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 | 2.4% |
| United States Treasury Note/Bond | 1.125% | 10/31/2026 | 1.7% |
| United States Treasury Note/Bond | 0.375% | 10/31/2023 | 1.3% |
| MRA Issuance Trust 2021-8 | 1.249% | 05/15/2022 | 1.0% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.7% |
| UBS AG | 5.125% | 05/15/2024 | 0.5% |
| CHT 2017-COSMO Mortgage Trust | 1.040% | 11/15/2036 | 0.5% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| Exeter Automobile Receivables Trust 2021-3 | 0.690% | 01/15/2026 | 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 | 2.4% |
| United States Treasury Note/Bond | 1.125% | 10/31/2026 | 1.8% |
| United States Treasury Note/Bond | 0.375% | 10/31/2023 | 1.3% |
| MRA Issuance Trust 2021-8 | 1.236% | 05/15/2022 | 1.0% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.7% |
| UBS AG | 5.125% | 05/15/2024 | 0.5% |
| CHT 2017-COSMO Mortgage Trust | 1.020% | 11/15/2036 | 0.5% |
| UBS AG/Stamford CT | 7.625% | 08/17/2022 | 0.5% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.5% |
| Exeter Automobile Receivables Trust 2021-3 | 0.690% | 01/15/2026 | 0.5% |
| Boeing Co/The | 4.875% | 05/01/2025 | 0.4% |
| NextGear Floorplan Master Owner Trust | 0.890% | 02/15/2025 | 0.4% |
| Lloyds Banking Group PLC | 1.326% | 06/15/2023 | 0.4% |
| CIT Group Inc | 5.000% | 08/01/2023 | 0.4% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.4% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.590% | 08/15/2032 | 0.4% |
| BX Commercial Mortgage Trust 2019-XL | 1.540% | 10/15/2036 | 0.4% |
| PFP 2021-7 Ltd | 0.940% | 04/14/2038 | 0.4% |
| SCF Equipment Leasing 2021-1 LLC | 0.830% | 08/21/2028 | 0.4% |
| ZF North America Capital Inc | 4.750% | 04/29/2025 | 0.4% |
| BX Commercial Mortgage Trust 2021-XL2 | 0.778% | 10/15/2038 | 0.4% |
| United States Treasury Note/Bond | 0.125% | 08/31/2023 | 0.4% |
| Intesa Sanpaolo SpA | 5.017% | 06/26/2024 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 1.070% | 05/15/2036 | 0.4% |
| BX Trust 2021-RISE | 1.344% | 11/15/2036 | 0.4% |
| Bayer US Finance II LLC | 1.126% | 12/15/2023 | 0.4% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.090% | 05/15/2036 | 0.4% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.4% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.4% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.3% |
| Charter Communications Operating LLC | 1.850% | 04/30/2025 | 0.3% |
| Imperial Brands Finance PLC | 3.125% | 07/26/2024 | 0.3% |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4 | 0.900% | 10/25/2051 | 0.3% |
| ABN AMRO Bank NV | 6.250% | 04/27/2022 | 0.3% |
| UniCredit SpA | 7.830% | 12/04/2023 | 0.3% |
| NatWest Group PLC | 5.125% | 05/28/2024 | 0.3% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.3% |
| Standard Chartered PLC | 0.991% | 01/12/2025 | 0.3% |
| BX Trust 2021-ARIA | 2.334% | 10/15/2036 | 0.3% |
| Citigroup Inc | 4.400% | 06/10/2025 | 0.3% |
| GM Financial Automobile Leasing Trust 2020-3 | 0.510% | 10/21/2024 | 0.3% |
| NYO Commercial Mortgage Trust 2021-1290 | 1.184% | 11/15/2038 | 0.3% |
| XPO Logistics Inc | 1.831% | 02/24/2025 | 0.3% |
| Reliance Industries Ltd | 5.400% | 02/14/2022 | 0.3% |
| GS Mortgage Securities Corp II | 1.340% | 11/15/2026 | 0.3% |
| Mortgage Repurchase Agreement Financing Trust Series 2021-1 | 0.591% | 09/10/2022 | 0.3% |
| ZH Trust 2021-2 | 2.349% | 10/17/2027 | 0.3% |
| Romark CLO Ltd | 1.774% | 10/23/2030 | 0.3% |
| Dell International LLC / EMC Corp | 5.450% | 06/15/2023 | 0.3% |
| Scientific Games International Inc | 2.840% | 08/14/2024 | 0.3% |
| Santander Drive Auto Receivables Trust 2021-3 | 0.290% | 05/15/2024 | 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 | 3.873% | 05/05/2035 | 0.3% |
| Ally Financial Inc | 5.125% | 09/30/2024 | 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% |
| Vistra Operations Co LLC | 3.550% | 07/15/2024 | 0.3% |
| Ford Motor Credit Co LLC | 4.250% | 09/20/2022 | 0.3% |
| DBGS 2021-W52 Mortgage Trust | 2.388% | 10/15/2036 | 0.3% |
| CNO Financial Group Inc | 5.250% | 05/30/2025 | 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% |
| Santander Retail Auto Lease Trust 2021-A | 0.510% | 07/22/2024 | 0.3% |
| OCP Clo 2019-17 Ltd | 1.172% | 07/20/2032 | 0.2% |
| HGI CRE CLO 2021-FL2 Ltd | 1.091% | 09/17/2036 | 0.2% |
| ACREC 2021-FL1 Ltd | 1.239% | 10/16/2036 | 0.2% |
| Westlake Automobile Receivables Trust 2021-2 | 0.320% | 04/15/2025 | 0.2% |
| CarMax Auto Owner Trust 2020-2 | 5.750% | 05/17/2027 | 0.2% |
| Great Wolf Trust 2019-WOLF | 1.723% | 12/15/2036 | 0.2% |
| Becton Dickinson and Co | 1.146% | 06/06/2022 | 0.2% |
| Nielsen Finance LLC | 2.089% | 10/04/2023 | 0.2% |
| BXHPP Trust 2021-FILM | 0.990% | 08/15/2036 | 0.2% |
| Deephaven Residential Mortgage Trust 2021-3 | 1.194% | 08/25/2066 | 0.2% |
| CSMC 2021-NQM6 | 1.174% | 07/25/2066 | 0.2% |
| Progress Residential 2021-SFR8 Trust | 3.181% | 10/17/2038 | 0.2% |
| FirstEnergy Corp | 3.350% | 07/15/2022 | 0.2% |
| Ally Financial Inc | 3.875% | 05/21/2024 | 0.2% |
| BXHPP Trust 2021-FILM | 0.740% | 08/15/2036 | 0.2% |
| Navient Private Education Refi Loan Trust 2021-c | 1.060% | 10/15/2069 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.2% |
| Carnival Corp | 3.750% | 06/30/2025 | 0.2% |
| Freeport-McMoRan Inc | 4.550% | 11/14/2024 | 0.2% |
| Honda Auto Receivables 2021-2 Owner Trust | 0.170% | 11/15/2023 | 0.2% |
| Bank of America Corp | 4.000% | 01/22/2025 | 0.2% |
| Credit Suisse Group AG | 3.750% | 03/26/2025 | 0.2% |
| GM Financial Leasing Trust | 0.260% | 02/20/2024 | 0.2% |
| Diamondback Energy Inc | 2.875% | 12/01/2024 | 0.2% |
| HCA Inc | 5.250% | 04/15/2025 | 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% |
| TICP CLO XIV Ltd | 1.251% | 10/20/2032 | 0.2% |
