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 |
|---|
| 30-YR UMBS-TBA PROD OCT | 3.500% | 01/01/2049 | 23.6% |
| United States Treasury Bill | 0.000% | 11/21/2019 | 11.4% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 6.2% |
| 30-YR UMBS-TBA PROD OCT | 3.000% | 04/01/2049 | 5.4% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.5% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.3% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 3.3% |
| 30-YR UMBS-TBA PROD OCT | 4.000% | 01/01/2049 | 2.3% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.3% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.2% |
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 |
|---|
| 30-YR UMBS-TBA PROD SEP | 3.500% | 12/01/2048 | 23.3% |
| United States Treasury Bill | 0.000% | 11/21/2019 | 11.5% |
| 30-YR UMBS-TBA PROD SEP | 3.000% | 03/01/2049 | 5.4% |
| Federal Home Loan Bank | 0.000% | 09/06/2019 | 5.3% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.9% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.6% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.3% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.3% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.3% |
| 30-YR UMBS-TBA PROD SEP | 4.000% | 12/01/2048 | 2.3% |
| U.S. Treasury Note/Bond | 1.250% | 08/31/2024 | 1.9% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.9% |
| U.S. Treasury Note/Bond | 1.875% | 12/15/2020 | 0.9% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.7% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.7% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.5% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| U.S. Treasury Note/Bond | 1.625% | 08/15/2029 | 0.5% |
| Ford Credit Auto Owner Trust 2014-REV2 | 2.310% | 04/15/2026 | 0.5% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.5% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.4% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| Ares XLI Clo Ltd | 3.503% | 01/15/2029 | 0.4% |
| ENI SpA | 5.700% | 10/01/2040 | 0.4% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.4% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.4% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.800% | 09/20/2021 | 0.3% |
| Santander Drive Auto Receivables Trust 2015-2 | 4.020% | 09/15/2022 | 0.3% |
| Ally Auto Receivables Trust 2016-1 | 1.990% | 03/15/2021 | 0.3% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.3% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.3% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.3% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.3% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.3% |
| SOUND POINT CLO XVII | 3.878% | 10/20/2030 | 0.3% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 4.178% | 07/20/2030 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| Perusahaan Listrik Negara PT | 3.875% | 07/17/2029 | 0.3% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 4.078% | 01/20/2028 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.195% | 06/15/2032 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| EPR Properties | 4.500% | 06/01/2027 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Ecopetrol S.A. | 4.125% | 01/16/2025 | 0.2% |
| Air Lease Corp. | 3.625% | 12/01/2027 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| ALM VII Ltd | 4.153% | 07/15/2029 | 0.2% |
| BX Trust 2018-GW | 2.995% | 05/15/2035 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.249% | 05/15/2048 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.2% |
| Anheuser-Busch InBev Worldwide, Inc. | 4.750% | 01/23/2029 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.500% | 04/18/2025 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| SLC Student Loan Trust 2008-1 | 4.010% | 12/15/2032 | 0.2% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.2% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.2% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.2% |
| ICG US CLO 2015-2 Ltd | 3.172% | 01/16/2028 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.625% | 03/01/2025 | 0.2% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Daimler Finance North America LLC | 3.100% | 08/15/2029 | 0.2% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.494% | 07/05/2033 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.327% | 11/15/2037 | 0.2% |
| Boeing Co. | 3.250% | 02/01/2035 | 0.2% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| Reynolds American, Inc. | 5.700% | 08/15/2035 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.375% | 06/15/2036 | 0.2% |
| Americredit Automobile Receivables Trust 2019-1 | 2.442% | 06/20/2022 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.212% | 11/19/2035 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.145% | 11/15/2035 | 0.2% |
| Petrobras Global Finance BV | 5.750% | 02/01/2029 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 3.528% | 01/20/2029 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.2% |
| Siemens Financial Services, Inc. | 2.350% | 10/15/2026 | 0.2% |
