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Lord Abbett
Bond Debenture Portfolio
Developing Growth Portfolio
Dividend Growth Portfolio
Fundamental Equity Portfolio
Growth and Income Portfolio
Growth Opportunities Portfolio
Mid Cap Stock Portfolio
Short Duration Income Portfolio
Total Return Portfolio
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March 31, 2024
Interest Maturity
Principal
Fair
Investments
Rate
Date
Amount
‡
Value
LONG-TERM INVESTMENTS 109.10%
ASSET-BACKED SECURITIES 5.70%
Automobiles 1.39%
Carvana Auto Receivables Trust
Series NP1 2020-N1A Class E
†
5.20%
7/15/2027 $
1,250,000 $
1,224,757
Credit Acceptance Auto Loan Trust
Series 2023-3A Class A
†
6.39%
8/15/2033
945,000
958,935
Exeter Automobile Receivables Trust
Series 2023-5A Class B
6.58%
4/17/2028
1,815,000
1,840,596
Flagship Credit Auto Trust
Series 2023-1 Class B
†
5.05%
1/18/2028
425,000
420,874
Flagship Credit Auto Trust
Series 2023-1 Class C
†
5.43%
5/15/2029
470,000
466,239
Ford Credit Auto Lease Trust
Series 2023-A Class B
5.29%
6/15/2026
1,150,000
1,145,507
Ford Credit Auto Lease Trust
Series 2023-A Class C
5.54%
12/15/2026
1,385,000
1,377,767
Santander Drive Auto Receivables Trust
Series 2023-1 Class C
5.09%
5/15/2030
1,740,000
1,721,521
Santander Drive Auto Receivables Trust
Series 2023-3 Class C
5.77%
11/15/2030
1,900,000
1,916,127
Westlake Automobile Receivables Trust
Series 2021-1A Class F
†
3.91%
9/15/2027
3,118,000
3,045,185
Westlake Automobile Receivables Trust
Series 2024-1 Class D
†
6.02% 10/15/2029
1,310,000
1,314,868
Total
15,432,376
Credit Card 0.12%
Genesis Sales Finance Master Trust
Series 2021-AA Class A
†
1.20% 12/21/2026
1,298,000
1,254,110
Home Equity 0.13%
Towd Point Mortgage Trust Series
2024-CES1 Class A1A
†
5.848%
#(a)
1/25/2064
1,420,421
1,421,984
Other 4.03%
Affirm Asset Securitization Trust
Series 2023-A Class 1A
†
6.61%
1/18/2028
3,245,000
3,265,560
Affirm Asset Securitization Trust
Series 2023-B Class A
†
6.82%
9/15/2028
1,725,000
1,751,751
Affirm Asset Securitization Trust
Series 2024-A Class A
†
5.61%
2/15/2029
835,000
833,632
Other (continued)
AGL CLO 28 Ltd.
Series 2023-28A Class D
†
10.153% (3 mo.
USD Term SOFR + 4.85%)
#
1/21/2037 $
730,000 $
734,936
Anchorage Capital CLO 28 Ltd.
Series 2024-28A Class C
†
7.985% (3 mo.
USD Term SOFR + 2.70%)
#
4/20/2037
750,000
749,844
Arbor Realty Commercial Real Estate
Notes Ltd. Series 2021-FL2 Class A
†
6.54% (1 mo.
USD Term SOFR + 1.21%)
#
5/15/2036
527,859
526,622
Arbor Realty Commercial Real Estate
Notes Ltd. Series 2022-FL2 Class A
†
7.175% (1 mo.
USD Term SOFR + 1.85%)
#
5/15/2037
1,410,000
1,410,007
Avant Loans Funding Trust
Series 2021-REV1 Class A
†
1.21%
7/15/2030
41,667
41,613
Ballyrock CLO 20 Ltd. Series
2022-20A Class BR
†
7.914% (3 mo.
USD Term SOFR + 2.60%)
#
7/15/2034
450,000
450,672
Ballyrock CLO 25 Ltd.
Series 2023-25A Class C
†
10.024% (3 mo.
