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 | 4.125% | 10/31/2027 | 7.7% |
| United States Treasury Note/Bond | 3.250% | 08/31/2024 | 3.7% |
| United States Treasury Note/Bond | 4.375% | 10/31/2024 | 2.1% |
| Federal Home Loan Banks | 3.060% | 01/03/2023 | 2.1% |
| 30-YR GNMA II-TBA PROD NOV | 4.500% | 09/01/2052 | 1.6% |
| 30-YR UMBS-TBA PROD DEC | 4.500% | 10/01/2052 | 1.4% |
| 30-YR UMBS-TBA PROD DEC | 3.000% | 02/01/2052 | 1.3% |
| 15-YR UMBS-TBA PROD DEC | 4.500% | 06/01/2037 | 1.3% |
| 30-YR GNMA II-TBA PROD DEC | 6.000% | 08/01/2052 | 1.3% |
| 15-YR UMBS-TBA PROD DEC | 5.000% | 09/01/2037 | 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 | 4.250% | 09/30/2024 | 5.8% |
| United States Treasury Note/Bond | 2.875% | 05/15/2052 | 2.9% |
| United States Treasury Note/Bond | 4.125% | 09/30/2027 | 2.3% |
| 30-YR UMBS-TBA PROD NOV | 2.000% | 12/01/2051 | 2.3% |
| 30-YR UMBS-TBA PROD NOV | 4.500% | 07/01/2052 | 2.2% |
| Federal Home Loan Banks | 2.980% | 01/03/2023 | 2.0% |
| 30-YR UMBS-TBA PROD NOV | 3.000% | 04/01/2052 | 1.3% |
| 15-YR UMBS-TBA PROD NOV | 4.500% | 07/01/2037 | 1.3% |
| 30-YR GNMA II-TBA PROD OCT | 5.000% | 08/01/2052 | 1.3% |
| 30-YR GNMA II-TBA PROD OCT | 4.500% | 08/01/2052 | 1.2% |
| 30-YR UMBS-TBA PROD NOV | 3.500% | 06/01/2052 | 1.1% |
| 30-YR GNMA II-TBA PROD NOV | 4.500% | 08/01/2052 | 1.1% |
| Federal Home Loan Banks | 2.970% | 10/18/2022 | 1.1% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 1.0% |
| 30-YR UMBS-TBA PROD NOV | 6.000% | 07/01/2052 | 1.0% |
| Fannie Mae Pool | 2.500% | 09/01/2050 | 0.9% |
| Asian Development Bank | 4.125% | 09/27/2024 | 0.9% |
| 15-YR UMBS-TBA PROD NOV | 5.000% | 07/01/2037 | 0.9% |
| 30-YR UMBS-TBA PROD NOV | 5.500% | 07/01/2052 | 0.9% |
| 30-YR GNMA II-TBA PROD OCT | 4.000% | 08/01/2052 | 0.9% |
| Verizon Master Trust | 1.040% | 01/20/2027 | 0.8% |
| Wells Fargo & Co | 2.393% | 06/02/2028 | 0.8% |
| Citigroup Inc | 3.980% | 03/20/2030 | 0.7% |
| CPPIB Capital Inc | 3.267% | 04/04/2025 | 0.7% |
| Oracle Corp | 2.875% | 03/25/2031 | 0.7% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 0.7% |
| Bank of America Corp | 3.970% | 03/05/2029 | 0.7% |
| Fannie Mae Pool | 3.000% | 12/01/2048 | 0.6% |
| Morgan Stanley | 4.431% | 01/23/2030 | 0.6% |
| United States Treasury Inflation Indexed Bonds | 0.125% | 02/15/2052 | 0.6% |
| CPPIB Capital Inc | 4.125% | 10/21/2024 | 0.6% |
| 30-YR UMBS-TBA PROD NOV | 2.500% | 02/01/2052 | 0.6% |
| Intercontinental Exchange Inc | 4.000% | 09/15/2027 | 0.6% |
| Great Wolf Trust 2019-WOLF | 3.852% | 12/15/2036 | 0.6% |
| GM Financial Automobile Leasing Trust 2022-2 | 2.930% | 10/21/2024 | 0.6% |
| United States Treasury Note/Bond | 3.375% | 11/15/2048 | 0.5% |
| Glencore Funding LLC | 4.875% | 03/12/2029 | 0.5% |
| 15-YR UMBS-TBA PROD NOV | 4.000% | 06/01/2037 | 0.5% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.5% |
| 30-YR GNMA II-TBA PROD NOV | 5.500% | 08/01/2052 | 0.5% |
| Province of Ontario Canada | 3.100% | 05/19/2027 | 0.5% |
| CARLYLE US CLO 2021-1 LTD | 3.652% | 04/15/2034 | 0.5% |
| Freddie Mac Pool | 5.000% | 08/01/2052 | 0.5% |
