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 | 0.125% | 05/31/2023 | 13.1% |
| United States Treasury Bill | 0.000% | 11/18/2021 | 5.5% |
| United States Treasury Note/Bond | 0.625% | 07/31/2026 | 3.8% |
| United States Treasury Note/Bond | 1.125% | 05/15/2040 | 3.1% |
| United States Treasury Bill | 0.000% | 10/21/2021 | 2.9% |
| United States Treasury Note/Bond | 2.000% | 08/15/2051 | 2.7% |
| 30-YR UMBS-TBA PROD SEP | 2.500% | 11/01/2050 | 2.4% |
| 30-YR UMBS-TBA PROD SEP | 3.000% | 04/01/2050 | 2.1% |
| 30-YR GNMA II-TBA PROD SEP | 2.500% | 11/01/2050 | 1.9% |
| Toyota Auto Receivables 2021-A Owner Trust | 0.160% | 07/17/2023 | 0.8% |
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% | 05/31/2023 | 12.9% |
| United States Treasury Bill | 0.000% | 11/18/2021 | 5.4% |
| United States Treasury Note/Bond | 0.750% | 03/31/2026 | 4.0% |
| United States Treasury Note/Bond | 1.125% | 05/15/2040 | 3.0% |
| United States Treasury Bill | 0.000% | 10/21/2021 | 2.9% |
| United States Treasury Note/Bond | 1.625% | 11/15/2050 | 2.7% |
| 30-YR UMBS-TBA PROD AUG | 2.500% | 11/01/2050 | 2.3% |
| 30-YR GNMA II-TBA PROD AUG | 2.500% | 11/01/2050 | 1.9% |
| 30-YR UMBS-TBA PROD AUG | 3.000% | 04/01/2050 | 1.3% |
| Toyota Auto Receivables 2021-A Owner Trust | 0.160% | 07/17/2023 | 0.9% |
| 30-YR UMBS-TBA PROD AUG | 3.500% | 04/01/2049 | 0.9% |
| United States Treasury Note/Bond | 0.125% | 06/30/2023 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.7% |
| Fannie Mae Pool | 3.500% | 09/01/2047 | 0.7% |
| Emera US Finance LP | 3.550% | 06/15/2026 | 0.7% |
| World Omni Auto Receivables Trust 2021-A | 0.170% | 02/15/2024 | 0.7% |
| Carmax Auto Owner Trust 2021-1 | 0.220% | 02/15/2024 | 0.7% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.7% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.6% |
| General Motors Financial Co Inc | 3.600% | 06/21/2030 | 0.6% |
| Boeing Co/The | 4.875% | 05/01/2025 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| Westpac Banking Corp | 4.322% | 11/23/2031 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.127% | 12/15/2036 | 0.4% |
| United States Treasury Note/Bond | 2.250% | 08/15/2049 | 0.4% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.4% |
| Fannie Mae Pool | 3.500% | 03/01/2050 | 0.4% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.4% |
| Oracle Corp | 2.950% | 04/01/2030 | 0.4% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.290% | 11/15/2023 | 0.4% |
| CARLYLE US CLO 2021-1 LTD | 1.331% | 04/15/2034 | 0.4% |
| Qatar Government International Bond | 3.750% | 04/16/2030 | 0.4% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.4% |
| CIFC Funding 2021-I Ltd | 1.235% | 04/25/2033 | 0.4% |
| Dryden 58 Clo Ltd | 1.634% | 07/17/2031 | 0.4% |
| Diamondback Energy Inc | 3.500% | 12/01/2029 | 0.4% |
| BAT Capital Corp | 4.906% | 04/02/2030 | 0.3% |
| General Electric Co | 3.514% | 06/15/2199 | 0.3% |
| Ford Motor Co | 7.450% | 07/16/2031 | 0.3% |
| Wells Fargo Commercial Mortgage Trust | 4.462% | 09/15/2048 | 0.3% |
| HCA Inc | 4.125% | 06/15/2029 | 0.3% |
| Santander Drive Auto Receivables Trust 2020-3 | 1.640% | 11/16/2026 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.3% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| CSMC Series 2019-UVIL | 3.160% | 12/15/2041 | 0.3% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.3% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| VMware Inc | 4.700% | 05/15/2030 | 0.3% |
| Boeing Co/The | 5.040% | 05/01/2027 | 0.3% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.3% |
| Kayne CLO 10 Ltd | 1.367% | 04/23/2034 | 0.3% |
| Marlette Funding Trust 2020-2 | 4.650% | 09/16/2030 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.3% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 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% |
| Macquarie Group Ltd | 2.691% | 06/23/2032 | 0.3% |
