Series Fund - Total Return Portfolio
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select exposure to high yield, emerging market, and convertible debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Note/Bond | 0.125% | 05/31/2023 | 7.0% |
| United States Treasury Note/Bond | 1.625% | 05/15/2031 | 4.8% |
| United States Treasury Note/Bond | 0.375% | 04/15/2024 | 4.6% |
| United States Treasury Bill | 0.000% | 10/21/2021 | 3.9% |
| United States Treasury Note/Bond | 1.625% | 11/15/2050 | 2.6% |
| United States Treasury Note/Bond | 1.125% | 05/15/2040 | 2.5% |
| 30-YR GNMA II-TBA PROD JUL | 2.500% | 08/01/2050 | 1.9% |
| 30-YR UMBS-TBA PROD JUL | 2.500% | 09/01/2050 | 1.7% |
| United States Treasury Note/Bond | 1.125% | 02/29/2028 | 1.4% |
| 30-YR UMBS-TBA PROD JUL | 3.000% | 02/01/2050 | 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 Bill | 0.000% | 07/29/2021 | 9.0% |
| United States Treasury Note/Bond | 0.375% | 04/15/2024 | 4.7% |
| United States Treasury Bill | 0.000% | 10/21/2021 | 4.0% |
| United States Treasury Note/Bond | 0.625% | 08/15/2030 | 3.6% |
| 30-YR UMBS-TBA PROD JUN | 3.500% | 05/01/2049 | 3.4% |
| United States Treasury Note/Bond | 1.125% | 05/15/2040 | 2.0% |
| United States Treasury Note/Bond | 1.625% | 11/15/2050 | 1.9% |
| 30-YR GNMA II-TBA PROD JUN | 2.500% | 08/01/2050 | 1.9% |
| 30-YR UMBS-TBA PROD JUN | 2.500% | 09/01/2050 | 1.7% |
| United States Treasury Note/Bond | 1.125% | 02/29/2028 | 1.4% |
| Toyota Auto Receivables 2021-A Owner Trust | 0.160% | 07/17/2023 | 1.0% |
| United States Treasury Bill | 0.000% | 11/18/2021 | 1.0% |
| United States Treasury Note/Bond | 1.125% | 02/15/2031 | 1.0% |
| United States Treasury Note/Bond | 0.125% | 03/31/2023 | 0.9% |
| United States Treasury Note/Bond | 0.750% | 03/31/2026 | 0.8% |
| 30-YR UMBS-TBA PROD JUN | 3.000% | 02/01/2050 | 0.8% |
| Fannie Mae Pool | 3.500% | 09/01/2047 | 0.8% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.7% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.7% |
| Emera US Finance LP | 3.550% | 06/15/2026 | 0.7% |
| World Omni Auto Receivables Trust 2021-A | 0.170% | 02/15/2024 | 0.7% |
| Carmax Auto Owner Trust 2021-1 | 0.220% | 02/15/2024 | 0.7% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.290% | 11/15/2023 | 0.6% |
| Boeing Co/The | 4.875% | 05/01/2025 | 0.5% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.5% |
| Fannie Mae Pool | 3.500% | 03/01/2050 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.5% |
| Westpac Banking Corp | 4.322% | 11/23/2031 | 0.5% |
| Great Wolf Trust 2019-WOLF | 1.135% | 12/15/2036 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.4% |
| Biogen Inc | 2.250% | 05/01/2030 | 0.4% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.4% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.4% |
| CARLYLE US CLO 2021-1 LTD | 1.331% | 04/15/2034 | 0.4% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.4% |
| CIFC Funding 2021-I Ltd | 1.246% | 04/25/2033 | 0.4% |
| Dryden 58 Clo Ltd | 1.690% | 07/17/2031 | 0.4% |
| General Motors Financial Co Inc | 2.400% | 04/10/2028 | 0.4% |
| Diamondback Energy Inc | 3.500% | 12/01/2029 | 0.4% |
| General Electric Co | 3.514% | 06/15/2199 | 0.3% |
| Wells Fargo Commercial Mortgage Trust | 4.462% | 09/15/2048 | 0.3% |
| BAT Capital Corp | 4.906% | 04/02/2030 | 0.3% |
| HCA Inc | 4.125% | 06/15/2029 | 0.3% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.3% |
| General Motors Financial Co Inc | 3.600% | 06/21/2030 | 0.3% |
| CSMC Series 2019-UVIL | 3.160% | 12/15/2041 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| Boeing Co/The | 5.040% | 05/01/2027 | 0.3% |
