LORDABBETT > LORD ABBETT SERIES FUND INC
Short Duration Income Portfolio
$122.58M
Avg Monthly Net Assets
$127.31M
Total Assets
$1.10M
Total Liabilities
$126.21M
Net Assets
Short Duration Income 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 $122.58M.
On August 28th, 2024 it reported 766 holdings, the largest
being United States Treasury (2.0%), JPMorgan Securities LLC (1.4%) and FMC Corp (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class VC | C000139705 |
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 | $203K | – | 0.16 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $206K | – | 0.16 |
| ACRES Commercial Realty 2021-FL2 Ltd (Acres PLC) | Long | ABS-collateralized bond/debt obligation | KY | $264K | – | 0.21 |
| AEGON Funding Co LLC | Long | Debt | US | $230K | – | 0.18 |
| AEP Texas Inc | Long | Debt | US | $60K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $296K | – | 0.23 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $200K | – | 0.16 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $160K | – | 0.13 |
| AES Corp/The | Long | Debt | US | $423K | – | 0.33 |
| AES Corp/The | Long | Debt | US | $136K | – | 0.11 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $228K | – | 0.18 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $182K | – | 0.14 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $215K | – | 0.17 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $100K | – | 0.08 |
| AGCO Corp | Long | Debt | US | $28K | – | 0.02 |
| AIB Group PLC | Long | Debt | IE | $413K | – | 0.33 |
| Aircastle Ltd | Long | Debt | BM | $112K | – | 0.09 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $253K | – | 0.20 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $137K | – | 0.11 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $212K | – | 0.17 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $195K | – | 0.15 |
| Alliant Energy Finance LLC | Long | Debt | US | $286K | – | 0.23 |
| Alliant Energy Finance LLC | Long | Debt | US | $45K | – | 0.04 |
| Ally Auto Receivables Trust 2023-1 | Long | ABS-other | US | $301K | – | 0.24 |
| Ally Financial Inc | Long | Debt | US | $102K | – | 0.08 |
| Ameren Corp | Long | Debt | US | $126K | – | 0.10 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $333K | – | 0.26 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $122K | – | 0.10 |
| American Tower Corp | Long | Debt | US | $246K | – | 0.20 |
| American Tower Corp | Long | Debt | US | $189K | – | 0.15 |
| American Tower Corp | Long | Debt | US | $124K | – | 0.10 |
| American Tower Corp | Long | Debt | US | $82K | – | 0.06 |
| American Tower Corp | Long | Debt | US | $44K | – | 0.03 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $170K | – | 0.13 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $112K | – | 0.09 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $101K | – | 0.08 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $261K | – | 0.21 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $235K | – | 0.19 |
| AmeriCredit Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $245K | – | 0.19 |
| AMMC CLO 23 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.36 |
| Anglo American Capital PLC | Long | Debt | GB | $388K | – | 0.31 |
| Anglo American Capital PLC | Long | Debt | GB | $199K | – | 0.16 |
| Anglo American Capital PLC | Long | Debt | GB | $196K | – | 0.16 |
| Anglo American Capital PLC | Long | Debt | GB | $179K | – | 0.14 |
| Aon Corp | Long | Debt | US | $106K | – | 0.08 |
| Apache Corp | Long | Debt | US | $351K | – | 0.28 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $188K | – | 0.15 |
| Apidos CLO XXXI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.20 |
| Apidos Loan Fund 2024-1 Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.20 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $84K | – | 0.07 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $96K | – | 0.08 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $229K | – | 0.18 |
| ARES L CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $236K | – | 0.19 |
| AT&T Inc | Long | Debt | US | $173K | – | 0.14 |
| Athene Global Funding | Long | Debt | US | $138K | – | 0.11 |
| Athene Global Funding | Long | Debt | US | $125K | – | 0.10 |
| Athene Global Funding | Long | Debt | US | $118K | – | 0.09 |
| Athene Global Funding | Long | Debt | US | $99K | – | 0.08 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $111K | – | 0.09 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $196K | – | 0.16 |
| Aviation Capital Group LLC | Long | Debt | US | $178K | – | 0.14 |
| Aviation Capital Group LLC | Long | Debt | US | $124K | – | 0.10 |
| Aviation Capital Group LLC | Long | Debt | US | $109K | – | 0.09 |
| Aviation Capital Group LLC | Long | Debt | US | $64K | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $247K | – | 0.20 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $113K | – | 0.09 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $234K | – | 0.19 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $113K | – | 0.09 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $87K | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $81K | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $75K | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $64K | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $34K | – | 0.03 |
| BA Credit Card Trust (Bank of America Credit Card Trust) | Long | ABS-other | US | $330K | – | 0.26 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | XX | $138K | – | 0.11 |
| BAE Systems PLC | Long | Debt | GB | $199K | – | 0.16 |
| Bain Capital Credit CLO 2019-1 (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.36 |
| Ballyrock CLO 2019-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.20 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $201K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $266K | – | 0.21 |
| Bank of America Corp | Long | Debt | US | $227K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $167K | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $155K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $77K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $69K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $29K | – | 0.02 |
