LORDABBETT > LORD ABBETT SERIES FUND INC
Total Return Portfolio
$600.03M
Avg Monthly Net Assets
$862.93M
Total Assets
$220.77M
Total Liabilities
$642.16M
Net Assets
Total Return Portfolio is a Mutual Fund in LORD ABBETT SERIES FUND INC
from LORDABBETT,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $600.03M.
On August 28th, 2024 it reported 498 holdings, the largest
being United States Treasury (3.0%), United States Treasury (2.0%) and United States Treasury (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class VC | C000087852 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABN AMRO Bank NV | Long | Debt | NL | $656K | – | 0.10 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $621K | – | 0.10 |
| AECOM 2024 Term Loan B | Long | Loan | US | $871K | – | 0.14 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $386K | – | 0.06 |
| AES Corp/The | Long | Debt | US | $1M | – | 0.16 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $1M | – | 0.16 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $3M | – | 0.40 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $1M | – | 0.18 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $484K | – | 0.08 |
| AIB Group PLC | Long | Debt | IE | $1M | – | 0.20 |
| Air Lease Corp | Long | Debt | US | $895K | – | 0.14 |
| Aircastle Ltd | Long | Debt | BM | $1M | – | 0.16 |
| Akbank TAS | Long | Debt | TR | $571K | – | 0.09 |
| Alfa Desarrollo SpA | Long | Debt | CL | $890K | – | 0.14 |
| Allied Universal Holdco LLC | Long | Debt | US | $635K | – | 0.10 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $656K | – | 0.10 |
| Altice France SA | Long | Debt | FR | $508K | – | 0.08 |
| American Airlines Inc | Long | Debt | US | $936K | – | 0.15 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $1M | – | 0.22 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.31 |
| American Tower Corp | Long | Debt | US | $927K | – | 0.14 |
| American Tower Corp | Long | Debt | US | $489K | – | 0.08 |
| Angel Oak Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.16 |
| Angolan Government International Bond (Republic of Angola) | Long | Debt | AO | $918K | – | 0.14 |
| Antero Resources Corp | Long | Debt | US | $1M | – | 0.19 |
| Antofagasta PLC | Long | Debt | GB | $1M | – | 0.16 |
| Apache Corp | Long | Debt | US | $662K | – | 0.10 |
| Appalachian Power Co | Long | Debt | US | $994K | – | 0.15 |
| AppLovin Corporation 2024 Term Loan (2030) | Long | Loan | US | $648K | – | 0.10 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $503K | – | 0.08 |
| Assurant Inc | Long | Debt | US | $492K | – | 0.08 |
| Asurion LLC 2020 Term Loan B8 | Long | Loan | US | $943K | – | 0.15 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.34 |
| ATI Inc | Long | Debt | US | $647K | – | 0.10 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $828K | – | 0.13 |
| Ausgrid Finance Pty Ltd | Long | Debt | AU | $1M | – | 0.20 |
| Avant Loans Funding Trust 2022-REV1 | Long | ABS-other | US | $1M | – | 0.21 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.30 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.24 |
| Aviation Capital Group LLC | Long | Debt | US | $764K | – | 0.12 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $3M | – | 0.47 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.20 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $959K | – | 0.15 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | XX | $1M | – | 0.19 |
| Bain Capital Credit CLO 2023-4 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.21 |
| Bain Capital Credit CLO 2023-4 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $721K | – | 0.11 |
| Ballyrock CLO 22 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.33 |
| Ballyrock CLO 23 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.31 |
| Ballyrock CLO 25 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| Bank of America Auto Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.26 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.60 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.44 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $792K | – | 0.12 |
| BankUnited Inc | Long | Debt | US | $1M | – | 0.16 |
| Barings CLO Ltd 2019-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.30 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.27 |
| BAT Capital Corp | Long | Debt | US | $610K | – | 0.09 |
| Bayer Corp/NJ | Long | Debt | US | $693K | – | 0.11 |
| Bayer US Finance LLC | Long | Debt | US | $1M | – | 0.17 |
| Baytex Energy Corp | Long | Debt | CA | $915K | – | 0.14 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.18 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $827K | – | 0.13 |
| Benefit Street Partners CLO V-B Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.43 |
| Block Inc | Long | Debt | US | $772K | – | 0.12 |
| Blue Owl Finance LLC | Long | Debt | US | $418K | – | 0.07 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.21 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $557K | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.29 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.19 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.19 |
