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% | 01/27/2022 | 1.2% |
| MRA Issuance Trust | 1.239% | 10/15/2021 | 0.9% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.8% |
| Volkswagen Group of America Finance LLC | 1.108% | 11/12/2021 | 0.6% |
| United States Treasury Note/Bond | 0.125% | 06/30/2023 | 0.6% |
| UBS AG | 5.125% | 05/15/2024 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.026% | 11/15/2036 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.6% |
| United States Treasury Note/Bond | 0.625% | 07/31/2026 | 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 Bill | 0.000% | 01/27/2022 | 1.2% |
| MRA Issuance Trust | 1.239% | 10/15/2021 | 0.9% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.8% |
| Volkswagen Group of America Finance LLC | 1.141% | 11/12/2021 | 0.6% |
| United States Treasury Note/Bond | 0.125% | 06/30/2023 | 0.6% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.6% |
| UBS AG | 5.125% | 05/15/2024 | 0.6% |
| CHT 2017-COSMO Mortgage Trust | 1.023% | 11/15/2036 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
| United States Treasury Note/Bond | 0.750% | 03/31/2026 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 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 | 0.893% | 02/15/2025 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 1.543% | 10/15/2036 | 0.5% |
| United States Treasury Note/Bond | 0.125% | 05/31/2023 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.593% | 08/15/2032 | 0.4% |
| SCF Equipment Leasing 2021-1 LLC | 0.830% | 08/21/2028 | 0.4% |
| PFP 2021-7 Ltd | 0.943% | 04/14/2038 | 0.4% |
| ZF North America Capital Inc | 4.750% | 04/29/2025 | 0.4% |
| Diamondback Energy Inc | 5.375% | 05/31/2025 | 0.4% |
| Equifax Inc | 1.064% | 08/15/2021 | 0.4% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.4% |
| Intesa Sanpaolo SpA | 5.017% | 06/26/2024 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.073% | 05/15/2036 | 0.4% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.4% |
| Bayer US Finance II LLC | 1.194% | 12/15/2023 | 0.4% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.093% | 05/15/2036 | 0.4% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Charter Communications, Inc. CL A | 2.299% | 04/30/2025 | 0.4% |
| Imperial Brands Finance PLC | 3.125% | 07/26/2024 | 0.4% |
| Natwest Group PLC | 5.125% | 05/28/2024 | 0.4% |
| BAE Systems plc | 4.750% | 10/11/2021 | 0.4% |
| UniCredit SpA | 7.830% | 12/04/2023 | 0.4% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.3% |
| Standard Chartered plc | 0.991% | 01/12/2025 | 0.3% |
| Citigroup Inc | 4.400% | 06/10/2025 | 0.3% |
| Santander Drive Auto Receivables Trust 2021-3 | 0.290% | 05/15/2024 | 0.3% |
| Carnival Corp | 11.500% | 04/01/2023 | 0.3% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.3% |
| MPLX LP | 1.285% | 09/09/2022 | 0.3% |
| Reliance Industries Ltd | 5.400% | 02/14/2022 | 0.3% |
| GM Financial Automobile Leasing Trust 2020-3 | 0.510% | 10/21/2024 | 0.3% |
| XPO Logistics, Inc. | 3.383% | 02/24/2025 | 0.3% |
| GM Financial Leasing Trust | 0.170% | 04/20/2023 | 0.3% |
| Hewlett Packard Enterprise Co | 0.958% | 10/05/2021 | 0.3% |
| Ford Motor Co | 8.500% | 04/21/2023 | 0.3% |
| Romark CLO Ltd | 1.779% | 10/23/2030 | 0.3% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.3% |
| Ally Financial Inc | 5.125% | 09/30/2024 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Ford Credit Auto Owner Trust 2021-A | 0.170% | 10/15/2023 | 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% |
| Pacific Gas and Electric Co | 3.150% | 01/01/2026 | 0.3% |
| Ladder Capital Finance Holdings LLC/Ladder Capital | 5.250% | 03/15/2022 | 0.3% |
| CNO Financial Group Inc | 5.250% | 05/30/2025 | 0.3% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Navient Private Education Refi Loan Trust 2021-c | 1.060% | 10/15/2069 | 0.3% |
| Ford Motor Credit Co LLC | 4.250% | 09/20/2022 | 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% |
| Santander Retail Auto Lease Trust 2021-A | 0.510% | 07/22/2024 | 0.3% |
| CarMax Auto Owner Trust 2020-2 | 5.750% | 05/17/2027 | 0.3% |
| Great Wolf Trust 2019-WOLF | 1.726% | 12/15/2036 | 0.3% |
| Westlake Automobile Receivables Trust 2021-2 | 0.320% | 04/15/2025 | 0.3% |
| OCP Clo 2019-17 Ltd | 1.174% | 07/20/2032 | 0.3% |
| Becton Dickinson and Co | 1.206% | 06/06/2022 | 0.3% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.2% |
| Ally Financial Inc | 3.875% | 05/21/2024 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.2% |
| FirstEnergy Corp | 3.600% | 07/15/2022 | 0.2% |
| Freeport-McMoRan Inc | 4.550% | 11/14/2024 | 0.2% |
| HCA Inc | 5.250% | 04/15/2025 | 0.2% |
| Credit Suisse Group AG | 3.750% | 03/26/2025 | 0.2% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.2% |
| Bank of America Corp | 4.000% | 01/22/2025 | 0.2% |
| Carnival Corporation | 3.750% | 06/30/2025 | 0.2% |
| Honda Auto Receivables 2021-2 Owner Trust | 0.170% | 11/15/2023 | 0.2% |
| Boeing Co/The | 4.508% | 05/01/2023 | 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% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.093% | 10/15/2036 | 0.2% |
| NRG Energy Inc | 3.750% | 06/15/2024 | 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% |
| Credit Acceptance Auto Loan Trust 2021-3 | 1.000% | 05/15/2030 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 0.751% | 06/24/2022 | 0.2% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.2% |
