Series Fund - Short Duration Income Portfolio
Summary
Summary
The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing primarily in a variety of short duration investment grade and high yield debt securities, U.S. government securities, and mortgage- and other asset-backed debt securities.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 07/29/2021 | 1.2% |
| MRA Issuance Trust | 1.232% | 10/15/2021 | 1.0% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.8% |
| United States Treasury Note/Bond | 0.125% | 03/31/2023 | 0.7% |
| Jabil Inc | 0.000% | 07/02/2021 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.141% | 11/12/2021 | 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 | 1.003% | 11/15/2036 | 0.6% |
| Sabine Pass Liquefaction LLC | 5.625% | 04/15/2023 | 0.6% |
Ten largest holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund’s current or future investments. The figures presented are as of the date shown, do not include the Fund’s entire investment portfolio, and may change at any given time.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 07/29/2021 | 1.2% |
| MRA Issuance Trust | 1.248% | 10/15/2021 | 1.0% |
| BAT Capital Corp | 3.222% | 08/15/2024 | 0.8% |
| United States Treasury Note/Bond | 0.125% | 03/31/2023 | 0.7% |
| Volkswagen Group of America Finance LLC | 1.141% | 11/12/2021 | 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 | 1.031% | 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% |
| United States Treasury Note/Bond | 0.125% | 01/31/2023 | 0.6% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.5% |
| BX Commercial Mortgage Trust 2019-XL | 1.551% | 10/15/2036 | 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 | 0.901% | 02/15/2025 | 0.5% |
| Cheniere Corpus Christi Holdings LLC | 7.000% | 06/30/2024 | 0.5% |
| GS Mortgage Securities Corp Trust 2019-SMP | 1.601% | 08/15/2032 | 0.4% |
| PFP 2021-7 Ltd | 0.951% | 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% |
| Diamondback Energy Inc | 5.375% | 05/31/2025 | 0.4% |
| Equifax Inc | 1.064% | 08/15/2021 | 0.4% |
| Intesa Sanpaolo SpA | 5.017% | 06/26/2024 | 0.4% |
| AIB Group PLC | 4.263% | 04/10/2025 | 0.4% |
| Credit Suisse Mortgage Capital Certificates 2019-I | 1.081% | 05/15/2036 | 0.4% |
| Danske Bank A/S | 3.244% | 12/20/2025 | 0.4% |
| Citigroup Inc | 3.106% | 04/08/2026 | 0.4% |
| Bayer US Finance II LLC | 1.227% | 12/15/2023 | 0.4% |
| Imperial Brands Finance PLC | 3.125% | 07/26/2024 | 0.4% |
| LoanCore 2019-CRE2 Issuer Ltd | 2.101% | 05/15/2036 | 0.4% |
| ABN Amro Bank NV | 6.250% | 04/27/2022 | 0.4% |
| Natwest Group PLC | 5.125% | 05/28/2024 | 0.4% |
| BAE Systems plc | 4.750% | 10/11/2021 | 0.4% |
| Danske Bank A/S | 1.171% | 12/08/2023 | 0.4% |
| Broadcom Inc | 3.150% | 11/15/2025 | 0.4% |
| Standard Chartered plc | 0.991% | 01/12/2025 | 0.4% |
| Citigroup Inc | 4.400% | 06/10/2025 | 0.4% |
| GM Financial Leasing Trust | 0.170% | 04/20/2023 | 0.3% |
| NextGear Floorplan Master Owner Trust | 3.690% | 10/15/2023 | 0.3% |
| MPLX LP | 1.330% | 09/09/2022 | 0.3% |
| Equinix Inc | 5.375% | 05/15/2027 | 0.3% |
| Carnival Corp | 11.500% | 04/01/2023 | 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. | 3.484% | 02/24/2025 | 0.3% |
| Hewlett Packard Enterprise Co | 0.958% | 10/05/2021 | 0.3% |
| Ford Credit Auto Owner Trust 2021-A | 0.170% | 10/15/2023 | 0.3% |
| Bayer US Finance II LLC | 4.250% | 12/15/2025 | 0.3% |
| Ford Motor Co | 8.500% | 04/21/2023 | 0.3% |
| Ally Financial Inc | 5.125% | 09/30/2024 | 0.3% |
| DBWF 2018-AMXP Mortgage Trust | 3.747% | 05/05/2035 | 0.3% |
| Pacific Gas and Electric Co | 3.150% | 01/01/2026 | 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% |
| Navient Private Education Refi Loan Trust 2021-c | 1.060% | 10/15/2069 | 0.3% |
| CNO Financial Group Inc | 5.250% | 05/30/2025 | 0.3% |
| Ladder Capital Finance Holdings LLC/Ladder Capital | 5.250% | 03/15/2022 | 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% |
| 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% |
| Ford Credit Auto Owner Trust 2016-REV2 | 2.030% | 12/15/2027 | 0.3% |
| Great Wolf Trust 2019-WOLF | 1.734% | 12/15/2036 | 0.3% |
| Becton Dickinson and Co | 1.255% | 06/06/2022 | 0.3% |
| Ally Financial Inc | 3.875% | 05/21/2024 | 0.3% |
| FirstEnergy Corp | 3.350% | 07/15/2022 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.750% | 05/15/2024 | 0.3% |
| WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/2045 | 0.2% |
| MEG Energy Corp | 6.500% | 01/15/2025 | 0.2% |
| Bank of America Corp | 4.000% | 01/22/2025 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.190% | 07/15/2023 | 0.2% |
| Carnival Corporation | 8.500% | 06/30/2025 | 0.2% |
| HCA Inc | 5.250% | 04/15/2025 | 0.2% |
| Freeport-McMoRan Inc | 4.550% | 11/14/2024 | 0.2% |
| Honda Auto Receivables Owner Trust | 0.170% | 11/15/2023 | 0.2% |
| Boeing Co/The | 4.508% | 05/01/2023 | 0.2% |
| International Flavors & Fragrances, Inc. | 1.230% | 10/01/2025 | 0.2% |
| GM Financial Leasing Trust | 0.260% | 02/20/2024 | 0.2% |
| Microchip Technology Inc | 0.972% | 02/15/2024 | 0.2% |
| CPS Auto Receivables Trust 2020-C | 1.010% | 01/15/2025 | 0.2% |
| Credit Suisse Group AG | 2.193% | 06/05/2026 | 0.2% |
| NRG Energy Inc | 3.750% | 06/15/2024 | 0.2% |
| Regatta Funding LP 2013-2A | 1.034% | 01/15/2029 | 0.2% |
| Park Aerospace Holdings Ltd | 5.500% | 02/15/2024 | 0.2% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.735% | 01/05/2031 | 0.2% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.101% | 10/15/2036 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.287% | 01/10/2037 | 0.2% |
| Bain Capital Credit CLO 2020-5 Ltd | 1.492% | 01/20/2032 | 0.2% |
| Reckitt Benckiser Treasury Services PLC | 0.798% | 06/24/2022 | 0.2% |
| Ammc Clo 19 Ltd | 1.984% | 10/16/2028 | 0.2% |
| Benefit Street Partners CLO IV Ltd | 1.368% | 01/20/2032 | 0.2% |
| Apidos CLO XXII | 1.248% | 04/20/2031 | 0.2% |
| TCI-Flatiron CLO 2016-1 Ltd | 1.340% | 01/17/2032 | 0.2% |
| Elmwood CLO VI Ltd | 1.504% | 10/15/2031 | 0.2% |
| KKR CLO 28 LTD | 1.324% | 03/15/2031 | 0.2% |
| HPS Loan Management 10-2016 Ltd | 1.938% | 01/20/2028 | 0.2% |
| ONE Gas Inc | 1.100% | 03/11/2024 | 0.2% |
| Kayne CLO II Ltd | 1.264% | 10/15/2031 | 0.2% |
