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 Bill | 0.000% | 07/29/2021 | 2.0% |
| MRA Issuance Trust | 1.256% | 10/15/2021 | 1.0% |
| United States Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.8% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.154% | 11/12/2021 | 0.6% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.6% |
| United States Treasury Note/Bond | 0.375% | 11/30/2025 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.036% | 11/15/2036 | 0.6% |
| United States Treasury Note/Bond | 0.125% | 01/31/2023 | 0.6% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 07/29/2021 | 2.0% |
| United States Treasury Note/Bond | 0.125% | 10/31/2022 | 0.9% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.7% |
| Wells Fargo & Co | 2.164% | 02/11/2026 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.154% | 11/12/2021 | 0.6% |
| United States Treasury Note/Bond | 0.375% | 11/30/2025 | 0.6% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.042% | 11/15/2036 | 0.6% |
| United States Treasury Note/Bond | 0.125% | 01/31/2023 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| Boeing Co/The | 4.875% | 05/01/2025 | 0.5% |
| CIT Group Inc | 5.000% | 08/01/2023 | 0.5% |
| NextGear Floorplan Master Owner Trust | 0.907% | 02/15/2025 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.5% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.5% |
| SCF Equipment Leasing 2021-1 LLC | 0.830% | 08/21/2028 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.612% | 08/15/2032 | 0.5% |
| ZF North America Capital Inc | 4.750% | 04/29/2025 | 0.5% |
| Diamondback Energy Inc | 5.375% | 05/31/2025 | 0.4% |
| Equifax Inc | 1.091% | 08/15/2021 | 0.4% |
| DR Horton Inc | 2.600% | 10/15/2025 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.092% | 05/15/2036 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Bayer US Finance II LLC | 1.260% | 12/15/2023 | 0.4% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.4% |
| Alcoa Nederland Holding BV | 6.750% | 09/30/2024 | 0.4% |
| Natwest Group PLC | 5.125% | 05/28/2024 | 0.4% |
| BAE Systems plc | 4.750% | 10/11/2021 | 0.4% |
| NBCUniversal Enterprise Inc | 5.250% | 06/19/2199 | 0.4% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.4% |
| Vulcan Materials Co | 0.875% | 03/01/2021 | 0.4% |
| Citigroup Inc | 4.400% | 06/10/2025 | 0.4% |
| GM Financial Leasing Trust | 0.170% | 04/20/2023 | 0.4% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.4% |
| Equinix Inc | 5.375% | 05/15/2027 | 0.3% |
| Carnival Corp | 11.500% | 04/01/2023 | 0.3% |
| MPLX LP | 1.330% | 09/09/2022 | 0.3% |
| Reliance Industries Ltd | 5.400% | 02/14/2022 | 0.3% |
| CSMC Trust 2017-LSTK | 2.761% | 04/05/2033 | 0.3% |
| GM Financial Automobile Leasing Trust 2020-3 | 0.510% | 10/21/2024 | 0.3% |
| Hewlett Packard Enterprise Co | 0.958% | 10/05/2021 | 0.3% |
| Ford Motor Co | 8.500% | 04/21/2023 | 0.3% |
| Ford Credit Auto Owner Trust 2021-A | 0.170% | 10/15/2023 | 0.3% |
| Ally Financial Inc | 5.125% | 09/30/2024 | 0.3% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.3% |
| Pacific Gas and Electric Co | 3.150% | 01/01/2026 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Boeing Co/The | 2.800% | 03/01/2023 | 0.3% |
| Ford Credit Floorplan Master Owner Trust A | 3.060% | 04/15/2026 | 0.3% |
| CNO Financial Group Inc | 5.250% | 05/30/2025 | 0.3% |
| Ford Motor Credit Co LLC | 4.250% | 09/20/2022 | 0.3% |
| ETP Legacy LP | 0.000% | 03/01/2021 | 0.3% |
| VNDO 2012-6AVE Mortgage Trust | 2.996% | 11/15/2030 | 0.3% |
| Ford Motor Credit Co LLC | 2.979% | 08/03/2022 | 0.3% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Becton Dickinson and Co | 1.255% | 06/06/2022 | 0.3% |
| Ally Financial Inc | 3.875% | 05/21/2024 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| FirstEnergy Corp | 3.350% | 07/15/2022 | 0.3% |
| Wells Fargo & Co | 2.188% | 04/30/2026 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.3% |
| Freeport-McMoRan Inc | 4.550% | 11/14/2024 | 0.3% |
| HCA Inc | 5.250% | 04/15/2025 | 0.3% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.3% |
| Bank of America Corp | 4.000% | 01/22/2025 | 0.3% |
| Boeing Co/The | 4.508% | 05/01/2023 | 0.3% |
| VEREIT Operating Partnership L.P. | 4.600% | 02/06/2024 | 0.2% |
| Nutrition & Biosciences Inc | 1.230% | 10/01/2025 | 0.2% |
| GM Financial Leasing Trust | 0.260% | 02/20/2024 | 0.2% |
| Microchip Technology Inc | 0.972% | 02/15/2024 | 0.2% |
| CPS Auto Receivables Trust 2020-C | 1.010% | 01/15/2025 | 0.2% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| NRG Energy Inc | 3.750% | 06/15/2024 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.112% | 10/15/2036 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 0.783% | 06/24/2022 | 0.2% |
| Elmwood CLO VI Ltd | 1.557% | 10/15/2031 | 0.2% |
| Apidos CLO XXII | 1.284% | 04/20/2031 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 1.974% | 01/20/2028 | 0.2% |
| TCI-Flatiron CLO 2016-1 Ltd | 1.386% | 01/17/2032 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 0.000% | 01/20/2032 | 0.2% |
| KKR CLO 28 LTD | 1.357% | 03/15/2031 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 1.492% | 01/20/2032 | 0.2% |
| Ares XLI Clo Ltd | 1.441% | 01/15/2029 | 0.2% |