| Wells Fargo & Co | 3.584% | 05/22/2028 | 0.3% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.3% |
| Qatar Government International Bond | 4.000% | 03/14/2029 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 1.474% | 01/19/2033 | 0.3% |
| Dryden Senior Loan Fund | 1.596% | 04/15/2028 | 0.3% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.3% |
| Aadvantage Loyalty IP | 5.500% | 03/10/2028 | 0.3% |
| Western Midstream Operating LP | 5.300% | 02/01/2030 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| BFLD 2019-DPLO | 2.333% | 10/15/2034 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.780% | 08/17/2026 | 0.3% |
| CIM Retail Portfolio Trust 2021-RETL | 3.850% | 08/15/2036 | 0.3% |
| Palmer Square CLO Ltd | 1.256% | 07/15/2034 | 0.3% |
| NVR Inc | 3.000% | 05/15/2030 | 0.3% |
| Kayne CLO 7 Ltd | 1.334% | 04/17/2033 | 0.3% |
| Kraft Heinz Foods Co | 4.375% | 06/01/2046 | 0.3% |
| Exeter Automobile Receivables Trust 2020-3 | 3.440% | 08/17/2026 | 0.3% |
| Ally Financial Inc | 8.000% | 11/01/2031 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.2% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.2% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.2% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.2% |
| OneMain Financial Issuance Trust 2019-2 | 3.140% | 10/14/2036 | 0.2% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.2% |
| BX Trust 2018-GW | 0.893% | 05/15/2035 | 0.2% |
| Dryden 61 Clo Ltd | 1.124% | 01/17/2032 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.2% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.593% | 01/15/2026 | 0.2% |
| OneMain Finance Corp | 5.375% | 11/15/2029 | 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% |
| Bank of America Corp | 2.087% | 06/14/2029 | 0.2% |
| Progress Residential 2021-SFR4 | 2.309% | 05/17/2038 | 0.2% |
| Regeneron Pharmaceuticals Inc | 1.750% | 09/15/2030 | 0.2% |
| UBS AG | 5.125% | 05/15/2024 | 0.2% |
| Delta Air Lines Inc | 7.000% | 05/01/2025 | 0.2% |
| Flagship Credit Auto Trust 2021-1 | 0.310% | 06/16/2025 | 0.2% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.2% |
| OCP CLO 2019-16 Ltd | 1.119% | 04/10/2033 | 0.2% |
| Westlake Automobile Receivables Trust 2020-3 | 3.340% | 06/15/2026 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 3.500% | 01/15/2025 | 0.2% |
| Ghana Government International Bond | 6.375% | 02/11/2027 | 0.2% |
| WEA Finance LLC | 2.875% | 01/15/2027 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.093% | 05/15/2048 | 0.2% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.2% |
| Morgan Stanley | 2.239% | 07/21/2032 | 0.2% |
| FirstEnergy Corp | 4.650% | 07/15/2027 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.2% |
| NGPL Pipeco LLC | 3.250% | 07/15/2031 | 0.2% |
| SA Global Sukuk Ltd | 2.694% | 06/17/2031 | 0.2% |
| SK Hynix Inc | 2.375% | 01/19/2031 | 0.2% |
| Lendmark Funding Trust 2021-1 | 1.900% | 11/20/2031 | 0.2% |
| Playtika Holding Corp | 2.842% | 03/05/2028 | 0.2% |
| Kohl's Corp | 5.550% | 07/17/2045 | 0.2% |
| Bausch Health Cos Inc | 5.250% | 01/30/2030 | 0.2% |
| UBS Commercial Mortgage Trust 2017-C3 | 4.309% | 08/15/2050 | 0.2% |
| SLIDE 2018-FUN | 2.643% | 06/15/2031 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.2% |
| Hilcorp Energy I LP / Hilcorp Finance Co | 5.750% | 02/01/2029 | 0.2% |
| Freeport-McMoRan Inc | 4.125% | 03/01/2028 | 0.2% |
| Occidental Petroleum Corp | 6.125% | 01/01/2031 | 0.2% |
| Meituan | 3.050% | 10/28/2030 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| New Jersey Transportation Trust Fund Authority | 4.131% | 06/15/2042 | 0.2% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.2% |
| Arbor Realty Collateralized Loan Obligation Ltd | 2.593% | 05/15/2036 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 2.150% | 10/25/2033 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Turkiye Ihracat Kredi Bankasi AS | 5.750% | 07/06/2026 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Kayne CLO 5 Ltd | 1.475% | 07/24/2032 | 0.2% |