| 30-YR UMBS-TBA PROD NOV | 4.000% | 08/01/2052 | 0.5% |
| Avant Loans Funding Trust 2022-REV1 | 6.540% | 09/15/2031 | 0.5% |
| Westpac Banking Corp | 4.322% | 11/23/2031 | 0.5% |
| Cargill Inc | 4.000% | 06/22/2032 | 0.5% |
| Freddie Mac Pool | 4.500% | 08/01/2052 | 0.5% |
| CIFC Funding 2021-I Ltd | 3.893% | 04/25/2033 | 0.5% |
| Continental Resources Inc/OK | 5.750% | 01/15/2031 | 0.5% |
| Fannie Mae Pool | 5.000% | 08/01/2052 | 0.5% |
| UnitedHealth Group Inc | 4.000% | 05/15/2029 | 0.5% |
| CVS Health Corp | 3.250% | 08/15/2029 | 0.5% |
| Kommunalbanken AS | 3.477% | 06/17/2026 | 0.4% |
| Exeter Automobile Receivables Trust 2020-2 | 7.190% | 09/15/2027 | 0.4% |
| Southern Co/The | 2.700% | 08/01/2024 | 0.4% |
| EQT Corp | 7.000% | 02/01/2030 | 0.4% |
| Asian Development Bank | 3.066% | 04/06/2027 | 0.4% |
| United States Treasury Note/Bond | 2.750% | 08/15/2032 | 0.4% |
| Goldman Sachs Group Inc/The | 0.627% | 11/17/2023 | 0.4% |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 01/15/2029 | 0.4% |
| United States Treasury Note/Bond | 2.375% | 02/15/2042 | 0.4% |
| OneMain Financial Issuance Trust 2020-2 | 2.760% | 09/14/2035 | 0.4% |
| Fannie Mae Pool | 2.500% | 01/01/2051 | 0.4% |
| JPMorgan Chase & Co | 3.540% | 05/01/2028 | 0.4% |
| Santander Drive Auto Receivables Trust 2020-3 | 1.640% | 11/16/2026 | 0.4% |
| Santander Drive Auto Receivables Trust 2022-6 | 4.960% | 11/15/2028 | 0.4% |
| Fannie Mae Pool | 4.000% | 06/01/2052 | 0.4% |
| Anglo American Capital PLC | 4.000% | 09/11/2027 | 0.4% |
| Lamar Media Corp | 5.102% | 02/05/2027 | 0.4% |
| Fannie Mae Pool | 3.500% | 04/01/2052 | 0.4% |
| BX Trust 2021-ARIA | 5.062% | 10/15/2036 | 0.4% |
| US Bancorp | 4.967% | 07/22/2033 | 0.4% |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | 4.602% | 09/15/2048 | 0.4% |
| Ready Capital Mortgage Financing 2022-FL8 LLC | 3.931% | 01/25/2037 | 0.4% |
| Goldman Sachs Group Inc/The | 2.383% | 07/21/2032 | 0.4% |
| Rad CLO 7 Ltd | 3.940% | 04/17/2033 | 0.4% |
| Marlette Funding Trust 2020-2 | 4.650% | 09/16/2030 | 0.4% |
| Santander Drive Auto Receivables Trust 2022-5 | 4.740% | 10/16/2028 | 0.4% |
| Global Payments Inc | 4.000% | 06/01/2023 | 0.4% |
| Santander Consumer Auto Receivables Trust 2020-B | 1.290% | 04/15/2026 | 0.4% |
| Danske Bank A/S | 3.773% | 03/28/2025 | 0.4% |
| Flagship Credit Auto Trust 2022-3 | 4.550% | 04/15/2027 | 0.4% |
| Neuberger Berman Loan Advisers CLO 35 Ltd | 4.078% | 01/19/2033 | 0.4% |
| Barings CLO Ltd 2019-III | 3.780% | 04/20/2031 | 0.4% |
| Signal Peak CLO 8 Ltd | 3.980% | 04/20/2033 | 0.4% |
| Japan Bank for International Cooperation | 3.875% | 09/16/2025 | 0.4% |
| Dryden Senior Loan Fund | 3.982% | 04/15/2028 | 0.4% |
| Exeter Automobile Receivables Trust 2018-3 | 5.430% | 08/15/2024 | 0.4% |
| Fannie Mae Pool | 2.500% | 12/01/2051 | 0.4% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.4% |
| BRAVO Residential Funding Trust 2021-NQM2 | 0.970% | 03/25/2060 | 0.4% |
| AmeriCredit Automobile Receivables Trust 2020-3 | 1.490% | 09/18/2026 | 0.4% |
| nVent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.3% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.3% |
