,220
        292,102
  Retail-General Merchandise—.8%    
50M   Amazon.com, Inc., 4.8%, 12/5/2034   54,937
  Telecommunications—1.4%    
100M   Verizon Communications, Inc., 4.272%, 1/15/2036   92,527
  Transportation—3.0%    
100M Cummins, Inc., 4.875%, 10/1/2043   108,510
100M   Southwest Airlines Co., 3%, 11/15/2026   92,902
        201,412
  Utilities—2.5%    
100M Commonwealth Edison Co., 5.9%, 3/15/2036   121,662
50M   Oklahoma Gas & Electric Co., 4%, 12/15/2044   50,483
        172,145
Total Value of Corporate Bonds (cost $2,924,757)   2,783,951
  COMMON STOCKS—37.4%    
  Consumer Discretionary—2.3%    
600 Acushnet Holdings Corp.   14,676
50 CBS Corp. – Class “B”   2,811
1,100 DSW, Inc. – Class “A”   28,402
550 Ford Motor Co.   6,088
300 Meredith Corp.   15,300
500 Nordstrom, Inc.   25,890
700 Tapestry, Inc.   32,697
300 Wyndham Destinations, Inc.   13,281
300   Wyndham Hotels & Resorts, Inc.   17,649
        156,794

 

4

 



 
 
 
 
Shares   Security   Value
  Consumer Staples—4.5%    
1,050 Altria Group, Inc. $          59,629
600 Coca-Cola Co.   26,316
1,226 Koninklijke Ahold Delhaize NV (ADR)   29,265
500 PepsiCo, Inc.   54,435
350 Philip Morris International, Inc.   28,259
350 Procter & Gamble Co.   27,321
500 Sysco Corp.   34,145
500   Wal-Mart Stores, Inc.   42,825
        302,195
  Energy—3.0%    
100 Chevron Corp.   12,643
200 ExxonMobil Corp.   16,546
500 Marathon Petroleum Corp.   35,080
200 Occidental Petroleum Corp.   16,736
600 PBF Energy, Inc. – Class “A”   25,158
200 Phillips 66   22,462
400 Royal Dutch Shell, PLC – Class “A” (ADR)   27,692
200 Schlumberger, Ltd.   13,406
800   Suncor Energy, Inc.   32,544
        202,267
  Financials—5.0%    
300 Ameriprise Financial, Inc.   41,964
100 Bank of America Corp.   2,819
500 Berkshire Hills Bancorp, Inc.   20,300
200 Chubb, Ltd.   25,404
50 Citigroup, Inc.   3,346
600 Discover Financial Services   42,246
500 Hamilton Lane, Inc. – Class “A”   23,985
500 JPMorgan Chase & Co.   52,100
600 MetLife, Inc.   26,160
150 PNC Financial Services Group, Inc.   20,265
600 U.S. Bancorp   30,012
1,400 Waddell & Reed Financial, Inc. – Class “A”   25,158
450   Wells Fargo & Co.   24,948
        338,707

 

5

 



Portfolio of Investments (continued)
BALANCED INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  Health Care—5.5%    
850 Abbott Laboratories $          51,841
800 AbbVie, Inc.   74,120
1,000 GlaxoSmithKline, PLC (ADR)   40,310
500 Johnson & Johnson   60,670
900 Koninklijke Philips NV (ADR)   38,043
650 Merck & Co., Inc.   39,455
1,800   Pfizer, Inc.   65,304
        369,743
  Industrials—4.3%    
300 3M Co.   59,016
300 Honeywell International, Inc.   43,215
800 Johnson Controls International, PLC   26,760
200 Lockheed Martin Corp.   59,086
600 Mobile Mini, Inc.   28,140
1,800 Triton International, Ltd.   55,188
150   United Technologies Corp.   18,755
        290,160
  Information Technology—6.2%    
500 Apple, Inc.   92,555
1,300 Cisco Systems, Inc.   55,939
700 Intel Corp.   34,797
900 Maxim Integrated Products, Inc.   52,794
1,050 Microsoft Corp.   103,540
700 QUALCOMM, Inc.   39,284
1,250 Travelport Worldwide, Ltd.   23,175
200   Western Digital Corp.   15,482
        417,566
  Materials—1.1%    
700 International Paper Co.   36,456
150 Praxair, Inc.   23,722
300   RPM International, Inc.   17,496
        77,674
  Real Estate—2.3%    
600 Americold Realty Trust (REIT)   13,212
650 Chesapeake Lodging Trust (REIT)   20,566
200   Federal Realty Investment Trust (REIT)   25,310

 

6

 



 
 
Principal      
Amount      
or Shares   Security   Value
  Real Estate (continued)    
800 GGP, Inc. (REIT) $          16,344
1,042 RLJ Lodging Trust (REIT)   22,976
800 Tanger Factory Outlet Centers, Inc. (REIT)   18,792
850 Urstadt Biddle Properties, Inc. (REIT)   19,236
1,400   Whitestone REIT (REIT)   17,472
        153,908
  Telecommunication Services—1.2%    
1,150 AT&T, Inc.   36,926
900   Verizon Communications, Inc.   45,279
        82,205
  Utilities—2.0%    
400 Black Hills Corp.   24,484
500 Duke Energy Corp.   39,540
500 Exelon Corp.   21,300
900 NiSource, Inc.   23,652
400   WEC Energy Group, Inc.   25,860
        134,836
Total Value of Common Stocks (cost $2,177,771)   2,526,055
  EXCHANGE TRADED FUNDS—5.5%    
3,665 iShares iBoxx USD High Yield Corporate Bond ETF (ETF)   311,818
1,675   SPDR Bloomberg Barclays High Yield Bond ETF (ETF)   59,429
Total Value of Exchange Traded Funds (cost $313,222)   371,247
  RESIDENTIAL MORTGAGE-BACKED    
  SECURITIES—5.3%    
  Fannie Mae    
$   56M 3%, 5/1/2029   56,230
183M 3.5%, 6/1/2046   182,665
86M 4%, 3/1/2047   88,211
30M   4.5%, 1/1/2047   31,578
Total Value of Residential Mortgage-Backed Securities (cost $372,861)   358,684
  PASS-THROUGH CERTIFICATES—1.4%    
  Transportation    
100M   American Airlines 2017-2 AA PTT, 3.35%, 10/15/2029 (cost $100,780) 96,655

 

7

 



Portfolio of Investments (continued)
BALANCED INCOME FUND
June 30, 2018

  
 
 
Principal      
Amount   Security         Value
  SHORT-TERM U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—4.4%    
$300M   U.S. Treasury Bills, 1.7775%, 7/26/2018 (cost $299,629)        $    299,656
Total Value of Investments (cost $6,189,020) 95.1 % 6,436,248
Other Assets, Less Liabilities 4.9          330,282
Net Assets     100.0       $6,766,530

 

Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Fund
REIT Real Estate Investment Trust
SPDR Standard & Poor’s Depository Receipts
USD United States Dollar
PTT Pass-Through Trust

 

Futures contracts outstanding at June 30, 2018:

Number of     Notional Value at Unrealized
Contracts Type Expiration Amounts June 30, 2018 Appreciation
(1) 5 Year U.S.        
  Treasury Note Sep. 2018 $(114,336) $(113,630) $   706
(5) 10 Year U.S.        
  Treasury Note Sep. 2018 (604,531) (601,001) 3,530
(1) U.S. Treasury        
  Long Bond Sep. 2018 (145,406) (145,013) 393
(Premium received $89)       $4,629

 

8

 



The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Assets                
Corporate Bonds $ $ 2,783,951 $ $ 2,783,951
Common Stocks   2,526,055       2,526,055
Exchange Traded Funds   371,247       371,247
Residential Mortgage-Backed                
Securities     358,684     358,684
Pass-Through Certificates     96,655     96,655
Short-Term U.S. Government                
Agency Obligations     299,656     299,656
Total Investments in Securities* $ 2,897,302 $ 3,538,946 $ $ 6,436,248
 
Other Assets                
Futures Contracts $ 4,718 $ $ $ 4,718

 

* The Portfolio of Investments provides information on the industry categorization for corporate
bonds, common stocks and pass-through certificates.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 9

 



Fund Expenses (unaudited)
COVERED CALL STRATEGY FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $974.78 $5.04
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,019.68 $5.16

 

* Expenses are equal to the annualized expense ratio of 1.03%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period). Expenses paid
during the period are net of expenses waived.

 

Portfolio Composition
BY SECTOR


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

10

 



Portfolio of Investments
COVERED CALL STRATEGY FUND
June 30, 2018

 
  
 
 
Shares   Security   Value
  COMMON STOCKS—99.3%    
  Consumer Discretionary—8.4%    
4,400 Carnival Corp. $          252,164
6,500 Ford Motor Co.   71,955
2,300 Home Depot, Inc.   448,730
3,000   Whirlpool Corp.   438,690
        1,211,539
  Consumer Staples—5.2%    
1,900 Costco Wholesale Corp.   397,062
2,300 PepsiCo, Inc.   250,401
1,200   Wal-Mart Stores, Inc.   102,780
        750,243
  Energy—5.4%    
3,700 Chevron Corp.   467,791
6,900   Halliburton Co.   310,914
        778,705
  Financials—17.3%    
3,400 American Express Co.   333,200
12,300 Bank of America Corp.   346,737
5,700 BB&T Corp.   287,508
900 BlackRock, Inc.   449,136
2,300 Chubb, Ltd.   292,146
5,700 JPMorgan Chase & Co.   593,940
4,100   Morgan Stanley   194,340
        2,497,007
  Health Care—11.9%    
1,800 Allergan, PLC   300,096
3,300 * Celgene Corp.   262,086
3,900 CVS Health Corp.   250,965
7,500 Medtronic, PLC   642,075
4,200   Merck & Co., Inc.   254,940
        1,710,162

 

11

 



Portfolio of Investments (continued)
COVERED CALL STRATEGY FUND
June 30, 2018

 
 
 
 
Shares   Security         Value
  Industrials—16.2%      
2,500 Delta Air Lines, Inc.   $     123,850
3,800 Honeywell International, Inc.     547,390
1,100 Lockheed Martin Corp.     324,973
3,300 Parker Hannifin Corp.     514,305
1,600 Raytheon Co.     309,088
3,600   Union Pacific Corp.         510,048
              2,329,654
  Information Technology—26.5%      
3,900 Apple, Inc.     721,929
1,600 Broadcom, Ltd.     388,224
11,900 Cisco Systems, Inc.     512,057
9,500 Intel Corp.     472,245
2,000 International Business Machines Corp.     279,400
3,300 Mastercard, Inc. – Class “A”     648,516
6,300 Microsoft Corp.     621,243
1,600   Texas Instruments, Inc.         176,400
              3,820,014
  Materials—3.8%      
8,200   DowDuPont, Inc.         540,544
  Telecommunication Services—3.5%      
15,604   AT&T, Inc.         501,028
  Utilities—1.1%      
1,000   NextEra Energy, Inc.         167,030
Total Value of Common Stocks (cost $13,300,262) 99.3 %   14,305,926
Other Assets, Less Liabilities .7       96,909
Net Assets     100.0 %   $14,402,835

 

* Non-income producing

 

12

 



 
  Expiration Exercise    
CALL OPTIONS WRITTEN—(1.1)% Date Price Contracts Value
Allergan, PLC 7/20/18 $180.00 (18) $ (1,116)
American Express Co 7/20/18 105.00 (25) (750)
American Express Co 7/20/18 100.00 (9) (1,341)
Apple, Inc. 7/20/18 195.00 (39) (1,872)
AT&T, Inc 9/21/18 34.00 (156) (7,800)
Bank of America Corp. 7/20/18 31.00 (123) (861)
BB&T Corp 9/21/18 57.50 (57) (1,425)
BlackRock, Inc. 10/19/18 590.00 (1) (237)
BlackRock, Inc. 10/19/18 570.00 (8) (4,400)
Broadcom, Ltd. 8/17/18 280.00 (14) (840)
Broadcom, Ltd. 8/17/18 280.00 (2) (120)
Carnival Corp. 7/20/18 67.50 (38) (114)
Carnival Corp. 8/17/18 62.50 (6) (240)
Celgene Corp. 8/17/18 85.00 (33) (5,214)
Chevron Corp. 7/20/18 135.00 (31) (527)
Chevron Corp. 8/17/18 135.00 (6) (576)
Chubb, Ltd. 7/20/18 130.00 (1) (150)
Chubb, Ltd. 8/17/18 140.00 (22) (770)
Cisco Systems, Inc. 7/20/18 45.00 (119) (1,666)
Costco Wholesale Corp 9/21/18 210.00 (16) (11,600)
Costco Wholesale Corp 9/21/18 210.00 (3) (2,175)
CVS Health Corp. 8/17/18 75.00 (37) (1,036)
CVS Health Corp. 8/17/18 77.50 (2) (32)
Delta Air Lines, Inc 7/20/18 53.50 (25) (775)
DowDuPont, Inc. 9/21/18 75.00 (64) (3,008)
DowDuPont, Inc. 9/21/18 72.50 (13) (1,118)
DowDuPont, Inc. 9/21/18 70.00 (5) (690)
Ford Motor Co. 9/21/18 11.87 (65) (1,170)
Halliburton Co 7/20/18 57.50 (25) (25)
Halliburton Co 7/27/18 50.00 (44) (1,056)
Home Depot, Inc 8/17/18 210.00 (17) (2,057)
Home Depot, Inc 9/21/18 195.00 (6) (4,650)
Honeywell International, Inc 9/21/18 160.00 (38) (1,710)
Intel Corp. 7/20/18 60.00 (81) (81)
Intel Corp. 7/20/18 52.50 (14) (434)
International Business Machines Corp 9/21/18 150.00 (20) (3,020)
JPMorgan Chase & Co. 9/21/18 120.00 (57) (2,622)
Lockheed Martin Corp. 7/20/18 340.00 (9) (90)
Lockheed Martin Corp. 8/17/18 320.00 (2) (560)
Mastercard, Inc. - Class “A” 7/20/18 195.00 (15) (7,050)
Medtronic, PLC 7/20/18 87.50 (75) (3,825)
Merck & Co., Inc. 9/21/18 60.00 (42) (13,020)
Microsoft Corp. 9/21/18 105.00 (23) (4,255)
Microsoft Corp. 9/21/18 100.00 (40) (15,080)
Morgan Stanley 7/27/18 54.00 (30) (240)

 

13

 



Portfolio of Investments (continued)
COVERED CALL STRATEGY FUND
June 30, 2018

 
  Expiration Exercise    
CALL OPTIONS WRITTEN (continued) Date Price Contracts Value
Morgan Stanley 8/17/18 52.50 (11) $       (363)
NextEra Energy, Inc. 7/20/18 165.00 (8) (3,232)
NextEra Energy, Inc. 8/17/18 170.00 (2) (556)
Parker Hannifin Corp. 7/20/18 175.00 (12) (120)
Parker Hannifin Corp. 8/17/18 200.00 (8) (40)
Parker Hannifin Corp. 8/17/18 175.00 (13) (1,339)
PepsiCo, Inc. 7/20/18 105.00 (11) (5,500)
PepsiCo, Inc. 9/21/18 110.00 (12) (3,948)
Raytheon Co. 7/20/18 200.00 (16) (1,920)
Texas Instruments, Inc. 7/20/18 110.00 (13) (3,562)
Texas Instruments, Inc. 8/17/18 115.00 (3) (666)
Union Pacific Corp. 8/17/18 140.00 (36) (21,420)
Wal-Mart Stores, Inc 9/21/18 95.00 (12) (564)
Whirlpool Corp 7/20/18 160.00 (25) (425)
Whirlpool Corp 8/17/18 160.00 (5) (818)
Total Call Options Written (premium received $240,645)     $ (155,871)

 

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

14

 



The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Assets              
Common Stocks* $  14,305,926 $ $ $ 14,305,926
Liabilities              
Call Options Written $  (155,871) $ $ $ (155,871)

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 15

 



Fund Expenses (unaudited)
EQUITY INCOME FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $986.48 $3.99
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.77 $4.06

 

* Expenses are equal to the annualized expense ratio of .81%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
TOP TEN SECTORS


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

16

 



Portfolio of Investments
EQUITY INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  COMMON STOCKS—96.5%    
  Consumer Discretionary—6.1%    
14,400 Acushnet Holdings Corp. $          352,224
11,400 American Eagle Outfitters, Inc.   265,050
39,000 Comcast Corp. – Special Shares “A”   1,279,590
22,145 Dana Holding Corp.   447,108
28,050 Ford Motor Co.   310,513
12,800 Lowe’s Cos., Inc.   1,223,296
5,200 McDonald’s Corp.   814,788
3,000 Oxford Industries, Inc.   248,940
26,000 Penske Automotive Group, Inc.   1,218,100
17,000 Tapestry, Inc.   794,070
11,600   Wyndham Hotels & Resorts, Inc.   682,428
        7,636,107
  Consumer Staples—9.2%    
17,100 Altria Group, Inc.   971,109
18,600 Coca-Cola Co.   815,796
12,700 CVS Health Corp.   817,245
4,700 J.M. Smucker Co.   505,156
7,950 Keurig Dr Pepper, Inc.   969,900
7,400 Kimberly-Clark Corp.   779,516
10,582 Koninklijke Ahold Delhaize NV (ADR)   252,592
6,966 Kraft Heinz Co.   437,604
12,800 PepsiCo, Inc.   1,393,536
15,200 Philip Morris International, Inc.   1,227,248
14,200 Pinnacle Foods, Inc.   923,852
14,600 Procter & Gamble Co.   1,139,676
16,100   Wal-Mart Stores, Inc.   1,378,965
        11,612,195
  Energy—11.1%    
11,700 Anadarko Petroleum Corp.   857,025
6,600 Andeavor Logistics, LP   865,788
21,400 Chevron Corp.   2,705,602
14,950 ConocoPhillips   1,040,819
71,000 EnCana Corp.   926,550
7,100 EOG Resources, Inc.   883,453
12,300 ExxonMobil Corp.   1,017,579
18,600 Occidental Petroleum Corp.   1,556,448
9,800   PBF Energy, Inc. – Class “A”   410,914

 

17

 



Portfolio of Investments (continued)
EQUITY INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  Energy (continued)    
22,650 Royal Dutch Shell, PLC – Class “A” (ADR) $          1,568,060
18,800 Schlumberger, Ltd.   1,260,164
20,300   Suncor Energy, Inc.   825,804
        13,918,206
  Financials—20.8%    
30,700 * AllianceBernstein Holding, LP (MLP)   876,485
15,950 American Express Co.   1,563,100
21,900 Bank of New York Mellon Corp.   1,181,067
17,650 Berkshire Hills Bancorp, Inc.   716,590
14,067 Chubb, Ltd.   1,786,790
12,200 Comerica, Inc.   1,109,224
13,250 Discover Financial Services   932,932
19,700 FNF Group, Inc.   741,114
21,500 Hamilton Lane, Inc. – Class “A”   1,031,355
17,300 Invesco, Ltd.   459,488
22,400 iShares S&P U.S. Preferred Stock Index Fund (ETF)   844,704
25,600 JPMorgan Chase & Co.   2,667,520
15,800 MetLife, Inc.   688,880
31,900 Old National Bancorp of Indiana   593,340
9,700 PNC Financial Services Group, Inc.   1,310,470
13,600 Popular, Inc.   614,856
13,000 Prosperity Bancshares, Inc.   888,680
69,700 Regions Financial Corp.   1,239,266
41,000 Sterling Bancorp   963,500
7,900 Travelers Cos., Inc.   966,486
21,900 U.S. Bancorp   1,095,438
30,400 Waddell & Reed Financial, Inc. – Class “A”   546,288
58,650   Wells Fargo & Co.   3,251,556
        26,069,129
  Health Care—12.6%    
20,300 Abbott Laboratories   1,238,097
12,000 AbbVie, Inc.   1,111,800
4,400 Aetna, Inc.   807,400
17,050 GlaxoSmithKline, PLC (ADR)   687,285
19,550 Johnson & Johnson   2,372,197
16,600 Koninklijke Philips NV (ADR)   701,682
13,112 Medtronic, PLC   1,122,518
40,820 Merck & Co., Inc.   2,477,774
77,485   Pfizer, Inc.   2,811,156

 

18

 



 
 
 
 
Shares   Security   Value
  Health Care (continued)    
12,301 Phibro Animal Health Corp. – Class “A” $          566,461
20,600 Smith & Nephew, PLC (ADR)   773,118
5,000   UnitedHealth Group, Inc.   1,226,700
        15,896,188
  Industrials—8.9%    
4,400 3M Co.   865,568
5,600 A.O. Smith Corp.   331,240
14,300 Eaton Corp., PLC   1,068,782
3,400 General Dynamics Corp.   633,794
11,100 Honeywell International, Inc.   1,598,955
10,300 Ingersoll-Rand, PLC   924,219
6,250 ITT, Inc.   326,688
16,600 Knight-Swift Transportation Holdings, Inc.   634,286
3,680 Lockheed Martin Corp.   1,087,182
27,300 Schneider National, Inc. – Class “B”   751,023
22,900 Triton International, Ltd.   702,114
7,500 United Parcel Service, Inc. – Class “B”   796,725
11,500   United Technologies Corp.   1,437,845
        11,158,421
  Information Technology—12.4%    
6,890 Apple, Inc.   1,275,408
3,500 Broadcom, Ltd.   849,240
51,500 Cisco Systems, Inc.   2,216,045
37,300 Cypress Semiconductor Corp.   581,134
42,000 HP Enterprise Co.   613,620
28,000 HP, Inc.   635,320
34,200 Intel Corp.   1,700,082
3,650 Lam Research Corp.   630,903
6,100 LogMeIn, Inc.   629,825
8,800 Microchip Technology, Inc.   800,360
28,250 Microsoft Corp.   2,785,733
9,600 MKS Instruments, Inc.   918,720
19,200 QUALCOMM, Inc.   1,077,504
14,900   Silicon Motion Technology Corp. (ADR)   788,061
        15,501,955

 

19

 



Portfolio of Investments (continued)
EQUITY INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  Materials—5.2%    
26,431 DowDuPont, Inc. $          1,742,332
7,400 Eastman Chemical Co.   739,704
14,300 FMC Corp.   1,275,703
6,800 LyondellBasell Industries NV – Class “A”   746,980
4,400 Praxair, Inc.   695,860
8,000 Sealed Air Corp.   339,600
16,690   WestRock Co.   951,664
        6,491,843
  Real Estate—3.0%    
37,000 Americold Realty Trust (REIT)   814,740
14,200 Douglas Emmett, Inc. (REIT)   570,556
5,200 Federal Realty Investment Trust (REIT)   658,060
34,400 GGP, Inc. (REIT)   702,792
20,800 Sunstone Hotel Investors, Inc. (REIT)   345,696
30,200   Urstadt Biddle Properties, Inc. (REIT)   683,426
        3,775,270
  Telecommunication Services—2.9%    
47,884 AT&T, Inc.   1,537,555
42,300   Verizon Communications, Inc.   2,128,113
        3,665,668
  Utilities—4.3%    
7,450 American Electric Power Co., Inc.   515,912
20,500 CenterPoint Energy, Inc.   568,055
10,350 Dominion Energy, Inc.   705,663
7,100 Duke Energy Corp.   561,468
25,700 Exelon Corp.   1,094,820
4,100 NextEra Energy, Inc.   684,823
13,000 PPL Corp.   371,150
13,000   Vectren Corp.   928,850
        5,430,741
Total Value of Common Stocks (cost $88,580,650)   121,155,723

 

20

 



  
 
 
 
Shares   Security         Value
  PREFERRED STOCKS—1.2%      
  Financials—.6%      
200 Citizens Financial Group, Inc., Series A, 5.5%, 2049 $     204,000
21,200   JPMorgan Chase & Co., Series Y, 6.125%, 2020       555,016
              759,016
  Real Estate—.6%      
11,400 Digital Realty Trust, Inc. (REIT), Series G, 5.875%, 2049   289,674
  Urstadt Biddle Properties, Inc. (REIT):      
11,000 Series G, 6.75%, 2049     277,090
8,300   Series H, 6.25%, 2022         207,878
              774,642
Total Value of Preferred Stocks (cost $1,495,099)         1,533,658
Total Value of Investments (cost $90,075,749) 97.7 %   122,689,381
Other Assets, Less Liabilities 2.3       2,826,514
Net Assets     100.0 %   $125,515,895

 

* Non-income producing
 
Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Fund
MLP Master Limited Partnership
REIT Real Estate Investment Trust

 

 
CALL OPTIONS WRITTEN—.0% Date Price Contracts Value
Bank of New York Mellon Corp 7/20/18 $ 56.00 (10) $   (610)
JP Morgan Chase & Co 7/13/18 108.00 (10) (600)
McDonald’s Corp 7/20/18 162.50 (20) (1,400)
Microsoft Corp. 7/6/18 103.00 (10) (60)
Total Call Options Written (premium received $8,340)     $(2,670)

 

21

 



Portfolio of Investments (continued)
EQUITY INCOME FUND
June 30, 2018

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Assets                
Common Stocks $ 121,155,723 $ $ $ 121,155,723
Preferred Stocks   1,533,658       1,533,658
Total Investments in Securities* $ 122,689,381 $ $ $ 122,689,381
 
Liabilities                
Call Options Written $ (2,670) $ $ $ (2,670)

 

* The Portfolio of Investments provides information on the industry categorization for common stocks
and preferred stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

22 See notes to financial statements

 



Fund Expenses (unaudited)
FUND FOR INCOME

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $993.79 $4.40
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.38 $4.46

 

* Expenses are equal to the annualized expense ratio of .89%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
TOP TEN SECTORS


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

23

 



Portfolio of Investments
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  CORPORATE BONDS—88.2%    
  Aerospace/Defense—2.5%    
  Bombardier, Inc.:    
$     375M 8.75%, 12/1/2021 (a) $          414,375
275M 7.5%, 12/1/2024 (a)   290,125
150M 7.5%, 3/15/2025 (a)   156,938
500M KLX, Inc., 5.875%, 12/1/2022 (a)   521,250
  Meccanica Holdings USA, Inc.:    
275M 7.375%, 7/15/2039 (a)   325,875
100M 6.25%, 1/15/2040 (a)   108,500
  TransDigm, Inc.:    
250M 5.5%, 10/15/2020   250,313
525M   6.375%, 6/15/2026   522,375
        2,589,751
  Automotive—2.8%    
425M Adient Global Holdings, Ltd., 4.875%, 8/15/2026 (a)   383,562
425M American Axle & Manufacturing, Inc., 6.25%, 4/1/2025   423,406
225M Asbury Automotive Group, Inc., 6%, 12/15/2024   224,086
225M Avis Budget Group, Inc., 6.375%, 4/1/2024 (a)   221,625
175M Cooper Standard Automotive, Inc., 5.625%, 11/15/2026 (a)   173,250
150M Dana Financing Luxembourg Sarl, 6.5%, 6/1/2026 (a)   152,625
  Dana Holding Corp.:    
200M 6%, 9/15/2023   207,250
250M 5.5%, 12/15/2024   248,125
100M Group 1 Automotive, Inc., 5.25%, 12/15/2023 (a)   96,500
  Hertz Corp.:    
250M 5.875%, 10/15/2020   245,625
250M 7.625%, 6/1/2022 (a)   240,625
225M   J.B. Poindexter & Co., 7.125%, 4/15/2026 (a)   231,750
        2,848,429
  Building Materials—1.2%    
500M Building Materials Corp., 5.375%, 11/15/2024 (a)   496,250
500M Griffon Corp., 5.25%, 3/1/2022   488,325
250M   New Enterprise Stone & Lime Co., 6.25%, 3/15/2026 (a)   253,125
        1,237,700
  Chemicals—3.3%    
175M A. Schulman, Inc., 6.875%, 6/1/2023   184,931
275M Blue Cube Spinco, Inc., 10%, 10/15/2025   321,062
275M   CF Industries, Inc., 4.95%, 6/1/2043   233,406

 

24

 



 
  
 
Principal      
Amount   Security   Value
  Chemicals (continued)    
$     225M Chemours Co., 6.625%, 5/15/2023 $          236,250
275M CVR Partners, LP, 9.25%, 6/15/2023 (a)   284,281
225M PQ Corp., 6.75%, 11/15/2022 (a)   237,094
650M Rain CII Carbon, LLC, 7.25%, 4/1/2025 (a)   663,000
350M Rayonier AM Products, Inc., 5.5%, 6/1/2024 (a)   330,750
500M Tronox, Inc., 6.5%, 4/15/2026 (a)   498,125
375M   Univar USA, Inc., 6.75%, 7/15/2023 (a)   387,188
        3,376,087
  Consumer Non-Durables—1.8%    
225M Eagle Intermediate Global Holding, 7.5%, 5/1/2025 (a)   225,281
125M Energizer Gamma Acquisition, 6.375%, 7/15/2026 (a)(b)   127,344
250M Energizer Holdings, Inc., 5.5%, 6/15/2025 (a)   246,250
350M First Quality Finance Co., 4.625%, 5/15/2021 (a)   343,000
550M Kronos Acquisition, Inc., 9%, 8/15/2023 (a)   496,375
  Reynolds Group Holdings, Inc.:    
267M 5.75%, 10/15/2020   267,837
125M   5.125%, 7/15/2023 (a)   123,594
        1,829,681
  Energy—11.5%    
250M Andeavor Logistics, LP, 6.875%, 12/29/2049   247,969
  Antero Resources Corp.:    
125M 5.375%, 11/1/2021   127,031
50M 5.125%, 12/1/2022   50,375
250M Apergy Corp., 6.375%, 5/1/2026 (a)   254,375
250M Baytex Energy Corp., 5.125%, 6/1/2021 (a)   243,125
225M Berry Petroleum Co., 7%, 2/15/2026 (a)   230,625
200M Blue Racer Midstream, LLC, 6.125%, 11/15/2022 (a)   203,000
  Carrizo Oil & Gas, Inc.:    
50M 6.25%, 4/15/2023   50,875
75M 8.25%, 7/15/2025   79,875
150M CONSOL Energy, Inc., 5.875%, 4/15/2022   151,154
  Consolidated Energy Finance SA:    
375M 6.09063%, 6/15/2022 (a)†   375,140
225M 6.875%, 6/15/2025 (a)   231,750
150M 6.5%, 5/15/2026 (a)   148,688
250M Covey Park Energy, LLC, 7.5%, 5/15/2025 (a)   256,250
  Crestwood Midstream Partners, LP:    
250M 6.25%, 4/1/2023   255,625
450M   5.75%, 4/1/2025   451,125

 

25

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Energy (continued)    
$     300M CSI Compressco, LP, 7.5%, 4/1/2025 (a) $          302,625
  DCP Midstream Operating, LP:    
325M 5.35%, 3/15/2020 (a)   331,906
225M 7.375%, 12/29/2049 †   215,859
275M Delek Logistics Partners, LP, 6.75%, 5/15/2025   276,375
  Diamondback Energy, Inc.:    
75M 4.75%, 11/1/2024   73,406
100M 5.375%, 5/31/2025 (a)   100,125
400M Exterran Partners, LP, 6%, 10/1/2022   398,000
100M Forum Energy Technologies, Inc., 6.25%, 10/1/2021   100,250
  Genesis Energy, LP:    
200M 6.75%, 8/1/2022   203,000
100M 5.625%, 6/15/2024   94,000
300M Global Partners, LP, 6.25%, 7/15/2022   292,500
175M Gulfport Energy Corp., 6.375%, 5/15/2025   170,844
125M Hilcorp Energy I, LP, 5%, 12/1/2024 (a)   121,875
275M Matador Resources Co., 6.875%, 4/15/2023   288,750
125M McDermott Escrow 1, Inc., 10.625%, 5/1/2024 (a)   130,625
250M MEG Energy Corp., 6.375%, 1/30/2023 (a)   233,750
  Murphy Oil Corp.:    
200M 4.45%, 12/1/2022   197,482
175M 5.75%, 8/15/2025   174,947
100M 5.875%, 12/1/2042   91,000
275M Nabors Industries, Inc., 5.75%, 2/1/2025 (a)   260,562
250M Newfield Exploration Co., 5.375%, 1/1/2026   256,875
250M NGPL Pipeco, LLC, 4.875%, 8/15/2027 (a)   247,813
  Oasis Petroleum, Inc.:    
250M 6.875%, 1/15/2023   254,688
175M 6.25%, 5/1/2026 (a)   176,969
250M Parkland Fuel Corp., 6%, 4/1/2026 (a)   246,875
  Parsley Energy, LLC:    
50M 6.25%, 6/1/2024 (a)   52,000
275M 5.25%, 8/15/2025 (a)   271,563
50M 5.625%, 10/15/2027 (a)   49,750
  PDC Energy, Inc.:    
175M 6.125%, 9/15/2024   179,375
100M 5.75%, 5/15/2026 (a)   99,125
  Precision Drilling Corp.:    
121M 6.5%, 12/15/2021   124,619
150M 7.125%, 1/15/2026 (a)   154,425
200M QEP Resources, Inc., 6.875%, 3/1/2021   213,500
100M   RSP Permian, Inc., 5.25%, 1/15/2025   107,470

 

26

 



 
 