| MEG Energy Corp | 7.125% | 02/01/2027 | 0.2% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| Extended Stay America Trust 2021-ESH | 1.794% | 07/15/2038 | 0.2% |
| Transocean Guardian Ltd | 5.875% | 01/15/2024 | 0.2% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 4.744% | 05/15/2026 | 0.2% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.2% |
| Goldman Sachs Group Inc/The | 2.383% | 07/21/2032 | 0.2% |
| Baidu Inc | 3.075% | 04/07/2025 | 0.2% |
| CIFC Funding 2019-III Ltd | 3.826% | 07/16/2032 | 0.2% |
| Octagon Investment Partners 48 Ltd | 1.634% | 10/20/2031 | 0.2% |
| L Brands Inc | 6.875% | 11/01/2035 | 0.2% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| KNDR 2021-KIND D | 0.000% | 08/15/2026 | 0.2% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Navient Corp | 5.000% | 03/15/2027 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 1.791% | 06/16/2036 | 0.2% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.2% |
| Glencore Funding LLC | 2.850% | 04/27/2031 | 0.2% |
| Gracie Point International Funding 2020-B | 2.500% | 05/02/2023 | 0.2% |
| Marble Point CLO XVII Ltd | 1.434% | 04/20/2033 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.603% | 07/05/2033 | 0.2% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.2% |
| Egypt Government International Bond | 7.600% | 03/01/2029 | 0.2% |
| Westpac Banking Corp | 2.894% | 02/04/2030 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.119% | 12/19/2030 | 0.2% |
| Nordstrom Inc | 4.375% | 04/01/2030 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.1% |
| Braskem Netherlands Finance BV | 4.500% | 01/31/2030 | 0.1% |
| Cemex SAB de CV | 5.450% | 11/19/2029 | 0.1% |
| Polaris Newco LLC | 4.500% | 06/03/2028 | 0.1% |
| Barings CLO Ltd 2019-III | 1.734% | 04/20/2031 | 0.1% |
| National Australia Bank Ltd | 2.990% | 05/21/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.043% | 06/15/2035 | 0.1% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.1% |
| Prosus NV | 3.832% | 02/08/2051 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Mountain View CLO 2017-1 LLC | 1.216% | 10/16/2029 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.1% |
| Logan CLO I Ltd | 1.312% | 07/20/2034 | 0.1% |
| Qatar Petroleum | 3.125% | 07/12/2041 | 0.1% |
| HCA Inc | 5.250% | 06/15/2026 | 0.1% |
| Cikarang Listrindo Tbk PT | 4.950% | 09/14/2026 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| CBAM 2017-1 Ltd | 3.884% | 07/20/2030 | 0.1% |
| Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 3.625% | 03/01/2029 | 0.1% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.1% |
| HGI CRE CLO 2021-FL1 Ltd | 2.441% | 06/16/2036 | 0.1% |
| FirstEnergy Corp | 2.650% | 03/01/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.393% | 06/15/2032 | 0.1% |
| Carnival Corp | 11.500% | 04/01/2023 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 3.875% | 01/23/2028 | 0.1% |
| Globo Comunicacao e Participacoes SA | 4.875% | 01/22/2030 | 0.1% |
| Benchmark 2018-B5 Mortgage Trust | 4.609% | 07/15/2051 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| HCA Inc | 4.500% | 02/15/2027 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| CSN Resources SA | 4.625% | 06/10/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.460% | 07/15/2025 | 0.1% |
| First American Financial Corp | 2.400% | 08/15/2031 | 0.1% |
| KKR CLO 18 Ltd | 1.834% | 07/18/2030 | 0.1% |
| Eastern Gas Transmission & Storage Inc | 3.000% | 11/15/2029 | 0.1% |
| SLC Student Loan Trust 2008-1 | 1.719% | 12/15/2032 | 0.1% |
| Ball Corp | 2.875% | 08/15/2030 | 0.1% |
| Citigroup Inc | 2.561% | 05/01/2032 | 0.1% |
| American Homes 4 Rent LP | 2.375% | 07/15/2031 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Wachovia Corp | 7.574% | 08/01/2026 | 0.1% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.1% |