| Boeing Co/The | Long | Debt | US | $966K | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $729K | – | 0.11 |
| BofA Auto Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.19 |
| Bombardier Inc | Long | Debt | CA | $654K | – | 0.10 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.17 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $864K | – | 0.13 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $1M | – | 0.20 |
| Broadcom Inc | Long | Debt | US | $907K | – | 0.14 |
| Brown & Brown Inc | Long | Debt | US | $1M | – | 0.18 |
| BSPRT 2022-FL8 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $575K | – | 0.09 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $376K | – | 0.06 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $783K | – | 0.12 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $500K | – | 0.08 |
| California Resources Corp (CALIFORNIA RESOURCES CRP) | Long | Debt | US | $656K | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $884K | – | 0.14 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $9M | – | 1.46 |
| Carlyle Global Market Strategies CLO 2012-3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $707K | – | 0.11 |
| CARLYLE US CLO 2021-1 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.45 |
| CARLYLE US CLO 2023-2 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| Carlyle US CLO 2024-1 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| CarMax Auto Owner Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.33 |
| Carmax Select Receivables Trust 2024-A | Long | ABS-other | US | $1M | – | 0.19 |
| Carvana Auto Receivables Trust 2020-NP1 | Long | ABS-other | US | $1M | – | 0.19 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $607K | – | 0.09 |
| Cedar Fair LP 2024 Term Loan B | Long | Loan | US | $634K | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $2M | – | 0.32 |
| Centene Corp | Long | Debt | US | $2M | – | 0.33 |
| Centene Corp | Long | Debt | US | $1M | – | 0.22 |
| Centene Corp | Long | Debt | US | $830K | – | 0.13 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $1M | – | 0.21 |
| Charter Communications Operating LLC 2019 Term Loan B2 | Long | Loan | US | $886K | – | 0.14 |
| Charter Communications Operating LLC 2023 Term Loan B4 | Long | Loan | US | $1M | – | 0.23 |
| Chase Auto Owner Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.42 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $623K | – | 0.10 |
| Cheniere Energy Partners LP | Long | Debt | US | $591K | – | 0.09 |
| CHS/Community Health Systems Inc | Long | Debt | US | $1M | – | 0.19 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $605K | – | 0.09 |
| CIM Trust 2021-J3 | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| CITGO Petroleum Corp | Long | Debt | US | $638K | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.67 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.33 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.25 |
| Citizens Auto Receivables Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.56 |
| Citizens Auto Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.26 |
| Civitas Resources Inc | Long | Debt | US | $626K | – | 0.10 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $276K | – | 0.04 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $653K | – | 0.10 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $631K | – | 0.10 |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $956K | – | 0.15 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.18 |
| CNX Resources Corp | Long | Debt | US | $632K | – | 0.10 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $694K | – | 0.11 |
| Colombia Government International Bonds | Long | Debt | CO | $958K | – | 0.15 |
| Columbia Pipeline Group Inc | Long | Debt | US | $835K | – | 0.13 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| Comstock Resources Inc | Long | Debt | US | $939K | – | 0.15 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $187K | – | 0.03 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $1M | – | 0.21 |
| Continental Resources Inc/OK | Long | Debt | US | $4M | – | 0.63 |
| Cosan Luxembourg SA | Long | Debt | LU | $552K | – | 0.09 |
| Coterra Energy Inc | Long | Debt | US | $2M | – | 0.24 |
| Cotiviti Corporation 2024 Term Loan | Long | Loan | US | $637K | – | 0.10 |
| CPI Holdco B LLC Term Loan | Long | Loan | US | $567K | – | 0.09 |
| Crescent Energy Finance LLC | Long | Debt | US | $648K | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $3M | – | 0.41 |
| Crown Castle Inc | Long | Debt | US | $811K | – | 0.13 |
| CSC Holdings LLC | Long | Debt | US | $527K | – | 0.08 |
| CVR Partners LP / CVR Nitrogen Finance Corp (CVR PARTNERS/CVR NITROGE) | Long | Debt | US | $624K | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.48 |
| Danske Bank A/S | Long | Debt | DK | $2M | – | 0.25 |
| DaVita Inc | Long | Debt | US | $654K | – | 0.10 |
| DaVita Inc 2024 Extended Term Loan B1 | Long | Loan | US | $674K | – | 0.10 |
| Diamond Foreign Asset Co / Diamond Finance LLC (DIAMOND FRGN/DIAMOND FIN) | Long | Debt | KY | $1M | – | 0.20 |
| Dominion Energy Inc | Long | Debt | US | $458K | – | 0.07 |