 
Principal      
Amount   Security   Value
  Energy (continued)    
  SM Energy Co.:    
$     350M 5%, 1/15/2024 $          332,937
150M 5.625%, 6/1/2025   143,625
  Southwestern Energy Co.:    
150M 7.5%, 4/1/2026   156,000
175M 7.75%, 10/1/2027   182,437
100M Suburban Propane Partners, LP, 5.875%, 3/1/2027   94,000
175M Sunoco, LP, 5.875%, 3/15/2028 (a)   165,433
225M Transocean Guardian, Ltd., 5.875%, 1/15/2024 (a)(b)   224,438
75M Unit Corp., 6.625%, 5/15/2021   75,187
350M Whiting Petroleum Corp., 6.25%, 4/1/2023   359,625
  WPX Energy, Inc.:    
94M 6%, 1/15/2022   98,230
150M   5.75%, 6/1/2026   150,141
        11,831,963
  Financials—5.2%    
350M Ally Financial, Inc., 8%, 11/1/2031   418,250
250M Arch Merger Sub, Inc., 8.5%, 9/15/2025 (a)   233,750
225M Credit Suisse Group AG, 7.5%, 12/11/2023 (a)   232,855
275M CSTN Merger Sub, Inc., 6.75%, 8/15/2024 (a)   269,844
550M DAE Funding, LLC, 5%, 8/1/2024 (a)   529,650
  Icahn Enterprises, LP:    
200M 6.25%, 2/1/2022   204,500
275M 6.75%, 2/1/2024   278,094
  Intesa Sanpaolo SpA:    
300M 5.017%, 6/26/2024 (a)   272,642
250M 5.71%, 1/15/2026 (a)   228,930
  Ladder Capital Finance Holdings, LLLP:    
200M 5.25%, 3/15/2022 (a)   200,500
400M 5.25%, 10/1/2025 (a)   376,420
375M LPL Holdings, Inc., 5.75%, 9/15/2025 (a)   365,625
400M Navient Corp., 5.875%, 3/25/2021   407,500
  Springleaf Finance Corp.:    
175M 7.75%, 10/1/2021   188,781
250M 5.625%, 3/15/2023   249,300
250M 6.875%, 3/15/2025   248,750
525M UniCredit SpA, 5.861%, 6/19/2032 (a)   468,750
175M   Wand Merger Corp., 8.125%, 7/15/2023 (a)(b)   178,063
        5,352,204

 

27

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Food/Beverage/Tobacco—1.9%    
$     325M Barry Callebault Services SA, 5.5%, 6/15/2023 (a) $          339,137
300M JBS USA LUX SA, 6.75%, 2/15/2028 (a)   283,785
  Pilgrim’s Pride Corp.:    
25M 5.75%, 3/15/2025 (a)   24,063
275M 5.875%, 9/30/2027 (a)   255,750
  Post Holdings, Inc.:    
250M 5.5%, 3/1/2025 (a)   244,688
400M 5.75%, 3/1/2027 (a)   389,000
350M Sigma Holdco BV, 7.875%, 5/15/2026 (a)   329,875
125M   Simmons Foods, Inc., 5.75%, 11/1/2024 (a)   109,062
        1,975,360
  Forest Products/Containers—1.6%    
675M Ardagh Holdings USA, Inc., 7.25%, 5/15/2024 (a)   704,531
  BWAY Holding Co.:    
75M 5.5%, 4/15/2024 (a)   73,312
200M 7.25%, 4/15/2025 (a)   195,500
  Mercer International, Inc.:    
50M 7.75%, 12/1/2022   52,562
175M 6.5%, 2/1/2024   177,625
75M 5.5%, 1/15/2026 (a)   72,937
325M   Sealed Air Corp., 6.875%, 7/15/2033 (a)   358,313
        1,634,780
  Gaming/Leisure—3.2%    
  Boyd Gaming Corp.:    
375M 6.875%, 5/15/2023   394,219
200M 6%, 8/15/2026 (a)   199,000
275M CRC Escrow Issuer, LLC, 5.25%, 10/15/2025 (a)   260,906
225M Golden Nugget, Inc., 8.75%, 10/1/2025 (a)   231,685
550M IRB Holding Corp., 6.75%, 2/15/2026 (a)   526,625
50M Lions Gate Entertainment Corp., 5.875%, 11/1/2024 (a)   50,859
250M National CineMedia, LLC, 6%, 4/15/2022   254,688
275M Pinnacle Entertainment, Inc., 5.625%, 5/1/2024   286,866
175M Silversea Cruise Finance, Ltd., 7.25%, 2/1/2025 (a)   189,893
175M Stars Group Holdings BV, 7%, 7/15/2026 (a)(b)   177,188
  Viking Cruises, Ltd.:    
600M 6.25%, 5/15/2025 (a)   591,000
175M   5.875%, 9/15/2027 (a)   165,812
        3,328,741

 

28

 



 
 
 
Principal      
Amount   Security   Value
  Health Care—8.3%    
$     375M Centene Corp., 6.125%, 2/15/2024 $          396,094
  CHS/Community Health Systems, Inc.:    
100M 5.125%, 8/1/2021   93,000
375M 6.25%, 3/31/2023   345,469
175M 8.125%, 6/30/2024   145,141
250M Cimpress NV, 7%, 6/15/2026 (a)   256,563
825M DaVita, Inc., 5.125%, 7/15/2024   801,797
  Endo Finance, LLC:    
175M 7.25%, 1/15/2022 (a)(c)   161,875
225M 6%, 7/15/2023 (a)   186,187
  HCA, Inc.:    
250M 6.25%, 2/15/2021   260,000
475M 5.875%, 5/1/2023   494,000
350M 5.875%, 2/15/2026   353,937
  HealthSouth Corp.:    
175M 5.125%, 3/15/2023   175,875
200M 5.75%, 11/1/2024   200,866
450M inVentiv Group Holdings, Inc., 7.5%, 10/1/2024 (a)   475,875
  LifePoint Health, Inc.:    
400M 5.875%, 12/1/2023   399,500
275M 5.375%, 5/1/2024   265,719
  Mallinckrodt Finance SB:    
275M 5.75%, 8/1/2022 (a)   248,875
225M 5.5%, 4/15/2025 (a)   181,125
  Molina Healthcare, Inc.:    
400M 5.375%, 11/15/2022   404,500
250M 4.875%, 6/15/2025 (a)   243,750
125M MPH Operating Partnership, LP, 7.125%, 6/1/2024 (a)   128,437
250M Polaris Intermediate Corp., 8.5%, 12/1/2022 (a)   258,750
141M RegionalCare Hospital Partners Holdings, Inc., 8.25%, 5/1/2023 (a)   149,019
264M Universal Hospital Services, Inc., 7.625%, 8/15/2020   264,330
  Valeant Pharmaceuticals International, Inc.:    
200M 7.5%, 7/15/2021 (a)   203,500
50M 6.5%, 3/15/2022 (a)   51,938
300M 7.25%, 7/15/2022 (a)   307,248
450M 7%, 3/15/2024 (a)   473,490
325M 6.125%, 4/15/2025 (a)   300,625
325M   9%, 12/15/2025 (a)   337,984
        8,565,469

 

29

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Home Building—.2%    
$     250M   William Lyon Homes, Inc., 6%, 9/1/2023 (a)   $          248,053
  Information Technology—3.9%    
550M Alliance Data Systems Corp., 5.375%, 8/1/2022 (a)   555,431
250M CDW, LLC, 5%, 9/1/2025   246,875
250M CommScope Technologies, LLC, 6%, 6/15/2025 (a)   256,563
375M Diamond 1 Finance Corp., 5.875%, 6/15/2021 (a)   381,046
  NCR Corp.:    
300M 4.625%, 2/15/2021   298,500
300M 5.875%, 12/15/2021   305,625
275M Nuance Communications, Inc., 6%, 7/1/2024   278,781
275M NXP BV, 3.875%, 9/1/2022 (a)   270,875
550M Rackspace Hosting, Inc., 8.625%, 11/15/2024 (a)   554,125
575M Solera, LLC, 10.5%, 3/1/2024 (a)   641,487
250M   Symantec Corp., 5%, 4/15/2025 (a)   242,819
        4,032,127
  Manufacturing—2.1%    
125M American Woodmark Corp., 4.875%, 3/15/2026 (a)   118,750
375M ATS Automation Tooling Systems, Inc., 6.5%, 6/15/2023 (a)   383,437
100M Boise Cascade Co., 5.625%, 9/1/2024 (a)   100,750
175M Cloud Crane, LLC, 10.125%, 8/1/2024 (a)   188,562
425M Grinding Media, Inc., 7.375%, 12/15/2023 (a)   444,125
300M H&E Equipment Services, Inc., 5.625%, 9/1/2025   295,500
200M Park-Ohio Industries, Inc., 6.625%, 4/15/2027   203,500
475M   Wabash National Corp., 5.5%, 10/1/2025 (a)   457,188
        2,191,812
  Media-Broadcasting—1.7%    
  Belo Corp.:    
100M 7.75%, 6/1/2027   106,000
25M 7.25%, 9/15/2027   25,875
225M LIN Television Corp., 5.875%, 11/15/2022   230,625
  Nexstar Broadcasting, Inc.:    
225M 6.125%, 2/15/2022 (a)   231,187
300M   5.625%, 8/1/2024 (a)   291,000

 

30

 



 
 
 
Principal      
Amount   Security   Value
  Media-Broadcasting (continued)    
  Sinclair Television Group, Inc.:    
$      50M 5.625%, 8/1/2024 (a) $          49,750
100M 5.875%, 3/15/2026 (a)   97,625
75M 5.125%, 2/15/2027 (a)   69,375
650M   Sirius XM Radio, Inc., 6%, 7/15/2024 (a)   663,813
        1,765,250
  Media-Cable TV—9.4%    
  Altice Financing SA:    
525M 6.625%, 2/15/2023 (a)   518,700
200M 7.5%, 5/15/2026 (a)   193,940
200M Altice Finco SA, 7.625%, 2/15/2025 (a)   179,750
550M Altice U.S. Finance I Corp., 5.375%, 7/15/2023 (a)   548,625
100M AMC Networks, Inc., 4.75%, 8/1/2025   96,376
  CCO Holdings, LLC:    
200M 5.25%, 9/30/2022   201,000
275M 5.125%, 2/15/2023   272,852
150M 5.75%, 9/1/2023   151,500
500M 5.875%, 4/1/2024 (a)   502,500
200M 5.125%, 5/1/2027 (a)   187,625
275M 5.875%, 5/1/2027 (a)   269,156
150M 5%, 2/1/2028 (a)   138,000
225M Cequel Communications Holdings I, LLC, 7.75%, 7/15/2025 (a)   236,250
  Clear Channel Worldwide Holdings, Inc.:    
650M Series “A”, 6.5%, 11/15/2022   663,000
550M Series “B”, 6.5%, 11/15/2022   563,750
  CSC Holdings, LLC:    
1,250M 10.125%, 1/15/2023 (a)   1,381,250
200M 6.625%, 10/15/2025 (a)   205,250
200M 10.875%, 10/15/2025 (a)   231,060
  DISH DBS Corp.:    
400M 7.875%, 9/1/2019   416,000
225M 5%, 3/15/2023   196,031
250M 5.875%, 11/15/2024   212,500
  Gray Television, Inc.:    
50M 5.125%, 10/15/2024 (a)   47,985
300M 5.875%, 7/15/2026 (a)   286,125
225M Mediacom Broadband, LLC, 5.5%, 4/15/2021   228,094
575M   Midcontinent Communications & Finance Corp., 6.875%, 8/15/2023 (a) 604,469

 

31

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Media-Cable TV (continued)    
  Netflix, Inc.:    
$     100M 4.375%, 11/15/2026 $          93,980
100M 4.875%, 4/15/2028 (a)   95,442
600M Numericable Group SA, 6.25%, 5/15/2024 (a)   585,000
425M   Virgin Media Finance, PLC, 6.375%, 4/15/2023 (a)   427,125
        9,733,335
  Media-Diversified—1.0%    
100M E.W. Scripps Co., 5.125%, 5/15/2025 (a)   94,000
75M LSC Communications, Inc., 8.75%, 10/15/2023 (a)   73,781
225M Outdoor Americas Capital, LLC, 5.875%, 3/15/2025   227,678
675M   Tribune Media Co., 5.875%, 7/15/2022   684,619
        1,080,078
  Metals/Mining—7.2%    
250M AK Steel Corp., 7%, 3/15/2027   238,750
150M Allegheny Technologies, Inc., 7.875%, 8/15/2023   162,000
175M Alliance Resourse Operating Partners, LP, 7.5%, 5/1/2025 (a)   187,031
175M Big River Steel, LLC, 7.25%, 9/1/2025 (a)   180,267
250M Cleveland-Cliffs, Inc., 4.875%, 1/15/2024 (a)   241,875
175M Commercial Metals Co., 5.375%, 7/15/2027   166,688
300M CONSOL Mining Corp., 11%, 11/15/2025 (a)   330,750
250M Constellium NV, 5.75%, 5/15/2024 (a)   243,125
  First Quantum Minerals, Ltd.:    
400M 7.25%, 5/15/2022 (a)   406,000
350M 6.5%, 3/1/2024 (a)   338,625
  HudBay Minerals, Inc.:    
175M 7.25%, 1/15/2023 (a)   181,125
75M 7.625%, 1/15/2025 (a)   78,937
450M Joseph T. Ryerson & Son, Inc., 11%, 5/15/2022 (a)   496,125
250M Mountain Province Diamonds, Inc., 8%, 12/15/2022 (a)   250,000
250M Natural Resource Partners, LP, 10.5%, 3/15/2022   271,250
  Novelis, Inc.:    
575M 6.25%, 8/15/2024 (a)   576,438
425M 5.875%, 9/30/2026 (a)   408,000
325M Peabody Energy Corp., 6%, 3/31/2022 (a)   330,964
950M   SunCoke Energy Partners, LP, 7.5%, 6/15/2025 (a)(b)   971,375

 

32

 



 
 
 
Principal      
Amount   Security   Value
  Metals/Mining (continued)    
  Teck Resources, Ltd.:    
$     125M 8.5%, 6/1/2024 (a) $          137,344
300M 6%, 8/15/2040   293,250
425M TMS International Corp., 7.25%, 8/15/2025 (a)   435,625
500M   United States Steel Corp., 6.25%, 3/15/2026   494,380
        7,419,924
  Real Estate—1.8%    
  Geo Group, Inc.:    
100M 5.125%, 4/1/2023   98,500
225M 6%, 4/15/2026   219,375
150M Greystar Real Estate Partners, 5.75%, 12/1/2025 (a)   145,875
  Iron Mountain, Inc.:    
225M 5.75%, 8/15/2024   221,063
250M 5.25%, 3/15/2028 (a)   232,600
175M Lennar Corp., 4.875%, 12/15/2023   175,219
80M MPT Operating Partnership, LP, 6.375%, 3/1/2024   84,200
225M Sabra Health Care, LP, 5.125%, 8/15/2026   215,343
379M   VICI Properties 1, LLC, 8%, 10/15/2023   422,362
        1,814,537
  Retail-General Merchandise—1.9%    
  1011778 B.C., ULC:    
500M 4.625%, 1/15/2022 (a)   501,250
250M 5%, 10/15/2025 (a)   237,800
  AmeriGas Partners, LP:    
125M 5.625%, 5/20/2024   123,594
250M 5.5%, 5/20/2025   243,437
225M J.C. Penney Co., Inc., 8.625%, 3/15/2025   191,250
150M KFC Holding Co., LLC, 5%, 6/1/2024 (a)   148,455
425M L Brands, Inc., 6.75%, 7/1/2036   376,125
125M   SRS Distribution, Inc., 8.25%, 7/1/2026 (a)   124,688
        1,946,599
  Services—1.8%    
425M ADT Corp., 3.5%, 7/15/2022   399,925
25M AECOM, 5.125%, 3/15/2027   23,625
225M BlueLine Rental Finance Corp., 9.25%, 3/15/2024 (a)   239,940
500M First Data Corp., 5.375%, 8/15/2023 (a)   505,875
325M GW Honos Security Corp., 8.75%, 5/15/2025 (a)   333,125
50M   KAR Auction Services, Inc., 5.125%, 6/1/2025 (a)   47,875

 

33

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Services (continued)    
  United Rentals, Inc.:    
$     150M 4.625%, 10/15/2025 $          143,250
175M   5.5%, 5/15/2027   170,187
        1,863,802
  Telecommunications—3.5%    
375M CenturyLink, Inc., 5.8%, 3/15/2022   373,125
  Frontier Communications Corp.:    
425M 10.5%, 9/15/2022   387,813
350M 11%, 9/15/2025   281,645
125M 8.5%, 4/1/2026 (a)   121,094
  GCI, Inc.:    
300M 6.75%, 6/1/2021   303,375
500M 6.875%, 4/15/2025   520,000
225M Qwest Corp., 7.25%, 9/15/2025   240,755
125M Telecom Italia Capital SA, 7.2%, 7/18/2036   130,112
400M Telecom Italia SpA, 5.303%, 5/30/2024   396,000
200M Telesat Canada, 8.875%, 11/15/2024 (a)   214,500
400M Wind Tre SpA, 5%, 1/20/2026 (a)   319,084
  Zayo Group, LLC:    
50M 6.375%, 5/15/2025   51,125
275M   5.75%, 1/15/2027 (a)   270,875
        3,609,503
  Transportation—1.6%    
375M BCD Acquisition, Inc., 9.625%, 9/15/2023 (a)   401,250
275M Fly Leasing, Ltd., 6.375%, 10/15/2021   284,281
225M Mobile Mini, Inc., 5.875%, 7/1/2024   228,375
750M   XPO Logistics, Inc., 6.125%, 9/1/2023 (a)   772,500
        1,686,406
  Utilities—4.3%    
  AES Corp.:    
150M 6%, 5/15/2026   156,000
100M 5.125%, 9/1/2027   100,000
350M Avantor, Inc., 9%, 10/1/2025 (a)   353,570
  Calpine Corp.:    
425M 5.75%, 1/15/2025   389,672
275M   5.25%, 6/1/2026 (a)   260,047

 

34

 



 
 
 
Principal      
Amount   Security   Value
  Utilities (continued)    
  Cheniere Corpus Christi Holdings:    
$     225M 5.875%, 3/31/2025 $          234,844
250M 5.125%, 6/30/2027   248,750
425M Cheniere Energy Partners, LP, 5.25%, 10/1/2025 (a)   415,629
300M Drax Finco, PLC, 6.625%, 11/1/2025 (a)   299,250
  Dynegy, Inc.:    
275M 7.375%, 11/1/2022   288,062
125M 8%, 1/15/2025 (a)   134,844
250M Energy Transfer Partners, LP, 6.25%, 12/29/2049   232,031
38M Indiantown Cogeneration Utilities, LP, 9.77%, 12/15/2020   41,303
150M NRG Energy, Inc., 6.25%, 7/15/2022   154,733
150M NRG Yield Operating, LLC, 5%, 9/15/2026   143,625
316M NSG Holdings, LLC, 7.75%, 12/15/2025 (a)   346,469
350M Targa Resources Partners, LP, 5.875%, 4/15/2026 (a)   353,063
250M   Terraform Power Operating, LLC, 5%, 1/31/2028 (a)   237,812
        4,389,704
  Waste Management—.5%    
325M Covanta Holding Corp., 5.875%, 7/1/2025   314,438
175M   GFL Environmental, Inc., 5.625%, 5/1/2022 (a)   169,312
        483,750
  Wireless Communications—4.0%    
125M Hughes Satellite Systems Corp., 5.25%, 8/1/2026   117,656
150M Inmarsat Finance, PLC, 4.875%, 5/15/2022 (a)   148,125
800M Intelsat Jackson Holdings SA, 8%, 2/15/2024 (a)   842,000
  Level 3 Financing, Inc.:    
250M 5.125%, 5/1/2023   245,937
300M 5.375%, 1/15/2024   294,600
850M Sprint Communications, Inc., 6%, 11/15/2022   844,688
  Sprint Corp.:    
625M 7.875%, 9/15/2023   649,609
125M 7.125%, 6/15/2024   126,511
150M 7.625%, 2/15/2025   153,376
200M   7.625%, 3/1/2026   204,500

 

35

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security   Value
  Wireless Communications (continued)    
  T-Mobile USA, Inc.:    
$      50M 6.5%, 1/15/2024 $          52,375
250M 6%, 4/15/2024   259,375
200M   5.125%, 4/15/2025   201,500
        4,140,252
Total Value of Corporate Bonds (cost $91,971,948)   90,975,297
  LOAN PARTICIPATIONS†—9.3%    
  Automotive—.4%    
446M   Truck Hero, Inc., 5.8379%, 4/22/2024   446,057
  Chemicals—.9%    
498M Avantor Performance Materials, 6.0935%, 11/21/2024   501,201
497M   ColourOz Investment, 5.3592%, 9/7/2021   467,571
        968,772
  Energy—.6%    
125M California Resources Corp., 6.8379%, 12/31/2022   127,396
500M   Foresight Energy, LLC, 5.75%, 3/28/2022 (b)   497,915
        625,311
  Financial Services—.5%    
499M   NFP Corp., 5.0935%, 1/8/2024   496,395
  Food/Beverage/Tobacco—.5%    
497M   Chobani, LLC, 5.5935%, 10/10/2023   498,624
  Gaming/Leisure—2.2%    
500M Cyan Blue Holdco 2, Ltd., 2.75%, 8/23/2024 (b)   499,688
500M Dorna Sports SL, 5.5844%, 4/12/2024   493,645
499M Scientific Games International, 4.8435%, 8/14/2024   496,568
214M Seminole Hard Rock Entertainment, Inc., 5.058%, 5/14/2020   215,250
325M Sigma Bidco BV, 3%, 3/6/2025 (b)   323,091
200M   Stars Group Holdings BV, 3.5%, 7/28/2025 (b)(d)   199,000
        2,227,242

 

36

 



 
 
 
Principal      
Amount   Security   Value
  Health Care—1.0%    
$250M Amneal Pharmaceuticals, LLC, 5.625%, 5/4/2025 $          250,150
  Heartland Dental, LLC:    
51M 3.75%, 4/30/2025 (b)   50,979
342M 5.8435%, 4/30/2025   341,856
350M   Inovalon Holdings, Inc., 5.5625%, 4/2/2025   343,437
        986,422
  Information Technology—.7%    
250M Microchip Technology, 4.1%, 5/29/2025   250,860
249M Solarwinds, Inc., 5.0935%, 2/5/2024   249,147
250M   SS&C Technologies Holdings, Inc., 2.5%, 4/16/2025 (b)   250,521
        750,528
  Manufacturing—1.0%    
499M Filtration Group Corp., 5.0935%, 3/29/2025   500,034
500M   GrafTech International, Ltd., 5.5047%, 2/12/2025   500,235
        1,000,269
  Metals/Mining—.4%    
372M   Big River Steel, LLC, 7.3344%, 8/23/2023   376,840
  Retail-General Merchandise—.2%    
248M   Staples, Inc., 6.3581%, 9/12/2024   244,282
  Telecommunications—.4%    
425M   GTT Communications, Inc., 4.875%, 5/31/2025   419,877
  Utilities—.3%    
  Charah, LLC:    
321M 8.5572% 10/25/2024   324,639
8M   8.4211% 10/25/2024   8,103
        332,742
  Waste Management—.2%    
249M   Gopher Resource, LLC, 5.3435%, 3/6/2025   250,310
Total Value of Loan Participations (cost $9,605,899)   9,623,671

 

37

 



Portfolio of Investments (continued)
FUND FOR INCOME
June 30, 2018

 
 
 
Principal      
Amount   Security         Value
PASS-THROUGH CERTIFICATES—. 6%    
Transportation      
$569M American Airlines 2013-2 B PTT, 5.6%,      
    1/15/2022 (cost $580,487) (a)         $        581,369
Total Value of Investments (cost $102,158,334) 98.1 % 101,180,337
Other Assets, Less Liabilities 1.9       1,958,730
Net Assets 100.0 %    $103,139,067

 

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933 (see Note 5).
 
(b) A portion or all of the security purchased on a when-issued or delayed delivery basis (see
Note 1G).
 
(c) Denotes a step bond (a zero coupon bond that converts to a fixed interest rate at a designated date)
 
(d) Securities valued at fair value (see Note 1A).
 
Interest rates are determined and reset periodically. The interest rates above are the rates in effect
at June 30, 2018.
 
Summary of Abbreviations:
LLLP Limited Liability Limited Partnership
PTT Pass Through Trust
ULC Unlimited Liability Corporation

 

38

 



The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Corporate Bonds $ $ 90,975,297 $ $ 90,975,297
Loan Participations   9,623,671   9,623,671
Pass-Through Certificates     581,369     581,369
Total Investments in Securities* $ $ 101,180,337 $ $ 101,180,337

 

* The Portfolio of Investments provides information on the industry categorization of corporate bonds,
loan participations and pass-through certificates.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 39

 



Fund Expenses (unaudited)
GOVERNMENT FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $985.74 $4.33
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.43 $4.41

 

* Expenses are equal to the annualized expense ratio of .88%, multiplied by the average
account value over the period, multiplied by 181/365 (to reflect the one-half year period).
Expenses paid during the period are net of expenses waived.

 

Portfolio Composition
BY SECTOR


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

40

 



Portfolio of Investments
GOVERNMENT FUND
June 30, 2018

 
 
 
Principal    
Amount   Security Value
  RESIDENTIAL MORTGAGE-BACKED  
  SECURITIES—28.5%  
  Fannie Mae—21.0%  
$2,160M 3%, 7/1/2021 – 4/1/2046 $     2,127,815
1,746M 3.5%, 11/1/2028 – 6/1/2046 1,753,893
974M 4%, 10/1/2035 – 4/1/2047 998,986
502M 4.5%, 11/1/2040 – 7/1/2048 (b) 525,837
232M 5.5%, 7/1/2034 – 10/1/2039 253,080
97M   9%, 11/1/2026 105,600
      5,765,211
  Freddie Mac—3.5%  
123M 3.5%, 2/1/2046 123,295
710M 4%, 12/1/2040 – 6/1/2047 726,908
101M   4.5%, 5/1/2044 105,193
      955,396
  Government National Mortgage Association I  
  Program—4.0%  
163M 4%, 8/15/2041 167,427
625M 5%, 6/15/2033 – 4/15/2040 665,770
160M 5.5%, 2/15/2033 – 1/15/2036 173,557
75M   6%, 11/15/2032 81,698
      1,088,452
Total Value of Residential Mortgage-Backed Securities (cost $8,044,300) 7,809,059
  U.S. GOVERNMENT OBLIGATIONS—27.0%  
  U.S. Treasury Bonds:  
300M 2.5%, 2/15/2046 272,830
120M 2.5%, 5/15/2046 109,045
400M 2.75%, 11/15/2047 381,774
200M 4.5%, 2/15/2036 244,617
  U.S. Treasury Notes:  
200M 1.125%, 8/31/2021 190,836
1,295M 1.375%, 10/31/2020 1,259,995
500M 1.5%, 3/31/2023 472,949
1,010M 1.875%, 8/31/2022 977,235
630M 2%, 2/15/2025 599,287
400M   2.25%, 10/31/2024 387,258

 

41

 



Portfolio of Investments (continued)
GOVERNMENT FUND
June 30, 2018

 
 
 
Principal    
Amount   Security Value
  U.S. GOVERNMENT OBLIGATIONS (continued)  
  U.S. Treasury Notes (continued):  
$1,950M 2.625%, 6/15/2021 $     1,950,419
250M 2.75%, 4/30/2023 250,273
300M   2.75%, 5/31/2023 300,410
Total Value of U.S. Government Obligations (cost $7,544,200) 7,396,928
  U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—18.5%  
  Fannie Mae:  
770M 1.125%, 7/20/2018 769,704
125M 1.375%, 2/26/2021 121,003
300M 1.5%, 11/30/2020 292,083
850M 1.625%, 11/27/2018 848,359
200M Federal Farm Credit Bank, 3%, 9/13/2029 190,346
  Federal Home Loan Bank:  
750M 1.03%, 9/28/2018 748,219
150M 1.375%, 5/28/2019 148,686
1,000M 1.625%, 10/7/2021 963,235
1,000M   Freddie Mac, 1.25%, 8/1/2019 987,578
Total Value of U.S. Government Agency Obligations (cost $5,141,365) 5,069,213
  COMMERCIAL MORTGAGE-BACKED  
  SECURITIES—8.7%  
  Fannie Mae—3.5%  
462M 2.995%, 11/1/2022 460,704
368M 3.0462%, 12/25/2024 † 366,458
150M   2.94294%, 3/25/2028 † 147,011
      974,173
  Federal Home Loan Mortgage Corporation—5.2%  
  Multi-Family Structured Pass-Throughs:  
249M 2.3707%, 5/25/2024 † 249,383
170M 2.454%, 8/25/2023 165,042
379M 2.849%, 3/25/2026 365,851
500M 3.35%, 1/28/2028 497,011
150M   3.568%, 10/25/2027 † 152,523
      1,429,810
Total Value of Commercial Mortgage-Backed Securities (cost $2,461,692) 2,403,983

 

42

 



 
 
 
Principal      
Amount   Security         Value
  COLLATERALIZED MORTGAGE    
  OBLIGATIONS—5.8%    
  Fannie Mae:    
$    200M 2.9863%, 12/25/2027 †   $      193,336
404M 4%, 2/25/2025   412,710
  Freddie Mac:    
472M 3.5%, 12/15/2028   480,257
492M   4%, 1/15/2031         510,605
Total Value of Collateralized Mortgage Obligations (cost $1,647,606)       1,596,908
  COVERED BONDS—4.1%    
  Financial Services    
650M Canadian Imperial Bank of Commerce, 2.35%, 7/27/2022 (a) 629,843
500M   DNB Boligkreditt AS, 2.5%, 3/28/2022 (a)         487,530
Total Value of Covered Bonds (cost $1,137,963)         1,117,373
  TAXABLE MUNICIPAL BONDS—2.0%  
200M Texas State Wtr. Dev. Brd. Rev., 3.7%, 10/15/2047 194,080
375M   University of North Carolina at Chapel Hill Rev., 3.326%, 12/1/2038       361,485
Total Value of Taxable Municipal Bonds (cost $574,758)         555,565
  SOVEREIGN BONDS—1.1%    
300M   Ukraine Government Aid Bonds, 1.471%, 9/29/2021 (cost $300,000)       289,495
  SHORT-TERM U.S. GOVERNMENT    
  OBLIGATIONS—2.9%    
800M   U.S. Treasury Bills, 1.65%, 7/5/2018 (cost $799,853)       799,890
  SHORT-TERM U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—2.5%    
700M Federal Home Loan Bank, Zero Coupon%, 7/24/2018  
    (Effective yield 1.662%) (cost $699,240) (c)       699,204
Total Value of Investments (cost $28,350,977) 101.1 % 27,737,618
Excess of Liabilities Over Other Assets (1.1 )     (291,196)
Net Assets     100.0 %     $27,446,422

 

(a) Security exempt from registration under Rule 144A of Securities Act of 1933 (see Note 5).
 
(b) A portion or all of the security purchased on a when-issued or delayed delivery basis (see Note 1G).
 
(c) The effective yields shown for zero coupon obligations are the effective yields at June 30, 2018.
 
Interest rates are determined and reset periodically. The interest rates above are the rates in effect
at June 30, 2018.

 

43

 



Portfolio of Investments (continued)
GOVERNMENT FUND
June 30, 2018

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Residential Mortgage-Backed            
Securities $ $ 7,809,059 $ $ 7,809,059
U.S. Government Obligations   7,396,928   7,396,928
U.S. Government Agency            
Obligations   5,069,213   5,069,213
Commercial Mortgage-Backed            
Securities   2,403,983   2,403,983
Collateralized Mortgage            
Obligations   1,596,908   1,596,908
Covered Bonds   1,117,373   1,117,373
Taxable Municipal Bonds   555,565   555,565
Sovereign Bonds   289,495   289,495
Short-Term U.S. Government            
Obligations   799,890   799,890
Short-Term U.S. Government            
Agency Obligations     699,204     699,204
Total Investments in Securities* $ $ 27,737,618 $ $ 27,737,618

 

* The Portfolio of Investments provides information on the industry categorization for covered bonds.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

44 See notes to financial statements

 



Fund Expenses (unaudited)
GOVERNMENT CASH MANAGEMENT FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $1,004.81 $2.98
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,021.81 $3.01

 

* Expenses are equal to the annualized expense ratio of .60%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period). Expenses paid
during the period are net of expenses waived and/or assumed.

 

Portfolio Composition
BY SECTOR


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

45

 



Portfolio of Investments
GOVERNMENT CASH MANAGEMENT FUND
June 30, 2018

 
 
 
Principal   Interest  
Amount   Security     Rate *  Value
  SHORT-TERM U.S. GOVERNMENT    
  OBLIGATIONS—49.9%    
  U.S. Treasury Bills:    
$500M 7/12/2018 1.73 % $      499,735
350M 7/12/2018 1.75 349,812
500M 7/26/2018 1.76 499,387
500M 8/9/2018 1.86 498,993
200M 8/16/2018 1.51 199,612
500M 8/16/2018 1.83 498,830
800M 8/30/2018 1.88 797,496
300M 9/13/2018 1.88 298,842
300M 9/20/2018 1.89 298,725
300M 9/20/2018 1.91 298,710
200M   12/13/2018     2.02   198,148
Total Value of Short-Term U.S. Government Obligations (cost $4,438,290)   4,438,290
  VARIABLE AND FLOATING RATE NOTES—25.4%  
500M Federal Farm Credit Bank, 10/19/2018 2.35 500,370
  Federal Home Loan Bank:    
500M 8/24/2018 1.97 500,001
755M 9/14/2018 2.21 755,153
500M   10/26/2018     2.15   500,274
Total Value of Variable and Floating Rate Notes (cost $2,255,798)   2,255,798
  SHORT-TERM U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—20.2%    
  Federal Farm Credit Bank:    
400M 7/30/2018 1.76 399,431
150M 11/1/2018 0.97 149,484
  Federal Home Loan Bank:    
500M 8/14/2018 1.90 498,841
750M   8/28/2018     1.88   747,728
Total Value of Short-Term U.S. Government Agency Obligations (cost $1,795,484)   1,795,484
Total Value of Investments (cost $8,489,572)** 95.5 % 8,489,572
Other Assets, Less Liabilities  4.5        400,146
Net Assets      100.0 %     $8,889,718

 

* The interest rates shown are the effective rates at the time of purchase by the Fund. The interest
rates shown on variable and floating rate notes are adjusted periodically; the rates shown are the
rates in effect at June 30, 2018.
 
