Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Note/Bond | 2.500% | 04/30/2024 | 2.0% |
| United States Treasury Note/Bond | 2.500% | 03/31/2027 | 0.8% |
| UNITED STATES TREASURY NOTE/BO | 2.750% | 04/30/2027 | 0.8% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.7% |
| Charter Communications Operating LLC | 2.810% | 04/30/2025 | 0.6% |
| XPO Logistics Inc | 2.553% | 02/24/2025 | 0.5% |
| CHT 2017-COSMO Mortgage Trust | 1.805% | 11/15/2036 | 0.5% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.5% |
| Invitation Homes Operating Partnership LP | 1.928% | 01/31/2025 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Note/Bond | 2.500% | 04/30/2024 | 2.0% |
| United States Treasury Note/Bond | 2.500% | 03/31/2027 | 1.6% |
| MRA Issuance Trust 2021-8 | 1.605% | 05/15/2022 | 1.0% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.7% |
| Invitation Homes Operating Partnership LP | 1.554% | 01/31/2025 | 0.6% |
| Charter Communications Operating LLC | 2.514% | 04/30/2025 | 0.6% |
| XPO Logistics Inc | 2.202% | 02/24/2025 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.484% | 11/15/2036 | 0.6% |
| UBS AG | 5.125% | 05/15/2024 | 0.5% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| Brookfield Infrastructure Holdings Canada Inc | 0.000% | 05/03/2022 | 0.5% |
| SMRT 2022-MINI | 1.267% | 01/15/2024 | 0.5% |
| BX Trust 2022-LBA6 | 1.267% | 01/15/2039 | 0.5% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.5% |
| Exeter Automobile Receivables Trust 2021-3 | 0.690% | 01/15/2026 | 0.5% |
| NextGear Floorplan Master Owner Trust | 1.354% | 02/15/2025 | 0.4% |
| Lloyds Banking Group PLC | 1.326% | 06/15/2023 | 0.4% |
| BX Commercial Mortgage Trust 2019-XL | 2.004% | 10/15/2036 | 0.4% |
| GS Mortgage Securities Corp Trust 2019-SMP | 2.054% | 08/15/2032 | 0.4% |
| SCF Equipment Leasing 2021-1 LLC | 0.830% | 08/21/2028 | 0.4% |
| Netflix Inc | 4.375% | 11/15/2026 | 0.4% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| PFP 2021-7 Ltd | 1.401% | 04/14/2038 | 0.4% |
| MF1 2022-FL8 Ltd | 1.625% | 02/19/2037 | 0.4% |
| Credit Agricole SA | 4.375% | 03/17/2025 | 0.4% |
| BX Commercial Mortgage Trust 2021-XL2 | 1.243% | 10/15/2038 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 1.534% | 05/15/2036 | 0.4% |
| Bayer US Finance II LLC | 1.836% | 12/15/2023 | 0.4% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.554% | 05/15/2036 | 0.4% |
| ACRES Commercial Realty 2021-FL2 Ltd | 1.954% | 01/15/2037 | 0.4% |
| BX Trust 2021-RISE | 1.804% | 11/15/2036 | 0.4% |
| Citigroup Inc | 4.400% | 06/10/2025 | 0.3% |
| Intesa Sanpaolo SpA | 5.017% | 06/26/2024 | 0.3% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.3% |
| Imperial Brands Finance PLC | 3.125% | 07/26/2024 | 0.3% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | 2.804% | 12/15/2036 | 0.3% |
| NatWest Group PLC | 5.125% | 05/28/2024 | 0.3% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.3% |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4 | 1.139% | 10/25/2051 | 0.3% |
| BankUnited Inc | 4.875% | 11/17/2025 | 0.3% |
| Standard Chartered PLC | 0.991% | 01/12/2025 | 0.3% |
| BX Trust 2021-ARIA | 2.799% | 10/15/2036 | 0.3% |
| UniCredit SpA | 7.830% | 12/04/2023 | 0.3% |
| TransDigm Inc | 3.014% | 12/09/2025 | 0.3% |
| Pagaya AI Debt Trust 2022-1 | 2.030% | 10/15/2029 | 0.3% |
| GM Financial Automobile Leasing Trust 2020-3 | 0.510% | 10/21/2024 | 0.3% |
| Carvana Auto Receivables Trust 2022-P1 | 3.350% | 02/10/2027 | 0.3% |
| Boeing Co/The | 4.875% | 05/01/2025 | 0.3% |
| NYO Commercial Mortgage Trust 2021-1290 | 1.649% | 11/15/2038 | 0.3% |
| Santander Drive Auto Receivables Trust 2022-2 | 3.760% | 07/16/2029 | 0.3% |
| GS Mortgage Securities Corp II | 1.804% | 11/15/2036 | 0.3% |
| Mortgage Repurchase Agreement Financing Trust Series 2021-1 | 0.988% | 09/10/2022 | 0.3% |
| Nielsen Finance LLC | 2.488% | 10/04/2023 | 0.3% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.3% |
| Romark CLO Ltd | 2.834% | 10/23/2030 | 0.3% |
| BDS 2022-FL11 LLC | 2.100% | 03/19/2039 | 0.3% |
| DBGS 2021-W52 Mortgage Trust | 2.854% | 10/15/2036 | 0.3% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.3% |
| Ally Financial Inc | 5.125% | 09/30/2024 | 0.3% |
| Panera Bread Co | 3.063% | 07/18/2022 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| Ford Motor Credit Co LLC | 2.979% | 08/03/2022 | 0.3% |
| VNDO 2012-6AVE Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| MTN Commercial Mortgage Trust 2022-LPFL | 1.906% | 03/15/2039 | 0.3% |
| OCP Clo 2019-17 Ltd | 2.103% | 07/20/2032 | 0.2% |
| ACREC 2021-FL1 Ltd | 1.744% | 10/16/2036 | 0.2% |
| HGI CRE CLO 2021-FL2 Ltd | 1.594% | 09/17/2036 | 0.2% |
| Santander Retail Auto Lease Trust 2021-A | 0.510% | 07/22/2024 | 0.2% |
| CNO Financial Group Inc | 5.250% | 05/30/2025 | 0.2% |
| ZF North America Capital Inc | 4.750% | 04/29/2025 | 0.2% |
| Great Wolf Trust 2019-WOLF | 2.187% | 12/15/2036 | 0.2% |
| FMC Corp | 0.000% | 05/02/2022 | 0.2% |
| CarMax Auto Owner Trust 2020-2 | 5.750% | 05/17/2027 | 0.2% |
| Jabil Inc | 0.000% | 05/02/2022 | 0.2% |
| MoneyGram International Inc | 4.952% | 07/21/2026 | 0.2% |
| FirstEnergy Corp | 3.350% | 07/15/2022 | 0.2% |
| Asurion LLC | 3.889% | 11/03/2023 | 0.2% |
| BXHPP Trust 2021-FILM | 1.454% | 08/15/2036 | 0.2% |
| AMERICAN TOWER CORPORATION | 1.688% | 12/07/2022 | 0.2% |
| BXHPP Trust 2021-FILM | 1.204% | 08/15/2036 | 0.2% |
| Ally Financial Inc | 3.875% | 05/21/2024 | 0.2% |
| Carnival Corp | 3.750% | 06/30/2025 | 0.2% |
| Delos Finance Sarl | 2.756% | 10/06/2023 | 0.2% |
| GM Financial Leasing Trust | 0.260% | 02/20/2024 | 0.2% |
| Freeport-McMoRan Inc | 4.550% | 11/14/2024 | 0.2% |