| Kayne CLO 10 Ltd | 1.367% | 04/23/2034 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Westlake Automobile Receivables Trust 2020-2 | 0.930% | 02/15/2024 | 0.3% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.3% |
| Santander Consumer Auto Receivables Trust 2020-B | 1.290% | 04/15/2026 | 0.3% |
| AmeriCredit Automobile Receivables Trust 2020-3 | 1.490% | 09/18/2026 | 0.3% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.3% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.3% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.3% |
| Ford Motor Co | 7.450% | 07/16/2031 | 0.3% |
| Alcon Finance Corp | 2.600% | 05/27/2030 | 0.3% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 1.530% | 01/19/2033 | 0.3% |
| Qatar Government International Bond | 4.000% | 03/14/2029 | 0.3% |
| Dryden Senior Loan Fund | 1.646% | 04/15/2028 | 0.3% |
| Aadvantage Loyalty IP | 5.500% | 03/10/2028 | 0.3% |
| Cedar Funding XIV CLO Ltd | 0.000% | 07/15/2033 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| BFLD 2019-DPLO | 2.341% | 10/15/2034 | 0.3% |
| Oracle Corp | 2.950% | 04/01/2030 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| Dryden Senior Loan Fund | 2.226% | 04/15/2028 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.780% | 08/17/2026 | 0.3% |
| Palmer Square CLO Ltd | 0.000% | 07/15/2034 | 0.3% |
| Kayne CLO 7 Ltd | 1.390% | 04/17/2033 | 0.3% |
| Equinix Inc | 1.550% | 03/15/2028 | 0.3% |
| Exeter Automobile Receivables Trust 2020-3 | 3.440% | 08/17/2026 | 0.3% |
| Flagship Credit Auto Trust 2021-1 | 0.310% | 06/16/2025 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| NVR Inc | 3.000% | 05/15/2030 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| Ally Financial Inc | 8.000% | 11/01/2031 | 0.2% |
| OneMain Financial Issuance Trust 2019-2 | 3.140% | 10/14/2036 | 0.2% |
| Octagon Investment Partners XV Ltd | 1.240% | 07/19/2030 | 0.2% |
| Kraft Heinz Foods Co | 4.375% | 06/01/2046 | 0.2% |
| BX Trust 2018-GW | 0.901% | 05/15/2035 | 0.2% |
| Dryden 61 Clo Ltd | 1.180% | 01/17/2032 | 0.2% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.2% |
| Shackleton 2019-XIV Clo Ltd | 2.088% | 07/20/2030 | 0.2% |
| JD.com Inc | 3.375% | 01/14/2030 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.601% | 01/15/2026 | 0.2% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.2% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| Kayne CLO III Ltd | 1.656% | 04/15/2032 | 0.2% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 3.337% | 12/15/2027 | 0.2% |
| Carvana Auto Receivables Trust 2020-NP1 | 5.200% | 07/15/2027 | 0.2% |
| Wind River 2013-1 CLO Ltd | 0.000% | 07/20/2030 | 0.2% |
| Progress Residential 2021-SFR4 | 2.309% | 05/17/2038 | 0.2% |
| UBS AG | 5.125% | 05/15/2024 | 0.2% |
| VMware Inc | 4.700% | 05/15/2030 | 0.2% |
| OCP CLO 2019-16 Ltd | 1.188% | 04/10/2033 | 0.2% |
| Saudi Government International Bond | 3.250% | 10/22/2030 | 0.2% |
| Regeneron Pharmaceuticals Inc | 1.750% | 09/15/2030 | 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% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| CIFC Funding Ltd | 0.000% | 07/15/2033 | 0.2% |
| Ghana Government International Bond | 6.375% | 02/11/2027 | 0.2% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 3.500% | 01/15/2025 | 0.2% |
| ALM VII Ltd | 2.034% | 07/15/2029 | 0.2% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.094% | 05/15/2048 | 0.2% |
| WEA Finance LLC | 2.875% | 01/15/2027 | 0.2% |
| FirstEnergy Corp | 4.400% | 07/15/2027 | 0.2% |
| Playtika Holding Corp | 2.843% | 03/05/2028 | 0.2% |
| Lendmark Funding Trust | 1.900% | 11/20/2031 | 0.2% |
| SLIDE 2018-FUN | 2.401% | 06/15/2031 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| Kohl's Corp | 5.550% | 07/17/2045 | 0.2% |