| Bank of Ireland Group PLC | Long | Debt | IE | $553K | – | 0.44 |
| Bank of Ireland Group PLC | Long | Debt | IE | $402K | – | 0.32 |
| Bank of Ireland Group PLC | Long | Debt | IE | $200K | – | 0.16 |
| Bank of Montreal | Long | Debt | CA | $99K | – | 0.08 |
| Bank of Nova Scotia/The | Long | Debt | CA | $76K | – | 0.06 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $156K | – | 0.12 |
| Barclays PLC | Long | Debt | GB | $211K | – | 0.17 |
| Barclays PLC | Long | Debt | GB | $203K | – | 0.16 |
| Barclays PLC | Long | Debt | GB | $200K | – | 0.16 |
| Barings CLO Ltd 2019-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.40 |
| BAT Capital Corp | Long | Debt | US | $384K | – | 0.30 |
| BAT Capital Corp | Long | Debt | US | $54K | – | 0.04 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $112K | – | 0.09 |
| Baxter International Inc | Long | Debt | US | $70K | – | 0.06 |
| Bayer US Finance II LLC | Long | Debt | US | $294K | – | 0.23 |
| Bayer US Finance II LLC | Long | Debt | US | $234K | – | 0.19 |
| Bayer US Finance LLC | Long | Debt | US | $204K | – | 0.16 |
| Bayer US Finance LLC | Long | Debt | US | $202K | – | 0.16 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $225K | – | 0.18 |
| Benchmark 2024-V5 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $122K | – | 0.10 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $307K | – | 0.24 |
| Benefit Street Partners CLO IV Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.20 |
| Berry Petroleum Co LLC | Long | Debt | US | $247K | – | 0.20 |
| Betony CLO 2 Ltd (Betony CLO 2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $308K | – | 0.24 |
| Black Hills Corp | Long | Debt | US | $108K | – | 0.09 |
| Block Inc | Long | Debt | US | $43K | – | 0.03 |
| BlueMountain Fuji US Clo I Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $177K | – | 0.14 |
| BMO 2023-5C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $117K | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $385K | – | 0.31 |
| BNP Paribas SA | Long | Debt | FR | $221K | – | 0.18 |
| BNP Paribas SA | Long | Debt | FR | $199K | – | 0.16 |
| BNP Paribas SA | Long | Debt | FR | $198K | – | 0.16 |
| BNP Paribas SA | Long | Debt | FR | $179K | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $186K | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $149K | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $117K | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $93K | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $61K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $28K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $82K | – | 0.07 |
| Bombardier Inc | Long | Debt | CA | $17K | – | 0.01 |
| Booz Allen Hamilton Inc | Long | Debt | US | $123K | – | 0.10 |
| BPCE SA | Long | Debt | FR | $250K | – | 0.20 |
| BPCE SA | Long | Debt | FR | $197K | – | 0.16 |
| BPCE SA | Long | Debt | FR | $196K | – | 0.16 |
| Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS) | Long | Debt | US | $25K | – | 0.02 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $237K | – | 0.19 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $171K | – | 0.14 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $139K | – | 0.11 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $246K | – | 0.20 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $205K | – | 0.16 |
| Buckeye Partners LP | Long | Debt | US | $172K | – | 0.14 |
| Buckeye Partners LP | Long | Debt | US | $120K | – | 0.09 |
| Buckeye Partners LP 2024 Term Loan B3 | Long | Loan | US | $56K | – | 0.04 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $131K | – | 0.10 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $139K | – | 0.11 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $177K | – | 0.14 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $363K | – | 0.29 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $148K | – | 0.12 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $160K | – | 0.13 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $199K | – | 0.16 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $269K | – | 0.21 |
| CaixaBank SA | Long | Debt | ES | $199K | – | 0.16 |
| California Resources Corp (CALIFORNIA RESOURCES CRP) | Long | Debt | US | $180K | – | 0.14 |
| Calpine Corp | Long | Debt | US | $14K | – | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $123K | – | 0.10 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $98K | – | 0.08 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $76K | – | 0.06 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $669K | – | 0.53 |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $395K | – | 0.31 |
| CARLYLE US CLO 2019-1 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.20 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $300K | – | 0.24 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $185K | – | 0.15 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $131K | – | 0.10 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $71K | – | 0.06 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $42K | – | 0.03 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $12K | – | 0.01 |
| Carvana Auto Receivables Trust 2022-P1 | Long | ABS-other | US | $226K | – | 0.18 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $119K | – | 0.09 |
| Catalent Pharma Solutions Inc 2021 Term Loan B3 | Long | Loan | US | $511K | – | 0.41 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $99K | – | 0.08 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $797.87 | – | 0.00 |
| CEC Entertainment LLC | Long | Debt | US | $245K | – | 0.19 |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $207K | – | 0.16 |
| Cedar Funding X CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.20 |
| Cedar Funding XI Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $220K | – | 0.17 |
| Cedar Funding XIV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.20 |
| Celanese US Holdings LLC | Long | Debt | US | $359K | – | 0.28 |
| Centene Corp | Long | Debt | US | $657K | – | 0.52 |
| Centene Corp | Long | Debt | US | $116K | – | 0.09 |
| CenterPoint Energy Inc | Long | Debt | US | $121K | – | 0.10 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $124K | – | 0.10 |
| Charter Communications Operating LLC 2019 Term Loan B2 | Long | Loan | US | $382K | – | 0.30 |
