Series Fund - Total Return Portfolio
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select exposure to high yield, emerging market, and convertible debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Note/Bond | 0.500% | 11/30/2023 | 10.8% |
| United States Treasury Note/Bond | 0.750% | 11/15/2024 | 5.1% |
| 30-YR UMBS-TBA PROD JAN | 3.000% | 09/01/2050 | 4.3% |
| United States Treasury Bill | 0.000% | 04/21/2022 | 3.1% |
| United States Treasury Note/Bond | 1.875% | 11/15/2051 | 2.9% |
| United States Treasury Note/Bond | 1.750% | 08/15/2041 | 2.7% |
| United States Treasury Note/Bond | 1.375% | 11/15/2031 | 2.0% |
| United States Treasury Note/Bond | 1.125% | 10/31/2026 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.7% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Note/Bond | 0.125% | 08/31/2023 | 12.2% |
| 30-YR UMBS-TBA PROD DEC | 3.000% | 08/01/2050 | 4.2% |
| United States Treasury Bill | 0.000% | 04/21/2022 | 3.1% |
| United States Treasury Note/Bond | 1.125% | 10/31/2026 | 2.9% |
| United States Treasury Note/Bond | 2.000% | 08/15/2051 | 2.6% |
| United States Treasury Note/Bond | 1.250% | 08/15/2031 | 2.4% |
| United States Treasury Note/Bond | 1.750% | 08/15/2041 | 2.3% |
| United States Treasury Note/Bond | 0.750% | 11/15/2024 | 1.7% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| United States Treasury Note/Bond | 1.125% | 05/15/2040 | 0.8% |
| Emera US Finance LP | 3.550% | 06/15/2026 | 0.7% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.7% |
| United States Treasury Note/Bond | 0.375% | 10/31/2023 | 0.7% |
| General Motors Financial Co Inc | 3.600% | 06/21/2030 | 0.7% |
| Fannie Mae Pool | 3.500% | 09/01/2047 | 0.6% |
| Toyota Auto Receivables 2021-A Owner Trust | 0.160% | 07/17/2023 | 0.6% |
| Oracle Corp | 2.875% | 03/25/2031 | 0.6% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.5% |
| United States Treasury Note/Bond | 2.250% | 08/15/2049 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.124% | 12/15/2036 | 0.5% |
| Westpac Banking Corp | 4.322% | 11/23/2031 | 0.5% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.5% |
| World Omni Auto Receivables Trust 2021-A | 0.170% | 02/15/2024 | 0.5% |
| Carmax Auto Owner Trust 2021-1 | 0.220% | 02/15/2024 | 0.4% |
| CARLYLE US CLO 2021-1 LTD | 1.264% | 04/15/2034 | 0.4% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.4% |
| OneMain Financial Issuance Trust 2020-2 | 2.760% | 09/14/2035 | 0.4% |
| Qatar Government International Bond | 3.750% | 04/16/2030 | 0.4% |
| CIFC Funding 2021-I Ltd | 1.234% | 04/25/2033 | 0.4% |
| Goldman Sachs Group Inc/The | 2.383% | 07/21/2032 | 0.4% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.4% |
| Dryden 58 Clo Ltd | 1.622% | 07/17/2031 | 0.4% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.4% |
| Fannie Mae Pool | 3.500% | 03/01/2050 | 0.4% |
| Diamondback Energy Inc | 3.500% | 12/01/2029 | 0.4% |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | 4.603% | 09/15/2048 | 0.4% |
| Santander Drive Auto Receivables Trust 2020-3 | 1.640% | 11/16/2026 | 0.4% |
| nVent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.3% |
| HCA Inc | 4.125% | 06/15/2029 | 0.3% |
| BX Trust 2021-ARIA | 2.334% | 10/15/2036 | 0.3% |
| Lamar Media Corp | 1.589% | 02/05/2027 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| Kayne CLO 10 Ltd | 1.294% | 04/23/2034 | 0.3% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.3% |