| Cedar Funding VIII Clo Ltd | 1.473% | 10/17/2030 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.313% | 10/16/2029 | 0.2% |
| Conagra Brands Inc | 0.000% | 04/08/2021 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.218% | 01/25/2031 | 0.2% |
| TCW CLO 2019-1 AMR Ltd | 1.168% | 02/15/2029 | 0.2% |
| TCI-Flatiron Clo 2018-1 Ltd | 0.000% | 01/29/2032 | 0.2% |
| Magnetite Xxix Ltd | 0.000% | 01/15/2034 | 0.2% |
| CARLYLE US CLO 2017-3 Ltd | 0.000% | 07/20/2029 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 1.194% | 02/14/2031 | 0.2% |
| Kayne CLO II Ltd | 1.261% | 10/15/2031 | 0.2% |
| Apidos CLO XXIV | 0.000% | 10/20/2030 | 0.2% |
| Dollarama Inc | 0.000% | 03/05/2021 | 0.2% |
| Dollarama Inc | 0.000% | 04/06/2021 | 0.2% |
| LyondellBasell Investment LLC | 0.000% | 03/10/2021 | 0.2% |
| Exelon Generation Co LLC | 0.000% | 03/04/2021 | 0.2% |
| General Motors Financial Co Inc | 0.000% | 03/08/2021 | 0.2% |
| Humana Inc | 0.000% | 03/08/2021 | 0.2% |
| Honda Auto Receivables 2021-1 Owner Trust | 0.160% | 07/21/2023 | 0.2% |
| Viatris Inc | 0.000% | 03/22/2021 | 0.2% |
| Ammc Clo 19 Ltd | 2.041% | 10/16/2028 | 0.2% |
| OZLM Funding III Ltd | 1.402% | 01/22/2029 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| OZLM VIII Ltd | 1.393% | 10/17/2029 | 0.2% |
| Jackson National Life Global Funding | 0.529% | 03/16/2021 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| BankUnited Inc | 4.875% | 11/17/2025 | 0.2% |
| Microchip Technology Inc | 2.670% | 09/01/2023 | 0.2% |
| Goldman Sachs Group Inc/The | 0.963% | 02/23/2023 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| Petco Animal Supplies, Inc. | 4.250% | 01/26/2023 | 0.2% |
| Occidental Petroleum Corp | 1.671% | 08/15/2022 | 0.2% |
| UBS AG | 5.125% | 05/15/2024 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Lloyds Banking Group plc | 4.582% | 12/10/2025 | 0.2% |
| Energy Transfer Operating LP | 5.875% | 01/15/2024 | 0.2% |
| BP Capital Markets America Inc | 0.877% | 09/19/2022 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Perusahaan Penerbit SBSN Indonesia III | 4.325% | 05/28/2025 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Baidu Inc | 4.375% | 05/14/2024 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| Bausch Health Cos Inc | 7.000% | 03/15/2024 | 0.2% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.2% |
| Enel Finance International NV | 4.250% | 09/14/2023 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Tesla Inc | 5.300% | 08/15/2025 | 0.2% |
| MEG Energy Corp | 6.500% | 01/15/2025 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Baidu Inc | 3.875% | 09/29/2023 | 0.2% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.2% |
| GS Mortgage Securities Corp II | 2.954% | 11/05/2034 | 0.2% |
| WRKCo Inc | 3.000% | 09/15/2024 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.062% | 01/15/2026 | 0.2% |
| Jefferies Financial Group Inc | 5.500% | 10/18/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Imperial Brands Finance PLC | 3.125% | 07/26/2024 | 0.2% |
| Weibo Corp | 3.500% | 07/05/2024 | 0.2% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.2% |
| Brinker International Inc | 5.000% | 10/01/2024 | 0.2% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.2% |
| Altice Financing SA | 7.500% | 05/15/2026 | 0.2% |
| Altice France SA/France | 7.375% | 05/01/2026 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.260% | 02/15/2024 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| CSN Resources SA | 7.625% | 02/13/2023 | 0.2% |
| Senegal Government International Bond | 8.750% | 05/13/2021 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| SL Green Realty Corp | 4.500% | 12/01/2022 | 0.2% |
| Enel Finance International NV | 2.875% | 05/25/2022 | 0.2% |
| Ford Motor Credit Co LLC | 3.810% | 01/09/2024 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| Mattel Inc | 3.150% | 03/15/2023 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Nordea Bank Abp | 4.875% | 05/13/2021 | 0.2% |
| UBS AG/London | 1.750% | 04/21/2022 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| Ford Motor Credit Co LLC | 3.087% | 01/09/2023 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Flowserve Corp | 4.000% | 11/15/2023 | 0.2% |
| Nexteer Automotive Group Ltd | 5.875% | 11/15/2021 | 0.2% |
| Calpine Corp | 5.250% | 06/01/2026 | 0.2% |
| Standard Chartered plc | 1.319% | 10/14/2023 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.2% |
| Danske Bank A/S | 1.621% | 09/11/2026 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 0.927% | 02/25/2022 | 0.2% |
| Signal Peak CLO 1 LTD | 1.973% | 01/17/2029 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.834% | 03/15/2037 | 0.2% |
| Standard Chartered plc | 0.991% | 01/12/2025 | 0.2% |
| SK Hynix Inc | 1.000% | 01/19/2024 | 0.2% |
| Albemarle Corp | 1.271% | 11/15/2022 | 0.2% |
| NTT Finance Corp | 0.583% | 03/01/2024 | 0.2% |
| Netflix Inc | 3.625% | 06/15/2025 | 0.2% |
| SK Hynix Inc | 1.500% | 01/19/2026 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| Aircastle Ltd | 4.400% | 09/25/2023 | 0.2% |
| Matador Resources Co | 5.875% | 09/15/2026 | 0.2% |
| Continental Resources Inc/OK | 5.000% | 09/15/2022 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust | 0.380% | 08/18/2025 | 0.2% |