| Chase Auto Owner Trust 2024-3 | Long | ABS-other | US | $165K | – | 0.13 |
| Chesapeake Energy Corp | Long | Debt | US | $158K | – | 0.12 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $378K | – | 0.30 |
| Chord Energy Corp | Long | Debt | US | $126K | – | 0.10 |
| CIFC Funding 2013-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $413K | – | 0.33 |
| Cigna Group/The | Long | Debt | US | $69K | – | 0.05 |
| Cikarang Listrindo Tbk PT (CIKARANG LISTRINDO PT) | Long | Debt | ID | $195K | – | 0.15 |
| CITGO Petroleum Corp | Long | Debt | US | $117K | – | 0.09 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $328.35 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $268K | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $728K | – | 0.58 |
| Citigroup Inc | Long | Debt | US | $230K | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $58K | – | 0.05 |
| Citizens Auto Receivables Trust 2023-1 | Long | ABS-other | US | $342K | – | 0.27 |
| Citizens Auto Receivables Trust 2023-2 | Long | ABS-other | US | $104K | – | 0.08 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $250K | – | 0.20 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $241K | – | 0.19 |
| Citizens Financial Group Inc | Long | Debt | US | $79K | – | 0.06 |
| Civitas Resources Inc | Long | Debt | US | $195K | – | 0.15 |
| Civitas Resources Inc | Long | Debt | US | $89K | – | 0.07 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $119K | – | 0.09 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $399K | – | 0.32 |
| CNO Financial Group Inc | Long | Debt | US | $118K | – | 0.09 |
| CNO Global Funding | Long | Debt | US | $177K | – | 0.14 |
| CNO Global Funding | Long | Debt | US | $137K | – | 0.11 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $70K | – | 0.06 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $271K | – | 0.21 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $76K | – | 0.06 |
| COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $26 | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $186K | – | 0.15 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $106.45 | – | 0.00 |
| Concentrix Corp | Long | Debt | US | $60K | – | 0.05 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $142K | – | 0.11 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $72K | – | 0.06 |
| Continental Resources Inc/OK | Long | Debt | US | $614K | – | 0.49 |
| Continental Resources Inc/OK | Long | Debt | US | $201K | – | 0.16 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $70K | – | 0.06 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $51K | – | 0.04 |
| Coronado Finance Pty Ltd | Long | Debt | AU | $208K | – | 0.17 |
| Coterra Energy Inc | Long | Debt | US | $73K | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $4K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $430K | – | 0.34 |
| Crescent Energy Finance LLC | Long | Debt | US | $146K | – | 0.12 |
| Crowdstrike Holdings Inc | Long | Debt | US | $42K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $89K | – | 0.07 |
| Crown Castle Inc | Long | Debt | US | $73K | – | 0.06 |
| Crown Castle Inc | Long | Debt | US | $69K | – | 0.05 |
| CrownRock LP / CrownRock Finance Inc (CROWNROCK LP/CROWNROCK F) | Long | Debt | US | $99K | – | 0.08 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $149K | – | 0.12 |
| Danske Bank A/S | Long | Debt | DK | $581K | – | 0.46 |
| Danske Bank A/S | Long | Debt | DK | $395K | – | 0.31 |
| Danske Bank A/S | Long | Debt | DK | $201K | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $201K | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $200K | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $190K | – | 0.15 |
| DaVita Inc 2020 Term Loan B | Long | Loan | US | $159K | – | 0.13 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| DCP Midstream Operating LP | Long | Debt | US | $32K | – | 0.03 |
| Dell Equipment Finance Trust 2023-2 | Long | ABS-other | US | $240K | – | 0.19 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $160K | – | 0.13 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $224K | – | 0.18 |
| Diamondback Energy Inc | Long | Debt | US | $48K | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $46K | – | 0.04 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $44K | – | 0.04 |
| DirecTV Financing LLC Term Loan | Long | Loan | US | $270K | – | 0.21 |
| Discover Bank | Long | Debt | US | $244K | – | 0.19 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $688K | – | 0.54 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $120K | – | 0.09 |
| Discovery Communications LLC | Long | Debt | US | $40K | – | 0.03 |
| Dryden 113 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.20 |
| Dryden Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | KY | $85K | – | 0.07 |
| DTE Energy Co | Long | Debt | US | $206K | – | 0.16 |
| DTE Energy Co | Long | Debt | US | $143K | – | 0.11 |
| DTE Energy Co | Long | Debt | US | $139K | – | 0.11 |
| Duke Energy Corp | Long | Debt | US | $92K | – | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $120K | – | 0.09 |
| Elanco Animal Health Incorporated Term Loan B | Long | Loan | US | $377K | – | 0.30 |
| Electricite de France SA | Long | Debt | FR | $203K | – | 0.16 |
| Electricite de France SA | Long | Debt | FR | $202K | – | 0.16 |
| Element Fleet Management Corp | Long | Debt | CA | $85K | – | 0.07 |
| Elmwood CLO VII Ltd (Elmwood CLO VII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.20 |
| Enbridge Inc | Long | Debt | CA | $76K | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $70K | – | 0.06 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $312K | – | 0.25 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $197K | – | 0.16 |
| Energizer Holdings Inc 2024 Term Loan B | Long | Loan | US | $298K | – | 0.24 |
| Energy Transfer LP | Long | Debt | US | $184K | – | 0.15 |
| Energy Transfer LP | Long | Debt | US | $176K | – | 0.14 |
| EnLink Midstream LLC | Long | Debt | US | $244K | – | 0.19 |
| EnLink Midstream Partners LP | Long | Debt | US | $136K | – | 0.11 |
| Entegris Inc | Long | Debt | US | $196K | – | 0.16 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $89K | – | 0.07 |
| EPR Properties | Long | Debt | US | $165K | – | 0.13 |