| UBS Commercial Mortgage Trust 2017-C3 | 4.309% | 08/15/2050 | 0.2% |
| NGPL Pipeco LLC | 3.250% | 07/15/2031 | 0.2% |
| Cox Communications Inc | 8.375% | 03/01/2039 | 0.2% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.2% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| Rite Aid Corp | 8.000% | 11/15/2026 | 0.2% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.2% |
| Freeport-McMoRan Inc | 4.125% | 03/01/2028 | 0.2% |
| Transocean Guardian Ltd | 5.875% | 01/15/2024 | 0.2% |
| BX Trust 2019-OC11 | 3.202% | 12/09/2041 | 0.2% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Arbor Realty Collateralized Loan Obligation Ltd | 2.600% | 05/15/2036 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 2.110% | 10/25/2033 | 0.2% |
| MEG Energy Corp | 7.125% | 02/01/2027 | 0.2% |
| Kayne CLO 5 Ltd | 1.526% | 07/24/2032 | 0.2% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.2% |
| Ford Credit Auto Owner Trust 2020-B | 0.500% | 02/15/2023 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| New Jersey Transportation Trust Fund Authority | 4.131% | 06/15/2042 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.2% |
| GS Mortgage Securities Corp II | 4.800% | 05/15/2026 | 0.2% |
| Occidental Petroleum Corp | 6.125% | 01/01/2031 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| CIFC Funding 2019-III Ltd | 3.884% | 07/16/2032 | 0.2% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.2% |
| Octagon Investment Partners 48 Ltd | 1.688% | 10/20/2031 | 0.2% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| OneMain Finance Corp | 5.375% | 11/15/2029 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 1.810% | 06/16/2036 | 0.2% |
| Gracie Point International Funding 2020-B | 2.510% | 05/02/2023 | 0.2% |
| Marble Point CLO XVII Ltd | 1.488% | 04/20/2033 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.357% | 07/05/2033 | 0.2% |
| Egypt Government International Bond | 7.600% | 03/01/2029 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| Navient Corp | 5.000% | 03/15/2027 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 1.127% | 12/19/2030 | 0.2% |
| Westpac Banking Corp | 2.894% | 02/04/2030 | 0.2% |
| Glencore Funding LLC | 2.850% | 04/27/2031 | 0.2% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Zhenro Properties Group Ltd | 8.650% | 01/21/2023 | 0.2% |
| Nordstrom Inc | 4.375% | 04/01/2030 | 0.2% |
| Barings CLO Ltd 2019-III | 1.722% | 04/20/2031 | 0.2% |
| Braskem Netherlands Finance BV | 4.500% | 01/31/2030 | 0.2% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.051% | 06/15/2035 | 0.1% |
| HCA Inc | 5.250% | 06/15/2026 | 0.1% |
| Mountain View CLO 2017-1 LLC | 1.274% | 10/16/2029 | 0.1% |
| N/A | 0.000% | 07/20/2034 | 0.1% |
| Prosus NV | 3.832% | 02/08/2051 | 0.1% |
| Octagon Investment Partners 29 Ltd | 1.356% | 01/24/2033 | 0.1% |
| National Australia Bank Ltd | 2.990% | 05/21/2031 | 0.1% |
| Hilcorp Energy I LP / Hilcorp Finance Co | 5.750% | 02/01/2029 | 0.1% |
| Cikarang Listrindo Tbk PT | 4.950% | 09/14/2026 | 0.1% |
| Country Garden Holdings Co Ltd | 4.750% | 09/28/2023 | 0.1% |
| Western Midstream Operating LP | 5.300% | 02/01/2030 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.1% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.1% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.1% |
| HGI CRE CLO 2021-FL1 Ltd | 2.460% | 06/16/2036 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.401% | 06/15/2032 | 0.1% |
| Eskom Holdings SOC Ltd | 6.750% | 08/06/2023 | 0.1% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.1% |
| Carnival Corp | 11.500% | 04/01/2023 | 0.1% |
| Globo Comunicacao e Participacoes SA | 4.875% | 01/22/2030 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 3.875% | 01/23/2028 | 0.1% |
| Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 3.625% | 03/01/2029 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.1% |
| Benchmark 2018-B5 Mortgage Trust | 4.610% | 07/15/2051 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| SLC Student Loan Trust 2008-1 | 1.784% | 12/15/2032 | 0.1% |
| FirstEnergy Corp | 2.650% | 03/01/2030 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.460% | 07/15/2025 | 0.1% |
| HCA Inc | 4.500% | 02/15/2027 | 0.1% |
| KKR CLO 18 Ltd | 1.890% | 07/18/2030 | 0.1% |
| VMware Inc | 3.900% | 08/21/2027 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Oracle Corp | 2.875% | 03/25/2031 | 0.1% |
| Wachovia Corp | 7.574% | 08/01/2026 | 0.1% |
| Suzano Austria GmbH | 3.750% | 01/15/2031 | 0.1% |
| Citigroup Inc | 2.561% | 05/01/2032 | 0.1% |
| Ball Corp | 2.875% | 08/15/2030 | 0.1% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| Life 2021-BMR Mortgage Trust | 1.851% | 03/15/2038 | 0.1% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.1% |
| Empresa Nacional del Petroleo | 3.750% | 08/05/2026 | 0.1% |
| Apache Corp | 4.375% | 10/15/2028 | 0.1% |
| Turkey Government International Bond | 4.250% | 04/14/2026 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Frontier Communications Corp | 5.000% | 05/01/2028 | 0.1% |
| PetSmart Inc / PetSmart Finance Corp | 4.750% | 02/15/2028 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| Time Warner Entertainment Co LP | 8.375% | 07/15/2033 | 0.1% |
| Melissa & Doug | 5.435% | 06/19/2024 | 0.1% |
| Apidos CLO XXXV | 1.249% | 04/20/2034 | 0.1% |
| Equinor ASA | 7.150% | 11/15/2025 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Fina | 4.875% | 04/15/2045 | 0.1% |
| American Axle & Manufacturing Inc | 6.500% | 04/01/2027 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Vertical US Newco Inc | 5.250% | 07/15/2027 | 0.1% |
| Radiology Partners Inc | 9.250% | 02/01/2028 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.1% |
| Party City Holdings Inc | 8.750% | 02/15/2026 | 0.1% |
| Newell Brands Inc | 5.875% | 04/01/2036 | 0.1% |
| Dominican Republic International Bond | 4.875% | 09/23/2032 | 0.1% |
| DISH DBS Corp | 7.750% | 07/01/2026 | 0.1% |
| Brazos Delaware II, LLC | 4.097% | 05/21/2025 | 0.1% |
| Murphy Oil Corp | 5.875% | 12/01/2027 | 0.1% |
| Meituan | 3.050% | 10/28/2030 | 0.1% |
| Rent-A-Center Inc/TX | 6.375% | 02/15/2029 | 0.1% |
| L Brands Inc | 6.625% | 10/01/2030 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| L Brands Inc | 6.875% | 11/01/2035 | 0.1% |
| Cleveland-Cliffs Inc | 5.875% | 06/01/2027 | 0.1% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.1% |
| Buckeye Partners LP | 6.375% | 01/22/2078 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| United States Steel Corp | 6.875% | 03/01/2029 | 0.1% |
| MGM Resorts International | 5.500% | 04/15/2027 | 0.1% |
| Signature Aviation US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.1% |
| Ally Financial Inc | 4.700% | 08/15/2199 | 0.1% |
| Clear Channel Outdoor Holdings Inc | 7.750% | 04/15/2028 | 0.1% |
| Tenet Healthcare Corp | 6.250% | 02/01/2027 | 0.1% |
| Newark BSL CLO 1 Ltd | 3.181% | 12/21/2029 | 0.1% |
| Mascot Bidco Oy | 4.500% | 03/01/2026 | 0.1% |
| GUSAP III LP | 4.250% | 01/21/2030 | 0.1% |
| CommScope Inc | 7.125% | 07/01/2028 | 0.1% |
| TransDigm Inc | 6.375% | 06/15/2026 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Prope | 5.875% | 10/01/2028 | 0.1% |
| Med ParentCo LP | 4.343% | 07/31/2026 | 0.1% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.1% |
| Hecla Mining Co | 7.250% | 02/15/2028 | 0.1% |
| Scientific Games International, Inc. | 7.250% | 11/15/2029 | 0.1% |