| Suzano Austria GmbH | 3.750% | 01/15/2031 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| Ford Credit Auto Owner Trust 2020-B | 0.500% | 02/15/2023 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| Apache Corp | 4.375% | 10/15/2028 | 0.1% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 11/15/2032 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Fina | 4.875% | 04/15/2045 | 0.1% |
| CSC Holdings LLC | 5.500% | 04/15/2027 | 0.1% |
| Life 2021-BMR Mortgage Trust | 1.844% | 03/15/2038 | 0.1% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.1% |
| Frontier Communications Holdings LLC | 5.000% | 05/01/2028 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.1% |
| PetSmart Inc / PetSmart Finance Corp | 4.750% | 02/15/2028 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| Time Warner Entertainment Co LP | 8.375% | 07/15/2033 | 0.1% |
| Buckeye Partners LP | 6.375% | 01/22/2078 | 0.1% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.1% |
| Equinor ASA | 7.150% | 11/15/2025 | 0.1% |
| Apidos CLO XXXV | 1.249% | 04/20/2034 | 0.1% |
| Melissa & Doug | 5.435% | 06/19/2024 | 0.1% |
| Centene Corp | 2.625% | 08/01/2031 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Newell Brands Inc | 5.875% | 04/01/2036 | 0.1% |
| TK Elevator US Newco Inc | 5.250% | 07/15/2027 | 0.1% |
| Cedar Funding XII CLO Ltd | 4.075% | 10/25/2032 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| SM Energy Co | 6.750% | 09/15/2026 | 0.1% |
| Party City Holdings Inc | 8.750% | 02/15/2026 | 0.1% |
| Assurant Inc | 2.650% | 01/15/2032 | 0.1% |
| Rent-A-Center Inc/TX | 6.375% | 02/15/2029 | 0.1% |
| L Brands Inc | 6.625% | 10/01/2030 | 0.1% |
| Clear Channel Outdoor Holdings Inc | 7.750% | 04/15/2028 | 0.1% |
| Ally Financial Inc | 4.700% | 08/15/2199 | 0.1% |
| Brazos Delaware II, LLC | 4.085% | 05/21/2025 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| DISH DBS Corp | 7.750% | 07/01/2026 | 0.1% |
| MGM Resorts International | 5.500% | 04/15/2027 | 0.1% |
| Murphy Oil Corp | 5.875% | 12/01/2027 | 0.1% |
| Scientific Games International, Inc. | 7.250% | 11/15/2029 | 0.1% |
| Banco Nacional de Comercio Exterior SNC | 2.720% | 08/11/2031 | 0.1% |
| Tenet Healthcare Corp | 6.250% | 02/01/2027 | 0.1% |
| Cleveland-Cliffs Inc | 5.875% | 06/01/2027 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Prope | 5.875% | 10/01/2028 | 0.1% |
| Newark BSL CLO 1 Ltd | 3.129% | 12/21/2029 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 4.750% | 03/01/2030 | 0.1% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.1% |
| Cvent, Inc. | 3.842% | 11/29/2024 | 0.1% |
| Foothill-Eastern Transportation Corridor Agency | 4.094% | 01/15/2049 | 0.1% |
| GUSAP III LP | 4.250% | 01/21/2030 | 0.1% |
| Med ParentCo LP | 4.340% | 07/31/2026 | 0.1% |
| Hecla Mining Co | 7.250% | 02/15/2028 | 0.1% |
| Tesla Inc | 5.300% | 08/15/2025 | 0.1% |
| CommScope Inc | 7.125% | 07/01/2028 | 0.1% |
| Heartland Dental, LLC | 3.592% | 04/30/2025 | 0.1% |
| Mascot Bidco Oy | 4.500% | 03/01/2026 | 0.1% |
| Learning Care Group (US) No. 2 Inc. | 4.250% | 03/13/2025 | 0.1% |
| Live Nation Entertainment Inc | 4.750% | 10/15/2027 | 0.1% |
| Carvana Co | 5.875% | 10/01/2028 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.043% | 07/15/2035 | 0.1% |
| Kuehg Corp | 4.750% | 02/14/2025 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| Garda World Security Corp | 9.500% | 11/01/2027 | 0.1% |
| Southwestern Energy Co | 7.750% | 10/01/2027 | 0.1% |
| TransDigm Inc | 6.375% | 06/15/2026 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Watco Cos LLC / Watco Finance Corp | 6.500% | 06/15/2027 | 0.1% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.1% |
| WP CPP Holdings, LLC | 4.750% | 04/30/2025 | 0.1% |
| Spring Education Group, Inc. | 4.397% | 07/30/2025 | 0.1% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.1% |
| Cedar Fair LP | 5.250% | 07/15/2029 | 0.1% |
| Amern Trailer World Corp | 0.000% | 02/17/2028 | 0.1% |