| Morgan Stanley | 0.790% | 05/30/2025 | 0.2% |
| TICP CLO XIV Ltd | 2.143% | 10/20/2032 | 0.2% |
| LoanCore 2022-CRE7 Issuer Ltd | 1.825% | 01/17/2037 | 0.2% |
| Progress Residential 2021-SFR8 Trust | 3.181% | 10/17/2038 | 0.2% |
| Macquarie Group Ltd | 3.189% | 11/28/2023 | 0.2% |
| HUMANA INC | 1.939% | 10/30/2023 | 0.2% |
| Bank of America Corp | 4.000% | 01/22/2025 | 0.2% |
| Ammc Clo 19 Ltd | 2.863% | 10/16/2028 | 0.2% |
| KKR CLO 38 Ltd | 2.383% | 04/15/2033 | 0.2% |
| General Motors Financial Co Inc | 0.000% | 05/02/2022 | 0.2% |
| Bain Capital Credit CLO 2017-1 Ltd | 2.033% | 07/20/2030 | 0.2% |
| CARLYLE US CLO 2017-3 Ltd | 1.963% | 07/20/2029 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 2.283% | 01/20/2032 | 0.2% |
| Apidos CLO XXXI | 2.144% | 04/15/2031 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 2.243% | 01/20/2032 | 0.2% |
| Cedar Funding XIV CLO Ltd | 2.144% | 07/15/2033 | 0.2% |
| Octagon Investment Partners XIV Ltd | 1.994% | 07/15/2029 | 0.2% |
| CIFC Funding 2013-II Ltd | 2.063% | 10/18/2030 | 0.2% |
| Continental Resources Inc/OK | 4.500% | 04/15/2023 | 0.2% |
| Apidos CLO XXII | 2.123% | 04/20/2031 | 0.2% |
| Rad CLO 2 Ltd | 2.124% | 10/15/2031 | 0.2% |
| Octagon Investment Partners XVII Ltd | 2.184% | 01/25/2031 | 0.2% |
| Octagon Investment Partners XXI Ltd | 1.395% | 02/14/2031 | 0.2% |
| Barings CLO Ltd 2019-III | 2.133% | 04/20/2031 | 0.2% |
| Elmwood CLO X Ltd | 2.103% | 10/20/2034 | 0.2% |
| ARES L CLO Ltd | 2.094% | 01/15/2032 | 0.2% |
| BlueMountain Fuji US Clo I Ltd | 2.043% | 07/20/2029 | 0.2% |
| CARLYLE US CLO 2019-1 LTD | 2.143% | 04/20/2031 | 0.2% |
| KKR Clo 24 Ltd | 2.143% | 04/20/2032 | 0.2% |
| Cedar Funding X CLO Ltd | 2.163% | 10/20/2032 | 0.2% |
| Magnetite Xxix Ltd | 2.034% | 01/15/2034 | 0.2% |
| Apidos CLO XXIV | 2.013% | 10/20/2030 | 0.2% |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | 2.043% | 07/20/2031 | 0.2% |
| TCI-Flatiron Clo 2018-1 Ltd | 2.299% | 01/29/2032 | 0.2% |
| Credit Suisse Group AG | 3.750% | 03/26/2025 | 0.2% |
| Sally Holdings LLC / Sally Capital Inc | 8.750% | 04/30/2025 | 0.2% |
| HCA Inc | 5.250% | 04/15/2025 | 0.2% |
| Dryden Senior Loan Fund | 2.024% | 04/15/2028 | 0.2% |
| Welbilt Inc | 3.264% | 10/23/2025 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON | 3.735% | 01/05/2031 | 0.2% |
| Madison Park Funding XI Ltd | 2.084% | 07/23/2029 | 0.2% |
| Mountain View CLO 2017-1 LLC | 2.153% | 10/16/2029 | 0.2% |
| Goldman Sachs Group Inc/The | 1.214% | 02/23/2023 | 0.2% |
| Capital One Prime Auto Receivables Trust 2022-1 | 3.170% | 04/15/2027 | 0.2% |
| Credit Acceptance Auto Loan Trust 2021-3 | 1.000% | 05/15/2030 | 0.2% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.2% |
| Morgan Stanley | 3.737% | 04/24/2024 | 0.2% |
| Ovintiv Exploration Inc | 5.625% | 07/01/2024 | 0.2% |
| BSPRT 2021-FL7 Issuer Ltd | 1.874% | 12/15/2038 | 0.2% |
| CrownRock LP / CrownRock Finance Inc | 5.625% | 10/15/2025 | 0.2% |
| Starwood Property Trust Inc | 3.750% | 12/31/2024 | 0.2% |
| NRG Energy Inc | 3.750% | 06/15/2024 | 0.2% |
| MF1 2021-FL7 Ltd | 1.674% | 10/16/2036 | 0.2% |
| BX Commercial Mortgage Trust 2021-ACNT | 1.404% | 11/15/2038 | 0.2% |
| Lumen Technologies Inc | 2.764% | 01/31/2025 | 0.2% |
| DaVita Inc | 2.514% | 08/12/2026 | 0.2% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| Devon Energy Corp | 5.250% | 10/15/2027 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 3.287% | 01/10/2037 | 0.2% |
| Lendmark Funding Trust 2021-2 | 2.000% | 04/20/2032 | 0.2% |
| Microchip Technology Inc | 0.972% | 02/15/2024 | 0.2% |
| Altice France SA/France | 8.125% | 02/01/2027 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.2% |
| Occidental Petroleum Corp | 5.550% | 03/15/2026 | 0.2% |
| Energy Transfer LP | 4.250% | 03/15/2023 | 0.2% |
| Microchip Technology Inc | 2.670% | 09/01/2023 | 0.2% |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd | 1.717% | 01/15/2037 | 0.2% |
| MF1 2021-FL7 Ltd | 2.044% | 10/16/2036 | 0.2% |
| Navient Private Education Refi Loan Trust 2021-c | 1.060% | 10/15/2069 | 0.2% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.2% |
| Pacific Gas and Electric Co | 3.150% | 01/01/2026 | 0.2% |
| Cedar Funding XI Clo Ltd | 1.558% | 05/29/2032 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| SCF Equipment Leasing 2022-1 LLC | 2.920% | 07/20/2029 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| GS Mortgage Securities Corp II | 2.954% | 11/05/2034 | 0.2% |
| OneMain Direct Auto Receivables Trust 2021-1 | 0.870% | 07/14/2028 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| Freddie Mac STACR REMIC Trust 2022-DNA1 | 2.139% | 01/25/2042 | 0.2% |
| Alcoa Nederland Holding BV | 6.125% | 05/15/2028 | 0.2% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 07/15/2025 | 0.2% |
| Bank of America Corp | 3.384% | 04/02/2026 | 0.2% |
| Global Payments Inc | 2.139% | 07/09/2024 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.260% | 02/15/2024 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Builders FirstSource Inc | 6.750% | 06/01/2027 | 0.2% |
| Matador Resources Co | 5.875% | 09/15/2026 | 0.2% |
| Navient Private Education Refi Loan Trust 2022-A | 2.230% | 07/15/2070 | 0.2% |
| Pertamina Persero PT | 4.875% | 05/03/2022 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| BNP Paribas SA | 4.705% | 01/10/2025 | 0.2% |
| Lloyds Banking Group PLC | 4.582% | 12/10/2025 | 0.2% |
| EQT Corp | 6.625% | 02/01/2025 | 0.2% |
| Ford Motor Credit Co LLC | 5.584% | 03/18/2024 | 0.2% |
| Alcoa Nederland Holding BV | 5.500% | 12/15/2027 | 0.2% |