| Bank of America Corp | 4.200% | 08/26/2024 | 0.2% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.032% | 10/15/2036 | 0.2% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.162% | 04/15/2034 | 0.2% |
| Panera Bread Company | 2.375% | 07/18/2022 | 0.2% |
| Dell International LLC / EMC Corp. | 6.020% | 06/15/2026 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Solera LLC / Solera Finance Inc | 10.500% | 03/01/2024 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.2% |
| Synchrony Credit Card Master Note Trust | 2.210% | 05/15/2024 | 0.2% |
| HLF Financing Sarl LLC / Herbalife International I | 7.250% | 08/15/2026 | 0.2% |
| Nissan Auto Lease Trust 2020-B | 0.430% | 10/16/2023 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Enterprise Fleet Financing 2020-2 LLC | 0.610% | 07/20/2026 | 0.2% |
| Walgreens Boots Alliance Inc | 3.800% | 11/18/2024 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| ACAM 2019-FL1 ltd | 1.508% | 11/17/2034 | 0.2% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 4.250% | 05/30/2023 | 0.2% |
| Bank of America Corp | 2.456% | 10/22/2025 | 0.2% |
| Banff Merger Sub Inc | 9.750% | 09/01/2026 | 0.2% |
| BBVA Bancomer SA/Texas | 6.750% | 09/30/2022 | 0.2% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.2% |
| Occidental Petroleum Corp | 6.950% | 07/01/2024 | 0.2% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.2% |
| Helmerich & Payne Inc | 4.650% | 03/15/2025 | 0.2% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.2% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.2% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.2% |
| Daimler Finance North America LLC | 3.875% | 09/15/2021 | 0.2% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.2% |
| Hyundai Capital America | 5.875% | 04/07/2025 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Scientific Games International, Inc. | 2.865% | 08/14/2024 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 0.230% | 11/16/2023 | 0.1% |
| Hyundai Capital America | 0.800% | 01/08/2024 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| Honda Auto Receivables 2020-3 Owner Trust | 0.370% | 10/18/2024 | 0.1% |
| Ford Credit Auto Owner Trust 2020-C | 0.410% | 07/15/2025 | 0.1% |
| M360 2019-CRE2 LLC | 1.507% | 09/15/2034 | 0.1% |
| Navient Corp | 5.875% | 10/25/2024 | 0.1% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Cimarex Energy Co | 4.375% | 06/01/2024 | 0.1% |
| Protective Life Global Funding | 1.082% | 06/09/2023 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.362% | 08/15/2034 | 0.1% |
| Bank of America Corp | 3.950% | 04/21/2025 | 0.1% |
| Glencore Finance Canada Ltd | 4.250% | 10/25/2022 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Daimler Finance North America LLC | 1.121% | 02/15/2022 | 0.1% |
| Daimler Finance North America LLC | 0.895% | 11/05/2021 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.101% | 04/15/2032 | 0.1% |
| General Motors Financial Co Inc | 3.700% | 05/09/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.152% | 08/15/2046 | 0.1% |
| CenturyLink, Inc. | 2.115% | 01/28/2025 | 0.1% |
| General Motors Financial Co Inc | 5.100% | 01/17/2024 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.232% | 06/15/2037 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| General Motors Financial Co Inc | 2.750% | 06/20/2025 | 0.1% |
| Diamondback Energy Inc | 2.875% | 12/01/2024 | 0.1% |
| Pentair Finance Sarl | 3.150% | 09/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| LMREC 2019-CRE3 Inc | 1.515% | 12/22/2035 | 0.1% |
| Callon Petroleum Co | 6.250% | 04/15/2023 | 0.1% |
| Aircastle Ltd | 5.500% | 02/15/2022 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.250% | 01/16/2024 | 0.1% |
| PFS Financing Corp | 1.000% | 10/15/2025 | 0.1% |
| ONEOK Inc | 7.500% | 09/01/2023 | 0.1% |
| Verizon Owner Trust 2020-B | 0.470% | 02/20/2025 | 0.1% |
| Microchip Technology Inc | 4.333% | 06/01/2023 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.287% | 06/15/2036 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Bank of America Corp | 3.366% | 01/23/2026 | 0.1% |
| HCA Inc | 5.000% | 03/15/2024 | 0.1% |
| Citigroup Inc | 3.352% | 04/24/2025 | 0.1% |
| Continental Resources Inc/OK | 4.500% | 04/15/2023 | 0.1% |
| Bank of America Corp | 0.810% | 10/24/2024 | 0.1% |
| JFIN CLO 2013 Ltd | 1.614% | 01/20/2030 | 0.1% |
| Ally Financial Inc | 5.750% | 11/20/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 3.500% | 04/01/2025 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 0.350% | 10/16/2025 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Duquesne Light Holdings Inc | 5.900% | 12/01/2021 | 0.1% |
| Goldman Sachs Group Inc/The | 4.250% | 10/21/2025 | 0.1% |
| Newell Brands Inc | 4.350% | 04/01/2023 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.657% | 09/15/2028 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| iHeartCommunications Inc | 6.375% | 05/01/2026 | 0.1% |
| Bank of America Corp | 1.197% | 10/24/2026 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.362% | 01/15/2026 | 0.1% |
| BX Commercial Mortgage Trust 2018-BIOA | 0.783% | 03/15/2037 | 0.1% |
| Kinross Gold Corp | 5.125% | 09/01/2021 | 0.1% |
| Century Communities Inc | 5.875% | 07/15/2025 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2021-A | 0.250% | 04/17/2023 | 0.1% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.1% |