| Credit Acceptance Auto Loan Trust 2021-3 | 1.000% | 05/15/2030 | 0.2% |
| TCI-Flatiron Clo 2018-1 Ltd | 1.237% | 01/29/2032 | 0.2% |
| Octagon Investment Partners XXI Ltd. | 1.154% | 02/14/2031 | 0.2% |
| Cedar Funding VIII Clo Ltd | 1.440% | 10/17/2030 | 0.2% |
| DR Horton Inc | 2.600% | 10/15/2025 | 0.2% |
| Magnetite Xxix Ltd | 1.094% | 01/15/2034 | 0.2% |
| Mountain View CLO 2017-1 LLC | 1.274% | 10/16/2029 | 0.2% |
| Octagon Investment Partners XVII Ltd | 1.176% | 01/25/2031 | 0.2% |
| Octagon Investment Partners XIV Ltd | 1.134% | 07/15/2029 | 0.2% |
| Madison Park Funding XI Ltd | 1.073% | 07/23/2029 | 0.2% |
| Apidos CLO XXXI | 1.255% | 04/15/2031 | 0.2% |
| CARLYLE US CLO 2017-3 Ltd | 1.088% | 07/20/2029 | 0.2% |
| Honda Auto Receivables 2021-1 Owner Trust | 0.160% | 07/21/2023 | 0.2% |
| BlueMountain Fuji US Clo I Ltd | 1.168% | 07/20/2029 | 0.2% |
| Bain Capital Credit CLO 2017-1 | 1.120% | 07/20/2030 | 0.2% |
| Barings CLO Ltd 2019-III | 1.192% | 04/20/2031 | 0.2% |
| Apidos CLO XXIV | 1.138% | 10/20/2030 | 0.2% |
| Cedar Funding XIV CLO Ltd | 0.000% | 07/15/2033 | 0.2% |
| Dryden Senior Loan Fund | 1.156% | 04/15/2028 | 0.2% |
| CIFC Funding 2013-II Ltd | 1.186% | 10/18/2030 | 0.2% |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | 1.135% | 07/20/2031 | 0.2% |
| OZLM VIII Ltd | 1.360% | 10/17/2029 | 0.2% |
| Hess Corporation | 0.000% | 03/16/2023 | 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% |
| 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% |
| Occidental Petroleum Corp | 1.644% | 08/15/2022 | 0.2% |
| Lloyds Banking Group plc | 4.582% | 12/10/2025 | 0.2% |
| Glencore Funding LLC | 4.125% | 05/30/2023 | 0.2% |
| Energy Transfer LP | 5.875% | 01/15/2024 | 0.2% |
| Danske Bank A/S | 5.375% | 01/12/2024 | 0.2% |
| Australia & New Zealand Banking Group Ltd. | 4.400% | 05/19/2026 | 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% |
| Santander Drive Auto Receivables Trust 2021-2 | 0.280% | 04/15/2024 | 0.2% |
| PPD Inc. | 2.750% | 01/06/2028 | 0.2% |
| Perusahaan Penerbit SBSN Indonesia III | 4.325% | 05/28/2025 | 0.2% |
| Santander Drive Auto Receivables Trust 2020-2 | 2.220% | 09/15/2026 | 0.2% |
| Comision Federal de Electricidad | 4.875% | 01/15/2024 | 0.2% |
| Tesla Inc | 5.300% | 08/15/2025 | 0.2% |
| Alcoa Nederland Holding BV | 5.500% | 12/15/2027 | 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 | 0.000% | 05/29/2032 | 0.2% |
| Baidu Inc | 4.375% | 05/14/2024 | 0.2% |
| GS Mortgage Securities Corp II | 2.954% | 11/05/2034 | 0.2% |
| Bayer US Finance II LLC | 3.875% | 12/15/2023 | 0.2% |
| Anglo American Capital plc | 3.625% | 09/11/2024 | 0.2% |
| NGPL Pipeco LLC | 4.375% | 08/15/2022 | 0.2% |
| Enel Finance International NV | 4.250% | 09/14/2023 | 0.2% |
| One New York Plaza Trust 2020-1NYP | 1.051% | 01/15/2026 | 0.2% |
| Ford Credit Auto Owner Trust 2019-REV1 | 3.520% | 07/15/2030 | 0.2% |
| Citigroup Commercial Mortgage Trust | 3.024% | 09/10/2045 | 0.2% |
| WRKCo Inc | 3.000% | 09/15/2024 | 0.2% |
| Baidu Inc | 3.875% | 09/29/2023 | 0.2% |
| HAT Holdings I LLC / HAT Holdings II LLC | 5.250% | 07/15/2024 | 0.2% |
| Altice Financing SA | 7.500% | 05/15/2026 | 0.2% |
| Panera Bread Company | 2.375% | 07/18/2022 | 0.2% |
| Altice France SA/France | 7.375% | 05/01/2026 | 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% |
| Wells Fargo & Co | 2.188% | 04/30/2026 | 0.2% |
| CSN Resources SA | 7.625% | 02/13/2023 | 0.2% |
| Jefferies Financial Group Inc | 5.500% | 10/18/2023 | 0.2% |
| Ford Motor Credit Co LLC | 3.810% | 01/09/2024 | 0.2% |
| Brinker International Inc | 5.000% | 10/01/2024 | 0.2% |
| SFO Commercial Mortgage Trust 2021-555 | 1.251% | 05/15/2038 | 0.2% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.2% |
| Ford Credit Auto Lease Trust 2021-A | 0.260% | 02/15/2024 | 0.2% |
| Danske Bank A/S | 5.000% | 01/12/2022 | 0.2% |
| Muthoot Finance Ltd | 6.125% | 10/31/2022 | 0.2% |
| Benchmark 2019-B12 Mortgage Trust | 3.440% | 08/15/2052 | 0.2% |
| SL Green Realty Corp | 4.500% | 12/01/2022 | 0.2% |
| International Game Technology plc | 4.125% | 04/15/2026 | 0.2% |
| Global Payments Inc. | 0.000% | 07/09/2024 | 0.2% |
| National Fuel Gas Co | 5.500% | 01/15/2026 | 0.2% |
| Muthoot Finance Ltd | 4.400% | 09/02/2023 | 0.2% |
| CPS Auto Receivables Trust 2019-C | 3.170% | 06/16/2025 | 0.2% |
| Ford Motor Credit Co LLC | 3.087% | 01/09/2023 | 0.2% |
| Mattel Inc | 3.150% | 03/15/2023 | 0.2% |
| Calpine Corp | 5.250% | 06/01/2026 | 0.2% |
| Verizon Owner Trust 2020-C | 0.410% | 04/21/2025 | 0.2% |
| Enel Finance International NV | 2.875% | 05/25/2022 | 0.2% |
| Swedbank AB | 1.300% | 06/02/2023 | 0.2% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.2% |
| Flowserve Corp | 4.000% | 11/15/2023 | 0.2% |
| Cheniere Energy Partners, L.P. | 0.000% | 06/30/2024 | 0.2% |
| Lloyds Banking Group plc | 1.326% | 06/15/2023 | 0.2% |
| UBS AG/London | 1.750% | 04/21/2022 | 0.2% |
| Netflix Inc | 3.625% | 06/15/2025 | 0.2% |
| Danske Bank A/S | 3.001% | 09/20/2022 | 0.2% |
| Standard Chartered plc | 1.319% | 10/14/2023 | 0.2% |
| Standard Chartered plc | 1.214% | 03/23/2025 | 0.2% |
| Orbia Advance Corp SAB de CV | 1.875% | 05/11/2026 | 0.2% |
| Danske Bank A/S | 1.621% | 09/11/2026 | 0.2% |
| HSBC Holdings plc | 0.976% | 05/24/2025 | 0.2% |
| NextEra Energy Capital Holdings, Inc. | 0.855% | 02/25/2022 | 0.2% |
| N/A | 0.000% | 06/15/2039 | 0.2% |
| COMM 2012-CCRE3 Mortgage Trust | 3.922% | 10/15/2045 | 0.2% |
| BDS 2021-FL7 Ltd | 1.180% | 06/16/2036 | 0.2% |
| SK Hynix Inc | 1.000% | 01/19/2024 | 0.2% |
| BB-UBS Trust | 2.892% | 06/05/2030 | 0.2% |
| NatWest Markets PLC | 0.800% | 08/12/2024 | 0.2% |
| Harvest Operations Corp | 1.000% | 04/26/2024 | 0.2% |
| SK Hynix Inc | 1.500% | 01/19/2026 | 0.2% |
| Viterra Finance BV | 2.000% | 04/21/2026 | 0.2% |
| BBCMS 2018-TALL Mortgage Trust | 0.823% | 03/15/2037 | 0.2% |
| Matador Resources Co | 5.875% | 09/15/2026 | 0.2% |
| Aircastle Ltd | 4.400% | 09/25/2023 | 0.2% |
| Bank of America Corp | 4.200% | 08/26/2024 | 0.2% |
| GM Financial Consumer Automobile Receivables Trust | 0.380% | 08/18/2025 | 0.2% |
| Nielsen Finance LLC (VNU, Inc.) | 3.831% | 10/04/2023 | 0.2% |
| DISH DBS Corp | 6.750% | 06/01/2021 | 0.2% |
| Dell International LLC / EMC Corp. | 6.020% | 06/15/2026 | 0.2% |