| Ammc Clo 19 Ltd | 1.926% | 10/16/2028 | 0.2% |
| KKR CLO 28 LTD | 1.259% | 03/15/2031 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 1.154% | 02/14/2031 | 0.2% |
| TCI-Flatiron CLO 2016-1 Ltd | 1.284% | 01/17/2032 | 0.2% |
| Apidos CLO XXII | 1.194% | 04/20/2031 | 0.2% |
| Elmwood CLO VI Ltd | 1.446% | 10/15/2031 | 0.2% |
| TCI-Flatiron Clo 2018-1 Ltd | 1.190% | 01/29/2032 | 0.2% |
| Kayne CLO II Ltd | 1.206% | 10/15/2031 | 0.2% |
| Apidos CLO XXXI | 1.229% | 04/15/2031 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 1.354% | 01/20/2032 | 0.2% |
| Cedar Funding VIII Clo Ltd | 1.384% | 10/17/2030 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.216% | 10/16/2029 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.314% | 01/20/2032 | 0.2% |
| Apidos CLO XXIV | 1.084% | 10/20/2030 | 0.2% |
| Cedar Funding XIV CLO Ltd | 1.225% | 07/15/2033 | 0.2% |
| CIFC Funding 2013-II Ltd | 1.134% | 10/18/2030 | 0.2% |
| Octagon Investment Partners XIV Ltd | 1.076% | 07/15/2029 | 0.2% |
| Madison Park Funding XI Ltd | 1.038% | 07/23/2029 | 0.2% |
| Magnetite Xxix Ltd | 1.116% | 01/15/2034 | 0.2% |
| Bain Capital Credit CLO 2017-1 | 1.108% | 07/20/2030 | 0.2% |
| Dryden Senior Loan Fund | 1.106% | 04/15/2028 | 0.2% |
| BlueMountain Fuji US Clo I Ltd | 1.114% | 07/20/2029 | 0.2% |
| Honda Auto Receivables 2021-1 Owner Trust | 0.160% | 07/21/2023 | 0.2% |
| Barings CLO Ltd 2019-III | 1.204% | 04/20/2031 | 0.2% |
| Elmwood CLO X Ltd | 0.000% | 10/20/2034 | 0.2% |
| CARLYLE US CLO 2017-3 Ltd | 1.034% | 07/20/2029 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.125% | 01/25/2031 | 0.2% |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | 1.118% | 07/20/2031 | 0.2% |
| KKR Clo 24 Ltd | 1.218% | 04/20/2032 | 0.2% |
| ARES L CLO Ltd | 1.176% | 01/15/2032 | 0.2% |
| OZLM VIII Ltd | 1.304% | 10/17/2029 | 0.2% |
| Regatta Funding LP 2013-2A | 0.976% | 01/15/2029 | 0.2% |
| BankUnited Inc | 4.875% | 11/17/2025 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| Goldman Sachs Group Inc/The | 0.925% | 02/23/2023 | 0.2% |
| Microchip Technology Inc | 2.670% | 09/01/2023 | 0.2% |
| Ausgrid Finance Pty Ltd | 3.850% | 05/01/2023 | 0.2% |
| NXP BV / NXP Funding LLC | 3.875% | 09/01/2022 | 0.2% |
| Occidental Petroleum Corp | 1.644% | 08/15/2022 | 0.2% |
| Australia & New Zealand Banking Group Ltd. | 4.400% | 05/19/2026 | 0.2% |
| Lloyds Banking Group plc | 4.582% | 12/10/2025 | 0.2% |
| BP Capital Markets America Inc | 0.840% | 09/19/2022 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 2.798% | 10/05/2031 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Santander Drive Auto Receivables Trust 2021-2 | 0.280% | 04/15/2024 | 0.2% |
| Perusahaan Penerbit SBSN Indonesia III | 4.325% | 05/28/2025 | 0.2% |
| PPD Inc. | 2.750% | 01/06/2028 | 0.2% |
| Energy Transfer LP | 5.875% | 01/15/2024 | 0.2% |
| Tesla Inc | 5.300% | 08/15/2025 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| Energy Transfer LP | 4.250% | 03/15/2023 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| TCW CLO 2019-1 AMR Ltd | 1.130% | 02/15/2029 | 0.2% |
| Cedar Funding XI Clo Ltd | 1.185% | 05/29/2032 | 0.2% |
| Cenovus Energy Inc | 5.375% | 07/15/2025 | 0.2% |
| Baidu Inc | 4.375% | 05/14/2024 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| DaVita HealthCare Partners Inc. (fka DaVita Inc.) | 2.100% | 08/12/2026 | 0.2% |
| CSN Resources SA | 7.625% | 04/17/2026 | 0.2% |
| Alcoa Nederland Holding BV | 5.500% | 12/15/2027 | 0.2% |
| GS Mortgage Securities Corp II | 2.954% | 11/05/2034 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| MEG Energy Corp | 6.500% | 01/15/2025 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.043% | 01/15/2026 | 0.2% |
| Brinker International Inc | 5.000% | 10/01/2024 | 0.2% |
| Baidu Inc | 3.875% | 09/29/2023 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| WRKCo Inc | 3.000% | 09/15/2024 | 0.2% |
| Alcoa Nederland Holding BV | 7.000% | 09/30/2026 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| Panera Bread Company | 2.375% | 07/18/2022 | 0.2% |
| Jefferies Financial Group Inc | 5.500% | 10/18/2023 | 0.2% |
| International Game Technology plc | 4.125% | 04/15/2026 | 0.2% |
| SFO Commercial Mortgage Trust 2021-555 | 1.243% | 05/15/2038 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| Weibo Corp | 3.500% | 07/05/2024 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Ford Motor Credit Co LLC | 3.810% | 01/09/2024 | 0.2% |
| Global Payments Inc. | 0.000% | 07/09/2024 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.260% | 02/15/2024 | 0.2% |
| Altice Financing SA | 7.500% | 05/15/2026 | 0.2% |
| Altice France SA/France | 7.375% | 05/01/2026 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| Mattel Inc | 3.150% | 03/15/2023 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Flowserve Corp | 4.000% | 11/15/2023 | 0.2% |
| Ford Motor Credit Co LLC | 3.087% | 01/09/2023 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| SL Green Realty Corp | 4.500% | 12/01/2022 | 0.2% |
| Viterra Finance BV | 2.000% | 04/21/2026 | 0.2% |
| Matador Resources Co | 5.875% | 09/15/2026 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| Cheniere Energy Partners, L.P. | 0.000% | 06/30/2024 | 0.2% |