| Aircastle Ltd | 5.000% | 04/01/2023 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Murphy Oil Corp | 6.875% | 08/15/2024 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Origin Energy Finance Ltd | 5.450% | 10/14/2021 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.1% |
| Las Vegas Sands Corp | 3.200% | 08/08/2024 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Kinder Morgan Inc | 1.521% | 01/15/2023 | 0.1% |
| Seven Generations Energy Ltd | 5.375% | 09/30/2025 | 0.1% |
| Flex Ltd | 3.750% | 02/01/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.750% | 02/17/2026 | 0.1% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.1% |
| TransAlta Corp | 4.500% | 11/15/2022 | 0.1% |
| Goldman Sachs Group Inc/The | 1.218% | 07/24/2023 | 0.1% |
| COMM 2014-UBS5 Mortgage Trust | 3.838% | 09/10/2047 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Weibo Corp | 1.250% | 11/15/2022 | 0.1% |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.662% | 12/15/2037 | 0.1% |
| Sabre GLBL Inc | 7.375% | 09/01/2025 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Cenovus Energy Inc | 5.375% | 07/15/2025 | 0.1% |
| Seven Generations Energy Ltd | 6.750% | 05/01/2023 | 0.1% |
| L Brands Inc | 9.375% | 07/01/2025 | 0.1% |
| PFS Financing Corp | 0.970% | 02/15/2026 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Gazprom PJSC Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| William Carter Co/The | 5.500% | 05/15/2025 | 0.1% |
| GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 08/10/2046 | 0.1% |
| Verus Securitization Trust | 0.815% | 01/25/2066 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| People's United Financial Inc | 3.650% | 12/06/2022 | 0.1% |
| Wyndham Hotels & Resorts Inc | 5.375% | 04/15/2026 | 0.1% |
| GS Mortgage Securities Trust 2011-GC5 | 5.347% | 08/10/2044 | 0.1% |
| Mattel Inc | 6.750% | 12/31/2025 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 4.500% | 03/10/2050 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| Kinross Gold Corp | 5.950% | 03/15/2024 | 0.1% |
| Capital One Financial Corp | 2.600% | 05/11/2023 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Hewlett Packard Enterprise Co | 0.900% | 03/12/2021 | 0.1% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| FMG Resources August 2006 Pty Ltd | 5.125% | 03/15/2023 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| VeriSign Inc | 4.625% | 05/01/2023 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| Norbord Inc | 6.250% | 04/15/2023 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| DuPont de Nemours Inc | 4.205% | 11/15/2023 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| GS Mortgage Securities Corp II | 3.007% | 12/10/2030 | 0.1% |
| Westinghouse Air Brake Technologies Corp | 4.400% | 03/15/2024 | 0.1% |
| SM Energy Co | 10.000% | 01/15/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 1.325% | 04/26/2022 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| CSMC 2021-NQM1 | 0.809% | 05/25/2065 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| LoanCore 2019-CRE2 Issuer Ltd | 1.238% | 05/15/2036 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.207% | 05/15/2036 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.601% | 07/21/2024 | 0.1% |
| Citigroup Inc | 3.142% | 01/24/2023 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| BAMLL Trust 2011-FSHN | 4.420% | 07/11/2033 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.141% | 12/19/2030 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.550% | 05/15/2024 | 0.1% |
| Natwest Group PLC | 6.125% | 12/15/2022 | 0.1% |
| SMB Private Education Loan Trust 2021-A | 0.616% | 01/15/2053 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.042% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.612% | 06/15/2038 | 0.1% |
| GS Mortgage Securities Trust 2013-G1 | 3.557% | 04/10/2031 | 0.1% |
| Grand Avenue CRE 2019-FL1 | 1.612% | 06/15/2037 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.562% | 05/15/2038 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.442% | 07/15/2024 | 0.1% |
| BDS 2019-FL3 LTD | 1.508% | 12/15/2035 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.261% | 05/15/2029 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.257% | 06/15/2028 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.212% | 07/15/2032 | 0.1% |
| American Honda Finance Corp | 0.000% | 03/09/2021 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.542% | 06/15/2035 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.062% | 07/15/2035 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.861% | 12/19/2030 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 3.277% | 10/15/2030 | 0.1% |
| Great Wolf Trust 2019-WOLF | 1.745% | 12/15/2036 | 0.1% |
| Hess Corp | 3.500% | 07/15/2024 | 0.1% |
| PFP 2019-6 Ltd | 1.158% | 04/14/2037 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.762% | 06/15/2035 | 0.1% |
| Macquarie Bank Ltd | 6.625% | 04/07/2021 | 0.1% |
| Citigroup Inc | 1.678% | 05/15/2024 | 0.1% |