| Westlake Automobile Receivables Trust 2021-2 | 0.320% | 04/15/2025 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Australia & New Zealand Banking Group Ltd | 4.400% | 05/19/2026 | 0.2% |
| Baidu Inc | 3.875% | 09/29/2023 | 0.2% |
| Ford Motor Credit Co LLC | 3.087% | 01/09/2023 | 0.2% |
| Barclays PLC | 4.375% | 09/11/2024 | 0.2% |
| BPCE SA | 4.875% | 04/01/2026 | 0.2% |
| Barclays PLC | 4.836% | 05/09/2028 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| ABN AMRO Bank NV | 4.800% | 04/18/2026 | 0.2% |
| First Quantum Minerals Ltd | 7.250% | 04/01/2023 | 0.2% |
| ING Groep NV | 4.700% | 03/22/2028 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| BPCE SA | 4.500% | 03/15/2025 | 0.2% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Freeport Indonesia PT | 4.763% | 04/14/2027 | 0.2% |
| Mattel Inc | 3.150% | 03/15/2023 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| Anglo American Capital PLC | 3.625% | 09/11/2024 | 0.2% |
| SL Green Realty Corp | 4.500% | 12/01/2022 | 0.2% |
| NatWest Markets PLC | 3.479% | 03/22/2025 | 0.2% |
| NextEra Energy Capital Holdings Inc | 0.750% | 02/22/2023 | 0.2% |
| Centene Corp | 4.250% | 12/15/2027 | 0.2% |
| Standard Chartered PLC | 1.319% | 10/14/2023 | 0.2% |
| Weibo Corp | 3.500% | 07/05/2024 | 0.2% |
| CA Magnum Holdings | 5.375% | 10/31/2026 | 0.2% |
| Intesa Sanpaolo SpA | 3.250% | 09/23/2024 | 0.2% |
| LFT CRE 2021-FL1 Ltd | 2.344% | 06/15/2039 | 0.2% |
| BDS 2021-FL7 Ltd | 1.664% | 06/16/2036 | 0.2% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.2% |
| OCTANE RECEIVABLES TRUST 2022- | 0.000% | 03/20/2028 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 1.276% | 03/15/2037 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Danske Bank A/S | 4.298% | 04/01/2028 | 0.2% |
| HSBC Holdings PLC | 0.732% | 08/17/2024 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust 2020-4 | 0.380% | 08/18/2025 | 0.2% |
| SK Hynix Inc | 1.000% | 01/19/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| KAR Auction Services Inc | 5.125% | 06/01/2025 | 0.2% |
| Standard Chartered PLC | 1.214% | 03/23/2025 | 0.2% |
| Santander UK Group Holdings PLC | 1.089% | 03/15/2025 | 0.2% |
| Upstart Securitization Trust 2021-5 | 1.310% | 11/20/2031 | 0.2% |
| HSBC Holdings PLC | 0.976% | 05/24/2025 | 0.2% |
| Societe Generale SA | 2.226% | 01/21/2026 | 0.2% |
| NatWest Markets PLC | 0.800% | 08/12/2024 | 0.2% |
| Ford Motor Credit Co LLC | 2.300% | 02/10/2025 | 0.2% |
| Danske Bank A/S | 0.976% | 09/10/2025 | 0.2% |
| Aircastle Ltd | 4.400% | 09/25/2023 | 0.2% |
| COMM 2014-UBS3 Mortgage Trust | 3.819% | 06/10/2047 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Netflix Inc | 3.625% | 06/15/2025 | 0.2% |
| Danske Bank A/S | 1.621% | 09/11/2026 | 0.2% |
| Santander UK Group Holdings PLC | 2.469% | 01/11/2028 | 0.2% |
| Lundin Energy Finance BV | 2.000% | 07/15/2026 | 0.2% |
| Prosus NV | 3.257% | 01/19/2027 | 0.2% |
| Clarios Global LP / Clarios US Finance Co | 8.500% | 05/15/2027 | 0.2% |
| American Electric Power Co Inc | 2.031% | 03/15/2024 | 0.2% |
| Viterra Finance BV | 2.000% | 04/21/2026 | 0.2% |
| Tengizchevroil Finance Co International Ltd | 2.625% | 08/15/2025 | 0.2% |
| Caesars Resort Collection LLC | 3.514% | 12/23/2024 | 0.1% |
| Morgan Stanley | 0.791% | 01/22/2025 | 0.1% |
| Navient Corp | 5.500% | 01/25/2023 | 0.1% |
| Aqua Finance Trust 2021-A | 1.540% | 07/17/2046 | 0.1% |
| Bank of Ireland Group PLC | 2.029% | 09/30/2027 | 0.1% |
| Beazer Homes USA Inc | 6.750% | 03/15/2025 | 0.1% |
| Applied Systems Inc | 4.006% | 09/19/2024 | 0.1% |
| Buckeye Partners LP | 3.950% | 12/01/2026 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.1% |
| Goldman Sachs Group Inc/The | 1.948% | 10/21/2027 | 0.1% |
| Occidental Petroleum Corp | 6.950% | 07/01/2024 | 0.1% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.1% |
| Novelis Corp | 3.250% | 11/15/2026 | 0.1% |
| Bank of America Corp | 4.200% | 08/26/2024 | 0.1% |
| Affirm Asset Securitization Trust 2021-B | 1.030% | 08/17/2026 | 0.1% |
| Greystone CRE Notes 2021-FL3 Ltd | 1.574% | 07/15/2039 | 0.1% |
| Hertz Vehicle Financing LLC | 1.210% | 12/26/2025 | 0.1% |
| Connecticut Avenue Securities Trust 2022-R01 | 2.189% | 12/25/2041 | 0.1% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 4.250% | 05/30/2023 | 0.1% |
| Seminole Tribe of Florida Inc | 2.514% | 07/08/2024 | 0.1% |
| JPMorgan Chase & Co | 0.824% | 06/01/2025 | 0.1% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.1% |
| General Motors Co | 5.400% | 10/02/2023 | 0.1% |
| DBGS 2021-W52 Mortgage Trust | 1.949% | 10/15/2036 | 0.1% |
| Energy Transfer LP | 5.875% | 01/15/2024 | 0.1% |
| Becton Dickinson and Co | 1.613% | 06/06/2022 | 0.1% |
| Drive Auto Receivables Trust 2021-2 | 1.390% | 03/15/2029 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.1% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.1% |
| KIND Trust 2021-KIND | 1.504% | 08/15/2038 | 0.1% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.1% |
| Four Seasons Hotels Ltd | 2.764% | 11/30/2023 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.474% | 10/15/2036 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| Endeavor Energy Resources LP / EER Finance Inc | 6.625% | 07/15/2025 | 0.1% |
| Verus Securitization Trust 2021-5 | 1.013% | 09/25/2066 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.125% | 05/01/2027 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 2.054% | 01/15/2036 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Bank of America Corp | 3.950% | 04/21/2025 | 0.1% |
| Caesars Entertainment Inc | 6.250% | 07/01/2025 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| BBVA Bancomer SA/Texas | 6.750% | 09/30/2022 | 0.1% |
