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 | 2.500% | 05/31/2024 | 10.1% |
| 30-YR UMBS-TBA PROD JUL | 3.500% | 04/01/2052 | 4.9% |
| United States Treasury Note/Bond | 2.875% | 05/15/2032 | 3.5% |
| United States Treasury Note/Bond | 2.375% | 02/15/2042 | 2.9% |
| United States Treasury Bill | 0.000% | 09/29/2022 | 2.8% |
| United States Treasury Note/Bond | 2.250% | 02/15/2052 | 2.3% |
| 30-YR UMBS-TBA PROD JUL | 4.000% | 04/01/2052 | 1.8% |
| 30-YR UMBS-TBA PROD JUL | 3.000% | 04/01/2052 | 1.8% |
| UNITED STATES TREASURY NOTE/BO | 2.750% | 05/15/2025 | 1.4% |
| 30-YR UMBS-TBA PROD JUL | 4.500% | 04/01/2052 | 1.3% |
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 | 2.250% | 03/31/2024 | 9.9% |
| 30-YR UMBS-TBA PROD MAY | 3.500% | 03/01/2052 | 5.0% |
| United States Treasury Note/Bond | 2.500% | 03/31/2027 | 3.9% |
| United States Treasury Note/Bond | 1.875% | 02/15/2032 | 3.1% |
| United States Treasury Bill | 0.000% | 09/29/2022 | 2.9% |
| United States Treasury Note/Bond | 2.250% | 02/15/2052 | 2.6% |
| 30-YR UMBS-TBA PROD MAY | 3.000% | 03/01/2052 | 2.1% |
| United States Treasury Note/Bond | 2.375% | 02/15/2042 | 2.0% |
| 30-YR UMBS-TBA PROD JUN | 4.000% | 04/01/2052 | 1.5% |
| United States Treasury Note/Bond | 1.500% | 02/15/2025 | 1.5% |
| 30-YR UMBS-TBA PROD JUN | 4.500% | 03/01/2052 | 1.0% |
| Kommunalbanken AS | 1.250% | 06/17/2026 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| Verizon Master Trust | 1.040% | 01/20/2027 | 0.7% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.7% |
| Oracle Corp | 2.875% | 03/25/2031 | 0.7% |
| CPPIB Capital Inc | 1.543% | 04/04/2025 | 0.7% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.6% |
| Bank of America Corp | 3.970% | 03/05/2029 | 0.6% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.588% | 12/15/2036 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.5% |
| United States Treasury Note/Bond | 0.875% | 01/31/2024 | 0.5% |
| 30-YR GNMA II-TBA PROD JUN | 4.000% | 03/01/2052 | 0.5% |
| 30-YR GNMA II-TBA PROD JUN | 4.500% | 10/01/2051 | 0.5% |
| 30-YR GNMA II-TBA PROD MAY | 3.500% | 12/01/2051 | 0.5% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.5% |
| Westpac Banking Corp | 4.322% | 11/23/2031 | 0.5% |
| CARLYLE US CLO 2021-1 LTD | 2.184% | 04/15/2034 | 0.5% |
| CIFC Funding 2021-I Ltd | 2.294% | 04/25/2033 | 0.4% |
| Dryden 58 Clo Ltd | 2.563% | 07/17/2031 | 0.4% |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 01/15/2029 | 0.4% |
| OneMain Financial Issuance Trust 2020-2 | 2.760% | 09/14/2035 | 0.4% |
| Exeter Automobile Receivables Trust 2020-2 | 7.190% | 09/15/2027 | 0.4% |
| General Motors Financial Co Inc | 3.600% | 06/21/2030 | 0.4% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.4% |
| Anglo American Capital PLC | 4.000% | 09/11/2027 | 0.4% |
| Asian Development Bank | 1.291% | 04/06/2027 | 0.4% |
| Santander Drive Auto Receivables Trust 2020-3 | 1.640% | 11/16/2026 | 0.4% |
| Lamar Media Corp | 2.054% | 02/05/2027 | 0.4% |
| Goldman Sachs Group Inc/The | 2.383% | 07/21/2032 | 0.4% |
| BX Trust 2021-ARIA | 2.799% | 10/15/2036 | 0.4% |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | 4.603% | 09/15/2048 | 0.4% |
| Ready Capital Mortgage Financing 2022-FL8 LLC | 1.939% | 01/25/2037 | 0.4% |
| JPMorgan Chase & Co | 2.963% | 01/25/2033 | 0.4% |
| nVent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Centene Corp | 4.250% | 12/15/2027 | 0.4% |
| Marlette Funding Trust 2020-2 | 4.650% | 09/16/2030 | 0.3% |
| Broadcom Inc | 4.150% | 04/15/2032 | 0.3% |