| Lendmark Funding Trust 2021-2 | 2.000% | 04/20/2032 | 0.2% |
| Downstream Development Authority of the Quapaw Tribe of Oklahoma | 10.500% | 02/15/2023 | 0.2% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| Hertz Vehicle Financing III LP | 1.680% | 12/27/2027 | 0.2% |
| Apidos CLO XXXI | 1.224% | 04/15/2031 | 0.2% |
| Ammc Clo 19 Ltd | 1.922% | 10/16/2028 | 0.2% |
| Elmwood CLO X Ltd | 1.168% | 10/20/2034 | 0.2% |
| Kayne CLO II Ltd | 1.204% | 10/15/2031 | 0.2% |
| Magnetite Xxix Ltd | 1.114% | 01/15/2034 | 0.2% |
| TCI-Flatiron CLO 2016-1 Ltd | 1.272% | 01/17/2032 | 0.2% |
| TCI-Flatiron Clo 2018-1 Ltd | 1.189% | 01/29/2032 | 0.2% |
| Apidos CLO XXII | 1.192% | 04/20/2031 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 1.352% | 01/20/2032 | 0.2% |
| KKR CLO 28 LTD | 1.256% | 03/15/2031 | 0.2% |
| CARLYLE US CLO 2019-1 LTD | 1.212% | 04/20/2031 | 0.2% |
| Bain Capital Credit CLO 2017-1 Ltd | 1.102% | 07/20/2030 | 0.2% |
| KKR Clo 24 Ltd | 1.212% | 04/20/2032 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.312% | 01/20/2032 | 0.2% |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | 1.112% | 07/20/2031 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.212% | 10/16/2029 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.124% | 01/25/2031 | 0.2% |
| Barings CLO Ltd 2019-III | 1.202% | 04/20/2031 | 0.2% |
| BlueMountain Fuji US Clo I Ltd | 1.112% | 07/20/2029 | 0.2% |
| CARLYLE US CLO 2017-3 Ltd | 1.032% | 07/20/2029 | 0.2% |
| Cedar Funding X CLO Ltd | 1.232% | 10/20/2032 | 0.2% |
| CIFC Funding 2013-II Ltd | 1.122% | 10/18/2030 | 0.2% |
| Dryden Senior Loan Fund | 1.104% | 04/15/2028 | 0.2% |
| Octagon Investment Partners XXI Ltd | 1.156% | 02/14/2031 | 0.2% |
| Apidos CLO XXIV | 1.082% | 10/20/2030 | 0.2% |
| ARES L CLO Ltd | 1.174% | 01/15/2032 | 0.2% |
| Cedar Funding XIV CLO Ltd | 1.224% | 07/15/2033 | 0.2% |
| Octagon Investment Partners XIV Ltd | 1.074% | 07/15/2029 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON | 3.735% | 01/05/2031 | 0.2% |
| AutoNation Inc | 0.000% | 12/01/2021 | 0.2% |
| NRG Energy Inc | 3.750% | 06/15/2024 | 0.2% |
| Madison Park Funding XI Ltd | 1.024% | 07/23/2029 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| HUMANA INC | 0.000% | 10/30/2023 | 0.2% |
| Credit Acceptance Auto Loan Trust 2021-3 | 1.000% | 05/15/2030 | 0.2% |
| OZLM VIII Ltd | 1.292% | 10/17/2029 | 0.2% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.2% |
| Altice France SA/France | 8.125% | 02/01/2027 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 3.287% | 01/10/2037 | 0.2% |
| Brinker International Inc | 5.000% | 10/01/2024 | 0.2% |
| MEG Energy Corp | 6.500% | 01/15/2025 | 0.2% |
| GLS Auto Receivables Issuer Trust 2021-3 | 0.420% | 01/15/2025 | 0.2% |
| Goldman Sachs Group Inc/The | 0.914% | 02/23/2023 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.840% | 03/15/2024 | 0.2% |
| BX Commercial Mortgage Trust 2021-ACNT | 0.939% | 11/15/2026 | 0.2% |
| Upstart Securitization Trust 2021-5 | 1.310% | 11/20/2031 | 0.2% |
| MF1 2021-FL7 Ltd | 1.169% | 10/16/2036 | 0.2% |
| DaVita Inc | 1.840% | 08/12/2026 | 0.2% |
| Microchip Technology Inc | 2.670% | 09/01/2023 | 0.2% |
| Energy Transfer LP | 4.250% | 03/15/2023 | 0.2% |
| GM Financial Leasing Trust | 0.170% | 04/20/2023 | 0.2% |
| BankUnited Inc | 4.875% | 11/17/2025 | 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% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 07/15/2025 | 0.2% |
| MF1 2021-FL7 Ltd | 1.539% | 10/16/2036 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Lloyds Banking Group PLC | 4.582% | 12/10/2025 | 0.2% |
| OneMain Direct Auto Receivables Trust 2021-1 | 0.870% | 07/14/2028 | 0.2% |
| PPD Inc | 2.500% | 01/13/2028 | 0.2% |
| Central American Bottling Corp | 5.750% | 01/31/2027 | 0.2% |
| Energy Transfer LP | 5.875% | 01/15/2024 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 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% |
| Australia & New Zealand Banking Group Ltd | 4.400% | 05/19/2026 | 0.2% |
| Cedar Funding XI Clo Ltd | 1.226% | 05/29/2032 | 0.2% |
| Aqua Finance Trust 2021-A | 1.540% | 07/17/2046 | 0.2% |
| Hyundai Capital America | 1.250% | 09/18/2023 | 0.2% |
| BPCE SA | 4.500% | 03/15/2025 | 0.2% |
| Credit Agricole SA | 4.375% | 03/17/2025 | 0.2% |
| Alcoa Nederland Holding BV | 5.500% | 12/15/2027 | 0.2% |
| BNP Paribas SA | 4.705% | 01/10/2025 | 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% |
| Barclays PLC | 4.375% | 09/11/2024 | 0.2% |
| Matador Resources Co | 5.875% | 09/15/2026 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Builders FirstSource Inc | 6.750% | 06/01/2027 | 0.2% |
| Anglo American Capital PLC | 3.625% | 09/11/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2021-A | 0.170% | 10/15/2023 | 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% |
| Range Resources Corp | 9.250% | 02/01/2026 | 0.2% |
| Weibo Corp | 3.500% | 07/05/2024 | 0.2% |
| Ford Credit Auto Owner Trust 2018-REV2 | 3.470% | 01/15/2030 | 0.2% |
| CSN Resources SA | 7.625% | 04/17/2026 | 0.2% |
| Panera Bread Co | 2.375% | 07/18/2022 | 0.2% |
| Global Payments Inc | 1.467% | 07/09/2024 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.260% | 02/15/2024 | 0.2% |
| First Quantum Minerals Ltd | 7.250% | 04/01/2023 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Gazprom PJSC Via Gaz Capital SA | 6.510% | 03/07/2022 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| CA Magnum Holdings | 5.375% | 10/31/2026 | 0.2% |
| Ford Motor Credit Co LLC | 5.596% | 01/07/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.555% | 08/15/2052 | 0.2% |
| Ford Motor Credit Co LLC | 3.087% | 01/09/2023 | 0.2% |