| VMware Inc | 4.700% | 05/15/2030 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Marlette Funding Trust 2020-2 | 4.650% | 09/16/2030 | 0.3% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.3% |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 01/15/2029 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Santander Consumer Auto Receivables Trust 2020-B | 1.290% | 04/15/2026 | 0.3% |
| AmeriCredit Automobile Receivables Trust 2020-3 | 1.490% | 09/18/2026 | 0.3% |
| Dell International LLC / EMC Corp | 8.350% | 07/15/2046 | 0.3% |
| Aircastle Ltd | 2.850% | 01/26/2028 | 0.3% |
| Macquarie Group Ltd | 2.691% | 06/23/2032 | 0.3% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.3% |
| Exeter Automobile Receivables Trust 2018-3 | 5.430% | 08/15/2024 | 0.3% |
| Wells Fargo & Co | 3.584% | 05/22/2028 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 1.464% | 01/19/2033 | 0.3% |
| Dryden Senior Loan Fund | 1.594% | 04/15/2028 | 0.3% |
| Ford Motor Co | 3.250% | 02/12/2032 | 0.3% |
| ZH Trust 2021-2 | 2.349% | 10/17/2027 | 0.3% |
| Freddie Mac STACR REMIC Trust 2021-HQA3 | 2.150% | 09/25/2041 | 0.3% |
| Qatar Government International Bond | 4.000% | 03/14/2029 | 0.3% |
| BFLD 2019-DPLO | 2.330% | 10/15/2034 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.330% | 08/17/2026 | 0.3% |
| Palmer Square CLO 2021-2 Ltd | 1.274% | 07/15/2034 | 0.3% |
| CIM Retail Portfolio Trust 2021-RETL | 3.840% | 08/15/2036 | 0.3% |
| Kayne CLO 7 Ltd | 1.322% | 04/17/2033 | 0.3% |
| Exeter Automobile Receivables Trust 2020-3 | 3.440% | 08/17/2026 | 0.3% |
| Flagship Credit Auto Trust 2018-4 | 5.510% | 03/16/2026 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| Ally Financial Inc | 8.000% | 11/01/2031 | 0.3% |
| Invitation Homes Operating Partnership LP | 2.000% | 08/15/2031 | 0.3% |
| Egypt Government International Bond | 5.800% | 09/30/2027 | 0.3% |
| Dryden 61 Clo Ltd | 1.112% | 01/17/2032 | 0.3% |
| BX Trust 2018-GW | 0.890% | 05/15/2035 | 0.3% |
| OneMain Financial Issuance Trust 2019-2 | 3.140% | 10/14/2036 | 0.3% |
| Bain Capital Credit CLO 2019-2 | 1.222% | 10/17/2032 | 0.3% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.3% |
| BNP Paribas SA | 4.375% | 03/01/2033 | 0.3% |
| CSMC 2021-BHAR | 2.092% | 11/15/2038 | 0.3% |
| Western Midstream Operating LP | 5.300% | 02/01/2030 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 4.060% | 11/15/2030 | 0.3% |
| One New York Plaza Trust 2020-1NYP | 1.590% | 01/15/2026 | 0.2% |
| Capital One Multi-Asset Execution Trust | 0.674% | 05/15/2028 | 0.2% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.2% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.2% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.2% |
| Anglo American Capital PLC | 4.000% | 09/11/2027 | 0.2% |
| Carvana Auto Receivables Trust 2020-NP1 | 5.200% | 07/15/2027 | 0.2% |
| UBS AG | 5.125% | 05/15/2024 | 0.2% |
| Bank of America Corp | 2.087% | 06/14/2029 | 0.2% |
| Progress Residential 2021-SFR4 | 2.309% | 05/17/2038 | 0.2% |
| OCP CLO 2019-16 Ltd | 1.124% | 04/10/2033 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 5.280% | 12/15/2025 | 0.2% |
| Delta Air Lines Inc | 7.000% | 05/01/2025 | 0.2% |
| Westlake Automobile Receivables Trust 2020-3 | 3.340% | 06/15/2026 | 0.2% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 01/15/2025 | 0.2% |
| GS Mortgage Securities Corp II | 1.740% | 11/15/2026 | 0.2% |