| Broadcom Inc | 4.150% | 04/15/2032 | 0.3% |
| JPMorgan Chase & Co | 2.963% | 01/25/2033 | 0.3% |
| Santander UK Group Holdings PLC | 3.373% | 01/05/2024 | 0.3% |
| Freddie Mac Pool | 5.000% | 08/01/2052 | 0.3% |
| American Express Co | 4.420% | 08/03/2033 | 0.3% |
| United States Treasury Note/Bond | 3.250% | 05/15/2042 | 0.3% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.3% |
| GS Mortgage Securities Corp Trust 2022-ECI | 5.040% | 08/15/2039 | 0.3% |
| BFLD 2019-DPLO | 5.058% | 10/15/2034 | 0.3% |
| Macquarie Group Ltd | 4.654% | 03/27/2029 | 0.3% |
| Bank of America Corp | 2.687% | 04/22/2032 | 0.3% |
| Citibank Credit Card Issuance Trust | 3.553% | 05/14/2029 | 0.3% |
| Occidental Petroleum Corp | 6.625% | 09/01/2030 | 0.3% |
| Westlake Automobile Receivables Trust 2021-1 | 2.330% | 08/17/2026 | 0.3% |
| Wells Fargo & Co | 3.584% | 05/22/2028 | 0.3% |
| Elevance Health Inc | 2.250% | 05/15/2030 | 0.3% |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 4.931% | 07/25/2042 | 0.3% |
| Exeter Automobile Receivables Trust 2020-3 | 3.440% | 08/17/2026 | 0.3% |
| Centene Corp | 3.375% | 02/15/2030 | 0.3% |
| BX Trust 2018-GW | 3.618% | 05/15/2035 | 0.3% |
| Bain Capital Credit CLO 2019-2 | 3.840% | 10/17/2032 | 0.3% |
| NextEra Energy Capital Holdings Inc | 5.000% | 07/15/2032 | 0.3% |
| Inter-American Investment Corp | 2.625% | 04/22/2025 | 0.3% |
| Flagship Credit Auto Trust 2018-4 | 5.510% | 03/16/2026 | 0.3% |
| GA Global Funding Trust | 3.850% | 04/11/2025 | 0.3% |
| Lending Funding Trust 2020-2 | 2.320% | 04/21/2031 | 0.3% |
| Macquarie Group Ltd | 2.691% | 06/23/2032 | 0.3% |
| Diamondback Energy Inc | 3.125% | 03/24/2031 | 0.3% |
| PerkinElmer Inc | 0.850% | 09/15/2024 | 0.3% |
| TCW CLO 2022-1 Ltd | 2.087% | 04/22/2033 | 0.3% |
| OCP CLO 2019-16 Ltd | 3.428% | 04/10/2033 | 0.3% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.3% |
| Japan International Cooperation Agency | 3.250% | 05/25/2027 | 0.3% |
| Ford Motor Co | 3.250% | 02/12/2032 | 0.3% |
| Crown Castle Inc | 3.300% | 07/01/2030 | 0.3% |
| Carvana Auto Receivables Trust 2020-NP1 | 5.200% | 07/15/2027 | 0.3% |
| Westlake Automobile Receivables Trust 2020-3 | 3.340% | 06/15/2026 | 0.3% |
| GS Mortgage Securities Corp II | 4.468% | 11/15/2036 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 5.280% | 12/15/2025 | 0.3% |
| UBS AG | 5.125% | 05/15/2024 | 0.3% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.3% |
| 30-YR GNMA II-TBA PROD OCT | 3.500% | 06/01/2052 | 0.3% |
| Morgan Stanley | 2.239% | 07/21/2032 | 0.2% |
| 15-YR UMBS-TBA PROD DEC | 5.000% | 07/01/2037 | 0.2% |
| CenterPoint Energy Resources Corp | 4.400% | 07/01/2032 | 0.2% |
| SLIDE 2018-FUN | 5.368% | 06/15/2031 | 0.2% |
| Netflix Inc | 6.375% | 05/15/2029 | 0.2% |
| Kinder Morgan Energy Partners LP | 4.250% | 09/01/2024 | 0.2% |
| Delta Air Lines Inc | 7.000% | 05/01/2025 | 0.2% |
| Ally Financial Inc | 8.000% | 11/01/2031 | 0.2% |
| LoanCore 2022-CRE7 Issuer Ltd | 3.834% | 01/17/2037 | 0.2% |
| Freddie Mac Pool | 2.500% | 11/01/2050 | 0.2% |
