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 | 3.625% | 03/31/2028 | 4.5% |
| 30-YR GNMA II-TBA PROD JUN | 5.000% | 01/01/2053 | 2.3% |
| United States Treasury Note/Bond | 3.875% | 03/31/2025 | 2.2% |
| United States Treasury Note/Bond | 3.875% | 02/15/2043 | 1.8% |
| 30-YR GNMA II-TBA PROD MAY | 5.500% | 12/01/2052 | 1.8% |
| United States Treasury Note/Bond | 3.625% | 02/15/2053 | 1.6% |
| 30-YR GNMA II-TBA PROD MAY | 6.500% | 11/01/2052 | 1.3% |
| 30-YR GNMA II-TBA PROD JUN | 6.000% | 11/01/2052 | 1.3% |
| Province of Quebec Canada | 3.625% | 04/13/2028 | 1.2% |
| 30-YR GNMA II-TBA PROD JUN | 3.000% | 01/01/2052 | 1.2% |
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 |
|---|
| United States Treasury Note/Bond | 3.625% | 03/31/2028 | 4.4% |
| BARCLAYS CAPITAL | 0.010% | 05/01/2023 | 4.3% |
| BARCLAYS CAPITAL | 0.010% | 05/01/2023 | 2.5% |
| 30-YR GNMA II-TBA PROD JUN | 5.000% | 01/01/2053 | 2.2% |
| United States Treasury Note/Bond | 3.875% | 03/31/2025 | 2.1% |
| United States Treasury Note/Bond | 3.875% | 02/15/2043 | 1.8% |
| 30-YR GNMA II-TBA PROD MAY | 5.500% | 12/01/2052 | 1.7% |
| United States Treasury Note/Bond | 3.625% | 02/15/2053 | 1.5% |
| 30-YR GNMA II-TBA PROD MAY | 6.500% | 11/01/2052 | 1.3% |
| 30-YR GNMA II-TBA PROD JUN | 6.000% | 11/01/2052 | 1.2% |
| Province of Quebec Canada | 3.625% | 04/13/2028 | 1.2% |
| 30-YR GNMA II-TBA PROD JUN | 3.000% | 01/01/2052 | 1.1% |
| 30-YR UMBS-TBA PROD JUN | 5.500% | 02/01/2053 | 1.1% |
| United States Treasury Inflation Indexed Bonds | 1.500% | 02/15/2053 | 1.0% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 0.9% |
| 30-YR GNMA II-TBA PROD JUN | 4.500% | 12/01/2052 | 0.9% |
| United States Treasury Note/Bond | 3.500% | 02/15/2033 | 0.9% |
| Svensk Exportkredit AB | 4.000% | 07/15/2025 | 0.9% |
| Fannie Mae Pool | 2.500% | 09/01/2050 | 0.8% |
| 30-YR GNMA II-TBA PROD MAY | 4.000% | 08/01/2052 | 0.8% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| Verizon Master Trust | 1.040% | 01/20/2027 | 0.7% |
| Amazon.com Inc | 4.700% | 12/01/2032 | 0.7% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.7% |
| 15-YR UMBS-TBA PROD JUN | 5.000% | 12/01/2037 | 0.6% |
| 15-YR UMBS-TBA PROD JUN | 5.500% | 12/01/2037 | 0.6% |
| Bank of America Corp | 3.970% | 03/05/2029 | 0.6% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.6% |
| United States Treasury Note/Bond | 4.125% | 01/31/2025 | 0.6% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 0.6% |
| CVS Health Corp | 3.250% | 08/15/2029 | 0.6% |
| EQT Corp | 7.000% | 02/01/2030 | 0.6% |
| Fannie Mae Pool | 3.000% | 12/01/2048 | 0.5% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| Kommuninvest I Sverige AB | 4.250% | 12/10/2025 | 0.5% |
| Great Wolf Trust 2019-WOLF | 6.038% | 12/15/2036 | 0.5% |
| Centene Corp | 3.375% | 02/15/2030 | 0.5% |
| T-Mobile USA Inc | 3.875% | 04/15/2030 | 0.5% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.5% |
| United States Treasury Bill | 0.000% | 07/05/2023 | 0.5% |
| 30-YR UMBS-TBA PROD JUN | 2.000% | 11/01/2051 | 0.5% |
| CARLYLE US CLO 2021-1 LTD | 6.400% | 04/15/2034 | 0.5% |