| Voya CLO 2019-3 Ltd | 2.323% | 10/17/2032 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2015-C28 | 4.229% | 05/15/2048 | 0.2% |
| Skyworks Solutions Inc | 3.000% | 06/01/2031 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| Playtika Holding Corp | 2.840% | 03/13/2028 | 0.2% |
| Morgan Stanley | 2.239% | 07/21/2032 | 0.2% |
| NGPL PipeCo LLC | 3.250% | 07/15/2031 | 0.2% |
| FirstEnergy Corp | 4.400% | 07/15/2027 | 0.2% |
| SEB Funding LLC | 4.969% | 01/30/2052 | 0.2% |
| EPR Properties | 3.750% | 08/15/2029 | 0.2% |
| Lendmark Funding Trust 2021-1 | 1.900% | 11/20/2031 | 0.2% |
| SLIDE 2018-FUN | 2.640% | 06/15/2031 | 0.2% |
| UBS Commercial Mortgage Trust 2017-C3 | 4.451% | 08/15/2050 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| Occidental Petroleum Corp | 6.125% | 01/01/2031 | 0.2% |
| New Jersey Transportation Trust Fund Authority | 4.131% | 06/15/2042 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| AAdvantage Loyalty IP Ltd | 5.500% | 04/20/2028 | 0.2% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 2.590% | 05/15/2036 | 0.2% |
| Hilcorp Energy I LP / Hilcorp Finance Co | 5.750% | 02/01/2029 | 0.2% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.2% |
| Kayne CLO 5 Ltd | 1.474% | 07/24/2032 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 2.150% | 10/25/2033 | 0.2% |
| AMMC CLO 24 Ltd | 1.923% | 01/20/2035 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Scientific Games International Inc | 2.840% | 08/14/2024 | 0.2% |
| Kohl's Corp | 5.550% | 07/17/2045 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Physicians Realty LP | 2.625% | 11/01/2031 | 0.2% |
| MEG Energy Corp | 7.125% | 02/01/2027 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 4.740% | 05/15/2026 | 0.2% |
| Extended Stay America Trust 2021-ESH | 1.790% | 07/15/2038 | 0.2% |
| Ghana Government International Bond | 6.375% | 02/11/2027 | 0.2% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.2% |
| Helmerich & Payne Inc | 2.900% | 09/29/2031 | 0.2% |
| SA Global Sukuk Ltd | 2.694% | 06/17/2031 | 0.2% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.2% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| KIND Trust 2021-KIND | 2.390% | 08/15/2038 | 0.2% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 1.789% | 06/16/2036 | 0.2% |
| Marble Point CLO XVII Ltd | 1.432% | 04/20/2033 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Gracie Point International Funding 2020-B | 2.488% | 05/02/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.586% | 07/05/2033 | 0.2% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 05/15/2034 | 0.2% |
| Flagship Credit Auto Trust 2021-1 | 0.310% | 06/16/2025 | 0.2% |
| US ULTRA BOND CBT Mar22 | 0.000% | 03/31/2022 | 0.2% |
| Nelnet Student Loan Trust 2021-D | 2.900% | 04/20/2062 | 0.2% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 1.992% | 07/25/2036 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.119% | 12/19/2030 | 0.2% |
| Oaktree CLO 2019-4 Ltd | 2.395% | 10/20/2032 | 0.2% |
| Glencore Funding LLC | 2.850% | 04/27/2031 | 0.2% |
| BHMS 2018-ATLS | 1.340% | 07/15/2035 | 0.2% |
| Westpac Banking Corp | 2.894% | 02/04/2030 | 0.2% |
| Solera LLC | 4.500% | 06/02/2028 | 0.2% |
| Phosagro OAO Via Phosagro Bond Funding DAC | 2.600% | 09/16/2028 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Barings CLO Ltd 2019-III | 1.732% | 04/20/2031 | 0.2% |
| Mariner Finance Issuance Trust 2021-B | 3.420% | 11/20/2036 | 0.2% |