| Aviation Capital Group LLC | 3.875% | 05/01/2023 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| American Airlines, Inc. | 3.494% | 04/28/2023 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 2.776% | 03/10/2050 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| HCA Inc | 5.250% | 06/15/2026 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.362% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.562% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.912% | 10/15/2036 | 0.1% |
| Canadian Pacific Railway Co | 9.450% | 08/01/2021 | 0.1% |
| National Fuel Gas Co | 4.900% | 12/01/2021 | 0.1% |
| Arbor Realty Collateralized Loan Obligation 2017-F | 1.097% | 12/15/2027 | 0.1% |
| Halcyon Loan Advisors Funding Ltd. | 1.298% | 07/25/2027 | 0.1% |
| Energy Transfer Operating LP | 4.250% | 03/15/2023 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 3.914% | 08/05/2034 | 0.1% |
| CNH Industrial Capital LLC | 4.200% | 01/15/2024 | 0.1% |
| DISH DBS Corp | 5.875% | 07/15/2022 | 0.1% |
| CSMC 2020-NQM1 Trust | 1.208% | 05/25/2065 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2 | 0.450% | 02/15/2024 | 0.1% |
| Uber Technologies Inc | 7.500% | 05/15/2025 | 0.1% |
| Bank of America Corp | 1.319% | 06/19/2026 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Cardinal Health Inc | 0.987% | 06/15/2022 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.312% | 04/15/2031 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Equinix Inc | 1.000% | 09/15/2025 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.118% | 03/25/2034 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| CNH Industrial Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Great Wolf Trust 2019-WOLF | 1.146% | 12/15/2036 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| Occidental Petroleum Corp | 2.900% | 08/15/2024 | 0.1% |
| BAT International Finance plc | 1.668% | 03/25/2026 | 0.1% |
| Bank of America Corp | 0.981% | 09/25/2025 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| General Motors Financial Co Inc | 3.150% | 06/30/2022 | 0.1% |
| Macquarie Group Ltd | 4.150% | 03/27/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| Hyundai Capital America | 1.300% | 01/08/2026 | 0.1% |
| Caesars Entertainment Inc | 6.250% | 07/01/2025 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| CNH Industrial Capital LLC | 4.875% | 04/01/2021 | 0.1% |
| Dominion Energy Inc | 4.104% | 04/01/2021 | 0.1% |
| Core & Main LP | 6.125% | 08/15/2025 | 0.1% |
| Suncor Energy Inc | 9.250% | 10/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Stars Group Holdings BV | 5.431% | 07/10/2025 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.1% |
| Valero Energy Corp | 1.200% | 03/15/2024 | 0.1% |
| DISH DBS Corp | 6.750% | 06/01/2021 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| Lennar Corp | 4.500% | 04/30/2024 | 0.1% |
| CommonSpirit Health | 1.547% | 10/01/2025 | 0.1% |
| CPUK Finance Ltd | 4.250% | 08/28/2022 | 0.1% |
| Centene Corp | 5.375% | 06/01/2026 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Bausch Health Cos Inc | 6.125% | 04/15/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.737% | 08/15/2049 | 0.1% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.1% |
| Hawaiian Airlines 2013-1 Class B Pass Through Cert | 4.950% | 01/15/2022 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Ally Financial Inc | 4.625% | 03/30/2025 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| BBCMS Trust 2018-BXH | 1.112% | 10/15/2037 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Change Healthcare Holdings LLC / Change Healthcare | 5.750% | 03/01/2025 | 0.1% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.1% |
| Suncor Energy Ventures Corp | 9.400% | 09/01/2021 | 0.1% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| OneMain Finance Corp | 6.125% | 03/15/2024 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| SLIDE 2018-FUN | 1.012% | 06/15/2031 | 0.1% |
| ESH Hospitality Inc | 5.250% | 05/01/2025 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| Husky Energy Inc | 4.000% | 04/15/2024 | 0.1% |
| Xpo Logistics Inc | 0.000% | 02/24/2025 | 0.1% |
| Macquarie Group Ltd | 1.340% | 01/12/2027 | 0.1% |
| General Motors Financial Co Inc | 1.228% | 01/05/2023 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| Sirius XM Radio Inc | 5.375% | 07/15/2026 | 0.1% |
| Microchip Technology Inc | 3.922% | 06/01/2021 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.730% | 01/25/2046 | 0.1% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.1% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Valero Energy Corp | 2.700% | 04/15/2023 | 0.1% |
| State of Illinois | 4.950% | 06/01/2023 | 0.1% |
| SM Energy Co | 6.125% | 11/15/2022 | 0.1% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.1% |
| Bank of America Corp | 2.015% | 02/13/2026 | 0.1% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.1% |
| Citigroup Inc | 4.050% | 07/30/2022 | 0.1% |
| Trimble Inc | 4.150% | 06/15/2023 | 0.1% |
| Navient Corp | 6.125% | 03/25/2024 | 0.1% |
| General Motors Financial Co Inc | 2.900% | 02/26/2025 | 0.1% |
| Hasbro Inc | 3.000% | 11/19/2024 | 0.1% |
| Navient Corp | 5.500% | 01/25/2023 | 0.1% |
| General Motors Financial Co Inc | 5.200% | 03/20/2023 | 0.1% |
| AREIT 2018-CRE2 Trust | 1.088% | 11/14/2035 | 0.1% |
| HCA Inc | 8.360% | 04/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.432% | 10/15/2036 | 0.1% |