** Aggregate cost for federal income tax purposes is the same.

 

46

 



The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Short-Term U.S. Government                
Obligations $ $ 4,438,290 $ $ 4,438,290
Variable and Floating Rate Notes:                
U.S. Government Agency                
Obligations     2,255,798     2,255,798
Short-Term U.S. Government                
Agency Obligations     1,795,484     1,795,484
Total Investments in Securities $ $ 8,489,572 $ $ 8,489,572

 

There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 47

 



Fund Expenses (unaudited)
GROWTH & INCOME FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

 
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $977.53 $3.73
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,021.02 $3.81

 

* Expenses are equal to the annualized expense ratio of .76%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
TOP TEN SECTORS


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

48

 



Portfolio of Investments
GROWTH & INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  COMMON STOCKS—98.4%    
  Consumer Discretionary—8.1%    
30,600 Aptiv, PLC $          2,803,878
61,900 Aramark Holdings Corp.   2,296,490
35,800 BorgWarner, Inc.   1,545,128
97,500 CBS Corp. – Class “B”   5,481,450
38,200 Home Depot, Inc.   7,452,820
16,000 Lear Corp.   2,972,960
56,600 Magna International, Inc.   3,290,158
18,400 Ross Stores, Inc.   1,559,400
77,600 Tapestry, Inc.   3,624,696
46,500 Walt Disney Co.   4,873,665
30,100 Wyndham Destinations, Inc.   1,332,527
59,300   Wyndham Hotels & Resorts, Inc.   3,488,619
        40,721,791
  Consumer Staples—7.3%    
96,700 Altria Group, Inc.   5,491,593
105,878 Coca-Cola Co.   4,643,809
77,500 Conagra Brands, Inc.   2,769,075
184,979 Koninklijke Ahold Delhaize NV (ADR)   4,415,449
48,400 PepsiCo, Inc.   5,269,308
70,600 Philip Morris International, Inc.   5,700,244
58,400 Procter & Gamble Co.   4,558,704
47,850   Wal-Mart Stores, Inc.   4,098,352
        36,946,534
  Energy—10.6%    
66,500 Anadarko Petroleum Corp.   4,871,125
80,100 ConocoPhillips   5,576,562
109,700 Devon Energy Corp.   4,822,412
42,100 EOG Resources, Inc.   5,238,503
74,600 ExxonMobil Corp.   6,171,658
100,100 Halliburton Co.   4,510,506
57,700 Hess Corp.   3,859,553
160,622 Marathon Oil Corp.   3,350,575
80,422 Marathon Petroleum Corp.   5,642,408
30,650 Phillips 66   3,442,301
142,007   Suncor Energy, Inc.   5,776,845
        53,262,448

 

49

 



Portfolio of Investments (continued)
GROWTH & INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security   Value
  Financials—23.2%    
96,206 American Express Co. $          9,428,188
29,200 American International Group, Inc.   1,548,184
36,200 Ameriprise Financial, Inc.   5,063,656
396,100 Bank of America Corp.   11,166,059
38,000 Chubb, Ltd.   4,826,760
169,800 Citigroup, Inc.   11,363,016
125,800 Citizens Financial Group, Inc.   4,893,620
44,700 Comerica, Inc.   4,064,124
95,543 Discover Financial Services   6,727,183
121,300 Financial Select Sector SPDR Fund (ETF)   3,225,367
25,800 IBERIABANK Corp.   1,955,640
126,488 JPMorgan Chase & Co.   13,180,050
81,000 MetLife, Inc.   3,531,600
42,400 Morgan Stanley   2,009,760
43,500 PNC Financial Services Group, Inc.   5,876,850
80,500 SPDR S&P Regional Banking (ETF)   4,910,500
138,200 Sterling Bancorp   3,247,700
120,200 U.S. Bancorp   6,012,404
248,667   Wells Fargo & Co.   13,786,098
        116,816,759
  Health Care—16.3%    
116,200 Abbott Laboratories   7,087,038
42,600 AbbVie, Inc.   3,946,890
15,700 Aetna, Inc.   2,880,950
11,600 Allergan, PLC   1,933,952
48,539 Baxter International, Inc.   3,584,120
32,500 * Centene Corp.   4,004,325
84,800 CVS Health Corp.   5,456,880
49,500 Gilead Sciences, Inc.   3,506,580
34,200 Hill-Rom Holdings, Inc.   2,987,028
59,975 Johnson & Johnson   7,277,366
69,000 Koninklijke Philips NV (ADR)   2,916,630
41,312 Medtronic, PLC   3,536,720
128,343 Merck & Co., Inc.   7,790,420
205,293 Pfizer, Inc.   7,448,030
27,290 Phibro Animal Health Corp. – Class “A”   1,256,704
25,659 Shire, PLC (ADR)   4,331,239
47,043 Thermo Fisher Scientific, Inc.   9,744,487
29,772   Zoetis, Inc.   2,536,277
        82,225,636

 

50

 



 
 
 
 
Shares   Security   Value
  Industrials—11.2%    
18,994 3M Co. $          3,736,500
121,900 * Gardner Denver Holdings, Inc.   3,582,641
61,500 Honeywell International, Inc.   8,859,075
44,600 Ingersoll-Rand, PLC   4,001,958
82,976 Johnson Controls International, PLC   2,775,547
7,900 Lockheed Martin Corp.   2,333,897
28,600 ManpowerGroup, Inc.   2,461,316
98,500 Masco Corp.   3,685,870
66,200 * MasTec, Inc.   3,359,650
42,900 Owens Corning   2,718,573
126,800 Schneider National, Inc. – Class “B”   3,488,268
12,000 Snap-On, Inc.   1,928,640
24,300 Stanley Black & Decker, Inc.   3,227,283
107,100 Triton International, Ltd.   3,283,686
57,100   United Technologies Corp.   7,139,213
        56,582,117
  Information Technology—13.4%    
38,400 Apple, Inc.   7,108,224
82,600 Applied Materials, Inc.   3,815,294
18,300 Broadcom, Ltd.   4,440,312
165,400 Cisco Systems, Inc.   7,117,162
29,043 * Dell Technologies, Inc. – Class “V”   2,456,457
19,684 DXC Technology Co.   1,586,727
75,600 * eBay, Inc.   2,741,256
12,500 * FleetCor Technologies, Inc.   2,633,125
127,100 Intel Corp.   6,318,141
99,000 Microsoft Corp.   9,762,390
27,800 * NXP Semiconductors NV   3,037,706
98,700 Oracle Corp.   4,348,722
97,788 QUALCOMM, Inc.   5,487,863
46,400 TE Connectivity, Ltd.   4,178,784
37,465   Western Digital Corp.   2,900,166
        67,932,329

 

51

 



Portfolio of Investments (continued)
GROWTH & INCOME FUND
June 30, 2018

 
 
 
 
Shares   Security         Value
  Materials—2.9%      
36,300 FMC Corp.   $          3,238,323
81,400 International Paper Co.     4,239,312
18,300 Praxair, Inc.     2,894,145
30,550 RPM International, Inc.     1,781,676
32,000   Trinseo SA         2,270,400
              14,423,856
  Real Estate—1.0%      
200,200 Brixmor Property Group, Inc. (REIT)     3,489,486
67,700   Tanger Factory Outlet Centers, Inc. (REIT)         1,590,273
              5,079,759
  Telecommunication Services—2.5%      
150,600 AT&T, Inc.     4,835,766
155,300   Verizon Communications, Inc.         7,813,143
              12,648,909
  Utilities—1.9%      
49,000 CMS Energy Corp.     2,316,720
28,500 Pinnacle West Capital Corp.     2,295,960
38,000 WEC Energy Group, Inc.     2,456,700
50,600   Xcel Energy, Inc.         2,311,408
              9,380,788
Total Value of Common Stocks (cost $312,456,584) 98.4 %   496,020,926
Other Assets, Less Liabilities 1.6       8,113,422
Net Assets     100.0 %   $504,134,348

 

* Non-income producing
 
Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Fund
REIT Real Estate Investment Trust
SPDR Standard & Poor’s Depository Receipts

 

52

 



The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks $ 496,020,926 $ $ $ 496,020,926

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 53

 



Fund Expenses (unaudited)
INTERNATIONAL FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $985.82 $4.23
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.53 $4.31

 

* Expenses are equal to the annualized expense ratio of .86%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
BY SECTOR

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

54

 



Portfolio of Investments
INTERNATIONAL FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  COMMON STOCKS—96.6%    
  United Kingdom—15.9%    
69,807 British American Tobacco, PLC $          3,528,491
76,990 Bunzl, PLC   2,331,891
34,155 DCC, PLC   3,107,991
46,499 Diageo, PLC   1,670,410
454,885 Domino’s Pizza Group, PLC   2,082,558
39,640 London Stock Exchange   2,338,996
53,141 Reckitt Benckiser Group, PLC   4,375,583
184,363 RELX NV   3,932,443
373,702   Rentokil Initial, PLC   1,730,120
        25,098,483
  United States—15.2%    
10,425 Accenture, PLC – Class “A”   1,705,426
21,672 Aptiv, PLC   1,985,805
2,578 * Booking Holdings, Inc.   5,225,838
25,458 Mastercard, Inc. – Class “A”   5,003,006
27,832 Medtronic, PLC   2,382,698
45,802 Philip Morris International, Inc.   3,698,054
30,414   Visa, Inc. – Class “A”   4,028,334
        24,029,161
  India—9.2%    
218,090 HDFC Bank, Ltd.   6,711,404
203,389 Housing Development Finance Corp., Ltd.   5,664,257
748,309   Power Grid Corp. of India   2,040,743
        14,416,404
  Canada—8.1%    
106,259 Alimentation Couche-Tard, Inc. – Class “B”   4,616,021
46,183 Canadian National Railway Co.   3,777,475
5,636   Constellation Software, Inc.   4,370,885
        12,764,381
  France—7.8%    
7,192 L’Oreal SA   1,776,352
9,815 LVMH Moet Hennessy Louis Vuitton SE   3,268,954
29,825 Safran SA   3,624,028
20,910   Teleperformance   3,694,553
        12,363,887

 

55

 



Portfolio of Investments (continued)
INTERNATIONAL FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  Spain—6.8%    
19,391 Aena SA $          3,521,272
134,622 Grifols SA – Class “A”   4,052,919
91,694   Industria de Diseno Textil SA   3,133,172
        10,707,363
  Ireland—5.7%    
535,095 AIB Group, PLC   2,905,714
34,076 Kingspan Group, PLC   1,706,367
38,698   Paddy Power Betfair, PLC   4,293,200
        8,905,281
  Netherlands—4.9%    
23,564 Heineken NV   2,367,105
96,121   Unilever NV – CVA   5,363,878
        7,730,983
  Germany—4.1%    
30,087 HeidelbergCement AG   2,532,577
34,351   SAP SE   3,969,394
        6,501,971
  Switzerland—3.5%    
52,373 Nestle SA   4,066,933
97,328 * UBS Group AG   1,506,161
        5,573,094
  Japan—3.0%    
4,000 Keyence Corp.   2,260,218
17,000   Shimano, Inc.   2,496,681
        4,756,899
  Hong Kong—2.5%    
295,408 Techtronic Industries Co., Ltd.   1,647,305
45,281   Tencent Holdings, Ltd.   2,272,823
        3,920,128
  Taiwan—2.4%    
101,555   Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)   3,712,851

 

56

 



           
 
Shares or      
Principal      
Amount   Security     Value
  Belgium—2.3%    
35,928   Anheuser-Busch InBev SA     $     3,629,260
  China—2.1%    
17,849 * Alibaba Group Holding, Ltd. (ADR)     3,311,525
  Australia—1.1%    
11,958   CSL, Ltd.     1,704,594
  Brazil—1.0%    
340,988   Ambev SA (ADR)     1,578,774
  South Africa—1.0%    
6,184   Naspers, Ltd.     1,571,076
Total Value of Common Stocks (cost $112,278,838)     152,276,115
  SHORT-TERM U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—1.9%    
  United States    
$     3,000M   Federal Home Loan Bank, 1.79%, 7/16/2018 (cost $2,997,760)   2,997,831
Total Value of Investments (cost $115,276,598) 98.5 % 155,273,946
Other Assets, Less Liabilities 1.5   2,361,454
Net Assets     100.0 % $157,635,400

 

* Non-income producing
 
Summary of Abbreviations:
ADR American Depositary Receipts

 

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

57

 



Portfolio of Investments (continued)
INTERNATIONAL FUND
June 30, 2018

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks            
United Kingdom $  25,098,483 $ $ $  25,098,483
United States 24,029,161     24,029,161
India 14,416,404     14,416,404
Canada 12,764,381     12,764,381
France 12,363,887     12,363,887
Spain 10,707,363     10,707,363
Ireland 8,905,281     8,905,281
Netherlands 7,730,983     7,730,983
Germany 6,501,971     6,501,971
Switzerland 5,573,094     5,573,094
Japan 4,756,899     4,756,899
Hong Kong 3,920,128     3,920,128
Taiwan 3,712,851     3,712,851
Belgium 3,629,260     3,629,260
China 3,311,525     3,311,525
Australia 1,704,594     1,704,594
Brazil 1,578,774     1,578,774
South Africa 1,571,076     1,571,076
Short-Term U.S. Government            
Agency Obligations     2,997,831     2,997,831
Total Investments in Securities $  152,276,115 $ 2,997,831 $ $  155,273,946

 

During the period ended June 30, 2018, there were no transfers between Level 1 investments and Level 2 investments that had a material impact to the Fund. This does not include transfers between Level 1 investments and Level 2 investments due to the Fund utilizing international fair value pricing during the year.

 

58 See notes to financial statements

 



Fund Expenses (unaudited)
INVESTMENT GRADE FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $972.03 $3.37
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,021.37 $3.46

 

* Expenses are equal to the annualized expense ratio of .69%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period). Expenses paid
during the period are net of expenses waived.

 

Portfolio Composition
TOP TEN SECTORS

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

59

 



Portfolio of Investments
INVESTMENT GRADE FUND
June 30, 2018

         
 
 
Principal      
Amount   Security   Value
  CORPORATE BONDS—91.2%    
  Aerospace/Defense—1.4%    
$     500M Rockwell Collins, Inc., 3.2%, 3/15/2024 $          482,309
400M   Rolls-Royce, PLC, 3.625%, 10/14/2025 (a)   394,929
        877,238
  Automotive—2.7%    
  Daimler Finance NA, LLC:    
200M 3.35%, 2/22/2023 (a)   196,670
250M 3.2029%, 5/4/2023 (a) †   250,913
490M Ford Motor Credit Co., LLC, 3.5888%, 2/15/2023 †   493,331
400M Lear Corp., 5.25%, 1/15/2025   411,794
400M   O’Reilly Automotive, Inc., 3.55%, 3/15/2026   381,147
        1,733,855
  Chemicals—2.6%    
500M Dow Chemical Co., 3.5%, 10/1/2024   487,637
400M LYB International Finance Co. BV, 3.5%, 3/2/2027   375,792
500M LyondellBasell Industries NV, 6%, 11/15/2021   535,487
300M   Nutrien, Ltd., 3.375%, 3/15/2025   282,757
        1,681,673
  Energy—9.6%    
  Andeavor Logistics, LP:    
300M 3.5%, 12/1/2022   293,420
200M 5.25%, 1/15/2025   205,225
450M BP Capital Markets, PLC, 3.216%, 11/28/2023   441,698
575M Canadian Oil Sands, Ltd., 7.75%, 5/15/2019 (a)   593,631
500M Continental Resources, Inc., 5%, 9/15/2022   507,178
400M Enable Midstream Partners, LP, 4.4%, 3/15/2027   381,132
500M Enbridge Energy Partners, LP, 4.2%, 9/15/2021   506,289
300M Enterprise Products Operating, 7.55%, 4/15/2038   393,663
  Kinder Morgan Energy Partners, LP:    
300M 3.5%, 3/1/2021   299,361
500M 3.45%, 2/15/2023   483,009
  Kinder Morgan, Inc.:    
150M 5.625%, 11/15/2023 (a)   159,906
250M 4.3%, 3/1/2028   243,347
500M Magellan Midstream Partners, LP, 5%, 3/1/2026   527,396
400M   Noble Energy, Inc., 3.85%, 1/15/2028   383,007

 

60

 



         
 
 
Principal      
Amount   Security   Value
  Energy (continued)    
  Valero Energy Corp.:    
$     300M 4.35%, 6/1/2028 $          299,269
300M   6.625%, 6/15/2037   359,754
        6,077,285
  Financial Services—10.8%    
  American International Group, Inc.:    
400M 3.75%, 7/10/2025   386,960
200M 4.7%, 7/10/2035   195,126
500M Assured Guaranty U.S. Holding, Inc., 5%, 7/1/2024   523,168
300M Brookfield Finance, Inc., 4%, 4/1/2024   297,172
500M ERAC USA Finance, LLC, 4.5%, 8/16/2021 (a)   512,806
600M Ford Motor Credit Co., LLC, 8.125%, 1/15/2020   642,765
250M GE Capital International Funding Services, Ltd., 4.418%, 11/15/2035   242,629
700M General Electric Capital Corp., 4.65%, 10/17/2021   728,409
400M General Motors Financial Co., Inc., 5.25%, 3/1/2026   415,126
500M International Lease Finance Corp., 8.25%, 12/15/2020   551,626
500M Key Bank NA, 3.4%, 5/20/2026   476,732
400M Liberty Mutual Group, Inc., 4.95%, 5/1/2022 (a)   415,705
300M National City Corp., 6.875%, 5/15/2019   310,017
600M Protective Life Corp., 7.375%, 10/15/2019   631,849
300M Prudential Financial, Inc., 7.375%, 6/15/2019   312,530
200M   Travelers Cos., Inc., 4.05%, 3/7/2048   194,305
        6,836,925
  Financials—22.6%    
  Bank of America Corp.:    
300M 3.5416%, 10/21/2022 †   305,640
1,000M 4.2%, 8/26/2024   1,006,030
475M 5.875%, 2/7/2042   557,224
  Barclays Bank, PLC:    
400M 5.125%, 1/8/2020   411,221
600M 3.75%, 5/15/2024   591,976
300M Capital One Financial Corp., 3.75%, 4/24/2024   294,632
  Citigroup, Inc.:    
200M 2.9%, 12/8/2021   196,083
450M 4.5%, 1/14/2022   462,609
450M 4.3%, 11/20/2026   439,870
400M   Deutsche Bank AG of New York, 3.7%, 5/30/2024   371,800

 

61

 



Portfolio of Investments (continued)
INVESTMENT GRADE FUND
June 30, 2018

         
 
 
Principal      
Amount   Security   Value
  Financials (continued)    
  Goldman Sachs Group, Inc.:    
$     800M 5.75%, 1/24/2022 $          856,546
300M 3.625%, 1/22/2023   298,338
750M 3.272%, 9/29/2025 †   712,736
500M 3.5%, 11/16/2026   471,612
700M 6.125%, 2/15/2033   801,642
250M HSBC Holdings, PLC, 3.95%, 5/18/2024   249,269
  JPMorgan Chase & Co.:    
250M 4.5%, 1/24/2022   258,730
800M 3.54%, 5/1/2028 †   766,774
550M 6.4%, 5/15/2038   675,715
  Morgan Stanley:    
725M 5.5%, 7/28/2021   767,725
300M 4%, 7/23/2025   299,361
400M 3.625%, 1/20/2027   384,508
  U.S. Bancorp:    
500M 3.6%, 9/11/2024   494,348
300M 3.1%, 4/27/2026   283,245
400M UBS AG, 4.875%, 8/4/2020   413,030
300M UBS Group Funding (Switzerland) AG, 4.253%, 3/23/2028 (a)   298,396
  Wells Fargo & Co.:    
900M 3.45%, 2/13/2023   882,959
250M 4.75%, 12/7/2046   242,476
  Wells Fargo Bank NA:    
250M 5.85%, 2/1/2037   286,440
250M   6.6%, 1/15/2038   312,172
        14,393,107
  Food/Beverage/Tobacco—4.2%    
  Anheuser-Busch InBev Finance, Inc.:    
200M 3.65%, 2/1/2026   195,981
900M 4.7%, 2/1/2036   914,865
550M Bunge, Ltd. Finance Corp., 8.5%, 6/15/2019   577,848
440M Ingredion, Inc., 4.625%, 11/1/2020   451,255
525M   Maple Escrow Subsidiary, Inc., 3.551%, 5/25/2021 (a)   525,822
        2,665,771
  Forest Products/Containers—1.0%    
400M Packaging Corp. of America, 3.4%, 12/15/2027   378,014
250M   Rock-Tenn Co., 4.9%, 3/1/2022   260,630
        638,644

 

62

 



         
 
 
Principal      
Amount   Security   Value
  Health Care—2.8%    
$     300M Bayer U.S. Finance II, LLC, 4.375%, 12/15/2028 (a) $          301,196
  CVS Health Corp.:    
400M 3.875%, 7/20/2025   388,164
200M 4.3%, 3/25/2028   197,670
450M Express Scripts Holding Co., 4.75%, 11/15/2021   464,628
400M   Laboratory Corp. of America Holdings, 3.75%, 8/23/2022   402,802
        1,754,460
  Information Technology—2.7%    
350M Apple, Inc., 3%, 11/13/2027   332,984
400M Corning, Inc., 7.25%, 8/15/2036   475,344
900M   Diamond 1 Finance Corp., 4.42%, 6/15/2021 (a)   913,771
        1,722,099
  Manufacturing—1.2%    
250M CRH America, Inc., 3.4%, 5/9/2027 (a)   235,751
500M   Johnson Controls International, PLC, 5%, 3/30/2020   514,587
        750,338
  Media-Broadcasting—2.0%    
200M ABC, Inc., 8.75%, 8/15/2021   231,644
  Comcast Corp.:    
400M 2.75%, 3/1/2023   384,766
700M   4.25%, 1/15/2033   684,683
        1,301,093
  Media-Diversified—.6%    
400M   Time Warner, Inc., 3.6%, 7/15/2025   380,909
  Metals/Mining—2.4%    
500M Arconic, Inc., 6.15%, 8/15/2020   521,875
500M Glencore Funding, LLC, 4.625%, 4/29/2024 (a)   503,774
500M   Newmont Mining Corp., 5.125%, 10/1/2019   511,294
        1,536,943

 

63

 



Portfolio of Investments (continued)
INVESTMENT GRADE FUND
June 30, 2018

         
 
 
Principal      
Amount   Security   Value
  Real Estate—8.7%    
$     400M Alexandria Real Estate Equities, Inc., 3.95%, 1/15/2028 $          385,001
400M Boston Properties, LP, 5.875%, 10/15/2019   412,080
  Digital Realty Trust, LP:    
300M 5.25%, 3/15/2021   312,502
800M 4.75%, 10/1/2025   825,610
200M Duke Realty Corp., 3.25%, 6/30/2026   187,908
400M ERP Operating, LP, 3.375%, 6/1/2025   390,879
300M Essex Portfolio, LP, 3.875%, 5/1/2024   298,203
200M HCP, Inc., 4.25%, 11/15/2023   201,415
200M Prologis, LP, 3.875%, 9/15/2028   200,541
  Realty Income Corp.:    
500M 3.875%, 4/15/2025   493,698
200M 4.125%, 10/15/2026   199,414
500M Simon Property Group, LP, 3.375%, 10/1/2024   488,376
400M Ventas Realty, LP, 4.75%, 6/1/2021   412,283
425M Vornado Realty, LP, 3.5%, 1/15/2025   407,413
300M   Welltower, Inc., 4%, 6/1/2025   294,659
        5,509,982
  Retail-General Merchandise—1.6%    
400M Amazon.com, Inc., 4.8%, 12/5/2034   439,499
500M   Home Depot, Inc., 5.875%, 12/16/2036   607,907
        1,047,406
  Telecommunications—2.4%    
500M AT&T, Inc., 4.25%, 3/1/2027   490,234
  Verizon Communications, Inc.:    
200M 3.4425%, 5/15/2025   199,956
900M   4.272%, 1/15/2036   832,740
        1,522,930
  Transportation—2.9%    
250M Air Lease Corp., 3.875%, 7/3/2023   247,799
300M Aviation Capital Group, LLC, 3.5%, 11/1/2027 (a)   275,230
  Burlington Northern Santa Fe, LLC:    
200M 5.75%, 5/1/2040   237,448
400M 5.15%, 9/1/2043   444,296
300M Penske Truck Leasing Co., LP, 4.875%, 7/11/2022 (a)   312,212
350M   Southwest Airlines Co., 3%, 11/15/2026   325,157
        1,842,142

 

64

 



           
   
Principal      
Amount      
or Shares   Security     Value
  Utilities—8.5%    
$     500M Duke Energy Progress, Inc., 4.15%, 12/1/2044   $          494,621
300M Electricite de France SA, 3.625%, 10/13/2025 (a) 293,984
300M Entergy Arkansas, Inc., 4.95%, 12/15/2044   300,464
400M Exelon Generation Co., LLC, 3.4%, 3/15/2022 397,690
429M Great River Energy, 4.478%, 7/1/2030 (a)   459,484
500M Ohio Power Co., 5.375%, 10/1/2021   532,764
450M Oklahoma Gas & Electric Co., 4%, 12/15/2044 454,348
  ONEOK, Inc.:    
400M 7.5%, 9/1/2023   458,593
500M 4.55%, 7/15/2028   505,385
400M ONEOK Partners, LP, 3.375%, 10/1/2022   394,962
171M San Diego Gas & Electric Co., 1.914%, 2/1/2022 167,331
  Sempra Energy:    
604M 9.8%, 2/15/2019   628,579
300M   2.8477%, 1/15/2021 †     300,175
          5,388,380
  Wireless Communications—.5%    
  Vodafone Group, PLC:    
100M 3.75%, 1/16/2024   99,268
200M   4.375%, 5/30/2028     198,016
          297,284
Total Value of Corporate Bonds (cost $58,809,668)     57,958,464
  EXCHANGE TRADED FUNDS—4.6%    
34,200 iShares iBoxx USD High Yield Corporate Bond ETF (ETF)  
    (cost $2,933,090)     2,909,736
  PASS-THROUGH CERTIFICATES—.8%  
  Transportation    
$     500M American Airlines 2017-2 AA PTT, 3.35%, 10/15/2029  
    (cost $500,000)     483,273
  TAXABLE MUNICIPAL BONDS—.4%    
250M   California State GO, 4.6%, 4/1/2038 (cost $263,279)   262,280
Total Value of Investments (cost $62,506,037) 97.0 % 61,613,753
Other Assets, Less Liabilities 3.0   1,895,306
Net Assets   100.0 % $63,509,059

 

65

 



Portfolio of Investments (continued)
INVESTMENT GRADE FUND
June 30, 2018

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933 (see Note 5).
 
(b) A portion or all of the security purchased on a when-issued or delayed delivery basis (see
Note 1G).
 
Interest rates are determined and reset periodically. The interest rates above are the rates in
effect at June 30, 2018.
 
Summary of Abbreviations:
ETF Exchange Traded Fund
GO General Obligation
PTT Pass Through Trust
USD United States Dollar

 

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Corporate Bonds $ $  57,958,464 $ $  57,958,464
Exchange Traded Funds   2,909,736   2,909,736
Pass-Through Certificates   483,273   483,273
Taxable Municipal Bonds     262,280     262,280
Total Investments in Securities* $ 2,909,736 $  58,704,017 $ $  61,613,753

 

* The Portfolio of Investments provides information on the industry categorization for corporate bonds
and pass-through certificates.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

66 See notes to financial statements

 



Fund Expenses (unaudited)
LIMITED DURATION BOND FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $990.34 $6.22
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,018.54 $6.31

 

* Expenses are equal to the annualized expense ratio of 1.26%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period). Expenses paid
during the period are net of expenses waived.

 

Portfolio Composition
TOP TEN SECTORS

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

67

 



Portfolio of Investments (continued)
LIMITED DURATION BOND FUND
June 30, 2018

         
 
 
 Principal      
Amount   Security   Value
  CORPORATE BONDS—79.9%    
  Automotive—12.5%    
$     200M Daimler Finance NA, LLC, 2.75294%, 5/4/2020 (a)† $          199,983
210M Ford Motor Credit Co., LLC, 3.58875%, 2/15/2023 †   211,428
  General Motors Financial Co., Inc.:    
100M 3.55%, 4/9/2021   99,741
108M 3.89769%, 1/14/2022 †   110,717
150M Hyundai Capital America, 3.26088%, 7/8/2021 (a)†   150,136
110M   O’Reilly Automotive, Inc., 4.625%, 9/15/2021   113,710
        885,715
  Chemicals—1.4%    
100M   Dow Chemical Co., 4.25%, 11/15/2020   102,198
  Energy—1.4%    
100M   Continental Resources, Inc., 5%, 9/15/2022   101,436
  Financial Services—5.7%    
200M PNC Bank, NA, 2.7%, 11/1/2022   192,372
100M Protective Life Corp., 7.375%, 10/15/2019   105,308
100M   Prudential Financial, Inc., 7.375%, 6/15/2019   104,177
        401,857
  Financials—16.7%    
100M Bank of Montreal, 1.9%, 8/27/2021   95,681
100M Barclays Bank, PLC, 6.75%, 5/22/2019   103,243
100M Capital One Financial Corp., 3.05%, 3/9/2022   98,092
200M Danske Bank AS, 2.7%, 3/2/2022 (a)   194,153
100M Deutsche Bank AG of New York, 3.15%, 1/22/2021   96,836
100M Goldman Sachs Group, Inc., 3.36781%, 6/5/2023 †   100,739
100M JPMorgan Chase & Co., 4.5%, 1/24/2022   103,492
200M Lloyds Bank, PLC, 3%, 1/11/2022   194,968
100M Wells Fargo & Co., 3.45%, 2/13/2023   98,107
100M   Wells Fargo Bank, NA, 2.6%, 1/15/2021   98,443
      1,183,754

 

68

 



         
 
 
Principal      
Amount   Security   Value
  Food/Beverage/Tobacco—6.7%    
$     200M Bunge, Ltd. Finance Corp., 8.5%, 6/15/2019 $          210,127
  General Mills, Inc.:    
100M 2.89281%, 4/16/2021 †   100,189
100M 3.36281%, 10/17/2023 †   100,921
60M   Ingredion, Inc., 4.625%, 11/1/2020   61,535
        472,772
  Health Care—9.9%    
600M CVS Health Corp., 3.125%, 3/9/2020   599,469
100M   Gilead Sciences, Inc., 2.55%, 9/1/2020   98,829
        698,298
  Information Technology—1.3%    
100M   QUALCOMM, Inc., 2.6%, 1/30/2023   95,685
  Metals/Mining—1.5%    
100M   Viterra, Inc., 5.95%, 8/1/2020   104,639
  Real Estate—8.5%    
200M American Tower Trust I, 3.07%, 3/15/2023 (a)   196,465
100M Boston Properties, LP, 5.875%, 10/15/2019   103,020
100M Digital Realty Trust, LP, 2.75%, 2/1/2023   95,351
100M Realty Income Corp., 3.25%, 10/15/2022   98,545
100M   Welltower, Inc., 6.125%, 4/15/2020   104,700
        598,081
  Telecommunications—2.7%    
100M AT&T, Inc., 2.45%, 6/30/2020   98,535
100M   Verizon Communications, Inc., 1.75%, 8/15/2021   95,650
        194,185
  Transportation—5.1%    
200M Aviation Capital Group, LLC, 7.125%, 10/15/2020 (a)   215,810
141M   Heathrow Funding, Ltd., 4.875%, 7/15/2021 (a)   147,596
        363,406

 

69

 



Portfolio of Investments (continued) (continued)
LIMITED DURATION BOND FUND
June 30, 2018

         
 
Principal      
Amount or      
Shares   Security   Value
  Utilities—6.5%    
$     100M Arizona Public Service Co., 8.75%, 3/1/2019 $          103,816
138M Entergy Corp., 5.125%, 9/15/2020   142,454
115M Sempra Energy, 2.79063%, 3/15/2021 †   115,095
100M   Wisconsin Public Service Corp., 1.65%, 12/4/2018   99,694
        461,059
Total Value of Corporate Bonds (cost $5,737,994)   5,663,085
  ASSET BACKED SECURITIES—13.8%    
  Fixed Autos—8.8%    
150M CarMax Auto Owner Trust, 3.37%, 10/16/2023   150,008
126M Ford Credit Floorplan Master Owner Trust, 1.76%, 2/15/2021   125,346
100M GM Financial Automobile Leasing, 3.31%, 4/20/2022   99,982
189M Harley-Davidson Motorcycle Trust, 1.67%, 8/15/2022   187,980
60M   Santander Drive Auto Receivables, 3.03%, 9/15/2022   59,898
        623,214
  Fixed Financials—1.9%    
133M   American Credit Acceptance, 2.61%, 5/10/2021 (a)   132,547
  Fixed Telecommunications Services—3.1%    
220M   Verizon Owner Trust, 1.92%, 12/20/2021 (a)   216,953
Total Value of Asset Backed Securities (cost $972,836)   972,714
  EXCHANGE TRADED FUNDS—4.9%    
4,045 iShares iBoxx USD High Yield Corporate Bond ETF (ETF)    
    (cost $346,428)   344,149

 

70

 



           
 
 
Principal      
Amount   Security     Value
  RESIDENTIAL MORTGAGE-BACKED  
  SECURITIES—4.5%    
  Fannie Mae—3.3%    
$     96M 3%, 8/1/2026 – 9/1/2027   $      96,199
136M   3.5%, 12/1/2025 – 12/1/2029     137,997
          234,196
 
  Freddie Mac—1.2%    
83M   3%, 8/1/2027 – 8/1/2030     82,986
Total Value of Residential Mortgage-Backed Securities (cost $327,081)   317,182
Total Value of Investments (cost $7,384,339) 103.1 % 7,297,130
Excess of Liabilities Over Other Assets (3.1 ) (222,561)
Net Assets     100.0 % $7,074,569

 

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933 (see Note 5).
 