| Morgan Stanley | 2.484% | 09/16/2036 | 0.2% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.040% | 06/15/2035 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.212% | 10/16/2029 | 0.2% |
| Logan CLO I Ltd | 1.288% | 07/20/2034 | 0.2% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.2% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.2% |
| National Australia Bank Ltd | 2.990% | 05/21/2031 | 0.2% |
| Party City Holdings Inc | 8.750% | 02/15/2026 | 0.2% |
| AMMC CLO 23 Ltd | 2.141% | 10/17/2031 | 0.2% |
| CBAM 2017-1 Ltd | 3.882% | 07/20/2030 | 0.2% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.2% |
| Cikarang Listrindo Tbk PT | 4.950% | 09/14/2026 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 2.439% | 06/16/2036 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.2% |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 1.850% | 11/25/2041 | 0.2% |
| Red Planet Borrower LLC | 4.250% | 10/02/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ | 1.390% | 06/15/2032 | 0.1% |
| Freddie Mac STACR REMIC Trust 2021-DNA6 | 1.550% | 10/25/2041 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 01/23/2028 | 0.1% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.1% |
| United Airlines Inc | 4.500% | 04/21/2028 | 0.1% |
| Freeport-McMoRan Inc | 4.625% | 08/01/2030 | 0.1% |
| Wind River 2021-4 CLO Ltd | 1.823% | 01/20/2035 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Blackstone Mortgage Trust Inc | 3.750% | 01/15/2027 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Benchmark 2018-B5 Mortgage Trust | 4.762% | 07/15/2051 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| First American Financial Corp | 2.400% | 08/15/2031 | 0.1% |
| HCA Inc | 4.500% | 02/15/2027 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| NVR Inc | 3.000% | 05/15/2030 | 0.1% |
| Eastern Gas Transmission & Storage Inc | 3.000% | 11/15/2029 | 0.1% |
| American Homes 4 Rent LP | 2.375% | 07/15/2031 | 0.1% |
| Lendmark Funding Trust 2021-2 | 3.090% | 04/20/2032 | 0.1% |
| SLC Student Loan Trust 2008-1 | 1.716% | 12/15/2032 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.290% | 11/15/2023 | 0.1% |
| Braskem Netherlands Finance BV | 4.500% | 01/31/2030 | 0.1% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.1% |
| Wachovia Corp | 7.574% | 08/01/2026 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Connecticut Avenue Securities Trust 2021-R01 | 1.600% | 10/25/2041 | 0.1% |
| Owl Rock Capital Corp | 2.875% | 06/11/2028 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.875% | 04/15/2045 | 0.1% |
| Qatar Energy | 3.125% | 07/12/2041 | 0.1% |
| Cemex SAB de CV | 5.450% | 11/19/2029 | 0.1% |
| Sunrun Demeter Issuer 2021-2 | 2.270% | 01/30/2057 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| Life 2021-BMR Mortgage Trust | 1.840% | 03/15/2038 | 0.1% |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | 2.432% | 01/20/2032 | 0.1% |
| Fannie Mae Connecticut Avenue Securities | 2.050% | 11/25/2041 | 0.1% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.1% |
| BFLD 2019-DPLO | 2.630% | 10/15/2034 | 0.1% |
| Frontier Communications Holdings LLC | 5.000% | 05/01/2028 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.1% |
| Alfa Desarrollo SpA | 4.550% | 09/27/2051 | 0.1% |
| Apidos CLO XXXV | 1.182% | 04/20/2034 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Time Warner Entertainment Co LP | 8.375% | 07/15/2033 | 0.1% |
| Santander Holdings USA Inc | 4.400% | 07/13/2027 | 0.1% |