| DRIVEN BRANDS FUNDING LLC (Driven Brands Funding, LLC) | Long | ABS-other | US | $654K | – | 0.10 |
| Dryden 107 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | JE | $831K | – | 0.13 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $760K | – | 0.12 |
| Ecopetrol SA | Long | Debt | CO | $931K | – | 0.14 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $818K | – | 0.13 |
| Elmwood CLO 24 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $660K | – | 0.10 |
| Emrld Borrower LP Term Loan B | Long | Loan | US | $646K | – | 0.10 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.24 |
| Enbridge Inc | Long | Debt | CA | $690K | – | 0.11 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $649K | – | 0.10 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $900K | – | 0.14 |
| Entergy Louisiana LLC | Long | Debt | US | $946K | – | 0.15 |
| EPR Properties | Long | Debt | US | $500K | – | 0.08 |
| EPR Properties | Long | Debt | US | $489K | – | 0.08 |
| EQM Midstream Partners LP | Long | Debt | US | $619K | – | 0.10 |
| EQT Corp | Long | Debt | US | $3M | – | 0.52 |
| EQT Corp | Long | Debt | US | $975K | – | 0.15 |
| EquipmentShare.com Inc | Long | Debt | US | $914K | – | 0.14 |
| EQUS 2021-EQAZ Mortgage Trust | Long | ABS-mortgage backed security | US | $556K | – | 0.09 |
| Exeter Automobile Receivables Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.37 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $883K | – | 0.14 |
| FactSet Research Systems Inc | Long | Debt | US | $2M | – | 0.29 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $916K | – | 0.14 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $887K | – | 0.14 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $513K | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $379K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.77 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.68 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $916K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $816K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $792K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $781K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $699K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $689K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $621K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| First National Master Note Trust | Long | ABS-other | US | $3M | – | 0.40 |
| First-Citizens Bank & Trust Co (FIRST-CITIZENS BANK/TRST) | Long | Debt | US | $1M | – | 0.20 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $2M | – | 0.30 |
| Flagship Credit Auto Trust 2022-3 | Long | ABS-other | US | $1M | – | 0.21 |
| Flagstar Mortgage Trust 2021-3INV | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Flagstar Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $972K | – | 0.15 |
| Ford Credit Auto Lease Trust 2023-A | Long | ABS-other | US | $2M | – | 0.38 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $1M | – | 0.16 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.20 |
| Ford Motor Credit Co LLC | Long | Debt | US | $773K | – | 0.12 |
| Ford Motor Credit Co LLC | Long | Debt | US | $719K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $559K | – | 0.09 |
| Ford Otomotiv Sanayi AS | Long | Debt | TR | $621K | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $865K | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $715K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $787K | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Freddie Mac STACR REMIC Trust 2023-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $738K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Freedom Mortgage Corp | Long | Debt | US | $599K | – | 0.09 |
| Freeport Indonesia PT | Long | Debt | ID | $682K | – | 0.11 |
| Frontier Communications Holdings LLC | Long | Debt | US | $650K | – | 0.10 |
| Frontier Communications Holdings LLC | Long | Debt | US | $635K | – | 0.10 |
| GA Global Funding Trust | Long | Debt | US | $2M | – | 0.26 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $651K | – | 0.10 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.20 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $947K | – | 0.15 |
| Genting New York LLC / GENNY Capital Inc (GENTING NY LLC/GENNY CAP) | Long | Debt | US | $639K | – | 0.10 |
| GGAM Finance Ltd | Long | Debt | KY | $628K | – | 0.10 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.91 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.84 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.75 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.69 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.64 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.55 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.22 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.17 |
| Glencore Funding LLC | Long | Debt | US | $594K | – | 0.09 |
| Global Payments Inc | Long | Debt | US | $2M | – | 0.24 |
| Globo Comunicacao e Participacoes SA (GLOBO COMMUNICACOES PART) | Long | Debt | BR | $665K | – | 0.10 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $899K | – | 0.14 |
| GLS Auto Select Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.27 |