| Calpine Corp | 5.250% | 06/01/2026 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| International Game Technology PLC | 4.125% | 04/15/2026 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 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% |
| Pertamina Persero PT | 4.875% | 05/03/2022 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| Tengizchevroil Finance Co International Ltd | 2.625% | 08/15/2025 | 0.2% |
| Mattel Inc | 3.150% | 03/15/2023 | 0.2% |
| UBS AG/London | 1.750% | 04/21/2022 | 0.2% |
| Standard Chartered PLC | 1.319% | 10/14/2023 | 0.2% |
| Lundin Energy Finance BV | 2.000% | 07/15/2026 | 0.2% |
| NextEra Energy Capital Holdings Inc | 0.900% | 02/25/2022 | 0.2% |
| LFT CRE 2021-FL1 Ltd | 1.840% | 06/15/2039 | 0.2% |
| Viterra Finance BV | 2.000% | 04/21/2026 | 0.2% |
| BDS 2021-FL7 Ltd | 1.159% | 06/16/2036 | 0.2% |
| Drive Auto Receivables Trust 2021-2 | 0.360% | 05/15/2024 | 0.2% |
| Netflix Inc | 3.625% | 06/15/2025 | 0.2% |
| Standard Chartered PLC | 1.214% | 03/23/2025 | 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% |
| HSBC Holdings PLC | 0.732% | 08/17/2024 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| Danske Bank A/S | 1.621% | 09/11/2026 | 0.2% |
| NextEra Energy Capital Holdings Inc | 0.430% | 02/22/2023 | 0.2% |
| Santander UK Group Holdings PLC | 1.089% | 03/15/2025 | 0.2% |
| Lukoil Capital DAC | 2.800% | 04/26/2027 | 0.2% |
| Bank of Ireland Group PLC | 2.029% | 09/30/2027 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.812% | 03/15/2037 | 0.2% |
| NatWest Markets PLC | 0.800% | 08/12/2024 | 0.2% |
| HSBC Holdings PLC | 0.976% | 05/24/2025 | 0.2% |
| Danske Bank A/S | 0.976% | 09/10/2025 | 0.2% |
| SK Hynix Inc | 1.500% | 01/19/2026 | 0.2% |
| Orbia Advance Corp SAB de CV | 1.875% | 05/11/2026 | 0.2% |
| Aircastle Ltd | 4.400% | 09/25/2023 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust 2020-4 | 0.380% | 08/18/2025 | 0.2% |
| Navient Private Education Refi Loan Trust 2021-F | 1.110% | 02/18/2070 | 0.2% |
| Angel Oak Mortgage Trust 2021-6 | 1.458% | 09/25/2066 | 0.2% |
| CSMC 2021-NQM6 | 1.379% | 07/25/2066 | 0.2% |
| Verus Securitization Trust 2021-5 | 1.013% | 09/25/2066 | 0.2% |
| Bank of America Corp | 4.200% | 08/26/2024 | 0.2% |
| Morgan Stanley | 0.791% | 01/22/2025 | 0.2% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.2% |
| Navient Corp | 5.500% | 01/25/2023 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| Occidental Petroleum Corp | 6.950% | 07/01/2024 | 0.1% |
| CrownRock LP / CrownRock Finance Inc | 5.625% | 10/15/2025 | 0.1% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.1% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.1% |
| Caesars Resort Collection, LLC | 2.840% | 12/23/2024 | 0.1% |
| Nissan Auto Lease Trust 2020-B | 0.430% | 10/16/2023 | 0.1% |
| nVent Finance Sarl | 3.950% | 04/15/2023 | 0.1% |
| Avolon TLB Borrower 1 US LLC | 2.500% | 01/15/2025 | 0.1% |
| Affirm Asset Securitization Trust 2021-B | 1.030% | 08/17/2026 | 0.1% |
| Occidental Petroleum Corp | 5.550% | 03/15/2026 | 0.1% |
| Hertz Vehicle Financing LLC | 1.210% | 12/26/2025 | 0.1% |
| Seminole Tribe of Florida Inc | 1.840% | 07/08/2024 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.1% |
| JPMorgan Chase & Co | 0.824% | 06/01/2025 | 0.1% |
| General Motors Co | 5.400% | 10/02/2023 | 0.1% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.1% |
| Greystone CRE Notes 2021-FL3 Ltd | 1.110% | 07/15/2039 | 0.1% |
| ACAM 2019-FL1 ltd | 1.562% | 11/17/2034 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.010% | 10/15/2036 | 0.1% |
| MPT Operating Partnership LP / MPT Finance Corp | 5.000% | 10/15/2027 | 0.1% |
| Drive Auto Receivables Trust 2021-2 | 1.390% | 03/15/2029 | 0.1% |
| Morgan Stanley | 0.790% | 05/30/2025 | 0.1% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.1% |
| AT&T Inc | 0.011% | 03/23/2022 | 0.1% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.1% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 4.250% | 05/30/2023 | 0.1% |
| Centene Corp | 4.250% | 12/15/2027 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| DBGS 2021-W52 Mortgage Trust | 1.484% | 10/15/2036 | 0.1% |
| Endeavor Energy Resources LP / EER Finance Inc | 6.625% | 07/15/2025 | 0.1% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.590% | 01/15/2026 | 0.1% |
| KIND Trust 2021-KIND | 1.040% | 08/15/2038 | 0.1% |
| Hyundai Capital America | 0.800% | 01/08/2024 | 0.1% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.1% |
| Hyundai Capital America | 0.875% | 06/14/2024 | 0.1% |
| BBVA Bancomer SA/Texas | 6.750% | 09/30/2022 | 0.1% |
| Ziggo BV | 5.500% | 01/15/2027 | 0.1% |
| Jersey Central Power & Light Co | 4.700% | 04/01/2024 | 0.1% |
| Hyundai Capital America | 5.875% | 04/07/2025 | 0.1% |
| Honda Auto Receivables 2021-1 Owner Trust | 0.160% | 07/21/2023 | 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% |
| Coterra Energy Inc | 4.375% | 06/01/2024 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| Navient Corp | 5.875% | 10/25/2024 | 0.1% |
| Hilton Worldwide Finance LLC | 1.842% | 06/22/2026 | 0.1% |
| Bank of America Corp | 0.523% | 06/14/2024 | 0.1% |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 1.042% | 07/25/2036 | 0.1% |
| Galaxy XIX CLO Ltd | 1.074% | 07/24/2030 | 0.1% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.750% | 10/29/2024 | 0.1% |
| Goldman Sachs Group Inc/The | 0.657% | 09/10/2024 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 1.160% | 08/15/2034 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.078% | 04/15/2032 | 0.1% |
| Ford Credit Auto Owner Trust 2021-REV1 | 1.370% | 10/17/2033 | 0.1% |
| CNO Global Funding | 1.750% | 10/07/2026 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| General Motors Financial Co Inc | 3.950% | 04/13/2024 | 0.1% |