| Buckeye Partners LP | 6.375% | 01/22/2078 | 0.1% |
| Range Resources Corp | 8.250% | 01/15/2029 | 0.1% |
| SM Energy Co | 6.750% | 09/15/2026 | 0.1% |
| CARLYLE US CLO 2019-1 LTD | 2.332% | 04/20/2031 | 0.1% |
| TK Elevator US Newco Inc | 5.250% | 07/15/2027 | 0.1% |
| Foothill-Eastern Transportation Corridor Agency | 4.094% | 01/15/2049 | 0.1% |
| Brazos Delaware II LLC | 4.091% | 05/21/2025 | 0.1% |
| Newell Brands Inc | 5.875% | 04/01/2036 | 0.1% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.1% |
| Murphy Oil Corp | 5.875% | 12/01/2027 | 0.1% |
| SunCoke Energy Inc | 4.875% | 06/30/2029 | 0.1% |
| Clear Channel Outdoor Holdings Inc | 7.750% | 04/15/2028 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| Comstock Resources Inc | 6.750% | 03/01/2029 | 0.1% |
| Ally Financial Inc | 4.700% | 08/15/2170 | 0.1% |
| Newark BSL CLO 1 Ltd | 3.130% | 12/21/2029 | 0.1% |
| TSMC Arizona Corp | 3.250% | 10/25/2051 | 0.1% |
| Toll Brothers Finance Corp | 3.800% | 11/01/2029 | 0.1% |
| CHS/Community Health Systems Inc | 4.750% | 02/15/2031 | 0.1% |
| US LONG BOND(CBT) Mar22 | 0.000% | 03/31/2022 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| Tenet Healthcare Corp | 6.250% | 02/01/2027 | 0.1% |
| CVR Partners LP / CVR Nitrogen Finance Corp | 6.125% | 06/15/2028 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| TransDigm Inc | 6.375% | 06/15/2026 | 0.1% |
| Rent-A-Center Inc/TX | 6.375% | 02/15/2029 | 0.1% |
| Uber Technologies Inc | 4.500% | 08/15/2029 | 0.1% |
| Scientific Games International Inc | 7.250% | 11/15/2029 | 0.1% |
| CHS/Community Health Systems Inc | 6.125% | 04/01/2030 | 0.1% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.1% |
| MED ParentCo LP | 4.340% | 08/31/2026 | 0.1% |
| Bombardier Inc | 6.000% | 02/15/2028 | 0.1% |
| KUEHG Corp | 4.750% | 02/21/2025 | 0.1% |
| Air Canada | 3.875% | 08/15/2026 | 0.1% |
| Madison IAQ LLC | 5.875% | 06/30/2029 | 0.1% |
| Freeport-McMoRan Inc | 5.450% | 03/15/2043 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.040% | 07/15/2035 | 0.1% |
| Apache Corp | 4.375% | 10/15/2028 | 0.1% |
| Csail 2015-C2 Commercial Mortgage Trust | 4.327% | 06/15/2057 | 0.1% |
| Spring Education Group Inc | 4.382% | 07/30/2025 | 0.1% |
| Southwestern Energy Co | 7.750% | 10/01/2027 | 0.1% |
| WP CPP Holdings LLC | 4.750% | 04/30/2025 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 4.750% | 03/01/2030 | 0.1% |
| American Trailer World Corp | 4.500% | 03/03/2028 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 3.625% | 03/01/2029 | 0.1% |
| Live Nation Entertainment Inc | 4.750% | 10/15/2027 | 0.1% |
| CEC Entertainment LLC | 6.750% | 05/01/2026 | 0.1% |
| Coty Inc | 5.000% | 04/15/2026 | 0.1% |
| Staples Inc | 7.500% | 04/15/2026 | 0.1% |
| Lendmark Funding Trust 2021-2 | 4.460% | 04/20/2032 | 0.1% |
| Bally's Corp | 3.750% | 08/06/2028 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 4.680% | 11/20/2036 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.046% | 11/15/2034 | 0.1% |
| Invitation Homes Operating Partnership LP | 2.300% | 11/15/2028 | 0.1% |
| Alcoa Nederland Holding BV | 4.125% | 03/31/2029 | 0.1% |
| Navient Corp | 5.000% | 03/15/2027 | 0.1% |
| SPRINGS WINDOW FASHIONS LLC | 4.750% | 10/06/2028 | 0.1% |
| Mercer International Inc | 5.125% | 02/01/2029 | 0.1% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 6.500% | 04/15/2029 | 0.1% |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 1.950% | 08/01/2034 | 0.1% |