| GM Financial Automobile Leasing Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.20 |
| GoldenTree Loan Management US CLO 16 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.22 |
| GoldenTree Loan Management US CLO 19 Ltd (GoldenTree Loan Management US CLO19, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $949K | – | 0.15 |
| Gray Television Inc | Long | Debt | US | $627K | – | 0.10 |
| Greenko Dutch BV | Long | Debt | NL | $970K | – | 0.15 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $475K | – | 0.07 |
| GS Mortgage-Backed Securities Trust 2021-PJ2 | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| GXO Logistics Inc | Long | Debt | US | $738K | – | 0.11 |
| Hecla Mining Co | Long | Debt | US | $626K | – | 0.10 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B3 | Long | Loan | US | $1M | – | 0.23 |
| Home Depot Inc/The | Long | Debt | US | $870K | – | 0.14 |
| Home Depot Inc/The | Long | Debt | US | $557K | – | 0.09 |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC (HOWDEN UK REFINANCE / US) | Long | Debt | GB | $703K | – | 0.11 |
| HPEFS Equipment Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.21 |
| HUB International Ltd | Long | Debt | US | $500K | – | 0.08 |
| Hudson River Trading LLC 2021 Term Loan | Long | Loan | US | $636K | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $977K | – | 0.15 |
| Hyundai Capital America | Long | Debt | US | $928K | – | 0.14 |
| Hyundai Capital America | Long | Debt | US | $712K | – | 0.11 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.31 |
| Indianapolis Power & Light Co (INDIANAPOLIS PWR & LIGHT) | Long | Debt | US | $2M | – | 0.28 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $2M | – | 0.35 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.29 |
| IPALCO Enterprises Inc | Long | Debt | US | $864K | – | 0.13 |
| IRB INFRASTRUCTURE DEVELOPERS | Long | Debt | IN | $776K | – | 0.12 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $637K | – | 0.10 |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $516K | – | 0.08 |
| J.P. Morgan Mortgage Trust 2021-15 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| J.P. Morgan Mortgage Trust 2021-INV8 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $872K | – | 0.14 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $724K | – | 0.11 |
| Jacobs Entertainment Inc | Long | Debt | US | $565K | – | 0.09 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $7M | – | 1.15 |
| JB Poindexter & Co Inc | Long | Debt | US | $1M | – | 0.17 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $891K | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.21 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $1M | – | 0.21 |
| Kodiak Gas Services LLC | Long | Debt | US | $643K | – | 0.10 |
| Kubota Credit Owner Trust 2024-2 | Long | ABS-other | US | $3M | – | 0.40 |
| LABL Inc | Long | Debt | US | $908K | – | 0.14 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $2M | – | 0.27 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.20 |
| LifePoint Health Inc | Long | Debt | US | $973K | – | 0.15 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| Long: B18767076 CDS USD R V 03MEVENT 318767077 CCPCDX / Short: B18767076 CDS USD P F 5.00000 318767078 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-392K | – | -0.06 | |
| LPL Holdings Inc | Long | Debt | US | $1M | – | 0.19 |
| LSB Industries Inc | Long | Debt | US | $624K | – | 0.10 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $906K | – | 0.14 |
| Macquarie Bank Ltd | Long | Debt | AU | $460K | – | 0.07 |
| Macquarie Group Ltd | Long | Debt | AU | $2M | – | 0.29 |
| Macquarie Group Ltd | Long | Debt | AU | $2M | – | 0.26 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $618K | – | 0.10 |
| Madison Park Funding LVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $958K | – | 0.15 |
| Magnetite XXXVIII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| Marble Point CLO XVII Ltd (Marble Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| Marlette Funding Trust 2020-2 | Long | ABS-other | US | $314K | – | 0.05 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $633K | – | 0.10 |
| McAfee Corp | Long | Debt | US | $929K | – | 0.14 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $629K | – | 0.10 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $1M | – | 0.18 |
| Mexico Government International Bonds | Long | Debt | MX | $1M | – | 0.22 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| MGM China Holdings Ltd | Long | Debt | KY | $620K | – | 0.10 |
| Micron Technology Inc | Long | Debt | US | $725K | – | 0.11 |
| Minejesa Capital BV | Long | Debt | NL | $1M | – | 0.16 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $759K | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.89 |
| Morgan Stanley | Long | Debt | US | $886K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $869K | – | 0.14 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Mountain View CLO 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $232K | – | 0.04 |
| Narragansett Electric Co/The | Long | Debt | US | $996K | – | 0.16 |
| National Fuel Gas Co | Long | Debt | US | $2M | – | 0.25 |