| Danske Bank A/S | 1.621% | 09/11/2026 | 0.2% |
| UBS AG/London | 1.750% | 04/21/2022 | 0.2% |
| Calpine Corp | 5.250% | 06/01/2026 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Lundin Energy Finance BV | 2.000% | 07/15/2026 | 0.2% |
| Standard Chartered plc | 1.319% | 10/14/2023 | 0.2% |
| Orbia Advance Corp SAB de CV | 1.875% | 05/11/2026 | 0.2% |
| Standard Chartered plc | 1.214% | 03/23/2025 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| Enel Finance International NV | 1.375% | 07/12/2026 | 0.2% |
| Mitsubishi UFJ Financial Group Inc | 0.953% | 07/19/2025 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 0.867% | 02/25/2022 | 0.2% |
| HSBC Holdings plc | 0.976% | 05/24/2025 | 0.2% |
| Netflix Inc | 3.625% | 06/15/2025 | 0.2% |
| Harvest Operations Corp | 1.000% | 04/26/2024 | 0.2% |
| BDS 2021-FL7 Ltd | 1.161% | 06/16/2036 | 0.2% |
| LFT CRE 2021-FL1 Ltd | 1.843% | 06/15/2039 | 0.2% |
| NatWest Markets PLC | 0.800% | 08/12/2024 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.815% | 03/15/2037 | 0.2% |
| Aircastle Ltd | 4.400% | 09/25/2023 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| SK Hynix Inc | 1.000% | 01/19/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| SK Hynix Inc | 1.500% | 01/19/2026 | 0.2% |
| Broadcom Inc | 3.150% | 11/15/2025 | 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% |
| Dell International LLC / EMC Corp. | 6.020% | 06/15/2026 | 0.2% |
| Morgan Stanley | 0.791% | 01/22/2025 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Diamond Resorts | 5.425% | 09/02/2023 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Navient Corp | 5.500% | 01/25/2023 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Alphabet Holding Co. Inc. | 4.848% | 09/26/2024 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.013% | 10/15/2036 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Nissan Auto Lease Trust 2020-B | 0.430% | 10/16/2023 | 0.2% |
| Hertz Vehicle Financing LLC | 1.210% | 12/26/2025 | 0.2% |
| Affirm Asset Securitization Trust 2021-B | 1.030% | 08/15/2026 | 0.2% |
| General Motors Co | 5.400% | 10/02/2023 | 0.2% |
| Avolon TLB Borrower 1 (US) LLC | 3.934% | 01/15/2025 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Dell International LLC | 2.000% | 09/19/2025 | 0.1% |
| JPMorgan Chase & Co | 0.824% | 06/01/2025 | 0.1% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.1% |
| Greystone Commercial Real Estate Notes | 0.000% | 07/15/2039 | 0.1% |
| Morgan Stanley | 0.790% | 05/30/2025 | 0.1% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 4.250% | 05/30/2023 | 0.1% |
| ACAM 2019-FL1 ltd | 1.489% | 11/17/2034 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Occidental Petroleum Corp | 6.950% | 07/01/2024 | 0.1% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.1% |
| Helmerich & Payne Inc | 4.650% | 03/15/2025 | 0.1% |
| Enterprise Fleet Financing 2020-2 LLC | 0.610% | 07/20/2026 | 0.1% |
| Skyworks Solutions Inc | 1.800% | 06/01/2026 | 0.1% |
| AT&T INC | 0.000% | 01/28/2022 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| Banff Merger Sub Inc | 9.750% | 09/01/2026 | 0.1% |
| CrownRock LP / CrownRock Finance Inc | 5.625% | 10/15/2025 | 0.1% |
| BBVA Bancomer SA/Texas | 6.750% | 09/30/2022 | 0.1% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.1% |
| Scientific Games International, Inc. | 2.842% | 08/14/2024 | 0.1% |
| Hyundai Capital America | 5.875% | 04/07/2025 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.593% | 01/15/2026 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| Daimler Finance North America LLC | 3.875% | 09/15/2021 | 0.1% |
| KNDR 2021-KIND A | 0.000% | 08/15/2026 | 0.1% |
| Hyundai Capital America | 0.875% | 06/14/2024 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| Navient Corp | 5.875% | 10/25/2024 | 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% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 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% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Boeing Co | 0.000% | 02/06/2022 | 0.1% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.1% |
| Cimarex Energy Co | 4.375% | 06/01/2024 | 0.1% |
| OneMain Finance Corp | 6.125% | 03/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| Ford Credit Auto Owner Trust 2021-REV1 | 1.370% | 10/17/2033 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.343% | 08/15/2034 | 0.1% |
| General Motors Financial Co Inc | 3.950% | 04/13/2024 | 0.1% |
| Howmet Aerospace Inc | 6.875% | 05/01/2025 | 0.1% |
| Bank of America Corp | 0.523% | 06/14/2024 | 0.1% |
| Goldman Sachs Group Inc/The | 0.657% | 09/10/2024 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Daimler Finance North America LLC | 1.056% | 02/15/2022 | 0.1% |
| Bank of America Corp | 3.950% | 04/21/2025 | 0.1% |
| Daimler Finance North America LLC | 0.846% | 11/05/2021 | 0.1% |
| Hilton Worldwide Finance, LLC | 1.972% | 06/22/2026 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.082% | 04/15/2032 | 0.1% |
| Galaxy XIX CLO Ltd | 1.075% | 07/24/2030 | 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% |
| US Foods, Inc. | 3.448% | 06/15/2023 | 0.1% |
| Kinross Gold Corp | 5.950% | 03/15/2024 | 0.1% |
| General Motors Financial Co Inc | 3.700% | 05/09/2023 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 4.154% | 08/15/2046 | 0.1% |