Interest rates are determined and reset periodically. The interest rates above are the rates in effect
at June 30, 2018.
 
Summary of Abbreviations:
ETF Exchange Traded Fund
USD United States Dollar

 

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

71

 



Portfolio of Investments (continued) (continued)
LIMITED DURATION BOND FUND
June 30, 2018

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Corporate Bonds $ $ 5,663,085 $ $ 5,663,085
Asset Backed Securities     972,714     972,714
Exchange Traded Funds   344,149       344,149
Residential Mortgage Backed                
Securities     317,182     317,182
Total Investments in Securities* $ 344,149 $ 6,952,981 $ $ 7,297,130

 

* The Portfolio of Investments provides information on the industry categorization of corporate
bonds and asset backed securities.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

72 See notes to financial statements

 



Fund Expenses (unaudited)
OPPORTUNITY FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $996.08 $4.11
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.67 $4.16

 

* Expenses are equal to the annualized expense ratio of .83%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
BY SECTOR

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

73

 



Portfolio of Investments (continued)
OPPORTUNITY FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  COMMON STOCKS—98.1%    
  Consumer Discretionary—17.3%    
21,100 Acushnet Holdings Corp. $          516,106
11,100 Aramark Holdings Corp.   411,810
13,800 Big Lots, Inc.   576,564
8,400 BorgWarner, Inc.   362,544
13,900 Dana, Inc.   280,641
22,300 DSW, Inc. – Class “A”   575,786
11,800 * Fox Factory Holding Corp.   549,290
7,800 * Helen of Troy, Ltd.   767,910
2,600 Lear Corp.   483,106
10,300 * LKQ Corp.   328,570
8,600 Magna International, Inc.   499,918
10,300 Meredith Corp.   525,300
20,900 * Michaels Cos., Inc.   400,653
6,100 Nordstrom, Inc.   315,858
6,500 Oxford Industries, Inc.   539,370
8,300 Penske Automotive Group, Inc.   388,855
4,700 Ross Stores, Inc.   398,325
12,700 Ruth’s Hospitality Group, Inc.   356,235
22,200 * ServiceMaster Holdings, Inc.   1,320,234
13,400 Tapestry, Inc.   625,914
19,200 * Taylor Morrison Home Corp. – Class “A”   398,976
32,000 * TRI Pointe Group, Inc.   523,520
19,500 * William Lyon Homes – Class “A”   452,400
6,600 Wyndham Destinations, Inc.   292,182
6,600   Wyndham Hotels & Resorts, Inc.   388,278
      12,278,345
  Consumer Staples—6.3%    
7,600 B&G Foods, Inc.   227,240
12,600 Conagra Brands, Inc.   450,198
2,600 Keurig Dr Pepper, Inc.   317,200
33,600 Koninklijke Ahold Delhaize NV (ADR)   802,032
3,400 McCormick & Co., Inc.   394,706
18,900 * Performance Food Group Co.   693,630
11,400 Pinnacle Foods, Inc.   741,684
22,000 * U.S. Foods Holding Corp.   832,040
        4,458,730

 

74

 



         
 
 
 
Shares   Security   Value
  Energy—4.7%    
11,600 Devon Energy Corp. $          509,936
5,200 EOG Resources, Inc.   647,036
5,800 EQT Corp.   320,044
5,500 Hess Corp.   367,895
9,500 National Oilwell Varco, Inc.   412,300
18,400 PBF Energy, Inc. – Class “A”   771,512
19,400  * ProPetro Holding Corp.   304,192
        3,332,915
  Financials—14.4%    
4,800 Ameriprise Financial, Inc.   671,424
14,100 Berkshire Hills Bancorp, Inc.   572,460
32,700 Citizens Financial Group, Inc.   1,272,030
5,200 Comerica, Inc.   472,784
15,000 Discover Financial Services   1,056,150
23,500 Financial Select Sector SPDR Fund (ETF)   624,865
9,800 First Republic Bank   948,542
20,000 FNF Group, Inc.   752,400
8,100 Great Western Bancorp, Inc.   340,119
8,700 IBERIABANK Corp.   659,460
7,800 Nasdaq, Inc.   711,906
7,600 Selective Insurance Group, Inc.   418,000
10,300 SPDR S&P Regional Banking (ETF)   628,300
32,300 Sterling Bancorp   759,050
16,000   Waddell & Reed Financial, Inc. – Class “A”   287,520
        10,175,010
  Health Care—11.4%    
11,500 * Centene Corp.   1,416,915
6,500 * Charles River Laboratories International, Inc.   729,690
7,800 Gilead Sciences, Inc.   552,552
9,900 Hill-Rom Holdings, Inc.   864,666
22,000 Phibro Animal Health Corp. – Class “A”   1,013,100
21,700 * Prestige Brands, Inc.   832,846
3,500 Quest Diagnostics, Inc.   384,790
12,500 Smith & Nephew, PLC (ADR)   469,125
6,400 Thermo Fisher Scientific, Inc.   1,325,696
2,400 * Waters Corp.   464,616
        8,053,996

 

75

 



Portfolio of Investments (continued) (continued)
OPPORTUNITY FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  Industrials—15.7%    
16,900 A. O. Smith Corp. $          999,635
11,200 AAR Corp.   520,688
9,000 Apogee Enterprises, Inc.   433,530
12,300 ESCO Technologies, Inc.   709,710
22,400 * Evoqua Water Technologies Corp.   459,200
24,400 * Gardner Denver Holdings, Inc.   717,116
6,400 Ingersoll-Rand, PLC   574,272
5,300 J. B. Hunt Transport Services, Inc.   644,215
16,600 Korn/Ferry International   1,028,038
2,600 ManpowerGroup, Inc.   223,756
24,600 Masco Corp.   920,532
16,100 * MasTec, Inc.   817,075
5,200 Owens Corning   329,524
1,800 Roper Technologies, Inc.   496,638
29,400 Schneider National, Inc. – Class “B”   808,794
2,500 Snap-On, Inc.   401,800
3,200 Stanley Black & Decker, Inc.   424,992
19,300   Triton International, Ltd.   591,738
        11,101,253
  Information Technology—14.0%    
7,000 Belden, Inc.   427,840
3,200 Broadcom, Ltd.   776,448
23,000 Cypress Semiconductor Corp.   358,340
10,300 * Fiserv, Inc.   763,127
4,000 * FleetCor Technologies, Inc.   842,600
2,900 * IAC/InterActiveCorp   442,221
4,400 Lam Research Corp.   760,540
5,500 LogMeIn, Inc.   567,875
7,300 NetApp, Inc.   573,269
8,200 * NETGEAR, Inc.   512,500
11,500 SS&C Technologies Holdings, Inc.   596,850
4,200 TE Connectivity, Ltd.   378,252
4,500 * Tech Data Corp.   369,540
9,800 Technology Select Sector SPDR Fund (ETF)   680,806
43,950 Travelport Worldwide, Ltd.   814,833
6,800 Western Digital Corp.   526,388
3,900 * Zebra Technologies Corp. – Class “A”   558,675
        9,950,104

 

76

 



           
 
 
 
Shares   Security     Value
  Materials—7.6%    
9,600 * Berry Global Group, Inc.   $          441,024
2,300 Eastman Chemical Co.   229,908
15,000 * Ferro Corp.   312,750
9,400 FMC Corp.   838,574
7,100 Greif, Inc.   375,519
5,700 KMG Chemicals, Inc.   420,546
2,600 Praxair, Inc.   411,190
8,500 Sealed Air Corp.   360,825
30,600 * Summit Materials, Inc. – Class “A”   803,250
11,400 Trinseo SA   808,830
22,300  * Venator Materials, PLC     364,828
          5,367,244
  Real Estate—4.4%    
34,500 Brixmor Property Group, Inc. (REIT)   601,335
11,000 Douglas Emmett, Inc. (REIT)   441,980
4,400 Federal Realty Investment Trust (REIT)   556,820
16,300 GGP, Inc. (REIT)   333,009
25,800 RLJ Lodging Trust (REIT)   568,890
26,500   Tanger Factory Outlet Centers, Inc. (REIT)     622,485
          3,124,519
  Utilities—2.3%    
15,400 NiSource, Inc.   404,712
9,400 Portland General Electric Co.   401,944
12,900   WEC Energy Group, Inc.     833,985
          1,640,641
Total Value of Common Stocks (cost $55,598,088) 98.1 % 69,482,757
Other Assets, Less Liabilities 1.9   1,364,050
Net Assets     100.0 % $70,846,807

 

* Non-income producing
 
Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Fund
REIT Real Estate Investment Trust
SPDR Standard & Poor’s Depository Receipts

 

77

 



Portfolio of Investments (continued) (continued)
OPPORTUNITY FUND
June 30, 2018

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks* $  69,482,757 $ $ $  69,482,757

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

78 See notes to financial statements

 



Fund Expenses (unaudited)
REAL ESTATE FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $1,010.69 $6.13
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,018.69 $6.16

 

* Expenses are equal to the annualized expense ratio of 1.23%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
TOP TEN SECTORS

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

79

 



Portfolio of Investments (continued)
REAL ESTATE FUND
June 30, 2018

       
 
 
 
Shares   Security Value
  COMMON STOCKS—91.8%  
  Apartments REITs—11.4%  
1,112 Apartment Investment & Management Co. – Class “A” $          47,038
1,606 AvalonBay Communities, Inc. 276,055
809 Camden Property Trust 73,724
3,464 Equity Residential Properties 220,622
311 Essex Property Trust, Inc. 74,351
1,078 Mid-America Apartment Communities, Inc. 108,522
512   UDR, Inc. 19,220
      819,532
  Diversified REITs—3.6%  
266 CoreCivic, Inc. 6,355
164 Digital Realty Trust, Inc. 18,299
1,816 Duke Realty Corp. 52,718
2,148 Forest City Realty Trust, Inc. 48,996
1,803   Vornado Realty Trust 133,278
      259,646
  Health Care REITs—14.4%  
8,863 HCP, Inc. 228,843
110 Healthcare Realty Trust, Inc. 3,199
183 Healthcare Trust of America, Inc. 4,934
207 LTC Properties, Inc. 8,847
3,608 Omega Heathcare Investors, Inc. 111,848
1,141 * Quality Care Properties, Inc. 24,543
7,912 Sabra Health Care REIT, Inc. 171,928
2,837 Senior Housing Properties Trust 51,321
2,833 Ventas, Inc. 161,339
4,301   Welltower, Inc. 269,630
      1,036,432
  Hotels REITs—.1%  
515   Sunstone Hotel Investors, Inc. 8,559
  Infrastructure REITs—4.3%  
136 CorEnergy Infrastructure Trust, Inc. 5,114
110 Crown Castle International Corp. 11,860
14,585   Uniti Group, Inc. 292,138
      309,112

 

80

 



         
 
 
 
Shares   Security   Value
  Manufactured Homes REITs—3.7%    
2,025 Equity LifeStyle Properties, Inc. $          186,098
801   Sun Communities, Inc.   78,402
        264,500
  Office Property REITs—7.9%    
543 Alexandria Real Estate Equities, Inc.   68,510
1,952 Boston Properties, Inc.   244,820
293 Brandywine Realty Trust   4,946
953 City Office REIT, Inc.   12,227
1,070 Corporate Office Properties Trust   31,019
304 Douglas Emmett, Inc.   12,215
436 Empire State Realty Trust, Inc. – Class “A”   7,456
1,272 * Equity Commonwealth   40,068
44 Franklin Street Properties Corp.   377
951 JBG SMITH Properties   34,683
640 Mack-Cali Realty Corp.   12,979
832 Paramount Group, Inc.   12,813
567 Piedmont Office Realty Trust, Inc. – Class “A”   11,300
353 SL Green Realty Corp.   35,487
1,716   Tier REIT, Inc.   40,806
        569,706
  Real Estate Services—1.4%    
600 FNF Group, Inc.   22,572
2,019 * Marcus & Millichap, Inc.   78,761
        101,333
  Regional Malls REITs—25.2%    
9,461 CBL & Associates Properties, Inc.   52,698
18,721 GGP, Inc.   382,470
4,665 Macerich Co.   265,112
3,668 Pennsylvania REIT   40,311
3,803 Simon Property Group, Inc.   647,233
8,603 Tanger Factory Outlet Centers, Inc.   202,084
3,416 Taubman Centers, Inc.   200,724
3,449   Washington Prime Group, Inc.   27,971
        1,818,603

 

81

 



Portfolio of Investments (continued) (continued)
REAL ESTATE FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  Shopping Centers REITs—2.4%    
103 Acadia Realty Trust $          2,819
1,039 Brixmor Property Group, Inc.   18,110
308 Cedar Realty Trust, Inc.   1,454
2,017 DDR Corp.   36,104
202 Federal Realty Investment Trust   25,563
992 Kimco Realty Corp.   16,854
396 Kite Realty Group Trust   6,764
169 Ramco-Gershenson Properties Trust   2,233
315 Regency Centers Corp.   19,555
3,522 Retail Properties of America, Inc. – Class “A’   45,011
52   Weingarten Realty Investors   1,602
        176,069
  Single Tenant REITs—1.9%    
3,971 Select Income REIT   89,228
73 * Spirit MTA REIT   752
734 Spirit Realty Capital, Inc.   5,894
1,393 STORE Capital Corp.   38,168
513   VEREIT, Inc.   3,817
        137,859
  Specialized REITs—.7%    
2,500   OUTFRONT Media, Inc.   48,625
  Storage REITs—13.2%    
5,747 CubeSmart   185,168
1,461 Extra Space Storage, Inc.   145,822
90 Iron Mountain, Inc.   3,151
1,448 Life Storage, Inc.   140,905
2,117   Public Storage   480,263
        955,309
  Student Housing REITs—.3%    
552   American Campus Communities, Inc.   23,670
  Warehouse/Industrial REITs—1.3%    
81 DCT Industrial Trust, Inc.   5,405
39   EastGroup Properties, Inc.   3,727

 

82

 



           
 
 
 
Shares   Security     Value
  Warehouse/Industrial REITs (continued)  
194 First Industrial Realty Trust, Inc.   $       6,468
205 Liberty Property Trust   9,088
992   Prologis, Inc.     65,164
          89,852
Total Value of Common Stocks (cost $6,412,805) 91.8 % 6,618,807
Other Assets, Less Liabilities 8.2   589,638
Net Assets     100.0 % $7,208,445

 

* Non-income producing
 
Summary of Abbreviations:
REITs Real Estate Investment Trusts

 

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks* $ 6,618,807 $ $ $ 6,618,807

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 83

 



Fund Expenses (unaudited)
SELECT GROWTH FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $1,060.74 $4.14
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.77 $4.06

 

* Expenses are equal to the annualized expense ratio of .81%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
BY SECTOR

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

84

 



Portfolio of Investments
SELECT GROWTH FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  COMMON STOCKS—98.9%    
  Consumer Discretionary—15.2%    
15,225 Home Depot, Inc. $          2,970,397
18,277 Las Vegas Sands Corp.   1,395,632
9,100 Lear Corp.   1,690,871
10,700 McDonald’s Corp.   1,676,583
12,500 PVH Corp.   1,871,500
32,300  * TripAdvisor, Inc.   1,799,433
        11,404,416
  Consumer Staples—4.8%    
30,500 Sysco Corp.   2,082,845
17,400   Wal-Mart Stores, Inc.   1,490,310
        3,573,155
  Energy—.9%    
5,260   Chevron Corp.   665,022
  Financials—9.4%    
29,200 Bank of New York Mellon Corp.   1,574,756
15,090 Discover Financial Services   1,062,487
16,200 JPMorgan Chase & Co.   1,688,040
22,100 SunTrust Banks, Inc.   1,459,042
25,900   U.S. Bancorp   1,295,518
        7,079,843
  Health Care—15.0%    
26,700 Baxter International, Inc.   1,971,528
5,100 * Biogen, Inc.   1,480,224
22,000 * Centene Corp.   2,710,620
21,700 Eli Lilly & Co.   1,851,661
14,000 * Varian Medical Systems, Inc.   1,592,080
8,400 * Waters Corp.   1,626,156
        11,232,269

 

85

 



Portfolio of Investments (continued) (continued)
SELECT GROWTH FUND
June 30, 2018

           
 
 
 
Shares   Security     Value
  Industrials—12.8%    
6,200 Boeing Co.   $          2,080,162
18,100 Eaton Corp., PLC   1,352,794
23,000 Emerson Electric Co.   1,590,220
6,500 Huntington Ingalls Industries, Inc.   1,409,135
16,400 Landstar Systems, Inc.   1,790,880
9,100   Parker Hannifin Corp.     1,418,235
          9,641,426
  Information Technology—38.5%    
16,300 * Adobe Systems, Inc.   3,974,103
1,600 * Alphabet, Inc. – Class “A”   1,806,704
9,200 Apple, Inc.   1,703,012
12,100 * Arista Networks, Inc.   3,115,629
65,900 * Cadence Design Systems, Inc.   2,854,129
11,800 * F5 Networks, Inc.   2,034,910
14,000 * Facebook, Inc.   2,720,480
7,700 * FleetCor Technologies, Inc.   1,622,005
19,700 Microsoft Corp.   1,942,617
36,400 NetApp, Inc.   2,858,492
20,600 * PayPal Holdings, Inc.   1,715,362
22,000 * Take-Two Interactive Software, Inc.     2,603,920
          28,951,363
  Materials—2.3%    
15,700   Celanese Corp. – Class “A”     1,743,642
Total Value of Common Stocks (cost $51,970,019) 98.9 % 74,291,136
Other Assets, Less Liabilities 1.1   833,328
Net Assets     100.0 % $75,124,464

 

* Non-income producing

 

86

 



The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks* $  74,291,136 $ $ $  74,291,136

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

See notes to financial statements 87

 



Fund Expenses (unaudited)
SPECIAL SITUATIONS FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $1,015.55 $3.95
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.87 $3.96

 

* Expenses are equal to the annualized expense ratio of .79%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
BY SECTOR

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

88

 



Portfolio of Investments
SPECIAL SITUATIONS FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  COMMON STOCKS—97.4%    
  Consumer Discretionary—13.9%    
102,900 * Century Communities, Inc. $          3,246,495
27,100 Cheesecake Factory, Inc.   1,492,126
12,900 Children’s Place, Inc.   1,558,320
69,600 Dana, Inc.   1,405,224
94,400 DSW, Inc. – Class “A”   2,437,408
56,700 Entercom Communications Corp. – Class “A”   428,085
38,000 * Genesco, Inc.   1,508,600
67,100 Haverty Furniture Cos., Inc.   1,449,360
17,300 * Helen of Troy, Ltd.   1,703,185
31,200 Meredith Corp.   1,591,200
67,000 * Michaels Cos., Inc.   1,284,390
51,800 * Motorcar Parts of America, Inc.   969,178
24,000 Oxford Industries, Inc.   1,991,520
34,500 Penske Automotive Group, Inc.   1,616,325
45,000 Ruth’s Hospitality Group, Inc.   1,262,250
51,000 * ServiceMaster Holdings, Inc.   3,032,970
139,000 * TRI Pointe Group, Inc.   2,274,040
19,000 * Visteon Corp.   2,455,560
78,400 * William Lyon Homes – Class “A”   1,818,880
58,300   Wolverine World Wide, Inc.   2,027,091
        35,552,207
  Consumer Staples—4.3%    
34,300 Energizer Holdings, Inc.   2,159,528
11,800 Lancaster Colony Corp.   1,633,356
42,800 * Performance Food Group Co.   1,570,760
39,200 Pinnacle Foods, Inc.   2,550,352
51,800 Tootsie Roll Industries, Inc.   1,598,030
40,500 * U.S. Foods Holding Corp.   1,531,710
        11,043,736
  Energy—5.5%    
37,800 * Cactus, Inc. – Class “A”   1,277,262
73,700 * Carrizo Oil & Gas, Inc.   2,052,545
49,800 Delek U.S. Holdings, Inc.   2,498,466
44,100 * Dril-Quip, Inc.   2,266,740
110,800 * Jagged Peak Energy, Inc.   1,442,616
97,200 * Liberty Oilfield Services, Inc. – Class “A”   1,819,584
66,200   PBF Energy, Inc. – Class “A”   2,775,766
        14,132,979

 

89

 



Portfolio of Investments (continued)
SPECIAL SITUATIONS FUND
June 30, 2018

         
 
 
 
Shares    Security   Value
  Financials—23.7%    
100,400 * AllianceBernstein Holding, LP (MLP) $          2,866,420
46,000 American Financial Group, Inc.   4,937,180
51,800 Aspen Insurance Holdings, Ltd.   2,108,260
30,400 * Atlas Financial Holdings, Inc.   266,000
86,100 Berkshire Hills Bancorp, Inc.   3,495,660
111,000 Brown & Brown, Inc.   3,078,030
67,600 Capstar Financial Holdings, Inc.   1,252,628
59,000 Citizens Financial Group, Inc.   2,295,100
40,200 * FCB Financial Holdings, Inc. – Class “A”   2,363,760
56,100 Great Western Bancorp, Inc.   2,355,639
85,700 Green Bancorp, Inc.   1,851,120
49,800 Guaranty Bancorp   1,484,040
29,000 IBERIABANK Corp.   2,198,200
34,900 James River Group Holdings, Ltd.   1,371,221
28,700 Kemper Corp.   2,171,155
81,600 OceanFirst Financial Corp.   2,444,736
129,700 Old National Bancorp of Indiana   2,412,420
34,400 Popular, Inc.   1,555,224
36,600 Prosperity Bancshares, Inc.   2,501,976
34,000 QCR Holdings, Inc.   1,613,300
57,400 * Seacoast Banking Corp.   1,812,692
68,000 Simmons First National Corp. – Class “A”   2,033,200
30,500 SPDR S&P Regional Banking (ETF)   1,860,500
180,000 Sterling Bancorp   4,230,000
140,000 TCF Financial Corp.   3,446,800
137,800   Waddell & Reed Financial, Inc. – Class “A”   2,476,266
        60,481,527
  Health Care—5.9%    
20,500 * Centene Corp.   2,525,805
12,200 * Charles River Laboratories International, Inc.   1,369,572
24,900 Hill-Rom Holdings, Inc.   2,174,766
13,200 * ICON, PLC   1,749,396
30,000 PerkinElmer, Inc.   2,196,900
71,100 Phibro Animal Health Corp. – Class “A”   3,274,155
48,400 * Varex Imaging Corp.   1,795,156
        15,085,750

 

90

 



         
 
 
 
Shares   Security   Value
  Industrials—14.9%    
33,500 Apogee Enterprises, Inc. $          1,613,695
84,500 * Atkore International Group Co.   1,755,065
30,500 * BrightView Holdings, Inc.   669,475
35,100 Columbus McKinnon Corp.   1,521,936
39,700 Comfort Systems USA, Inc.   1,818,260
26,800 ESCO Technologies, Inc.   1,546,360
77,600 * Gardner Denver Holdings, Inc.   2,280,664
31,000 ITT, Inc.   1,620,370
40,200 Korn/Ferry International   2,489,586
41,000 Masco Corp.   1,534,220
139,300 * NCI Building Systems, Inc.   2,925,300
16,300 Owens Corning   1,032,931
32,000 Park-Ohio Holdings Corp.   1,193,600
31,400 * Patrick Industries, Inc.   1,785,090
23,700 Regal Beloit Corp.   1,938,660
63,300 Schneider National, Inc. – Class “B”   1,741,383
11,500 Snap-On, Inc.   1,848,280
5,000 Spirit AeroSystems Holdings, Inc. – Class “A”   429,550
65,500 * SPX Corp.   2,295,775
23,200 Standex International Corp.   2,371,040
41,000 Timken Co.   1,785,550
58,500    Triton International, Ltd.   1,793,610
        37,990,400
  Information Technology—10.8%    
67,000 * ARRIS International, PLC   1,637,815
43,300 * Axcelis Technologies, Inc.   857,340
23,900 Belden, Inc.   1,460,768
65,500 * CommScope Holding Co., Inc.   1,912,928
51,000 * Diodes, Inc.   1,757,970
20,500 * MagnaChip Semiconductor Corp.   210,125
205,300 * Mitel Networks Corp.   2,252,141
30,000 MKS Instruments, Inc.   2,871,000
69,000 * Perficient, Inc.   1,819,530
15,000 Perspecta, Inc.   308,250
32,300 Silicon Motion Technology Corp. (ADR)   1,708,347
12,000 * Tech Data Corp.   985,440
157,900   Travelport Worldwide, Ltd.   2,927,466
124,300 * TTM Technologies, Inc.   2,191,409

 

91

 



Portfolio of Investments (continued)
SPECIAL SITUATIONS FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  Information Technology (continued)    
35,700 * Verint Systems, Inc. $          1,583,295
42,000 * Web.com Group, Inc.   1,085,700
13,200 * Zebra Technologies Corp. – Class “A”   1,890,900
        27,460,424
  Materials—9.3%    
40,000 AptarGroup, Inc.   3,735,200
36,600 * Berry Global Group, Inc.   1,681,404
131,200 * Constellium NV – Class “A”   1,351,360
105,000 * Ferro Corp.   2,189,250
21,200 Greif, Inc.   1,121,268
66,500 Louisiana-Pacific Corp.   1,810,130
110,100 * PQ Group Holdings, Inc.   1,981,800
24,500 Sealed Air Corp.   1,040,025
25,400 Sensient Technologies Corp.   1,817,370
45,000 Trinseo SA   3,192,750
126,900 * Venator Materials, PLC   2,076,084
31,000   WestRock Co.   1,767,620
        23,764,261
  Real Estate—6.0%    
84,500 Americold Realty Trust (REIT)   1,860,690
125,300 Brixmor Property Group, Inc. (REIT)   2,183,979
61,400 Douglas Emmett, Inc. (REIT)   2,467,052
19,000 Federal Realty Investment Trust (REIT)   2,404,450
104,500 RLJ Lodging Trust (REIT)   2,304,225
79,400 Sunstone Hotel Investors, Inc. (REIT)   1,319,628
69,500 Tanger Factory Outlet Centers, Inc. (REIT)   1,632,555
45,000   Urstadt Biddle Properties, Inc. (REIT)   1,018,350
        15,190,929
  Utilities—3.1%    
46,500 Black Hills Corp.   2,846,265
23,500 Pinnacle West Capital Corp.   1,893,160
46,600 Portland General Electric Co.   1,992,616
20,000   WEC Energy Group, Inc.   1,293,000
        8,025,041
Total Value of Common Stocks (cost $194,406,574)   248,727,254

 

92

 



           
 
 
Principal      
Amount   Security     Value
  SHORT-TERM U.S. GOVERNMENT AGENCY  
  OBLIGATIONS—1.0%    
$     2,500M   Federal Home Loan Bank, 1.79%, 7/16/2018 (cost $2,498,133)   $    2,498,192
Total Value of Investments (cost $196,904,707) 98.4 % 251,225,446
Other Assets, Less Liabilities 1.6   4,092,139
Net Assets     100.0 % $255,317,585

 

* Non-income producing
 
Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Funds
MLP Master Limited Partnership
REIT Real Estate Investment Trust
SPDR Standard & Poor’s Depository Receipts

 

93

 



Portfolio of Investments (continued)
SPECIAL SITUATIONS FUND
June 30, 2018

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks $ 248,727,254 $ $ $ 248,727,254
Short-Term U.S. Government            
Agency Obligations     2,498,192     2,498,192
Total Investments in Securities* $ 248,727,254 $ 2,498,192 $ $ 251,225,446

 

* The Portfolio of Investments provides information on the industry categorization for common stocks.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

94 See notes to financial statements

 



Fund Expenses (unaudited)
TOTAL RETURN FUND

The examples below show the ongoing costs (in dollars) of investing in your Fund and will help you in comparing these costs with costs of other mutual funds. Please refer to page 1 for a detailed explanation of the information presented in these examples.

       
  Beginning Ending  
  Account Account Expenses Paid
  Value Value During Period
  (1/1/18) (6/30/18) (1/1/18–6/30/18)*
Expense Examples      
Actual $1,000.00 $974.44 $4.41
Hypothetical      
(5% annual return before expenses) $1,000.00 $1,020.33 $4.51

 

* Expenses are equal to the annualized expense ratio of .90%, multiplied by the average account
value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

Portfolio Composition
TOP TEN SECTORS

 


Portfolio holdings and allocations are subject to change. Percentages are as of June 30, 2018, and are
based on the total value of investments.