| BX Commercial Mortgage Trust 2019-XL | 1.021% | 10/15/2036 | 0.2% |
| Navient Corp | 5.500% | 01/25/2023 | 0.2% |
| Diamond Resorts | 5.428% | 09/02/2023 | 0.2% |
| COMM 2014-CCRE18 Mortgage Trust | 3.828% | 07/15/2047 | 0.2% |
| Hyundai Floorplan Master Owner Trust | 2.680% | 04/15/2024 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.470% | 04/20/2026 | 0.2% |
| Alphabet Holding Co. Inc. | 4.906% | 09/26/2024 | 0.2% |
| Nissan Auto Lease Trust 2020-B | 0.430% | 10/16/2023 | 0.2% |
| Cheniere Corpus Christi Holdings LLC | 5.875% | 03/31/2025 | 0.2% |
| Nvent Finance Sarl | 3.950% | 04/15/2023 | 0.2% |
| Enterprise Fleet Financing 2020-2 LLC | 0.610% | 07/20/2026 | 0.2% |
| World Financial Network Credit Card Master Trust | 3.550% | 08/15/2025 | 0.2% |
| Bausch Health Cos Inc | 7.000% | 03/15/2024 | 0.2% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 4.250% | 05/30/2023 | 0.2% |
| JPMorgan Chase & Co | 0.824% | 06/01/2025 | 0.2% |
| Solera LLC / Solera Finance Inc | 10.500% | 03/01/2024 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Occidental Petroleum Corp | 6.950% | 07/01/2024 | 0.2% |
| Morgan Stanley | 0.790% | 05/30/2025 | 0.2% |
| ACAM 2019-FL1 ltd | 1.501% | 11/17/2034 | 0.1% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.1% |
| Avolon Holdings Funding Ltd | 5.250% | 05/15/2024 | 0.1% |
| Royal Caribbean Cruises Ltd | 11.500% | 06/01/2025 | 0.1% |
| Alexander Funding Trust | 1.841% | 11/15/2023 | 0.1% |
| FirstEnergy Transmission LLC | 4.350% | 01/15/2025 | 0.1% |
| Charter Communications, Inc. CL A | 2.343% | 04/30/2025 | 0.1% |
| Avolon Holdings Funding Ltd | 5.125% | 10/01/2023 | 0.1% |
| CNH Industrial NV | 4.500% | 08/15/2023 | 0.1% |
| Skyworks Solutions Inc | 1.800% | 06/01/2026 | 0.1% |
| Scientific Games International, Inc. | 2.843% | 08/14/2024 | 0.1% |
| GS Mortgage Securities Trust 2014-GC18 | 4.074% | 01/10/2047 | 0.1% |
| Helmerich & Payne Inc | 4.650% | 03/15/2025 | 0.1% |
| Banff Merger Sub Inc | 9.750% | 09/01/2026 | 0.1% |
| BBVA Bancomer SA/Texas | 6.750% | 09/30/2022 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.601% | 01/15/2026 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 01/15/2025 | 0.1% |
| Hyundai Capital America | 5.875% | 04/07/2025 | 0.1% |
| Daimler Finance North America LLC | 3.875% | 09/15/2021 | 0.1% |
| Hyundai Capital America | 0.800% | 01/08/2024 | 0.1% |
| Jersey Central Power & Light Co. | 4.700% | 04/01/2024 | 0.1% |
| Hudsons Bay Simon JV Trust 2015-HBS | 4.666% | 08/05/2034 | 0.1% |
| Navient Private Education Refi Loan Trust 2020-F | 1.220% | 07/15/2069 | 0.1% |
| GM Financial Consumer Automobile Receivables Trust | 0.230% | 11/16/2023 | 0.1% |
| Honda Auto Receivables 2020-3 Owner Trust | 0.370% | 10/18/2024 | 0.1% |
| Cimarex Energy Co | 4.375% | 06/01/2024 | 0.1% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.151% | 04/15/2034 | 0.1% |
| Ford Credit Auto Owner Trust 2020-C | 0.410% | 07/15/2025 | 0.1% |
| Navient Corp | 5.875% | 10/25/2024 | 0.1% |
| Daimler Finance North America LLC | 1.750% | 03/10/2023 | 0.1% |
| Boeing Co | 0.000% | 02/06/2022 | 0.1% |
| Park Aerospace Holdings Ltd | 4.500% | 03/15/2023 | 0.1% |
| US Foods, Inc. | 3.495% | 06/15/2023 | 0.1% |
| Motel 6 Trust 2017-MTL6 | 3.351% | 08/15/2034 | 0.1% |
| Ford Credit Auto Owner Trust 2021-REV1 | 1.370% | 10/17/2033 | 0.1% |
| OneMain Finance Corp | 6.125% | 03/15/2024 | 0.1% |
| Hilton Worldwide Finance, LLC | 1.996% | 06/22/2026 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.905% | 05/05/2030 | 0.1% |
| Daimler Finance North America LLC | 1.094% | 02/15/2022 | 0.1% |
| Bank of America Corp | 3.950% | 04/21/2025 | 0.1% |
| Discover Financial Services | 5.200% | 04/27/2022 | 0.1% |
| Mercedes-Benz Master Owner Trust 2019-BA | 2.610% | 05/15/2024 | 0.1% |
| Daimler Finance North America LLC | 0.865% | 11/05/2021 | 0.1% |
| Upstart Securitization Trust 2021-2 | 0.910% | 06/20/2031 | 0.1% |
| Galaxy XIX CLO Ltd | 1.126% | 07/24/2030 | 0.1% |
| Glencore Finance Canada Ltd | 4.250% | 10/25/2022 | 0.1% |
| New Orleans Hotel Trust 2019-HNLA | 1.090% | 04/15/2032 | 0.1% |
| Howmet Aerospace Inc | 6.875% | 05/01/2025 | 0.1% |
| General Motors Financial Co Inc | 5.100% | 01/17/2024 | 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 | 4.151% | 08/15/2046 | 0.1% |
| CenturyLink, Inc. | 2.379% | 01/28/2025 | 0.1% |
| Gentiva Health Services, Inc. | 3.572% | 07/02/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.429% | 06/10/2027 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.210% | 07/15/2026 | 0.1% |
| Diamondback Energy Inc | 2.875% | 12/01/2024 | 0.1% |
| General Motors Financial Co Inc | 2.750% | 06/20/2025 | 0.1% |
| Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/2024 | 0.1% |
| Toyota Auto Receivables 2020-D Owner Trust | 0.230% | 05/15/2023 | 0.1% |
| Sirius XM Radio Inc | 5.375% | 07/15/2026 | 0.1% |
| Verus Securitization Trust 2021-R3 | 1.020% | 04/25/2064 | 0.1% |
| Alliance Data Systems Corp | 7.000% | 01/15/2026 | 0.1% |
| Pentair Finance Sarl | 3.150% | 09/15/2022 | 0.1% |
| CFCRE Commercial Mortgage Trust 2018-TAN | 4.236% | 02/15/2033 | 0.1% |
| Aircastle Ltd | 5.500% | 02/15/2022 | 0.1% |
| Callon Petroleum Co | 6.250% | 04/15/2023 | 0.1% |
| M360 2019-CRE2 LLC | 1.501% | 09/15/2034 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.250% | 01/16/2024 | 0.1% |
| Centene Corp | 5.375% | 06/01/2026 | 0.1% |
| PFS Financing Corp | 1.000% | 10/15/2025 | 0.1% |
| AES Corp/The | 3.300% | 07/15/2025 | 0.1% |
| Verizon Owner Trust 2020-B | 0.470% | 02/20/2025 | 0.1% |
| Microchip Technology Inc | 4.333% | 06/01/2023 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-2 | 1.350% | 07/15/2027 | 0.1% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.1% |
| Charter Communications, Inc. CL A | 4.322% | 03/31/2023 | 0.1% |
| ONEOK Inc | 7.500% | 09/01/2023 | 0.1% |
| Continental Resources Inc/OK | 4.500% | 04/15/2023 | 0.1% |
| ONE Gas Inc | 0.850% | 03/11/2023 | 0.1% |
| CrownRock LP / CrownRock Finance Inc | 5.625% | 10/15/2025 | 0.1% |
| HCA Inc | 5.000% | 03/15/2024 | 0.1% |
| JFIN CLO 2013 Ltd | 1.578% | 01/20/2030 | 0.1% |
| Citigroup Inc | 3.352% | 04/24/2025 | 0.1% |
| Bausch Health Cos Inc | 6.125% | 04/15/2025 | 0.1% |