| General Motors Financial Co Inc | 5.100% | 01/17/2024 | 0.1% |
| AES Corp/The | 3.300% | 07/15/2025 | 0.1% |
| CenturyLink, Inc. | 2.350% | 01/28/2025 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| Range Resources Corp | 9.250% | 02/01/2026 | 0.1% |
| Alliance Data Systems Corp | 7.000% | 01/15/2026 | 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% |
| Gentiva Health Services, Inc. | 3.506% | 07/02/2025 | 0.1% |
| Pentair Finance Sarl | 3.150% | 09/15/2022 | 0.1% |
| Diamondback Energy Inc | 2.875% | 12/01/2024 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Sirius XM Radio Inc | 5.375% | 07/15/2026 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.250% | 01/16/2024 | 0.1% |
| Upstart Securitization Trust 2021-2 | 0.910% | 06/20/2031 | 0.1% |
| PFS Financing Corp | 1.000% | 10/15/2025 | 0.1% |
| Verizon Owner Trust 2020-B | 0.470% | 02/20/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-2 | 1.350% | 07/15/2027 | 0.1% |
| Centene Corp | 5.375% | 06/01/2026 | 0.1% |
| ONEOK Inc | 7.500% | 09/01/2023 | 0.1% |
| Microchip Technology Inc | 4.333% | 06/01/2023 | 0.1% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.143% | 04/15/2034 | 0.1% |
| Continental Resources Inc/OK | 4.500% | 04/15/2023 | 0.1% |
| Verus Securitization Trust 2021-3 | 1.046% | 06/25/2066 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| ONE Gas Inc | 0.850% | 03/11/2023 | 0.1% |
| HCA Inc | 5.000% | 03/15/2024 | 0.1% |
| Citigroup Inc | 3.352% | 04/24/2025 | 0.1% |
| JFIN CLO 2013 Ltd | 1.524% | 01/20/2030 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 0.230% | 11/16/2023 | 0.1% |
| Ally Financial Inc | 5.750% | 11/20/2025 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 0.350% | 10/16/2025 | 0.1% |
| iHeartCommunications Inc | 6.375% | 05/01/2026 | 0.1% |
| M360 2019-CRE2 LLC | 1.559% | 09/15/2034 | 0.1% |
| Verus Securitization Trust 2021-R3 | 1.020% | 04/25/2064 | 0.1% |
| West Fraser Timber Co Ltd | 4.350% | 10/15/2024 | 0.1% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.1% |
| Alliance Data Systems Corp | 4.750% | 12/15/2024 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.643% | 09/15/2028 | 0.1% |
| Goldman Sachs Group Inc/The | 4.250% | 10/21/2025 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Newell Brands Inc | 4.350% | 04/01/2023 | 0.1% |
| Centene Corp | 4.250% | 12/15/2027 | 0.1% |
| Hess Corporation | 0.000% | 03/16/2023 | 0.1% |
| Duquesne Light Holdings Inc | 5.900% | 12/01/2021 | 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% |
| SM Energy Co | 10.000% | 01/15/2025 | 0.1% |
| Nelnet Student Loan Trust 2021-A | 1.360% | 04/20/2062 | 0.1% |
| Devon Energy Corp | 5.250% | 10/15/2027 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.343% | 01/15/2026 | 0.1% |
| Bausch Health Cos Inc | 6.125% | 04/15/2025 | 0.1% |
| Pacific Gas and Electric Co | 1.367% | 03/10/2023 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 3.375% | 06/15/2026 | 0.1% |
| Centene Corp | 5.375% | 08/15/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| Change Healthcare Holdings LLC / Change Healthcare | 5.750% | 03/01/2025 | 0.1% |
| Century Communities Inc | 5.875% | 07/15/2025 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| NEXSTAR BROADCASTING GROUP | 1.601% | 09/19/2024 | 0.1% |
| International Flavors & Fragrances, Inc. | 1.230% | 10/01/2025 | 0.1% |
| Citigroup Global Markets Holdings Inc/United State | 0.750% | 06/07/2024 | 0.1% |
| Aircastle Ltd | 5.000% | 04/01/2023 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Flex Ltd | 3.750% | 02/01/2026 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| L Brands Inc | 9.375% | 07/01/2025 | 0.1% |
| Origin Energy Finance Ltd | 5.450% | 10/14/2021 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.1% |
| Macy's Retail Holdings LLC | 3.625% | 06/01/2024 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Kinder Morgan Inc | 1.464% | 01/15/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.750% | 02/17/2026 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Arbor Realty Collateralized Loan Obligation Ltd | 1.193% | 05/15/2036 | 0.1% |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.643% | 12/15/2037 | 0.1% |
| Sabre GLBL Inc | 7.375% | 09/01/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 1.176% | 07/24/2023 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.1% |
| Pacific Gas and Electric Co | 3.250% | 06/15/2023 | 0.1% |
| TransAlta Corp | 4.500% | 11/15/2022 | 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% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Caesars Entertainment Inc | 6.250% | 07/01/2025 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| William Carter Co/The | 5.500% | 05/15/2025 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Prope | 7.500% | 06/01/2025 | 0.1% |
| GS Mortgage Securities Trust 2011-GC5 | 5.184% | 08/10/2044 | 0.1% |
| Arcos Dorados Holdings Inc | 5.875% | 04/04/2027 | 0.1% |
| GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 08/10/2046 | 0.1% |
| People's United Financial Inc | 3.650% | 12/06/2022 | 0.1% |
| Gazprom PJSC Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2021-A | 0.250% | 04/17/2023 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 4.500% | 03/10/2050 | 0.1% |