| China Evergrande Group | 10.000% | 04/11/2023 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.2% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.2% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.2% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.2% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| Tronox Inc | 6.500% | 04/15/2026 | 0.2% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.2% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Radian Group, Inc. | 4.875% | 03/15/2027 | 0.2% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.2% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.2% |
| Benefit Street Partners CLO XI | 4.053% | 04/15/2029 | 0.1% |
| Barclays Dryrock Issuance Trust | 2.410% | 07/15/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.1% |
| Kenya Government International Bond | 7.000% | 05/22/2027 | 0.1% |
| Walt Disney Co/The | 7.750% | 12/01/2045 | 0.1% |
| KKR CLO 18 Ltd | 4.000% | 07/18/2030 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Apache Corp. | 4.750% | 04/15/2043 | 0.1% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Myriad International Holdings BV | 5.500% | 07/21/2025 | 0.1% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.903% | 04/15/2026 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.580% | 09/15/2022 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2017-C | 2.120% | 02/16/2021 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.745% | 01/25/2046 | 0.1% |
| Colonial Pipeline Co. | 4.250% | 04/15/2048 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.1% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.295% | 06/15/2032 | 0.1% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Exelon Generation Co. LLC | 6.250% | 10/01/2039 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.1% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.1% |
| Jamestown CLO IX Ltd | 4.928% | 10/20/2028 | 0.1% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| CBB International Sukuk Co 6 Spc | 5.250% | 03/20/2025 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.1% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| Csail Commercial Mortgage Trust | 4.342% | 06/15/2057 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.145% | 12/25/2048 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.145% | 07/15/2035 | 0.1% |
| LCM XXIV Ltd | 3.588% | 03/20/2030 | 0.1% |
| Schlumberger Holdings Corp. | 4.300% | 05/01/2029 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Kerr-McGee Corp. | 7.875% | 09/15/2031 | 0.1% |
| California Resources Corp. | 8.000% | 12/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Halliburton Co. | 6.700% | 09/15/2038 | 0.1% |
| Piedmont Natural Gas Co., Inc. | 3.500% | 06/01/2029 | 0.1% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.1% |
| Halliburton Co. | 7.450% | 09/15/2039 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| IFM US Colonial Pipeline 2 LLC | 6.450% | 05/01/2021 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| Cedar Funding VI CLO Ltd | 3.878% | 10/20/2028 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| Westlake Automobile Receivables Trust 2018-1 | 2.670% | 05/17/2021 | 0.1% |
| General Electric Co. | 2.945% | 05/05/2026 | 0.1% |
| CIT Group, Inc. | 6.125% | 03/09/2028 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.1% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Centennial Resource Production LLC | 6.875% | 04/01/2027 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| Interstate Power & Light Co | 3.600% | 04/01/2029 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Mountain View CLO X Ltd | 3.653% | 10/13/2027 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| Jamestown CLO VII Ltd. | 4.876% | 07/25/2027 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.331% | 08/05/2034 | 0.1% |
| Ares XLI Clo Ltd | 4.103% | 01/15/2029 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 6.250% | 11/01/2028 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.1% |
| Sound Point CLO XI Ltd. | 3.378% | 07/20/2028 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Republic of Argentina | 6.875% | 04/22/2021 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Sound Point Clo XV Ltd | 4.759% | 01/23/2029 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-2 | 3.020% | 04/15/2021 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| AbbVie, Inc. | 4.875% | 11/14/2048 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.432% | 01/18/2022 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Angolan Government International Bond | 8.250% | 05/09/2028 | 0.1% |
| Goldman Sachs Group, Inc. | 4.223% | 05/01/2029 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.345% | 11/15/2035 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| Ghana Government International Bond | 8.125% | 03/26/2032 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.145% | 06/15/2035 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Carvana Auto Receivables Trust 2019-1 | 5.640% | 01/15/2026 | 0.1% |