| Kuehg Corp | 4.750% | 02/14/2025 | 0.1% |
| Tesla Inc | 5.300% | 08/15/2025 | 0.1% |
| Learning Care Group (US) No. 2 Inc. | 4.250% | 03/13/2025 | 0.1% |
| Heartland Dental, LLC | 3.593% | 04/30/2025 | 0.1% |
| Watco Cos LLC / Watco Finance Corp | 6.500% | 06/15/2027 | 0.1% |
| Spring Education Group, Inc. | 4.453% | 07/30/2025 | 0.1% |
| Foothill-Eastern Transportation Corridor Agency | 4.094% | 01/15/2049 | 0.1% |
| Cedar Fair LP | 5.250% | 07/15/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.051% | 07/15/2035 | 0.1% |
| Cemex SAB de CV | 5.450% | 11/19/2029 | 0.1% |
| Cvent, Inc. | 3.843% | 11/29/2024 | 0.1% |
| Southwestern Energy Co | 7.750% | 10/01/2027 | 0.1% |
| Greenko Solar Mauritius Ltd | 5.950% | 07/29/2026 | 0.1% |
| WP CPP Holdings, LLC | 4.750% | 04/30/2025 | 0.1% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.1% |
| Garda World Security Corp | 9.500% | 11/01/2027 | 0.1% |
| Live Nation Entertainment Inc | 4.750% | 10/15/2027 | 0.1% |
| Amern Trailer World Corp | 4.500% | 02/17/2028 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 4.750% | 03/01/2030 | 0.1% |
| Liberty Utilities Finance GP 1 | 2.050% | 09/15/2030 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Playa Resorts Holding B.V. | 3.750% | 04/29/2024 | 0.1% |
| NRG Energy Inc | 2.450% | 12/02/2027 | 0.1% |
| Carvana Co | 5.875% | 10/01/2028 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| XPO Logistics Inc | 6.250% | 05/01/2025 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 11/15/2032 | 0.1% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.1% |
| Nigeria Government International Bond | 6.375% | 07/12/2023 | 0.1% |
| Csail 2015-C2 Commercial Mortgage Trust | 4.188% | 06/15/2057 | 0.1% |
| PG&E Corp | 5.000% | 07/01/2028 | 0.1% |
| LogMeIn Inc | 5.500% | 09/01/2027 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 1.057% | 11/15/2034 | 0.1% |
| DaVita Inc | 3.750% | 02/15/2031 | 0.1% |
| Innovative Chemical Products | 4.250% | 12/01/2023 | 0.1% |
| Surgery Center Holdings Inc | 10.000% | 04/15/2027 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| New York City Transitional Fin Auth | 1.950% | 08/01/2034 | 0.1% |
| Toll Brothers Finance Corp | 4.350% | 02/15/2028 | 0.1% |
| NRG Energy Inc | 5.750% | 01/15/2028 | 0.1% |
| William Carter Co/The | 5.500% | 05/15/2025 | 0.1% |
| Penn National Gaming Inc | 5.625% | 01/15/2027 | 0.1% |
| Pennsylvania Electric Co | 3.600% | 06/01/2029 | 0.1% |
| Century Communities Inc | 6.750% | 06/01/2027 | 0.1% |
| IRB Holding Corp | 7.000% | 06/15/2025 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| United Rentals North America Inc | 4.875% | 01/15/2028 | 0.1% |
| Antofagasta PLC | 2.375% | 10/14/2030 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.750% | 10/20/2028 | 0.1% |
| BHMS 2018-ATLS | 2.001% | 07/15/2035 | 0.1% |
| Nationstar Mortgage Holdings Inc | 5.500% | 08/15/2028 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Griffon Corp | 5.750% | 03/01/2028 | 0.1% |
| Gap Inc/The | 8.625% | 05/15/2025 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 4.875% | 02/15/2030 | 0.1% |
| Mountain View CLO X Ltd | 1.538% | 10/13/2027 | 0.1% |
| Calpine Corp | 5.125% | 03/15/2028 | 0.1% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.1% |
| Centene Corp | 3.375% | 02/15/2030 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.500% | 10/20/2025 | 0.1% |
| CF Industries Inc | 4.950% | 06/01/2043 | 0.1% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Fina | 4.500% | 03/15/2027 | 0.1% |
| Calpine Corp | 4.500% | 02/15/2028 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Skyworks Solutions Inc | 3.000% | 06/01/2031 | 0.1% |
