Series Fund - Total Return Portfolio
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select exposure to high yield, emerging market, and convertible debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD NOV | 3.500% | 02/01/2049 | 23.5% |
| Japan Treasury Discount Bill | 0.000% | 01/27/2020 | 10.0% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 6.1% |
| 30-YR UMBS-TBA PROD NOV | 3.000% | 06/01/2049 | 5.8% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.5% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 3.3% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.5% |
| 30-YR UMBS-TBA PROD NOV | 4.000% | 02/01/2049 | 2.2% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD NOV | 3.500% | 02/01/2049 | 23.5% |
| Japan Treasury Discount Bill | 0.000% | 01/27/2020 | 10.0% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 6.1% |
| 30-YR UMBS-TBA PROD NOV | 3.000% | 06/01/2049 | 5.8% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.5% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.2% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 3.3% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.5% |
| 30-YR UMBS-TBA PROD NOV | 4.000% | 02/01/2049 | 2.2% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 1.9% |
| U.S. Treasury Note/Bond | 2.375% | 05/15/2029 | 1.8% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2024 | 1.6% |
| United States Treasury Bill | 0.000% | 11/21/2019 | 1.4% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2021 | 1.0% |
| American Express Credit Account Master Trust | 3.060% | 02/15/2024 | 0.8% |
| U.S. Treasury Note/Bond | 1.875% | 12/15/2020 | 0.8% |
| Citibank Credit Card Issuance Trust | 1.860% | 08/08/2022 | 0.8% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.7% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.7% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| American Express Credit Account Master Trust | 2.200% | 04/15/2025 | 0.5% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.5% |
| KVK CLO 2016-1 Ltd | 4.251% | 01/15/2029 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.4% |
| Ares XLI Clo Ltd | 3.201% | 01/15/2029 | 0.4% |
| AmeriCredit Automobile Receivables Trust 2016-2 | 2.870% | 11/08/2021 | 0.4% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.3% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.3% |
| ENI SpA | 5.700% | 10/01/2040 | 0.3% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.3% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.3% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.3% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.3% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.3% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.3% |
| SOUND POINT CLO XVII | 3.566% | 10/20/2030 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 4.178% | 07/20/2030 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.3% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.2% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.2% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.2% |
| OHA Loan Funding 2016-1 Ltd | 3.766% | 01/20/2028 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.2% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.590% | 07/15/2022 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.2% |
| EPR Properties | 4.500% | 06/01/2027 | 0.2% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Ecopetrol S.A. | 4.125% | 01/16/2025 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.914% | 06/15/2032 | 0.2% |
| ALM VII Ltd | 3.851% | 07/15/2029 | 0.2% |
| BX Trust 2018-GW | 2.714% | 05/15/2035 | 0.2% |
| Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/2021 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Mountain View Clo XIV Ltd | 3.441% | 04/15/2029 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.111% | 05/15/2048 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.2% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| CVS Caremark Corp. | 5.050% | 03/25/2048 | 0.2% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.390% | 08/15/2022 | 0.2% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.2% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.2% |
| ICG US CLO 2015-2 Ltd | 2.851% | 01/16/2028 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| SLC Student Loan Trust 2008-1 | 3.719% | 12/15/2032 | 0.2% |
| WFRBS Commercial Mortgage Trust | 3.488% | 09/15/2057 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| World Omni Auto Receivables Trust 2018-D | 3.010% | 04/15/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.240% | 07/05/2033 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| COMM Mortgage Trust | 3.977% | 05/10/2047 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.155% | 11/15/2037 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.094% | 06/15/2036 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.2% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.2% |
| Reynolds American, Inc. | 5.700% | 08/15/2035 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 2.876% | 11/19/2035 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 2.871% | 11/15/2035 | 0.2% |
| Coty, Inc. | 6.500% | 04/15/2026 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 3.216% | 01/20/2029 | 0.2% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| WEA Finance LLC | 3.500% | 06/15/2029 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| Mountain Hawk III CLO Ltd. | 3.203% | 04/18/2025 | 0.2% |
| Petrobras Global Finance BV | 5.093% | 01/15/2030 | 0.2% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.2% |
| Radian Group, Inc. | 4.875% | 03/15/2027 | 0.2% |
| FirstEnergy Transmission LLC | 4.550% | 04/01/2049 | 0.2% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.2% |
| PerkinElmer, Inc. | 3.300% | 09/15/2029 | 0.1% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.1% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.1% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.1% |
| China Evergrande Group | 10.000% | 04/11/2023 | 0.1% |
| Kenya Government International Bond | 7.000% | 05/22/2027 | 0.1% |
| Benefit Street Partners CLO XI | 3.751% | 04/15/2029 | 0.1% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.1% |
| KKR CLO 18 Ltd | 3.703% | 07/18/2030 | 0.1% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Spirit Realty LP | 3.400% | 01/15/2030 | 0.1% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Apache Corp. | 4.750% | 04/15/2043 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.138% | 06/20/2022 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Synchrony Credit Card Master Note Trust | 3.470% | 05/15/2026 | 0.1% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.601% | 04/15/2026 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.745% | 01/25/2046 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| Wachovia Corp. | 7.574% | 08/01/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.014% | 06/15/2032 | 0.1% |
| Jamestown CLO IX Ltd | 4.616% | 10/20/2028 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| CBB International Sukuk Co 6 Spc | 5.250% | 03/20/2025 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Turkiye Garanti Bankasi AS | 5.875% | 03/16/2023 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| First Investors Auto Owner Trust 2019-2 | 2.710% | 12/15/2025 | 0.1% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| Csail Commercial Mortgage Trust | 4.198% | 06/15/2057 | 0.1% |
| Dominican Republic International Bond | 6.400% | 06/05/2049 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.864% | 07/15/2035 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| LCM XXIV Ltd | 3.276% | 03/20/2030 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| General Electric Co. | 2.945% | 05/05/2026 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| Towd Point Mortgage Trust 2019-HY2 | 2.823% | 05/25/2058 | 0.1% |