| Weibo Corp | 1.250% | 11/15/2022 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.1% |
| DISH DBS Corp | 5.875% | 07/15/2022 | 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% |
| Marriott International Inc/MD | 5.750% | 05/01/2025 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| GS Mortgage Securities Corp II | 3.007% | 12/10/2030 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| Rattler Midstream LP | 5.625% | 07/15/2025 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Westinghouse Air Brake Technologies Corp | 4.400% | 03/15/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 5.994% | 05/15/2026 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.450% | 01/16/2029 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.020% | 06/15/2027 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| Exeter Automobile Receivables Trust 2021-2 | 1.400% | 04/15/2027 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.575% | 07/21/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.593% | 06/15/2038 | 0.1% |
| GS Mortgage Securities Trust 2013-G1 | 3.557% | 04/10/2031 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.543% | 05/15/2038 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| Westlake Automobile Receivables Trust 2021-2 | 0.890% | 07/15/2026 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.839% | 12/19/2030 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 1.244% | 05/15/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.443% | 07/15/2032 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.243% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.023% | 12/15/2036 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.523% | 06/15/2035 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.743% | 06/15/2035 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.119% | 12/19/2030 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.423% | 07/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust 2021-2 | 0.270% | 01/16/2024 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 0.000% | 07/15/2038 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.043% | 07/15/2035 | 0.1% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 3.277% | 10/15/2030 | 0.1% |
| Citigroup Inc | 3.142% | 01/24/2023 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.235% | 05/15/2029 | 0.1% |
| Hess Corp | 3.500% | 07/15/2024 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Baffinland Iron Mines Corp / Baffinland Iron Mines | 8.750% | 07/15/2026 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Aadvantage Loyalty IP | 5.500% | 03/10/2028 | 0.1% |
| Aviation Capital Group LLC | 3.875% | 05/01/2023 | 0.1% |
| Citigroup Inc | 1.678% | 05/15/2024 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| Canadian Pacific Railway Co | 9.450% | 08/01/2021 | 0.1% |
| CSMC 2021-NQM3 | 1.015% | 04/25/2066 | 0.1% |
| HCA Inc | 5.250% | 06/15/2026 | 0.1% |
| Tronox Inc | 6.500% | 05/01/2025 | 0.1% |
| TransDigm Inc | 8.000% | 12/15/2025 | 0.1% |
| Vail Resorts Inc | 6.250% | 05/15/2025 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 2.776% | 03/10/2050 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 3.914% | 08/05/2034 | 0.1% |
| Core & Main LP | 6.125% | 08/15/2025 | 0.1% |
| Octane Receivables Trust 0.93% 3/22/2027 | 0.930% | 03/22/2027 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2 | 0.450% | 02/15/2024 | 0.1% |
| BB-UBS Trust | 3.559% | 06/05/2030 | 0.1% |
| Hyundai Capital America | 1.500% | 06/15/2026 | 0.1% |
| Uber Technologies Inc | 7.500% | 05/15/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.893% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.343% | 10/15/2036 | 0.1% |
| Bank of America Corp | 1.319% | 06/19/2026 | 0.1% |
| Univision Communications Inc | 5.125% | 02/15/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.543% | 04/15/2031 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Santander Holdings USA Inc | 3.400% | 01/18/2023 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Murphy Oil Corp | 6.875% | 08/15/2024 | 0.1% |
| Verus Securitization Trust 2021-1 | 0.815% | 01/25/2066 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| Petroleos Mexicanos | 6.875% | 08/04/2026 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| BAT International Finance plc | 1.668% | 03/25/2026 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| BB-UBS Trust | 3.559% | 06/05/2030 | 0.1% |
| CNH Industrial Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| Ally Auto Receivables Trust 2019-3 | 1.930% | 05/15/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| CSMC 2021-NQM1 | 0.809% | 05/25/2065 | 0.1% |
| General Motors Financial Co Inc | 3.150% | 06/30/2022 | 0.1% |
| Aircastle Ltd | 5.250% | 08/11/2025 | 0.1% |
| Hyundai Capital America | 1.300% | 01/08/2026 | 0.1% |
| Macquarie Group Ltd | 4.150% | 03/27/2024 | 0.1% |
| Verus Securitization Trust 2021-R2 | 0.918% | 02/25/2064 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Air Lease Corp | 1.875% | 08/15/2026 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Humana Inc | 0.650% | 08/03/2023 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Suncor Energy Inc | 9.250% | 10/15/2021 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| Valero Energy Corp | 1.200% | 03/15/2024 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 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% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| Carvana Auto Receivables Trust 2021-N1 | 0.700% | 01/10/2028 | 0.1% |