USD Term SOFR + 4.70%)
#
1/25/2036
520,000
526,394
Ballyrock CLO Ltd.
Series 2019-1A Class A1R
†
6.606% (3 mo.
USD Term SOFR + 1.29%)
#
7/15/2032
450,000
450,777
Carlyle U.S. CLO Ltd.
Series 2023-4A Class C
†
8.174% (3 mo.
USD Term SOFR + 2.80%)
#
10/25/2036
490,000
492,679
Carlyle U.S. CLO Ltd.
Series 2023-5A Class D
†
10.423% (3 mo.
USD Term SOFR + 5.10%)
#
1/27/2036
520,000
525,299
Carlyle U.S. CLO Ltd.
Series 2024-1A Class C
†
7.744% (3 mo.
USD Term SOFR + 2.45%)
#
4/15/2037
760,000
759,757
CIFC Funding Ltd.
Series 2023-3A Class A
†
6.916% (3 mo.
USD Term SOFR + 1.60%)
#
1/20/2037
2,460,000
2,466,297
CIFC Funding Ltd.
Series 2023-3A Class D
†
9.566% (3 mo.
USD Term SOFR + 4.25%)
#
1/20/2037
760,000
765,602
CIFC Funding Ltd.
Series 2024-2A Class C
†(b)
6.29% (3 mo.
USD Term SOFR + 2.40%)
#
4/22/2037
740,000
741,983
Dryden 113 CLO Ltd.
Series 2022-113A Class CR
†
8.116% (3 mo.
USD Term SOFR + 2.70%)
#
10/20/2035
540,000
540,748
Interest Maturity
Principal
Fair
Investments
Rate
Date
Amount
‡
Value
2
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March 31, 2024
Other (continued)
Dryden 115 CLO Ltd.
Series 2024-115A Class D
†
9.101% (3 mo.
USD Term SOFR + 3.80%)
#
4/18/2037 $
600,000 $
600,000
Elmwood CLO 27 Ltd.
Series 2024-3A Class B
†(b)
11.00% (3 mo.
USD Term SOFR + 1.95%)
#
4/18/2037
1,200,000
1,201,715
Elmwood CLO VII Ltd.
Series 2020-4A Class CR
†
8.017% (3 mo.
USD Term SOFR + 2.70%)
#
1/17/2034
470,000
473,213
Flatiron CLO 18 Ltd.
Series 2018-1A Class A
†
6.528% (3 mo.
USD Term SOFR + 1.21%)
#
4/17/2031
1,150,303
1,149,625
Generate CLO 14 Ltd.
Series 2024-14A Class B
†
7.425% (3 mo.
USD Term SOFR + 2.10%)
#
4/22/2037
1,300,000
1,299,925
GoldenTree Loan Management U.S.
CLO Ltd. Series 2022-16A Class DR
†
10.107% (3 mo.
USD Term SOFR + 4.75%)
#
1/20/2034
720,000
722,399
Gracie Point International Funding
Series 2023-1A Class A
†
7.308% (90 day USD
SOFR Average + 1.95%)
#
9/1/2026
1,941,289
1,956,559
Halcyon Loan Advisors Funding Ltd.
Series 2017-2A Class A2
†
7.278% (3 mo.
USD Term SOFR + 1.96%)
#
1/17/2030
679,855
682,283
Hardee’s Funding LLC
Series 2018-1A Class A2II
†
4.959%
6/20/2048
560,583
556,378
(c)
Hardee’s Funding LLC
Series 2024-1A Class A2
†(b)
7.253%
3/20/2054
345,000
349,063
Invesco U.S. CLO Ltd.
Series 2023-4A Class D
†
10.61% (3 mo.
USD Term SOFR + 5.25%)
#
1/18/2037
680,000
684,396
Madison Park Funding Ltd.
Series 2024-58A Class B
†(b)
5.85% (3 mo.
USD Term SOFR + 1.95%)
#
4/25/2037
600,000
600,750
(c)
Madison Park Funding XIII Ltd.
Series 2014-13A Class AR2
†
6.521% (3 mo.
USD Term SOFR + 1.21%)
#
4/19/2030
480,084
480,182
Madison Park Funding XXIX Ltd.