 

95

 



Portfolio of Investments
TOTAL RETURN FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  COMMON STOCKS—57.4%    
  Consumer Discretionary—4.8%    
1,600 Aptiv, PLC $          146,608
3,000 Aramark Holdings Corp.   111,300
2,000 BorgWarner, Inc.   86,320
4,750 CBS Corp. – Class “B”   267,045
2,800 DSW, Inc. – Class “A”   72,296
3,600 Ford Motor Co.   39,852
2,800 Home Depot, Inc.   546,280
950 Lear Corp.   176,519
3,050 Magna International, Inc.   177,297
1,000 Penske Automotive Group, Inc.   46,850
900 Ross Stores, Inc.   76,275
3,800 Tapestry, Inc.   177,498
2,400 Walt Disney Co.   251,544
1,950   Wyndham Hotels & Resorts, Inc.   114,719
        2,290,403
  Consumer Staples—4.6%    
5,550 Altria Group, Inc.   315,184
5,600 Coca-Cola Co.   245,616
6,500 Conagra Brands, Inc.   232,245
700 Keurig Dr Pepper, Inc.   85,400
10,013 Koninklijke Ahold Delhaize NV (ADR)   239,010
2,500 PepsiCo, Inc.   272,175
4,050 Philip Morris International, Inc.   326,997
2,950 Procter & Gamble Co.   230,277
2,550   Wal-Mart Stores, Inc.   218,408
        2,165,312
  Energy—6.0%    
2,600 Anadarko Petroleum Corp.   190,450
1,200 Chevron Corp.   151,716
4,100 ConocoPhillips   285,442
5,600 Devon Energy Corp.   246,176
1,700 EOG Resources, Inc.   211,531
3,050 ExxonMobil Corp.   252,326
3,600 Halliburton Co.   162,216
1,600 Hess Corp.   107,024
7,400 Marathon Oil Corp.   154,364
5,300 Marathon Petroleum Corp.   371,848
1,600   Occidental Petroleum Corp.   133,888

 

96

 



         
 
 
 
Shares   Security   Value
  Energy (continued)    
1,550 Phillips 66 $          174,081
2,000 Schlumberger, Ltd.   134,060
7,300   Suncor Energy, Inc.   296,964
        2,872,086
  Financials—11.8%    
4,800 American Express Co.   470,400
2,000 American International Group, Inc.   106,040
1,900 Ameriprise Financial, Inc.   265,772
11,700 Bank of America Corp.   329,823
1,900 Chubb, Ltd.   241,338
4,800 Citigroup, Inc.   321,216
8,400 Citizens Financial Group, Inc.   326,760
1,900 Comerica, Inc.   172,748
5,150 Discover Financial Services   362,611
1,900 FNF Group, Inc.   71,478
1,400 Hamilton Lane, Inc. – Class “A”   67,158
6,700 JPMorgan Chase & Co.   698,140
4,300 MetLife, Inc.   187,480
2,700 Morgan Stanley   127,980
2,350 PNC Financial Services Group, Inc.   317,485
1,500 Popular, Inc.   67,815
3,900 Regions Financial Corp.   69,342
2,400 State Street Corp.   223,416
8,600 Sterling Bancorp   202,100
1,100 Travelers Cos., Inc.   134,574
5,700 U.S. Bancorp   285,114
9,700   Wells Fargo & Co.   537,768
        5,586,558
  Health Care—10.6%    
6,150 Abbott Laboratories   375,088
3,200 AbbVie, Inc.   296,480
1,000 Aetna, Inc.   183,500
600 Allergan, PLC   100,032
2,617 Baxter International, Inc.   193,239
1,400 * Centene Corp.   172,494
4,500 CVS Health Corp.   289,575
2,400 Gilead Sciences, Inc.   170,016
1,350 Hill-Rom Holdings, Inc.   117,909
4,350   Johnson & Johnson   527,829

 

97

 



Portfolio of Investments (continued)
TOTAL RETURN FUND
June 30, 2018

         
 
 
 
Shares   Security   Value
  Health Care (continued)    
3,900 Koninklijke Philips NV (ADR) $          164,853
2,250 Medtronic, PLC   192,623
5,400 Merck & Co., Inc.   327,780
13,400 Pfizer, Inc.   486,152
3,100 Phibro Animal Health Corp. – Class “A”   142,755
1,440 Shire, PLC (ADR)   243,072
5,600 Smith & Nephew, PLC (ADR)   210,168
3,000 Thermo Fisher Scientific, Inc.   621,420
2,800   Zoetis, Inc.   238,532
        5,053,517
  Industrials—6.5%    
1,350 3M Co.   265,572
11,000 * Gardner Denver Holdings, Inc.   323,290
3,200 Honeywell International, Inc.   460,960
2,400 Ingersoll-Rand, PLC   215,352
2,315 Johnson Controls International, PLC   77,437
550 Lockheed Martin Corp.   162,487
1,000 ManpowerGroup, Inc.   86,060
5,100 Masco Corp.   190,842
3,600 * MasTec, Inc.   182,700
1,900 Owens Corning   120,403
6,600 Schneider National, Inc. – Class “B”   181,566
800 Snap-On, Inc.   128,576
1,250 Stanley Black & Decker, Inc.   166,013
6,100 Triton International, Ltd.   187,026
2,600   United Technologies Corp.   325,078
        3,073,362
  Information Technology—9.4%    
2,500 Apple, Inc.   462,775
4,800 Applied Materials, Inc.   221,712
1,250 Broadcom, Ltd.   303,300
11,200 Cisco Systems, Inc.   481,936
1,460 * Dell Technologies, Inc. – Class “V”   123,487
1,145 DXC Technology Co.   92,298
3,950 * eBay, Inc.   143,227
700 * FleetCor Technologies, Inc.   147,455
6,500 Intel Corp.   323,115
750 Lam Research Corp.   129,637
700   LogMeIn, Inc.   72,275

 

98

 



         
 
Shares or      
Principal      
Amount   Security   Value
  Information Technology (continued)    
7,700 Microsoft Corp. $          759,297
1,600 * NXP Semiconductors NV   174,832
5,400 Oracle Corp.   237,924
6,200 QUALCOMM, Inc.   347,944
1,300 TE Connectivity, Ltd.   117,078
1,700 Western Digital Corp.   131,597
2,500 * Worldpay, Inc. – Class “A”   204,450
        4,474,339
  Materials—1.9%    
3,400 DowDuPont, Inc.   224,128
4,500 International Paper Co.   234,360
850 Praxair, Inc.   134,428
2,200 RPM International, Inc.   128,304
1,500 Sealed Air Corp.   63,675
1,600    Trinseo SA   113,520
        898,415
  Telecommunication Services—1.2%    
6,750 AT&T, Inc.   216,742
6,700   Verizon Communications, Inc.   337,077
        553,819
  Utilities—.6%    
800 Dominion Energy, Inc.   54,544
5,100   Exelon Corp.   217,260
        271,804
Total Value of Common Stocks (cost $21,839,216)   27,239,615
  CORPORATE BONDS—27.0%    
  Aerospace/Defense—.6%    
$     300M   Rockwell Collins, Inc., 3.2%, 3/15/2024   289,385
  Automotive—1.5%    
200M Daimler Finance NA, LLC, 3.35%, 2/22/2023 (a)   196,670
400M Lear Corp., 5.25%, 1/15/2025   411,794
100M   O’Reilly Automotive, Inc., 3.55%, 3/15/2026   95,287
        703,751

 

99

 



Portfolio of Investments (continued)
TOTAL RETURN FUND
June 30, 2018

         
 
 
Principal      
Amount   Security   Value
  Chemicals—.8%    
$     100M Dow Chemical Co., 3.5%, 10/1/2024 $          97,527
200M LYB International Finance Co. BV, 3.5%, 3/2/2027   187,896
100M   Nutrien, Ltd., 3.375%, 3/15/2025   94,253
        379,676
  Energy—4.6%    
400M Andeavor Logistics, LP, 5.25%, 1/15/2025   410,452
200M BP Capital Markets, PLC, 3.216%, 11/28/2023   196,310
300M Canadian Oil Sands, Ltd., 7.75%, 5/15/2019 (a)   309,720
100M Enbridge Energy Partners, LP, 4.2%, 9/15/2021   101,258
200M Enterprise Products Operating, 7.55%, 4/15/2038   262,442
200M Kinder Morgan Energy Partners, LP, 3.45%, 2/15/2023   193,203
  Kinder Morgan, Inc.:    
150M 5.625%, 11/15/2023 (a)   159,906
250M 4.3%, 3/1/2028   243,347
300M   Magellan Midstream Partners, LP, 5%, 3/1/2026   316,438
        2,193,076
  Financial Services—3.4%    
100M American International Group, Inc., 3.75%, 7/10/2025   96,740
100M Ameriprise Financial, Inc., 5.3%, 3/15/2020   103,447
100M Assured Guaranty U.S. Holding, Inc., 5%, 7/1/2024   104,634
300M Brookfield Finance, Inc., 4%, 4/1/2024   297,172
  ERAC USA Finance, LLC:    
100M 4.5%, 8/16/2021 (a)   102,561
100M 3.3%, 10/15/2022 (a)   98,589
100M Ford Motor Credit Co., LLC, 8.125%, 1/15/2020   107,127
208M General Motors Financial Co., Inc., 5.25%, 3/1/2026   215,866
100M Key Bank NA, 3.4%, 5/20/2026   95,346
100M Liberty Mutual Group, Inc., 4.95%, 5/1/2022 (a)   103,926
100M Prudential Financial, Inc., 7.375%, 6/15/2019   104,177
200M   Travelers Cos., Inc., 4.05%, 3/7/2048   194,305
        1,623,890
  Financials—3.4%    
100M Bank of America Corp., 5.875%, 2/7/2042   117,310
100M Barclays Bank, PLC, 5.125%, 1/8/2020   102,805
100M Capital One Financial Corp., 3.75%, 4/24/2024   98,210
100M Citigroup, Inc., 4.5%, 1/14/2022   102,802
100M Deutsche Bank AG of New York, 3.7%, 5/30/2024   92,950
100M   Goldman Sachs Group, Inc., 3.625%, 1/22/2023   99,446

 

100

 



         
 
 
Principal      
Amount   Security   Value
  Financials (continued)    
$     200M HSBC Holdings, PLC, 2.65%, 1/5/2022 $          193,742
  JPMorgan Chase & Co.:    
100M 4.5%, 1/24/2022   103,492
100M 3.54%, 5/1/2028 †   95,847
  Morgan Stanley:    
200M 5.5%, 7/28/2021   211,786
100M 4%, 7/23/2025   99,787
100M U.S. Bancorp, 3.6%, 9/11/2024   98,869
200M   UBS Group Funding (Switzerland) AG, 4.253%, 3/23/2028 (a)   198,931
        1,615,977
  Food/Beverage/Tobacco—1.1%    
  Anheuser-Busch InBev Finance, Inc.:    
100M 3.65%, 2/1/2026   97,991
100M 4.7%, 2/1/2036   101,652
300M   Maple Escrow Subsidiary, Inc., 3.551%, 5/25/2021 (a)   300,470
        500,113
  Forest Products/Containers—.6%    
200M Packaging Corp. of America, 3.4%, 12/15/2027   189,007
100M   Rock-Tenn Co., 4.9%, 3/1/2022   104,252
        293,259
  Health Care—1.3%    
  CVS Health Corp.:    
200M 3.875%, 7/20/2025   194,082
200M 5.05%, 3/25/2048   204,321
100M Express Scripts Holding Co., 4.75%, 11/15/2021   103,251
100M   Laboratory Corp. of America Holdings, 3.75%, 8/23/2022   100,701
        602,355
  Information Technology—1.1%    
100M Apple, Inc., 2.5%, 2/9/2025   94,114
200M Corning, Inc., 7.25%, 8/15/2036   237,672
200M   Diamond 1 Finance Corp., 4.42%, 6/15/2021 (a)   203,060
        534,846
  Manufacturing—.2%    
100M   Johnson Controls International, PLC, 5%, 3/30/2020   102,917

 

101

 



Portfolio of Investments (continued)
TOTAL RETURN FUND
June 30, 2018

         
 
 
Principal      
Amount   Security   Value
  Media-Broadcasting—.8%    
  Comcast Corp.:    
$100M 5.15%, 3/1/2020 $          103,244
300M   4.25%, 1/15/2033   293,436
        396,680
  Media-Diversified—.2%    
100M   Time Warner, Inc., 3.6%, 7/15/2025   95,227
  Metals/Mining—.7%    
235M Glencore Funding, LLC, 4.625%, 4/29/2024 (a)   236,774
100M   Newmont Mining Corp., 5.125%, 10/1/2019   102,259
        339,033
  Real Estate—2.9%    
200M Alexandria Real Estate Equities, Inc., 3.95%, 1/15/2028   192,500
75M Digital Realty Trust, LP, 4.75%, 10/1/2025   77,401
100M ERP Operating, LP, 3.375%, 6/1/2025   97,720
200M Essex Portfolio, LP, 3.875%, 5/1/2024   198,802
100M HCP, Inc., 4.25%, 11/15/2023   100,708
300M STORE Capital Corp., 4.5%, 3/15/2028   294,058
100M Ventas Realty, LP, 4.75%, 6/1/2021   103,071
200M Vornado Realty, LP, 3.5%, 1/15/2025   191,724
100M   Welltower, Inc., 4%, 6/1/2025   98,220
        1,354,204
  Retail-General Merchandise—.3%    
100M   Home Depot, Inc., 5.875%, 12/16/2036   121,581
  Schools—.2%    
100M   Yale University, 2.086%, 4/15/2019   99,668
  Telecommunications—.4%    
200M   AT&T, Inc., 4.25%, 3/1/2027   196,094
  Transportation—1.4%    
250M Air Lease Corp., 3.875%, 7/3/2023   247,799
100M Burlington Northern Santa Fe, LLC, 5.15%, 9/1/2043   111,074
100M Penske Truck Leasing Co., LP, 4.875%, 7/11/2022 (a)   104,070
200M   Southwest Airlines Co., 3%, 11/15/2026   185,804
        648,747

 

102

 



         
 
 
Principal      
Amount   Security   Value
  Utilities—1.5%    
$     100M Commonwealth Edison Co., 5.9%, 3/15/2036 $          121,662
100M Duke Energy Progress, Inc., 4.15%, 12/1/2044   98,924
100M Electricite de France SA, 3.625%, 10/13/2025 (a)   97,995
100M Entergy Arkansas, Inc., 4.95%, 12/15/2044   100,155
100M Ohio Power Co., 5.375%, 10/1/2021   106,553
100M Oklahoma Gas & Electric Co., 4%, 12/15/2044   100,966
100M   Sempra Energy, 9.8%, 2/15/2019   104,069
        730,324
Total Value of Corporate Bonds (cost $13,202,745)   12,820,803
  RESIDENTIAL MORTGAGE-BACKED    
  SECURITIES—5.3%    
  Fannie Mae—4.8%    
40M 2.5%, 7/1/2031   39,169
636M 3%, 5/1/2029 – 11/1/2046   623,757
682M 3.5%, 11/1/2028 – 1/1/2048   683,744
681M 4%, 7/1/2041 – 3/1/2047   696,636
140M 4.5%, 8/1/2041 – 1/1/2047   147,664
73M   5%, 3/1/2042   78,614
        2,269,584
  Freddie Mac—.5%    
62M 3.5%, 7/1/2044   61,660
68M 4%, 7/1/2044 – 4/1/2045   70,097
118M   4.5%, 12/1/2043   123,686
        255,443
Total Value of Residential Mortgage-Backed Securities (cost $2,577,511)   2,525,027
  U.S. GOVERNMENT OBLIGATIONS—2.4%    
100M U.S. Treasury Bonds, 3.125%, 8/15/2044   102,707
  U.S. Treasury Notes:    
550M 1.375%, 4/30/2020   538,828
200M 2.375%, 5/15/2027   192,633
300M   2.875%, 5/15/2028   300,639
Total Value of U.S. Government Obligations (cost $1,155,015)   1,134,807
  TAXABLE MUNICIPAL BONDS—1.9%    
175M Allegheny Cnty., PA GO, 5%, 11/1/2043 (b)   200,070
50M    Cucamonga Vly., CA Wtr. Dist. Rev. 3.7%, 9/1/2028   50,175

 

103

 



Portfolio of Investments (continued)
TOTAL RETURN FUND
June 30, 2018

         
 
Principal      
Amount      
or Shares   Security   Value
  TAXABLE MUNICIPAL BONDS (continued)    
$     50M Forney, TX ISD GO, 5%, 8/15/2048 (b) $          57,492
125M Met. St. Louis, MO Swr. Dist. Wstwtr. Sys. Rev., 5%, 5/1/2047   144,573
50M New York Trans. Dev. Corp. Spl. Facs. Rev., 5%, 1/1/2033   56,358
  Port Houston, TX Auth. GO:    
50M 5%, 10/1/2037 (b)   57,685
50M 5%, 10/1/2038 (b)   57,591
150M San Antonio, TX ISD GO, 5%, 8/15/2043 (b)   168,887
75M   Tomball, TX ISD GO, 5%, 2/15/2041   87,584
Total Value of Taxable Municipal Bonds (cost $880,743)   880,415
  EXCHANGE TRADED FUNDS—1.8%    
10,170 iShares iBoxx USD High Yield Corporate Bond ETF (ETF)    
    (cost $869,945)   865,264
  ASSET BACKED SECURITIES—1.2%    
  Fixed Autos—.6%    
$     200M Ford Credit Floorplan Master Owner Trust, 1.76%, 2/15/2021   198,962
100M   Harley-Davidson Motorcycle Trust, 1.67%, 8/15/2022   99,460
        298,422
  Fixed Telecommunications Services—.6%    
300M   Verizon Owner Trust, 1.92%, 12/20/2021 (a)   295,845
Total Value of Asset Backed Securities (cost $594,047)   594,267
  COMMERCIAL MORTGAGE-BACKED    
  SECURITIES—1.2%    
  Federal Home Loan Mortgage Corporation    
549M Multi-Family Structured Pass-Throughs, 3.725%,    
    12/25/2027 (cost $560,578)   565,321
  COLLATERALIZED MORTGAGE    
  OBLIGATIONS—.5%    
245M    Fannie Mae, 2.9863%, 12/25/2027 (cost $234,827) †   236,836

 

104

 



           
 
 
Principal    
Amount   Security     Value
PASS-THROUGH CERTIFICATES—. 2%  
Transportation    
$     100M American Airlines 2017-2 AA PTT, 3.35%,    
    10/15/2029 (cost $100,780)     $       96,655
Total Value of Investments (cost $42,015,407) 98.9 % 46,959,010
Other Assets, Less Liabilities 1.1   530,219
Net Assets 100.0 % $47,489,229

 

* Non-income producing
 
(a) Security exempt from registration under Rule 144A of the Securities Act of 1933 (see Note 5).
 
(b) A portion or all of the security purchased on a when-issued or delayed delivery basis (see
Note 1G).
 
Interest rates are determined and reset periodically. The interest rates above are the rates in effect
at June 30, 2018.
 
Summary of Abbreviations:
ADR American Depositary Receipts
ETF Exchange Traded Fund
GO General Obligation
ISD Independent School District
PTT Pass Through Trust
USD United States Dollar

 

105

 



Portfolio of Investments (continued)
TOTAL RETURN FUND
June 30, 2018

The Fund’s assets and liabilities are classified into the following three levels based on the inputs used to value the assets and liabilities:

Level 1 — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, U.S. Government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

The following is a summary, by category of Level, of inputs used to value the Fund’s investments as of June 30, 2018:

    Level 1   Level 2   Level 3   Total
Common Stocks $  27,239,615 $ $ $  27,239,615
Corporate Bonds   12,820,803   12,820,803
Residential Mortgage-Backed            
Securities   2,525,027   2,525,027
U.S. Government Obligations   1,134,807   1,134,807
Taxable Municipal Bonds   880,415   880,415
Exchange Traded Funds 865,264     865,264
Asset Backed Securities   594,267   594,267
Commercial Mortgaged-Backed            
Securities   565,321   565,321
Collateralized Mortgage            
Obligations   236,836   236,836
Pass-Through Certificates     96,655     96,655
Total Investments in Securities* $  28,104,879 $ 18,854,131 $ $  46,959,010

 

* The Portfolio of Investments provides information on the industry categorization for common stocks,
corporate bonds, asset backed securities and pass-through certificates.
 
There were no transfers into or from Level 1 and Level 2 by the Fund for the period ended
June 30, 2018. Transfers, if any, between Levels are recognized at the end of the reporting period.

 

106 See notes to financial statements

 



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107

 



Statements of Assets and Liabilities
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

                                                
    COVERED         GOVERNMENT  
  BALANCED CALL EQUITY FUND FOR       CASH GROWTH &
    INCOME      STRATEGY     INCOME      INCOME    GOVERNMENT   MANAGEMENT     INCOME
Assets                  
Investments in securities and futures contracts:                  
At identified cost $  6,189,020 $  13,300,262 $ 90,075,749 $ 102,158,334 $ 28,350,977 $ 8,489,572 $ 312,456,584
 
At value (Note 1A) $  6,436,248 $  14,305,926 $ 122,689,381 $ 101,180,337 $ 27,737,618 $ 8,489,572 $ 496,020,926
Cash 235,107 230,867 2,642,259 3,159,313     461,724 9,930,407
Receivables:                  
Investment securities sold 1,102,827 454,282   500,292   1,995,508
Due from broker-variation margin futures 141,784 1,944    
Interest and dividends 39,047 7,302 170,379 1,570,164   97,582   5,543 470,918
Trust shares sold 2,057 41,642 9,907 16,692   5,171   51,542 14,474
Unrealized gain on futures and options contracts 4,718    
Other assets   454   532   7,366   6,639   1,959   642   30,668
 
Total Assets   6,859,415   14,588,213   126,622,119   106,387,427   28,342,622   9,009,023   508,462,901
 
Liabilities                  
Options written, at value (Note 6) $  — $  155,871 (a) $  2,670 (b) $ $ $ $  —
Cash overdraft   42,352  
Payables:                  
Investment securities purchased 915,588 3,041,104   800,703   3,754,439
Due to broker-variation margin futures 57,070    
Trust shares redeemed 16,736 3,510 89,913 19,100   11,659   94,746 220,220
Accrued advisory fees 3,387 8,882 78,702 63,839   13,583   200 309,966
Accrued expenses   15,692   17,115   19,351   124,317    27,903    24,359   43,928
 
Total Liabilities   92,885   185,378   1,106,224   3,248,360   896,200     119,305   4,328,553
 
Net Assets $ 6,766,530 $  14,402,835 $  125,515,895 $ 103,139,067 $ 27,446,422 $ 8,889,718 $ 504,134,348
 
Net Assets Consist of:                  
Capital paid in $  6,538,869 $  13,418,762 $ 83,639,514 $ 106,926,291 $ 29,395,316 $ 8,889,718 $ 283,300,734
Undistributed net investment income 51,989 78,484 1,170,383 2, 164,737   179,656   3,953,246
Accumulated net realized gain (loss) on investments,                  
futures and options contracts (76,185 ) (184,849 ) 8,086,696 (4,973,964 )   (1,515,191 )   33,316,026
Net unrealized appreciation (depreciation) in value on                  
investments, futures and options contracts   251,857   1,090,438   32,619,302   (977,997 )   (613,359 )     183,564,342
Total $  6,766,530 $  14,402,835 $ 125,515,895 $ 103,139,067 $ 27,446,422 $ 8,889,718 $ 504,134,348
Shares of beneficial interest outstanding (Note 2)   657,805   1,282,959   5,653,494   16,960,810   2,979,683   8,889,718   11,072,352
Net asset value, offering and redemption price per share —                  
(Net assets divided by shares outstanding) $  10.29 $ 11.23 $ 22.20 $   6.08 $  9.21 $  1.00 $ 45.53
 
(a) Premiums received from written options $240,645                  
(b) Premiums received from written options $8,340                  

 

108 See notes to financial statements 109

 



Statements of Assets and Liabilities
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

                                          
        LIMITED          
    INVESTMENT DURATION     REAL SELECT SPECIAL
    INTERNATIONAL      GRADE     BOND    OPPORTUNITY       ESTATE      GROWTH      SITUATIONS
Assets                  
Investments in securities:                  
At identified cost $ 115,276,598 $ 62,506,037 $  7,384,339 $ 55,598,088 $  6,412,805 $  51,970,019 $ 196,904,707
At value (Note 1A) $ 155,273,946 $ 61,613,753 $ 7,297,130 $ 69,482,757 $  6,618,807 $  74,291,136 $ 251,225,446
Cash 1,558,958   1,737,447 197,947   1,249,225 597,108 796,130 1,878,799
Receivables:                  
Investment securities sold   148,945   123,933 2,978,181
Interest and dividends 916,061   701,183 56,001   57,914 27,125 12,843 232,621
Trust shares sold 56,956   38,250 4,294   30,908 7,152 82,556 37,494
Other assets    8,958     4,140 476   3,490   423   3,559   14,065
 
Total Assets     157,814,879     64,094,773   7,704,793   70,948,227   7,250,615   75,186,224   256,366,606
 
Liabilities                  
Payables:                  
Investment securities purchased   498,635 605,639   800,037
Trust shares redeemed 3,705   32,099 25   36,028 22,203 1,168 47,474
Accrued advisory fees 97,930   31,383 3,488   44,333 4,484 47,111 160,316
Accrued expenses   77,844     23,597   21,072   21,059   15,483   13,481   41,194
 
Total Liabilities   179,479     585,714   630,224   101,420   42,170   61,760   1,049,021
 
Net Assets $ 157,635,400 $ 63,509,059 $  7,074,569 $ 70,846,807 $ 7,208,445 $  75,124,464 $  255,317,585
 
Net Assets Consist of:                  
Capital paid in $ 109,416,417 $ 65,656,509 $  7,434,774 $ 55,824,579 $  6,984,249 $  52,456,702 $ 191,514,690
Undistributed net investment income (deficit) 1,111,824   (576,313 ) (72,260 )   242,859 122,104 110,645 852,964
Accumulated net realized gain (loss) on investments, foreign                  
currency transactions and futures contracts 7,124,412   (678,853 ) (200,736 )   894,700 (103,910 ) 236,000 8,629,192
Net unrealized appreciation (depreciation) in value                  
of investments and foreign currency transactions 39,982,747     (892,284 )   (87,209 )   13,884,669   206,002    22,321,117   54,320,739
Total $ 157,635,400 $ 63,509,059 $  7,074,569 $ 70,846,807 $  7,208,445 $  75,124,464 $ 255,317,585
 
Shares of beneficial interest outstanding (Note 2) 6,360,664     6,288,476   763,221   3,863,264   697,282   4,817,955   7,265,813
 
Net asset value, offering and redemption price per share —                  
(Net assets divided by shares outstanding) $  24.78   $ 10.10 $ 9.27 $ 18.34 $  10.34 $  15.59 $  35.14

 

110 See notes to financial statements 111

 



Statements of Assets and Liabilities
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

       
  TOTAL  
      RETURN  
Assets    
Investments in securities:    
At identified cost $ 42,015,407  
At value (Note 1A)   $ 46,959,010  
Cash 1,029,916  
Receivables:    
Investment securities sold 81,438  
Interest and dividends 211,030  
Trust shares sold 35,174  
Other assets   2,715  
 
Total Assets   48,319,283  
 
Liabilities    
Payables:    
Investment securities purchased 747,788  
Trust shares redeemed 26,251  
Accrued advisory fees 29,532  
Accrued expenses   26,483  
 
Total Liabilities   830,054  
 
Net Assets $ 47,489,229 This page left intentionally blank.
 
Net Assets Consist of:    
Capital paid in $  42,349,052  
Undistributed net investment income 144,244  
Accumulated net realized gain on investments 52,330  
Net unrealized appreciation in value of investments   4,943,603  
Total $  47,489,229  
 
Shares of beneficial interest outstanding (Note 2)   3,600,854  
Net asset value, offering and redemption price per share —    
(Net assets divided by shares outstanding) $  13.19  

 

112 See notes to financial statements 113

 



Statements of Operations
FIRST INVESTORS LIFE SERIES FUNDS
Six Months Ended June 30, 2018

                                       
    COVERED         GOVERNMENT  
  BALANCED CALL EQUITY FUND FOR       CASH GROWTH &
    INCOME     STRATEGY       INCOME        INCOME         GOVERNMENT    MANAGEMENT       INCOME
Investment Income                  
Income:                  
Interest $ 71,882 $ $ 19,962 $  3,040,489 $ 301,384 $ 66,890 $ 126,421
Dividends   45,572 (a)   143,366   1,725,057 (b)           5,795,316 (c)
 
Total income   117,454   143,366   1,745,019   3,040,489     301,384   66,890   5,921,737
 
Expenses (Notes 1 and 4):                  
Advisory fees 25,681 47,463 476,972 388,788   103,874   32,046 1,894,164
Professional fees. 29,790 10,329 14,749 15,427   25,200   12,101 10,228
Custodian fees and expenses 2,207 2,530 4,158 10,099   3,446   2,093 9,306
Reports and notices to shareholders 3,250 2,513 8,249 9,500   3,100   2,100 30,000
Registration fees 100 753 600 650   350   132 650
Trustees’ fees 212 380 3,926 3,205   857   283 15,969
Other expenses   495   989   4,869   35,559     5,850   2,625   13,036
Total expenses 61,735 64,957 513,523 463,228   142,677   51,380 1,973,353
Less: Expenses waived and/or assumed (Note 4) (5,136 )   (20,775 )   (25,701 )
Expenses paid indirectly (Note 1G)   (118 )   (76 )   (1,307 )   (1,388 )   (173 )   (53 )   (4,835 )
 
Net expenses    56,481   64,881   512,216   461,840     121,729   25,626   1,968,518
 
Net investment income   60,973   78,485   1,232,803   2,578,649     179,655   41,264   3,953,219
Realized and Unrealized Gain (Loss) on Investments,                  
Futures and Options Contracts (Notes 3 and 6):                  
Net realized gain (loss) from:                  
Investments (93,770) 212,663 8,207,013 301,222   (225,734 )   34,490,956
Futures contracts 19,879    
Options contracts     (169,543 )   22,174          
Net realized gain (loss) on investments,                  
futures and options contracts   (73,891 )   43,120   8,229,187   301,222     (225,734 )     34,490,956
Net unrealized appreciation (depreciation) on:                  
Investments (236,542 ) (532,153 ) (11,185,057 ) (3,448,304 ) (366,720 )   (50,149,718 )
Futures contracts 2,507    
Options contracts     87,083   5,670          
Net unrealized depreciation on investments,                  
futures and options contracts   (234,035 )   (445,070 )   (11,179,387 )   (3,448,304 )   (366,720 )     (50,149,718 )
Net loss on investments, futures and options                  
contracts transactions   (307,926 )   (401,950 )   (2,950,200 )   (3,147,082 )   (592,454 )     (15,658,762 )
Net Increase (Decrease) in Net Assets Resulting                  
from Operations $ (246,953 ) $  (323,465 ) $ (1,717,397 ) $ (568,433 ) $ (412,799 ) $ 41,264 $ (11,705,543 )
 
(a) Net of $505 foreign taxes withheld                  
(b) Net of $11,426 foreign taxes withheld                  
(c) Net of $25,763 foreign taxes withheld                  

 

114 See notes to financial statements 115

 



Statements of Operations
FIRST INVESTORS LIFE SERIES FUNDS
Six Months Ended June 30, 2018

                                             
        LIMITED              
      INVESTMENT DURATION       REAL   SELECT SPECIAL
  INTERNATIONAL    GRADE     BOND    OPPORTUNITY        ESTATE        GROWTH   SITUATIONS
Investment Income                      
Income:                      
Interest $ 22,813 $  1,182,825 $  79,609 $ 2,629 $ $ 1,468 $  22,286
Dividends   1,765,601 (d)        527,826 (e)   164,315   401,479   1,953,423
Total income   1,788,414   1,182,825    79,609   530,455   164,315   402,947   1,975,709
Expenses (Notes 1 and 4):                      
Advisory fees   591,051 240,383 26,121   260,762   25,724   270,791 945,060
Professional fees   19,799 13,649 13,300   9,425   9,375   10,250 20,975
Custodian fees and expenses   23,906 2,683 2,166   7,701   2,382   2,362 7,202
Reports and notices to shareholders   9,000 5,950 2,100   5,549   2,400   5,150 14,950
Registration fees   650 650 1,150   325   100   100 650
Trustees’ fees   4,859 1,983 216   2,136   214   2,202 7,775
Other expenses   27,868   5,451    3,915   2,477   2,123   1,816   8,039    
Total expenses   677,133 270,749 48,968   288,375   42,318   292,671 1,004,651
Less: Expenses waived (Note 4)   (48,077 ) (5,224 )      
Expenses paid indirectly (Note 1G)   (524 )   (394 )   (37 )   (792 )   (117 )   (391 )    (2,480 )
Net expenses   676,609   222,278   43,707   287,583   42,201   292,280   1,002,171
Net investment income   1,111,805   960,547   35,902   242,872   122,114   110,667    973,538
Realized and Unrealized Gain (Loss) on Investments,                       
Futures and Foreign Currency Transactions (Note 3):                      
Net realized gain (loss) on:                      
Investments   7,487,205 (179,858 ) (56,368 )   970,259   68,359   235,979 8,908,333
Futures contracts   (135 )      
Foreign currency transactions (Note 1C)    (16,527 )               
Net realized gain (loss) on investments, futures and foreign                      
currency transactions   7,470,678   (179,858 )    (56,503 )   970,259   68,359   235,979   8,908,333
Net unrealized appreciation (depreciation) on investments                      
and foreign currency transactions    (10,835,254 )   (2,669,042 )    (47,053 )   (1,467,070 )   (92,081 )   3,900,352   (5,939,905 )
Net gain (loss) on investments, futures and foreign                      
currency transactions   (3,364,576 )   (2,848,900 )    (103,556 )   (496,811 )   (23,722 )   4,136,331   2,968,428
Net Increase (Decrease) in Net Assets Resulting                      
from Operations $ (2,252,771 ) $  (1,888,353 ) $    (67,654 ) $ (253,939 ) $ 98,392 $ 4,246,998 $  3,941,966
 
(d) Net of $225,399 foreign taxes withheld                      
(e) Net of $4,630 foreign taxes withheld                      

 

116 See notes to financial statements 117

 



Statements of Operations
FIRST INVESTORS LIFE SERIES FUNDS
Six Months Ended June 30, 2018

     
  TOTAL  
      RETURN  
 
Investment Income    
Income:    
Interest $ 281,501  
Dividends   320,611 (f)
 
Total income   602,112  
 
Expenses (Notes 1 and 4):    
Advisory fees 177,608  
Professional fees 13,999  
Custodian fees and expenses 6,688  
Reports and notices to shareholders 6,000  
Registration fees 600  
Trustees’ fees 1,459  
Other expenses   5,553  
 
Total expenses 211,907  
Less: Expenses waived (Note 4)  
Expenses paid indirectly (Note 1G)   (540
Net expenses   211,367  
Net investment income   390,745  
Realized and Unrealized Gain (Loss) on Investments   This page left intentionally blank.
(Note 3):    
Net realized gain on investments 54,829  
 
Net unrealized depreciation on investments   (1,700,202 )
Net loss on investments   (1,645,373
Net Decrease in Net Assets Resulting    
from Operations $  (1,254,628
 
(f) Net of $2,616 foreign taxes withheld    

 

118 See notes to financial statements 119

 



Statements of Changes in Net Assets
FIRST INVESTORS LIFE SERIES FUNDS

                                           
      COVERED CALL        
  BALANCED INCOME STRATEGY EQUITY INCOME FUND FOR INCOME
  1/1/18 to 1/1/17 to 1/1/18 to 1/1/17 to 1/1/18 to 1/1/17 to 1/1/18 to 1/1/17 to
       6/30/18     12/31/17     6/30/18     12/31/17     6/30/18     12/31/17      6/30/18      12/31/17
Increase (Decrease) in Net Assets From Operations                
Net investment income $  60,973 $ 151,103 $ 78,485 $ 132,950 $ 1,232,803 $  2,217,225 $  2,578,649 $ 4,926,866
Net realized gain (loss) on investments, futures                
and options contracts (73,891 ) 209,616 43,120 54,148 8,229,187 3,773,225 301,222 2,057,210
Net unrealized appreciation (depreciation) of investments,                
futures and options contracts     (234,035 )   302,508   (445,070 )   928,913   (11,179,387 )   11,752,979    (3,448,304 )    (192,698 )
 
Net increase (decrease) in net assets resulting                
from operations   (246,953 )   663,227   (323,465 )   1,116,011   (1,717,397 )   17,743,429   (568,433 )    6,791,378
 
Distributions to Shareholders                
Net investment income (169,181 ) (102,597 ) (132,946 ) (44,670 ) (2,334,015 ) (2,293,954 ) (5,406,594 ) (5,236,876 )
Net realized gains   (186,631 )   (97,642 )       (3,798,561 )   (2,744,455 )      
Total distributions   (355,812 )   (200,239 )   (132,946 )   (44,670 )   (6,132,576 )   (5,038,409 )    (5,406,594 )    (5,236,876 )
 