| National Grid PLC | Long | Debt | GB | $2M | – | 0.29 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.19 |
| NatWest Group PLC | Long | Debt | GB | $819K | – | 0.13 |
| NatWest Group PLC | Long | Debt | GB | $554K | – | 0.09 |
| Navient Corp | Long | Debt | US | $638K | – | 0.10 |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp (NEUBERGER BERMAN GRP/FIN) | Long | Debt | US | $878K | – | 0.14 |
| Neuberger Berman Group LLC / Neuberger Berman Finance Corp (NEUBERGER BERMAN GRP/FIN) | Long | Debt | US | $537K | – | 0.08 |
| New Residential Mortgage Loan Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $977K | – | 0.15 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $812K | – | 0.13 |
| NGPL PipeCo LLC | Long | Debt | US | $1M | – | 0.16 |
| NOVA Chemicals Corp | Long | Debt | CA | $995K | – | 0.15 |
| NRG Energy Inc | Long | Debt | US | $507K | – | 0.08 |
| Nuveen LLC | Long | Debt | US | $940K | – | 0.15 |
| Nuvei Technologies Corp USD Term Loan | Long | Loan | CA | $998K | – | 0.16 |
| nVent Finance Sarl | Long | Debt | LU | $2M | – | 0.36 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.35 |
| OCP CLO 2014-7 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $552K | – | 0.09 |
| Oglethorpe Power Corp | Long | Debt | US | $607K | – | 0.09 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $1M | – | 0.19 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.39 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $6M | – | 0.89 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.27 |
| Oryx Midstream Services Permian Basin LLC 2024 Term Loan B | Long | Loan | US | $642K | – | 0.10 |
| Ovintiv Inc | Long | Debt | US | $1M | – | 0.19 |
| Palmer Square CLO 2023-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $769K | – | 0.12 |
| Palmer Square CLO 2024-2 LTD (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| Patterson-UTI Energy Inc | Long | Debt | US | $478K | – | 0.07 |
| Peebles Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | JE | $992K | – | 0.15 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $947K | – | 0.15 |
| PFP 2023-10 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.23 |
| PG Investment Company 59 Sa rl Term Loan B | Long | Loan | LU | $643K | – | 0.10 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.27 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $1M | – | 0.21 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.24 |
| RAD CLO 24 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| Radnet Management Inc 2024 Term Loan B | Long | Loan | US | $663K | – | 0.10 |
| Rain Carbon Inc | Long | Debt | US | $695K | – | 0.11 |
| Rain CII Carbon LLC / CII Carbon Corp (RAIN CII CARBON LLC/CII) | Long | Debt | US | $14K | – | 0.00 |
| Rand Parent LLC | Long | Debt | US | $948K | – | 0.15 |
| RCKT Mortgage Trust 2024-INV1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $661K | – | 0.10 |
| Ready Capital Mortgage Financing 2022-FL8 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.27 |
| Regal Rexnord Corp | Long | Debt | US | $1M | – | 0.21 |
| Regatta XXVII Funding Ltd (Regatta XXVII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.16 |
| Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Revvity Inc | Long | Debt | US | $2M | – | 0.25 |
| Rockcliff Energy II LLC | Long | Debt | US | $619K | – | 0.10 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $645K | – | 0.10 |
| RR 24 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.22 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $604K | – | 0.09 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $1M | – | 0.21 |
| Santander Drive Auto Receivables Trust 2020-3 | Long | ABS-other | US | $551K | – | 0.09 |
| Santander Drive Auto Receivables Trust 2022-7 | Long | ABS-other | US | $3M | – | 0.39 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.27 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.26 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $2M | – | 0.31 |
| SCF Equipment Leasing 2019-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $196K | – | 0.03 |
| SEB Funding LLC | Long | ABS-other | US | $1M | – | 0.16 |
| Senegal Government International Bond (Republic of Senegal) | Long | Debt | SN | $538K | – | 0.08 |
| Signal Peak CLO 8 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.31 |
| Sisecam UK PLC | Long | Debt | GB | $635K | – | 0.10 |
| SK Hynix Inc | Long | Debt | KR | $872K | – | 0.14 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $617K | – | 0.10 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.20 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.18 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.37 |
| Sprint Capital Corp | Long | Debt | US | $552K | – | 0.09 |
| Standard Industries Inc/NJ | Long | Debt | US | $650K | – | 0.10 |
| Star Parent Inc Term Loan B | Long | Loan | US | $644K | – | 0.10 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Starwood Mortgage Residential Trust 2020-3 | Long | ABS-mortgage backed security | US | $262K | – | 0.04 |
| Stena International SA | Long | Debt | LU | $657K | – | 0.10 |
| SunCoke Energy Inc | Long | Debt | US | $643K | – | 0.10 |