| Valero Energy Corp | 2.850% | 04/15/2025 | 0.1% |
| Capitol Investment Merger Sub 2 LLC | 10.000% | 08/01/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.412% | 06/15/2032 | 0.1% |
| FNB Corp/PA | 2.200% | 02/24/2023 | 0.0% |
| Dominion Energy Inc | 3.071% | 08/15/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.0% |
| CIT Group Inc | 4.750% | 02/16/2024 | 0.0% |
| Wells Fargo & Co | 3.750% | 01/24/2024 | 0.0% |
| Toyota Motor Credit Corp | 1.350% | 08/25/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.355% | 11/15/2049 | 0.0% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.0% |
| WPX Energy Inc | 5.750% | 06/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| General Motors Financial Co Inc | 3.950% | 04/13/2024 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.919% | 01/15/2049 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.0% |
| Carnival Corporation | 8.500% | 06/30/2025 | 0.0% |
| Western Midstream Operating LP | 2.325% | 01/13/2023 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.0% |
| Pacific Gas and Electric Co | 3.750% | 02/15/2024 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.362% | 01/15/2034 | 0.0% |
| CSMC Trust 2017-LSTK | 3.030% | 04/05/2033 | 0.0% |
| CSMC Trust 2017-LSTK | 3.229% | 04/05/2033 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.446% | 12/15/2036 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| Assurant Inc | 4.200% | 09/27/2023 | 0.0% |
| CSMC Trust 2017-PFHP | 1.062% | 12/15/2030 | 0.0% |
| COMM 2013-SFS Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Colorado Buyer, Inc. | 8.314% | 05/01/2025 | 0.0% |
| Boeing Co/The | 2.300% | 08/01/2021 | 0.0% |
| Cardinal Health Inc | 3.079% | 06/15/2024 | 0.0% |
| LGI Homes Inc | 6.875% | 07/15/2026 | 0.0% |
| Intercontinental Exchange Inc | 0.700% | 06/15/2023 | 0.0% |
| Kemper Corp | 4.350% | 02/15/2025 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.162% | 12/15/2033 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.052% | 09/15/2050 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.817% | 12/15/2032 | 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% |
| Avery Point V CLO Ltd | 1.203% | 07/17/2026 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.0% |
| Synovus Financial Corp | 3.125% | 11/01/2022 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.922% | 08/15/2049 | 0.0% |
| Simmons Foods Inc | 7.750% | 01/15/2024 | 0.0% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| Molina Healthcare Inc | 5.375% | 11/15/2022 | 0.0% |
| CIT Group Inc | 3.929% | 06/19/2024 | 0.0% |
| American Airlines 2014-1 Class B Pass Through Trus | 4.375% | 10/01/2022 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.063% | 07/05/2033 | 0.0% |
| Enterprise Development Authority/The | 12.000% | 07/15/2024 | 0.0% |
| Alliance Data Systems Corp | 7.000% | 01/15/2026 | 0.0% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.0% |
| WPX Energy Inc | 5.250% | 09/15/2024 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| Seven Generations Energy Ltd | 6.875% | 06/30/2023 | 0.0% |
| BX Trust 2017-SLCT | 2.162% | 07/15/2034 | 0.0% |
| Hyundai Auto Receivables Trust 2016-B | 2.190% | 11/15/2022 | 0.0% |
| COMM 2020-SBX Mortgage Trust | 1.670% | 01/10/2038 | 0.0% |
| BXP Trust 2017-CQHP | 0.962% | 11/15/2034 | 0.0% |
| Alliance Data Systems Corp | 4.750% | 12/15/2024 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.712% | 06/15/2032 | 0.0% |
| RETL 2019-RVP | 2.212% | 03/15/2036 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Citigroup Inc | 5.500% | 09/13/2025 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Precision Drilling Corp | 7.750% | 12/15/2023 | 0.0% |
| GA Global Funding Trust | 1.625% | 01/15/2026 | 0.0% |
| PetSmart Inc | 7.125% | 03/15/2023 | 0.0% |
| Romanian Government International Bond | 4.875% | 01/22/2024 | 0.0% |
| Huntington Ingalls Industries Inc | 3.844% | 05/01/2025 | 0.0% |
| 7-Eleven Inc | 0.800% | 02/10/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.482% | 04/15/2034 | 0.0% |
| GATX Corp | 4.350% | 02/15/2024 | 0.0% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.0% |
| Walgreen Co | 3.100% | 09/15/2022 | 0.0% |
| DR Horton Inc | 5.750% | 08/15/2023 | 0.0% |
| MPH Acquisition Holdings LLC | 4.643% | 06/07/2023 | 0.0% |
| COMM 2015-LC21 Mortgage Trust | 3.708% | 07/10/2048 | 0.0% |
| Select Medical Corp | 6.250% | 08/15/2026 | 0.0% |
| Oceaneering International Inc | 4.650% | 11/15/2024 | 0.0% |
| Bombardier Inc | 8.750% | 12/01/2021 | 0.0% |
| Bausch Health Cos Inc | 5.500% | 11/01/2025 | 0.0% |
| Lennar Corp | 4.750% | 05/30/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.257% | 09/15/2028 | 0.0% |
| E*TRADE Financial Corp | 2.950% | 08/24/2022 | 0.0% |
| Cardinal Health Inc | 3.500% | 11/15/2024 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.770% | 03/10/2049 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Air Lease Corp | 4.250% | 02/01/2024 | 0.0% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.0% |
| DTE Energy Co | 2.529% | 10/01/2024 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Ladder Capital Finance Holdings LLC/Ladder Capital | 5.250% | 03/15/2022 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.557% | 05/15/2036 | 0.0% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.0% |