| Hyundai Capital America | 0.800% | 01/08/2024 | 0.1% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.1% |
| Nissan Auto Lease Trust 2020-B | 0.430% | 10/16/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2020-C | 0.410% | 07/15/2025 | 0.1% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 0.969% | 01/24/2025 | 0.1% |
| Angel Oak Mortgage Trust 2021-6 | 1.458% | 09/25/2066 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| Hyundai Capital America | 0.875% | 06/14/2024 | 0.1% |
| Hilton Worldwide Finance LLC | 2.375% | 06/22/2026 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp | 6.000% | 08/01/2026 | 0.1% |
| TransDigm Inc | 8.000% | 12/15/2025 | 0.1% |
| Univision Communications Inc | 3.750% | 03/15/2024 | 0.1% |
| GLS Auto Receivables Issuer Trust 2021-3 | 0.420% | 01/15/2025 | 0.1% |
| Galaxy XIX CLO Ltd | 2.134% | 07/24/2030 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 1.624% | 08/15/2034 | 0.1% |
| Jersey Central Power & Light Co | 4.700% | 04/01/2024 | 0.1% |
| Honda Auto Receivables 2020-3 Owner Trust | 0.370% | 10/18/2024 | 0.1% |
| GA Global Funding Trust | 3.850% | 04/11/2025 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 1.618% | 07/25/2036 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.543% | 04/15/2032 | 0.1% |
| Bank of America Corp | 0.523% | 06/14/2024 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Honda Auto Receivables 2021-2 Owner Trust | 0.170% | 11/15/2023 | 0.1% |
| Goldman Sachs Group Inc/The | 0.657% | 09/10/2024 | 0.1% |
| Dell International LLC / EMC Corp | 5.450% | 06/15/2023 | 0.1% |
| ZH Trust 2021-2 | 2.349% | 10/17/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN | 3.905% | 05/05/2030 | 0.1% |
| Coterra Energy Inc | 4.375% | 06/01/2024 | 0.1% |
| Hyundai Capital America | 5.875% | 04/07/2025 | 0.1% |
| Santander Holdings USA Inc | 3.450% | 06/02/2025 | 0.1% |
| Univision Communications Inc | 5.125% | 02/15/2025 | 0.1% |
| Glencore Finance Canada Ltd | 4.250% | 10/25/2022 | 0.1% |
| Jackson National Life Global Funding | 1.750% | 01/12/2025 | 0.1% |
| Navient Corp | 5.875% | 10/25/2024 | 0.1% |
| General Motors Financial Co Inc | 3.700% | 05/09/2023 | 0.1% |
| General Motors Financial Co Inc | 3.950% | 04/13/2024 | 0.1% |
| OneMain Finance Corp | 6.125% | 03/15/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| GA Global Funding Trust | 0.800% | 09/13/2024 | 0.1% |
| Howmet Aerospace Inc | 6.875% | 05/01/2025 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.750% | 10/29/2024 | 0.1% |
| VICI Properties LP / VICI Note Co Inc | 3.500% | 02/15/2025 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.296% | 08/15/2046 | 0.1% |
| JPMorgan Chase & Co | 0.768% | 08/09/2025 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.250% | 01/16/2024 | 0.1% |
| Pentair Finance Sarl | 3.150% | 09/15/2022 | 0.1% |
| Ford Credit Auto Owner Trust 2021-REV1 | 1.370% | 10/17/2033 | 0.1% |
| CSMC 2022-NQM1 | 2.265% | 11/25/2066 | 0.1% |
| General Motors Financial Co Inc | 5.100% | 01/17/2024 | 0.1% |
| Santander Retail Auto Lease Trust 2021-C | 0.500% | 03/20/2025 | 0.1% |
| CNO Global Funding | 1.750% | 10/07/2026 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Kinross Gold Corp | 5.950% | 03/15/2024 | 0.1% |
| Verizon Owner Trust 2020-B | 0.470% | 02/20/2025 | 0.1% |
| AMERICAN TOWER CORPORATION | 0.017% | 12/08/2023 | 0.1% |
| Capital One Prime Auto Receivables Trust 2021-1 | 0.320% | 02/18/2025 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| AES Corp/The | 3.300% | 07/15/2025 | 0.1% |
| Bread Financial Holdings Inc | 7.000% | 01/15/2026 | 0.1% |
| PFS Financing Corp | 1.000% | 10/15/2025 | 0.1% |
| General Motors Financial Co Inc | 2.750% | 06/20/2025 | 0.1% |
| JFIN CLO 2013 Ltd | 2.453% | 01/20/2030 | 0.1% |
| ONE Gas Inc | 0.850% | 03/11/2023 | 0.1% |
| Microchip Technology Inc | 4.333% | 06/01/2023 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Charter Communications Operating LLC | 2.264% | 03/31/2023 | 0.1% |
| Avolon TLB Borrower 1 US LLC | 2.500% | 01/15/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 2.908% | 06/05/2023 | 0.1% |
| Axalta Coating Systems US Holdings Inc | 2.756% | 06/01/2024 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust 2021-1 | 0.350% | 10/16/2025 | 0.1% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.1% |
| ONEOK Inc | 7.500% | 09/01/2023 | 0.1% |
| Fells Point Funding Trust | 3.046% | 01/31/2027 | 0.1% |
| Freddie Mac STACR REMIC Trust 2021-HQA3 | 1.139% | 09/25/2041 | 0.1% |
| Calpine Corp | 5.250% | 06/01/2026 | 0.1% |
| HUB International Ltd | 7.000% | 05/01/2026 | 0.1% |
| SM Energy Co | 10.000% | 01/15/2025 | 0.1% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.1% |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | 5.500% | 05/01/2025 | 0.1% |
| HCA Inc | 5.000% | 03/15/2024 | 0.1% |
| ACAM 2019-FL1 ltd | 1.774% | 11/17/2034 | 0.1% |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP | 8.750% | 07/15/2026 | 0.1% |
| EQT Corp | 3.125% | 05/15/2026 | 0.1% |
| Bread Financial Holdings Inc | 4.750% | 12/15/2024 | 0.1% |
| Dell Equipment Finance Trust 2021-2 | 0.330% | 12/22/2026 | 0.1% |
| Devon Energy Corp | 8.250% | 08/01/2023 | 0.1% |
| SeaWorld Parks & Entertainment Inc | 8.750% | 05/01/2025 | 0.1% |
| Synovus Financial Corp | 3.125% | 11/01/2022 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.804% | 01/15/2036 | 0.1% |
| iHeartCommunications Inc | 6.375% | 05/01/2026 | 0.1% |
| iStar Inc | 5.500% | 02/15/2026 | 0.1% |
| New Economy Assets Phase 1 Sponsor LLC | 1.910% | 10/20/2061 | 0.1% |
| ABG Intermediate Holdings 2 LLC | 4.000% | 09/29/2024 | 0.1% |