| Danske Bank A/S | 3.773% | 03/28/2025 | 0.3% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 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% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Signal Peak CLO 8 Ltd | 2.333% | 04/20/2033 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 2.403% | 01/19/2033 | 0.3% |
| Exeter Automobile Receivables Trust 2018-3 | 5.430% | 08/15/2024 | 0.3% |
| AmeriCredit Automobile Receivables Trust 2020-3 | 1.490% | 09/18/2026 | 0.3% |
| Dryden Senior Loan Fund | 2.514% | 04/15/2028 | 0.3% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.3% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| EQT Corp | 7.500% | 02/01/2030 | 0.3% |
| FirstEnergy Corp | 4.400% | 07/15/2027 | 0.3% |
| Occidental Petroleum Corp | 6.625% | 09/01/2030 | 0.3% |
| Freddie Mac STACR REMIC Trust 2021-HQA3 | 2.389% | 09/25/2041 | 0.3% |
| BFLD 2019-DPLO | 2.794% | 10/15/2034 | 0.3% |
| Wells Fargo & Co | 3.584% | 05/22/2028 | 0.3% |
| Rad CLO 7 Ltd | 2.263% | 04/17/2033 | 0.3% |
| Macquarie Group Ltd | 2.691% | 06/23/2032 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.330% | 08/17/2026 | 0.3% |
| Tencent Holdings Ltd | 2.390% | 06/03/2030 | 0.3% |
| Exeter Automobile Receivables Trust 2020-3 | 3.440% | 08/17/2026 | 0.3% |
| Baidu Inc | 2.375% | 08/23/2031 | 0.3% |
| Flagship Credit Auto Trust 2018-4 | 5.510% | 03/16/2026 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| BX Trust 2018-GW | 1.354% | 05/15/2035 | 0.3% |
| Inter-American Investment Corp | 2.625% | 04/22/2025 | 0.3% |
| Bain Capital Credit CLO 2019-2 | 2.163% | 10/17/2032 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| CSMC 2021-BHAR | 2.554% | 11/15/2038 | 0.3% |
| One New York Plaza Trust 2020-1NYP | 2.054% | 01/15/2036 | 0.3% |
| United States Treasury Inflation Indexed Bonds | 0.250% | 02/15/2050 | 0.3% |
| Petroleos Mexicanos | 6.700% | 02/16/2032 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| OneMain Financial Issuance Trust 2019-2 | 3.140% | 10/14/2036 | 0.3% |
| Seminole Tribe of Florida Inc | 2.514% | 07/08/2024 | 0.3% |
| Ally Financial Inc | 8.000% | 11/01/2031 | 0.3% |
| Carvana Auto Receivables Trust 2020-NP1 | 5.200% | 07/15/2027 | 0.3% |
| UBS AG | 5.125% | 05/15/2024 | 0.3% |
| OCP CLO 2019-16 Ltd | 1.989% | 04/10/2033 | 0.3% |
| Kommuninvest I Sverige AB | 2.750% | 03/01/2025 | 0.2% |
| Constellation Energy Generation LLC | 6.250% | 10/01/2039 | 0.2% |
| SEB Funding LLC | 4.969% | 01/30/2052 | 0.2% |
| Cargill Inc | 4.000% | 06/22/2032 | 0.2% |
| BNP Paribas SA | 4.375% | 03/01/2033 | 0.2% |
| Invitation Homes Operating Partnership LP | 2.000% | 08/15/2031 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 5.280% | 12/15/2025 | 0.2% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.2% |
| Delta Air Lines Inc | 7.000% | 05/01/2025 | 0.2% |
| Westlake Automobile Receivables Trust 2020-3 | 3.340% | 06/15/2026 | 0.2% |
| GS Mortgage Securities Corp II | 2.204% | 11/15/2036 | 0.2% |
| Playtika Holding Corp | 3.514% | 03/13/2028 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Progress Residential 2021-SFR4 | 2.309% | 05/17/2038 | 0.2% |
| SLIDE 2018-FUN | 3.104% | 06/15/2031 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA6 | 1.789% | 10/25/2041 | 0.2% |
| Bank of America Corp | 2.087% | 06/14/2029 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 01/15/2025 | 0.2% |
| Ford Motor Co | 3.250% | 02/12/2032 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| CIM Retail Portfolio Trust 2021-RETL | 4.304% | 08/15/2036 | 0.2% |