Trust Share Transactions                
Proceeds from shares sold 748,829 1,782,429 3,746,520 6,079,783 1,356,176 3,323,163 1,642,336 3,972,717
Reinvestment of distributions 355,812 200,239 132,946 44,670 6,132,576 5,038,409 5,406,594 5,236,876
Cost of shares redeemed   (837,758 )   (3,992,034 )   (404,439 )   (6,019,581 )   (4,117,061 )    (7,757,717 )   (3,945,428 )    (6,180,821 )
Net increase (decrease) from trust share transactions   266,883   (2,009,366 )   3,475,027   104,872   3,371,691   603,855   3,103,502    3,028,772
Net increase (decrease) in net assets (335,882 ) (1,546,378 ) 3,018,616 1,176,213 (4,478,282 ) 13,308,875 (2,871,525 ) 4,583,274
 
Net Assets                
Beginning of period   7,102,412   8,648,790     11,384,219   10,208,006   129,994,177   116,685,302    106,010,592    101,427,318
End of period † $   6,766,530 $  7,102,412 $  14,402,835 $ 11,384,219 $  125,515,895 $  129,994,177 $ 103,139,067 $   106,010,592
† Includes undistributed net investment income of $  51,989 $  160,197 $  78,484 $  132,945 $    1,170,383 $  2,271,595 $  2,164,737 $  4,992,682
 
Trust Shares Issued and Redeemed                
Sold 70,577 166,284 328,737 552,336 59,508 151,829 263,172 627,229
Issued for distributions reinvested 34,147 19,107 11,796 4,087 276,242 237,437 887,782 848,764
Redeemed   (79,000 )   (377,679 )    (34,851 )    (548,872 )    (181,913 )   (352,225 )     (635,914 )    (974,529 )
Net increase (decrease) in trust shares outstanding   25,724   (192,288 )    305,682      7,551    153,837   37,041    515,040    501,464

 

120 See notes to financial statements 121

 



Statements of Changes in Net Assets
FIRST INVESTORS LIFE SERIES FUNDS

                                           
      GOVERNMENT        
    GOVERNMENT CASH MANAGEMENT GROWTH & INCOME INTERNATIONAL
  1/1/18 to 1/1/17 to 1/1/18 to   1/1/17 to 1/1/18 to 1/1/17 to 1/1/18 to 1/1/17 to
       6/30/18     12/31/17      6/30/18     12/31/17       6/30/18      12/31/17       6/30/18      12/31/17
Increase (Decrease) in Net Assets From Operations                  
Net investment income $  179,655 $  458,617 $ 41,264 $ 22,842 $  3,953,219 $ 7,229,735 $ 1,111,805 $ 1,319,920
Net realized gain (loss) on investments and                  
foreign currency transactions (225,734) (190,956 )   34,490,956 23,289,962 7,470,678 13,381,924
Net unrealized appreciation (depreciation) of investments                  
and foreign currency transactions   (366,720 )   193,636         (50,149,718 )    53,706,924    (10,835,254 )    25,743,295
Net increase (decrease) in net assets resulting                  
from operations   (412,799 )   461,297    41,264   22,842   (11,705,543 )    84,226,621    (2,252,771 )    40,445,139
Distributions to Shareholders                  
Net investment income (550,069 ) (565,317 ) (41,264 )   (22,842 ) (7,229,708 ) (7,591,392 ) (1,252,882 ) (1,560,148 )
Net realized gains             (23,058,025 )   (18,784,208 )    (7,199,809 )   
Total distributions   (550,069 )   (565,317 )   (41,264 )   (22,842 )   (30,287,733 )   (26,375,600 )   (8,452,691 )   (1,560,148 )
Trust Share Transactions                  
Proceeds from shares sold 808,377 1,317,181 13,217,281   20,967,631 1,759,515 3,866,763 3,303,263 3,801,845   
Reinvestment of distributions 550,069 565,317 41,264   22,842 30,287,733 26,375,600 8,452,691 1,560,148
Cost of shares redeemed   (1,413,743 )   (2,725,040 )    (13,032,168 )   (22,243,363 )    (17,614,508 )   (31,417,945 )   (3,543,117 )    (8,558,290 )
Net increase (decrease) from trust share transactions   (55,297 )   (842,542 )   226,377   (1,252,890 )    14,432,740   (1,175,582 )   8,212,837   (3,196,297 )
Net increase (decrease) in net assets (1,018,165 ) (946,562 ) 226,377   (1,252,890 ) (27,560,536 ) 56,675,439 (2,492,625 ) 35,688,694
Net Assets                  
Beginning of period 28,464,587   29,411,149    8,663,341    9,916,231    531,694,884   475,019,445    160,128,025    124,439,331
End of period † $  27,446,422   28,464,587 $   8,889,718 $ 8,663,341   504,134,348 $   531,694,884   157,635,400    160,128,025
† Includes undistributed net investment income of $  179,656   550,070 $   — $    3,953,246 $   7,229,735    1,111,824 1,252,901
Trust Shares Issued and Redeemed                  
Sold 87,037 138,209 13,217,281   20,967,631 37,164 85,374 130,633 157,115
Issued for distributions reinvested 59,920 60,013 41,264   22,842 656,716 603,699 342,492 72,666
Redeemed (153,293 )   (286,787 ) (13,032,168 )   (22,243,363 )    (372,897 )   (689,610 )    (138,512 )    (358,413 )
Net increase (decrease) in trust shares outstanding (6,336 )   (88,565 ) 226,377   (1,252,890 )    320,983   (537 )    334,613    (128,632 )

 

122 See notes to financial statements 123

 



Statements of Changes in Net Assets
FIRST INVESTORS LIFE SERIES FUNDS

                            
    INVESTMENT GRADE LIMITED DURATION BOND OPPORTUNITY   REAL ESTATE
  1/1/18 to   1/1/17 to 1/1/18 to   1/1/17 to 1/1/18 to 1/1/17 to   1/1/18 to   1/1/17 to
       6/30/18      12/31/17     6/30/18       12/31/17      6/30/18     12/31/17      6/30/18      12/31/17
Increase (Decrease) in Net Assets From Operations                        
Net investment income $  960,547 $ 1,916,230 $ 35,902 $ 82,502 $  242,872 $  360,670 $ 122,114 $ 127,595
Net realized gain (loss) on investments                        
and futures contracts (179,858 )   385,327 (56,503 )   (13,550 ) 970,259 1,428,426   68,359   (139,561 )
Net unrealized appreciation (depreciation) of investments   (2,669,042 )   737,755   (47,053 )   26,855   (1,467,070 )   8,995,834    (92,081)    63,745
Net increase (decrease) in net assets resulting                        
from operations   (1,888,353 )   3,039,312   (67,654 )   95,807   (253,939 )   10,784,930   98,392   51,779
 
Distributions to Shareholders                        
Net investment income (2,464,911 )   (2,510,135 ) (181,149 )   (144,072 ) (360,683 ) (372,100 )   (127,604)   (113,232 )
Net realized gains            (903,391 )         (173,121 )
 
Total distributions   (2,464,911 )   (2,510,135 )   (181,149 )   (144,072 )   (1,264,074 )   (372,100 )    (127,604)   (286,353 )
 
Trust Share Transactions                        
Proceeds from shares sold 1,730,098   3,697,811 524,648   1,664,381 3,952,146 9,804,034   905,099   2,269,374
Reinvestment of distributions 2,464,911   2,510,135 181,149   144,072 1,264,074 372,100   127,604   286,353
Cost of shares redeemed   (2,495,784 )   (4,668,699 )   (602,398 )   (2,377,246 )   (2,828,898 )   (3,348,254 )   (1,058,918)   (2,790,480 )
 
Net increase (decrease) from trust share transactions   1,699,225   1,539,247   103,399   (568,793 )   2,387,322   6,827,880   (26,215)   (234,753 )
 
Net increase (decrease) in net assets (2,654,039 )   2,068,424 (145,404 )   (617,058 ) 869,309 17,240,710   (55,427)   (469,327 )
 
Net Assets                        
Beginning of period   66,163,098   64,094,674 7,219,973    7,837,031   69,977,498   52,736,788   7,263,872   7,733,199
 
End of period † $ 63,509,059 $ 66,163,098 $  7,074,569 $ 7,219,973 $  70,846,807 $  69,977,498 $ 7,208,445 $ 7,263,872
 
† Includes undistributed net investment income (deficit) of $   (576,313 ) $ 928,051 $ (72,260 ) $ 72,987 $  242,859 $  360,670 $ 122,104 $ 127,594
 
Trust Shares Issued and Redeemed                        
Sold 167,119   347,525 56,183   173,061 214,679 578,651   95,023   221,072
Issued for distributions reinvested 242,371   240,665 19,541   15,118 70,383 22,703   13,976   26,812
Redeemed   (244,421 )    (438,282 )   (64,009 )   (248,030 )   (152,927 )   (193,302 )   (107,711)   (276,019 )
 
Net increase (decrease) in trust shares outstanding   165,069   149,908   11,715   (59,851 )   132,135   408,052    1,288    (28,135 )

 

124 See notes to financial statements 125

 



Statements of Changes in Net Assets
FIRST INVESTORS LIFE SERIES FUNDS

 
                   
  SELECT GROWTH   SPECIAL SITUATIONS    TOTAL RETURN
  1/1/18 to 1/1/17 to 1/1/18 to 1/1/17 to   1/1/18 to   1/1/17 to
      6/30/18       12/31/17     6/30/18      12/31/17       6/30/18        12/31/17
Increase (Decrease) in Net Assets From Operations                
Net investment income $ 110,667 $  243,759 $ 973,538 $ 958,244 $ 390,745 $ 610,667
Net realized gain on investments 235,979 5,019,818 8,908,333 32,358,938   54,829   485,015
Net unrealized appreciation (depreciation)                
of investments   3,900,352   12,005,973   (5,939,905 )   6,813,078   (1,700,202 )   3,821,173
 
Net increase (decrease) in net assets resulting                
from operations   4,246,998   17,269,550   3,941,966   40,130,260   (1,254,628 )   4,916,855
 
Distributions to Shareholders                
Net investment income (243,781 ) (301,564 ) (1,163,389 ) (2,139,302 )   (776,301 )   (682,830)
Net realized gains   (5,019,797 )   (5,700,381 )   (32,391,107 )   (2,798,466 )   (232,996 )  
Total distributions   (5,263,578 )   (6,001,945 )   (33,554,496 )   (4,937,768 )   (1,009,297 )   (682,830)
 
Trust Share Transactions                
Proceeds from shares sold 3,576,738 3,634,274 2,566,855 4,207,639   1,969,689   5,397,771
Reinvestment of distributions 5,263,578 6,001,945 33,554,496 4,937,768   1,009,297   682,830
Cost of shares redeemed   (2,528,756 )   (3,507,121 )   (7,190,450 )   (12,559,006 )   (1,135,334 )   (2,805,100)
 
Net increase (decrease) from trust share transactions   6,311,560   6,129,098   28,930,901   (3,413,599 )   1,843,652   3,275,501
 
Net increase (decrease) in net assets 5,294,980 17,396,703 (681,629 ) 31,778,893   (420,273 )   7,509,526
 
Net Assets                
Beginning of period   69,829,484   52,432,781   255,999,214   224,220,321   47,909,502   40,399,976
 
End of period † $  75,124,464   $ 69,829,484 $ 255,317,585 $ 255,999,214 $ 47,489,229 $ 47,909,502
 
† Includes undistributed net investment income of $  110,645   $ 243,759 $  852,964    1,042,815 $ 144,244 $ 529,800
 
Trust Shares Issued and Redeemed                
Sold 230,152 259,139 70,697 115,650   146,734   414,482
Issued for distributions reinvested 347,890 467,077 1,006,131 141,931   75,659   53,556
Redeemed   (159,723 )   (248,181 )   (198,108 ) (342,882 )   (84,571 )   (215,397)
 
Net increase (decrease) in trust shares outstanding    418,319   478,035    878,720   (85,301 )   137,822   252,641

 

126 See notes to financial statements 127

 



Notes to Financial Statements
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

1. Significant Accounting Policies—First Investors Life Series Funds, a Delaware statutory trust (“the Trust”), is registered under the Investment Company Act of 1940 (the “1940 Act”) as an open-end management investment company. The Trust operates as a series fund, issuing shares of beneficial interest in the Balanced Income Fund, Covered Call Strategy Fund, Equity Income Fund, Fund For Income, Government Fund, Government Cash Management Fund, Growth & Income Fund, International Fund, Investment Grade Fund, Limited Duration Bond Fund, Opportunity Fund, Real Estate Fund, Select Growth Fund, Special Situations Fund and Total Return Fund (each a “Fund”, collectively, “the Funds”), and accounts separately for the assets, liabilities and operations of each Fund. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (“FASB”) Accounting Standard Codification Topic 946 “Financial Services—Investment Companies” including FASB Accounting Standard Update ASU 2013-08. Each Fund is diversified except for Real Estate Fund which is non-diversified. The objective of each Fund as of June 30, 2018 is as follows:

Balanced Income Fund seeks income as its primary objective and has a secondary objective of capital appreciation.

Covered Call Strategy Fund seeks long-term capital appreciation.

Equity Income Fund seeks total return.

Fund For Income seeks high current income.

Government Fund seeks to achieve a significant level of current income which is consistent with security and liquidity of principal.

Government Cash Management Fund seeks to earn a high rate of current income consistent with the preservation of capital and maintenance of liquidity.

Growth & Income Fund seeks long-term growth of capital and current income.

International Fund primarily seeks long-term capital growth.

Investment Grade Fund seeks to generate a maximum level of income consistent with investment primarily in investment grade debt securities.

Limited Duration Bond Fund seeks current income consistent with low volatility of principal.

Opportunity Fund seeks long-term capital growth.

Real Estate Fund seeks total return.

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Select Growth Fund seeks long-term growth of capital.

Special Situations Fund seeks long-term growth of capital.

Total Return Fund seeks high, long-term total investment return consistent with moderate investment risk.

A. Security Valuation—Except as provided below, a security listed or traded on an exchange or the Nasdaq Stock Market is valued at its last sale price on the exchange or market where the security is principally traded, and lacking any sales, the security is valued at the mean between the closing bid and asked prices. Securities traded in the over-the-counter (“OTC”) market (including securities listed on exchanges whose primary market is believed to be OTC) are valued at the mean between the last bid and asked prices based on quotes furnished by a market maker for such securities or an authorized pricing service. Fixed income securities, other than short-term debt securities held by the Government Cash Management Fund, are priced based upon evaluated prices that are provided by a pricing service approved by the Trust’s Board of Trustees (“the Board”). Other securities may also be priced based upon valuations that are provided by pricing services approved by the Board. The pricing services consider security type, rating, market condition and yield data as well as market quotations, prices provided by market makers and other available information in determining evaluated prices.

The Funds monitor for significant events occurring prior to the close of trading on the New York Stock Exchange that could have a material impact on the value of any securities that are held by the Funds. Examples of such events include trading halts, natural disasters, political events and issuer-specific developments. If the Valuation Committee of Foresters Investment Management Company, Inc. (“FIMCO”) decides that such events warrant using fair value estimates, it will take such events into consideration in determining the fair values of such securities. If market quotations or prices are not readily available or are deemed to be unreliable, or do not appear to reflect significant events that have occurred prior to the time as of which the net asset value is calculated, the securities may be valued at fair value as determined in good faith pursuant to procedures adopted by the Board. The Funds also use evaluated prices from a pricing service to fair value foreign equity securities in the event that fluctuations in U.S. securities markets exceed a predetermined level or if a foreign market is closed. For valuation purposes, where applicable, quotations of foreign securities in foreign currencies are translated to U.S. dollar equivalents using the foreign exchange quotation in effect. At June 30, 2018, the Fund For Income held one security that was fair valued at a value of $199,000, representing 0.2% of the Fund’s net assets.

129

 



Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

The Government Cash Management Fund values its portfolio securities in accordance with the amortized cost method of valuation under Rule 2a-7 under the 1940 Act. Amortized cost is an approximation of market value of an instrument, whereby the difference between its acquisition cost and market value at maturity is amortized on a straight-line basis over the remaining life of the instrument. The effect of changes in the market value of a security as a result of fluctuating interest rates is not taken into account and thus the amortized cost method of valuation may result in the value of a security being higher or lower than its actual market value.

In accordance with Accounting Standards Codification 820 “Fair Value Measurements and Disclosures” (“ASC 820”), investments held by the Funds are carried at “fair value”. As defined by ASC 820, fair value is the price that a fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment under current market conditions. Various inputs are used in determining the value of the Funds’ investments.

In addition to defining fair value, ASC 820 established a three-tier hierarchy of inputs to establish a classification of fair value measurements for disclosure purposes. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1—Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access.

Level 2—Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3—Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumption about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

Equity securities and options and futures contracts traded on an exchange or the Nasdaq Stock Market are categorized in Level 1 of the fair value hierarchy to the extent that they are actively traded and valuation adjustments are not applied. Foreign securities that are fair valued in the event that fluctuations in U.S. securities markets exceed a predetermined level or if a foreign market is closed are categorized in Level 2. Corporate, covered and municipal bonds, asset backed, U.S. Government and U.S. Government Agency securities, pass-through certificates and loan

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participations are categorized in Level 2 to the extent that the inputs are observable and timely, otherwise they would be categorized in Level 3. Short-term notes that are valued at amortized cost by the Government Cash Management Fund are categorized in Level 2. Securities that are fair valued by the Valuation Committee may be categorized in either Level 2 or Level 3 of the fair value hierarchy depending on the relative significance of the unobservable valuation inputs.

The aggregate value by input level, as of June 30, 2018, for each Fund’s investments is included following each Fund’s portfolio of investments.

B. Federal Income Tax—No provision has been made for federal income taxes on net income or capital gains since it is the policy of each Fund to continue to comply with the special provisions of the Internal Revenue Code applicable to investment companies, and to make sufficient distributions of income and capital gains (in excess of any available capital loss carryovers), to relieve each Fund from all, or substantially all, federal income taxes. At December 31, 2017, capital loss carryovers were as follows:

    Not Subject
    to Expiration
Fund    Total    Long Term    Short Term
Covered Call Strategy $ 226,388 $ $ 226,388
Fund For Income 5,259,305 4,571,986 687,319
Government 1,272,072 245,565 1,026,507
Investment Grade 498,995 498,995
Limited Duration Bond 144,233 77,813 66,420
Real Estate 66,970 5,002 61,968

 

During the year ended December 31, 2017, the following Funds had utilized/expired capital loss carryovers of:

 

Fund   Utilized   Expired
Covered Call Strategy $ 51,854 $
Fund For Income 1,434,089 15,502,053
International 6,224,564
Investment Grade 1,145,101
Opportunity 508,062
Total Return 66,830

 

As a result of the passage of the Regulated Investment Company Modernization Act of 2010 (“the Modernization Act of 2010”), losses incurred in this year and beyond retain their character as short-term or long-term, have no expiration date and

 

131

 



Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

are utilized prior to capital loss carryovers occurring prior to the enactment of the Modernization Act of 2010.

The Funds recognize the tax benefits of uncertain tax positions only where the position is “more likely than not” to be sustained assuming examination by tax authorities. Management has analyzed the Funds’ tax positions, and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on returns filed for open tax years 2015–2017, or are expected to be taken in the Funds’ 2018 tax returns. The Funds identify their major tax jurisdictions as U.S. Federal, New York State, New York City and foreign jurisdictions where the Funds make significant investments; however, the Funds are not aware of any tax position for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months.

C. Foreign Currency Translations and Transactions—The accounting records of the International Fund are maintained in U.S. dollars. Portfolio securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars at the date of valuation. Purchases and sales of investment securities, dividend income and certain expenses are translated to U.S. dollars at the prevailing rates of exchange on the respective dates of such transactions.

The International Fund does not isolate that portion of gains and losses on investments which is due to changes in foreign exchange rates from that which is due to changes in market prices of the investments. These changes are included with the net realized and unrealized gains and losses from investments.

Net realized and unrealized gains and losses on foreign currency transactions include gains and losses from the sales of spot currency transactions and gains and losses on accrued foreign dividends and related withholding taxes.

D. Distributions to Shareholders—The Separate Accounts, which own the shares of the Funds, will receive all dividends and other distributions by the Funds. All dividends and distributions are reinvested by the Separate Accounts in additional shares of the distributing Funds. Distributions from net investment income and net realized capital gains are generally declared and paid annually on all Funds, except for the Government Cash Management Fund which declares dividends, if any, from the total of net investment income (plus or minus all realized short-term gains and losses on investments) daily and pays monthly. Dividends from net investment income and capital gain distributions are determined in accordance with income tax regulations which may differ from accounting principles generally accepted in the United States of America. These differences are primarily due to differing treatments for capital

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loss carryforwards, deferral of wash sale losses, late loss deferrals, post-October capital losses, net operating losses and foreign currency transactions.

E. Expense Allocation—Expenses directly charged or attributable to a Fund are paid from the assets of that Fund. General expenses of the Trust are allocated among and charged to the assets of each Fund on a fair and equitable basis, which may be based on the relative assets of each Fund or the nature of the services performed and relative applicability to each Fund.

F. Use of Estimates—The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of revenue and expense during the reporting period. Actual results could differ from those estimates.

G. Other—Security transactions are generally accounted for on the first business day following the date the securities are purchased or sold, except for financial reporting purposes which is trade date. Investments in securities issued on a when-issued or delayed delivery basis are generally reflected in the assets of the Funds on the first business day following the date the securities are purchased and the Funds segregate assets for these transactions. Cost of securities is determined and gains and losses are based on the identified cost basis for securities for both financial statement and federal income tax purposes. Dividend income is recorded on the ex-dividend date or for certain foreign dividends, as soon as the Fund becomes aware of the dividends. Interest income and estimated expenses are accrued daily. Bond discounts and premiums are accreted or amortized using the interest method. Interest income on zero coupon bonds and step bonds is accrued daily at the effective interest rate. Withholding taxes on foreign dividends have been provided in accordance with the Funds’ understanding of the applicable country’s tax rules and rates. The Bank of New York Mellon serves as custodian for the Funds and may provide credits against custodian charges based on uninvested cash balances of the Funds. For the six months ended June 30, 2018, the Funds received credits in the amount of $9,837. Some of the Funds reduced expenses through brokerage service arrangements. For the six months ended June 30, 2018, the Balanced Income, Equity Income, Growth & Income, Opportunity, Real Estate, Special Situations and Total Return Funds’ expenses were reduced by a total of $3,388 under these arrangements.

2. Trust Shares—The Trust is authorized to issue an unlimited number of shares of beneficial interest without par value. The Trust consists of the Funds listed on the cover page, each of which is a separate and distinct series of the Trust. Shares in the

133

 



Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

Funds are acquired through the purchase of variable annuity or variable life insurance contracts for which a Fund is an investment option.

3. Security Transactions —For the six months ended June 30, 2018, purchases and sales of securities and long-term U.S. Government obligations (excluding U.S. Treasury bills, short-term securities and foreign currencies) were as follows:

Long-Term U.S.
Securities Government Obligations
Cost of Proceeds Cost of Proceeds
Fund   Purchases   of Sales   Purchases   of Sales
Balanced Income $ 798,964 $ 1,108,362 $ $
Covered Call Strategy 10,538,757 7,211,692
Equity Income 30,466,692 31,007,370
Fund For Income 43,958,460 42,069,613
Government 4,428,870 8,702,578 4,297,638 665,668
Growth & Income 118,052,652 124,428,082
International 33,429,200 30,707,760
Investment Grade 17,969,841 18,012,035
Limited Duration Bond 4,422,983 3,938,596 199,148 296,887
Opportunity 13,177,785 12,267,751
Real Estate 634,116 872,378
Select Growth 8,365,629 6,858,873
Special Situations 55,856,245 53,318,727
Total Return 13,284,517 11,017,471 298,781

 

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At June 30, 2018, aggregate cost and net unrealized appreciation (depreciation) of securities for federal income tax purposes were as follows:

Net
Gross Gross Unrealized
Aggregate Unrealized Unrealized Appreciation
Fund    Cost    Appreciation    Depreciation   (Depreciation )
Balanced Income $ 6,203,302 $ 467,970 $ 235,024 $ 232,946
Covered Call Strategy 13,301,348 1,452,433 447,855 1,004,578
Equity Income 90,105,979 33,733,878 1,150,476 32,583,402
Fund For Income 102,616,457 835,532 2,271,652 (1,436,120 )
Government 28,368,097 52,061 682,540 (630,479 )
Growth & Income 313,571,835 186,643,741 4,194,650 182,449,091
International 115,530,704 42,956,475 3,213,233 39,743,242
Investment Grade 63,767,885 185,222 2,339,354 (2,154,132 )
Limited Duration Bond 7,493,735 3,153 199,758 (196,605 )
Opportunity 55,640,760 15,797,275 1,955,278 13,841,997
Real Estate 6,515,677 502,315 399,185 103,130
Select Growth 51,970,019 22,493,392 172,275 22,321,117
Special Situations 197,036,286 61,890,450 7,701,290 54,189,160
Total Return 42,242,128 5,829,232 1,112,350 4,716,882

 

4. Advisory Fee and Other Transactions With Affiliates—Certain officers of the Trust are officers of the Trust’s investment adviser, FIMCO, and its transfer agent, Foresters Investor Services, Inc. (“FIS”). Trustees of the Trust who are not officers or directors of FIMCO or its affiliates are remunerated by the Funds. For the six months ended June 30, 2018, total trustee fees accrued by the Funds amounted to $45,676.

The Investment Advisory Agreement provides as compensation to FIMCO for each Fund, an annual fee, payable monthly, at the rate of .75% on the first $250 million of each Fund’s average daily net assets, .72% on the next $250 million, .69% on the next $250 million, .66% on the next $500 million, declining by .02% on each $500 million thereafter, down to .60% on average daily net assets over $2.25 billion. For the six months ended June 30, 2018, FIMCO has voluntarily waived advisory fees in the amount of $5,136 on Balanced Income Fund, $20,775 on Government Fund, $48,077 on Investment Grade Fund and $5,224 on Limited Duration Bond Fund in order to limit the advisory fees on these Funds to .60% of their average daily net assets. For the period January 1, 2018 to May 31, 2018, the Government Cash Management Fund voluntarily waived advisory fees in the amount of $20,827 to limit the advisory fees to .60% of the Fund’s average daily net assets. Effective June 1, 2018, the Government Cash Management Fund entered into a contractual agreement to limit the Fund’s advisory fees to .60% of the Fund’s average daily net assets.

135

 



Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

For the period June 1, 2018 to June 30, 2018, the Government Cash Management Fund waived advisory fees in the amount of $4,874 under the agreement. For the six months ended June 30, 2018, total advisory fees accrued to FIMCO were $5,506,488 of which $104,913 was waived by FIMCO as noted above.

Ziegler Capital Management, LLC serves as investment subadviser to Covered Call Strategy Fund, Muzinich & Co., Inc. serves as investment subadviser to Balanced Income Fund, Fund For Income, Investment Grade Fund, Limited Duration Bond Fund and Total Return Fund. Vontobel Asset Management, Inc. serves as investment subadviser to International Fund and Smith Asset Management Group, L.P. serves as investment subadviser to Select Growth Fund. The subadvisers are paid by FIMCO and not by the Funds.

5. Restricted Securities—Certain restricted securities are exempt from the registration requirements under Rule 144A of the Securities Act of 1933 and may only be sold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid. These securities are valued as set forth in Note 1A. At June 30, 2018, the Fund For Income held one hundred eighty-six 144A securities with an aggregate value of $53,840,536 representing 52.2% of the Fund’s net assets, the Government Fund held two 144A securities with an aggregate value of $1,117,373 representing 4.1% of the Fund’s net assets, the Investment Grade Fund held seventeen 144A securities with an aggregate value of $6,644,180 representing 10.5% of the Fund’s net assets, the Limited Duration Bond Fund held eight 144A securities with an aggregate value of $1,453,643 representing 20.5% of the Fund’s net assets and the Total Return Fund held thirteen 144A securities with an aggregate value of $2,408,517 representing 5.1% of the Fund’s net assets.

6. Derivatives—Some of the Funds may invest in various derivatives. A derivative is a financial instrument which has a value that is based on—or “derived from”—the values of other assets, reference rates, or indices. The Funds may invest in derivatives for hedging purposes.

Derivatives may relate to a wide variety of underlying references, such as commodities, stocks, bonds, interest rates, currency exchange rates, and related indices. Derivatives include futures contracts and options on futures contracts, forward-commitment transactions, options on securities, caps, floors, collars, swap contracts, and other financial instruments. Some derivatives, such as futures contracts and certain options, are traded on U.S. commodity and securities exchanges, while other derivatives, such as swap contracts, are privately negotiated and entered into in the over-the-counter market (“OTC”). The risks associated with the use of derivatives are different from, and possibly greater than, the risks associated with investing directly in securities and other traditional investments.

136

 



The use of a derivative involves the risk that a loss may be sustained as a result of the insolvency or bankruptcy of the other party to the contract (usually referred to as a “counterparty”) or the failure of the counterparty to make required payments or otherwise comply with the terms of the contract. Additionally, the use of credit derivatives can result in losses if FIMCO, or a Fund’s subadviser, as applicable, does not correctly evaluate the creditworthiness of the issuer on which the credit derivative is based.

Derivatives may be subject to liquidity risk, which exists when a particular derivative is difficult to purchase or sell. If a derivative transaction is particularly large or if the relevant market is relatively illiquid (as is the case with many OTC derivatives), it may not be possible to initiate a transaction or liquidate a position at an advantageous time or price.

Derivatives may be subject to pricing or “basis” risk, which exists when a particular derivative becomes extraordinarily expensive relative to historical prices or the prices of corresponding cash market instruments. Under certain market conditions, it may not be economically feasible to initiate a transaction or liquidate a position in time to avoid a loss or take advantage of an opportunity.

Because many derivatives have leverage or borrowing components, adverse changes in the value or level of the underlying asset, reference rate, or index can result in a loss substantially greater than the amount invested in the derivative itself. Certain derivatives have the potential for unlimited loss, regardless of the size of the initial investment.

Like most other investments, derivative instruments are subject to the risk that the market value of the instrument will change in a way detrimental to the Funds’ interest. The Funds bear the risk that FIMCO will incorrectly forecast future market trends or the values of assets, reference rates, indices, or other financial or economic factors in establishing derivative positions for the Funds. If FIMCO attempts to use a derivative as a hedge against, or as a substitute for, a portfolio investment, the Funds will be exposed to the risk that the derivative will have or will develop an imperfect or no correlation with the portfolio investment. This could cause substantial losses for the Funds. While hedging strategies involving derivative instruments can reduce the risk of loss, they can also reduce the opportunity for gain or even result in losses by offsetting favorable price movements in other investments. Many derivatives, in particular OTC derivatives, are complex and often valued subjectively. Improper valuations can result in increased cash payment requirements to counterparties or a loss of value to a Fund.

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Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

The following provides more information on specific types of derivatives and activity in the Funds. The use of derivative instruments by certain of the Funds for the six months ended June 30, 2018 was related to the use of written options and futures contracts, as discussed further below.

Options Contracts—Some of the Funds may write covered call options on securities, derivative instruments, or currencies the Fund owns or in which it may invest. Writing call options tends to decrease a Fund’s exposure to the underlying instrument. When a Fund writes a call, an amount equal to the premium received is recorded as a liability and subsequently marked to market to reflect the current value of the option written. These liabilities are reflected as written options outstanding in the Statement of Assets and Liabilities. Payments received or made, if any, from writing options with premiums to be determined on a future date are reflected as such on the Statement of Assets and Liabilities. Premiums received from writing options which expire are treated as realized gains. Premiums received from writing options which are exercised or closed are added to the proceeds or offset against amounts paid on the underlying future, swap, security or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying future, swap, security or currency may be sold (call) or purchased (put) and, as a result, bears the market risk of an unfavorable change in the price of the future, swap, security or currency underlying the written option. The risk exists that a Fund may not be able to enter into a closing transaction because of an illiquid market. A premium paid by a Fund is included in its Statement of Assets and Liabilities as an investment and subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options which expire are treated as realized losses. The risk associated with purchasing put and call options is limited to the premium paid. Premiums paid for purchasing options which are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying future, swap, security or currency transaction to determine the realized gain or loss.

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The premium amount and the number of option contracts written by the Funds during the six months ended June 30, 2018, were as follows:

  Covered Call Strategy Equity Income
  Number of Premium Number of Premium
  Contracts Amount Contracts Amount
Options outstanding at        
December 31, 2017 (1,588 ) $ (152,375 ) $
Call options written (6,305 ) (740,607 ) (410 ) (44,091 )
Call options exercised 118 13,577
Call options purchased        
to cover 4,133 459,501
Call options expirations 2,097 192,836 242 22,174
Balance at June 30, 2018 (1,663 ) $ (240,645 ) (50 ) $ (8,340 )

 

Derivative Investment Holdings Categorized by Risk Exposure—The following table sets forth the fair value and the location in the Statement of Assets and Liabilities of the Funds’ derivative contracts by primary risk exposure as of June 30, 2018:

 

  Asset derivatives Liability derivatives
  Statement of Assets and   Statement of Assets and  
Risk exposure category Liabilities location Value Liabilities location Value
Options Contracts:        
Covered Call Strategy N/A N/A   Written options, at value   $ 155,871  
Equity Income N/A N/A   Written options, at value   $ 2,670  

 

The following table sets forth the Funds’ realized gain (loss), as reflected in the Statement of Operations, by primary risk exposure and by type of derivative contract for the six months ended June 30, 2018:

 

 
Risk exposure category Written options
Options Contracts:  
Covered Call Strategy $ (169,543 )
Equity Income $ 22,174  

 

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Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

The following table sets forth the Funds’ change in unrealized appreciation/(depreciation) by primary risk exposure and by type of derivative contract for the six months ended June 30, 2018:

 
Risk exposure category Option contracts
Covered Call Strategy $ 87,083
Equity Income $ 5,670

 

Futures Contracts—The Funds may enter into futures contracts including interest rate futures contracts and index futures, including futures on equity market indices and debt market indices. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Funds may use futures contracts to manage exposure to the stock market. Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations. Any open futures contracts at period end are presented in the Schedule of Investments under the caption “Futures Contracts”. The notional amount at value reflects each contract’s exposure to the underlying instrument or index at period end.