| CSC Holdings LLC | 5.500% | 04/15/2027 | 0.1% |
| Zayo Group Holdings Inc | 4.000% | 03/01/2027 | 0.1% |
| Cleveland-Cliffs Inc | 4.625% | 03/01/2029 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| TerraForm Power Operating LLC | 4.750% | 01/15/2030 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviatio | 4.875% | 01/16/2024 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Boyd Gaming Corp | 4.750% | 06/15/2031 | 0.1% |
| SK Hynix Inc | 2.375% | 01/19/2031 | 0.1% |
| BAT Capital Corp | 4.700% | 04/02/2027 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.020% | 11/15/2035 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Stericycle Inc | 3.875% | 01/15/2029 | 0.1% |
| Global Payments Inc | 3.200% | 08/15/2029 | 0.1% |
| Turkey Government International Bond | 5.750% | 03/22/2024 | 0.1% |
| Tronox Inc | 4.625% | 03/15/2029 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| VeriSign Inc | 2.700% | 06/15/2031 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Baidu Inc | 2.375% | 10/09/2030 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 2.088% | 10/20/2028 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.1% |
| Barings CLO Ltd 2018-III | 3.088% | 07/20/2029 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 3.250% | 08/15/2030 | 0.1% |
| Race Point IX CLO Ltd | 3.384% | 10/15/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.692% | 01/25/2046 | 0.1% |
| CommonSpirit Health | 3.347% | 10/01/2029 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.009% | 10/05/2031 | 0.1% |
| Turkiye Ihracat Kredi Bankasi AS | 8.250% | 01/24/2024 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 5.159% | 08/05/2034 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.740% | 11/15/2022 | 0.1% |
| Carnival Corp | 7.625% | 03/01/2026 | 0.1% |
| PFP 2019-6 Ltd | 1.148% | 04/14/2037 | 0.1% |
| Sound Point CLO XI Ltd | 1.288% | 07/20/2028 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.985% | 01/15/2059 | 0.1% |
| Boyd Gaming Corp | 4.750% | 12/01/2027 | 0.1% |
| Turkey Government International Bond | 5.250% | 03/13/2030 | 0.1% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.1% |
| Kaisa Group Holdings Ltd | 11.950% | 10/22/2022 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.267% | 07/15/2048 | 0.1% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| MEG Energy Corp | 5.875% | 02/01/2029 | 0.1% |
| Clarios Global LP / Clarios US Finance Co | 8.500% | 05/15/2027 | 0.1% |
| CoStar Group Inc | 2.800% | 07/15/2030 | 0.1% |
| SM Energy Co | 6.750% | 09/15/2026 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Murphy Oil USA Inc | 4.750% | 09/15/2029 | 0.1% |
| ALM VII Ltd | 3.734% | 07/15/2029 | 0.1% |
| Regents of the University of California Medical Ce | 3.006% | 05/15/2050 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.057% | 07/05/2033 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Deephaven Residential Mortgage Trust 2019-4 | 2.791% | 10/25/2059 | 0.1% |
| Carmax Auto Owner Trust 2019-4 | 2.010% | 03/15/2023 | 0.1% |
| Temasek Financial I Ltd | 2.500% | 10/06/2070 | 0.1% |
| Massachusetts Educational Financing Authority | 1.126% | 04/25/2038 | 0.0% |
| Ashland LLC | 6.875% | 05/15/2043 | 0.0% |
| Tri Pointe Homes Inc | 5.250% | 06/01/2027 | 0.0% |
| Murphy Oil USA Inc | 3.750% | 02/15/2031 | 0.0% |
| Ukraine Government International Bond | 7.750% | 09/01/2024 | 0.0% |
| Freeport-McMoRan Inc | 4.250% | 03/01/2030 | 0.0% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.0% |
| Arbor Realty Collateralized Loan Obligation Ltd | 3.050% | 05/15/2036 | 0.0% |
| United Rentals North America Inc | 4.000% | 07/15/2030 | 0.0% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.0% |