| LoanCore 2022-CRE7 Issuer Ltd | 1.825% | 01/17/2037 | 0.2% |
| Freeport-McMoRan Inc | 4.625% | 08/01/2030 | 0.2% |
| CARLYLE US CLO 2019-1 LTD | 2.143% | 04/20/2031 | 0.2% |
| Santander Consumer Auto Receivables Trust 2021-A | 3.280% | 03/15/2027 | 0.2% |
| Avolon TLB Borrower 1 US LLC | 2.875% | 12/01/2027 | 0.2% |
| AAdvantage Loyalty IP Ltd | 5.813% | 04/20/2028 | 0.2% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 3.054% | 05/15/2036 | 0.2% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.2% |
| GSK Consumer Healthcare Capital US LLC | 3.625% | 03/24/2032 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 2.389% | 10/25/2033 | 0.2% |
| Lendmark Funding Trust 2021-1 | 1.900% | 11/20/2031 | 0.2% |
| UBS Commercial Mortgage Trust 2017-C3 | 4.446% | 08/15/2050 | 0.2% |
| EIG Pearl Holdings Sarl | 3.545% | 08/31/2036 | 0.2% |
| Wells Fargo & Co | 3.350% | 03/02/2033 | 0.2% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.2% |
| Extended Stay America Trust 2021-ESH | 2.254% | 07/15/2038 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-HQA4 | 1.239% | 12/25/2041 | 0.2% |
| EPR Properties | 3.750% | 08/15/2029 | 0.2% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.2% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 5.204% | 05/15/2026 | 0.2% |
| Toyota Auto Receivables 2021-A Owner Trust | 0.160% | 07/17/2023 | 0.2% |
| Morgan Stanley | 2.239% | 07/21/2032 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.2% |
| SCIENTIFIC GAMES INTL INC. | 3.573% | 04/14/2029 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| KIND Trust 2021-KIND | 2.854% | 08/15/2038 | 0.2% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 05/15/2034 | 0.2% |
| Marble Point CLO XVII Ltd | 2.363% | 04/20/2033 | 0.2% |
| Gracie Point International Funding 2020-B | 2.852% | 05/02/2023 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.938% | 07/05/2033 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 2.294% | 06/16/2036 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.624% | 12/19/2030 | 0.2% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 2.568% | 07/25/2036 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| General Motors Financial Co Inc | 3.100% | 01/12/2032 | 0.2% |
| Oaktree CLO 2019-4 Ltd | 3.313% | 10/20/2032 | 0.2% |
| BHMS 2018-ATLS | 1.804% | 07/15/2035 | 0.2% |
| Barings CLO Ltd 2019-III | 2.663% | 04/20/2031 | 0.2% |
| World Omni Auto Receivables Trust 2021-A | 0.170% | 02/15/2024 | 0.2% |
| New Jersey Transportation Trust Fund Authority | 4.131% | 06/15/2042 | 0.2% |
| Kohl's Corp | 5.550% | 07/17/2045 | 0.2% |
| Dell International LLC / EMC Corp | 8.350% | 07/15/2046 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.504% | 06/15/2035 | 0.2% |
| Logan CLO I Ltd | 2.223% | 07/20/2034 | 0.2% |
| Mountain View CLO 2017-1 LLC | 2.153% | 10/16/2029 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Westpac Banking Corp | 2.894% | 02/04/2030 | 0.2% |
| AMMC CLO 23 Ltd | 3.063% | 10/17/2031 | 0.2% |
| Trans Union LLC | 3.014% | 12/01/2028 | 0.2% |
| CBAM 2017-1 Ltd | 4.813% | 07/20/2030 | 0.2% |
| Amentum Government Services Holdings LLC | 4.264% | 01/29/2027 | 0.2% |
| Red Planet Borrower LLC | 4.756% | 10/02/2028 | 0.2% |
| Cushman & Wakefield US Borrower LLC | 3.514% | 08/21/2025 | 0.2% |
| Jane Street Group LLC | 3.514% | 01/26/2028 | 0.2% |
| Aircastle Ltd | 2.850% | 01/26/2028 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 2.944% | 06/16/2036 | 0.2% |