| Cargill Inc | 4.000% | 06/22/2032 | 0.5% |
| GE HealthCare Technologies Inc | 5.650% | 11/15/2027 | 0.5% |
| Indianapolis Power & Light Co | 5.650% | 12/01/2032 | 0.5% |
| Danske Bank A/S | 3.773% | 03/28/2025 | 0.5% |
| Avant Loans Funding Trust 2022-REV1 | 6.540% | 09/15/2031 | 0.5% |
| Ford Credit Auto Lease Trust 2023-A | 4.940% | 03/15/2026 | 0.5% |
| Freddie Mac Pool | 5.000% | 08/01/2052 | 0.5% |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 6.298% | 11/15/2036 | 0.4% |
| Freddie Mac Pool | 4.500% | 08/01/2052 | 0.4% |
| Cassa Depositi e Prestiti SpA | 5.750% | 05/05/2026 | 0.4% |
| American Tower Corp | 3.800% | 08/15/2029 | 0.4% |
| UnitedHealth Group Inc | 4.000% | 05/15/2029 | 0.4% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.4% |
| 30-YR UMBS-TBA PROD JUN | 6.000% | 10/01/2052 | 0.4% |
| Morgan Stanley | 2.239% | 07/21/2032 | 0.4% |
| Santander Drive Auto Receivables Trust 2022-7 | 6.690% | 03/17/2031 | 0.4% |
| 30-YR GNMA II-TBA PROD MAY | 6.000% | 11/01/2052 | 0.4% |
| 30-YR UMBS-TBA PROD MAY | 4.500% | 12/01/2052 | 0.4% |
| Duke Energy Corp | 4.500% | 08/15/2032 | 0.4% |
| Fannie Mae Pool | 5.000% | 08/01/2052 | 0.4% |
| Oklahoma Gas and Electric Co | 5.400% | 01/15/2033 | 0.4% |
| Cigna Group/The | 2.400% | 03/15/2030 | 0.4% |
| OneMain Financial Issuance Trust 2020-2 | 2.760% | 09/14/2035 | 0.4% |
| United States Treasury Note/Bond | 2.000% | 11/15/2041 | 0.4% |
| Southern Co/The | 2.700% | 08/01/2024 | 0.4% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.4% |
| Exeter Automobile Receivables Trust 2020-2 | 7.190% | 09/15/2027 | 0.4% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 3.123% | 08/25/2032 | 0.4% |
| Intercontinental Exchange Inc | 4.000% | 09/15/2027 | 0.4% |
| Santander Drive Auto Receivables Trust 2022-6 | 4.960% | 11/15/2028 | 0.4% |
| Santander Drive Auto Receivables Trust 2020-3 | 1.640% | 11/16/2026 | 0.4% |
| 30-YR UMBS-TBA PROD JUN | 4.000% | 11/01/2052 | 0.4% |
| Fannie Mae Pool | 4.000% | 06/01/2052 | 0.4% |
| Fannie Mae Pool | 2.500% | 01/01/2051 | 0.4% |
| GCAT 2023-NQM1 Trust | 4.250% | 10/25/2057 | 0.4% |
| Humana Inc | 5.875% | 03/01/2033 | 0.4% |
| 30-YR UMBS-TBA PROD JUN | 6.500% | 11/01/2052 | 0.4% |
| BX Trust 2021-ARIA | 7.192% | 10/15/2036 | 0.4% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.3% |
| US Bancorp | 4.967% | 07/22/2033 | 0.3% |
| International Flavors & Fragrances Inc | 1.230% | 10/01/2025 | 0.3% |
| Warnermedia Holdings Inc | 3.428% | 03/15/2024 | 0.3% |
| Crown Castle Inc | 3.300% | 07/01/2030 | 0.3% |
| Goldman Sachs Group Inc/The | 3.272% | 09/29/2025 | 0.3% |
| Fannie Mae Pool | 3.500% | 04/01/2052 | 0.3% |
| Ready Capital Mortgage Financing 2022-FL8 LLC | 6.465% | 01/25/2037 | 0.3% |
| Discover Card Execution Note Trust | 3.560% | 07/15/2027 | 0.3% |
| 30-YR GNMA II-TBA PROD JUN | 5.500% | 12/01/2052 | 0.3% |
| nVent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| Santander Consumer Auto Receivables Trust 2020-B | 1.290% | 04/15/2026 | 0.3% |
| Global Payments Inc | 4.000% | 06/01/2023 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 6.605% | 01/19/2033 | 0.3% |