| Specialty Building Products Holdings LLC / SBP Finance Corp | 6.375% | 09/30/2026 | 0.1% |
| West Fraser Timber Co Ltd | 4.350% | 10/15/2024 | 0.1% |
| CNX Resources Corp | 7.250% | 03/14/2027 | 0.1% |
| Newell Brands Inc | 4.100% | 04/01/2023 | 0.1% |
| Ally Financial Inc | 5.750% | 11/20/2025 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Bombardier Inc | 7.125% | 06/15/2026 | 0.1% |
| Pilgrim's Pride Corp | 5.875% | 09/30/2027 | 0.1% |
| Aircastle Ltd | 5.250% | 08/11/2025 | 0.1% |
| Brixmor Operating Partnership LP | 3.650% | 06/15/2024 | 0.1% |
| Bank of America Corp | 3.841% | 04/25/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY | 3.429% | 06/10/2027 | 0.1% |
| JPMorgan Chase & Co | 1.122% | 02/24/2026 | 0.1% |
| Guitar Center Inc | 8.500% | 01/15/2026 | 0.1% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.1% |
| Ovintiv Exploration Inc | 5.375% | 01/01/2026 | 0.1% |
| Cenovus Energy Inc | 5.375% | 07/15/2025 | 0.1% |
| Carnival Corp | 9.875% | 08/01/2027 | 0.1% |
| Nexstar Media Inc | 1.955% | 09/19/2024 | 0.1% |
| Fortress Transportation and Infrastructure Investors LLC | 6.500% | 10/01/2025 | 0.1% |
| CHENIERE CORPUS CHRTI HLDG LLC | 0.025% | 06/30/2024 | 0.1% |
| Enterprise Fleet Financing 2020-2 LLC | 0.610% | 07/20/2026 | 0.1% |
| Citigroup Global Markets Holdings Inc/United States | 0.750% | 06/07/2024 | 0.1% |
| Kinder Morgan Inc | 2.324% | 01/15/2023 | 0.1% |
| Petroleos Mexicanos | 6.875% | 08/04/2026 | 0.1% |
| Vale Overseas Ltd | 6.250% | 08/10/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.750% | 02/17/2026 | 0.1% |
| Granite US Holdings Corp | 11.000% | 10/01/2027 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 1.654% | 05/15/2036 | 0.1% |
| US 5YR NOTE (CBT) Jun22 | 0.000% | 07/06/2022 | 0.1% |
| Weibo Corp | 1.250% | 11/15/2022 | 0.1% |
| Goldman Sachs Group Inc/The | 2.184% | 07/24/2023 | 0.1% |
| Aircastle Ltd | 5.000% | 04/01/2023 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 2.100% | 11/20/2036 | 0.1% |
| VMWARE INC | 1.202% | 11/01/2024 | 0.1% |
| SFO Commercial Mortgage Trust 2021-555 | 1.704% | 05/15/2038 | 0.1% |
| Exeter Automobile Receivables Trust 2021-3 | 1.550% | 06/15/2027 | 0.1% |
| Navient Corp | 6.125% | 03/25/2024 | 0.1% |
| TransAlta Corp | 4.500% | 11/15/2022 | 0.1% |
| Steel Dynamics Inc | 5.000% | 12/15/2026 | 0.1% |
| F&G Global Funding | 2.300% | 04/11/2027 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 7.500% | 06/01/2025 | 0.1% |
| Parsley Energy LLC / Parsley Finance Corp | 5.625% | 10/15/2027 | 0.1% |
| USI Inc/NY | 6.875% | 05/01/2025 | 0.1% |
| People's United Financial Inc | 3.650% | 12/06/2022 | 0.1% |
| GS Mortgage Securities Trust 2011-GC5 | 5.302% | 08/10/2044 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 3.375% | 06/15/2026 | 0.1% |
| EPR Properties | 4.500% | 06/01/2027 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| PFS Financing Corp | 0.970% | 02/15/2026 | 0.1% |
| Sabre GLBL Inc | 7.375% | 09/01/2025 | 0.1% |
| Arcos Dorados Holdings Inc | 5.875% | 04/04/2027 | 0.1% |
| GS Mortgage Securities Trust 2013-GC14 | 4.243% | 08/10/2046 | 0.1% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 1.115% | 07/21/2024 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| GS Mortgage Securities Corp II | 3.007% | 12/10/2030 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 2.054% | 06/15/2038 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| GS Mortgage Securities Trust 2013-G1 | 3.557% | 04/10/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV | 3.277% | 10/15/2030 | 0.1% |
| SL Green Operating Partnership LP | 3.250% | 10/15/2022 | 0.1% |
| Microchip Technology Inc | 4.250% | 09/01/2025 | 0.1% |
| Rattler Midstream LP | 5.625% | 07/15/2025 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.624% | 12/19/2030 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.504% | 07/15/2035 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.504% | 01/15/2036 | 0.1% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 06/15/2025 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 1.704% | 05/15/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 6.454% | 05/15/2026 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 2.004% | 05/15/2038 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 1.704% | 10/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.484% | 12/15/2036 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.020% | 06/15/2027 | 0.1% |
| American Express Co | 3.375% | 05/03/2024 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 2.344% | 12/19/2030 | 0.1% |
| BX Commercial Mortgage Trust 2021-ACNT | 2.404% | 11/15/2038 | 0.1% |
| CSMC 2021-ADV | 1.954% | 07/15/2038 | 0.1% |
| American Tower Corp | 3.650% | 03/15/2027 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 1.654% | 10/15/2038 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 1.904% | 10/15/2038 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 2.204% | 10/15/2038 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| CHS/Community Health Systems Inc | 8.000% | 03/15/2026 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.984% | 06/15/2035 | 0.1% |
| Vornado Realty LP | 3.500% | 01/15/2025 | 0.1% |
| Oasis Petroleum Inc | 6.375% | 06/01/2026 | 0.1% |
| AAdvantage Loyalty IP Ltd | 5.813% | 04/20/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.204% | 06/15/2035 | 0.1% |
| ELP Commercial Mortgage Trust 2021-ELP | 2.074% | 11/15/2038 | 0.1% |
| Uber Technologies Inc | 7.500% | 05/15/2025 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Santander Retail Auto Lease Trust 2021-C | 0.290% | 04/22/2024 | 0.1% |