| EPR Properties | Long | Debt | US | $67K | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $12K | – | 0.01 |
| EQT Corp | Long | Debt | US | $232K | – | 0.18 |
| EQT Corp | Long | Debt | US | $83K | – | 0.07 |
| Equitable Financial Life Global Funding | Long | Debt | US | $138K | – | 0.11 |
| Equitable Financial Life Global Funding | Long | Debt | US | $137K | – | 0.11 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $271K | – | 0.21 |
| Evergy Missouri West Inc | Long | Debt | US | $181K | – | 0.14 |
| Eversource Energy | Long | Debt | US | $108K | – | 0.09 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $732.4 | – | 0.00 |
| F&G Annuities & Life Inc | Long | Debt | US | $160K | – | 0.13 |
| F&G Annuities & Life Inc | Long | Debt | US | $85K | – | 0.07 |
| F&G Global Funding | Long | Debt | US | $305K | – | 0.24 |
| F&G Global Funding | Long | Debt | US | $304K | – | 0.24 |
| F&G Global Funding | Long | Debt | US | $121K | – | 0.10 |
| F&G Global Funding | Long | Debt | US | $103K | – | 0.08 |
| F&G Global Funding | Long | Debt | US | $58K | – | 0.05 |
| FactSet Research Systems Inc | Long | Debt | US | $49K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $249K | – | 0.20 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $227K | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $114K | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $110K | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $109K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $930.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $551.38 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228.39 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122.41 | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $202K | – | 0.16 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $200K | – | 0.16 |
| Fells Point Funding Trust | Long | Debt | US | $334K | – | 0.26 |
| First Investors Auto Owner Trust 2022-2 | Long | ABS-other | US | $87K | – | 0.07 |
| First-Citizens Bank & Trust Co (FIRST-CITIZENS BANK/TRST) | Long | Debt | US | $247K | – | 0.20 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $65K | – | 0.05 |
| FirstEnergy Transmission LLC | Long | Debt | US | $245K | – | 0.19 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $280K | – | 0.22 |
| Flagship Credit Auto Trust 2022-4 | Long | ABS-other | US | $286K | – | 0.23 |
| Flagship Credit Auto Trust 2022-4 | Long | ABS-other | US | $48K | – | 0.04 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $268K | – | 0.21 |
| Fleetcor Technologies Operating Company LLC 2021 Term Loan B4 | Long | Loan | US | $337K | – | 0.27 |
| FMC Corp | Long | Short-term investment vehicle | US | $2M | – | 1.25 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $309K | – | 0.25 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $159K | – | 0.13 |
| Ford Credit Auto Owner Trust 2022-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $232K | – | 0.18 |
| Ford Motor Credit Co LLC | Long | Debt | US | $387K | – | 0.31 |
| Ford Motor Credit Co LLC | Long | Debt | US | $236K | – | 0.19 |
| Ford Motor Credit Co LLC | Long | Debt | US | $200K | – | 0.16 |
| Ford Motor Credit Co LLC | Long | Debt | US | $199K | – | 0.16 |
| Ford Motor Credit Co LLC | Long | Debt | US | $196K | – | 0.16 |
| Ford Motor Credit Co LLC | Long | Debt | US | $196K | – | 0.15 |
| Foundry JV Holdco LLC | Long | Debt | US | $203K | – | 0.16 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $131K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $180K | – | 0.14 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $62K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $241K | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $198K | – | 0.16 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $138K | – | 0.11 |
| Freeport Indonesia PT | Long | Debt | ID | $197K | – | 0.16 |
| Freeport-McMoRan Inc | Long | Debt | US | $225K | – | 0.18 |
| GA Global Funding Trust | Long | Debt | US | $366K | – | 0.29 |
| GA Global Funding Trust | Long | Debt | US | $163K | – | 0.13 |
| GA Global Funding Trust | Long | Debt | US | $148K | – | 0.12 |
| Galaxy XIX CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $95K | – | 0.08 |
| Gartner Inc | Long | Debt | US | $134K | – | 0.11 |
| GATX Corp | Long | Debt | US | $50K | – | 0.04 |
| Gen Digital Inc 2021 Term Loan A | Long | Loan | US | $317K | – | 0.25 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $130K | – | 0.10 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $103K | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $93K | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $85K | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $73K | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $60K | – | 0.05 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $40K | – | 0.03 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $36K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $393K | – | 0.31 |
| Glencore Funding LLC | Long | Debt | US | $161K | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $87K | – | 0.07 |
| Glencore Funding LLC | Long | Debt | US | $32K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $24K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $176K | – | 0.14 |
| Global Payments Inc | Long | Debt | US | $35K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $78K | – | 0.06 |
| GM Financial Automobile Leasing Trust 2023-3 | Long | ABS-other | US | $680K | – | 0.54 |
| GM Financial Consumer Automobile Receivables Trust 2021-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $1K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $224K | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $94K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6.12 | – | 0.00 |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVABLES) | Long | ABS-other | US | $374K | – | 0.30 |
| Greenko Dutch BV | Long | Debt | NL | $189K | – | 0.15 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $170K | – | 0.13 |
| GS Mortgage Securities Corp Trust 2017-485l (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2021-ARDN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.08 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $93K | – | 0.07 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $34K | – | 0.03 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GXO Logistics Inc | Long | Debt | US | $156K | – | 0.12 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $37K | – | 0.03 |