| Flagship Credit Auto Trust 2022-3 | 4.550% | 04/15/2027 | 0.3% |
| 30-YR GNMA II-TBA PROD MAY | 4.500% | 12/01/2052 | 0.3% |
| Signal Peak CLO 8 Ltd | 6.520% | 04/20/2033 | 0.3% |
| Ballyrock CLO 23 Ltd | 7.048% | 04/25/2036 | 0.3% |
| AT&T Inc | 4.300% | 02/15/2030 | 0.3% |
| Dryden Senior Loan Fund | 6.730% | 04/15/2028 | 0.3% |
| Freddie Mac STACR REMIC Trust 2022-HQA3 | 7.115% | 08/25/2042 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Viterra Finance BV | 4.900% | 04/21/2027 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.3% |
| Fannie Mae Pool | 2.500% | 12/01/2051 | 0.3% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2.580% | 05/25/2032 | 0.3% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.3% |
| Diamondback Energy Inc | 3.125% | 03/24/2031 | 0.3% |
| FactSet Research Systems Inc | 3.450% | 03/01/2032 | 0.3% |
| Occidental Petroleum Corp | 6.625% | 09/01/2030 | 0.3% |
| Freddie Mac Pool | 5.000% | 08/01/2052 | 0.3% |
| JPMorgan Chase & Co | 2.963% | 01/25/2033 | 0.3% |
| Elevance Health Inc | 2.250% | 05/15/2030 | 0.3% |
| Philip Morris International Inc | 5.625% | 11/17/2029 | 0.3% |
| BA Credit Card Trust | 5.000% | 04/15/2028 | 0.3% |
| Wells Fargo & Co | 3.584% | 05/22/2028 | 0.3% |
| Fannie Mae Pool | 2.000% | 11/01/2051 | 0.3% |
| GM Financial Automobile Leasing Trust 2022-2 | 2.930% | 10/21/2024 | 0.3% |
| Fannie Mae Pool | 2.500% | 12/01/2051 | 0.3% |
| CIM Trust 2021-J3 | 2.500% | 06/25/2051 | 0.3% |
| NiSource Inc | 2.950% | 09/01/2029 | 0.3% |
| Exeter Automobile Receivables Trust 2018-3 | 5.430% | 08/15/2024 | 0.3% |
| Oracle Corp | 2.875% | 03/25/2031 | 0.3% |
| SEB Funding LLC | 4.969% | 01/30/2052 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.330% | 08/17/2026 | 0.3% |
| Petroleos Mexicanos | 6.700% | 02/16/2032 | 0.3% |
| Lowe's Cos Inc | 5.000% | 04/15/2033 | 0.3% |
| M&T Bank Corp | 5.053% | 01/27/2034 | 0.3% |
| Macquarie Group Ltd | 2.691% | 06/23/2032 | 0.3% |
| Bain Capital Credit CLO 2019-2 | 6.360% | 10/17/2032 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.3% |
| Flagship Credit Auto Trust 2018-4 | 5.510% | 03/16/2026 | 0.3% |
| Freddie Mac Pool | 2.500% | 07/01/2051 | 0.3% |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 6.915% | 04/25/2043 | 0.3% |
| Affirm Asset Securitization Trust 2023-A | 6.610% | 01/18/2028 | 0.3% |
| GA Global Funding Trust | 3.850% | 04/11/2025 | 0.3% |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 7.465% | 07/25/2042 | 0.3% |
| Royal Bank of Canada | 6.000% | 11/01/2027 | 0.3% |
| US Bancorp | 4.839% | 02/01/2034 | 0.3% |
| CVS Health Corp | 1.750% | 08/21/2030 | 0.3% |
| Ford Motor Co | 3.250% | 02/12/2032 | 0.3% |
| Anglo American Capital PLC | 4.000% | 09/11/2027 | 0.3% |
| Fannie Mae Pool | 2.500% | 06/01/2051 | 0.3% |
| Mexico Government International Bond | 4.875% | 05/19/2033 | 0.3% |
| Abu Dhabi National Energy Co PJSC | 4.696% | 04/24/2033 | 0.3% |
| Prosus NV | 3.257% | 01/19/2027 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.625% | 03/01/2025 | 0.3% |
| Humana Inc | 1.350% | 02/03/2027 | 0.3% |