| BB-UBS Trust | 3.678% | 06/05/2030 | 0.1% |
| Westlake Automobile Receivables Trust 2021-2 | 0.890% | 07/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.450% | 01/16/2029 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 0.467% | 01/10/2037 | 0.1% |
| Citigroup Inc | 1.678% | 05/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust 2021-2 | 1.400% | 04/15/2027 | 0.1% |
| Morgan Stanley | 3.620% | 04/17/2025 | 0.1% |
| Aviation Capital Group LLC | 3.875% | 05/01/2023 | 0.1% |
| Hess Corp | 3.500% | 07/15/2024 | 0.1% |
| Angel Oak Mortgage Trust 2021-4 | 1.035% | 01/20/2065 | 0.1% |
| Westinghouse Air Brake Technologies Corp | 4.400% | 03/15/2024 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 3.914% | 08/05/2034 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2020-B | 0.450% | 02/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 2.004% | 04/15/2031 | 0.1% |
| Goldman Sachs Group Inc/The | 4.250% | 10/21/2025 | 0.1% |
| BB-UBS Trust | 3.678% | 06/05/2030 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| Nelnet Student Loan Trust 2021-A | 1.360% | 04/20/2062 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Bombardier Inc | 7.500% | 12/01/2024 | 0.1% |
| Santander Holdings USA Inc | 3.400% | 01/18/2023 | 0.1% |
| Pacific Gas and Electric Co | 1.367% | 03/10/2023 | 0.1% |
| US Foods Inc | 6.250% | 04/15/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.804% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 2.354% | 10/15/2036 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 4.500% | 03/10/2050 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| Hyundai Capital America | 1.500% | 06/15/2026 | 0.1% |
| Bank of America Corp | 1.319% | 06/19/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Newell Brands Inc | 4.450% | 04/01/2026 | 0.1% |
| DISH DBS Corp | 5.875% | 07/15/2022 | 0.1% |
| Ford Credit Auto Owner Trust 2021-A | 0.170% | 10/15/2023 | 0.1% |
| JBS USA LUX SA / JBS USA Finance Inc | 6.750% | 02/15/2028 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 04/15/2047 | 0.1% |
| JPMorgan Chase & Co | 1.382% | 02/24/2028 | 0.1% |
| Macquarie Group Ltd | 4.150% | 03/27/2024 | 0.1% |
| Goldman Sachs Group Inc/The | 3.000% | 03/15/2024 | 0.1% |
| Bank of America Corp | 1.530% | 12/06/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-3 | 0.290% | 05/15/2024 | 0.1% |
| Lukoil Capital DAC | 2.800% | 04/26/2027 | 0.1% |
| Hyatt Hotels Corp | 1.300% | 10/01/2023 | 0.1% |
| Upstart Securitization Trust 2021-2 | 0.910% | 06/20/2031 | 0.1% |
| VICI Properties LP / VICI Note Co Inc | 3.750% | 02/15/2027 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Take-Two Interactive Software Inc | 3.300% | 03/28/2024 | 0.1% |
| American Airlines Group Inc | 5.000% | 06/01/2022 | 0.1% |
| Macquarie Group Ltd | 1.201% | 10/14/2025 | 0.1% |
| Legacy LifePoint Health LLC | 6.750% | 04/15/2025 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Lennar Corp | 4.500% | 04/30/2024 | 0.1% |
| Goldman Sachs Group Inc/The | 2.640% | 02/24/2028 | 0.1% |
| Hyundai Capital America | 1.300% | 01/08/2026 | 0.1% |
| BBCMS Trust 2018-BXH | 1.554% | 10/15/2037 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 3.392% | 06/05/2032 | 0.1% |
| Citigroup Inc | 3.352% | 04/24/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-2 | 1.350% | 07/15/2027 | 0.1% |
| Devon Energy Corp | 5.250% | 09/15/2024 | 0.1% |
| KKR Industrial Portfolio Trust 2021-KDIP | 1.104% | 12/15/2037 | 0.1% |
| SLIDE 2018-FUN | 1.704% | 06/15/2031 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | 1.510% | 01/05/2034 | 0.1% |
| Verus Securitization Trust 2021-R3 | 1.020% | 04/25/2064 | 0.1% |
| Ally Financial Inc | 4.625% | 03/30/2025 | 0.1% |
| Santander Holdings USA Inc | 2.490% | 01/06/2028 | 0.1% |
| Glencore Funding LLC | 4.000% | 03/27/2027 | 0.1% |
| CSMC 2021-NQM3 | 1.015% | 04/25/2066 | 0.1% |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | 9.750% | 07/15/2027 | 0.1% |
| Atmos Energy Corp | 0.625% | 03/09/2023 | 0.1% |
| Lennar Corp | 4.750% | 11/15/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.1% |
| GM Financial Leasing Trust | 0.170% | 04/20/2023 | 0.1% |
| Citigroup Inc | 3.875% | 03/26/2025 | 0.0% |
| Bath & Body Works Inc | 9.375% | 07/01/2025 | 0.0% |
| Goldman Sachs Group Inc/The | 1.217% | 12/06/2023 | 0.0% |
| Macquarie Group Ltd | 1.340% | 01/12/2027 | 0.0% |
| FactSet Research Systems Inc | 2.900% | 03/01/2027 | 0.0% |
| NOVA Chemicals Corp | 4.875% | 06/01/2024 | 0.0% |
| Continental Resources Inc/OK | 2.268% | 11/15/2026 | 0.0% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.0% |
| Uber Technologies Inc | 7.500% | 09/15/2027 | 0.0% |
| Octane Receivables Trust 2021-1 | 0.930% | 03/22/2027 | 0.0% |
| Gates Global LLC / Gates Corp | 6.250% | 01/15/2026 | 0.0% |
| F&G Global Funding | 0.900% | 09/20/2024 | 0.0% |
| Qorvo Inc | 1.750% | 12/15/2024 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.861% | 08/15/2049 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.874% | 10/15/2036 | 0.0% |
| Goldman Sachs Group Inc/The | 0.627% | 11/17/2023 | 0.0% |
| Hyatt Hotels Corp | 1.800% | 10/01/2024 | 0.0% |
| PDC Energy Inc | 5.750% | 05/15/2026 | 0.0% |
| Live Nation Entertainment Inc | 4.875% | 11/01/2024 | 0.0% |
| State of Illinois | 4.950% | 06/01/2023 | 0.0% |
| Oceaneering International Inc | 4.650% | 11/15/2024 | 0.0% |
| Exeter Automobile Receivables Trust 2021-2 | 0.980% | 06/15/2026 | 0.0% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.0% |
| FNB Corp/PA | 2.200% | 02/24/2023 | 0.0% |
| Kite Realty Group Trust | 4.000% | 03/15/2025 | 0.0% |
| General Motors Financial Co Inc | 2.900% | 02/26/2025 | 0.0% |