| Cikarang Listrindo Tbk PT | 4.950% | 09/14/2026 | 0.2% |
| Quikrete Holdings Inc | 3.389% | 02/01/2027 | 0.2% |
| Weatherford International Ltd | 8.625% | 04/30/2030 | 0.2% |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 2.089% | 11/25/2041 | 0.2% |
| SeaWorld Parks & Entertainment Inc | 3.813% | 08/25/2028 | 0.2% |
| Nelnet Student Loan Trust 2021-D | 2.900% | 04/20/2062 | 0.2% |
| Alcoa Nederland Holding BV | 6.125% | 05/15/2028 | 0.2% |
| Cemex SAB de CV | 5.450% | 11/19/2029 | 0.2% |
| Acrisure LLC | 4.264% | 02/15/2027 | 0.2% |
| Carmax Auto Owner Trust 2021-1 | 0.220% | 02/15/2024 | 0.2% |
| Wind River 2021-4 CLO Ltd | 2.713% | 01/20/2035 | 0.2% |
| Clear Channel Outdoor Holdings Inc | 4.739% | 08/21/2026 | 0.2% |
| Packaging Coordinators Midco Inc | 4.756% | 11/30/2027 | 0.2% |
| Mariner Finance Issuance Trust 2021-B | 3.420% | 11/20/2036 | 0.2% |
| Braskem Netherlands Finance BV | 4.500% | 01/31/2030 | 0.2% |
| Glencore Funding LLC | 2.850% | 04/27/2031 | 0.2% |
| MEDASSETS SOFTWARE INTRMEDIATE | 4.500% | 12/18/2028 | 0.2% |
| Physicians Realty LP | 2.625% | 11/01/2031 | 0.2% |
| Live Nation Entertainment Inc | 4.750% | 10/15/2027 | 0.2% |
| Blackstone Mortgage Trust Inc | 3.750% | 01/15/2027 | 0.2% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.2% |
| Heartland Dental LLC | 4.198% | 04/30/2025 | 0.1% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.1% |
| Morgan Stanley | 2.484% | 09/16/2036 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 01/23/2028 | 0.1% |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/2045 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| FactSet Research Systems Inc | 3.450% | 03/01/2032 | 0.1% |
| Goldman Sachs Group Inc/The | 2.615% | 04/22/2032 | 0.1% |
| ZH Trust 2021-2 | 2.349% | 10/17/2027 | 0.1% |
| DIVERSITECH HOLDINGS INC. | 4.756% | 12/22/2028 | 0.1% |
| Viterra Finance BV | 4.900% | 04/21/2027 | 0.1% |
| American Trailer World Corp | 4.300% | 03/03/2028 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Connecticut Avenue Securities Trust 2021-R01 | 1.839% | 10/25/2041 | 0.1% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.1% |
| United States Treasury Note/Bond | 2.500% | 04/30/2024 | 0.1% |
| JPMorgan Chase & Co | 4.586% | 04/26/2033 | 0.1% |
| Eastern Gas Transmission & Storage Inc | 3.000% | 11/15/2029 | 0.1% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.1% |
| Alfa Desarrollo SpA | 4.550% | 09/27/2051 | 0.1% |
| First American Financial Corp | 2.400% | 08/15/2031 | 0.1% |
| Dell International LLC / EMC Corp | 3.375% | 12/15/2041 | 0.1% |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | 3.363% | 01/20/2032 | 0.1% |
| SLC Student Loan Trust 2008-1 | 2.426% | 12/15/2032 | 0.1% |
| BFLD 2019-DPLO | 3.094% | 10/15/2034 | 0.1% |
| TSMC Arizona Corp | 4.250% | 04/22/2032 | 0.1% |
| Egypt Government International Bond | 5.800% | 09/30/2027 | 0.1% |
| Life 2021-BMR Mortgage Trust | 2.304% | 03/15/2038 | 0.1% |
| Fannie Mae Connecticut Avenue Securities | 2.289% | 11/25/2041 | 0.1% |
| Wachovia Corp | 0.000% | 08/01/2026 | 0.1% |
| ELEMENT MAT TEC GR US HLD INC | 0.000% | 04/12/2029 | 0.1% |
| Apidos CLO XXXV | 2.113% | 04/20/2034 | 0.1% |
| Lendmark Funding Trust 2021-2 | 3.090% | 04/20/2032 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Anglo American Capital PLC | 3.875% | 03/16/2029 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| SM Energy Co | 6.750% | 09/15/2026 | 0.1% |
| American Homes 4 Rent LP | 2.375% | 07/15/2031 | 0.1% |