| Univision Communications Inc | 5.125% | 02/15/2025 | 0.1% |
| GA Global Funding Trust | 0.800% | 09/13/2024 | 0.1% |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 2.875% | 10/15/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN | 3.905% | 05/05/2030 | 0.1% |
| OneMain Finance Corp | 6.125% | 03/15/2024 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Howmet Aerospace Inc | 6.875% | 05/01/2025 | 0.1% |
| Glencore Finance Canada Ltd | 4.250% | 10/25/2022 | 0.1% |
| Bank of America Corp | 3.950% | 04/21/2025 | 0.1% |
| JPMorgan Chase & Co | 0.768% | 08/09/2025 | 0.1% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.296% | 08/15/2046 | 0.1% |
| General Motors Financial Co Inc | 5.100% | 01/17/2024 | 0.1% |
| General Motors Financial Co Inc | 3.700% | 05/09/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2021-3 | 0.340% | 01/16/2024 | 0.1% |
| AES Corp/The | 3.300% | 07/15/2025 | 0.1% |
| Lumen Technologies Inc | 2.090% | 01/31/2025 | 0.1% |
| Kinross Gold Corp | 5.950% | 03/15/2024 | 0.1% |
| Enterprise Fleet Financing 2020-2 LLC | 0.610% | 07/20/2026 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| General Motors Financial Co Inc | 2.750% | 06/20/2025 | 0.1% |
| Capital One Prime Auto Receivables Trust 2021-1 | 0.320% | 02/18/2025 | 0.1% |
| Pentair Finance Sarl | 3.150% | 09/15/2022 | 0.1% |
| Santander Retail Auto Lease Trust 2021-C | 0.500% | 03/20/2025 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.250% | 01/16/2024 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Alliance Data Systems Corp | 7.000% | 01/15/2026 | 0.1% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.1% |
| CHENIERE CORPUS CHRTI HLDG LLC | 0.018% | 06/30/2024 | 0.1% |
| Verizon Owner Trust 2020-B | 0.470% | 02/20/2025 | 0.1% |
| PFS Financing Corp | 1.000% | 10/15/2025 | 0.1% |
| Santander Retail Auto Lease Trust 2021-C | 0.290% | 04/22/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-2 | 1.350% | 07/15/2027 | 0.1% |
| Goldman Sachs Group Inc/The | 1.948% | 10/21/2027 | 0.1% |
| Microchip Technology Inc | 4.333% | 06/01/2023 | 0.1% |
| DISH DBS Corp | 5.875% | 07/15/2022 | 0.1% |
| Angel Oak Mortgage Trust 2021-4 | 1.035% | 01/20/2065 | 0.1% |
| ONE Gas Inc | 0.850% | 03/11/2023 | 0.1% |
| Continental Resources Inc/OK | 4.500% | 04/15/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-2 | 0.280% | 04/15/2024 | 0.1% |
| Charter Communications Operating LLC | 1.600% | 03/31/2023 | 0.1% |
| JFIN CLO 2013 Ltd | 1.522% | 01/20/2030 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| ONEOK Inc | 7.500% | 09/01/2023 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| New Economy Assets Phase 1 Sponsor LLC | 1.910% | 10/20/2061 | 0.1% |
| HCA Inc | 5.000% | 03/15/2024 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust 2021-1 | 0.350% | 10/16/2025 | 0.1% |
| Freddie Mac STACR REMIC Trust 2021-HQA3 | 0.900% | 09/25/2041 | 0.1% |
| Axalta Coating Systems US Holdings Inc | 1.882% | 06/01/2024 | 0.1% |
| Ally Financial Inc | 5.750% | 11/20/2025 | 0.1% |
| Alliance Data Systems Corp | 4.750% | 12/15/2024 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Devon Energy Corp | 8.250% | 08/01/2023 | 0.1% |
| West Fraser Timber Co Ltd | 4.350% | 10/15/2024 | 0.1% |
| SM Energy Co | 10.000% | 01/15/2025 | 0.1% |
| Aviation Capital Group LLC | 5.500% | 12/15/2024 | 0.1% |
| HESS CORPORATION | 2.100% | 03/16/2023 | 0.1% |
| iHeartCommunications Inc | 6.375% | 05/01/2026 | 0.1% |
| Cenovus Energy Inc | 5.375% | 07/15/2025 | 0.1% |
| Newell Brands Inc | 4.350% | 04/01/2023 | 0.1% |
| Brixmor Operating Partnership LP | 3.650% | 06/15/2024 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| Mariner Finance Issuance Trust 2021-B | 2.100% | 11/20/2036 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.340% | 01/15/2026 | 0.1% |
| Pacific Gas and Electric Co | 1.367% | 03/10/2023 | 0.1% |
| Dell Equipment Finance Trust 2021-2 | 0.330% | 12/22/2026 | 0.1% |
| Goldman Sachs Group Inc/The | 4.250% | 10/21/2025 | 0.1% |
| Devon Energy Corp | 5.250% | 10/15/2027 | 0.1% |
| Bombardier Inc | 7.125% | 06/15/2026 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| HAT Holdings I LLC / HAT Holdings II LLC | 3.375% | 06/15/2026 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Citigroup Global Markets Holdings Inc/United States | 0.750% | 06/07/2024 | 0.1% |
| Nexstar Media Inc | 1.586% | 09/19/2024 | 0.1% |
| ABG Intermediate Holdings 2 LLC | 4.000% | 09/29/2024 | 0.1% |
| Verus Securitization Trust 2021-3 | 1.046% | 06/25/2066 | 0.1% |
| HCA Inc | 5.375% | 02/01/2025 | 0.1% |
| Carvana Co | 5.625% | 10/01/2025 | 0.1% |
| EPR Properties | 4.500% | 06/01/2027 | 0.1% |
| Delos Finance Sarl | 1.882% | 10/06/2023 | 0.1% |
| Exeter Automobile Receivables Trust 2021-3 | 1.550% | 06/15/2027 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY | 3.429% | 06/10/2027 | 0.1% |
| Aircastle Ltd | 5.000% | 04/01/2023 | 0.1% |
| Kinder Morgan Inc | 1.404% | 01/15/2023 | 0.1% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 06/15/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.750% | 02/17/2026 | 0.1% |
| Parsley Energy LLC / Parsley Finance Corp | 5.625% | 10/15/2027 | 0.1% |
| Upstart Securitization Trust 2021-2 | 0.910% | 06/20/2031 | 0.1% |
| Buckeye Partners LP | 3.950% | 12/01/2026 | 0.1% |
| Flex Ltd | 3.750% | 02/01/2026 | 0.1% |
| SFO Commercial Mortgage Trust 2021-555 | 1.240% | 05/15/2038 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 0.467% | 01/10/2037 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 1.190% | 05/15/2036 | 0.1% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.1% |
| Pacific Gas and Electric Co | 3.250% | 06/15/2023 | 0.1% |
| Goldman Sachs Group Inc/The | 1.124% | 07/24/2023 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| Caesars Entertainment Inc | 6.250% | 07/01/2025 | 0.1% |