| TMS Issuer Sarl | 5.780% | 08/23/2032 | 0.2% |
| Lloyds Banking Group PLC | 3.900% | 03/12/2024 | 0.2% |
| Marlette Funding Trust 2020-2 | 4.650% | 09/16/2030 | 0.2% |
| PerkinElmer Inc | 0.850% | 09/15/2024 | 0.2% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.2% |
| Charter Communications Operating LLC | 6.721% | 04/30/2025 | 0.2% |
| US ULTRA BOND CBT Jun23 | 0.000% | 06/30/2023 | 0.2% |
| Hilton Worldwide Finance LLC | 6.821% | 06/22/2026 | 0.2% |
| Constellation Brands Inc | 3.150% | 08/01/2029 | 0.2% |
| TCW CLO 2022-1 Ltd | 6.411% | 04/22/2033 | 0.2% |
| BRAVO Residential Funding Trust 2021-NQM2 | 0.970% | 03/25/2060 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | 2.500% | 01/25/2052 | 0.2% |
| Amgen Inc | 5.250% | 03/02/2030 | 0.2% |
| CenterPoint Energy Resources Corp | 4.400% | 07/01/2032 | 0.2% |
| EIG Pearl Holdings Sarl | 3.545% | 08/31/2036 | 0.2% |
| Panama Government International Bond | 2.252% | 09/29/2032 | 0.2% |
| UBS AG | 5.125% | 05/15/2024 | 0.2% |
| Bank of America Corp | 3.458% | 03/15/2025 | 0.2% |
| 30-YR GNMA II-TBA PROD MAY | 3.500% | 06/01/2052 | 0.2% |
| AbbVie Inc | 3.200% | 11/21/2029 | 0.2% |
| UBS Group AG | 5.711% | 01/12/2027 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 4.174% | 05/10/2047 | 0.2% |
| Carvana Auto Receivables Trust 2020-NP1 | 5.200% | 07/15/2027 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 5.280% | 12/15/2025 | 0.2% |
| Elevance Health Inc | 5.500% | 10/15/2032 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Westlake Automobile Receivables Trust 2020-3 | 3.340% | 06/15/2026 | 0.2% |
| Constellation Energy Generation LLC | 6.250% | 10/01/2039 | 0.2% |
| Sprint Capital Corp | 8.750% | 03/15/2032 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA6 | 6.315% | 10/25/2041 | 0.2% |
| Delta Air Lines Inc | 7.000% | 05/01/2025 | 0.2% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.2% |
| Kinder Morgan Energy Partners LP | 4.250% | 09/01/2024 | 0.2% |
| Wells Fargo & Co | 2.188% | 04/30/2026 | 0.2% |
| Bank of America Corp | 2.087% | 06/14/2029 | 0.2% |
| BlueMountain CLO XXXI Ltd | 6.415% | 04/19/2034 | 0.2% |
| LoanCore 2022-CRE7 Issuer Ltd | 6.300% | 01/17/2037 | 0.2% |
| 30-YR GNMA II-TBA PROD MAY | 5.000% | 01/01/2053 | 0.2% |
| CARLYLE US CLO 2019-1 LTD | 6.330% | 04/20/2031 | 0.2% |
| Freddie Mac Pool | 2.500% | 11/01/2050 | 0.2% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.2% |
| NGPL PipeCo LLC | 3.250% | 07/15/2031 | 0.2% |
| Santander Consumer Auto Receivables Trust 2021-A | 3.280% | 03/15/2027 | 0.2% |
| Southwest Gas Corp | 4.050% | 03/15/2032 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 6.915% | 10/25/2033 | 0.2% |
| Oracle Corp | 6.250% | 11/09/2032 | 0.2% |
| Corp Nacional del Cobre de Chile | 5.125% | 02/02/2033 | 0.2% |
| Magnetite VII Ltd | 6.060% | 01/15/2028 | 0.2% |
| Haleon US Capital LLC | 3.625% | 03/24/2032 | 0.2% |
| Flagstar Mortgage Trust 2021-3INV | 2.500% | 06/25/2051 | 0.2% |
| Costa Rica Government International Bond | 6.550% | 04/03/2034 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| Lendmark Funding Trust 2021-1 | 1.900% | 11/20/2031 | 0.2% |