| SM Energy Co | 10.000% | 01/15/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.344% | 01/10/2037 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2021-A | 0.180% | 03/15/2023 | 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% |
| Nelnet Student Loan Trust 2021-A | 1.360% | 04/20/2062 | 0.1% |
| Duquesne Light Holdings Inc | 5.900% | 12/01/2021 | 0.1% |
| West Fraser Timber Co Ltd | 4.350% | 10/15/2024 | 0.1% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 1.651% | 09/15/2028 | 0.1% |
| Brixmor Operating Partnership L.P. | 3.650% | 06/15/2024 | 0.1% |
| Morgan Stanley | 5.000% | 11/24/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2019-3 | 2.490% | 10/15/2025 | 0.1% |
| Goldman Sachs Group Inc/The | 4.250% | 10/21/2025 | 0.1% |
| Newell Brands Inc | 4.350% | 04/01/2023 | 0.1% |
| One New York Plaza Trust 2020-1NYP | 1.351% | 01/15/2026 | 0.1% |
| Century Communities Inc | 5.875% | 07/15/2025 | 0.1% |
| Pacific Gas and Electric Co | 1.367% | 03/10/2023 | 0.1% |
| Hyundai Auto Lease Securitization Trust 2021-A | 0.250% | 04/17/2023 | 0.1% |
| Murphy Oil Corp | 6.875% | 08/15/2024 | 0.1% |
| Centene Corp | 5.375% | 08/15/2026 | 0.1% |
| Change Healthcare Holdings LLC / Change Healthcare | 5.750% | 03/01/2025 | 0.1% |
| Everi Payments Inc | 7.500% | 12/15/2025 | 0.1% |
| Aircastle Ltd | 5.000% | 04/01/2023 | 0.1% |
| L Brands Inc | 9.375% | 07/01/2025 | 0.1% |
| Delos Finance Sarl | 4.081% | 10/06/2023 | 0.1% |
| Viper Energy Partners LP | 5.375% | 11/01/2027 | 0.1% |
| Origin Energy Finance Ltd | 5.450% | 10/14/2021 | 0.1% |
| Macy's Retail Holdings LLC | 3.625% | 06/01/2024 | 0.1% |
| Flex Ltd | 3.750% | 02/01/2026 | 0.1% |
| Kinder Morgan Inc | 1.521% | 01/15/2023 | 0.1% |
| Alliance Data Systems Corp | 4.750% | 12/15/2024 | 0.1% |
| Cenovus Energy Inc | 5.375% | 07/15/2025 | 0.1% |
| Glencore Funding LLC | 4.125% | 03/12/2024 | 0.1% |
| Santander Drive Auto Receivables Trust 2021-1 | 0.750% | 02/17/2026 | 0.1% |
| Pacific Gas and Electric Co | 3.250% | 06/15/2023 | 0.1% |
| LGI Homes Inc | 6.875% | 07/15/2026 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| Caesars Entertainment Inc | 6.250% | 07/01/2025 | 0.1% |
| Arbor Realty Collateralized Loan Obligation Ltd | 1.200% | 05/15/2036 | 0.1% |
| KKR Industrial Portfolio Trust 2021-KDIP | 0.651% | 12/15/2037 | 0.1% |
| Goldman Sachs Group Inc/The | 1.218% | 07/24/2023 | 0.1% |
| Park Intermediate Holdings LLC / PK Domestic Prope | 7.500% | 06/01/2025 | 0.1% |
| Sabre GLBL Inc | 7.375% | 09/01/2025 | 0.1% |
| TransAlta Corp | 4.500% | 11/15/2022 | 0.1% |
| Las Vegas Sands Corp | 3.200% | 08/08/2024 | 0.1% |
| PFS Financing Corp | 0.970% | 02/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2019-4 | 2.840% | 11/17/2025 | 0.1% |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & | 6.000% | 08/01/2026 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.480% | 02/14/2031 | 0.1% |
| Seminole Tribe of Florida | 4.331% | 07/08/2024 | 0.1% |
| People's United Financial Inc | 3.650% | 12/06/2022 | 0.1% |
| Occidental Petroleum Corp | 2.900% | 08/15/2024 | 0.1% |
| Weibo Corp | 1.250% | 11/15/2022 | 0.1% |
| Uber Technologies Inc | 8.000% | 11/01/2026 | 0.1% |
| GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 08/10/2046 | 0.1% |
| GS Mortgage Securities Trust 2011-GC5 | 5.297% | 08/10/2044 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| William Carter Co/The | 5.500% | 05/15/2025 | 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% |
| Gazprom PJSC Via Gaz Capital SA | 6.510% | 03/07/2022 | 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% |
| Synchrony Credit Card Master Note Trust | 2.820% | 10/15/2025 | 0.1% |
| Planet Fitness Master Issuer LLC | 4.666% | 09/05/2048 | 0.1% |
| Rattler Midstream LP | 5.625% | 07/15/2025 | 0.1% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.360% | 03/15/2029 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 1.336% | 01/05/2034 | 0.1% |
| RBS Commercial Funding Inc 2013-SMV Trust | 3.260% | 03/11/2031 | 0.1% |
| VeriSign Inc | 4.625% | 05/01/2023 | 0.1% |
| SL Green Operating Partnership L.P. | 3.250% | 10/15/2022 | 0.1% |
| GS Mortgage Securities Corp II | 3.007% | 12/10/2030 | 0.1% |
| Marriott International Inc/MD | 5.750% | 05/01/2025 | 0.1% |
| HPEFS Equipment Trust 2020-1 | 1.890% | 02/20/2030 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.540% | 08/15/2024 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.996% | 05/05/2035 | 0.1% |
| NextGear Floorplan Master Owner Trust | 4.010% | 10/15/2023 | 0.1% |
| CPS Auto Receivables Trust 2019-C | 2.840% | 06/16/2025 | 0.1% |
| Foursight Capital Automobile Receivables Trust 202 | 2.050% | 10/15/2024 | 0.1% |
| Westinghouse Air Brake Technologies Corp | 4.400% | 03/15/2024 | 0.1% |
| Norbord Inc | 6.250% | 04/15/2023 | 0.1% |
| Bank of The West Auto Trust 2017-1 | 2.330% | 09/15/2023 | 0.1% |
| GS Mortgage Securities Corp II | 6.050% | 05/15/2026 | 0.1% |
| Citigroup Inc | 3.142% | 01/24/2023 | 0.1% |
| CSMC 2021-NQM3 | 1.015% | 04/25/2066 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.450% | 01/16/2029 | 0.1% |
| DBWF 2018-AMXP Mortgage Trust | 3.830% | 05/05/2035 | 0.1% |
| OneMain Financial Issuance Trust 2019-1 | 3.790% | 02/14/2031 | 0.1% |
| Master Credit Card Trust II Series 2018-1 | 0.587% | 07/21/2024 | 0.1% |
| Drive Auto Receivables Trust 2021-1 | 1.020% | 06/15/2027 | 0.1% |
| HMH Trust 2017-NSS | 3.062% | 07/05/2031 | 0.1% |
| AOA 2015-1177 Mortgage Trust | 2.957% | 12/13/2029 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.127% | 12/19/2030 | 0.1% |
| Hess Corp | 3.500% | 07/15/2024 | 0.1% |
| Octane Receivables Trust 0.93% 3/22/2027 | 0.930% | 03/22/2027 | 0.1% |
| Hawaii Hotel Trust 2019-MAUI | 1.551% | 05/15/2038 | 0.1% |
| GS Mortgage Securities Corp Trust 2019-BOCA | 1.601% | 06/15/2038 | 0.1% |
| DBWF 2018-GLKS Mortgage Trust | 1.847% | 12/19/2030 | 0.1% |
| Arbor Realty Commercial Real Estate Notes 2018-FL1 | 1.251% | 06/15/2028 | 0.1% |
| Atrium Hotel Portfolio Trust 2017-ATRM | 1.031% | 12/15/2036 | 0.1% |
| Commercial Mortgage Pass Through Certificates | 3.400% | 10/05/2030 | 0.1% |
| GS Mortgage Securities Corp II | 1.300% | 05/15/2026 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-STAY | 1.201% | 07/15/2032 | 0.1% |