| Brazos Delaware II LLC | 4.625% | 05/21/2025 | 0.1% |
| Range Resources Corp | 8.250% | 01/15/2029 | 0.1% |
| BELRON FINANCE US LLC | 3.500% | 10/30/2026 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| OSCAR ACQUISITIONCO LLC | 0.000% | 04/16/2029 | 0.1% |
| Sunrun Demeter Issuer 2021-2 LLC | 2.270% | 01/30/2057 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| Buckeye Partners LP | 6.375% | 01/22/2078 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| KUEHG Corp | 4.756% | 02/21/2025 | 0.1% |
| Comstock Resources Inc | 6.750% | 03/01/2029 | 0.1% |
| ABN AMRO Bank NV | 3.324% | 03/13/2037 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.504% | 07/15/2035 | 0.1% |
| Spring Education Group Inc | 5.256% | 07/30/2025 | 0.1% |
| TK Elevator US Newco Inc | 5.250% | 07/15/2027 | 0.1% |
| Callon Petroleum Co | 8.000% | 08/01/2028 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.875% | 04/15/2045 | 0.1% |
| Tenet Healthcare Corp | 6.250% | 02/01/2027 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| TransDigm Inc | 6.375% | 06/15/2026 | 0.1% |
| CEC Entertainment LLC | 6.750% | 05/01/2026 | 0.1% |
| CVR Partners LP / CVR Nitrogen Finance Corp | 6.125% | 06/15/2028 | 0.1% |
| Flagship Credit Auto Trust 2021-1 | 0.310% | 06/16/2025 | 0.1% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.510% | 11/15/2034 | 0.1% |
| II-VI Inc | 5.000% | 12/15/2029 | 0.1% |
| Csail 2015-C2 Commercial Mortgage Trust | 4.326% | 06/15/2057 | 0.1% |
| Station Casinos LLC | 0.000% | 02/08/2027 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| Charles River Laboratories International Inc | 4.250% | 05/01/2028 | 0.1% |
| CIFC Funding 2014-V Ltd | 2.263% | 10/17/2031 | 0.1% |
| Hilcorp Energy I LP / Hilcorp Finance Co | 5.750% | 02/01/2029 | 0.1% |
| Clear Channel Outdoor Holdings Inc | 7.750% | 04/15/2028 | 0.1% |
| Peraton Corp | 4.514% | 02/01/2028 | 0.1% |
| Kennedy-Wilson Inc | 4.750% | 02/01/2030 | 0.1% |
| Staples Inc | 7.500% | 04/15/2026 | 0.1% |
| Time Warner Entertainment Co LP | 8.375% | 07/15/2033 | 0.1% |
| Foothill-Eastern Transportation Corridor Agency | 4.094% | 01/15/2049 | 0.1% |
| CA Magnum Holdings | 5.375% | 10/31/2026 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| Toll Brothers Finance Corp | 3.800% | 11/01/2029 | 0.1% |
| Organon & Co / Organon Foreign Debt Co-Issuer BV | 4.125% | 04/30/2028 | 0.1% |
| BHMS 2018-ATLS | 2.454% | 07/15/2035 | 0.1% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 6.500% | 04/15/2029 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| Mercer International Inc | 5.125% | 02/01/2029 | 0.1% |
| Jacobs Entertainment Inc | 6.750% | 02/15/2029 | 0.1% |
| Party City Holdings Inc | 8.750% | 02/15/2026 | 0.1% |
| United States Steel Corp | 6.875% | 03/01/2029 | 0.1% |
| Cheniere Energy Partners LP | 3.250% | 01/31/2032 | 0.1% |
| Option Care Health Inc | 4.375% | 10/31/2029 | 0.1% |
| Frontier Communications Holdings LLC | 5.000% | 05/01/2028 | 0.1% |
| CHS/Community Health Systems Inc | 4.750% | 02/15/2031 | 0.1% |
| Royal Caribbean Cruises Ltd | 5.500% | 04/01/2028 | 0.1% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.250% | 05/15/2027 | 0.1% |
| Go Daddy Operating Co LLC / GD Finance Co Inc | 3.500% | 03/01/2029 | 0.1% |
| Alcoa Nederland Holding BV | 4.125% | 03/31/2029 | 0.1% |
| Prosus NV | 3.257% | 01/19/2027 | 0.1% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.1% |
| Bombardier Inc | 6.000% | 02/15/2028 | 0.1% |
| Angolan Government International Bond | 8.750% | 04/14/2032 | 0.1% |