| Hasbro Inc | Long | Debt | US | $325K | – | 0.26 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $274K | – | 0.22 |
| HCA Inc | Long | Debt | US | $236K | – | 0.19 |
| HCA Inc | Long | Debt | US | $52K | – | 0.04 |
| HCA Inc | Long | Debt | US | $18K | – | 0.01 |
| HCA Inc 2021 Term Loan A | Long | Loan | US | $148K | – | 0.12 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $58K | – | 0.05 |
| HEICO Corp | Long | Debt | US | $60K | – | 0.05 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $233K | – | 0.18 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $173K | – | 0.14 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $48K | – | 0.04 |
| Hexcel Corp | Long | Debt | US | $134K | – | 0.11 |
| HF Sinclair Corp | Long | Debt | US | $195K | – | 0.15 |
| HGI CRE CLO 2021-FL2 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $107K | – | 0.08 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $84K | – | 0.07 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $68K | – | 0.05 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $57K | – | 0.04 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $195K | – | 0.15 |
| Home Depot Inc/The | Long | Debt | US | $157K | – | 0.12 |
| Home Depot Inc/The | Long | Debt | US | $93K | – | 0.07 |
| Honda Auto Receivables 2023-1 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $203K | – | 0.16 |
| Honda Auto Receivables 2024-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $186K | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $202K | – | 0.16 |
| HSBC Holdings PLC | Long | Debt | GB | $201K | – | 0.16 |
| HSBC Holdings PLC | Long | Debt | GB | $196K | – | 0.16 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $127.04 | – | 0.00 |
| Humana Inc | Long | Debt | US | $78K | – | 0.06 |
| Huntington Auto Trust 2024-1 | Long | ABS-other | US | $200K | – | 0.16 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $61K | – | 0.05 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $250K | – | 0.20 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $126K | – | 0.10 |
| Hyatt Hotels Corp | Long | Debt | US | $71K | – | 0.06 |
| Hyatt Hotels Corp | Long | Debt | US | $56K | – | 0.04 |
| Hyatt Hotels Corp | Long | Debt | US | $22K | – | 0.02 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $144K | – | 0.11 |
| Hyundai Auto Lease Securitization Trust 2024-B | Long | ABS-other | US | $165K | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $158K | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $131K | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $131K | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $121K | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $112K | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $107K | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $84K | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $70K | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $47K | – | 0.04 |
| Icon Investments Six DAC | Long | Debt | IE | $202K | – | 0.16 |
| Illumina Inc | Long | Debt | US | $155K | – | 0.12 |
| Illumina Inc | Long | Debt | US | $84K | – | 0.07 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $407K | – | 0.32 |
| ING Groep NV | Long | Debt | NL | $255K | – | 0.20 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $189K | – | 0.15 |
| Invitation Homes Operating Partnership LP 2020 Term Loan A | Long | Loan | US | $626K | – | 0.50 |
| IQVIA Inc | Long | Debt | US | $65K | – | 0.05 |
| ITC Holdings Corp | Long | Debt | US | $77K | – | 0.06 |
| Jackson Financial Inc | Long | Debt | US | $46K | – | 0.04 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $168K | – | 0.13 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $150K | – | 0.12 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $149K | – | 0.12 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $147K | – | 0.12 |
| Jacobs Engineering Group Inc | Long | Debt | US | $248K | – | 0.20 |
| Jane Street Group LLC 2024 Term Loan B | Long | Loan | US | $249K | – | 0.20 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $69K | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $61K | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| JP Morgan REPO 5.15% 7-1-2024 (JPMorgan Securities LLC) | Long | Repurchase agreement | US | $2M | – | 1.43 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $274.56 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $147K | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $115K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $68K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $62K | – | 0.05 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $245K | – | 0.19 |
| Keysight Technologies Inc | Long | Debt | US | $29K | – | 0.02 |
| KFC Holding Co 2021 Term Loan B | Long | Loan | US | $374K | – | 0.30 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $156K | – | 0.12 |
| Kinder Morgan Inc | Long | Debt | US | $151K | – | 0.12 |
| Kinetik Holdings LP | Long | Debt | US | $90K | – | 0.07 |
| Kite Realty Group Trust | Long | Debt | US | $71K | – | 0.06 |
| KKR Clo 24 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.20 |
| KKR CLO 40 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $341K | – | 0.27 |
| KODIT Global 2024-1 Co Ltd | Long | Debt | KR | $201K | – | 0.16 |
| Korea Gas Corp | Long | Debt | KR | $200K | – | 0.16 |
| Las Vegas Sands Corp | Long | Debt | US | $202K | – | 0.16 |
| Las Vegas Sands Corp | Long | Debt | US | $47K | – | 0.04 |
| Leggett & Platt Inc | Long | Debt | US | $50K | – | 0.04 |
| Lendmark Funding Trust 2021-2 | Long | ABS-other | US | $236K | – | 0.19 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $197K | – | 0.16 |
| LG Electronics Inc | Long | Debt | KR | $201K | – | 0.16 |
| Liberty Utilities Co | Long | Debt | US | $80K | – | 0.06 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $148K | – | 0.12 |
| Lloyds Banking Group PLC | Long | Debt | GB | $201K | – | 0.16 |
| Lloyds Banking Group PLC | Long | Debt | GB | $196K | – | 0.16 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.21 |