| General Motors Financial Co Inc | 5.250% | 03/01/2026 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| Devon Energy Corp | 5.250% | 09/15/2024 | 0.1% |
| VMware Inc | 1.000% | 08/15/2024 | 0.1% |
| SMB Private Education Loan Trust 2021-A | 0.593% | 01/15/2053 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| Santander Holdings USA Inc | 3.450% | 06/02/2025 | 0.1% |
| Ally Financial Inc | 4.625% | 03/30/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| BBCMS Trust 2018-BXH | 1.093% | 10/15/2037 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| Devon Energy Corp | 8.250% | 08/01/2023 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.723% | 08/15/2049 | 0.1% |
| CSMC 2020-NQM1 Trust | 1.208% | 05/25/2065 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| Molina Healthcare Inc | 5.375% | 11/15/2022 | 0.1% |
| SLIDE 2018-FUN | 1.243% | 06/15/2031 | 0.1% |
| Cenovus Energy Inc | 4.000% | 04/15/2024 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| Macquarie Group Ltd | 1.340% | 01/12/2027 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| US Coatings | 3.306% | 06/01/2024 | 0.1% |
| General Motors Financial Co Inc | 1.184% | 01/05/2023 | 0.1% |
| NRG Energy Inc | 6.625% | 01/15/2027 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Las Vegas Sands Corp | 3.200% | 08/08/2024 | 0.1% |
| ABG Intermediate Holdings 2 LLC | 4.000% | 09/27/2024 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| Atmos Energy Corp | 0.625% | 03/09/2023 | 0.1% |
| Lennar Corp | 4.750% | 11/15/2022 | 0.1% |
| PDC Energy Inc | 6.125% | 09/15/2024 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.089% | 03/25/2034 | 0.1% |
| Valero Energy Corp | 2.700% | 04/15/2023 | 0.1% |
| Navient Corp | 6.125% | 03/25/2024 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| OneMain Finance Corp | 8.250% | 10/01/2023 | 0.1% |
| General Motors Financial Co Inc | 2.900% | 02/26/2025 | 0.1% |
| PFP 2019-6 Ltd | 1.141% | 04/14/2037 | 0.0% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.0% |
| F&G Global Funding | 1.750% | 06/30/2026 | 0.0% |
| Citigroup Inc | 4.050% | 07/30/2022 | 0.0% |
| PDC Energy Inc | 5.750% | 05/15/2026 | 0.0% |
| Travel + Leisure Co | 6.600% | 10/01/2025 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| NCL Corp Ltd | 5.875% | 03/15/2026 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.413% | 10/15/2036 | 0.0% |
| Valero Energy Corp | 2.850% | 04/15/2025 | 0.0% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.0% |
| HCA Inc | 8.360% | 04/15/2024 | 0.0% |
| Exeter Automobile Receivables Trust 2021-2 | 0.980% | 06/15/2026 | 0.0% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.0% |
| Glencore Funding LLC | 1.625% | 04/27/2026 | 0.0% |
| General Motors Financial Co Inc | 5.200% | 03/20/2023 | 0.0% |
| Ovintiv Exploration Inc | 5.625% | 07/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.393% | 06/15/2032 | 0.0% |
| Live Nation Entertainment Inc | 4.875% | 11/01/2024 | 0.0% |
| FNB Corp/PA | 2.200% | 02/24/2023 | 0.0% |
| Oceaneering International Inc | 4.650% | 11/15/2024 | 0.0% |
| CIT Group Inc | 4.750% | 02/16/2024 | 0.0% |
| USI Inc/NY | 6.875% | 05/01/2025 | 0.0% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.0% |
| CIT Group Inc | 5.000% | 08/15/2022 | 0.0% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Wells Fargo & Co | 3.750% | 01/24/2024 | 0.0% |
| Fluor Corp | 3.500% | 12/15/2024 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 0.689% | 01/25/2046 | 0.0% |
| SYNNEX Corp | 1.250% | 08/09/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Western Midstream Operating LP | 2.288% | 01/13/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.0% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.0% |
| Hawaiian Airlines 2013-1 Class B Pass Through Cert | 4.950% | 01/15/2022 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.343% | 01/15/2034 | 0.0% |
| Pacific Gas and Electric Co | 3.750% | 02/15/2024 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.427% | 12/15/2036 | 0.0% |
| CSMC Trust 2017-PFHP | 1.043% | 12/15/2030 | 0.0% |
| BDS 2019-FL3 LTD | 1.493% | 12/15/2035 | 0.0% |
| Kemper Corp | 4.350% | 02/15/2025 | 0.0% |
| Assurant Inc | 4.200% | 09/27/2023 | 0.0% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.0% |
| Boeing Co/The | 2.300% | 08/01/2021 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.143% | 12/15/2033 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.324% | 11/15/2049 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.867% | 01/15/2049 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.0% |
| Tech Data Corporation | 3.631% | 06/30/2025 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.0% |
| Triton Container International Ltd | 0.800% | 08/01/2023 | 0.0% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.044% | 09/15/2050 | 0.0% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.0% |
| Synovus Financial Corp | 3.125% | 11/01/2022 | 0.0% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| Microchip Technology Inc | 4.250% | 09/01/2025 | 0.0% |