| American Express Credit Account Master Trust | 3.750% | 08/15/2027 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 01/15/2025 | 0.2% |
| SEB Funding LLC | 4.969% | 01/30/2052 | 0.2% |
| CARLYLE US CLO 2019-1 LTD | 3.790% | 04/20/2031 | 0.2% |
| Sprint Capital Corp | 8.750% | 03/15/2032 | 0.2% |
| Invitation Homes Operating Partnership LP | 2.000% | 08/15/2031 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA6 | 3.781% | 10/25/2041 | 0.2% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.2% |
| CIM Retail Portfolio Trust 2021-RETL | 6.568% | 08/15/2036 | 0.2% |
| Santander Consumer Auto Receivables Trust 2021-A | 3.280% | 03/15/2027 | 0.2% |
| Bank of America Corp | 2.087% | 06/14/2029 | 0.2% |
| Petroleos Mexicanos | 6.700% | 02/16/2032 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA3 | 4.381% | 10/25/2033 | 0.2% |
| Cigna Corp | 2.400% | 03/15/2030 | 0.2% |
| Freddie Mac Pool | 5.000% | 07/01/2052 | 0.2% |
| Fannie Mae Pool | 2.500% | 12/01/2051 | 0.2% |
| Fannie Mae Pool | 4.000% | 05/01/2052 | 0.2% |
| 30-YR GNMA II-TBA PROD NOV | 3.000% | 02/01/2052 | 0.2% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 5.318% | 05/15/2036 | 0.2% |
| Fannie Mae Pool | 3.500% | 07/01/2045 | 0.2% |
| SCF Equipment Leasing 2021-1 LLC | 1.930% | 09/20/2030 | 0.2% |
| Sprint Capital Corp | 6.875% | 11/15/2028 | 0.2% |
| 30-YR UMBS-TBA PROD NOV | 5.000% | 07/01/2052 | 0.2% |
| Extended Stay America Trust 2021-ESH | 4.518% | 07/15/2038 | 0.2% |
| Galaxy Pipeline Assets Bidco Ltd | 3.250% | 09/30/2040 | 0.2% |
| Lendmark Funding Trust 2021-1 | 1.900% | 11/20/2031 | 0.2% |
| CSMC 2021-BHAR | 4.818% | 11/15/2038 | 0.2% |
| GSK Consumer Healthcare Capital US LLC | 3.625% | 03/24/2032 | 0.2% |
| Gracie Point International Funding 2020-B | 4.953% | 05/02/2023 | 0.2% |
| BNP Paribas SA | 4.375% | 03/01/2033 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.133% | 07/05/2033 | 0.2% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Marble Point CLO XVII Ltd | 4.010% | 04/20/2033 | 0.2% |
| EIG Pearl Holdings Sarl | 3.545% | 08/31/2036 | 0.2% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 7.468% | 05/15/2026 | 0.2% |
| Citigroup Inc | 3.887% | 01/10/2028 | 0.2% |
| Wells Fargo & Co | 3.350% | 03/02/2033 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 4.639% | 06/16/2036 | 0.2% |
| Advanced Micro Devices Inc | 3.924% | 06/01/2032 | 0.2% |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 3.000% | 06/30/2030 | 0.2% |
| Alcoa Nederland Holding BV | 6.125% | 05/15/2028 | 0.2% |
| BankUnited Inc | 5.125% | 06/11/2030 | 0.2% |
| KIND Trust 2021-KIND | 5.118% | 08/15/2038 | 0.2% |
| Constellation Energy Generation LLC | 6.250% | 10/01/2039 | 0.2% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 4.750% | 03/01/2030 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 4.023% | 12/19/2030 | 0.2% |
| Freddie Mac Pool | 3.500% | 02/01/2046 | 0.2% |
| EPR Properties | 3.750% | 08/15/2029 | 0.2% |
| BHMS 2018-ATLS | 4.068% | 07/15/2035 | 0.2% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Oaktree CLO 2019-4 Ltd | 4.960% | 10/20/2032 | 0.2% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 4.984% | 07/25/2036 | 0.2% |