Series 2018-29A Class BR
†(b)
7.109% (3 mo.
USD Term SOFR + 1.80%)
#
10/18/2030
1,660,000
1,662,372
Magnetite XXXIX Ltd.
Series 2023-39A Class C
†
7.935% (3 mo.
USD Term SOFR + 2.55%)
#
10/25/2033
930,000
935,621
Interest Maturity
Principal
Fair
Investments
Rate
Date
Amount
‡
Value
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March 31, 2024
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March 31, 2024
Other (continued)
MF1 LLC Series 2022-FL9 Class A
†
7.476% (1 mo.
USD Term SOFR + 2.15%)
#
6/19/2037 $
2,620,000 $
2,623,137
MF1 LLC Series 2024-FL14 Class A
†
7.063% (1 mo.
USD Term SOFR + 1.74%)
#
3/19/2039
2,490,000
2,495,453
Oaktree CLO Ltd.
Series 2022-2a Class DR
†
9.814% (3 mo.
USD Term SOFR + 4.50%)
#
7/15/2033
370,000
371,969
OCP CLO Ltd. Series 2024-31A
Class D
†
9.243% (3 mo.
USD Term SOFR + 3.95%)
#
4/20/2037
910,000
917,436
OHA Credit Funding 16 Ltd.
Series 2023-16A Class C
†
8.006% (3 mo.
USD Term SOFR + 2.65%)
#
10/20/2036
1,300,000
1,308,303
Palmer Square CLO Ltd.
Series 2023-4A Class C
†
8.013% (3 mo.
USD Term SOFR + 2.60%)
#
10/20/2033
810,000
813,926
SEB Funding LLC
Series 2021-1A Class A2
†
4.969%
1/30/2052
1,457,348
1,376,773
Sixth Street CLO XXIII Ltd.
Series 2023-23A Class C
†
8.072% (3 mo.
USD Term SOFR + 2.70%)
#
10/23/2036
490,000
492,686
Sixth Street CLO XXIV Ltd.
Series 2024-24A Class B
†(b)
8.579% (3 mo.
USD Term SOFR + 2.00%)
#
4/23/2037
960,000
960,000
Sunrun Demeter Issuer LLC
Series 2021-2A Class A
†
2.27%
1/30/2057
1,278,393
1,045,682
Texas Debt Capital CLO Ltd.
Series 2024-1A Class C
†
7.679% (3 mo.
USD Term SOFR + 2.35%)
#
4/22/2037
460,000
459,964
TICP CLO VII Ltd.
Series 2017-7A Class BR2
†
6.963% (3 mo.
USD Term SOFR + 1.90%)
#
4/15/2033
1,000,000
1,000,011
Valley Stream Park CLO Ltd.
Series 2022-1A Class CR
†
7.968% (3 mo.
USD Term SOFR + 2.65%)
#
10/20/2034
450,000
450,646
Total
44,704,640
Rec Vehicle Loan 0.03%
Octane Receivables Trust
Series 2022-2A Class A
†
5.11% 2/22/2028
358,440
356,940
Total Asset-Backed Securities
(cost $63,362,672)
63,170,050
4
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.
Interest Maturity
Principal
Fair
Investments
Rate
Date
Amount
‡
Value
COMMON STOCKS 7.64%
Aerospace & Defense 0.10%
Huntington Ingalls Industries, Inc.
3,801 $
1,107,877
Automobile Components 0.07%
Chassix Holdings, Inc.
173,592
737,767
Banks 0.21%
First Citizens BancShares, Inc. Class A
1,447
2,365,845
Beverages 0.12%
Celsius Holdings, Inc.*
16,178
1,341,480
Biotechnology 0.10%
Natera, Inc.*
12,219
1,117,550
Broadline Retail 0.16%
Amazon.com, Inc.*
9,714
1,752,211
Building Products 0.10%
Trane Technologies PLC (Ireland)
(d)
3,647
1,094,829
Capital Markets 0.51%
ARES Management Corp. Class A
8,347
1,109,984
Coinbase Global, Inc. Class A*
8,649
2,293,023
Tradeweb Markets, Inc. Class A
21,710
2,261,531
Total
5,664,538
Chemicals 0.10%
Sherwin-Williams Co.