| Exeter Automobile Receivables Trust | 1.400% | 04/15/2027 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.531% | 06/15/2035 | 0.1% |
| BSPRT 2019-FL5 Issuer Ltd | 1.251% | 05/15/2029 | 0.1% |
| Barclays Dryrock Issuance Trust | 0.431% | 07/15/2024 | 0.1% |
| Exeter Automobile Receivables Trust | 0.270% | 01/16/2024 | 0.1% |
| GS Mortgage Securities Corp Trust 2017-GPTX | 2.856% | 05/10/2034 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 1.051% | 07/15/2035 | 0.1% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.817% | 09/13/2031 | 0.1% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 3.277% | 10/15/2030 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 1.751% | 06/15/2035 | 0.1% |
| SG Commercial Mortgage Securities Trust 2019-787E | 0.305% | 02/15/2041 | 0.1% |
| World Financial Network Credit Card Master Trust | 3.140% | 12/15/2025 | 0.1% |
| Colorado Buyer, Inc. | 8.250% | 05/01/2025 | 0.1% |
| American Airlines, Inc. | 3.419% | 04/28/2023 | 0.1% |
| Westlake Automobile Receivables Trust 2019-3 | 2.410% | 10/15/2024 | 0.1% |
| HMH Trust 2017-NSS | 4.723% | 07/05/2031 | 0.1% |
| GS Mortgage Securities Trust 2013-G1 | 3.557% | 04/10/2031 | 0.1% |
| Aadvantage Loyalty IP | 5.500% | 03/10/2028 | 0.1% |
| Citigroup Inc | 1.678% | 05/15/2024 | 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 2021-1 | 0.815% | 01/25/2066 | 0.1% |
| Aviation Capital Group LLC | 3.875% | 05/01/2023 | 0.1% |
| HCA Inc | 5.250% | 06/15/2026 | 0.1% |
| Orec 2018-CRE1 Ltd | 1.281% | 06/15/2036 | 0.1% |
| Ally Auto Receivables Trust 2019-3 | 1.930% | 05/15/2024 | 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% |
| Tronox Inc | 6.500% | 05/01/2025 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.351% | 10/15/2036 | 0.1% |
| BX Commercial Mortgage Trust 2019-XL | 1.901% | 10/15/2036 | 0.1% |
| LSTAR Commercial Mortgage Trust 2017-5 | 2.776% | 03/10/2050 | 0.1% |
| Vail Resorts Inc | 6.250% | 05/15/2025 | 0.1% |
| DISH DBS Corp | 5.875% | 07/15/2022 | 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% |
| World Omni Automobile Lease Securitization Trust 2 | 0.450% | 02/15/2024 | 0.1% |
| CSMC 2021-NQM1 | 0.809% | 05/25/2065 | 0.1% |
| Bank of America Corp | 1.319% | 06/19/2026 | 0.1% |
| Energy Transfer LP | 4.250% | 03/15/2023 | 0.1% |
| Uber Technologies Inc | 7.500% | 05/15/2025 | 0.1% |
| Santander Holdings USA Inc | 3.400% | 01/18/2023 | 0.1% |
| Comstock Resources Inc | 9.750% | 08/15/2026 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.551% | 04/15/2031 | 0.1% |
| Verus Securitization Trust 2021-R2 | 0.918% | 02/25/2064 | 0.1% |
| Celanese US Holdings LLC | 5.875% | 06/15/2021 | 0.1% |
| Carvana Auto Receivables Trust 2021-N1 | 0.700% | 01/10/2028 | 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% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| CSMC 2020-AFC1 Trust | 2.240% | 02/25/2050 | 0.1% |
| American Airlines Group Inc | 3.750% | 03/01/2025 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 3.997% | 04/15/2047 | 0.1% |
| SMB Private Education Loan Trust 2021-A | 0.601% | 01/15/2053 | 0.1% |
| CNH Industrial Capital LLC | 4.375% | 04/05/2022 | 0.1% |
| BAT International Finance plc | 1.668% | 03/25/2026 | 0.1% |
| General Motors Financial Co Inc | 3.150% | 06/30/2022 | 0.1% |
| Hyundai Capital America | 1.300% | 01/08/2026 | 0.1% |
| UBS-Citigroup Commercial Mortgage Trust | 3.595% | 01/10/2045 | 0.1% |
| BB-UBS Trust | 3.468% | 06/05/2030 | 0.1% |
| Macquarie Group Ltd | 4.150% | 03/27/2024 | 0.1% |
| Petroleos Mexicanos | 4.250% | 01/15/2025 | 0.1% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.1% |
| Verus Securitization Trust 2020-5 | 1.218% | 05/25/2065 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 3.420% | 06/16/2025 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.833% | 10/25/2052 | 0.1% |
| IHS Markit Ltd | 4.125% | 08/01/2023 | 0.1% |
| Air Lease Corp | 1.875% | 08/15/2026 | 0.1% |
| Verus Securitization Trust 2020-4 | 1.502% | 05/25/2065 | 0.1% |
| Credit Suisse Mortgage Capital Certificates | 1.616% | 04/25/2065 | 0.1% |
| Honda Auto Receivables 2020-2 Owner Trust | 0.820% | 07/15/2024 | 0.1% |
| Stars Group Holdings BV | 5.344% | 07/10/2025 | 0.1% |
| Suncor Energy Inc | 9.250% | 10/15/2021 | 0.1% |
| CSMC 2020-NQM1 Trust | 1.208% | 05/25/2065 | 0.1% |
| Valero Energy Corp | 1.200% | 03/15/2024 | 0.1% |
| Laredo Petroleum Inc | 9.500% | 01/15/2025 | 0.1% |
| Ready Captial Mortgage Financing 2019-FL3 LLC | 1.092% | 03/25/2034 | 0.1% |
| CPS Auto Receivables Trust 2019-D | 2.350% | 11/15/2023 | 0.1% |
| Hawaiian Airlines 2013-1 Class B Pass Through Cert | 4.950% | 01/15/2022 | 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% |
| DLL 2018-1 LLC | 3.270% | 04/17/2026 | 0.1% |
| West Town Mall Trust 2017-KNOX | 3.823% | 07/05/2030 | 0.1% |
| SM Energy Co | 6.125% | 11/15/2022 | 0.1% |
| WPX Energy Inc | 5.250% | 09/15/2024 | 0.1% |
| Santander Holdings USA Inc | 3.450% | 06/02/2025 | 0.1% |
| Ally Financial Inc | 4.625% | 03/30/2025 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 1.727% | 08/15/2049 | 0.1% |
| BBCMS Trust 2018-BXH | 1.101% | 10/15/2037 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.392% | 06/05/2032 | 0.1% |
| PFP 2019-6 Ltd | 1.148% | 04/14/2037 | 0.1% |
| WPX Energy Inc | 8.250% | 08/01/2023 | 0.1% |
| NRG Energy Inc | 6.625% | 01/15/2027 | 0.1% |
| Government National Mortgage Association | 2.750% | 03/16/2050 | 0.1% |
| SLIDE 2018-FUN | 1.001% | 06/15/2031 | 0.1% |
| US Coatings | 3.395% | 06/01/2024 | 0.1% |
| ARI Fleet Lease Trust 2020-A | 1.770% | 08/15/2028 | 0.1% |
| Molina Healthcare Inc | 5.375% | 11/15/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2020-1 | 1.480% | 01/21/2025 | 0.1% |
| VEREIT Operating Partnership L.P. | 4.625% | 11/01/2025 | 0.1% |
| General Motors Financial Co Inc | 1.228% | 01/05/2023 | 0.1% |
| Cenovus Energy Inc | 4.000% | 04/15/2024 | 0.1% |
| Macquarie Group Ltd | 1.340% | 01/12/2027 | 0.1% |
| ESH Hospitality Inc | 5.250% | 05/01/2025 | 0.1% |
| Residential Mortgage Loan Trust 2020-1 | 2.376% | 02/25/2024 | 0.1% |
| Howmet Aerospace Inc | 5.125% | 10/01/2024 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Microchip Technology Inc | 3.922% | 06/01/2021 | 0.1% |