| Barings CLO Ltd 2019-III | 4.310% | 04/20/2031 | 0.2% |
| British Airways 2020-1 Class A Pass Through Trust | 4.250% | 05/15/2034 | 0.2% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.768% | 06/15/2035 | 0.2% |
| Logan CLO I Ltd | 3.870% | 07/20/2034 | 0.2% |
| VICI Properties LP / VICI Note Co Inc | 5.625% | 05/01/2024 | 0.2% |
| AES Corp/The | 3.950% | 07/15/2030 | 0.2% |
| COMM 2014-CCRE17 Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Ovintiv Inc | 6.500% | 02/01/2038 | 0.2% |
| Trans Union LLC | 5.363% | 12/01/2028 | 0.2% |
| Bank of America Corp | 3.004% | 12/20/2023 | 0.2% |
| Duke Energy Corp | 4.500% | 08/15/2032 | 0.2% |
| Mountain View CLO 2017-1 LLC | 3.830% | 10/16/2029 | 0.2% |
| FirstEnergy Corp | 4.400% | 07/15/2027 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| HGI CRE CLO 2021-FL1 Ltd | 5.289% | 06/16/2036 | 0.2% |
| Toronto-Dominion Bank/The | 4.456% | 06/08/2032 | 0.2% |
| Fannie Mae Pool | 5.000% | 07/01/2052 | 0.2% |
| New Jersey Transportation Trust Fund Authority | 4.131% | 06/15/2042 | 0.2% |
| CBAM 2017-1 Ltd | 6.460% | 07/20/2030 | 0.2% |
| Verus Securitization Trust 2021-2 | 1.031% | 02/25/2066 | 0.2% |
| TransDigm Inc | 6.375% | 06/15/2026 | 0.2% |
| State Street Corp | 4.164% | 08/04/2033 | 0.2% |
| Fannie Mae Pool | 4.000% | 05/01/2052 | 0.2% |
| Freddie Mac STACR REMIC Trust 2021-DNA7 | 4.081% | 11/25/2041 | 0.2% |
| AAdvantage Loyalty IP Ltd | 7.460% | 04/20/2028 | 0.2% |
| Advanced Micro Devices Inc | 4.393% | 06/01/2052 | 0.2% |
| American Tower Corp | 2.400% | 03/15/2025 | 0.2% |
| Nelnet Student Loan Trust 2021-D | 2.900% | 04/20/2062 | 0.2% |
| Aircastle Ltd | 2.850% | 01/26/2028 | 0.2% |
| Freddie Mac STACR REMIC Trust 2022-HQA3 | 4.581% | 08/25/2042 | 0.2% |
| Live Nation Entertainment Inc | 4.750% | 10/15/2027 | 0.2% |
| Glencore Funding LLC | 2.850% | 04/27/2031 | 0.2% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.2% |
| Weatherford International Ltd | 8.625% | 04/30/2030 | 0.2% |
| Westpac Banking Corp | 2.894% | 02/04/2030 | 0.2% |
| Fannie Mae Pool | 2.500% | 08/01/2050 | 0.2% |
| Dell International LLC / EMC Corp | 8.350% | 07/15/2046 | 0.2% |
| Quikrete Holdings Inc | 5.740% | 02/01/2027 | 0.2% |
| Jane Street Group LLC | 5.865% | 01/26/2028 | 0.1% |
| Packaging Coordinators Midco Inc | 7.424% | 11/30/2027 | 0.1% |
| Centene Corp | 4.250% | 12/15/2027 | 0.1% |
| NextEra Energy Capital Holdings Inc | 4.255% | 09/01/2024 | 0.1% |
| Ares XL CLO Ltd | 3.382% | 01/15/2029 | 0.1% |
| Fannie Mae Pool | 2.500% | 09/01/2051 | 0.1% |
| Morgan Stanley | 2.484% | 09/16/2036 | 0.1% |
| Connecticut Avenue Securities Trust 2021-R01 | 3.831% | 10/25/2041 | 0.1% |
| Viterra Finance BV | 4.900% | 04/21/2027 | 0.1% |
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/2045 | 0.1% |
| Goldman Sachs Group Inc/The | 2.615% | 04/22/2032 | 0.1% |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | 5.010% | 01/20/2032 | 0.1% |
| BFLD 2019-DPLO | 5.358% | 10/15/2034 | 0.1% |
| Fannie Mae Pool | 5.000% | 07/01/2052 | 0.1% |
| Apidos CLO XXXV | 3.760% | 04/20/2034 | 0.1% |