| Molina Healthcare Inc | 5.375% | 11/15/2022 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Nelnet Student Loan Trust 2021-A | 1.360% | 04/20/2062 | 0.1% |
| American Campus Communities Operating Partnership LP | 3.300% | 07/15/2026 | 0.1% |
| GS Mortgage Securities Trust 2011-GC5 | 5.302% | 08/10/2044 | 0.1% |
| PFS Financing Corp | 0.970% | 02/15/2026 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp | 6.000% | 08/01/2026 | 0.1% |
| Weibo Corp | 1.250% | 11/15/2022 | 0.1% |
| TransAlta Corp | 4.500% | 11/15/2022 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 7.500% | 06/01/2025 | 0.1% |
| Steel Dynamics Inc | 5.000% | 12/15/2026 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| People's United Financial Inc | 3.650% | 12/06/2022 | 0.1% |
| Sabre GLBL Inc | 7.375% | 09/01/2025 | 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% |
| Arcos Dorados Holdings Inc | 5.875% | 04/04/2027 | 0.1% |
| OneMain Financial Issuance Trust 2018-2 | 3.570% | 03/14/2033 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 4.500% | 03/10/2050 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.144% | 12/10/2036 | 0.1% |
| USI Inc/NY | 6.875% | 05/01/2025 | 0.1% |
| Vornado Realty LP | 3.500% | 01/15/2025 | 0.1% |
| Fontainebleau Miami Beach Trust 2019-FBLU | 3.447% | 12/10/2036 | 0.1% |
| Rattler Midstream LP | 5.625% | 07/15/2025 | 0.1% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Granite US Holdings Corp | 11.000% | 10/01/2027 | 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% |
| GS Mortgage Securities Corp II | 3.007% | 12/10/2030 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 5.990% | 05/15/2026 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| SL Green Operating Partnership LP | 3.250% | 10/15/2022 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Ltd | 1.640% | 09/15/2028 | 0.1% |
| GS Mortgage Securities Trust 2013-G1 | 3.557% | 04/10/2031 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.581% | 07/21/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 4.122% | 05/05/2035 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.440% | 07/15/2032 | 0.1% |
| GS Mortgage Securities Corp Trust 2021-ROSS | 1.240% | 05/15/2026 | 0.1% |
| CSMC 2021-ADV | 1.490% | 07/15/2038 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.956% | 05/05/2035 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.020% | 06/15/2027 | 0.1% |
| HONO 2021-LULU Mortgage Trust | 1.240% | 10/15/2036 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd | 1.240% | 06/15/2028 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.119% | 12/19/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.020% | 12/15/2036 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.590% | 06/15/2038 | 0.1% |
| BX Commercial Mortgage Trust 2021-ACNT | 1.939% | 11/15/2026 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.839% | 12/19/2030 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.040% | 01/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.450% | 01/16/2029 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.540% | 05/15/2038 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV | 3.277% | 10/15/2030 | 0.1% |
| ELP Commercial Mortgage Trust 2021-ELP | 1.610% | 11/15/2038 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 1.740% | 10/15/2038 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 1.190% | 10/15/2038 | 0.1% |
| EQUS 2021-EQAZ Mortgage Trust | 1.440% | 10/15/2038 | 0.1% |
| Citigroup Inc | 3.142% | 01/24/2023 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.040% | 07/15/2035 | 0.1% |
| Westlake Automobile Receivables Trust 2021-2 | 0.890% | 07/15/2026 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.520% | 06/15/2035 | 0.1% |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP | 8.750% | 07/15/2026 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.740% | 06/15/2035 | 0.1% |
| Exeter Automobile Receivables Trust 2021-2 | 1.400% | 04/15/2027 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| Westinghouse Air Brake Technologies Corp | 4.400% | 03/15/2024 | 0.1% |
| Hess Corp | 3.500% | 07/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 3.787% | 07/05/2031 | 0.1% |
| HMH Trust 2017-NSS | 3.343% | 07/05/2031 | 0.1% |
| Verus Securitization Trust 2021-R3 | 1.020% | 04/25/2064 | 0.1% |
| AAdvantage Loyalty IP Ltd | 5.500% | 04/20/2028 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.456% | 02/15/2041 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 3.914% | 08/05/2034 | 0.1% |
| Citigroup Inc | 1.678% | 05/15/2024 | 0.1% |
| Aviation Capital Group LLC | 3.875% | 05/01/2023 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.510% | 11/17/2025 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.490% | 10/15/2024 | 0.1% |
| BB-UBS Trust | 3.678% | 06/05/2030 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| TransDigm Inc | 8.000% | 12/15/2025 | 0.1% |
| Netflix Inc | 4.375% | 11/15/2026 | 0.1% |
| Vail Resorts Inc | 6.250% | 05/15/2025 | 0.1% |
| World Omni Automobile Lease Securitization Trust 2020-B | 0.450% | 02/15/2024 | 0.1% |
| Hyundai Capital America | 1.500% | 06/15/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 1.540% | 04/15/2031 | 0.1% |
| Navient Corp | 6.125% | 03/25/2024 | 0.1% |
| Bank of America Corp | 1.319% | 06/19/2026 | 0.1% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.140% | 04/15/2034 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| Santander Holdings USA Inc | 3.400% | 01/18/2023 | 0.1% |
| BB-UBS Trust | 3.678% | 06/05/2030 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Uber Technologies Inc | 7.500% | 05/15/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.340% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.890% | 10/15/2036 | 0.1% |