| Match Group Holdings II LLC | 5.000% | 12/15/2027 | 0.0% |
| PulteGroup Inc | 5.500% | 03/01/2026 | 0.0% |
| Match Group Holdings II LLC | 5.625% | 02/15/2029 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.563% | 07/15/2050 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Ce | 2.145% | 02/25/2032 | 0.0% |
| SM Energy Co | 5.625% | 06/01/2025 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 1.411% | 11/15/2034 | 0.0% |
| Boyd Gaming Corp | 6.000% | 08/15/2026 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.0% |
| Yuzhou Group Holdings Co Ltd | 6.000% | 10/25/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 2.326% | 07/25/2027 | 0.0% |
| Country Garden Holdings Co Ltd | 4.750% | 01/17/2023 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 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% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| DRB Prime Student Loan Trust 2015-D | 3.200% | 01/25/2040 | 0.0% |
| GS Mortgage Securities Trust 2015-GC32 | 4.422% | 07/10/2048 | 0.0% |
| County of Miami-Dade FL | 2.786% | 10/01/2037 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Egypt Government International Bond | 4.550% | 11/20/2023 | 0.0% |
| Sunac China Holdings Ltd | 5.950% | 04/26/2024 | 0.0% |
| Flagship Credit Auto Trust 2020-2 | 1.490% | 07/15/2024 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 4.309% | 07/15/2046 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 4.321% | 07/10/2050 | 0.0% |
| Live Nation Entertainment Inc | 3.750% | 01/15/2028 | 0.0% |
| Dell International LLC / EMC Corp. | 6.020% | 06/15/2026 | 0.0% |
| New Jersey Transportation Trust Fund Authority | 4.081% | 06/15/2039 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Fannie Mae Pool | 2.387% | 03/01/2042 | 0.0% |
| New York and Presbyterian Hospital/The | 3.954% | 08/01/2119 | 0.0% |
| Pennsylvania Higher Education Assistance Agency | 0.446% | 04/25/2038 | 0.0% |
| Drive Auto Receivables Trust 2017-A | 4.160% | 05/15/2024 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Avery Point IV CLO Ltd | 1.776% | 04/25/2026 | 0.0% |
| Exeter Automobile Receivables Trust 2020-2 | 1.130% | 08/15/2023 | 0.0% |
| Mattel Inc | 6.750% | 12/31/2025 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| Kimberly-Clark de Mexico SAB de CV | 3.800% | 04/08/2024 | 0.0% |
| Ford Credit Auto Owner Trust 2019-C | 1.880% | 07/15/2022 | 0.0% |
| Ford Credit Auto Owner Trust 2020-A | 1.030% | 10/15/2022 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.0% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.0% |
| FX CAD/USD 07/21 | 0.000% | 07/20/2021 | 0.0% |
| Santander Retail Auto Lease Trust 2019-B | 2.290% | 04/20/2022 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 0.969% | 08/10/2047 | 0.0% |
| New Century Home Equity Loan Trust | 4.700% | 08/25/2035 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Structured Asset Securities Corp. Series | 5.750% | 12/25/2035 | 0.0% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.0% |
| Meritage Mortgage Loan Trust 2004-2 | 1.067% | 01/25/2035 | 0.0% |
| US 10YR NOTE (CBT)SEP21 | 0.000% | 09/30/2021 | 0.0% |
| US ULTRA BOND CBT SEP21 | 0.000% | 09/30/2021 | 0.0% |
| Credit Index Swap | 1.000% | 06/20/2026 | 0.0% |
| US 10YR ULTRA FUT SEP21 | 0.000% | 09/30/2021 | 0.0% |
| US 2YR NOTE (CBT) SEP21 | 0.000% | 10/05/2021 | 0.0% |
| US 5YR NOTE (CBT) SEP21 | 0.000% | 10/05/2021 | 0.0% |
| US LONG BOND(CBT) SEP21 | 0.000% | 09/30/2021 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.000% | 08/17/2061 | 0.0% |
| FX USD/CAD 07/21 | 0.000% | 07/20/2021 | 0.0% |
| Credit Index Swap | 5.000% | 06/20/2026 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.