| Goldentree Loan Opportunities X Ltd | 3.830% | 07/20/2031 | 0.1% |
| FactSet Research Systems Inc | 3.450% | 03/01/2032 | 0.1% |
| Life 2021-BMR Mortgage Trust | 4.568% | 03/15/2038 | 0.1% |
| Southwest Gas Corp | 4.050% | 03/15/2032 | 0.1% |
| Eastern Gas Transmission & Storage Inc | 3.000% | 11/15/2029 | 0.1% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.1% |
| Fannie Mae Connecticut Avenue Securities | 4.281% | 11/25/2041 | 0.1% |
| Wachovia Corp | 0.000% | 08/01/2026 | 0.1% |
| SM Energy Co | 6.750% | 09/15/2026 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.1% |
| Range Resources Corp | 8.250% | 01/15/2029 | 0.1% |
| Warnermedia Holdings Inc | 3.428% | 03/15/2024 | 0.1% |
| First American Financial Corp | 2.400% | 08/15/2031 | 0.1% |
| COMM 2015-PC1 Mortgage Trust | 4.434% | 07/10/2050 | 0.1% |
| AEP Transmission Co LLC | 4.500% | 06/15/2052 | 0.1% |
| SLC Student Loan Trust 2008-1 | 4.893% | 12/15/2032 | 0.1% |
| Citigroup Inc | 2.666% | 01/29/2031 | 0.1% |
| Alfa Desarrollo SpA | 4.550% | 09/27/2051 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.768% | 07/15/2035 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| Dell International LLC / EMC Corp | 3.375% | 12/15/2041 | 0.1% |
| CIFC Funding 2014-V Ltd | 3.940% | 10/17/2031 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 3.774% | 11/15/2034 | 0.1% |
| Comstock Resources Inc | 6.750% | 03/01/2029 | 0.1% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.1% |
| California Resources Corp | 7.125% | 02/01/2026 | 0.1% |
| SCIENTIFIC GAMES INTL INC | 5.906% | 04/14/2029 | 0.1% |
| BHMS 2018-ATLS | 4.718% | 07/15/2035 | 0.1% |
| US 10yr Ultra Fut Dec22 | 0.000% | 12/30/2022 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| Citigroup Inc | 4.140% | 05/24/2025 | 0.1% |
| Sunrun Demeter Issuer 2021-2 LLC | 2.270% | 01/30/2057 | 0.1% |
| Option Care Health Inc | 5.865% | 10/27/2028 | 0.1% |
| PVH Corp | 7.750% | 11/15/2023 | 0.1% |
| Callon Petroleum Co | 8.000% | 08/01/2028 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| Charles River Laboratories International Inc | 4.250% | 05/01/2028 | 0.1% |
| Pike Corp | 5.500% | 09/01/2028 | 0.1% |
| Aramark Services Inc | 4.865% | 03/11/2025 | 0.1% |
| Diamondback Energy Inc | 3.500% | 12/01/2029 | 0.1% |
| CVR Partners LP / CVR Nitrogen Finance Corp | 6.125% | 06/15/2028 | 0.1% |
| CPS Auto Receivables Trust 2019-B | 5.000% | 03/17/2025 | 0.1% |
| MSCI Inc | 3.625% | 11/01/2031 | 0.1% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 3.500% | 03/15/2029 | 0.1% |
| ABN AMRO Bank NV | 3.324% | 03/13/2037 | 0.1% |
| Gartner Inc | 3.750% | 10/01/2030 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.875% | 04/15/2045 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| Murphy Oil USA Inc | 4.750% | 09/15/2029 | 0.1% |
| Option Care Health Inc | 4.375% | 10/31/2029 | 0.1% |
| Buckeye Partners LP | 6.375% | 01/22/2078 | 0.1% |
| Frontier Communications Holdings LLC | 5.000% | 05/01/2028 | 0.1% |
| Organon & Co / Organon Foreign Debt Co-Issuer BV | 4.125% | 04/30/2028 | 0.1% |
| Prosus NV | 3.257% | 01/19/2027 | 0.1% |