| New York Life Global Funding | 4.550% | 01/28/2033 | 0.2% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.2% |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 3.000% | 06/30/2030 | 0.2% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.2% |
| Fannie Mae Pool | 4.000% | 05/01/2052 | 0.2% |
| Fannie Mae Pool | 2.500% | 12/01/2051 | 0.2% |
| Freddie Mac Pool | 5.000% | 07/01/2052 | 0.2% |
| BNP Paribas SA | 4.375% | 03/01/2033 | 0.2% |
| CSMC 2021-BHAR | 6.948% | 11/15/2038 | 0.2% |
| HSBC Holdings PLC | 3.803% | 03/11/2025 | 0.2% |
| Connecticut Avenue Securities Trust 2023-R02 | 7.115% | 01/25/2043 | 0.2% |
| Freeport Indonesia PT | 5.315% | 04/14/2032 | 0.2% |
| Wells Fargo & Co | 3.350% | 03/02/2033 | 0.2% |
| Workday Inc | 3.800% | 04/01/2032 | 0.2% |
| Fannie Mae Pool | 3.500% | 07/01/2045 | 0.2% |
| COMM 2015-LC21 Mortgage Trust | 4.043% | 07/10/2048 | 0.2% |
| Goldman Sachs Group Inc/The | 2.383% | 07/21/2032 | 0.2% |
| Alcoa Nederland Holding BV | 6.125% | 05/15/2028 | 0.2% |
| American Express Co | 4.420% | 08/03/2033 | 0.2% |
| UBS Group AG | 1.494% | 08/10/2027 | 0.2% |
| Flagstar Mortgage Trust 2021-7 | 2.500% | 08/25/2051 | 0.2% |
| Marble Point CLO XVII Ltd | 6.550% | 04/20/2033 | 0.2% |
| 30-YR GNMA II-TBA PROD MAY | 3.000% | 01/01/2052 | 0.2% |
| GS Mortgage-Backed Securities Trust 2023-PJ1 | 3.500% | 02/25/2053 | 0.2% |
| KIND Trust 2021-KIND | 7.304% | 08/15/2038 | 0.2% |
| Wells Fargo & Co | 5.389% | 04/24/2034 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 6.648% | 06/16/2036 | 0.2% |
| Bank of New York Mellon Corp/The | 4.967% | 04/26/2034 | 0.2% |
| Fannie Mae Pool | 2.500% | 05/01/2052 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 6.920% | 07/25/2036 | 0.2% |
| BHMS 2018-ATLS | 6.198% | 07/15/2035 | 0.2% |
| CVS Health Corp | 5.050% | 03/25/2048 | 0.2% |
| Fannie Mae Pool | 3.000% | 01/01/2051 | 0.2% |
| Logan CLO I Ltd | 6.410% | 07/20/2034 | 0.2% |
| Freddie Mac Pool | 3.500% | 02/01/2046 | 0.2% |
| VICI Properties LP / VICI Note Co Inc | 5.625% | 05/01/2024 | 0.2% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 05/15/2034 | 0.2% |
| JP Morgan Mortgage Trust 2021-13 | 2.500% | 04/25/2052 | 0.2% |
| UBS Group AG | 1.364% | 01/30/2027 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| Santander Drive Auto Receivables Trust 2022-5 | 4.740% | 10/16/2028 | 0.2% |
| Barings CLO Ltd 2019-III | 6.320% | 04/20/2031 | 0.2% |
| JPMorgan Chase & Co | 3.782% | 02/01/2028 | 0.2% |
| J.P. Morgan Mortgage Trust 2021-INV8 | 3.000% | 05/25/2052 | 0.2% |
| Aircastle Ltd | 2.850% | 01/26/2028 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Fannie Mae Pool | 2.000% | 11/01/2051 | 0.2% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 9.598% | 05/15/2026 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA7 | 6.615% | 11/25/2041 | 0.2% |
| US LONG BOND(CBT) Jun23 | 0.000% | 06/30/2023 | 0.2% |
| State Street Corp | 4.164% | 08/04/2033 | 0.2% |
| Morgan Stanley | 5.050% | 01/28/2027 | 0.2% |
| GS Mortgage-Backed Securities Trust 2021-PJ2 | 2.500% | 07/25/2051 | 0.2% |