| DBUBS 2011-LC2 Mortgage Trust | 4.537% | 07/10/2044 | 0.0% |
| State of Illinois | 6.125% | 07/01/2021 | 0.0% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.112% | 03/15/2036 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.500% | 03/01/2025 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.0% |
| Chesapeake Funding II LLC | 2.120% | 11/15/2029 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| Summit Materials LLC / Summit Materials Finance Co | 5.125% | 06/01/2025 | 0.0% |
| Fluor Corp | 3.500% | 12/15/2024 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Hillman Group Inc/The | 6.375% | 07/15/2022 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Netflix Inc | 4.375% | 11/15/2026 | 0.0% |
| BY Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| American Woodmark Corp | 4.875% | 03/15/2026 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Welbilt Inc | 9.500% | 02/15/2024 | 0.0% |
| Valero Energy Corp | 3.650% | 03/15/2025 | 0.0% |
| US Airways 2013-1 Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| General Motors Co | 6.125% | 10/01/2025 | 0.0% |
| West CLO 2014-2 Ltd | 1.093% | 01/16/2027 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 3.173% | 05/15/2048 | 0.0% |
| TopBuild Corp | 5.625% | 05/01/2026 | 0.0% |
| General Motors Co | 5.400% | 10/02/2023 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| National Fuel Gas Co | 7.395% | 03/30/2023 | 0.0% |
| TechnipFMC PLC | 3.450% | 10/01/2022 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| National Fuel Gas Co | 3.750% | 03/01/2023 | 0.0% |
| Avolon Holdings Funding Ltd | 3.625% | 05/01/2022 | 0.0% |
| West Fraser Timber Co Ltd | 4.350% | 10/15/2024 | 0.0% |
| Marvell Technology Group | 3.708% | 06/04/2021 | 0.0% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Navient Corp | 6.500% | 06/15/2022 | 0.0% |
| OneMain Finance Corp | 5.625% | 03/15/2023 | 0.0% |
| General Motors Financial Co Inc | 4.250% | 05/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.346% | 07/05/2030 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.012% | 04/15/2031 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.739% | 06/15/2045 | 0.0% |
| Ally Financial Inc | 1.450% | 10/02/2023 | 0.0% |
| PGT Innovations Inc | 6.750% | 08/01/2026 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.678% | 12/15/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.675% | 09/15/2048 | 0.0% |
| Boral Finance Pty Ltd | 3.000% | 11/01/2022 | 0.0% |
| Forestar Group Inc | 8.000% | 04/15/2024 | 0.0% |
| Citigroup Inc | 3.875% | 03/26/2025 | 0.0% |
| Caesars Resort Collection LLC / CRC Finco Inc | 5.750% | 07/01/2025 | 0.0% |
| Newell Brands Inc | 4.875% | 06/01/2025 | 0.0% |
| CommScope Inc | 5.500% | 03/01/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.963% | 01/15/2048 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| VeriSign Inc | 5.250% | 04/01/2025 | 0.0% |
| OneMain Finance Corp | 6.125% | 05/15/2022 | 0.0% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| United States Steel Corp | 12.000% | 06/01/2025 | 0.0% |
| M/I Homes Inc | 5.625% | 08/01/2025 | 0.0% |
| GS Mortgage Securities Trust 2012-GCJ7 | 4.740% | 05/10/2045 | 0.0% |
| Travel + Leisure Co | 5.625% | 03/01/2021 | 0.0% |
| Ally Financial Inc | 4.250% | 04/15/2021 | 0.0% |
| New York Transportation Development Corp | 1.610% | 12/01/2022 | 0.0% |
| BX 2021-MFM1 | 0.812% | 01/15/2034 | 0.0% |
| Navistar International Corp | 6.625% | 11/01/2025 | 0.0% |
| New York Transportation Development Corp | 1.360% | 12/01/2021 | 0.0% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Blue Cube Spinco LLC | 10.000% | 10/15/2025 | 0.0% |
| Kohl's Corp | 4.250% | 07/17/2025 | 0.0% |
| Ingles Markets Inc | 5.750% | 06/15/2023 | 0.0% |
| CSMC 2014-USA OA LLC | 0.540% | 09/15/2037 | 0.0% |
| CIT Group Inc | 5.000% | 08/15/2022 | 0.0% |
| Palisades Center Trust 2016-PLSD | 4.737% | 04/13/2033 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.0% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 2.117% | 10/15/2030 | 0.0% |
| Westinghouse Air Brake Technologies Corp | 3.200% | 06/15/2025 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-4 | 2.360% | 12/19/2022 | 0.0% |
| Freeport-McMoRan Inc | 3.875% | 03/15/2023 | 0.0% |
| Silgan Holdings Inc | 1.400% | 04/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.412% | 04/15/2031 | 0.0% |
| American Airlines, Inc. | 3.460% | 12/14/2023 | 0.0% |
| Fannie Mae Pool | 0.113% | 10/01/2036 | 0.0% |
| Hudsons Bay Simon JV Trust 2015-HBS | 1.245% | 08/05/2034 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.500% | 05/01/2026 | 0.0% |
| Navient Corp | 7.250% | 01/25/2022 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Fannie Mae Pool | 0.113% | 01/01/2042 | 0.0% |
| PPL Capital Funding Inc | 3.950% | 03/15/2024 | 0.0% |
| Aviation Capital Group LLC | 2.875% | 01/20/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.505% | 07/15/2048 | 0.0% |
| WPX Energy Inc | 5.250% | 10/15/2027 | 0.0% |
| Laureate Education Inc | 8.250% | 05/01/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.763% | 07/05/2033 | 0.0% |
| Kraft Heinz Foods Co | 3.000% | 06/01/2026 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.0% |