| Apidos CLO XXVI | 4.240% | 07/18/2029 | 0.1% |
| Hilton Domestic Operating Co Inc | 4.875% | 01/15/2030 | 0.1% |
| FMG Resources August 2006 Pty Ltd | 4.375% | 04/01/2031 | 0.1% |
| Amentum Government Services Holdings LLC | 7.121% | 01/29/2027 | 0.1% |
| Go Daddy Operating Co LLC / GD Finance Co Inc | 3.500% | 03/01/2029 | 0.1% |
| Medline Borrower LP | 3.875% | 04/01/2029 | 0.1% |
| Time Warner Entertainment Co LP | 8.375% | 07/15/2033 | 0.1% |
| Toll Brothers Finance Corp | 3.800% | 11/01/2029 | 0.1% |
| Delta Air Lines Inc / SkyMiles IP Ltd | 4.750% | 10/20/2028 | 0.1% |
| Mohegan Gaming & Entertainment | 8.000% | 02/01/2026 | 0.1% |
| Playtika Holding Corp | 5.865% | 03/13/2028 | 0.1% |
| Cheniere Energy Partners LP | 3.250% | 01/31/2032 | 0.1% |
| Alcoa Nederland Holding BV | 4.125% | 03/31/2029 | 0.1% |
| Invitation Homes Operating Partnership LP | 2.300% | 11/15/2028 | 0.1% |
| NGPL PipeCo LLC | 3.250% | 07/15/2031 | 0.1% |
| Jacobs Entertainment Inc | 6.750% | 02/15/2029 | 0.1% |
| Navient Corp | 5.000% | 03/15/2027 | 0.1% |
| Condor Merger Sub Inc | 7.375% | 02/15/2030 | 0.1% |
| Calpine Corp | 5.125% | 03/15/2028 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN | 4.088% | 11/15/2035 | 0.1% |
| Jazz Financing Lux Sarl | 6.615% | 04/21/2028 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 01/16/2024 | 0.1% |
| Levi Strauss & Co | 3.500% | 03/01/2031 | 0.1% |
| Kennedy-Wilson Inc | 4.750% | 02/01/2030 | 0.1% |
| Atkore Inc | 4.250% | 06/01/2031 | 0.1% |
| Baxalta Inc | 4.000% | 06/23/2025 | 0.1% |
| CNX Midstream Partners LP | 4.750% | 04/15/2030 | 0.1% |
| Standard Industries Inc/NJ | 4.375% | 07/15/2030 | 0.1% |
| Fannie Mae Pool | 3.500% | 09/01/2051 | 0.1% |
| Consumers Energy Co | 4.200% | 09/01/2052 | 0.1% |
| AMC Networks Inc | 4.250% | 02/15/2029 | 0.1% |
| SunCoke Energy Inc | 4.875% | 06/30/2029 | 0.1% |
| Venture Global Calcasieu Pass LLC | 4.125% | 08/15/2031 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.625% | 03/01/2025 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Foothill-Eastern Transportation Corridor Agency | 4.094% | 01/15/2049 | 0.1% |
| Madison IAQ LLC | 5.875% | 06/30/2029 | 0.1% |
| Angolan Government International Bond | 8.750% | 04/14/2032 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 4.680% | 11/20/2036 | 0.1% |
| Lendmark Funding Trust 2021-2 | 4.460% | 04/20/2032 | 0.1% |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 1.950% | 08/01/2034 | 0.1% |
| American Tower Corp | 2.950% | 01/15/2025 | 0.1% |
| NRG Energy Inc | 4.450% | 06/15/2029 | 0.1% |
| Entegris Inc | 3.625% | 05/01/2029 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 4.268% | 10/15/2036 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.950% | 07/05/2033 | 0.1% |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp | 4.500% | 03/15/2027 | 0.1% |
| Assurant Inc | 2.650% | 01/15/2032 | 0.1% |
| Race Point IX CLO Ltd | 5.712% | 10/15/2030 | 0.1% |
| Coinbase Global Inc | 3.375% | 10/01/2028 | 0.1% |
| Starwood Mortgage Residential Trust 2020-3 | 1.486% | 04/25/2065 | 0.1% |
| Freeport Indonesia PT | 5.315% | 04/14/2032 | 0.1% |