| Dominican Republic International Bond | 6.400% | 06/05/2049 | 0.1% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.1% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.1% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 4.178% | 10/20/2028 | 0.1% |
| Massachusetts Educational Financing Authority | 3.226% | 04/25/2038 | 0.1% |
| Cent CLO Ltd. | 3.586% | 10/29/2025 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Regatta VI Funding Ltd | 4.328% | 07/20/2028 | 0.1% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.1% |
| Verizon Communications, Inc. | 3.618% | 05/15/2025 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.805% | 07/15/2050 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Vistra Operations Co LLC | 4.300% | 07/15/2029 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.038% | 01/15/2059 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.353% | 04/15/2026 | 0.1% |
| Federal National Mortgage Assoc. | 2.244% | 03/01/2042 | 0.1% |
| Avery Point VII CLO Ltd | 4.753% | 01/15/2028 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.411% | 07/15/2048 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.241% | 02/25/2032 | 0.1% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.194% | 07/05/2033 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.045% | 01/15/2033 | 0.1% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.1% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Madison Park Funding XXI Ltd | 3.806% | 07/25/2029 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.420% | 07/15/2046 | 0.1% |
| Avery Point CLO Ltd. | 3.876% | 04/25/2026 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| LCM XXII Ltd. | 3.758% | 10/20/2028 | 0.1% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.0% |
| MPT Operating Partnership L.P. | 5.000% | 10/15/2027 | 0.0% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.703% | 04/15/2026 | 0.0% |
| Albertsons Cos LLC / Safeway, Inc. / New Albertson | 6.625% | 06/15/2024 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| AT&T, Inc. | 6.100% | 07/15/2040 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.0% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| Energy Transfer Operating LP | 6.250% | 04/15/2049 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Republic of Argentina | 5.875% | 01/11/2028 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Interest Rate Swap | 0.000% | 06/07/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.678% | 01/20/2027 | 0.0% |
| Apidos CLO XVI | 5.303% | 01/19/2025 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| Delphi Automotive plc | 4.350% | 03/15/2029 | 0.0% |
| TCI-Symphony CLO 2016-1 Ltd | 3.783% | 10/13/2029 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.426% | 07/25/2027 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Arcor | 6.000% | 07/06/2023 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| Dayton Power & Light Co. | 3.950% | 06/15/2049 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| PHEAA Student Loan Trust I | 2.546% | 04/25/2038 | 0.0% |
| Santander UK plc | 5.000% | 11/07/2023 | 0.0% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Drive Auto Receivables Trust 2018-5 | 3.080% | 07/15/2021 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| BMW Vehicle Owner Trust 2018-A | 2.090% | 11/25/2020 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| GS Mortgage Securities Trust | 4.557% | 07/10/2048 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Turkiye Garanti Bankasi AS | 6.250% | 04/20/2021 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Drive Auto Receivables Trust 2018-5 | 2.515% | 07/15/2021 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.010% | 11/15/2021 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Provincia de Buenos Aires, Argentina | 6.500% | 02/15/2023 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 5.000% | 10/01/2022 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| COMM Mortgage Trust | 1.233% | 08/10/2047 | 0.0% |
| New Century Home Equity Loan Trust | 4.685% | 08/25/2035 | 0.0% |
| Meritage Mortgage Loan Trust | 3.120% | 01/25/2035 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Embraer Netherlands Finance BV | 5.050% | 06/15/2025 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| SLM Student Loan Trust | 2.665% | 03/25/2026 | 0.0% |
| SLM Private Education Loan Trust | 5.445% | 05/16/2044 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| US 10YR NOTE (CBT)DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 10YR ULTRA FUT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 2YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US ULTRA BOND CBT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 5YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US LONG BOND(CBD) DEC19 | 0.000% | 12/31/2019 | 0.0% |
| FX USD/CAD 09/19 | 0.000% | 09/19/2019 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | -0.2% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.