| XPO Logistics Inc | 6.250% | 05/01/2025 | 0.1% |
| Coinbase Global Inc | 3.375% | 10/01/2028 | 0.1% |
| Toll Brothers Finance Corp | 4.350% | 02/15/2028 | 0.1% |
| CA Magnum Holdings | 5.375% | 10/31/2026 | 0.1% |
| Pennsylvania Electric Co | 3.600% | 06/01/2029 | 0.1% |
| Carvana Co | 5.875% | 10/01/2028 | 0.1% |
| Callon Petroleum Co | 8.000% | 08/01/2028 | 0.1% |
| Gap Inc/The | 3.875% | 10/01/2031 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 4.875% | 02/15/2030 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.750% | 10/20/2028 | 0.1% |
| Surgery Center Holdings Inc | 10.000% | 04/15/2027 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| Weatherford International Ltd | 8.625% | 04/30/2030 | 0.1% |
| LogMeIn Inc | 5.500% | 09/01/2027 | 0.1% |
| DaVita Inc | 3.750% | 02/15/2031 | 0.1% |
| Nationstar Mortgage Holdings Inc | 5.500% | 08/15/2028 | 0.1% |
| BHMS 2018-ATLS | 1.990% | 07/15/2035 | 0.1% |
| Bath & Body Works Inc | 6.875% | 11/01/2035 | 0.1% |
| Century Communities Inc | 6.750% | 06/01/2027 | 0.1% |
| Centene Corp | 3.375% | 02/15/2030 | 0.1% |
| Transocean Guardian Ltd | 5.875% | 01/15/2024 | 0.1% |
| OneMain Finance Corp | 5.375% | 11/15/2029 | 0.1% |
| Calpine Corp | 5.125% | 03/15/2028 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.500% | 03/15/2027 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Invesco CLO 2021-3 Ltd | 1.823% | 10/22/2034 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.500% | 10/20/2025 | 0.1% |
| Trans Union LLC | 0.000% | 11/16/2028 | 0.1% |
| NRG Energy Inc | 4.450% | 06/15/2029 | 0.1% |
| Assurant Inc | 2.650% | 01/15/2032 | 0.1% |
| KKR CLO 30 Ltd | 2.140% | 10/17/2031 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| TerraForm Power Operating LLC | 4.750% | 01/15/2030 | 0.1% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 01/16/2024 | 0.1% |
| Boyd Gaming Corp | 4.750% | 06/15/2031 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| Caesars Entertainment Inc | 4.625% | 10/15/2029 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| American Campus Communities Operating Partnership LP | 2.250% | 01/15/2029 | 0.1% |
| Centene Corp | 2.450% | 07/15/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN | 2.020% | 11/15/2035 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.1% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 01/30/2032 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Centene Corp | 4.250% | 12/15/2027 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| Barings CLO Ltd 2018-III | 3.032% | 07/20/2029 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 1.540% | 10/15/2036 | 0.1% |
| Race Point IX CLO Ltd | 3.324% | 10/15/2030 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 5.331% | 08/05/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.950% | 07/05/2033 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 3.250% | 08/15/2030 | 0.1% |
| Centene Corp | 2.625% | 08/01/2031 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.150% | 01/15/2059 | 0.1% |
| Boyd Gaming Corp | 4.750% | 12/01/2027 | 0.1% |
| County of Miami-Dade FL | 2.786% | 10/01/2037 | 0.1% |
| Carnival Corp | 7.625% | 03/01/2026 | 0.1% |
| Regents of the University of California Medical Center Pooled Revenue | 3.006% | 05/15/2050 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.406% | 07/15/2048 | 0.1% |