| Sunrun Demeter Issuer 2021-2 LLC (Sunrun Demeter Issuer LLC) | Long | ABS-other | US | $570K | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.39 |
| Texas Debt Capital CLO 2024-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.25 |
| Towd Point Mortgage Trust 2019-HY1 | Long | ABS-mortgage backed security | US | $696K | – | 0.11 |
| Transocean Inc | Long | Debt | KY | $1M | – | 0.20 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.21 |
| U.S. Treasury Bills (United States Treasury) | Long | Debt | US | $19M | – | 3.01 |
| U.S. Treasury Bills (United States Treasury) | Long | Debt | US | $10M | – | 1.52 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $13M | – | 2.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 1.79 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 1.58 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 1.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 1.80 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 1.59 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.38 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.32 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.22 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.16 |
| UBS Group AG | Long | Debt | CH | $853K | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $673K | – | 0.10 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 1.11 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 1.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 1.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 0.95 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 0.75 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 0.71 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.67 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.66 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.58 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.43 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $948K | – | 0.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $721K | – | 0.11 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $283K | – | 0.04 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $330K | – | 0.05 | |
| US Bancorp | Long | Debt | US | $2M | – | 0.33 |
| US Bancorp | Long | Debt | US | $1M | – | 0.21 |
| US Bancorp | Long | Debt | US | $1M | – | 0.21 |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $291K | – | 0.05 | |
| Valaris Ltd | Long | Debt | BM | $928K | – | 0.14 |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.18 |
| Venture Global LNG Inc | Long | Debt | US | $1M | – | 0.19 |
| Verus Securitization Trust 2020-1 | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $674K | – | 0.11 |
| VICI Properties LP | Long | Debt | US | $460K | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $1M | – | 0.20 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $862K | – | 0.13 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | XX | $581K | – | 0.09 |
| Vistra Operations Co LLC | Long | Debt | US | $3M | – | 0.48 |
| Vistra Operations Co LLC | Long | Debt | US | $616K | – | 0.10 |
| Vital Energy Inc | Long | Debt | US | $966K | – | 0.15 |
| Viterra Finance BV | Long | Debt | NL | $2M | – | 0.31 |
| Voya CLO 2018-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $798K | – | 0.12 |
| Wachovia Corp | Long | Debt | US | $688K | – | 0.11 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.17 |
| WE Soda Investments Holding PLC (WE SODA INV HOLDING PLC) | Long | Debt | GB | $633K | – | 0.10 |
| Weekley Homes LLC / Weekley Finance Corp (WEEKLEY HOMES LLC/ FINAN) | Long | Debt | US | $640K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.56 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.28 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.22 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $407K | – | 0.06 |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $725K | – | 0.11 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $1M | – | 0.22 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $884K | – | 0.14 |
| WhiteWater DBR HoldCo LLC Term Loan B | Long | Loan | US | $644K | – | 0.10 |
| Workday Inc | Long | Debt | US | $1M | – | 0.18 |
| World Financial Network Credit Card Master Trust | Long | ABS-other | US | $2M | – | 0.29 |
| Wynn Macau Ltd | Long | Debt | KY | $629K | – | 0.10 |
Address
LORD ABBETT SERIES FUND INC
90 HUDSON STREET
JERSEY CITY
New Jersey
07302
United States of America
Websites
Directors
Julie A. Hill
James M. McTaggart
Karla M. Rabusch
Douglas B. Sieg
Lorin Patrick Taylor Radtke
Charles O. Prince
Kathleen M. Lutito
Mark A. Schmid
Leah Song Richardson
James L.L. Tullis
Evelyn E. Guernsey
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
ICE Data Services, Inc.
S&P Global Inc.
London Stock Exchange Group PLC
Bloomberg L.P.
PricingDirect Inc.
Custodians
Citibank, Anonim Sirketi
Euroclear Bank
State Street Bank and Trust Company
State Street Trust Company Canada
Standard Chartered Bank (Hong Kong) Limited
Royal Bank of Canada
State Street Bank and Trust Company (Edinburgh, GB, Branch)
The Hongkong and Shanghai Banking Corporation Limited
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
Lord, Abbett & Co. LLC
Brokers
Goldman Sachs & Co. LLC