| Honda Auto Receivables 2021-1 Owner Trust | 0.160% | 07/21/2023 | 0.0% |
| OneMain Finance Corp | 8.250% | 10/01/2023 | 0.0% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Murphy Oil Corp | 6.875% | 08/15/2024 | 0.0% |
| American Campus Communities Operating Partnership LP | 3.300% | 07/15/2026 | 0.0% |
| F&G Global Funding | 1.750% | 06/30/2026 | 0.0% |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | 6.500% | 07/15/2027 | 0.0% |
| Drive Auto Receivables Trust 2021-2 | 0.360% | 05/15/2024 | 0.0% |
| Western Midstream Operating LP | 2.871% | 01/13/2023 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| CSMC Trust 2017-PFHP | 1.504% | 12/15/2030 | 0.0% |
| HCA Inc | 8.360% | 04/15/2024 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.888% | 12/15/2036 | 0.0% |
| Glencore Funding LLC | 1.625% | 04/27/2026 | 0.0% |
| Take-Two Interactive Software Inc | 3.550% | 04/14/2025 | 0.0% |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 2.875% | 10/15/2026 | 0.0% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 3.640% | 01/10/2037 | 0.0% |
| Navient Corp | 7.250% | 09/25/2023 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.604% | 12/15/2033 | 0.0% |
| Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In | 8.500% | 11/15/2027 | 0.0% |
| Toll Brothers Finance Corp | 4.875% | 11/15/2025 | 0.0% |
| Arconic Corp | 6.000% | 05/15/2025 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| Triton Container International Ltd | 0.800% | 08/01/2023 | 0.0% |
| Drive Auto Receivables Trust 2019-4 | 2.510% | 11/17/2025 | 0.0% |
| Kemper Corp | 4.350% | 02/15/2025 | 0.0% |
| Hyundai Capital America | 1.000% | 09/17/2024 | 0.0% |
| Verus Securitization Trust 2021-R2 | 0.918% | 02/25/2064 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.638% | 07/05/2033 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.0% |
| Vornado Realty LP | 2.150% | 06/01/2026 | 0.0% |
| BXP Trust 2017-CQHP | 1.404% | 11/15/2034 | 0.0% |
| First-Citizens Bank & Trust Co | 3.929% | 06/19/2024 | 0.0% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.604% | 04/15/2034 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Avolon TLB Borrower 1 US LLC | 2.875% | 12/01/2027 | 0.0% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| Fluor Corp | 3.500% | 12/15/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.924% | 04/15/2034 | 0.0% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.0% |
| Life Time Inc | 5.750% | 12/16/2024 | 0.0% |
| Palisades Center Trust 2016-PLSD | 4.737% | 04/13/2033 | 0.0% |
| PVH Corp | 4.625% | 07/10/2025 | 0.0% |
| CPS Auto Receivables Trust 2020-C | 1.010% | 01/15/2025 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 1.430% | 11/15/2049 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 2.029% | 01/15/2049 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 | 1.155% | 09/15/2050 | 0.0% |
| Morgan Stanley Domestic Holdings Inc | 2.950% | 08/24/2022 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.053% | 08/15/2049 | 0.0% |
| SLC Student Loan Trust 2008-1 | 2.426% | 12/15/2032 | 0.0% |
| Carvana Auto Receivables Trust 2021-N1 | 0.700% | 01/10/2028 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 1.268% | 01/25/2046 | 0.0% |
| BSPRT 2019-FL5 Issuer Ltd | 1.704% | 05/15/2029 | 0.0% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.0% |
| American Airlines 2014-1 Class B Pass Through Trust | 4.375% | 04/01/2024 | 0.0% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.0% |
| Bank of America Corp | 0.981% | 09/25/2025 | 0.0% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.0% |
| Univision Communications Inc | 9.500% | 05/01/2025 | 0.0% |
| Air Lease Corp | 4.250% | 02/01/2024 | 0.0% |
| Ally Auto Receivables Trust 2019-3 | 1.930% | 05/15/2024 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.0% |
| Mattel Inc | 3.375% | 04/01/2026 | 0.0% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| British Airways 2013-1 Class A Pass Through Trust | 4.625% | 12/20/2025 | 0.0% |
| Toll Brothers Finance Corp | 4.375% | 04/15/2023 | 0.0% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.500% | 03/01/2025 | 0.0% |
| PDC Energy Inc | 6.125% | 09/15/2024 | 0.0% |
| FMG Resources August 2006 Pty Ltd | 5.125% | 05/15/2024 | 0.0% |
| Triton Container International Ltd | 1.150% | 06/07/2024 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 3.795% | 06/05/2032 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 3.279% | 05/15/2048 | 0.0% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.0% |
| PFP 2019-6 Ltd | 1.601% | 04/14/2037 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| Hyundai Auto Lease Securitization Trust 2021-A | 0.250% | 04/17/2023 | 0.0% |
| OneMain Finance Corp | 5.625% | 03/15/2023 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust 2019-1 | 3.370% | 08/16/2024 | 0.0% |
| National Fuel Gas Co | 7.395% | 03/30/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 4.722% | 06/15/2045 | 0.0% |
| Dell International LLC / EMC Corp | 5.850% | 07/15/2025 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 2.704% | 04/15/2031 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| General Motors Financial Co Inc | 4.250% | 05/15/2023 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.918% | 03/10/2049 | 0.0% |
| Suncor Energy Inc | 7.875% | 06/15/2026 | 0.0% |
| COMM 2013-SFS Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Ally Financial Inc | 1.450% | 10/02/2023 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.0% |
| Exeter Automobile Receivables Trust 2021-3 | 0.340% | 01/16/2024 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Newell Brands Inc | 4.875% | 06/01/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust 2021-1 | 0.230% | 11/16/2023 | 0.0% |