| Long: B77133434 IRS USD R V 12MSOFR 277133436 CCPOIS / Short: B77133434 IRS USD P F 3.87160 277133435 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $85K | – | 0.07 | |
| Long: BL3X5BFD6 IRS USD R V 12MUSCPI INF_SL3X5BFD6 CCPINFLATIONZERO / Short: BL3X5BFD6 IRS USD P F 2.54750 FIX_SL3X5BFD6 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F 2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: BLGR0WDA2 IRS USD R V 12MUSCPI INF_SLGR0WDA2 CCPINFLATIONZERO / Short: BLGR0WDA2 IRS USD P F 2.07900 FIX_SLGR0WDA2 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: S09992639 IRS USD R F 5.01250 309992641 CCPOIS / Short: S09992639 IRS USD P V 12MSOFR 309992640 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-35K | – | -0.03 | |
| Long: S14486006 IRS USD R F 4.25750 314486008 CCPOIS / Short: S14486006 IRS USD P V 12MSOFR 314486007 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-53K | – | -0.04 | |
| Long: S16746158 IRS USD R F 4.71780 316746160 CCPOIS / Short: S16746158 IRS USD P V 12MSOFR 316746159 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-32K | – | -0.03 | |
| LPL Holdings Inc | Long | Debt | US | $183K | – | 0.14 |
| LPL Holdings Inc | Long | Debt | US | $158K | – | 0.12 |
| LPL Holdings Inc | Long | Debt | US | $158K | – | 0.12 |
| LPL Holdings Inc | Long | Debt | US | $47K | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $90K | – | 0.07 |
| Macquarie Group Ltd | Long | Debt | AU | $179K | – | 0.14 |
| Macquarie Group Ltd | Long | Debt | AU | $75K | – | 0.06 |
| Macquarie Group Ltd | Long | Debt | AU | $61K | – | 0.05 |
| Macquarie Group Ltd | Long | Debt | AU | $26K | – | 0.02 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $205K | – | 0.16 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.19 |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp (MAGNOLIA OIL GAS/MAG FIN) | Long | Debt | US | $245K | – | 0.19 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $515K | – | 0.41 |
| Marathon Oil Corp | Long | Debt | US | $118K | – | 0.09 |
| Mariner Finance Issuance Trust 2021-B | Long | ABS-other | US | $279K | – | 0.22 |
| Mariner Finance Issuance Trust 2022-A | Long | ABS-other | US | $331K | – | 0.26 |
| MasTec Inc | Long | Debt | US | $117K | – | 0.09 |
| Matador Resources Co | Long | Debt | US | $139K | – | 0.11 |
| Match Group Inc 2020 Term Loan B | Long | Loan | US | $325K | – | 0.26 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $36K | – | 0.03 |
| MEG Energy Corp | Long | Debt | CA | $121K | – | 0.10 |
| Mercedes-Benz Auto Lease Trust 2024-A | Long | ABS-other | US | $312K | – | 0.25 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $275K | – | 0.22 |
| Met Tower Global Funding | Long | Debt | US | $151K | – | 0.12 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $99K | – | 0.08 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.08 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.22 |
| MGIC Investment Corp | Long | Debt | US | $57K | – | 0.05 |
| Microchip Technology Inc | Long | Debt | US | $58K | – | 0.05 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $129K | – | 0.10 |
| Mileage Plus Holdings LLC 2020 Term Loan B | Long | Loan | US | $34K | – | 0.03 |
| Mitsubishi Corp | Long | Debt | JP | $200K | – | 0.16 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $215K | – | 0.17 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $200K | – | 0.16 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $197K | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $107K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $76K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $30K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Moss Creek Resources Holdings Inc (MOSS CREEK RESOURCES HLD) | Long | Debt | US | $130K | – | 0.10 |
| Motorola Solutions Inc | Long | Debt | US | $48K | – | 0.04 |
| Mountain View CLO 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $56K | – | 0.04 |
| MSCG Trust 2015-ALDR | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $297K | – | 0.24 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $50K | – | 0.04 |
| National Fuel Gas Co | Long | Debt | US | $210K | – | 0.17 |
| National Fuel Gas Co | Long | Debt | US | $80K | – | 0.06 |
| National Grid PLC | Long | Debt | GB | $71K | – | 0.06 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $249K | – | 0.20 |
| NatWest Group PLC | Long | Debt | GB | $405K | – | 0.32 |
| NatWest Group PLC | Long | Debt | GB | $201K | – | 0.16 |
| NatWest Markets PLC | Long | Debt | GB | $200K | – | 0.16 |
| Navient Corp | Long | Debt | US | $144K | – | 0.11 |
| Navient Corp | Long | Debt | US | $37K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $52K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2021-c (Navient Student Loan Trust) | Long | ABS-other | US | $141K | – | 0.11 |
| Navient Private Education Refi Loan Trust 2022-A (Navient Student Loan Trust) | Long | ABS-other | US | $140K | – | 0.11 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $210K | – | 0.17 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $51K | – | 0.04 |
| Newark BSL CLO 1 Ltd (Newark BSL CLO 1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $154K | – | 0.12 |
| Nexstar Media Inc | Long | Debt | US | $125K | – | 0.10 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $117K | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $80K | – | 0.06 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $294K | – | 0.23 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $236K | – | 0.19 |
| NiSource Inc | Long | Debt | US | $70K | – | 0.06 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $235K | – | 0.19 |
| NMI Holdings Inc | Long | Debt | US | $48K | – | 0.04 |
| Nuveen Finance LLC | Long | Debt | US | $147K | – | 0.12 |
| Nuveen LLC | Long | Debt | US | $59K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $284K | – | 0.22 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.20 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.24 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $84K | – | 0.07 |
| Octagon Investment Partners XVII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $172K | – | 0.14 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $478K | – | 0.38 |
| Octagon Loan Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $235K | – | 0.19 |