| Ovintiv Exploration Inc | 5.375% | 01/01/2026 | 0.1% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.700% | 02/16/2027 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | 1.510% | 01/05/2034 | 0.1% |
| NOVA Gas Transmission Ltd | 7.875% | 04/01/2023 | 0.1% |
| Coty Inc | 5.000% | 04/15/2026 | 0.1% |
| Santander Holdings USA Inc | 3.450% | 06/02/2025 | 0.1% |
| CSMC 2021-NQM3 | 1.015% | 04/25/2066 | 0.1% |
| Caesars Entertainment Inc | 8.125% | 07/01/2027 | 0.1% |
| CNH Industrial Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 04/15/2047 | 0.1% |
| Petroleos Mexicanos | 6.875% | 08/04/2026 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.240% | 05/15/2029 | 0.1% |
| Pilgrim's Pride Corp | 5.875% | 09/30/2027 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Hyundai Capital America | 1.300% | 01/08/2026 | 0.1% |
| Macquarie Group Ltd | 4.150% | 03/27/2024 | 0.1% |
| Aircastle Ltd | 5.250% | 08/11/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust 2021-1 | 0.230% | 11/16/2023 | 0.1% |
| Macquarie Group Ltd | 1.201% | 10/14/2025 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Hyatt Hotels Corp | 1.300% | 10/01/2023 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Octane Receivables Trust 2021-1 | 0.930% | 03/22/2027 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2021-A | 0.250% | 04/17/2023 | 0.1% |
| Santander Retail Auto Lease Trust 2019-B | 3.310% | 06/20/2024 | 0.1% |
| GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 07/20/2023 | 0.1% |
| Legacy LifePoint Health LLC | 6.750% | 04/15/2025 | 0.1% |
| Verus Securitization Trust 2021-1 | 0.815% | 01/25/2066 | 0.1% |
| Lennar Corp | 4.500% | 04/30/2024 | 0.1% |
| JBS USA LUX SA / JBS USA Finance Inc | 6.750% | 02/15/2028 | 0.1% |
| Citigroup Inc | 3.352% | 04/24/2025 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| M360 2019-CRE2 LLC | 1.562% | 09/15/2034 | 0.1% |
| General Motors Financial Co Inc | 5.250% | 03/01/2026 | 0.1% |
| Devon Energy Corp | 5.250% | 09/15/2024 | 0.1% |
| BBCMS Trust 2018-BXH | 1.090% | 10/15/2037 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 3.392% | 06/05/2032 | 0.1% |
| Ally Financial Inc | 4.625% | 03/30/2025 | 0.1% |
| Foursight Capital Automobile Receivables Trust 2020-1 | 2.050% | 10/15/2024 | 0.1% |
| CSMC 2021-NQM1 | 0.809% | 05/25/2065 | 0.1% |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.640% | 12/15/2037 | 0.1% |
| SLIDE 2018-FUN | 1.240% | 06/15/2031 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 0.1% |
| Bath & Body Works Inc | 9.375% | 07/01/2025 | 0.1% |
| Macquarie Group Ltd | 1.340% | 01/12/2027 | 0.1% |
| Citigroup Inc | 3.875% | 03/26/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.863% | 08/15/2049 | 0.1% |
| Atmos Energy Corp | 0.625% | 03/09/2023 | 0.1% |
| Verus Securitization Trust 2021-R2 | 0.918% | 02/25/2064 | 0.1% |
| Lennar Corp | 4.750% | 11/15/2022 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.0% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.0% |
| F&G Global Funding | 0.900% | 09/20/2024 | 0.0% |
| Ally Auto Receivables Trust 2019-3 | 1.930% | 05/15/2024 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.0% |
| Hyatt Hotels Corp | 1.800% | 10/01/2024 | 0.0% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.0% |
| Citigroup Inc | 4.050% | 07/30/2022 | 0.0% |
| General Motors Financial Co Inc | 2.900% | 02/26/2025 | 0.0% |
| F&G Global Funding | 1.750% | 06/30/2026 | 0.0% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.0% |
| Occidental Petroleum Corp | 2.900% | 08/15/2024 | 0.0% |
| OneMain Finance Corp | 8.250% | 10/01/2023 | 0.0% |
| Oceaneering International Inc | 4.650% | 11/15/2024 | 0.0% |
| Exeter Automobile Receivables Trust 2021-2 | 0.980% | 06/15/2026 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.410% | 10/15/2036 | 0.0% |
| PDC Energy Inc | 5.750% | 05/15/2026 | 0.0% |
| Boeing Co/The | 4.508% | 05/01/2023 | 0.0% |
| Ovintiv Exploration Inc | 5.625% | 07/01/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ | 1.390% | 06/15/2032 | 0.0% |
| Valero Energy Corp | 2.850% | 04/15/2025 | 0.0% |
| Travel + Leisure Co | 6.600% | 10/01/2025 | 0.0% |
| FNB Corp/PA | 2.200% | 02/24/2023 | 0.0% |
| Live Nation Entertainment Inc | 4.875% | 11/01/2024 | 0.0% |
| Exeter Automobile Receivables Trust 2021-2 | 0.270% | 01/16/2024 | 0.0% |
| NCL Corp Ltd | 5.875% | 03/15/2026 | 0.0% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.0% |
| HCA Inc | 8.360% | 04/15/2024 | 0.0% |
| Glencore Funding LLC | 1.625% | 04/27/2026 | 0.0% |
| Murphy Oil Corp | 6.875% | 08/15/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.0% |
| CIT Group Inc | 4.750% | 02/16/2024 | 0.0% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.0% |
| CIT Group Inc | 5.000% | 08/15/2022 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| Vornado Realty LP | 2.150% | 06/01/2026 | 0.0% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| Hawaiian Airlines 2013-1 Class B Pass Through Certificates | 4.950% | 07/15/2023 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | 3.640% | 01/10/2037 | 0.0% |
| Western Midstream Operating LP | 2.222% | 01/13/2023 | 0.0% |
| US 2YR NOTE (CBT) Mar22 | 0.000% | 04/05/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 06/15/2045 | 0.0% |
| CSMC Trust 2017-MOON | 3.303% | 07/10/2034 | 0.0% |
| State of Illinois | 4.950% | 06/01/2023 | 0.0% |
| CSMC Trust 2017-PFHP | 1.040% | 12/15/2030 | 0.0% |
| Valero Energy Corp | 1.200% | 03/15/2024 | 0.0% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.424% | 12/15/2036 | 0.0% |
| Pacific Gas and Electric Co | 3.750% | 02/15/2024 | 0.0% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.140% | 12/15/2033 | 0.0% |