| Navient Corp | 5.000% | 03/15/2027 | 0.1% |
| CNX Midstream Partners LP | 4.750% | 04/15/2030 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| SunCoke Energy Inc | 4.875% | 06/30/2029 | 0.1% |
| CHS/Community Health Systems Inc | 6.125% | 04/01/2030 | 0.1% |
| Carnival Corp | 5.750% | 03/01/2027 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| NGPL PipeCo LLC | 3.250% | 07/15/2031 | 0.1% |
| Novelis Corp | 3.875% | 08/15/2031 | 0.1% |
| ZipRecruiter Inc | 5.000% | 01/15/2030 | 0.1% |
| Hertz Corp/The | 5.000% | 12/01/2029 | 0.1% |
| Mozart Debt Merger Sub Inc | 3.875% | 04/01/2029 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 4.750% | 03/01/2030 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 4.680% | 11/20/2036 | 0.1% |
| Block Inc | 3.500% | 06/01/2031 | 0.1% |
| Invitation Homes Operating Partnership LP | 2.300% | 11/15/2028 | 0.1% |
| Mohegan Gaming & Entertainment | 8.000% | 02/01/2026 | 0.1% |
| KKR CLO 30 Ltd | 3.063% | 10/17/2031 | 0.1% |
| VMware Inc | 4.700% | 05/15/2030 | 0.1% |
| Fannie Mae Pool | 3.500% | 09/01/2051 | 0.1% |
| Condor Merger Sub Inc | 7.375% | 02/15/2030 | 0.1% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.1% |
| Madison IAQ LLC | 5.875% | 06/30/2029 | 0.1% |
| Frontier Communications Holdings LLC | 5.875% | 11/01/2029 | 0.1% |
| Scientific Games Holdings LP | 4.175% | 04/04/2029 | 0.1% |
| Atkore Inc | 4.250% | 06/01/2031 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.750% | 10/20/2028 | 0.1% |
| Toll Brothers Finance Corp | 4.350% | 02/15/2028 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.500% | 10/20/2025 | 0.1% |
| Lendmark Funding Trust 2021-2 | 4.460% | 04/20/2032 | 0.1% |
| LBM Acquisition LLC | 6.250% | 01/15/2029 | 0.1% |
| Newell Brands Inc | 5.625% | 04/01/2036 | 0.1% |
| Calpine Corp | 5.125% | 03/15/2028 | 0.1% |
| Venture Global Calcasieu Pass LLC | 4.125% | 08/15/2031 | 0.1% |
| Freeport-McMoRan Inc | 5.450% | 03/15/2043 | 0.1% |
| TSMC Arizona Corp | 3.250% | 10/25/2051 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN | 2.020% | 11/15/2035 | 0.1% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.1% |
| Ghana Government International Bond | 6.375% | 02/11/2027 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 01/16/2024 | 0.1% |
| Coinbase Global Inc | 3.375% | 10/01/2028 | 0.1% |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 1.950% | 08/01/2034 | 0.1% |
| Korea East-West Power Co Ltd | 3.600% | 05/06/2025 | 0.1% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.1% |
| Bath & Body Works Inc | 6.875% | 11/01/2035 | 0.1% |
| NRG Energy Inc | 4.450% | 06/15/2029 | 0.1% |
| Entegris Inc | 3.625% | 05/01/2029 | 0.1% |
| American Campus Communities Operating Partnership LP | 2.250% | 01/15/2029 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Assurant Inc | 2.650% | 01/15/2032 | 0.1% |
| Race Point IX CLO Ltd | 4.244% | 10/15/2030 | 0.1% |
| Centene Corp | 2.450% | 07/15/2028 | 0.1% |
| Freeport Indonesia PT | 5.315% | 04/14/2032 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 2.004% | 10/15/2036 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.500% | 03/15/2027 | 0.1% |
| SPRINGS WINDOW FASHIONS LLC | 4.750% | 10/06/2028 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 5.331% | 08/05/2034 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.950% | 07/05/2033 | 0.1% |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 3.000% | 06/30/2030 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Credit Index Swap | 5.000% | 06/20/2027 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 3.250% | 08/15/2030 | 0.1% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| SS+C TECHNOLOGIES INC. | 0.000% | 03/22/2029 | 0.1% |