| Octane Receivables Trust 2021-1 | Long | ABS-other | US | $3K | – | 0.00 |
| Octane Receivables Trust 2022-1 | Long | ABS-other | US | $47K | – | 0.04 |
| Octane Receivables Trust 2022-2 | Long | ABS-other | US | $88K | – | 0.07 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $120K | – | 0.10 |
| OGE Energy Corp | Long | Debt | US | $48K | – | 0.04 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $120K | – | 0.09 |
| OneMain Financial Issuance Trust 2018-2 | Long | ABS-other | US | $10K | – | 0.01 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $128K | – | 0.10 |
| OneMain Financial Issuance Trust 2022-3 | Long | ABS-other | US | $246K | – | 0.19 |
| ONEOK Inc | Long | Debt | US | $65K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $61K | – | 0.05 |
| Ovintiv Inc | Long | Debt | US | $249K | – | 0.20 |
| Ovintiv Inc | Long | Debt | US | $141K | – | 0.11 |
| Ovintiv Inc | Long | Debt | US | $76K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $249K | – | 0.20 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $93K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $84K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $48K | – | 0.04 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $22K | – | 0.02 |
| Palisades Center Trust 2016-PLSD | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $372K | – | 0.30 |
| Patterson-UTI Energy Inc | Long | Debt | US | $137K | – | 0.11 |
| PenFed Auto Receivables Owner Trust 2022-A | Long | ABS-other | US | $178K | – | 0.14 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $263K | – | 0.21 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $154K | – | 0.12 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $151K | – | 0.12 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $59K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $46K | – | 0.04 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $143K | – | 0.11 |
| Petroleos Mexicanos | Long | Debt | MX | $442K | – | 0.35 |
| Petroleos Mexicanos | Long | Debt | MX | $26K | – | 0.02 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $222K | – | 0.18 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $131K | – | 0.10 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $58K | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $82K | – | 0.06 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $122K | – | 0.10 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $32K | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $95K | – | 0.07 |
| PVH Corp | Long | Debt | US | $38K | – | 0.03 |
| Qorvo Inc | Long | Debt | US | $29K | – | 0.02 |
| Rad CLO 2 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $186K | – | 0.15 |
| Radian Group Inc | Long | Debt | US | $108K | – | 0.09 |
| Range Resources Corp | Long | Debt | US | $179K | – | 0.14 |
| Ready Capital Mortgage Financing 2021-FL6 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.02 |
| Regal Rexnord Corp | Long | Debt | US | $276K | – | 0.22 |
| Regal Rexnord Corp | Long | Debt | US | $188K | – | 0.15 |
| Reynolds American Inc | Long | Debt | US | $75K | – | 0.06 |
| RGA Global Funding | Long | Debt | US | $94K | – | 0.07 |
| Rockcliff Energy II LLC | Long | Debt | US | $187K | – | 0.15 |
| Rolls-Royce PLC | Long | Debt | GB | $361K | – | 0.29 |
| Romanian Government International Bond | Long | Debt | RO | $109K | – | 0.09 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $159K | – | 0.13 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $93K | – | 0.07 |
| RR 24 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $361K | – | 0.29 |
| RR 8 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $276K | – | 0.22 |
| Ryder System Inc | Long | Debt | US | $48K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $322K | – | 0.26 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $126K | – | 0.10 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $172K | – | 0.14 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $226K | – | 0.18 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $110K | – | 0.09 |
| Santander Holdings USA Inc | Long | Debt | US | $63K | – | 0.05 |
| Santander Holdings USA Inc | Long | Debt | US | $40K | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $206K | – | 0.16 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $197K | – | 0.16 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $185K | – | 0.15 |
| SBNA Auto Lease Trust 2023-A | Long | ABS-other | US | $339K | – | 0.27 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $180K | – | 0.14 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $196K | – | 0.15 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $150K | – | 0.12 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $47K | – | 0.04 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $241K | – | 0.19 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $101K | – | 0.08 |
| Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B | Long | Loan | IE | $94K | – | 0.07 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $130K | – | 0.10 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $85K | – | 0.07 |
| SFS Auto Receivables Securitization Trust 2024-2 | Long | ABS-other | US | $115K | – | 0.09 |
| SG Commercial Mortgage Securities Trust 2019-787E | Long | ABS-mortgage backed security | US | $59K | – | 0.05 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $122K | – | 0.10 |
| Sizzling Platter LLC / Sizzling Platter Finance Corp (SIZZLING PLATT/FIN CO) | Long | Debt | US | $177K | – | 0.14 |
| SK Hynix Inc | Long | Debt | KR | $200K | – | 0.16 |
| SM Energy Co | Long | Debt | US | $153K | – | 0.12 |
| SM Energy Co | Long | Debt | US | $129K | – | 0.10 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $148K | – | 0.12 |
| Societe Generale SA | Long | Debt | FR | $196K | – | 0.16 |
| Societe Generale SA | Long | Debt | FR | $187K | – | 0.15 |
| Solventum Corp | Long | Debt | US | $367K | – | 0.29 |
| Solventum Corp | Long | Debt | US | $234K | – | 0.19 |
| Southern Co/The | Long | Debt | US | $250K | – | 0.20 |
| Southern Co/The | Long | Debt | US | $177K | – | 0.14 |
| Southwest Gas Corp | Long | Debt | US | $90K | – | 0.07 |
| Southwest Gas Corp | Long | Debt | US | $81K | – | 0.06 |