| Cedar Funding VI CLO Ltd | 3.566% | 10/20/2028 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| Hub International Ltd. | 7.000% | 05/01/2026 | 0.1% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.1% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.1% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| Panther BF Aggregator 2 LP / Panther Finance Co In | 8.500% | 05/15/2027 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.1% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.1% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Mountain View CLO X Ltd | 3.351% | 10/13/2027 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.1% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.1% |
| Jamestown CLO VII Ltd. | 4.540% | 07/25/2027 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Ares XLI Clo Ltd | 3.801% | 01/15/2029 | 0.1% |
| Centennial Resource Production LLC | 6.875% | 04/01/2027 | 0.1% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Sound Point CLO XI Ltd. | 3.066% | 07/20/2028 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| Sound Point Clo XV Ltd | 4.434% | 01/23/2029 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| Angolan Government International Bond | 8.250% | 05/09/2028 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2017-C | 2.120% | 02/16/2021 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.048% | 11/15/2035 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.864% | 06/15/2035 | 0.1% |
| Ghana Government International Bond | 8.125% | 03/26/2032 | 0.1% |
| Interest Rate Swap | 0.000% | 06/07/2021 | 0.1% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.1% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| Carvana Auto Receivables Trust 2019-1 | 5.640% | 01/15/2026 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.1% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Westlake Automobile Receivables Trust 2018-1 | 2.670% | 05/17/2021 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.1% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 3.866% | 10/20/2028 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| Verizon Communications, Inc. | 3.618% | 05/15/2025 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| Regatta VI Funding Ltd | 4.016% | 07/20/2028 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Massachusetts Educational Financing Authority | 2.890% | 04/25/2038 | 0.1% |
| Vistra Operations Co LLC | 4.300% | 07/15/2029 | 0.1% |
| Ashtead Capital, Inc. | 4.250% | 11/01/2029 | 0.1% |
| BBA US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.662% | 07/15/2050 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.1% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.128% | 01/18/2022 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.875% | 01/15/2059 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.1% |
| Cent CLO Ltd. | 3.258% | 10/29/2025 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.051% | 04/15/2026 | 0.1% |
| Avery Point VII CLO Ltd | 4.451% | 01/15/2028 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.268% | 07/15/2048 | 0.1% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.940% | 07/05/2033 | 0.1% |
| Federal National Mortgage Assoc. | 2.011% | 03/01/2042 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.234% | 02/25/2032 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.1% |
| Carmax Auto Owner Trust 2019-4 | 2.600% | 09/15/2025 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.764% | 01/15/2033 | 0.1% |
| Fomento Economico Mexicano SAB de CV | 4.375% | 05/10/2043 | 0.1% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| QEP Resources, Inc. | 5.625% | 03/01/2026 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.285% | 07/15/2046 | 0.1% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.1% |
| Madison Park Funding XXI Ltd | 3.470% | 07/25/2029 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| Avery Point CLO Ltd. | 3.540% | 04/25/2026 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| Ashland, Inc. | 6.875% | 05/15/2043 | 0.1% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.1% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.0% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.0% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 6.625% | 06/15/2024 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.401% | 04/15/2026 | 0.0% |
| AT&T, Inc. | 6.100% | 07/15/2040 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.0% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Diebold, Inc. | 8.500% | 04/15/2024 | 0.0% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.0% |
| Arcor | 6.000% | 07/06/2023 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Apidos CLO XVI | 4.966% | 01/19/2025 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.366% | 01/20/2027 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.090% | 07/25/2027 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| PHEAA Student Loan Trust I | 2.210% | 04/25/2038 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.0% |
| Providence St Joseph Health Obligated Group | 2.532% | 10/01/2029 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.213% | 04/10/2028 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 4.365% | 08/10/2049 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| GS Mortgage Securities Trust | 4.410% | 07/10/2048 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| CGBAM Commercial Mortgage Trust | 3.516% | 04/10/2028 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Kimberly-Clark Corp. | 3.800% | 04/08/2024 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.0% |
| COMM Mortgage Trust | 1.033% | 08/10/2047 | 0.0% |
| New Century Home Equity Loan Trust | 4.685% | 08/25/2035 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| Embraer Netherlands Finance BV | 5.050% | 06/15/2025 | 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% |
| SLM Student Loan Trust | 2.343% | 03/25/2026 | 0.0% |
| Meritage Mortgage Loan Trust | 2.798% | 01/25/2035 | 0.0% |
| SLM Private Education Loan Trust | 5.164% | 05/16/2044 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| US 10YR NOTE (CBT)DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 10YR ULTRA FUT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 2YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US ULTRA BOND CBT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 5YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US LONG BOND(CBD) DEC19 | 0.000% | 12/31/2019 | 0.0% |
| FX USD/CAD 12/19 | 0.000% | 12/13/2019 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.0% |
| FX USD/JPY 01/20 | 0.000% | 01/27/2020 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | -0.1% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Fund Documents
Fund Documents
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
The Fund's portfolio is actively managed and is subject to change. Holdings are for informational purposes only and are not a recommendation to buy, sell, or hold any security.
The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.
Investors should carefully consider the investment objectives, risks charges and expenses of the Lord Abbett Funds. This and other important information is contained in the fund's summary prospectus and/or prospectus. To obtain a prospectus or summary prospectus on any Lord Abbett mutual fund, you can click here, contact your investment professional or Lord Abbett Distributor LLC at (888) 522-2388. Read the prospectus carefully before you invest or send money.