| New York Transportation Development Corp | 1.610% | 12/01/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 4.171% | 06/05/2032 | 0.0% |
| BX 2021-MFM1 | 1.254% | 01/15/2034 | 0.0% |
| VeriSign Inc | 5.250% | 04/01/2025 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| American Airlines Inc | 2.840% | 12/15/2023 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 3.104% | 04/15/2031 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 0.725% | 12/15/2049 | 0.0% |
| Romanian Government International Bond | 4.875% | 01/22/2024 | 0.0% |
| OGE Energy Corp | 0.703% | 05/26/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 2.338% | 07/05/2033 | 0.0% |
| M360 2019-CRE2 LLC | 1.782% | 09/15/2034 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | 0.809% | 09/15/2048 | 0.0% |
| CSMC 2014-USA OA LLC | 0.686% | 09/15/2037 | 0.0% |
| Freeport-McMoRan Inc | 3.875% | 03/15/2023 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.0% |
| Great Wolf Trust 2019-WOLF | 3.286% | 12/15/2036 | 0.0% |
| Reynolds American Inc | 4.450% | 06/12/2025 | 0.0% |
| Texas Eastern Transmission LP | 2.800% | 10/15/2022 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Foursight Capital Automobile Receivables Trust 2020-1 | 2.050% | 10/15/2024 | 0.0% |
| SLIDE 2018-FUN | 2.054% | 06/15/2031 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | 1.096% | 01/15/2048 | 0.0% |
| Fannie Mae Pool | 2.065% | 01/01/2042 | 0.0% |
| Lennar Corp | 4.875% | 12/15/2023 | 0.0% |
| SLIDE 2018-FUN | 2.354% | 06/15/2031 | 0.0% |
| Fannie Mae Pool | 2.266% | 10/01/2036 | 0.0% |
| SMB Private Education Loan Trust 2021-A | 1.054% | 01/15/2053 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 06/15/2045 | 0.0% |
| GS Mortgage Securities Trust 2012-GCJ7 | 4.740% | 05/10/2045 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 09/15/2024 | 0.0% |
| COMM 2013-CCRE6 Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 02/15/2046 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.583% | 08/10/2049 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 0.626% | 07/15/2048 | 0.0% |
| Palisades Center Trust 2016-PLSD | 2.713% | 04/13/2033 | 0.0% |
| Fannie Mae Pool | 2.747% | 12/01/2045 | 0.0% |
| Shops at Crystals Trust 2016-CSTL | 0.328% | 07/05/2036 | 0.0% |
| Citigroup Commercial Mortgage Trust 2015-GC31 | 0.461% | 06/10/2048 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 4.819% | 05/15/2045 | 0.0% |
| MSCG Trust 2015-ALDR | 2.612% | 06/07/2035 | 0.0% |
| GS Mortgage Securities Trust 2015-GS1 | 0.328% | 11/10/2048 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.500% | 05/01/2026 | 0.0% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.237% | 11/10/2049 | 0.0% |
| Fannie Mae Pool | 2.137% | 04/01/2040 | 0.0% |
| COMM 2014-UBS5 Mortgage Trust | 0.252% | 09/10/2047 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 2.068% | 05/15/2048 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.696% | 07/15/2050 | 0.0% |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 2.944% | 02/10/2048 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.827% | 12/10/2054 | 0.0% |
| Freddie Mac Non Gold Pool | 2.091% | 06/01/2041 | 0.0% |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV | 2.117% | 10/15/2030 | 0.0% |
| Fannie Mae Pool | 2.851% | 06/01/2042 | 0.0% |
| Freddie Mac Non Gold Pool | 2.144% | 12/01/2040 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.094% | 06/15/2048 | 0.0% |
| Valero Energy Corp | 2.850% | 04/15/2025 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Fannie Mae Pool | 2.100% | 03/01/2042 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | 1.017% | 03/10/2046 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| Hudsons Bay Simon JV Trust 2015-HBS | 1.417% | 08/05/2034 | 0.0% |
| Fannie Mae Pool | 2.725% | 12/01/2045 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.505% | 08/10/2049 | 0.0% |
| Freddie Mac Non Gold Pool | 2.252% | 06/01/2042 | 0.0% |
| Fannie Mae Pool | 2.809% | 10/01/2045 | 0.0% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.0% |
| Fannie Mae Pool | 2.076% | 12/01/2040 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.514% | 07/05/2030 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 0.607% | 07/10/2050 | 0.0% |
| SABLE PERMIAN RESOURCES WARR | 0.000% | - | 0.0% |
| Fannie Mae Pool | 2.062% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 2.055% | 10/01/2040 | 0.0% |
| Government National Mortgage Association | 0.739% | 12/16/2054 | 0.0% |
| Government National Mortgage Association | 0.002% | 03/16/2056 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C8 | 1.810% | 08/15/2045 | 0.0% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 1.140% | 06/15/2045 | 0.0% |
| US 2YR NOTE (CBT) Jun22 | 0.000% | 07/06/2022 | -0.7% |
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.
Contact a Representative
To contact your representative, enter your zip code and select your channel below.
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
|
Portfolio Holdings 1Q
Publish Date:11/03/2015
|
||||
|
Portfolio Holdings 3Q
Publish Date:11/03/2015
|
||||
|
Summary Prospectus
Publish Date:11/03/2015
|
||||
|
Statutory Prospectus
Publish Date:11/03/2015
|
||||
|
SAI
Publish Date:11/03/2015
|
||||
|
Annual Report
Publish Date:11/03/2015
|
||||
|
Semi-Annual Report
Publish Date:11/03/2015
|
||||
|
Fact Sheet
Publish Date:11/03/2015
|
Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. Past performance is no guarantee of future results.
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.