| Atmos Energy Corp | 0.625% | 03/09/2023 | 0.1% |
| Lennar Corp | 4.750% | 11/15/2022 | 0.1% |
| BDS 2019-FL3 LTD | 1.516% | 12/15/2035 | 0.1% |
| State of Illinois | 4.950% | 06/01/2023 | 0.1% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.1% |
| PDC Energy Inc | 6.125% | 09/15/2024 | 0.1% |
| COMM 2014-LC15 Mortgage Trust | 3.727% | 04/10/2047 | 0.1% |
| Amur Equipment Finance Receivables VII LLC | 2.630% | 06/20/2024 | 0.1% |
| Valero Energy Corp | 2.700% | 04/15/2023 | 0.1% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.1% |
| New Residential Mortgage Loan Trust 2020-NQM1 | 2.464% | 01/26/2060 | 0.1% |
| Deephaven Residential Mortgage Trust 2020-1 | 2.339% | 01/25/2060 | 0.1% |
| Bank of America Corp | 2.015% | 02/13/2026 | 0.1% |
| Citigroup Inc | 4.050% | 07/30/2022 | 0.1% |
| GCAT 2019-NQM2 Trust | 2.247% | 01/25/2060 | 0.1% |
| Navient Corp | 6.125% | 03/25/2024 | 0.1% |
| General Motors Financial Co Inc | 2.900% | 02/26/2025 | 0.1% |
| OneMain Finance Corp | 8.250% | 10/01/2023 | 0.1% |
| BAT Capital Corp | 2.789% | 09/06/2024 | 0.1% |
| NCL Corp Ltd | 5.875% | 03/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.990% | 01/15/2025 | 0.1% |
| Range Resources Corp | 9.250% | 02/01/2026 | 0.1% |
| PDC Energy Inc | 5.750% | 05/15/2026 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 0.692% | 01/25/2046 | 0.0% |
| Travel + Leisure Co | 6.600% | 10/01/2025 | 0.0% |
| Ovintiv Exploration Inc | 5.625% | 07/01/2024 | 0.0% |
| GS Mortgage Securities Corp Trust 2019-70P | 1.421% | 10/15/2036 | 0.0% |
| Valero Energy Corp | 2.850% | 04/15/2025 | 0.0% |
| Starwood Mortgage Residential Trust 2020-1 | 2.275% | 02/25/2050 | 0.0% |
| Exeter Automobile Receivables Trust | 0.980% | 06/15/2026 | 0.0% |
| HCA Inc | 8.360% | 04/15/2024 | 0.0% |
| General Motors Financial Co Inc | 5.200% | 03/20/2023 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.401% | 06/15/2032 | 0.0% |
| FNB Corp/PA | 2.200% | 02/24/2023 | 0.0% |
| Diamondback Energy Inc | 4.750% | 05/31/2025 | 0.0% |
| CoreVest American Finance 2018-1 Trust | 3.804% | 06/15/2051 | 0.0% |
| Oceaneering International Inc | 4.650% | 11/15/2024 | 0.0% |
| Live Nation Entertainment Inc | 4.875% | 11/01/2024 | 0.0% |
| Glencore Funding LLC | 1.625% | 04/27/2026 | 0.0% |
| CIT Group Inc | 4.750% | 02/16/2024 | 0.0% |
| Angel Oak Mortgage Trust 2020-6 | 1.261% | 05/25/2065 | 0.0% |
| Wells Fargo & Co | 3.750% | 01/24/2024 | 0.0% |
| Verus Securitization Trust 2020-1 | 2.417% | 01/25/2060 | 0.0% |
| Fluor Corp | 3.500% | 12/15/2024 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 4.130% | 01/15/2025 | 0.0% |
| Baffinland Iron Mines Corp / Baffinland Iron Mines | 8.750% | 07/15/2026 | 0.0% |
| CIT Group Inc | 5.000% | 08/15/2022 | 0.0% |
| Aviation Capital Group LLC | 1.950% | 01/30/2026 | 0.0% |
| Petroleos Mexicanos | 5.375% | 03/13/2022 | 0.0% |
| MGM Resorts International | 6.750% | 05/01/2025 | 0.0% |
| WPX Energy Inc | 5.750% | 06/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.640% | 01/10/2037 | 0.0% |
| Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/2026 | 0.0% |
| General Motors Financial Co Inc | 3.950% | 04/13/2024 | 0.0% |
| Western Midstream Operating LP | 2.288% | 01/13/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 3.431% | 06/15/2045 | 0.0% |
| CSMC Trust 2017-MOON | 3.196% | 07/10/2034 | 0.0% |
| Credit Suisse Commercial Mortgage Securities Corp | 1.351% | 01/15/2034 | 0.0% |
| Great Wolf Trust 2019-WOLF | 1.435% | 12/15/2036 | 0.0% |
| Pacific Gas and Electric Co | 3.750% | 02/15/2024 | 0.0% |
| Morgan Stanley Capital Barclays Bank Trust 2016-MA | 2.480% | 09/13/2031 | 0.0% |
| CSMC Trust 2017-PFHP | 1.051% | 12/15/2030 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 1.256% | 07/25/2027 | 0.0% |
| Continental Resources Inc/OK | 3.800% | 06/01/2024 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 1.329% | 11/15/2049 | 0.0% |
| CSAIL 2016-C6 Commercial Mortgage Trust | 1.914% | 01/15/2049 | 0.0% |
| Assurant Inc | 4.200% | 09/27/2023 | 0.0% |
| Kemper Corp | 4.350% | 02/15/2025 | 0.0% |
| Boeing Co/The | 2.300% | 08/01/2021 | 0.0% |
| Cardinal Health Inc | 3.079% | 06/15/2024 | 0.0% |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | 1.151% | 12/15/2033 | 0.0% |
| Associated Bank NA/Green Bay WI | 3.500% | 08/13/2021 | 0.0% |
| JPMCC Commercial Mortgage Securities Trust 2017-JP | 1.047% | 09/15/2050 | 0.0% |
| Exeter Automobile Receivables Trust 2019-4 | 2.300% | 12/15/2023 | 0.0% |
| Tech Data Corporation | 3.637% | 06/30/2025 | 0.0% |
| COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/2046 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.590% | 12/15/2025 | 0.0% |
| HPEFS Equipment Trust 2020-1 | 1.730% | 02/20/2030 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.690% | 08/17/2026 | 0.0% |
| Jefferies Group LLC | 5.125% | 01/20/2023 | 0.0% |
| Synovus Financial Corp | 3.125% | 11/01/2022 | 0.0% |
| ReadyCap Commercial Mortgage Trust 2018-4 | 3.390% | 02/27/2051 | 0.0% |
| Avolon Holdings Funding Ltd | 4.250% | 04/15/2026 | 0.0% |
| SLC Student Loan Trust 2008-1 | 1.784% | 12/15/2032 | 0.0% |
| Avolon Holdings Funding Ltd | 2.125% | 02/21/2026 | 0.0% |
| Morgan Stanley Capital I Trust 2016-UB11 | 0.917% | 08/15/2049 | 0.0% |
| CIT Group Inc | 3.929% | 06/19/2024 | 0.0% |
| Carvana Auto Receivables Trust 2019-2 | 3.000% | 06/17/2024 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.057% | 07/05/2033 | 0.0% |
| COMM 2013-SFS Mortgage Trust | 1.873% | 04/12/2035 | 0.0% |
| PVH Corp | 4.625% | 07/10/2025 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/16/2050 | 0.0% |
| COMM 2020-SBX Mortgage Trust | 1.670% | 01/10/2038 | 0.0% |
| BXP Trust 2017-CQHP | 0.951% | 11/15/2034 | 0.0% |
| American Airlines 2014-1 Class B Pass Through Trus | 4.375% | 10/01/2022 | 0.0% |
| Precision Drilling Corp | 7.750% | 12/15/2023 | 0.0% |
| Capital One Multi-Asset Execution Trust | 1.720% | 08/15/2024 | 0.0% |
| Mattel Inc | 3.375% | 04/01/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.701% | 06/15/2032 | 0.0% |
| Diamondback Energy Inc | 0.900% | 03/24/2023 | 0.0% |
| Midwest Connector Capital Co LLC | 3.625% | 04/01/2022 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 3.700% | 01/21/2031 | 0.0% |