The Funds may enter into interest rate futures contracts on U.S. Treasury obligations and options thereon that are traded on a U.S. exchange. An interest rate futures contract provides for the future sale by one party and the purchase by another party of a specified amount of a particular financial instrument (debt security) at a specified price, date, time and place. Such investments may be used for, among other purposes, the purpose of hedging against changes in the value of a Fund’s portfolio securities due to anticipated changes in interest rates and market conditions. A public market exists for interest rate futures contracts covering a number of debt securities, including long-term U.S. Treasury Bonds, 10-year U.S. Treasury Notes and three-month U.S. Treasury Bills. No price is paid upon entering into futures contracts. Instead, upon entering into a futures contract, a Fund is required to deposit with its custodian

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in a segregated account in the name of the futures broker through which the transaction is effected an amount of cash or U.S. Government securities generally equal to 3%–5% or less of the contract value. This amount is known as “initial margin.”

An option on an interest rate futures contract generally gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The Funds may purchase put and call options on interest rate futures contracts on U.S. Treasury obligations which are traded on a U.S. exchange as a hedge against changes in interest rates, and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee such closing transactions can be effected. When writing a call or put option on a futures contract, margin also must be deposited in accordance with applicable exchange rules. Initial margin on futures contracts is in the nature of a performance bond or good-faith deposit that is returned to a Fund upon termination of the transaction, assuming all obligations have been satisfied. Under certain circumstances, such as periods of high volatility, a Fund may be required by an exchange to increase the level of its initial margin payment. Subsequent payments, called “variation margin,” to and from the broker, are made on a daily basis as the value of the futures position varies, a process known as “marking to market.” Variation margin does not involve borrowing to finance the futures transactions, but rather represents a daily settlement of a Fund’s obligation to or from a clearing organization. A Fund is also obligated to make initial and variation margin payments when it writes options on futures contracts.

To the extent that a Fund participates in the futures or options markets, it will incur investment risks and transaction costs to which it would not be subject absent the use of these strategies. The use of these strategies involves certain special risks, including: (1) dependence on the ability of the Funds’ investment adviser, FIMCO, or a Fund’s subadviser, as applicable, to predict correctly movements in the direction of interest rates and securities prices; (2) imperfect correlation between the price of futures contracts and options thereon and movements in the prices of the securities or currencies being hedged; (3) the fact that skills needed to use these strategies are different from those needed to select portfolio securities; (4) the leverage (if any) that is created by investing in the option or futures contract; and (5) the possible absence of a liquid secondary market for any particular instrument at any time. If FIMCO’s, or a Fund’s subadviser, as applicable, prediction of movements in the direction of the securities and interest rate markets is inaccurate, the adverse consequences to that Fund may leave it in a worse position than if such strategies were not used. Derivatives may be difficult to sell, unwind or value.

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Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

 
  Statement of Operations
  Realized gain (loss) in
Futures Contracts value of investments
Balanced Income $ 19,879
Limited Duration Bond $ (135 )

 

The following table summarizes the value of the Funds’ interest rate futures contracts held as of June 30, 2018, and the related location in the accompanying Statement of Operations.

 

 
  Statement of Operations
  Unrealized appreciation in
Futures Contracts value of investments
Balanced Income $ 2,507

 

7. High Yield Credit Risk—The investments of Balanced Income Fund, Fund For Income, Investment Grade Fund, Limited Duration Bond Fund and Total Return Fund in high yield securities, whether rated or unrated, may be considered speculative and subject to greater market fluctuations and risks of loss of income and principal than lower-yielding, higher-rated, fixed-income securities. The risk of loss due to default by the issuer may be significantly greater for the holders of high-yielding securities, because such securities are generally unsecured and are often subordinated to other creditors of the issuer.

8. Litigation—The Blue Chip and Equity Income Funds have been named, and have received notice that they may be putative members of the proposed defendant class of shareholders, in a lawsuit filed in the United States Bankruptcy Court for the District of Delaware on November 1, 2010, by the Official Committee of Unsecured Creditors of Tribune Company (the “Committee”). The Committee is seeking to recover all payments made to beneficial owners of common stock in connection with a leveraged buyout of the Tribune Company (“LBO”), including payments made in connection with a 2007 tender offer into which the Blue Chip and Equity Income Funds tendered their shares of common stock of the Tribune Company. On December 9, 2011, the Blue Chip Fund was reorganized into the Growth & Income Fund pursuant to a Plan of Reorganization and Termination, whereby all of the assets of the Blue Chip Fund were transferred to the Growth & Income Fund, the Growth & Income Fund assumed all of the liabilities of the Blue Chip Fund, including any contingent liabilities with respect to pending or threatened litigation or actions, and shareholders of Blue Chip Fund became shareholders of Growth & Income Fund. The adversary proceeding brought by the Committee has been transferred to the Southern District of New York

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and administratively consolidated with other similar suits as discussed below. In addition, on June 2, 2011, the Blue Chip and Equity Income Funds were named as defendants in a lawsuit brought in connection with the Tribune Company’s LBO by Deutsche Bank Trust Company Americas, in its capacity as successor indenture trustee for a certain series of Senior Notes, Law Debenture Trust Company of New York, in its capacity as successor indenture trustee for a certain series of Senior Notes, and Wilmington Trust Company, in its capacity as successor indenture trustee for the PHONES Notes (together, the “Bondholder Plaintiffs”) in the Supreme Court of the State of New York. The Blue Chip and Equity Income Funds have also been named in a similar suit filed on behalf of participants in Tribune defined-compensation plans (the “Retiree Plaintiffs”). As with the Bondholder Plaintiffs and the Committee, the Retiree Plaintiffs seek to recover payments of the proceeds of the LBO. (All of these suits have been removed to the United States District Court for the Southern District of New York and administratively consolidated with other substantially similar suits against other former Tribune shareholders (the “MDL Proceeding”)). On September 23, 2013, the Judge in the MDL Proceeding dismissed various state law constructive fraudulent transfer suits, resulting in the Funds being dismissed from the Bondholder and Retiree Plaintiffs’ actions. On March 24, 2016, the Second Circuit Court of Appeals affirmed the MDL Judge’s dismissal of the various state law constructive fraudulent transfer suits. In September 2016, the Bondholder and Plaintiffs petitioned the U.S. Supreme Court to review the Second Circuit’s decision. The Supreme Court has not yet ruled on that request. On January 9, 2017, the Tribune MDL judge granted the defendants’ motion to dismiss the Committee lawsuit alleging a single claim for intentional fraudulent transfer. An appeal of that decision to the Second Circuit is expected, but has not yet been made. The extent of the Funds’ potential liability in any such actions has not been determined. The Funds have been advised by counsel that the Funds could be held liable to return all or part of the proceeds received in any of these actions, as well as interest and court costs, even though the Funds had no knowledge of, or participation in, any misconduct. The Equity Income Fund received proceeds of $376,754 in connection with the LBO, representing .30% of its net assets as of June 30, 2018. The Blue Chip Fund received proceeds of $288,456 in connection with the LBO, representing .06% of the net assets of Growth & Income Fund as of June 30, 2018. The Equity Income and Growth & Income Funds cannot predict the outcomes of these proceedings, and thus have not accrued any of the amounts sought in the various actions in the accompanying financial statements.

9. Name Change—Effective January 31, 2018, the First Investors Limited Duration High Quality Bond Fund changed its name to First Investors Limited Duration Bond Fund. The purpose of the name change is to reflect some changes in its investment strategies.

143

 



Notes to Financial Statements (continued)
FIRST INVESTORS LIFE SERIES FUNDS
June 30, 2018

10. Reorganizations of Government Fund into Limited Duration Bond Fund and Balanced Income Fund into Total Return Fund—On April 19, 2018: (a) the Board of Trustees (the “Board”) of First Investors Life Series Funds (the “Trust”) approved a Plan of Reorganization and Termination (the “Plan”) pursuant to which First Investors Life Series Government Fund (“Government Fund”), a series of the Trust, would be reorganized into First Investors Life Series Limited Duration Bond Fund (“Limited Duration Bond Fund”), also a series of the Trust; and (b) the Board of the Trust approved a Plan of Reorganization and Termination (the “Plan”) pursuant to which First Investors Life Series Balanced Income Fund (“Balanced Income Fund”), a series of the Trust, would be reorganized into First Investors Life Series Total Return Fund (“Total Return Fund”), a series of the Trust. Each of these transactions is referred to as a Reorganization.

Reorganization of Government Fund into Limited Duration Bond Fund

Pursuant to the Plan, shares of Government Fund held by each shareholder of Government Fund will be exchanged for shares of Limited Duration Bond Fund with the same aggregate net asset value as the shareholder had in Government Fund as of the scheduled close of regular trading on the New York Stock Exchange on the closing date of the Reorganization. Upon the completion of the Reorganization, shareholders of Government Fund will become shareholders of Limited Duration Bond Fund and Government Fund will then be terminated. The Reorganization is expected to occur during the third quarter of 2018. A shareholder vote is not required to reorganize Government Fund into Limited Duration Bond Fund. Government Fund shareholders will receive, prior to the Reorganization, a Prospectus and Information Statement that will describe, among other things, the investment objectives, policies and risks of each Fund in the Reorganization and the terms of the Plan. Government Fund will continue sales, redemptions and exchanges of its shares as described in its prospectus until the closing date of the Reorganization.

Reorganization of Balanced Income Fund into Total Return Fund

Shareholders of Balanced Income Fund will be asked to consider and approve the Plan at a special meeting of shareholders expected to be held during the third calendar quarter of 2018. Balanced Income Fund shareholders will receive, prior to the shareholder meeting, a Prospectus and Proxy Statement that will describe, among other things, the investment objectives, policies and risks of each Fund in the Reorganization and the terms of the Plan. If the Plan is approved by shareholders of Balanced Income Fund, the Reorganization will take place during the third or fourth calendar quarter of 2018 and, pursuant to the Agreement, shares of Balanced Income Fund held by each shareholder of Balanced Income Fund will be exchanged for

144

 



shares of Total Return Fund with the same aggregate net asset value as the shareholder had in Balanced Income Fund as of the scheduled close of regular trading on the New York Stock Exchange on the closing date of the Reorganization. Upon the completion of the Reorganization, shareholders of Balanced Income Fund will become shareholders of Total Return Fund and Balanced Income Fund will then be terminated. Balanced Income Fund will continue sales, redemptions and exchanges of its shares as described in its prospectus until the closing date of the Reorganization.

The exchange of shares in each Reorganization is intended to be a tax-free transaction for federal income tax purposes and, as such, is not expected to be considered a taxable event. It is anticipated that no sales loads, commissions or other transaction fees will be imposed on shareholders of Government Fund or Balanced Income Fund in connection with the Reorganizations.

11. Plan of Liquidation and Termination of First Investors Real Estate Fund—On May 17, 2018, the Board of Trustees of the First Investors Life Series Funds (the “Trust”), upon the recommendation of Foresters Investment Management Company, Inc., the investment adviser for each series of the Trust, approved a plan to liquidate and terminate (the “Liquidation”) the First Investors Life Series Real Estate Fund (the “Fund”), a series of the Trust. The Liquidation was completed on August 17, 2018 (the “Liquidation Date”). A shareholder vote was not required to approve the Liquidation.

A letter was sent to Contract holders, setting forth various options and instructions with respect to the Liquidation and the distribution of their redemption proceeds. Any Contract value of the Fund outstanding on the Liquidation Date was automatically reallocated to the Government Cash Management Fund. The Contract holder will have an additional 60 days from the Liquidation Date to reallocate without counting against their yearly contractual limits. A final reminder letter will be mailed approximately 30 days prior to the expiration of this offer.

The liquidation is not expected to be a taxable event for the Fund or for holders of a Contract. Contract holders should consult their tax advisors regarding the tax treatment of the Liquidation.

12. Subsequent Events—Subsequent events occurring after June 30, 2018 have been evaluated for potential impact to this report through the date the financial statements were issued. There were no subsequent events to report that would have a material impact on the Funds’ financial statements.

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Financial Highlights
FIRST INVESTORS LIFE SERIES FUNDS

The following table sets forth the per share operating performance data for a trust share outstanding,
total return, ratios to average net assets and other supplemental data for each fiscal year ended
December 31 except as otherwise indicated.

                                       
             P E R  S H A R E  D A T A               R A T I O S / S U P P L E M E N T A L  D A T A       
            Less Distributions               Ratio to Average Net    
      Investment Operations from           Ratio to Average Assets Before Expenses    
                        Net Assets** Waived or Assumed    
  Net Asset   Net Realized         Net Asset          
    Value, Net and Unrealized Total from Net Net   Value,   Net Assets Expenses Net   Net Portfolio
  Beginning Investment Gain (Loss) on Investment Investment Realized Total End Total End of Period Before Fee Investment   Investment Turnover
    of Period   Income   Investments    Operations   Income   Gains   Distributions   of Period   Return *   (in millions )   Credits ***  Income (Loss )  Expenses ***  Income (Loss ) Rate  
 
BALANCED INCOME FUND                              
2015(f) $10.00 $ — (a) $ (.17 ) $ (.17 ) $ — $ — $ — $ 9.83 (1.70 )%†† $ 5 3.10 %† (.70 )%†  3.25 %†  (.85 )%† 26 %††
2016 9.83 .13 (a) .53 .66 10.49 6.71 9 1.51 1.31 1.66 1.16   101
2017 10.49 .22 (a) .77 .99 .12 .12 .24 11.24 9.57 7 1.00 2.05 1.15 1.90   79
2018(j) 11.24    .09 (a) (.48 ) (.39 ) .27   .29   .56   10.29   (3.53 )†† 7   1.65 1.78 1.80 1.63   12 ††
 
COVERED CALL STRATEGY FUND                            
2016(d) $10.00 $.07 (a) $ .46 $ .53 $ — $ — $10.53 5.30 %†† $ 10 1.73 %† .97 %† N/A N/A   96 %††
2017 10.53 .14 (a) 1.02 1.16 .04 .04 11.65 11.07 11 1.06 1.26 N/A N/A   143
2018(j) 11.65   .07 (a) (.36 ) $(.29 ) .13     .13   11.23   (2.52 )†† 14   1.03 1.24 N/A   N/A   57 ††
 
EQUITY INCOME FUND                              
2013 $16.36 $.36 $4.55 $4.91 $.38 $ — $ .38 $20.89 30.53 % $ 99 .82 % 1.97 % N/A N/A   31 %
2014 20.89 .35 1.28 1.63 .36 .87 1.23 21.29 8.26 110 .81 1.76 N/A N/A   25
2015 21.29 .40 (a) (.58 ) (.18 ) .35 .75 1.10 20.01 (1.03 ) 107 .81 1.97 N/A N/A   24
2016 20.01 .42 (a) 2.03 2.45 .40 .70 1.10 21.36 13.28 117 .81 2.09 N/A N/A   20
2017 21.36 .40 (a) 2.81 3.21 .42 .51 .93 23.64 15.52 130 .80 1.81 N/A N/A   18
2018(j) 23.64   .22 (a) (.54 ) (.32 ) .43   .69   1.12   22.20   (1.35 )†† 126   .81 1.94 N/A   N/A   25 ††
 
FUND FOR INCOME                                
2013 $ 6.81 $.36 $ .09 $ .45 $.42 $ .42 $ 6.84 6.88 % $ 95 .88 % 5.37 % N/A N/A   56 %
2014 6.84 .34 (.28 ) .06 .37 .37 6.53 .79 99 .85 4.88 N/A N/A   41
2015 6.53 .30 (a) (.40 ) (.10 ) .36 .36 6.07 (1.85 ) 95 .86 4.86 N/A N/A   45
2016 6.07 .30 (a) .34 .64 .35 .35 6.36 11.12 101 .89 4.85 N/A N/A   56
2017 6.36 .30 (a) .12 .42 .33 .33 6.45 6.82 106 .89 4.70 N/A N/A   66
2018(j) 6.45   .15 (a) (.19 ) (.04 ) .33     .33   6.08   (.62 )†† 103   .89 4.97 N/A   N/A   41 ††
 
GOVERNMENT FUND                              
2013 $10.42 $.18 $ (.43 ) $ (.25 ) $.27 $ .27 $ 9.90 (2.47 )% $ 30 .76 % 1.76 % .91 % 1.61 % 118 %
2014 9.90 .18 .13 .31 .26 .26 9.95 3.14 31 .74 1.82 .89 1.67   103
2015 9.95 .16 (a) (.15 ) .01 .23 .23 9.73 .04 30 .75 1.62 .90 1.47   87
2016 9.73 .14 (a) (.09 ) .05 .21 .21 9.57 .48 29 .75 1.38 .90 1.23   95
2017 9.57 .15 (a) (.01 ) .14 .18 .18 9.53 1.53 28 .75 1.58 .90 1.43   42
2018(j) 9.53   .06 (a) (.20 ) (.14 ) .18     .18   9.21   (1.43 )†† 27    .88 1.30 1.03 1.15 32 ††

 

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Financial Highlights (continued)
FIRST INVESTORS LIFE SERIES FUNDS

 
  P E R  S H A R E  D A T A   R A T I O S / S U P P L E M E N T A L  D A T A
          Less Distributions               Ratio to Average Net  
    Investment Operations from         Ratio to Average     Assets Before Expenses   
                      Net Assets ** Waived or Assumed  
  Net Asset Net Net Realized         Net Asset             Net  
  Value, Investment and Unrealized  Total from  Net Net   Value,   Net Assets Expenses   Net Investment Portfolio 
  Beginning Income Gain (Loss) on  Investment Investment  Realized  Total End Total End of Period  Before Fee Investment   Income Turnover 
  of Period   (Loss Investments   Operations   Income   Gains   Distributions   of Period   Return * (in millions ) Credits *** Income (Loss )   Expenses *** (Loss)    Rate  
 
GOVERNMENT CASH MANAGEMENT FUND(e)                          
2013 $ 1.00 $ — $ — $ — $ 1.00 .00 % $ 11 .10 %(b) .00 % .99 % (.89 )% N/A
2014 1.00 1.00 .00 10 .08 (b) .00 .99 (.91 ) N/A
2015 1.00 (a) 1.00 .00 14 .13 (b) .00 1.09 (.96 ) N/A
2016 1.00 (a) 1.00 .00 10 .38 (b) .00 1.15 (.78 ) N/A
2017 1.00 (a) .00 (c) .00 (c) 1.00 .26 9 .60 (b) .25 1.19 (.34 ) N/A
2018(j) 1.00   (a)     .00 (c)   .00 (c) 1.00   .48 †† 9   .60 (b)† .97   1.20 .37 N/A  
 
GROWTH & INCOME FUND                              
2013 $33.08 $ .53 $11.89 $12.42 $.61 $ — $ .61 $44.89 38.06 % $474 .79   1.34 % N/A N/A 23 %
2014 44.89 .54 2.82 3.36 .53 .29 .82 47.43 7.65 493 .78   1.18 N/A N/A 21
2015 47.43 .60 (a) (1.87 ) (1.27 ) .55 2.50 3.05 43.11 (3.12 ) 457 .78   1.33 N/A N/A 23
2016 43.11 .69 (a) 3.08 3.77 .61 2.09 2.70 44.18 9.88 475 .79   1.67 N/A N/A 21
2017 44.18 .66 (a) 7.09 7.75 .71 1.77 2.48 49.45 18.28 532 .78   1.45 N/A N/A 17
2018(j) 49.45    .36 (a) (1.43 ) (1.07 ) .68   2.17   2.85   45.53   (2.25 )†† 504   .76 1.53   N/A    N/A    24 ††
 
INTERNATIONAL FUND                              
2013 $19.57 $ .24 $ 1.08 $ 1.32 $.27 $ — $ .27 $20.62 6.77 % $128 .92   1.21 N/A N/A 35%
2014 20.62 .23 .26 .49 .23 .23 20.88 2.39 131 .92   1.10 N/A N/A 28
2015 20.88 .26 (a) .47 .73 .23 .23 21.38 3.49 134 .87   1.22 N/A N/A 27
2016 21.38 .27 (a) (1.17 ) (.90 ) .26 .26 20.22 (4.20 ) 124 .87   1.28 N/A N/A 37
2017 20.22 .22 (a) 6.38 6.60 .25 .25 26.57 32.96 160 .84   .90 N/A N/A 29
2018(j) 26.57   .18 (a) (.56 ) (.38 ) .21   1.20    1.41    24.78    (1.42 )†† 158     .86 1.41     N/A   N/A   20 ††
 
INVESTMENT GRADE FUND                              
2013 $11.57 $ .42 $ (.51 ) $ (.09 ) $.45 $ .45 $11.03 (.80 )% $ 59 .70%   3.49 % .85 % 3.34 % 39 %
2014 11.03 .42 .21 .63 .46 .46 11.20 5.86 63 .69   2.78 .84 2.63 45
2015 11.20 .34 (a) (.37 ) (.03 ) .47 .47 10.70 (.35 ) 62 .68   3.12 .83 2.97 37
2016 10.70 .33 (a) .15 .48 .45 .45 10.73 4.65 64 .68   3.02 .83 2.87 40
2017 10.73 .31 (a) .18 .49 .42 .42 10.80 4.72 66 .68   2.93 .83 2.78 60
2018(j) 10.80   .15 (a) (.45 ) (.30 ) .40     .40   10.10   (2.80 )†† 64   .69 2.99    .84 2.84 29
 
LIMITED DURATION BOND FUND (i)                            
2014(h)  $10.00 $(.13 ) $ (.13 ) $ (.26 ) $ — $ — $ 9.74 (2.60 )%†† $ 3 5.82 %† (4.25 )%†  5.97 %† (4.40 )%† 11 %††
2015 9.74 .01 (a) (.06 ) (.05 ) 9.69 (.51 ) 6 1.44   .11 1.59 (.04 ) 94
2016 9.69 (.03 )(a) .09 .06 .09 .09 9.66 .64 8 1.06   (.34 ) 1.21 (.49 ) 78
2017 9.66 .10 (a) .02 .12 .17 .17 9.61 1.26 7 1.01   1.09 1.16 .94 82
2018(j) 9.61   .05 (a) (.14 ) (.09 ) .25     .25   9.27   (.97 )†† 7   1.26   1.03    1.41 .88† 62 ††

 

148 149

 



Financial Highlights (continued)
FIRST INVESTORS LIFE SERIES FUNDS

                                         
          P E R  S H A R E  D A T A               R A T I O S / S U P P L E M E N T A L  D A T A          
          Less Distributions               Ratio to Average Net  
    Investment Operations from         Ratio to Average Assets Before Expenses  
                      Net Assets** Waived or Assumed  
  Net Asset Net Net Realized         Net Asset                
  Value, Investment and Unrealized Total from Net Net   Value,   Net Assets Expenses   Net   Net  Portfolio
  Beginning Income Gain (Loss) on Investment Investment Realized Total End Total End of Period Before Fee Investment   Investment Turnover
  of Period   (Loss ) Investments    Operations   Income   Gains   Distributions   of Period   Return * (in millions ) Credits ***    Income (Loss )  Expenses *** Income   Rate  
 
OPPORTUNITY FUND                              
2013 $10.06 $(.04 ) $4.06 $4.02 $ — $ — $ — $14.08 39.96 % $ 14 2.28 % (.79 )% N/A N/A 32 %
2014 14.08 .03 .78 .81 .01 .01 14.88 5.73 27 1.01   .31 N/A N/A 31
2015 14.88 .08 (a) (.20 ) (.12 ) .03 .03 14.73 (.81 ) 40 .89   .53 N/A N/A 45
2016 14.73 .12 (a) 1.09 1.21 .07 .07 15.87 8.26 53 .87   .83 N/A N/A 31
2017 15.87 .10 (a) 2.90 3.00 .11 .11 18.76 19.00 70 .84   .59 N/A N/A 30
2018(j) 18.76   .06 (a) (.14 ) (.08 ) .10   .24   .34   18.34   (0.39 )†† 71   .83    .70 N/A   N/A   18 ††
 
REAL ESTATE FUND                              
2015(g) $10.00 $ .09 (a) $ .06 $ .15 $ — $ — $ — $10.15 1.50 %†† $ 5 2.27 %†   1.40 %† N/A N/A 17 %††
2016 10.15 .18 (a) .48 .66 .07 .06 .13 10.68 6.57 8 1.34   1.72 N/A N/A 39
2017 10.68 .33 (a) (.19 ) .14 .15 .23 .38 10.44 1.27 7 1.11   3.18 N/A N/A 43
2018(j) 10.44   .17 (a) (.08 ) .09   .19     .19   10.34   1.07 †† 7   1.23    3.56 N/A   N/A   10 ††
 
SELECT GROWTH FUND                              
2013 $ 9.58 $ .04 $3.12 $3.16 $.05 $ — $ .05 $12.69 33.15 % $ 35 .85 %   .43 % N/A N/A 64 %
2014 12.69 .05 1.66 1.71 .05 .01 .06 14.34 13.53 44 .83   .43 N/A N/A 37
2015 14.34 .09 (a) .38 .47 .05 .78 .83 13.98 3.21 48 .83   .65 N/A N/A 43
2016 13.98 .08 (a) .36 .44 .09 .96 1.05 13.37 4.04 52 .83   .61 N/A N/A 64
2017 13.37 .06 (a) 3.97 4.03 .08 1.45 1.53 15.87 32.80 70 .81   .40 N/A N/A 52
2018(j) 15.87   .02 (a) .91   .93   .06   1.15   1.21   15.59   6.07 †† 75   .81   .31 N/A    N/A   10 ††
 
SPECIAL SITUATIONS FUND                              
2013 $31.57 $ .19 $9.11 $9.30 $.34 $1.56 $1.90 $38.97 30.88 % $201 .82 %   .53 % N/A N/A 108 %
2014 38.97 .22 1.82 2.04 .18 6.61 6.79 34.22 6.30 209 .80   .66 N/A N/A 41
2015 34.22 .18 (a) (.27 ) (.09 ) .22 1.51 1.73 32.40 (.52 ) 202 .80   .52 N/A N/A 46
2016 32.40 .33 (a) 4.28 4.61 .18 2.19 2.37 34.64 16.10 224 .81   1.06 N/A N/A 31
2017 34.64 .15 (a) 6.06 6.21 .33 .44 .77 40.08 18.26 256 .80   .40 N/A N/A 38
2018(j) 40.08   .14 (a) .20   .34   .18   5.10   5.28   35.14   1.56 †† 255   .79 †    .77 †   N/A   N/A   22 ††

 

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Financial Highlights (continued)
FIRST INVESTORS LIFE SERIES FUNDS

                                         
          P E R  S H A R E  D A T A               R A T I O S / S U P P L E M E N T A L  D A T A       
            Less Distributions             Ratio to Average Net  
    Investment Operations from         Ratio to Average Assets Before Expenses  
                        Net Assets ** Waived or Assumed  
  Net Asset     Net Realized         Net Asset              
  Value, Net  and Unrealized Total from Net Net   Value,   Net Assets Expenses Net   Net Portfolio
  Beginning Investment Gain (Loss) on    Investment   Investment Realized Total End Total End of Period Before Fee Investment   Investment Turnover
  of Period   Income    Investments    Operations   Income   Gains   Distributions   of Period   Return * (in millions)   Credits *** Income   Expenses *** Income   Rate  
 
TOTAL RETURN FUND                              
2013 $ 9.93 $ —   $1.69 $1.69 $ — $ — $ — $11.62 17.02 % $13 1.93 % .16 % N/A N/A 14 %
2014 11.62 .09   .60 .69 .01 .01 12.30 5.97 29 .96 .96 N/A N/A 53
2015 12.30 .15 (a)  (.34 ) (.19 ) .13 .13 11.98 (1.61 ) 37 .89 1.20 N/A N/A 39
2016 11.98 .18 (a)  .59 .77 .17 .17 12.58 6.62 40 .89 1.45 N/A N/A 67
2017 12.58 .18 (a)  1.28 1.46 .21 .21 13.83 11.75 48 .86 1.39 N/A N/A 48
2018(j) 13.83   .11 (a) (.46 ) (.35 ) .22   .07   .29   13.19   (2.56 )†† 47   .90 1.65 N/A   N/A   24 ††

 

* The effect of fees and charges incurred at the separate account level are not reflected in these
performance figures.
** Net of expenses waived or assumed by the investment adviser (Note 4).
*** The ratios do not include a reduction of expenses from cash balances maintained with the Bank of
New York Mellon or from brokerage service arrangements (Note 1G).
Annualized
†† Not annualized
(a) Based on average shares during the period.
(b) For each of the periods shown, FIMCO voluntarily waived advisory fees to limit the Fund’s overall
expense ratio to .60% and waived additional advisory fees and assumed other expenses to prevent a
negative yield on the Funds’ shares (Note 4).
(c) Due to rounding, amount is less than .005 per share.
(d) For the period May 2, 2016 (commencement of operations) to December 31, 2016.
(e) Prior to October 3, 2016, known as Cash Management Fund.
(f) For the period November 2, 2015 (commencement of operations) to December 31, 2015.
(g) For the period May 1, 2015 (commencement of operations) to December 31, 2015.
(h) For the period July 1, 2014 (commencement of operations) to December 31, 2014.
(i) Prior to January 31, 2018, known as Limited Duration High Quality Bond Fund.
(j) For the period January 1, 2018 to June 30, 2018.

 

  See notes to financial statements  
152   153

 



Report of Independent Registered Public Accounting Firm

To the Shareholders and Board of Trustees of
First Investors Life Series Funds

Opinion on the Financial Statements

We have audited the accompanying statement of assets and liabilities of Balanced Income Fund, Covered Call Strategy Fund, Equity Income Fund, Fund For Income, Government Fund, Government Cash Management Fund, Growth & Income Fund, International Fund, Investment Grade Fund, Limited Duration Bond Fund, Opportunity Fund, Real Estate Fund, Select Growth Fund, Special Situations Fund and Total Return Fund (the “Funds”), each a series of First Investors Life Series Fund (the “Trust”), including the portfolio of investments, as of June 30, 2018, the related statement of operations, the statements of changes in net assets, and financial highlights for each of the periods indicated thereon, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Funds as of June 30, 2018, the results of their operations, the changes in their net assets and their financial highlights for each of the periods indicated thereon, in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. We have served as the auditor of one or more of the funds in the First Investors Family of Funds since 1978.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Funds are not required to have, nor were we engaged to perform, an audit of the Funds’ internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we express no such opinion.

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Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of June 30, 2018 by correspondence with the custodian and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

Tait, Weller & Baker LLP

 

Philadelphia, Pennsylvania
August 28, 2018

 

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Board Considerations of Advisory Contracts and Fees
FIRST INVESTORS LIFE SERIES FUNDS

Consideration of the Sub-Advisory Agreement with Muzinich & Co., Inc. with respect to the Total Return Fund, Investment Grade Fund, Limited Duration High Quality Bond Fund and Balanced Income Fund

At the November 16, 2017 meeting (the “November Meeting”) of the Board of Trustees (the “Board” or the “Trustees”) of the First Investors Life Series Funds (the “Trust”), the Board, including a majority of Board members who are not interested persons of the Trust under the Investment Company Act of 1940, as amended (the “Independent Trustees”), discussed and approved, for the Total Return Fund, Investment Grade Fund, Limited Duration High Quality Bond Fund and Balanced Income Fund (each, a “Fund” and collectively, the “Funds”), the sub-advisory agreement (the “Sub-Advisory Agreement”) with Muzinich & Co., Inc. (the Sub-Adviser”).

The Trustees were provided with materials relating to the proposed appointment of the Sub-Adviser by Foresters Investment Management Company, Inc. (“FIMCO”), the Funds’ investment adviser, and by the Sub-Adviser in advance of and at the November Meeting. The Trustees also met in person with senior officers of FIMCO, Trust counsel, independent legal counsel to the Independent Trustees (“Independent Legal Counsel”) and others to receive information on, and discuss the approval of, the Sub-Advisory Agreement. The material factors and conclusions that formed the basis for the approval of the Sub-Advisory Agreement are discussed below.

In making their determinations, the Trustees took into account management style, investment strategies, investment philosophy and process, the Sub-Adviser’s past performance and the Sub-Adviser’s personnel that would be providing services to the Funds. In evaluating the Sub-Advisory Agreement, the Trustees also reviewed information provided by FIMCO and the Sub-Adviser, including the terms of the Sub-Advisory Agreement and information regarding fee arrangements, including the structure of the sub-advisory fee, the method of computing fees, and the frequency of payment of fees. In addition, the Trustees reviewed, among other things, information regarding the Sub-Adviser’s investment program for implementing a high yield strategy for a portion of each Fund’s assets and compliance program. The Board also considered information provided by the Sub-Adviser in connection with the renewal of its sub-advisory agreement with respect to other funds in the First Investors fund complex a few months prior to the November Meeting.