| Reynolds American Inc | 4.450% | 06/12/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 10/16/2057 | 0.0% |
| Wells Fargo & Co | 2.625% | 07/22/2022 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Fannie Mae Pool | 0.113% | 12/01/2045 | 0.0% |
| Centene Corp | 5.375% | 08/15/2026 | 0.0% |
| Texas Eastern Transmission LP | 2.800% | 10/15/2022 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.844% | 12/15/2036 | 0.0% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.0% |
| COMM 2014-UBS3 Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| SLIDE 2018-FUN | 1.362% | 06/15/2031 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.365% | 06/10/2048 | 0.0% |
| Lennar Corp | 4.875% | 12/15/2023 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 2.068% | 05/15/2048 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Macquarie Group Ltd | 3.189% | 11/28/2023 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.466% | 08/10/2049 | 0.0% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| SLIDE 2018-FUN | 1.662% | 06/15/2031 | 0.0% |
| MSCG Trust 2015-ALDR | 2.612% | 06/07/2035 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| Shops at Crystals Trust 2016-CSTL | 0.203% | 07/05/2036 | 0.0% |
| Travel + Leisure Co | 6.600% | 10/01/2025 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| Drive Auto Receivables Trust 2016-C | 4.180% | 03/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.0% |
| GS Mortgage Securities Trust 2015-GS1 | 0.181% | 11/10/2048 | 0.0% |
| OneMain Finance Corp | 8.250% | 10/01/2023 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 2.918% | 02/15/2046 | 0.0% |
| COMM 2013-CCRE6 Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| Trimble Inc | 4.750% | 12/01/2024 | 0.0% |
| Dell International LLC / EMC Corp. | 5.875% | 06/15/2021 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.914% | 03/10/2046 | 0.0% |
| COMM 2014-UBS5 Mortgage Trust | 0.085% | 09/10/2047 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.118% | 11/10/2049 | 0.0% |
| Fannie Mae Pool | 0.113% | 04/01/2040 | 0.0% |
| Palisades Center Trust 2016-PLSD | 2.713% | 04/13/2033 | 0.0% |
| Itron Inc | 5.000% | 01/15/2026 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| Mountain Hawk III CLO Ltd | 1.423% | 04/18/2025 | 0.0% |
| US Airways 2012-2 Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| MGM Resorts International | 6.000% | 03/15/2023 | 0.0% |
| Fannie Mae Pool | 0.113% | 06/01/2042 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.564% | 07/15/2050 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.0% |
| Kennedy-Wilson Inc | 5.875% | 04/01/2024 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.0% |
| DR Horton Inc | 4.750% | 02/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-1 | 3.170% | 04/17/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.711% | 12/10/2054 | 0.0% |
| Freddie Mac Non Gold Pool | 2.364% | 12/01/2040 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| PDC Energy Inc | 6.125% | 09/15/2024 | 0.0% |
| SITE Centers Corp | 3.625% | 02/01/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.373% | 07/05/2030 | 0.0% |
| Freddie Mac Non Gold Pool | 2.632% | 06/01/2041 | 0.0% |
| First Investors Auto Owner Trust 2018-1 | 3.510% | 05/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.785% | 08/15/2045 | 0.0% |
| Government National Mortgage Association | 1.024% | 12/16/2054 | 0.0% |
| Fannie Mae Pool | 0.113% | 03/01/2042 | 0.0% |
| Fannie Mae Pool | 0.113% | 12/01/2045 | 0.0% |
| Fannie Mae Pool | 0.113% | 10/01/2045 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.009% | 06/15/2048 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.384% | 08/10/2049 | 0.0% |
| Freddie Mac Non Gold Pool | 3.252% | 06/01/2042 | 0.0% |
| GS Mortgage Securities Trust 2012-GC6 | 1.918% | 01/10/2045 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.0% |
| Conn's Receivables Funding 2019-B LLC | 2.660% | 06/17/2024 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| Fannie Mae Pool | 0.113% | 12/01/2040 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 0.471% | 07/10/2050 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.299% | 06/15/2045 | 0.0% |
| Fannie Mae Pool | 0.113% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 0.113% | 10/01/2040 | 0.0% |
| Sable Permian Resources Finance LLC | 12.000% | 10/01/2024 | 0.0% |
| Government National Mortgage Association | 0.086% | 03/16/2056 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.000% | 06/15/2032 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 3.046% | 04/15/2047 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| SLIDE 2018-FUN | 0.000% | 12/15/2021 | 0.0% |
| US 5YR NOTE (CBT) JUN21 | 0.000% | 07/06/2021 | 0.0% |
| FX USD/CAD 03/21 | 0.000% | 03/15/2021 | 0.0% |
| US 2YR NOTE (CBT) JUN21 | 0.000% | 07/06/2021 | 0.0% |
| FX USD/GBP 03/21 | 0.000% | 03/08/2021 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Other Important Information
Portfolio shares of the Lord Abbett Series Funds are not offered directly to the public. These shares are currently offered only to separate accounts of certain insurance companies that are unaffiliated with Lord Abbett.
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.