| Fannie Mae Pool | 2.000% | 06/01/2051 | 0.2% |
| Metropolitan Life Global Funding I | 5.150% | 03/28/2033 | 0.2% |
| SunCoke Energy Inc | 4.875% | 06/30/2029 | 0.2% |
| Fannie Mae Pool | 5.000% | 07/01/2052 | 0.2% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.1% |
| Fannie Mae Pool | 4.000% | 05/01/2052 | 0.1% |
| American Tower Corp | 2.400% | 03/15/2025 | 0.1% |
| First Investors Auto Owner Trust 2021-1 | 3.350% | 04/15/2027 | 0.1% |
| Broadcom Inc | 4.150% | 04/15/2032 | 0.1% |
| Saudi Government International Bond | 4.875% | 07/18/2033 | 0.1% |
| Westlake Automobile Receivables Trust 2023-1 | 5.740% | 08/15/2028 | 0.1% |
| Charter Communications Operating LLC | 6.721% | 02/01/2027 | 0.1% |
| Medline Borrower LP | 8.275% | 10/23/2028 | 0.1% |
| Alfa Desarrollo SpA | 4.550% | 09/27/2051 | 0.1% |
| Leidos Inc | 5.750% | 03/15/2033 | 0.1% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.1% |
| UBS Group AG | 4.703% | 08/05/2027 | 0.1% |
| Diamondback Energy Inc | 3.500% | 12/01/2029 | 0.1% |
| Centene Corp | 4.250% | 12/15/2027 | 0.1% |
| Morgan Stanley | 2.484% | 09/16/2036 | 0.1% |
| Kenvue Inc | 5.050% | 03/22/2053 | 0.1% |
| T-Mobile USA Inc | 3.500% | 04/15/2025 | 0.1% |
| Crown Castle Inc | 2.100% | 04/01/2031 | 0.1% |
| Elevance Health Inc | 5.125% | 02/15/2053 | 0.1% |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust | 2.500% | 09/25/2051 | 0.1% |
| 30-YR UMBS-TBA PROD MAY | 6.000% | 10/01/2052 | 0.1% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 0.1% |
| Connecticut Avenue Securities Trust 2021-R01 | 6.365% | 10/25/2041 | 0.1% |
| Fannie Mae Pool | 2.500% | 09/01/2051 | 0.1% |
| Toronto-Dominion Bank/The | 4.456% | 06/08/2032 | 0.1% |
| Eastern Gas Transmission & Storage Inc | 3.000% | 11/15/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2022-AGSS | 7.084% | 08/15/2039 | 0.1% |
| Indiana Michigan Power Co | 5.625% | 04/01/2053 | 0.1% |
| BFLD 2019-DPLO | 7.544% | 10/15/2034 | 0.1% |
| Mitsubishi UFJ Financial Group Inc | 5.541% | 04/17/2026 | 0.1% |
| Fannie Mae Connecticut Avenue Securities | 6.815% | 11/25/2041 | 0.1% |
| Goldentree Loan Opportunities X Ltd | 6.370% | 07/20/2031 | 0.1% |
| Fannie Mae Pool | 5.000% | 07/01/2052 | 0.1% |
| Duke Energy Indiana LLC | 5.400% | 04/01/2053 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| Bayer Corp/NJ | 6.650% | 02/15/2028 | 0.1% |
| Wachovia Corp | 0.000% | 08/01/2026 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Centene Corp | 2.450% | 07/15/2028 | 0.1% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| Mountain View CLO 2017-1 LLC | 6.350% | 10/16/2029 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| EPR Properties | 4.950% | 04/15/2028 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.434% | 07/10/2050 | 0.1% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.250% | 05/15/2027 | 0.1% |
| Cloud Software Group Inc | 6.500% | 03/31/2029 | 0.1% |
| Callon Petroleum Co | 8.000% | 08/01/2028 | 0.1% |
| CIFC Funding 2014-V Ltd | 6.460% | 10/17/2031 | 0.1% |