| State of Illinois | 4.950% | 06/01/2023 | 0.0% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.0% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.303% | 07/05/2033 | 0.0% |
| CIT Group Inc | 3.929% | 06/19/2024 | 0.0% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.0% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.917% | 08/15/2049 | 0.0% |
| COMM 2020-SBX Mortgage Trust | 1.670% | 01/10/2038 | 0.0% |
| BXP Trust 2017-CQHP | 0.943% | 11/15/2034 | 0.0% |
| American Airlines 2014-1 Class B Pass Through Trus | 4.375% | 10/01/2022 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.719% | 12/15/2032 | 0.0% |
| PVH Corp | 4.625% | 07/10/2025 | 0.0% |
| Mattel Inc | 3.375% | 04/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.693% | 06/15/2032 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Diamondback Energy Inc | 0.900% | 03/24/2023 | 0.0% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.0% |
| GATX Corp | 4.350% | 02/15/2024 | 0.0% |
| COMM 2013-SFS Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Huntington Ingalls Industries Inc | 3.844% | 05/01/2025 | 0.0% |
| Hasbro Inc | 3.000% | 11/19/2024 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.463% | 04/15/2034 | 0.0% |
| DR Horton Inc | 5.750% | 08/15/2023 | 0.0% |
| Select Medical Corp | 6.250% | 08/15/2026 | 0.0% |
| Square Inc | 2.750% | 06/01/2026 | 0.0% |
| COMM 2015-LC21 Mortgage Trust | 3.708% | 07/10/2048 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.243% | 09/15/2028 | 0.0% |
| Novelis Corp | 3.250% | 11/15/2026 | 0.0% |
| E*TRADE Financial Corp | 2.950% | 08/24/2022 | 0.0% |
| Lennar Corp | 4.750% | 05/30/2025 | 0.0% |
| Bank of America Corp | 0.981% | 09/25/2025 | 0.0% |
| Bausch Health Cos Inc | 5.500% | 11/01/2025 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Air Lease Corp | 4.250% | 02/01/2024 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| Palisades Center Trust 2016-PLSD | 4.737% | 04/13/2033 | 0.0% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.0% |
| EQT Corp | 3.125% | 05/15/2026 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.543% | 05/15/2036 | 0.0% |
| Occidental Petroleum Corp | 2.900% | 08/15/2024 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.0% |
| BX Trust 2017-SLCT | 2.143% | 07/15/2034 | 0.0% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.500% | 03/01/2025 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.768% | 03/10/2049 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Summit Materials LLC / Summit Materials Finance Co | 5.125% | 06/01/2025 | 0.0% |
| Welbilt Inc | 9.500% | 02/15/2024 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Netflix Inc | 4.375% | 11/15/2026 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.0% |
| BY Crown Parent LLC | 7.375% | 10/15/2024 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Triton Container International Ltd | 1.150% | 06/07/2024 | 0.0% |
| Valero Energy Corp | 3.650% | 03/15/2025 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| US Airways 2013-1 Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| General Motors Co | 6.125% | 10/01/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 3.173% | 05/15/2048 | 0.0% |
| OneMain Finance Corp | 5.625% | 03/15/2023 | 0.0% |
| National Fuel Gas Co | 7.395% | 03/30/2023 | 0.0% |
| RETL 2019-RVP | 2.193% | 03/15/2036 | 0.0% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.0% |
| Dell International LLC / EMC Corp. | 5.850% | 07/15/2025 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| Emera US Finance LP | 0.833% | 06/15/2024 | 0.0% |
| Fresenius Medical Care US Finance II, Inc. | 4.750% | 10/15/2024 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 0.0% |
| Avolon Holdings Funding Ltd | 3.625% | 05/01/2022 | 0.0% |
| National Fuel Gas Co | 3.750% | 03/01/2023 | 0.0% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| Petroleos Mexicanos | 6.875% | 10/16/2025 | 0.0% |
| Suncor Energy Inc | 7.875% | 06/15/2026 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| Navient Corp | 6.500% | 06/15/2022 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 3.532% | 08/10/2047 | 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% |
| General Motors Financial Co Inc | 4.250% | 05/15/2023 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| PGT Innovations Inc | 6.750% | 08/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.243% | 04/15/2031 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.738% | 06/15/2045 | 0.0% |
| Ally Financial Inc | 1.450% | 10/02/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 1.205% | 07/25/2027 | 0.0% |
| Newell Brands Inc | 4.875% | 06/01/2025 | 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% |
| VeriSign Inc | 5.250% | 04/01/2025 | 0.0% |
| CommScope Inc | 5.500% | 03/01/2024 | 0.0% |
| M/I Homes Inc | 5.625% | 08/01/2025 | 0.0% |
| OneMain Finance Corp | 6.125% | 05/15/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.673% | 12/15/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.672% | 09/15/2048 | 0.0% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.0% |
| GS Mortgage Securities Trust 2012-GCJ7 | 4.740% | 05/10/2045 | 0.0% |
| New York Transportation Development Corp | 1.610% | 12/01/2022 | 0.0% |
| New York Transportation Development Corp | 1.360% | 12/01/2021 | 0.0% |
| BX 2021-MFM1 | 0.793% | 01/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| CSMC 2014-USA OA LLC | 0.540% | 09/15/2037 | 0.0% |