| XPO Logistics Inc | 6.250% | 05/01/2025 | 0.1% |
| New York City Transitional Fin Auth | 1.950% | 08/01/2034 | 0.1% |
| DaVita Inc | 3.750% | 02/15/2031 | 0.1% |
| Innovative Chemical Products | 4.250% | 12/01/2023 | 0.1% |
| LogMeIn Inc | 5.500% | 09/01/2027 | 0.1% |
| Toll Brothers Finance Corp | 4.350% | 02/15/2028 | 0.1% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.1% |
| Csail 2015-C2 Commercial Mortgage Trust | 4.188% | 06/15/2057 | 0.1% |
| Pennsylvania Electric Co | 3.600% | 06/01/2029 | 0.1% |
| Surgery Center Holdings Inc | 10.000% | 04/15/2027 | 0.1% |
| Greenko Solar Mauritius Ltd | 5.950% | 07/29/2026 | 0.1% |
| CF Industries Inc | 4.950% | 06/01/2043 | 0.1% |
| Playa Resorts Holding B.V. | 3.750% | 04/29/2024 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.049% | 11/15/2034 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 4.875% | 02/15/2030 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| William Carter Co/The | 5.500% | 05/15/2025 | 0.1% |
| Nationstar Mortgage Holdings Inc | 5.500% | 08/15/2028 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.750% | 10/20/2028 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.1% |
| Centene Corp | 3.375% | 02/15/2030 | 0.1% |
| Antofagasta PLC | 2.375% | 10/14/2030 | 0.1% |
| NRG Energy Inc | 5.750% | 01/15/2028 | 0.1% |
| PG&E Corp | 5.000% | 07/01/2028 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Fina | 4.500% | 03/15/2027 | 0.1% |
| Griffon Corp | 5.750% | 03/01/2028 | 0.1% |
| BHMS 2018-ATLS | 1.993% | 07/15/2035 | 0.1% |
| Calpine Corp | 5.125% | 03/15/2028 | 0.1% |
| Gap Inc/The | 8.625% | 05/15/2025 | 0.1% |
| United Rentals North America Inc | 4.875% | 01/15/2028 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| Skyworks Solutions Inc | 3.000% | 06/01/2031 | 0.1% |
| Century Communities Inc | 6.750% | 06/01/2027 | 0.1% |
| Calpine Corp | 4.500% | 02/15/2028 | 0.1% |
| Cleveland-Cliffs Inc | 4.625% | 03/01/2029 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.500% | 10/20/2025 | 0.1% |
| Zayo Group Holdings Inc | 4.000% | 03/01/2027 | 0.1% |
| NRG Energy Inc | 4.450% | 06/15/2029 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| TerraForm Power Operating LLC | 4.750% | 01/15/2030 | 0.1% |
| Boyd Gaming Corp | 4.750% | 06/15/2031 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 4.875% | 01/16/2024 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| BAT Capital Corp | 4.700% | 04/02/2027 | 0.1% |
| Centene Corp | 2.450% | 07/15/2028 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| Global Payments Inc | 3.200% | 08/15/2029 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.020% | 11/15/2035 | 0.1% |
| Stericycle Inc | 3.875% | 01/15/2029 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| VeriSign Inc | 2.700% | 06/15/2031 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 2.034% | 10/20/2028 | 0.1% |
| Barings CLO Ltd 2018-III | 3.034% | 07/20/2029 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 3.250% | 08/15/2030 | 0.1% |
| Race Point IX CLO Ltd | 3.326% | 10/15/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Senegal Government International Bond | 5.375% | 06/08/2037 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 5.159% | 08/05/2034 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| Turkey Government International Bond | 5.250% | 03/13/2030 | 0.1% |
| Carnival Corp | 7.625% | 03/01/2026 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.985% | 01/15/2059 | 0.1% |
| Boyd Gaming Corp | 4.750% | 12/01/2027 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.689% | 01/25/2046 | 0.1% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.266% | 07/15/2048 | 0.1% |
| Regents of the University of California Medical Ce | 3.006% | 05/15/2050 | 0.1% |
| CoStar Group Inc | 2.800% | 07/15/2030 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| MEG Energy Corp | 5.875% | 02/01/2029 | 0.1% |