| GA Global Funding Trust | 1.625% | 01/15/2026 | 0.0% |
| SCF Equipment Leasing 2019-1 LLC | 3.230% | 10/20/2024 | 0.0% |
| GATX Corp | 4.350% | 02/15/2024 | 0.0% |
| Huntington Ingalls Industries Inc | 3.844% | 05/01/2025 | 0.0% |
| LoanCore 2019-CRE3 Issuer Ltd | 1.471% | 04/15/2034 | 0.0% |
| Hasbro Inc | 3.000% | 11/19/2024 | 0.0% |
| HD Supply Inc. | 3.750% | 08/01/2024 | 0.0% |
| BX Trust 2017-SLCT | 2.151% | 07/15/2034 | 0.0% |
| DR Horton Inc | 5.750% | 08/15/2023 | 0.0% |
| WPX Energy Inc | 5.250% | 10/15/2027 | 0.0% |
| Select Medical Corp | 6.250% | 08/15/2026 | 0.0% |
| Drive Auto Receivables Trust 2017-2 | 3.490% | 09/15/2023 | 0.0% |
| COMM 2015-LC21 Mortgage Trust | 3.708% | 07/10/2048 | 0.0% |
| Square Inc | 2.750% | 06/01/2026 | 0.0% |
| DLL Securitization Trust 2017-A | 2.430% | 11/17/2025 | 0.0% |
| Lennar Corp | 4.750% | 05/30/2025 | 0.0% |
| Greystone Commercial Real Estate Notes 2018-HC1 Lt | 2.251% | 09/15/2028 | 0.0% |
| Bank of America Corp | 0.981% | 09/25/2025 | 0.0% |
| E*TRADE Financial Corp | 2.950% | 08/24/2022 | 0.0% |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.178% | 05/15/2051 | 0.0% |
| Bausch Health Cos Inc | 5.500% | 11/01/2025 | 0.0% |
| Palisades Center Trust 2016-PLSD | 4.737% | 04/13/2033 | 0.0% |
| World Financial Network Credit Card Master Trust | 3.950% | 08/15/2025 | 0.0% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.0% |
| Air Lease Corp | 4.250% | 02/01/2024 | 0.0% |
| Suncor Energy Ventures Corp | 4.500% | 04/01/2022 | 0.0% |
| SCF Equipment Leasing 2019-2 LLC | 2.220% | 06/20/2024 | 0.0% |
| Drive Auto Receivables Trust | 4.090% | 01/15/2026 | 0.0% |
| Shelter Growth CRE 2019-FL2 Issuer Ltd | 1.551% | 05/15/2036 | 0.0% |
| LSTAR Commercial Mortgage Trust 2016-4 | 1.768% | 03/10/2049 | 0.0% |
| EQT Corp | 3.125% | 05/15/2026 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-2 | 3.490% | 07/17/2023 | 0.0% |
| RETL 2019-RVP | 2.201% | 03/15/2036 | 0.0% |
| State of Illinois | 6.125% | 07/01/2021 | 0.0% |
| Government National Mortgage Association | 2.650% | 11/17/2048 | 0.0% |
| Government National Mortgage Association | 2.600% | 08/16/2058 | 0.0% |
| Diamond Resorts Owner Trust 2018-1 | 4.190% | 01/21/2031 | 0.0% |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp | 5.500% | 03/01/2025 | 0.0% |
| Prima Capital CRE Securitization | 4.500% | 12/24/2050 | 0.0% |
| Amur Equipment Finance Receivables VI LLC | 3.890% | 07/20/2022 | 0.0% |
| Angel Oak Mortgage Trust 2020-1 | 2.466% | 12/25/2059 | 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% |
| Hillman Group Inc/The | 6.375% | 07/15/2022 | 0.0% |
| USI Inc/NY | 6.875% | 05/01/2025 | 0.0% |
| Romanian Government International Bond | 4.875% | 01/22/2024 | 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% |
| CommonSpirit Health | 1.547% | 10/01/2025 | 0.0% |
| Brighthouse Financial Global Funding | 1.550% | 05/24/2026 | 0.0% |
| Triton Container International Ltd | 1.150% | 06/07/2024 | 0.0% |
| BY Crown Parent LLC | 7.375% | 10/15/2024 | 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% |
| General Motors Co | 6.125% | 10/01/2025 | 0.0% |
| US Airways 2013-1 Class B Pass Through Trust | 5.375% | 11/15/2021 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 3.173% | 05/15/2048 | 0.0% |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 8.000% | 09/20/2025 | 0.0% |
| OneMain Finance Corp | 5.625% | 03/15/2023 | 0.0% |
| General Motors Co | 5.400% | 10/02/2023 | 0.0% |
| COMM 2014-CCRE19 Mortgage Trust | 3.532% | 08/10/2047 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 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% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 3.795% | 06/05/2032 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 3.370% | 08/16/2024 | 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% |
| Avolon Holdings Funding Ltd | 3.625% | 05/01/2022 | 0.0% |
| National Fuel Gas Co | 3.750% | 03/01/2023 | 0.0% |
| Suncor Energy Inc | 7.875% | 06/15/2026 | 0.0% |
| Navient Corp | 6.500% | 06/15/2022 | 0.0% |
| MVW Owner Trust 2017-1 | 2.420% | 12/20/2034 | 0.0% |
| HAT Holdings I LLC / HAT Holdings II LLC | 6.000% | 04/15/2025 | 0.0% |
| Popular Inc | 6.125% | 09/14/2023 | 0.0% |
| 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% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.251% | 04/15/2031 | 0.0% |
| PGT Innovations Inc | 6.750% | 08/01/2026 | 0.0% |
| Ally Financial Inc | 1.450% | 10/02/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 4.738% | 06/15/2045 | 0.0% |
| Newell Brands Inc | 4.875% | 06/01/2025 | 0.0% |
| Caesars Resort Collection LLC / CRC Finco Inc | 5.750% | 07/01/2025 | 0.0% |
| Citigroup Inc | 3.875% | 03/26/2025 | 0.0% |
| CommScope Inc | 5.500% | 03/01/2024 | 0.0% |
| VeriSign Inc | 5.250% | 04/01/2025 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.674% | 09/15/2048 | 0.0% |
| Banco de Credito del Peru | 2.700% | 01/11/2025 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 0.675% | 12/15/2049 | 0.0% |
| M/I Homes Inc | 5.625% | 08/01/2025 | 0.0% |
| Royalty Pharma PLC | 1.200% | 09/02/2025 | 0.0% |
| OneMain Finance Corp | 6.125% | 05/15/2022 | 0.0% |
| GS Mortgage Securities Trust 2012-GCJ7 | 4.740% | 05/10/2045 | 0.0% |
| CarMax Auto Owner Trust 2017-3 | 2.220% | 11/15/2022 | 0.0% |
| Mattel Inc | 6.750% | 12/31/2025 | 0.0% |
| CSMC 2014-USA OA LLC | 0.540% | 09/15/2037 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-4 | 3.560% | 07/15/2024 | 0.0% |
| New York Transportation Development Corp | 1.610% | 12/01/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.961% | 01/15/2048 | 0.0% |
| Government National Mortgage Association | 2.600% | 12/16/2057 | 0.0% |
| New York Transportation Development Corp | 1.360% | 12/01/2021 | 0.0% |
| BX 2021-MFM1 | 0.801% | 01/15/2034 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 4.036% | 06/05/2032 | 0.0% |
| Navistar International Corp | 6.625% | 11/01/2025 | 0.0% |
| Santander Drive Auto Receivables Trust 2018-5 | 3.810% | 12/16/2024 | 0.0% |
| Ingles Markets Inc | 5.750% | 06/15/2023 | 0.0% |
| Westinghouse Air Brake Technologies Corp | 3.200% | 06/15/2025 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Vornado Realty LP | 2.150% | 06/01/2026 | 0.0% |