| MPT Operating Partnership LP / MPT Finance Corp | 5.000% | 10/15/2027 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.960% | 01/15/2048 | 0.0% |
| Vornado Realty LP | 2.150% | 06/01/2026 | 0.0% |
| Westinghouse Air Brake Technologies Corp | 3.200% | 06/15/2025 | 0.0% |
| American Airlines, Inc. | 3.318% | 12/14/2023 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Freeport-McMoRan Inc | 3.875% | 03/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.643% | 04/15/2031 | 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% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.500% | 05/01/2026 | 0.0% |
| Aviation Capital Group LLC | 2.875% | 01/20/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.003% | 07/05/2033 | 0.0% |
| Fannie Mae Pool | 0.103% | 01/01/2042 | 0.0% |
| Reynolds American Inc | 4.450% | 06/12/2025 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| Fannie Mae Pool | 0.103% | 10/01/2036 | 0.0% |
| Kraft Heinz Foods Co | 3.000% | 06/01/2026 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.825% | 12/15/2036 | 0.0% |
| Toll Brothers Finance Corp | 4.375% | 04/15/2023 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.503% | 07/15/2048 | 0.0% |
| Texas Eastern Transmission LP | 2.800% | 10/15/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| COMM 2014-UBS3 Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| SLIDE 2018-FUN | 1.593% | 06/15/2031 | 0.0% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 2.117% | 10/15/2030 | 0.0% |
| Lennar Corp | 4.875% | 12/15/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.111% | 02/10/2037 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Macquarie Group Ltd | 3.189% | 11/28/2023 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.363% | 06/10/2048 | 0.0% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.0% |
| SLIDE 2018-FUN | 1.893% | 06/15/2031 | 0.0% |
| Hudsons Bay Simon JV Trust 2015-HBS | 1.245% | 08/05/2034 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.474% | 08/10/2049 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| Fannie Mae Pool | 0.103% | 12/01/2045 | 0.0% |
| Glencore Funding LLC | 3.000% | 10/27/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.819% | 05/15/2045 | 0.0% |
| MSCG Trust 2015-ALDR | 2.612% | 06/07/2035 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| FMG Resources August 2006 Pty Ltd | 5.125% | 05/15/2024 | 0.0% |
| Shops at Crystals Trust 2016-CSTL | 0.203% | 07/05/2036 | 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% |
| GS Mortgage Securities Trust 2015-GS1 | 0.187% | 11/10/2048 | 0.0% |
| Toll Brothers Finance Corp | 4.875% | 11/15/2025 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 2.068% | 05/15/2048 | 0.0% |
| Palisades Center Trust 2016-PLSD | 2.713% | 04/13/2033 | 0.0% |
| Fannie Mae Pool | 0.103% | 04/01/2040 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.103% | 11/10/2049 | 0.0% |
| MGM Resorts International | 6.000% | 03/15/2023 | 0.0% |
| COMM 2014-UBS5 Mortgage Trust | 0.085% | 09/10/2047 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| DR Horton Inc | 4.750% | 02/15/2023 | 0.0% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.562% | 07/15/2050 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.907% | 03/10/2046 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.093% | 03/15/2036 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| SITE Centers Corp | 3.625% | 02/01/2025 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.688% | 12/10/2054 | 0.0% |
| Fannie Mae Pool | 0.103% | 06/01/2042 | 0.0% |
| Freddie Mac Non Gold Pool | 2.265% | 06/01/2041 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| Freddie Mac Non Gold Pool | 2.377% | 12/01/2040 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Fannie Mae Pool | 0.103% | 03/01/2042 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Fannie Mae Pool | 0.103% | 10/01/2045 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.011% | 06/15/2048 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.372% | 07/05/2030 | 0.0% |
| Fannie Mae Pool | 0.103% | 12/01/2045 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.776% | 08/15/2045 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.391% | 08/10/2049 | 0.0% |
| Freddie Mac Non Gold Pool | 2.170% | 06/01/2042 | 0.0% |
| Government National Mortgage Association | 0.849% | 12/16/2054 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 0.469% | 07/10/2050 | 0.0% |
| Fannie Mae Pool | 0.103% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 0.103% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 0.103% | 10/01/2040 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.296% | 06/15/2045 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| Government National Mortgage Association | 0.044% | 03/16/2056 | 0.0% |
| GS Mortgage Securities Trust 2012-GC6 | 1.875% | 01/10/2045 | 0.0% |
| Sable Permian Resources - Warrants | 0.000% | - | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.000% | 06/15/2032 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| SLIDE 2018-FUN | 0.000% | 12/15/2021 | 0.0% |
| US 5YR NOTE (CBT) SEP21 | 0.000% | 10/05/2021 | 0.0% |
| US 2YR NOTE (CBT) SEP21 | 0.000% | 10/05/2021 | 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.