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After discussion and consideration among themselves, and with FIMCO, Trust counsel and Independent Legal Counsel, including during an executive session with Independent Legal Counsel held the day before the November Meeting, the Trustees concluded as follows with respect to the Sub-Advisory Agreement:

• The nature and extent of the investment sub-advisory services to be provided to the Funds by the Sub-Adviser was consistent with the terms of the Sub-Advisory Agreement;

• The prospects for satisfactory investment performance of the Funds’ high yield strategy were reasonable;

• FIMCO and not the Funds would pay the subadvisory fees of the Sub-Adviser and therefore, there would be no change to the overall advisory fees charged to the Funds by FIMCO;

• The Sub-Adviser had agreed to a fee schedule that included breakpoints to reflect economies of scale, although the Board noted that reduced sub-advisory fees would benefit FIMCO and not the Funds since FIMCO pays the Sub-Adviser out of its investment advisory fees;

• The cost of services to be provided by the Sub-Adviser to the Funds and the profits realized by the Sub-Adviser from its relationship with the Funds would be assessed when the Trustees first consider the renewal of the Sub-Advisory Agreement; and

• The Sub-Adviser does not utilize any soft dollar arrangements or receive other “fall out” or ancillary benefits from its services to the Funds.

Based on all relevant information and factors, none of which was individually determinative of the outcome, the Board, including a majority of the Independent Trustees, concluded that the approval of the Sub-Advisory Agreement was in the best interests of each Fund and its shareholders and unanimously approved such Agreement.

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Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

Annual Consideration of the Investment Advisory Agreements and the Sub-Advisory Agreements with Muzinich & Co., Inc., Smith Group Asset Management, LP, Vontobel Asset Management, Inc. and Ziegler Capital Management, LLC

The First Investors Life Series Funds’ (the “Trust”) investment advisory agreements with the Trust’s investment adviser and, as applicable, sub-advisers, on behalf of each of the Trust’s funds, can remain in effect after an initial term of no greater than two years only if they are renewed at least annually thereafter (i) by the vote of the Trustees or by a vote of the shareholders of each fund and (ii) by the vote of a majority of the Trustees who are not parties to the advisory agreement (and sub-advisory agreements, as applicable) or “interested persons” of any party thereto (the “Independent Trustees”), cast in person at a meeting called specifically for the purpose of voting on such approval.

The Board of Trustees (the “Board”) has six regularly scheduled meetings each year and takes into account throughout the year matters bearing on the approval of the advisory agreement (and sub-advisory agreements, as applicable). In particular, the Board and its standing committees also consider at each meeting at least certain of the factors that are relevant to the annual renewal of each fund’s advisory agreement (and sub-advisory agreements, as applicable), including investment performance, sub-adviser updates and reviews, reports with respect to brokerage and portfolio transactions, use of soft dollars for research products and services, portfolio turnover rates, risk management (including as it relates to cybersecurity risk), compliance monitoring, and the services and support provided to each fund and its shareholders. In addition, the Board meets with representatives of each sub-adviser in person at least once per year.

On April 18-19, 2018 (the “April Meeting”), the Independent Trustees met in person with senior management personnel of Foresters Investment Management Company, Inc. (“FIMCO”), the Trust’s investment adviser, Trust counsel, independent legal counsel to the Independent Trustees (“Independent Legal Counsel”) and others to give preliminary consideration to information bearing on the continuation of the advisory agreement (and sub-advisory agreement, as applicable) with respect to each fund. The primary purpose of the April Meeting was to ensure that the Independent Trustees had ample opportunity to consider matters they deemed relevant in determining whether to continue the advisory agreement (or sub-advisory agreements, as applicable), and to request any additional information they considered reasonably necessary to their deliberations. The Independent Trustees also met in executive session with Independent Legal Counsel on April 18, 2018, immediately prior to and during the April Meeting, to consider the continuation of the advisory agreement (or sub-advisory agreements, as applicable) outside the presence of management. As part

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of the April Meeting, the Independent Trustees asked FIMCO to respond to certain additional questions prior to the contract approval meeting of the Board to be held on May 17, 2018 (the “May Meeting”). In addition, Independent Legal Counsel, in conjunction with the Board, and personnel from FIMCO reviewed each sub-adviser’s response in connection with the request for information with respect to the applicable sub-advisory agreements and requested follow-up information or clarifications from each sub-adviser, as applicable, which was provided prior to the May Meeting.

At the May Meeting, the Board, including a majority of the Independent Trustees, approved the renewal of the investment advisory agreement (the “Advisory Agreement”) between FIMCO and each of the following funds (each a “Fund” and collectively the “Funds”): Balanced Income Fund, Covered Call Strategy Fund, Equity Income Fund, Fund For Income, Government Fund, Government Cash Management Fund, Growth & Income Fund, International Fund, Investment Grade Fund, Limited Duration Bond Fund, Opportunity Fund, Real Estate Fund, Select Growth Fund, Special Situations Fund and Total Return Fund. In addition, at the May Meeting, the Board, including a majority of the Independent Trustees, approved the renewal of the sub-advisory agreements (each a “Sub-Advisory Agreement” and collectively the “Sub-Advisory Agreements”) with: (1) Muzinich & Co., Inc. (“Muzinich”) with respect to the Fund For Income; (2) Smith Group Asset Management, LP (“Smith Group”) with respect to the Select Growth Fund; (3) Vontobel Asset Management, Inc. (“Vontobel”) with respect to the International Fund; and (4) Ziegler Capital Management, LLC (“Ziegler”) with respect to the Covered Call Strategy Fund. The Fund For Income, Select Growth Fund, International Fund and Covered Call Strategy Fund are collectively referred to as the “Sub-Advised Funds.”

In reaching its decisions to approve the continuation of the Advisory Agreement for each Fund and the Sub-Advisory Agreements for the Sub-Advised Funds, the Board considered information furnished and discussed throughout the year at regularly scheduled Board and Committee meetings as well as a wide range of information provided specifically in relation to the renewal of the Advisory Agreement and Sub-Advisory Agreements for the April Meeting and May Meeting. Information furnished at Board and/or Committee meetings throughout the year included FIMCO’s analysis of each Fund’s investment performance and the performance of the sub-advisers to the respective Sub-Advised Funds, presentations given by representatives of FIMCO, Muzinich, Smith Group, Vontobel and Ziegler and various reports on compliance and other services provided by FIMCO.

In preparation for the April Meeting and/or May Meeting, the Independent Trustees requested and received information compiled by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, that included,

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Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

among other things, the investment performance over various time periods and the fees and expenses of each Fund as compared to a comparable group of funds as determined by Broadridge (“Peer Group”). The Board also considered that FIMCO charges different fee rates to various mutual funds that have similar investment mandates and FIMCO’s explanation for these differences.

Additionally, in response to specific requests from the Independent Trustees in connection with the April Meeting and/or May Meeting, FIMCO furnished, and the Board considered, information concerning various aspects of its operations, including: (1) the nature, extent and quality of services provided by FIMCO to the Funds, including investment advisory and administrative services to the Funds and, as applicable, services in connection with selecting, overseeing and evaluating the sub-advisers; (2) the actual management fees paid by each Fund to FIMCO; (3) the costs of providing services to each Fund and the profitability of FIMCO from the relationship with each Fund; and (4) any “fall out” or ancillary benefits accruing to FIMCO as a result of the relationship with each Fund. FIMCO also provided, and the Board considered, an analysis of the overall profitability of the First Investors mutual fund business that included various entities affiliated with FIMCO as well as comparative profitability information based on analysis performed by FIMCO of the financial statements of certain publicly-traded mutual fund asset managers. The Board also considered FIMCO’s and each sub-adviser’s personnel and methods, including the education, experience of key personnel, and the number of their advisory and analytical personnel; general information regarding the compensation of FIMCO’s and each sub-adviser’s advisory personnel; FIMCO’s and each sub-adviser’s investment management process; FIMCO’s and each sub-adviser’s compliance program; the time and attention of FIMCO’s and each sub-adviser’s personnel devoted to the management of the Funds; FIMCO’s and each sub-adviser’s cybersecurity practices and related controls and business continuity plans; and material pending, threatened or settled litigation involving FIMCO and each sub-adviser, and any ongoing or completed audits, investigations or examinations by the Securities and Exchange Commission. The Board also considered information provided by FIMCO on management’s initiatives for increasing Fund assets and new product development, which included enhanced sales and marketing efforts; continuing efforts as deemed practicable to reduce expenses and improve performance of the Funds; and improving the efficiency of back-office operations and services (including the launch of a system for processing new business electronically). In addition to evaluating, among other considerations, the written information provided by FIMCO, the Board also evaluated the answers to questions posed by the Board to representatives of FIMCO.

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In addition, in response to specific requests from the Independent Trustees in connection with the April Meeting and/or May Meeting, Muzinich, Smith Group, Vontobel and Ziegler furnished, and the Board reviewed, information concerning various aspects of their respective operations, including: (1) the nature, extent and quality of services provided by Muzinich, Smith Group, Vontobel and Ziegler to the applicable Sub-Advised Funds; (2) the sub-advisory fee rates charged by Muzinich, Smith Group, Vontobel and Ziegler and a comparison of those fee rates to the fee rates of Muzinich, Smith Group, Vontobel and Ziegler for providing advisory services to other investment companies or accounts or compared to their standard fee schedule, as applicable, with an investment mandate similar to the applicable Sub-Advised Funds; (3) profitability and/or financial information provided by Muzinich, Smith Group, Vontobel and Ziegler; and (4) any “fall out” or ancillary benefits accruing to Muzinich, Smith Group, Vontobel and Ziegler as a result of the relationship with each applicable Sub-Advised Fund. The Board also considered FIMCO’s representations that it found the sub-adviser responses to the information requests in connection with the renewal of the Sub-Advisory Agreements to be satisfactory and raising no issues of general concern.

In considering the information and materials described above, the Independent Trustees took into account management style, investment strategies and prevailing market conditions. Moreover, the Independent Trustees received assistance from and met separately with Independent Legal Counsel during both the April Meeting and May Meeting and were provided with a written description of their statutory responsibilities and the legal standards that are applicable to approvals of advisory agreements (and sub-advisory agreements, as applicable). Although the Advisory Agreement for all of the Funds and the Sub-Advisory Agreements for the Sub-Advised Funds were considered at the same Board meeting, the Independent Trustees addressed each Fund separately during the April Meeting and May Meeting.

Based on all of the information presented, the Board, including a majority of its Independent Trustees, determined on a Fund-by-Fund basis that the fees charged under the Advisory Agreement and each Sub-Advisory Agreement are reasonable in relation to the services that are provided under each Agreement. The Board did not identify any single factor as being of paramount importance in reaching its conclusions and determinations with respect to the continuance of the Advisory Agreement for each Fund and Sub-Advisory Agreements and different Trustees may have given different weight to different factors. Although not meant to be all-inclusive, the following describes some of the factors that were considered by the Board in deciding to approve the continuance of the Advisory Agreement for each Fund and Sub-Advisory Agreements with Muzinich, Smith Group, Vontobel and Ziegler.

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Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

Nature, Extent and Quality of Services

In examining the nature, extent and quality of the services provided by FIMCO, the Board recognized that FIMCO is dedicated to providing investment management services exclusively to the Funds and the other funds in the First Investors fund complex and that, unlike many other mutual fund managers, FIMCO is not in the business of providing management services to hedge funds, pension funds or private accounts. In this connection, the Board was advised that certain key FIMCO personnel provide separately managed account services to a FIMCO-affiliated investment adviser, but that these personnel spend most of their time serving their FIMCO clients. As a result, the Board considered that FIMCO’s personnel devote substantially all of their time to serving the funds in the First Investors fund complex.

The Board noted that FIMCO has undertaken extensive responsibilities as manager of the Funds, including: (1) the provision of investment advice to the Funds; (2) implementing policies and procedures designed to ensure compliance with each Fund’s investment objectives and policies; (3) the review of brokerage arrangements; (4) oversight of general portfolio compliance with applicable laws; (5) the provision of certain administrative services to the Funds, including fund accounting; (6) the implementation of Board directives as they relate to the Funds; and (7) evaluating and monitoring any sub-advisers on an ongoing basis, including, but not limited to, monitoring each sub-adviser’s investment performance, evaluating each sub-adviser’s compliance program on an annual basis and monitoring investments for compliance purposes, including monitoring each sub-adviser’s soft dollar practices (as applicable), portfolio allocation and best execution. The Board also noted that FIMCO provided the same sorts of administrative and other services, except for direct management of the portfolio, for the Sub-Advised Funds as it does for the other funds that do not employ a sub-adviser. The Board noted that FIMCO provides not only advisory services, but historically also has provided certain administrative personnel and services that many other advisers do not provide without imposition of separate fees. The Board also noted the steps that FIMCO has taken to encourage strong performance, including the manner in which portfolio managers and analysts are provided significant incentive compensation for good performance. In addition, the Board considered information regarding the overall financial strength of FIMCO and its affiliates and the resources and staffing in place with respect to the services provided to the Funds.

The Board also considered the nature, extent and quality of the investment management services provided by Muzinich, Smith Group, Vontobel and Ziegler to the applicable Sub-Advised Funds. The Board considered Muzinich’s, Smith Group’s, Vontobel’s and Ziegler’s investment management process in managing the applicable

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Sub-Advised Funds and the experience and capability of their respective personnel responsible for the portfolio management of the applicable Sub-Advised Funds. The Board also considered information regarding the resources and staffing in place with respect to the services provided by each sub-adviser. Additionally, with respect to the Sub-Advised Funds, the Board considered the differences in fees paid by each Sub-Advised Fund to FIMCO and the fees paid by FIMCO to each sub-adviser, as well as representations by FIMCO that these fee differentials are warranted by its ongoing services and assumption of risks.

Based on the information considered, the Board concluded that the nature, extent and quality of the services provided to each Fund by FIMCO and the applicable Sub-Advised Funds by Muzinich, Smith Group, Vontobel and Ziegler were appropriate and consistent with the terms of the Advisory Agreement and Sub-Advisory Agreements, as applicable, and supported approval of the Advisory Agreement and each Sub-Advisory Agreement.

Investment Performance

The Board placed significant emphasis on the investment performance of each of the Funds. While consideration was given to performance reports and discussions held at prior Board or Committee meetings, as applicable, particular attention was given to the performance information compiled by Broadridge. In particular, the Board reviewed the performance of each Fund over the most recent calendar year (“1-year period”) and the annualized performance over the most recent three calendar year period (“3-year period”) and five calendar year period (“5-year period”). In addition, the Board considered the performance information provided by FIMCO for each Fund through April 30, 2018. The Board also reviewed the annual yield of the Balanced Income Fund, Fund For Income, Government Fund, Government Cash Management Fund, Investment Grade Fund and Limited Duration Bond Fund over the past five years (or shorter period as applicable). With regard to the performance and yield information, the Board considered the performance and yield of each Fund on a percentile and quintile basis as compared to its Peer Group. For purposes of the performance data provided, the first quintile is defined as 20% of the funds in the applicable Peer Group with the highest performance or yield and the fifth quintile is defined as 20% of the funds in the applicable Peer Group with the lowest performance or yield. The Board also considered FIMCO’s representations that it monitors to ensure portfolio managers invest in a manner consistent with the mandate for the Fund or Funds they manage.

On a Fund-by-Fund basis, the performance reports indicated, and the Board noted, that each Fund, except for the Government Fund, Government Cash Management

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Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

Fund, Growth & Income Fund, Limited Duration Bond Fund and Real Estate Fund fell within one of the top three quintiles for at least one of the performance periods provided by Broadridge. In particular, the Board noted that: (i) the Balanced Income Fund and Covered Call Strategy Fund fell within the third quintile for the 1-year period (the only period for which information was provided due to the short operating history of the Funds); (ii) the Equity Income Fund fell within fourth quintile, second quintile and third quintile for the 1-year period, 3-year period and 5-year period, respectively; (iii) the Fund For Income fell within third quintile, third quintile and fourth quintile for the 1-year period, 3-year period and 5-year period, respectively; (iv) the Government Fund fell within fourth quintile, fourth quintile and fifth quintile for the 1-year period, 3-year period and 5-year period, respectively; (v) the Government Cash Management Fund and Growth & Income Fund fell within fourth quintile for each of the 1-year period, 3-year period and 5-year period; (vi) the International Fund fell within first quintile, second quintile and second quintile for the 1-year period, 3-year period and 5-year period, respectively; (vii) the Investment Grade Fund fell within third quintile, third quintile and second quintile for the 1-year period, 3-year period and 5-year period, respectively; (viii) the Limited Duration Bond Fund fell within fourth quintile and fifth quintile for the 1-year period and 3-year period, respectively (the only periods for which information was provided due to the relatively short operating history of the Fund); (ix) the Opportunity Fund fell within first quintile, third quintile and third quintile for the 1-year period, 3-year period and 5-year period, respectively; (x) the Real Estate Fund fell within fifth quintile for the 1-year period (the only period for which information was provided due to the short operating history of the Fund); (xi) the Select Growth Fund fell within second quintile, first quintile and second quintile for the 1-year period, 3-year period and 5-year period, respectively; (xii) the Special Situations Fund fell within first quintile, first quintile and fourth quintile for the 1-year period, 3-year period and 5-year period, respectively; and (xiii) the Total Return Fund fell within fourth quintile, fourth quintile and third quintile for the 1-year period, 3-year period and 5-year period, respectively. The Board also considered that FIMCO had recommended, and the Board had approved at the April Meeting, the reorganization of the Balanced Income Fund into the Total Return Fund and the reorganization of the Government Fund into the Limited Duration Bond Fund, each of which would be effective during the fourth quarter of 2018. In addition, the Board considered that FIMCO had proposed the liquidation of the Real Estate Fund at the May Meeting and that such liquidation would take place on or around the end of August 2018.

The Board also reviewed the yields of the Balanced Income Fund, Fund For Income, Government Fund, Government Cash Management Fund, Investment Grade Fund and Limited Duration Bond Fund and noted that the yield for: (i) the Balanced

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Income Fund fell outside of the top three quintiles for each of the past two calendar years, which was the only information available due to its relatively short operating history; (ii) the Fund For Income, Government Fund and Investment Grade Fund fell within one of the top three quintiles for each of the past five calendar years; (iii) the Government Cash Management Fund fell within one of the top three quintiles for three of the past five calendar years; and (iv) the Limited Duration Bond Fund fell within one of the top three quintiles for two out of the past three calendar years, which was the only information available due to the relatively short operating history of the Fund. Additionally, the Board considered FIMCO’s representation that it believes that the Funds use a more conservative investment style than many of their peers.

Based on the information considered, the Board concluded that the investment performance of each Fund was either (a) acceptable or better, or (b) subject to reasonable steps to monitor or address certain periods of underperformance.

Fund Expenses, Costs of Services, Economies of Scale and Related Benefits

Management Fees and Expenses. The Board also gave substantial consideration to the fees payable under each Fund’s Advisory Agreement as well as under the Sub-Advisory Agreements for the Sub-Advised Funds.

The Board reviewed the information compiled by Broadridge comparing each Fund’s contractual management fee rate (at common asset levels) and actual management fee rate (which included the effect of any fee waivers) as a percentage of average net assets to other funds in its Peer Group. In this regard, the Board considered the contractual and actual management fees of each Fund on a quintile basis as compared to its Peer Group and noted the relative position of each Fund within the Peer Group. The Board also considered that FIMCO provides not only advisory services but also certain administrative personnel to the Funds under each Fund’s Advisory Agreement and that many other advisers do not provide such administrative personnel under their advisory agreements and that FIMCO also provides certain administrative services without the imposition of a separate fee. The Board also considered that FIMCO informed the Board that it intends to: (i) extend, on a contractual rather than voluntary basis, the existing total expense cap limitation for the Government Cash Management Fund until June 1, 2019; and (ii) extend, on a voluntary basis, the existing management fee caps for the Balanced Income Fund, Government Fund, Investment Grade Fund and Limited Duration Bond Fund, respectively, until May 31, 2019. The Board also considered that, with respect to the Government Cash Management Fund, FIMCO has historically waived a significant portion of its management fees and reimbursed a portion of other expenses to avoid a negative return for shareholders due to the historically low interest rate environment.

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Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

In particular, the Board noted that: (i) the Balanced Income Fund’s contractual and actual management fees were in the third and fourth quintiles, respectively, of its Peer Group; (ii) the Covered Call Strategy Fund’s contractual and actual management fees were in the first and second quintiles, respectively, of its Peer Group; (iii) the Equity Income Fund’s contractual and actual management fees were in the third and fifth quintiles, respectively, of its Peer Group; (iv) the Fund For Income’s contractual and actual management fees were in the fifth quintile of its Peer Group; (v) the Government Fund’s contractual and actual management fees were in the fifth quintile of its Peer Group; (vi) the Government Cash Management Fund’s contractual and actual management fees were in the fifth and second quintiles, respectively, of its Peer Group; (vii) the Growth & Income Fund’s contractual and actual management fees were in the second and third quintiles, respectively, of its Peer Group; (viii) the International Fund’s contractual and actual management fees were in the first quintile of its Peer Group; (ix) the Investment Grade Fund’s contractual and actual management fees were in the fifth quintile of its Peer Group; (x) the Limited Duration Bond Fund’s contractual and actual management fees were in the fifth quintile of its Peer Group; (xi) the Opportunity Fund’s contractual and actual management fees were in the first and third quintiles, respectively, of its Peer Group; (xii) the Real Estate Fund’s contractual and actual management fees were in the second quintile of its Peer Group; (xiii) the Select Growth Fund’s contractual and actual management fees were in the third and fourth quintiles, respectively, of its Peer Group; (xiv) the Special Situations Fund’s contractual and actual management fees were in the second and third quintiles, respectively, of its Peer Group; and (xv) the Total Return Fund’s contractual and actual management fees were in the fourth and fifth quintiles, respectively, of its Peer Group.

The Board also reviewed the information compiled by Broadridge comparing each Fund’s total expense ratio, taking into account FIMCO’s expense waivers (as applicable), and the ratio of the sum of actual management and other non-management fees (i.e., fees other than management fees) to other funds in its Peer Group, including on a quintile basis. In particular, the Board noted that: (i) the total expense ratio for each Fund except the Covered Call Strategy Fund, Growth & Income Fund, International Fund, Opportunity Fund, Select Growth Fund and Special Situations Fund was not in the top three quintiles of their respective Peer Groups; and (ii) the ratio of the sum of actual management and other non-management fees for each Fund except the Covered Call Strategy Fund, Growth & Income Fund, International Fund, Opportunity Fund, Select Growth Fund and Special Situations Fund was not in the top three quintiles of their respective Peer Groups. In considering the level of the total expense ratio and the ratio of the sum of actual management and other non-management fees, the Board took into account management’s explanation that Broadridge expense

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comparisons do not take into account the size of a fund complex, and as a result, in certain cases the First Investors funds are compared to funds in complexes that are much larger than First Investors. The Board also noted that Broadridge’s customized expense groups tend to be fairly small in number and the funds included in the Peer Group generally change from year to year, thereby introducing an element of randomness that affects comparative results each year. While recognizing the limitations inherent in Broadridge’s methodology, the Board believed that the data provided by Broadridge was a generally appropriate measure of comparative expenses.

In considering the sub-advisory fee rates charged by and costs and profitability of Muzinich, Smith Group, Vontobel and Ziegler with regard to the respective Sub-Advised Funds, the Board noted that FIMCO pays Muzinich, Smith Group, Vontobel or Ziegler, as the case may be, a sub-advisory fee from its own advisory fee rather than each Fund paying Muzinich, Smith Group, Vontobel or Ziegler a fee directly. The Board also considered arrangements pursuant to which Muzinich, Smith Group and Vontobel (but not the Sub-Advised Funds) each pays a portion of its sub-advisory fee to a solicitor that introduced each such subadviser to FIMCO. Muzinich, Smith Group, Vontobel and Ziegler provided, and the Board reviewed, information comparing the fees charged by Muzinich, Smith Group, Vontobel and Ziegler for services to the respective Sub-Advised Funds versus the fee rates of Muzinich, Smith Group, Vontobel and Ziegler for providing advisory services to other comparable investment companies or accounts or compared to their standard fee schedule, as applicable. Based on a review of this information, the Board noted that the fees charged by Muzinich, Smith Group, Vontobel and Ziegler for services to each applicable Sub-Advised Fund appeared competitive to the fees Muzinich, Smith Group, Vontobel and Ziegler charge to their other comparable investment companies or accounts or compared to their standard fee schedule, as applicable.

The foregoing comparisons assisted the Trustees by providing them with a basis for evaluating each Fund’s management fee and expense ratio on a relative basis and the Board concluded that each Fund’s management fees appeared reasonable in relation to the services and benefits provided to each Fund.

Profitability. The Board reviewed the materials it received from FIMCO regarding its revenues and costs in providing investment management and certain administrative services to the Funds. In particular, the Board considered the analysis of FIMCO’s profitability with respect to each Fund, calculated for the year ended December 31, 2017, as well as overall profitability information relating to the past five calendar years. The Board also considered the information provided by FIMCO comparing the profitability of certain publicly-traded mutual fund asset managers as analyzed by FIMCO based on publicly available financial statements and noted

167

 



Board Considerations of Advisory Contracts and Fees (continued)
FIRST INVESTORS LIFE SERIES FUNDS

FIMCO’s analysis that its profit margin is significantly lower than the average of such publicly-traded managers. In reviewing the profitability information, the Board also considered the “fall-out” or ancillary benefits that may accrue to FIMCO as a result of its relationship with the Funds, which are discussed below. Based on the information provided, the Board also noted that FIMCO operates the Balanced Income Fund at a loss. The Board acknowledged that, as a business matter, FIMCO was entitled to earn reasonable profits for its services to the Funds and concluded that the level of profitability to FIMCO of its contractual arrangements with each Fund did not appear so high as to call into question the appropriateness of the fees paid to FIMCO by any Fund or otherwise to preclude the proposed continuation of the Advisory Agreement for any of the Funds. The Board also considered the profitability and/or financial information provided by Muzinich, Smith Group, Vontobel and Ziegler.

Economies of Scale. With respect to whether economies of scale are realized by FIMCO and the extent to which any economies of scale are reflected in the level of management fee rates charged, the Board considered that the Advisory Agreement fee schedule for each Fund includes breakpoints to account for management economies of scale as each Fund’s assets increase.

“Fall Out” or Ancillary Benefits. The Board considered the “fall-out” or ancillary benefits that may accrue to FIMCO, Muzinich, Smith Group, Vontobel and Ziegler as a result of their relationship with the Funds. In that regard, the Board considered the fact that FIMCO and each sub-adviser (except Muzinich and Ziegler) may receive research from broker-dealers that execute brokerage transactions for the funds in the First Investors fund complex. However, the Board noted that FIMCO and the sub-advisers must select brokers based on each Fund’s requirements for seeking best execution.

* * *

 

In summary, based on all relevant information and factors, none of which was individually determinative of the outcome, the Board, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement and each Sub-Advisory Agreement.

 

168

 



FIRST INVESTORS LIFE SERIES FUNDS
Trustees and Officers

Trustees  
Susan E. Artmann
 
Mary J. Barneby
 
Charles R. Barton, III
 
Arthur M. Scutro, Jr.
 
Mark R. Ward

 

Officers  
E. Blake Moore Jr.*
President
 
Marc S. Milgram
Chief Compliance Officer
 
Joseph I. Benedek
Treasurer
 
Mark S. Spencer
Assistant Treasurer
 
Mary C. Carty**
Secretary
 
Carol Lerner Brown
Assistant Secretary

 

* Effective February 22, 2018, Mr. E. Blake Moore Jr. became President of the Funds and Foresters Investment Management Company, Inc.

** Mary C. Carty served as Secretary from November 19, 2010 through June 29, 2018.

169

 



FIRST INVESTORS LIFE SERIES FUNDS

Shareholder Information    
 
Investment Adviser Custodian
Foresters Investment Management The Bank of New York Mellon
Company, Inc. 240 Greenwich Street
40 Wall Street New York, NY 10286
New York, NY 10005  
 
Subadviser Transfer Agent
(Covered Call Strategy Fund) Foresters Investor Services, Inc.
Ziegler Capital Management, LLC Raritan Plaza I – 8th Floor
70 W. Madison Street Edison, NJ 08837-3620
Chicago, IL 60602  
 
Subadviser Independent Registered
(Balanced Income Fund, Fund For Income, Public Accounting Firm
Investment Grade Fund, Limited Duration Tait, Weller & Baker LLP
Bond Fund and Total Return Fund) 1818 Market Street
Muzinich & Co., Inc. Philadelphia, PA 19103
450 Park Avenue  
New York, NY 10022 Legal Counsel
  K&L Gates LLP
Subadviser 1601 K Street, N.W.
(International Fund) Washington, D.C. 20006
Vontobel Asset Management, Inc.  
1540 Broadway  
New York, NY 10036  
 
Subadviser  
(Select Growth Fund)  
Smith Asset Management Group, L.P.  
100 Crescent Court  
Dallas, TX 75201  

 

170

 



A description of the policies and procedures that the Funds use to vote proxies relating to a portfolio’s securities is available, without charge, upon request by calling toll free 1-800-423-4026 or can be viewed online or downloaded from the EDGAR database on the U.S. Securities and Exchange Commission’s (“SEC”) internet website at http://www.sec.gov. In addition, information regarding how the Funds voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available, without charge, upon request in writing or by calling 1-800-423-4026 and on the SEC’s internet website at http://www.sec.gov.

The Funds file their complete schedule of portfolio holdings with the SEC on Form N-Q for the first and third quarters of each fiscal year. The Funds’ Form N-Q is available on the SEC’s website at http://www.sec.gov; and may also be reviewed and copied at the SEC’s Public Reference Room in Washington D.C. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330. The schedule of portfolio holdings is available, without charge, upon request in writing or by calling 1-800-423-4026.

171

 



NOTES

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

172

 



NOTES

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

173

 



NOTES

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

174

 



NOTES

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

175

 






Item 2. Code of Ethics

Not applicable for semi-annual report

Item 3. Audit Committee Financial Expert

Not applicable for semi-annual report

Item 4. Principal Accountant Fees and Services

Not applicable for semi-annual report

Item 5. Audit Committee of Listed Registrants

Not applicable

Item 6. Schedule of Investments

(a) Schedule is included as part of the report to shareholders filed under Item 1 of this Form.

(b) Not applicable

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies

Not applicable to open-end investment companies

Item 8. Portfolio Managers of Closed-End Management Investment Companies

Not applicable to open-end investment companies



Item 9. Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers

Not applicable to open-end investment companies

Item 10. Submission of Matters to a Vote of Security Holders

There were no material changes to the procedure by which shareholders may recommend nominees to the Registrant's Board of Trustees.

Item 11. Controls and Procedures

(a) The Registrant's Principal Executive Officer and Principal Financial Officer have concluded that the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effective, based on their evaluation of these disclosure controls and procedures as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940 as amended) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 12. Exhibits

(a)(1) Code of Ethics - Not applicable for semi-annual report

(a)(2) Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 - Filed herewith

(b) Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 - Filed herewith



SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

First Investors Life Series Funds

By /s/ E. Blake Moore Jr.
  E. Blake Moore Jr.
  President and Principal Executive Officer
 
Date: August 24, 2018

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By /s/ E. Blake Moore Jr.
  E. Blake Moore Jr.
  President and Principal Executive Officer
 
By /s/ Joseph I. Benedek
  Joseph I. Benedek
  Treasurer and Principal Financial Officer
 
Date: August 24, 2018

 

EX-99.CERT 2 b_lifecert302.htm CERTIFICATIONS SECTION 302 b_lifecert302.htm
CERTIFICATION

 

I, E. Blake Moore Jr., certify that:

1. I have reviewed this report on Form N-CSR of First Investors Life Series Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and



5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 By: /s/ E. Blake Moore Jr.
E. Blake Moore Jr.
President and Principal Executive Officer
 
 
 Date: August 24, 2018

 



CERTIFICATION

 

I, Joseph I. Benedek, certify that:

1. I have reviewed this report on Form N-CSR of First Investors Life Series Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and



5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 By: /s/ Joseph I. Benedek
Joseph I. Benedek
Treasurer and Principal Financial Officer
 
 
 Date: August 24, 2018

 

EX-99.906 CERT 3 c_lifecert906.htm CERTIFICATIONS SECTION 906 c_lifecert906.htm
CERTIFICATION

 

CERTIFICATION PURSUANT TO 18 U.S.C. SECTION 1350
AS ADOPTED PURSUANT TO SECTION 906
OF THE SARBANES-OXLEY ACT OF 2002

E. Blake Moore Jr., President and Principal Executive Officer, and Joseph I. Benedek, Treasurer and Principal Financial Officer, of the First Investors Life Series Funds (the “Registrant”), certify, pursuant to 18 U.S.C. Section 1350 as enacted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to their knowledge:

1. The Registrant’s periodic report on Form N-CSR of the First Investors Life Series Funds for the six months ended June 30, 2018, fully complies with the requirements of Section 13(a) or 15(d), as applicable, of the Securities Exchange Act of 1934; and

2. The information contained in such Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

By: /s/ E. Blake Moore Jr. By: /s/ Joseph I. Benedek
E. Blake Moore Jr. Joseph I. Benedek
President and Principal Executive Officer, Treasurer and Principal Financial Officer,
First Investors Life Series Funds First Investors Life Series Funds
 
 
 
Dated: August 24, 2018 Dated: August 24, 2018

 

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