| Southwestern Energy Co | Long | Debt | US | $156K | – | 0.12 |
| Sprint Capital Corp | Long | Debt | US | $202K | – | 0.16 |
| Standard Chartered PLC | Long | Debt | GB | $202K | – | 0.16 |
| Standard Chartered PLC | Long | Debt | GB | $200K | – | 0.16 |
| Strathcona Resources Ltd/Alberta | Long | Debt | CA | $181K | – | 0.14 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $204K | – | 0.16 |
| Suncor Energy Inc | Long | Debt | CA | $107K | – | 0.09 |
| SWAP CCPC GOLDMAN SACHS COC | Long | Short-term investment vehicle | US | $153K | 153K | 0.12 |
| Swedbank AB | Long | Debt | SE | $203K | – | 0.16 |
| Synchrony Card Funding LLC (Synchrony Card Issuance Trust) | Long | ABS-other | US | $186K | – | 0.15 |
| System Energy Resources Inc | Long | Debt | US | $650K | – | 0.52 |
| T-Mobile USA Inc | Long | Debt | US | $38K | – | 0.03 |
| Take-Two Interactive Software Inc | Long | Debt | US | $58K | – | 0.05 |
| Tapestry Inc | Long | Debt | US | $171K | – | 0.14 |
| Tapestry Inc | Long | Debt | US | $35K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $244K | – | 0.19 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $174K | – | 0.14 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $212K | – | 0.17 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $192K | – | 0.15 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $45K | – | 0.04 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $49K | – | 0.04 |
| Towd Point Mortgage Trust 2019-HY1 | Long | ABS-mortgage backed security | US | $135K | – | 0.11 |
| Triton Container International Ltd | Long | Debt | BM | $43K | – | 0.03 |
| Triumph Group Inc | Long | Debt | US | $205K | – | 0.16 |
| Truist Financial Corp | Long | Debt | US | $84K | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $72K | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $69K | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $54K | – | 0.04 |
| Tyson Foods Inc | Long | Debt | US | $36K | – | 0.03 |
| U.S. Treasury Bills (United States Treasury) | Long | Debt | US | $3M | – | 2.01 |
| Uber Technologies Inc | Long | Debt | US | $270K | – | 0.21 |
| UBS Group AG | Long | Debt | CH | $395K | – | 0.31 |
| UBS Group AG | Long | Debt | CH | $242K | – | 0.19 |
| UBS Group AG | Long | Debt | CH | $233K | – | 0.18 |
| UBS Group AG | Long | Debt | CH | $200K | – | 0.16 |
| UBS Group AG | Long | Debt | CH | $184K | – | 0.15 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $123K | – | 0.10 |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $21K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-37K | – | -0.03 | |
| US Bancorp | Long | Debt | US | $185K | – | 0.15 |
| US Bancorp | Long | Debt | US | $125K | – | 0.10 |
| US Bancorp | Long | Debt | US | $114K | – | 0.09 |
| US Bancorp | Long | Debt | US | $110K | – | 0.09 |
| US Bancorp | Long | Debt | US | $53K | – | 0.04 |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $301K | – | 0.24 |
| Venture Global LNG Inc | Long | Debt | US | $119K | – | 0.09 |
| Veralto Corp | Long | Debt | US | $161K | – | 0.13 |
| Verizon Master Trust | Long | ABS-other | US | $223K | – | 0.18 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $245K | – | 0.19 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $190K | – | 0.15 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $187K | – | 0.15 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $175K | – | 0.14 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $169K | – | 0.13 |
| Viper Energy Inc | Long | Debt | US | $128K | – | 0.10 |
| Virgin Media Bristol LLC USD Term Loan N | Long | Loan | US | $335K | – | 0.27 |
| Vistra Operations Co LLC | Long | Debt | US | $350K | – | 0.28 |
| Viterra Finance BV | Long | Debt | NL | $384K | – | 0.30 |
| Volkswagen Auto Lease Trust 2024-A | Long | ABS-other | US | $225K | – | 0.18 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $214K | – | 0.17 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $201K | – | 0.16 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $200K | – | 0.16 |
| Vornado Realty LP | Long | Debt | US | $96K | – | 0.08 |
| Vornado Realty LP | Long | Debt | US | $42K | – | 0.03 |
| VW Credit Inc | Long | Short-term investment vehicle | US | $274K | – | 0.22 |
| Walgreens Boots Alliance Inc | Long | Short-term investment vehicle | US | $295K | – | 0.23 |
| Warnermedia Holdings Inc | Long | Debt | US | $133K | – | 0.11 |
| Warnermedia Holdings Inc | Long | Debt | US | $113K | – | 0.09 |
| Warnermedia Holdings Inc | Long | Debt | US | $54K | – | 0.04 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $578K | – | 0.46 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $197K | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $176K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $167K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $159K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $116K | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $103K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $82K | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | Long | ABS-mortgage backed security | US | $914.6 | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| Welltec International ApS | Long | Debt | DK | $204K | – | 0.16 |
| Western Midstream Operating LP | Long | Debt | US | $64K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $40K | – | 0.03 |
| Westlake Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $34K | – | 0.03 |
| Westlake Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $79K | – | 0.06 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $55K | – | 0.04 |
| Westlake Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $110K | – | 0.09 |
| Westlake Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $110K | – | 0.09 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $421K | – | 0.33 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $120K | – | 0.10 |
| Westlake Flooring Master Trust | Long | ABS-other | US | $210K | – | 0.17 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $113K | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $87K | – | 0.07 |
| World Financial Network Credit Card Master Trust | Long | ABS-other | US | $181K | – | 0.14 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $153K | – | 0.12 |
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