| MEG Energy Corp | 5.875% | 02/01/2029 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.286% | 07/05/2033 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.692% | 01/25/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.549% | 07/05/2033 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Ashland LLC | 6.875% | 05/15/2043 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Life Time Inc | 5.750% | 01/15/2026 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 3.040% | 05/15/2036 | 0.0% |
| United Rentals North America Inc | 4.000% | 07/15/2030 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| Match Group Holdings II LLC | 5.000% | 12/15/2027 | 0.0% |
| Massachusetts Educational Financing Authority | 1.074% | 04/25/2038 | 0.0% |
| Match Group Holdings II LLC | 5.625% | 02/15/2029 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| HONO 2021-LULU Mortgage Trust | 1.940% | 10/15/2036 | 0.0% |
| HCA Inc | 5.250% | 06/15/2026 | 0.0% |
| PFP 2019-6 Ltd | 1.140% | 04/14/2037 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.400% | 11/15/2034 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2.141% | 02/25/2032 | 0.0% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.698% | 07/15/2050 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | 4.441% | 07/15/2046 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust 2012-C3 | 4.365% | 08/10/2049 | 0.0% |
| GS Mortgage Securities Trust 2015-GC32 | 4.574% | 07/10/2048 | 0.0% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.0% |
| New Jersey Transportation Trust Fund Authority | 4.081% | 06/15/2039 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.0% |
| TRANS UNION LLC | 0.000% | 11/16/2029 | 0.0% |
| Pennsylvania Higher Education Assistance Agency | 0.394% | 04/25/2038 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Fannie Mae Pool | 2.068% | 03/01/2042 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.0% |
| Credit Index Swap | 1.000% | 12/20/2026 | 0.0% |
| US 5YR NOTE (CBT) Mar22 | 0.000% | 04/05/2022 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Foursight Capital Automobile Receivables Trust 2018-1 | 3.680% | 08/15/2023 | 0.0% |
| Ford Credit Auto Owner Trust 2020-B | 0.500% | 02/15/2023 | 0.0% |
| Credit Index Swap | 1.000% | 12/20/2026 | 0.0% |
| FX USD/EUR 12/21 | 0.000% | 12/10/2021 | 0.0% |
| FX USD/EUR 12/21 | 0.000% | 12/10/2021 | 0.0% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.740% | 11/15/2022 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 1.111% | 08/10/2047 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 | 6.250% | 10/25/2036 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.0% |
| New Century Home Equity Loan Trust Series 2005-A | 5.454% | 08/25/2035 | 0.0% |
| Structured Asset Securities Corp Series 2006-3H | 5.750% | 12/25/2035 | 0.0% |
| MND Holdings III Corp | 4.500% | 06/19/2024 | 0.0% |
| Meritage Mortgage Loan Trust 2004-2 | 1.067% | 01/25/2035 | 0.0% |
| FX EUR/USD 12/21 | 0.000% | 12/10/2021 | 0.0% |
| Cvent Inc | 3.840% | 11/29/2024 | 0.0% |
| Learfield Communications LLC | 4.250% | 12/01/2023 | 0.0% |
| FX EUR/USD 12/21 | 0.000% | 12/10/2021 | 0.0% |
| Commercial Mortgage Backed Index Swap | 3.000% | 08/17/2061 | 0.0% |
| US 10YR NOTE (CBT)Mar22 | 0.000% | 03/31/2022 | 0.0% |
| US 2YR NOTE (CBT) Mar22 | 0.000% | 04/05/2022 | 0.0% |
| Commercial Mortgage Backed Index Swap | 3.000% | 09/17/2058 | 0.0% |
| US 10yr Ultra Fut Mar22 | 0.000% | 03/31/2022 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.