| Macquarie Bank Ltd | 3.624% | 06/03/2030 | 0.1% |
| ZipRecruiter Inc | 5.000% | 01/15/2030 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| CPS Auto Receivables Trust 2020-C | 1.710% | 08/17/2026 | 0.1% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.1% |
| Party City Holdings Inc | 8.750% | 02/15/2026 | 0.1% |
| American Airlines Inc | 11.750% | 07/15/2025 | 0.1% |
| Egypt Government International Bond | 5.800% | 09/30/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 3.833% | 07/05/2033 | 0.1% |
| Goldentree Loan Management US Clo 3 Ltd | 4.260% | 04/20/2030 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 3.250% | 08/15/2030 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4.549% | 07/05/2033 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.373% | 07/15/2048 | 0.1% |
| MEG Energy Corp | 5.875% | 02/01/2029 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 5.768% | 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% |
| Vista Point Securitization Trust 2020-2 | 1.475% | 04/25/2065 | 0.1% |
| Flagship Credit Auto Trust 2021-1 | 0.310% | 06/16/2025 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 4.668% | 10/15/2036 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 4.128% | 11/15/2034 | 0.0% |
| Massachusetts Educational Financing Authority | 3.733% | 04/25/2038 | 0.0% |
| Regents of the University of California Medical Center Pooled Revenue | 3.006% | 05/15/2050 | 0.0% |
| ELEMENT MAT TEC GR US HLD INC | 0.000% | 06/07/2029 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 3.684% | 01/25/2046 | 0.0% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.0% |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2.119% | 02/25/2032 | 0.0% |
| Sri Lanka Government International Bond | 5.875% | 07/25/2022 | 0.0% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.693% | 07/15/2050 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.0% |
| Pennsylvania Higher Education Assistance Agency | 3.053% | 04/25/2038 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| United Rentals North America Inc | 4.000% | 07/15/2030 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | 4.432% | 07/15/2046 | 0.0% |
| Fannie Mae Pool | 3.279% | 03/01/2042 | 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% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 01/26/2060 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| KUEHG Corp | 6.865% | 02/21/2025 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 1.091% | 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% |
| LAC | 0.010% | 12/31/2050 | 0.0% |
| US 5YR NOTE (CBT) Dec22 | 0.000% | 01/05/2023 | 0.0% |
| Credit Index Swap | 5.000% | 12/20/2027 | 0.0% |
| ELEMNT MAT TECH GRP US HOL INC | 0.000% | 06/22/2029 | 0.0% |
| US 2YR NOTE (CBT) Dec22 | 0.000% | 01/05/2023 | 0.0% |
| US ULTRA BOND CBT Dec22 | 0.000% | 12/30/2022 | -0.3% |
| US LONG BOND(CBT) Dec22 | 0.000% | 12/30/2022 | -0.4% |
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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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.