| Chart Industries Inc | 9.500% | 01/01/2031 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 3.500% | 03/15/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 5.898% | 07/15/2035 | 0.1% |
| ABN AMRO Bank NV | 3.324% | 03/13/2037 | 0.1% |
| American Airlines Inc | 7.250% | 02/15/2028 | 0.1% |
| CenterPoint Energy Houston Electric LLC | 4.950% | 04/01/2033 | 0.1% |
| Royal Caribbean Cruises Ltd | 5.375% | 07/15/2027 | 0.1% |
| NCL Corp Ltd | 5.875% | 02/15/2027 | 0.1% |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | 4.375% | 10/15/2028 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| Entegris Inc | 3.625% | 05/01/2029 | 0.1% |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 1.950% | 08/01/2034 | 0.1% |
| Post Holdings Inc | 4.625% | 04/15/2030 | 0.1% |
| Sunrun Demeter Issuer 2021-2 LLC | 2.270% | 01/30/2057 | 0.1% |
| Comstock Resources Inc | 6.750% | 03/01/2029 | 0.1% |
| Citigroup Inc | 4.140% | 05/24/2025 | 0.1% |
| Eskom Holdings SOC Ltd | 6.350% | 08/10/2028 | 0.1% |
| OneMain Finance Corp | 5.375% | 11/15/2029 | 0.1% |
| Trust Fibra Uno | 4.869% | 01/15/2030 | 0.1% |
| CVR Partners LP / CVR Nitrogen Finance Corp | 6.125% | 06/15/2028 | 0.1% |
| Ares XL CLO Ltd | 6.130% | 01/15/2029 | 0.1% |
| Vital Energy Inc | 9.500% | 01/15/2025 | 0.1% |
| Bombardier Inc | 6.000% | 02/15/2028 | 0.1% |
| BHMS 2018-ATLS | 6.848% | 07/15/2035 | 0.1% |
| Earthstone Energy Holdings LLC | 8.000% | 04/15/2027 | 0.1% |
| BellRing Brands Inc | 7.000% | 03/15/2030 | 0.1% |
| Buckeye Partners LP | 9.293% | 01/22/2078 | 0.1% |
| Standard Industries Inc/NJ | 4.375% | 07/15/2030 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| Republic of South Africa Government International Bond | 5.875% | 04/20/2032 | 0.1% |
| TransDigm Inc | 4.625% | 01/15/2029 | 0.1% |
| Vistra Operations Co LLC | 6.698% | 12/31/2025 | 0.1% |
| United States Steel Corp | 6.875% | 03/01/2029 | 0.1% |
| Cheniere Energy Partners LP | 3.250% | 01/31/2032 | 0.1% |
| Frontier Communications Holdings LLC | 5.000% | 05/01/2028 | 0.1% |
| Alcoa Nederland Holding BV | 4.125% | 03/31/2029 | 0.1% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.1% |
| Macy's Retail Holdings LLC | 5.875% | 04/01/2029 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.1% |
| DISH Network Corp | 11.750% | 11/15/2027 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.875% | 04/15/2045 | 0.1% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 5.960% | 11/15/2034 | 0.1% |
| Apidos CLO XXVI | 6.762% | 07/18/2029 | 0.1% |
| 30-YR UMBS-TBA PROD MAY | 4.000% | 11/01/2052 | 0.1% |
| Daimler Truck Finance North America LLC | 5.200% | 01/17/2025 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 5.703% | 10/15/2038 | 0.1% |
| Jacobs Entertainment Inc | 6.750% | 02/15/2029 | 0.1% |
| CNX Midstream Partners LP | 4.750% | 04/15/2030 | 0.1% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 01/16/2024 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN | 6.218% | 11/15/2035 | 0.1% |
| Senegal Government International Bond | 6.250% | 05/23/2033 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 4.680% | 11/20/2036 | 0.1% |