| Clarios Global LP / Clarios US Finance Co | 8.500% | 05/15/2027 | 0.1% |
| Murphy Oil USA Inc | 4.750% | 09/15/2029 | 0.1% |
| PFP 2019-6 Ltd | 1.141% | 04/14/2037 | 0.1% |
| Temasek Financial I Ltd | 2.500% | 10/06/2070 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.303% | 07/05/2033 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.0% |
| Ashland LLC | 6.875% | 05/15/2043 | 0.0% |
| Murphy Oil USA Inc | 3.750% | 02/15/2031 | 0.0% |
| Tri Pointe Homes Inc | 5.250% | 06/01/2027 | 0.0% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.0% |
| Freeport-McMoRan Inc | 4.250% | 03/01/2030 | 0.0% |
| Arbor Realty Collateralized Loan Obligation Ltd | 3.043% | 05/15/2036 | 0.0% |
| Massachusetts Educational Financing Authority | 1.075% | 04/25/2038 | 0.0% |
| United Rentals North America Inc | 4.000% | 07/15/2030 | 0.0% |
| Match Group Holdings II LLC | 5.625% | 02/15/2029 | 0.0% |
| Match Group Holdings II LLC | 5.000% | 12/15/2027 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| SM Energy Co | 5.625% | 06/01/2025 | 0.0% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Ce | 2.144% | 02/25/2032 | 0.0% |
| Deephaven Residential Mortgage Trust 2019-4 | 2.791% | 10/25/2059 | 0.0% |
| CHS/Community Health Systems Inc | 6.125% | 04/01/2030 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.562% | 07/15/2050 | 0.0% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.740% | 11/15/2022 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.403% | 11/15/2034 | 0.0% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.0% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 2.275% | 07/25/2027 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| County of Miami-Dade FL | 2.786% | 10/01/2037 | 0.0% |
| GS Mortgage Securities Trust 2015-GC32 | 4.422% | 07/10/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.308% | 07/15/2046 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| New Jersey Transportation Trust Fund Authority | 4.081% | 06/15/2039 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.0% |
| Dell International LLC / EMC Corp. | 6.020% | 06/15/2026 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Fannie Mae Pool | 0.103% | 03/01/2042 | 0.0% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.0% |
| Pennsylvania Higher Education Assistance Agency | 0.395% | 04/25/2038 | 0.0% |
| Carmax Auto Owner Trust 2019-4 | 2.010% | 03/15/2023 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| Avery Point IV CLO Ltd | 1.725% | 04/25/2026 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Kimberly-Clark de Mexico SAB de CV | 3.800% | 04/08/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Exeter Automobile Receivables Trust 2020-2 | 1.130% | 08/15/2023 | 0.0% |
| Credit Index Swap | 5.000% | 06/20/2026 | 0.0% |
| Ford Credit Auto Owner Trust 2020-A | 1.030% | 10/15/2022 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.000% | 08/17/2061 | 0.0% |
| Credit Index Swap | 1.000% | 06/20/2026 | 0.0% |
| FX USD/EUR 09/21 | 0.000% | 09/10/2021 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 0.957% | 08/10/2047 | 0.0% |
| FX USD/EUR 09/21 | 0.000% | 09/10/2021 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| New Century Home Equity Loan Trust | 4.705% | 08/25/2035 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Meritage Mortgage Loan Trust 2004-2 | 1.064% | 01/25/2035 | 0.0% |
| Credit Index Swap | 1.000% | 06/20/2026 | 0.0% |
| US 10YR NOTE (CBT)SEP21 | 0.000% | 09/30/2021 | 0.0% |
| US 10YR ULTRA FUT SEP21 | 0.000% | 09/30/2021 | 0.0% |
| US ULTRA BOND CBT SEP21 | 0.000% | 09/30/2021 | 0.0% |
| US LONG BOND(CBT) SEP21 | 0.000% | 09/30/2021 | 0.0% |
| FX EUR/USD 09/21 | 0.000% | 09/10/2021 | 0.0% |
| CPI Swap | 0.010% | 06/16/2026 | 0.0% |
| CPI Swap | 0.010% | 06/16/2026 | 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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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.