| Kemper Corp | 4.350% | 02/15/2025 | 0.0% |
| Carvana Auto Receivables Trust 2021-N1 | 0.700% | 01/10/2028 | 0.0% |
| SMB Private Education Loan Trust 2021-A | 0.590% | 01/15/2053 | 0.0% |
| Hyundai Capital America | 1.000% | 09/17/2024 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| Triton Container International Ltd | 0.800% | 08/01/2023 | 0.0% |
| CSMC 2020-NQM1 Trust | 1.208% | 05/25/2065 | 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% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| Synovus Financial Corp | 3.125% | 11/01/2022 | 0.0% |
| Towd Point Asset Trust 2018-SL1 | 0.692% | 01/25/2046 | 0.0% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 2.030% | 01/15/2049 | 0.0% |
| PFP 2019-6 Ltd | 1.140% | 04/14/2037 | 0.0% |
| Microchip Technology Inc | 4.250% | 09/01/2025 | 0.0% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 1.462% | 11/15/2049 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.286% | 07/05/2033 | 0.0% |
| Continental Resources Inc/OK | 2.268% | 11/15/2026 | 0.0% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| Meredith Corp | 4.750% | 01/31/2025 | 0.0% |
| CIT Group Inc | 3.929% | 06/19/2024 | 0.0% |
| Vale Overseas Ltd | 6.250% | 08/10/2026 | 0.0% |
| Humana Inc | 0.650% | 08/03/2023 | 0.0% |
| BXP Trust 2017-CQHP | 0.940% | 11/15/2034 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.0% |
| PVH Corp | 4.625% | 07/10/2025 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 | 1.184% | 09/15/2050 | 0.0% |
| COMM 2020-SBX Mortgage Trust | 1.670% | 01/10/2038 | 0.0% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ | 1.690% | 06/15/2032 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 1.054% | 08/15/2049 | 0.0% |
| Fluor Corp | 3.500% | 12/15/2024 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.0% |
| Mattel Inc | 3.375% | 04/01/2026 | 0.0% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.716% | 12/15/2032 | 0.0% |
| Assurant Inc | 4.200% | 09/27/2023 | 0.0% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.460% | 04/15/2034 | 0.0% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.0% |
| Life Time Inc | 5.750% | 12/16/2024 | 0.0% |
| American Airlines 2014-1 Class B Pass Through Trust | 4.375% | 04/01/2024 | 0.0% |
| Hasbro Inc | 3.000% | 11/19/2024 | 0.0% |
| Select Medical Corp | 6.250% | 08/15/2026 | 0.0% |
| Huntington Ingalls Industries Inc | 3.844% | 05/01/2025 | 0.0% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Ltd | 2.240% | 09/15/2028 | 0.0% |
| Novelis Corp | 3.250% | 11/15/2026 | 0.0% |
| Fresh Market Inc/The | 9.750% | 05/01/2023 | 0.0% |
| Palisades Center Trust 2016-PLSD | 4.737% | 04/13/2033 | 0.0% |
| Citigroup Inc | 1.281% | 11/03/2025 | 0.0% |
| E*TRADE Financial Corp | 2.950% | 08/24/2022 | 0.0% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.0% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.0% |
| Bank of America Corp | 0.981% | 09/25/2025 | 0.0% |
| Lennar Corp | 4.750% | 05/30/2025 | 0.0% |
| British Airways 2013-1 Class A Pass Through Trust | 4.625% | 12/20/2025 | 0.0% |
| Nexstar Media Inc | 5.625% | 07/15/2027 | 0.0% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| Air Lease Corp | 4.250% | 02/01/2024 | 0.0% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.0% |
| LSTAR Commercial Mortgage Trust 2017-5 | 2.776% | 03/10/2050 | 0.0% |
| EQT Corp | 6.625% | 02/01/2025 | 0.0% |
| EQT Corp | 3.125% | 05/15/2026 | 0.0% |
| BX Trust 2017-SLCT | 2.140% | 07/15/2034 | 0.0% |
| COMM 2013-SFS Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| Hyundai Capital America | 3.250% | 09/20/2022 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Toll Brothers Finance Corp | 4.375% | 04/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.322% | 07/05/2030 | 0.0% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.500% | 03/01/2025 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| Glencore Funding LLC | 4.625% | 04/29/2024 | 0.0% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.092% | 03/25/2034 | 0.0% |
| Triton Container International Ltd | 1.150% | 06/07/2024 | 0.0% |
| PDC Energy Inc | 6.125% | 09/15/2024 | 0.0% |
| Valero Energy Corp | 3.650% | 03/15/2025 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.920% | 03/10/2049 | 0.0% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 3.279% | 05/15/2048 | 0.0% |
| OneMain Finance Corp | 5.625% | 03/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 3.795% | 06/05/2032 | 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% |
| National Fuel Gas Co | 7.395% | 03/30/2023 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust 2019-1 | 3.370% | 08/16/2024 | 0.0% |
| Avolon Holdings Funding Ltd | 3.625% | 05/01/2022 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| National Fuel Gas Co | 3.750% | 03/01/2023 | 0.0% |
| Navient Corp | 6.500% | 06/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Suncor Energy Inc | 7.875% | 06/15/2026 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| West Town Mall Trust 2017-KNOX | 4.491% | 07/05/2030 | 0.0% |
| Petroleos Mexicanos | 6.875% | 10/16/2025 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/2024 | 0.0% |
| General Motors Financial Co Inc | 4.250% | 05/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 4.881% | 06/15/2045 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 2.240% | 04/15/2031 | 0.0% |
| Ally Financial Inc | 1.450% | 10/02/2023 | 0.0% |
| US Foods Inc | 6.250% | 04/15/2025 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.125% | 05/01/2027 | 0.0% |
| Caesars Resort Collection LLC / CRC Finco Inc | 5.750% | 07/01/2025 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Newell Brands Inc | 4.875% | 06/01/2025 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 0.0% |