| BANK 2021-BNK35 | 2.285% | 06/15/2064 | 0.1% |
| NRG Energy Inc | 4.450% | 06/15/2029 | 0.1% |
| Lendmark Funding Trust 2021-2 | 4.460% | 04/20/2032 | 0.1% |
| Fannie Mae Pool | 3.500% | 09/01/2051 | 0.1% |
| BX Commercial Mortgage Trust 2021-XL2 | 5.636% | 10/15/2038 | 0.1% |
| American Tower Corp | 2.950% | 01/15/2025 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Assurant Inc | 2.650% | 01/15/2032 | 0.1% |
| Fannie Mae Pool | 2.500% | 08/01/2051 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.500% | 03/15/2027 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| Metropolitan Life Global Funding I | 4.050% | 08/25/2025 | 0.1% |
| BX Trust 2021-LBA | 5.804% | 02/15/2036 | 0.1% |
| Baxalta Inc | 4.000% | 06/23/2025 | 0.1% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.371% | 07/15/2048 | 0.1% |
| Royal Caribbean Cruises Ltd | 8.250% | 01/15/2029 | 0.1% |
| Life Time Inc | 5.750% | 01/15/2026 | 0.1% |
| Occidental Petroleum Corp | 6.125% | 01/01/2031 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 7.898% | 05/15/2036 | 0.1% |
| Cigna Group/The | 4.375% | 10/15/2028 | 0.0% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.0% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 6.314% | 11/15/2034 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| Fortress Transportation and Infrastructure Investors LLC | 5.500% | 05/01/2028 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2.113% | 02/25/2032 | 0.0% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.0% |
| Thaioil Treasury Center Co Ltd | 2.500% | 06/18/2030 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 5.620% | 01/25/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.685% | 07/15/2050 | 0.0% |
| 30-YR UMBS-TBA PROD MAY | 6.500% | 11/01/2052 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | 4.426% | 07/15/2046 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| Fannie Mae Pool | 4.042% | 03/01/2042 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.0% |
| US 2YR NOTE (CBT) Jun23 | 0.000% | 07/06/2023 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 01/26/2060 | 0.0% |
| Credit Index Swap | 5.000% | 06/20/2028 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.0% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 1.085% | 08/10/2047 | 0.0% |
| US 5YR NOTE (CBT) Jun23 | 0.000% | 07/06/2023 | 0.0% |
| US 10yr Ultra Fut Jun23 | 0.000% | 06/30/2023 | -0.2% |
| LAC | 0.010% | 05/01/2023 | -4.3% |
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.
YOUR REPRESENTATIVE
To contact your representative, enter your zip code and select your channel below.
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
|
Portfolio Holdings 1Q
Publish Date:11/03/2015
|
||||
|
Portfolio Holdings 3Q
Publish Date:11/03/2015
|
||||
|
Summary Prospectus
Publish Date:11/03/2015
|
||||
|
Statutory Prospectus
Publish Date:11/03/2015
|
||||
|
SAI
Publish Date:11/03/2015
|
||||
|
Annual Report
Publish Date:11/03/2015
|
||||
|
Semi-Annual Report
Publish Date:11/03/2015
|
||||
|
Fact Sheet
Publish Date:11/03/2015
|
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.