| Claros Mortgage Trust Inc | 5.000% | 08/09/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.638% | 07/05/2033 | 0.1% |
| MEG Energy Corp | 5.875% | 02/01/2029 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.402% | 07/15/2048 | 0.1% |
| CPI Swap | 0.010% | 02/14/2032 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.549% | 07/05/2033 | 0.1% |
| Agrosuper SA | 4.600% | 01/20/2032 | 0.1% |
| County of Miami-Dade FL | 2.786% | 10/01/2037 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 3.504% | 05/15/2036 | 0.1% |
| Occidental Petroleum Corp | 6.125% | 01/01/2031 | 0.1% |
| Life Time Inc | 5.750% | 01/15/2026 | 0.1% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.1% |
| Regents of the University of California Medical Center Pooled Revenue | 3.006% | 05/15/2050 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 4.060% | 11/15/2030 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 2.404% | 10/15/2036 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 1.268% | 01/25/2046 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.864% | 11/15/2034 | 0.0% |
| Massachusetts Educational Financing Authority | 2.134% | 04/25/2038 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.0% |
| SS+C TECHNOLOGIES INC. | 0.000% | 03/22/2029 | 0.0% |
| Phosagro OAO Via Phosagro Bond Funding DAC | 2.600% | 09/16/2028 | 0.0% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2.138% | 02/25/2032 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | 4.440% | 07/15/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.696% | 07/15/2050 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust 2012-C3 | 4.365% | 08/10/2049 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| GS Mortgage Securities Trust 2015-GC32 | 4.569% | 07/10/2048 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 4.463% | 07/10/2050 | 0.0% |
| PFP 2019-6 Ltd | 1.601% | 04/14/2037 | 0.0% |
| DIVERSITECH HOLDINGS INC. | 0.038% | 12/22/2028 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| ELEMNT MAT TECH GRP US HOL INC | 0.000% | 06/30/2029 | 0.0% |
| Gartner Inc | 3.750% | 10/01/2030 | 0.0% |
| Pennsylvania Higher Education Assistance Agency | 1.454% | 04/25/2038 | 0.0% |
| Fannie Mae Pool | 2.100% | 03/01/2042 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.0% |
| US 10YR NOTE (CBT)Jun22 | 0.000% | 06/30/2022 | 0.0% |
| CPI Swap | 0.010% | 03/02/2052 | 0.0% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 01/26/2060 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 1.096% | 08/10/2047 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 | 6.250% | 10/25/2036 | 0.0% |
| Structured Asset Securities Corp Series 2006-3H | 5.750% | 12/25/2035 | 0.0% |
| New Century Home Equity Loan Trust Series 2005-A | 5.454% | 08/25/2035 | 0.0% |
| US 10yr Ultra Fut Jun22 | 0.000% | 06/30/2022 | 0.0% |
| CPI Swap | 0.010% | 03/02/2052 | 0.0% |
| Commercial Mortgage Backed Index Swap | 3.000% | 08/17/2061 | 0.0% |
| Commercial Mortgage Backed Index Swap | 3.000% | 09/17/2058 | 0.0% |
| US 2YR NOTE (CBT) Jun22 | 0.000% | 07/06/2022 | -0.1% |
| US 5YR NOTE (CBT) Jun22 | 0.000% | 07/06/2022 | -0.3% |
| US LONG BOND(CBT) Jun22 | 0.000% | 06/30/2022 | -0.5% |
| US ULTRA BOND CBT Jun22 | 0.000% | 06/30/2022 | -0.6% |
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.