3,338
1,159,388
Commercial Services & Supplies 0.11%
Republic Services, Inc.
6,239
1,194,394
Consumer Finance 0.10%
American Express Co.
4,853
1,104,980
Consumer Staples Distribution & Retail 0.20%
Maplebear, Inc.*
29,016
1,082,007
U.S. Foods Holding Corp.*
21,046
1,135,852
Total
2,217,859
Diversified Consumer Services 0.10%
Bright Horizons Family Solutions, Inc.*
10,157
1,151,398
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5
Fair
Investments
Shares
Value
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March 31, 2024
Fair
Investments
Shares
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March 31, 2024
Electrical Equipment 0.20%
Eaton Corp. PLC
3,515 $
1,099,070
Hubbell, Inc.
2,673
1,109,429
Total
2,208,499
Electric-Generation 0.00%
Frontera Generation Holdings LLC
9,472
4,736
Energy Equipment & Services 0.11%
Weatherford International PLC*
10,506
1,212,602
Entertainment 0.36%
Netflix, Inc.*
1,961
1,190,974
Nintendo Co. Ltd.
(
e)
19,400
1,058,553
Spotify Technology SA (Sweden)*
(d)
6,415
1,692,919
Total
3,942,446
Financial Services 0.21%
Fiserv, Inc.*
7,540
1,205,043
PayPal Holdings, Inc.*
17,084
1,144,457
Total
2,349,500
Food Products 0.10%
McCormick & Co., Inc.
14,361
1,103,068
Ground Transportation 0.40%
Canadian Pacific Kansas City Ltd.
(e)
12,881
1,135,712
Old Dominion Freight Line, Inc.
7,574
1,661,054
Uber Technologies, Inc.*
20,866
1,606,473
Total
4,403,239
Health Care Equipment & Supplies 0.42%
GE HealthCare Technologies, Inc.
12,856
1,168,739
Glaukos Corp.*
12,658
1,193,523
Intuitive Surgical, Inc.*
5,699
2,274,414
Total
4,636,676
Health Care Providers & Services 0.11%
Universal Health Services, Inc. Class B
6,795
1,239,816
Hotels, Restaurants & Leisure 0.49%
Aristocrat Leisure Ltd.
(e)
37,400
1,047,234
Domino’s Pizza, Inc.
2,870
1,426,046
DraftKings, Inc. Class A*
39,666
1,801,233
Dutch Bros, Inc. Class A*
34,657
1,143,681
Total
5,418,194
6
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.
Insurance 0.32%
Progressive Corp.
11,597 $
2,398,492
Willis Towers Watson PLC (United Kingdom)
(d)
4,060
1,116,500
Total
3,514,992
Interactive Media & Services 0.15%
Meta Platforms, Inc. Class A
3,503
1,700,987
Life Sciences Tools & Services 0.10%
Danaher Corp.
4,401
1,099,018
Machinery 0.20%
PACCAR, Inc.
8,908
1,103,612
Xylem, Inc.
8,928
1,153,855
Total
2,257,467
Marine Transportation 0.10%
Kirby Corp.*
11,880
1,132,402
Metals & Mining 0.23%
Southern Copper Corp.
12,625
1,344,815
Teck Resources Ltd. Class B (Canada)
(d)
26,141
1,196,735
Total
2,541,550
Miscellaneous Financials 0.04%
Utex Industries
8,205
441,019
(f)
Oil, Gas & Consumable Fuels 0.25%
Frontline PLC (Norway)
(d)(g)
45,491
1,063,580
Imperial Oil Ltd.
(e)
24,604
1,697,059
Total
2,760,639
Personal Care Products 0.06%
Gibson Brands Private Equity
9,315
675,337
Professional Services 0.20%
Booz Allen Hamilton Holding Corp.
7,525
1,117,011
Leidos Holdings, Inc.
8,491
1,113,085
Total
2,230,096
Real Estate Management & Development 0.11%
CoStar Group, Inc.*
12,367
1,194,652
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7
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March 31, 2024
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