| Toll Brothers Finance Corp | 4.875% | 11/15/2025 | 0.0% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.0% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.0% |
| VeriSign Inc | 5.250% | 04/01/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| OneMain Finance Corp | 6.125% | 05/15/2022 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 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 | 0.790% | 01/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK | 4.171% | 06/05/2032 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 0.765% | 12/15/2049 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | 0.812% | 09/15/2048 | 0.0% |
| Westinghouse Air Brake Technologies Corp | 3.200% | 06/15/2025 | 0.0% |
| American Airlines Inc | 2.089% | 12/15/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC | 2.640% | 04/15/2031 | 0.0% |
| CSMC 2014-USA OA LLC | 0.686% | 09/15/2037 | 0.0% |
| Freeport-McMoRan Inc | 3.875% | 03/15/2023 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Fortress Transportation and Infrastructure Investors LLC | 6.500% | 10/01/2025 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| Romanian Government International Bond | 4.875% | 01/22/2024 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | 1.099% | 01/15/2048 | 0.0% |
| OGE Energy Corp | 0.703% | 05/26/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Aviation Capital Group LLC | 2.875% | 01/20/2022 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.986% | 07/05/2033 | 0.0% |
| Reynolds American Inc | 4.450% | 06/12/2025 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.822% | 12/15/2036 | 0.0% |
| Texas Eastern Transmission LP | 2.800% | 10/15/2022 | 0.0% |
| Fannie Mae Pool | 2.066% | 01/01/2042 | 0.0% |
| COMM 2014-UBS3 Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| SLIDE 2018-FUN | 1.590% | 06/15/2031 | 0.0% |
| Fannie Mae Pool | 2.107% | 10/01/2036 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | 0.638% | 07/15/2048 | 0.0% |
| Lennar Corp | 4.875% | 12/15/2023 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| Macquarie Group Ltd | 3.189% | 11/28/2023 | 0.0% |
| GS Mortgage Securities Corp Trust 2017-485l | 0.244% | 02/10/2037 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| SLIDE 2018-FUN | 1.890% | 06/15/2031 | 0.0% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 09/15/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 4.819% | 05/15/2045 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.584% | 08/10/2049 | 0.0% |
| FMG Resources August 2006 Pty Ltd | 5.125% | 05/15/2024 | 0.0% |
| Citigroup Commercial Mortgage Trust 2015-GC31 | 0.477% | 06/10/2048 | 0.0% |
| Fannie Mae Pool | 2.735% | 12/01/2045 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 02/15/2046 | 0.0% |
| COMM 2013-CCRE6 Mortgage Trust | 3.101% | 03/10/2046 | 0.0% |
| MSCG Trust 2015-ALDR | 2.612% | 06/07/2035 | 0.0% |
| Shops at Crystals Trust 2016-CSTL | 0.328% | 07/05/2036 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 0.0% |
| GS Mortgage Securities Trust 2015-GS1 | 0.328% | 11/10/2048 | 0.0% |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV | 2.117% | 10/15/2030 | 0.0% |
| Palisades Center Trust 2016-PLSD | 2.713% | 04/13/2033 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ | 1.340% | 01/15/2034 | 0.0% |
| Gates Global LLC / Gates Corp | 6.250% | 01/15/2026 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.500% | 05/01/2026 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.240% | 11/10/2049 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 2.068% | 05/15/2048 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.116% | 12/10/2036 | 0.0% |
| COMM 2014-UBS5 Mortgage Trust | 0.255% | 09/10/2047 | 0.0% |
| Fannie Mae Pool | 2.160% | 04/01/2040 | 0.0% |
| Hudsons Bay Simon JV Trust 2015-HBS | 1.417% | 08/05/2034 | 0.0% |
| Halcyon Loan Advisors Funding 2015-2 Ltd | 1.204% | 07/25/2027 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 0.698% | 07/15/2050 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 10/11/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust 2015-GC27 | 2.944% | 02/10/2048 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.828% | 12/10/2054 | 0.0% |
| Freddie Mac Non Gold Pool | 2.077% | 06/01/2041 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | 1.038% | 03/10/2046 | 0.0% |
| Freddie Mac Non Gold Pool | 2.184% | 12/01/2040 | 0.0% |
| CSMC Trust 2017-MOON | 0.090% | 07/10/2034 | 0.0% |
| Fannie Mae Pool | 2.923% | 06/01/2042 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | 0.095% | 06/15/2048 | 0.0% |
| Fannie Mae Pool | 2.068% | 03/01/2042 | 0.0% |
| Fannie Mae Pool | 2.722% | 12/01/2045 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.524% | 08/10/2049 | 0.0% |
| Fannie Mae Pool | 2.780% | 10/01/2045 | 0.0% |
| Freddie Mac Non Gold Pool | 2.169% | 06/01/2042 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C8 | 1.931% | 08/15/2045 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.515% | 07/05/2030 | 0.0% |
| Government National Mortgage Association | 0.794% | 12/16/2054 | 0.0% |
| Fannie Mae Pool | 2.078% | 12/01/2040 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 0.610% | 07/10/2050 | 0.0% |
| SABLE PERMIAN RESOURCES WARR | 0.000% | - | 0.0% |
| Fannie Mae Pool | 2.062% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 2.054% | 10/01/2040 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ | 0.000% | 06/15/2032 | 0.0% |
| Government National Mortgage Association | 0.000% | 03/16/2056 | 0.0% |
| WFRBS Commercial Mortgage Trust 2012-C7 | 1.436% | 06/15/2045 | 0.0% |
| US 5YR NOTE (CBT) Mar22 | 0.000% | 04/05/2022 | 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.