| Avery Point V CLO Ltd | 1.170% | 07/17/2026 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.651% | 04/15/2031 | 0.0% |
| American Airlines, Inc. | 3.372% | 12/14/2023 | 0.0% |
| Freeport-McMoRan Inc | 3.875% | 03/15/2023 | 0.0% |
| Park Aerospace Holdings Ltd | 5.250% | 08/15/2022 | 0.0% |
| Navient Corp | 7.250% | 01/25/2022 | 0.0% |
| OGE Energy Corp | 0.703% | 05/26/2023 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp | 5.500% | 05/01/2026 | 0.0% |
| Fannie Mae Pool | 3.688% | 01/01/2042 | 0.0% |
| Aviation Capital Group LLC | 2.875% | 01/20/2022 | 0.0% |
| PPL Capital Funding Inc | 3.950% | 03/15/2024 | 0.0% |
| Fannie Mae Pool | 2.286% | 10/01/2036 | 0.0% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 1.757% | 07/05/2033 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Reynolds American Inc | 4.450% | 06/12/2025 | 0.0% |
| CPS Auto Receivables Trust 2018-B | 3.580% | 03/15/2023 | 0.0% |
| World Omni Select Auto Trust 2019-A | 2.380% | 12/15/2025 | 0.0% |
| MSBAM Commercial Mortgage Securities Trust 2012-CK | 2.117% | 10/15/2030 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.504% | 07/15/2048 | 0.0% |
| Kraft Heinz Foods Co | 3.000% | 06/01/2026 | 0.0% |
| Great Wolf Trust 2019-WOLF | 2.833% | 12/15/2036 | 0.0% |
| Texas Eastern Transmission LP | 2.800% | 10/15/2022 | 0.0% |
| COMM 2014-UBS3 Mortgage Trust | 3.819% | 06/10/2047 | 0.0% |
| Hudsons Bay Simon JV Trust 2015-HBS | 1.245% | 08/05/2034 | 0.0% |
| SLIDE 2018-FUN | 1.351% | 06/15/2031 | 0.0% |
| Bancorp Commercial Mortgage 2019-CRE5 Trust | 1.101% | 03/15/2036 | 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% |
| DBWF Mortgage Trust | 2.998% | 06/10/2034 | 0.0% |
| Fannie Mae Pool | 2.721% | 12/01/2045 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.364% | 06/10/2048 | 0.0% |
| Macquarie Group Ltd | 3.189% | 11/28/2023 | 0.0% |
| SLIDE 2018-FUN | 1.651% | 06/15/2031 | 0.0% |
| DBJPM 16-C3 Mortgage Trust | 1.462% | 08/10/2049 | 0.0% |
| Air Canada 2015-1 Class B Pass Through Trust | 3.875% | 03/15/2023 | 0.0% |
| MSCG Trust 2015-ALDR | 2.612% | 06/07/2035 | 0.0% |
| Flagship Credit Auto Trust 2019-1 | 3.110% | 08/15/2023 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 5.750% | 03/15/2025 | 0.0% |
| Morgan Stanley Capital I Trust 2015-UBS8 | 3.626% | 12/15/2048 | 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% |
| Shops at Crystals Trust 2016-CSTL | 0.203% | 07/05/2036 | 0.0% |
| Irvine Core Office Trust 2013-IRV | 2.068% | 05/15/2048 | 0.0% |
| FMG Resources August 2006 Pty Ltd | 5.125% | 05/15/2024 | 0.0% |
| GS Mortgage Securities Trust 2015-GS1 | 0.181% | 11/10/2048 | 0.0% |
| Core & Main Holdings LP | 8.625% | 09/15/2024 | 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% |
| Drive Auto Receivables Trust | 3.660% | 11/15/2024 | 0.0% |
| Palisades Center Trust 2016-PLSD | 2.713% | 04/13/2033 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C6 | 1.104% | 11/10/2049 | 0.0% |
| Fannie Mae Pool | 2.214% | 04/01/2040 | 0.0% |
| COMM 2014-UBS5 Mortgage Trust | 0.085% | 09/10/2047 | 0.0% |
| US Airways 2012-2 Class B Pass Through Trust | 6.750% | 06/03/2021 | 0.0% |
| CSMC Trust 2017-MOON | 0.000% | 07/10/2034 | 0.0% |
| DBWF 2016-85T Mortgage Trust | 0.014% | 12/10/2036 | 0.0% |
| MGM Resorts International | 6.000% | 03/15/2023 | 0.0% |
| Carmax Auto Owner Trust 2019-3 | 2.210% | 12/15/2022 | 0.0% |
| World Financial Network Credit Card Master Trust | 2.490% | 04/15/2026 | 0.0% |
| UBS-Barclays Commercial Mortgage Trust | 0.910% | 03/10/2046 | 0.0% |
| Morgan Stanley Bank of America Merrill Lynch Trust | 0.563% | 07/15/2050 | 0.0% |
| Forterra Finance LLC / FRTA Finance Corp | 6.500% | 07/15/2025 | 0.0% |
| DR Horton Inc | 4.750% | 02/15/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust | 2.944% | 02/10/2048 | 0.0% |
| Fannie Mae Pool | 2.949% | 06/01/2042 | 0.0% |
| United Airlines 2014-1 Class B Pass Through Trust | 4.750% | 04/11/2022 | 0.0% |
| Air Canada 2015-2 Class B Pass Through Trust | 5.000% | 12/15/2023 | 0.0% |
| SITE Centers Corp | 3.625% | 02/01/2025 | 0.0% |
| Laureate Education Inc | 8.250% | 05/01/2025 | 0.0% |
| CFCRE Commercial Mortgage Trust 2016-C7 | 0.689% | 12/10/2054 | 0.0% |
| Freddie Mac Non Gold Pool | 2.377% | 06/01/2041 | 0.0% |
| GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 03/21/2022 | 0.0% |
| Freddie Mac Non Gold Pool | 2.377% | 12/01/2040 | 0.0% |
| FX CAD/USD 07/21 | 0.000% | 07/20/2021 | 0.0% |
| Bank of The West Auto Trust 2017-1 | 2.110% | 01/15/2023 | 0.0% |
| Drive Auto Receivables Trust 2019-2 | 3.170% | 11/15/2023 | 0.0% |
| West Town Mall Trust 2017-KNOX | 0.372% | 07/05/2030 | 0.0% |
| San Diego Gas & Electric Co | 1.914% | 02/01/2022 | 0.0% |
| Fannie Mae Pool | 2.788% | 10/01/2045 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.780% | 08/15/2045 | 0.0% |
| Government National Mortgage Association | 3.000% | 01/16/2048 | 0.0% |
| Fannie Mae Pool | 2.387% | 03/01/2042 | 0.0% |
| Wells Fargo Commercial Mortgage Trust | 0.011% | 06/15/2048 | 0.0% |
| Fannie Mae Pool | 2.703% | 12/01/2045 | 0.0% |
| CD 2016-CD1 Mortgage Trust | 1.392% | 08/10/2049 | 0.0% |
| Government National Mortgage Association | 1.018% | 12/16/2054 | 0.0% |
| Freddie Mac Non Gold Pool | 2.331% | 06/01/2042 | 0.0% |
| World Omni Select Auto Trust 2018-1 | 3.680% | 07/15/2023 | 0.0% |
| Westlake Automobile Receivables Trust 2019-2 | 3.060% | 02/15/2023 | 0.0% |
| J.P. Morgan Chase Commercial Mortgage Securities T | 0.657% | 10/05/2031 | 0.0% |
| COMM 2015-PC1 Mortgage Trust | 0.471% | 07/10/2050 | 0.0% |
| GS Mortgage Securities Trust 2012-GC6 | 1.912% | 01/10/2045 | 0.0% |
| Fannie Mae Pool | 2.337% | 12/01/2040 | 0.0% |
| Hyundai Auto Receivables Trust 2019-B | 1.930% | 07/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.297% | 06/15/2045 | 0.0% |
| Fannie Mae Pool | 2.316% | 12/01/2040 | 0.0% |
| Fannie Mae Pool | 2.382% | 10/01/2040 | 0.0% |
| UTEX Industries | 0.000% | - | 0.0% |
| Government National Mortgage Association | 0.075% | 03/16/2056 | 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% |
| FX USD/GBP 06/21 | 0.000% | 06/08/2021 | 0.0% |
| FX USD/CAD 07/21 | 0.000% | 07/20/2021 | 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.