Total Return Fund
Daily price w/o sales charge as of 12/12/2019
$10.45
$0.05
YTD Returns w/o sales charge as of 12/12/2019
7.98%
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select allocations to high yield and foreign debt securities.
Yield
Dividend Yield 1 as of 12/12/2019
| w/o sales charge | 2.38% |
| w/ sales charge | 2.33% |
30-Day Standardized Yield 2 as of 11/30/2019
| 1.96% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 11/30/2019
Fund Basicsas of 10/31/2019
- Total Net Assets
- $4.08 B
- Inception Date
- 08/31/2000
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 515
- Minimum Initial Investment
- $1,500+
Fund Expense Ratio :
0.68%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 08/31/2000 |
|---|
| w/o sales charge | 8.31% | 9.62% | 3.75% | 2.82% | 4.01% | 5.19% |
| Lipper Category Avg. Core Bond Funds | 8.82% | 10.33% | 3.91% | 2.86% | 3.69% | - |
| Bloomberg Barclays U.S. Universal Index | 9.13% | 10.84% | 4.35% | 3.37% | 3.98% | 5.14% |
| w/ sales charge | 5.86% | 7.12% | 2.95% | 2.34% | 3.78% | 5.07% |
Fund Expense Ratio :
0.68%
Fund Expense Ratio :
0.68%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 08/31/2000 |
|---|
| w/o sales charge | 8.07% | 8.82% | 2.69% | 3.05% | 4.18% | 5.23% |
| Lipper Category Avg. Core Bond Funds | 8.50% | 9.49% | 2.80% | 3.06% | 3.87% | - |
| Bloomberg Barclays U.S. Universal Index | 8.80% | 10.07% | 3.23% | 3.62% | 4.14% | 5.17% |
| w/ sales charge | 5.63% | 6.36% | 1.93% | 2.59% | 3.94% | 5.10% |
Fund Expense Ratio :
0.68%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.
| Type | Assets |
|---|---|
| MBS | |
| Investment Grade Corporate | |
| U.S. Government Related | |
| ABS | |
| Sovereign | |
| High Yield Corporate | |
| CMBS | |
| Bank Loans | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 10/31/2019 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Investment Team
Supported By
64
Investment Professionals with 15
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 12/12/2019
| w/o sales charge | 2.38% |
| w/ sales charge | 2.33% |
30-Day Standardized Yield 2 as of 11/30/2019
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 1.96% | 1.96% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
0.68%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 08/31/2000 |
|---|
| w/o sales charge | 8.31% | 9.62% | 3.75% | 2.82% | 4.01% | 5.19% |
| Lipper Category Avg. Core Bond Funds | 8.82% | 10.33% | 3.91% | 2.86% | 3.69% | - |
| Bloomberg Barclays U.S. Universal Index | 9.13% | 10.84% | 4.35% | 3.37% | 3.98% | 5.14% |
| w/ sales charge | 5.86% | 7.12% | 2.95% | 2.34% | 3.78% | 5.07% |
Fund Expense Ratio :
0.68%
Fund Expense Ratio :
0.68%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 08/31/2000 |
|---|
| w/o sales charge | 8.07% | 8.82% | 2.69% | 3.05% | 4.18% | 5.23% |
| Lipper Category Avg. Core Bond Funds | 8.50% | 9.49% | 2.80% | 3.06% | 3.87% | - |
| Bloomberg Barclays U.S. Universal Index | 8.80% | 10.07% | 3.23% | 3.62% | 4.14% | 5.17% |
| w/ sales charge | 5.63% | 6.36% | 1.93% | 2.59% | 3.94% | 5.10% |
Fund Expense Ratio :
0.68%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.
| Year | Fund Returns | Bloomberg Barclays U.S. Universal Index |
|---|
| 2018 | -0.93% | -0.26% |
| 2017 | 3.82% | 4.09% |
| 2016 | 4.05% | 3.91% |
| 2015 | -0.64% | 0.43% |
| 2014 | 6.12% | 5.56% |
| 2013 | -1.40% | -1.35% |
| 2012 | 7.73% | 5.53% |
| 2011 | 7.20% | 7.40% |
| 2010 | 7.59% | 7.16% |
| 2009 | 15.67% | 8.60% |
| 2008 | -1.22% | - |
| 2007 | 5.68% | - |
| 2006 | 4.15% | - |
| 2005 | 2.30% | - |
| 2004 | 4.28% | - |
| 2003 | 5.01% | - |
| 2002 | 8.73% | - |
| 2001 | 9.35% | - |
| 2000 | 5.63% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2019 | 3.22% | 2.99% | 1.66% | - | 7.98% |
| 2018 | -1.51% | -0.35% | 0.26% | 0.69% | -0.93% |
| 2017 | 1.14% | 1.43% | 0.83% | 0.37% | 3.82% |
| 2016 | 2.82% | 2.71% | 1.14% | -2.59% | 4.05% |
| 2015 | 1.58% | -1.50% | 0.05% | -0.74% | -0.64% |
| 2014 | 2.33% | 2.50% | 0.06% | 1.11% | 6.12% |
| 2013 | 0.49% | -2.81% | 0.49% | 0.47% | -1.40% |
| 2012 | 1.82% | 1.94% | 2.71% | 1.04% | 7.73% |
| 2011 | 1.01% | 2.09% | 2.38% | 1.53% | 7.20% |
| 2010 | 2.42% | 2.75% | 3.31% | -1.05% | 7.59% |
| 2009 | 2.42% | 5.52% | 6.23% | 0.75% | 15.67% |
| 2008 | 1.08% | -0.04% | -2.05% | -0.19% | -1.22% |
| 2007 | 1.48% | -0.75% | 2.63% | 2.24% | 5.68% |
| 2006 | -0.38% | -0.28% | 3.62% | 1.18% | 4.15% |
| 2005 | -0.37% | 3.02% | -0.71% | 0.39% | 2.30% |
| 2004 | 2.33% | -2.29% | 3.11% | 1.15% | 4.28% |
| 2003 | 1.50% | 3.00% | -0.12% | 0.56% | 5.01% |
| 2002 | 0.10% | 2.26% | 3.47% | 2.65% | 8.73% |
| 2001 | 3.41% | 0.54% | 4.68% | 0.47% | 9.35% |
| 2000 | - | - | - | 4.70% | 5.63% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 11/30/2019
The chart begins on the Fund's inception date of 08/31/2000.
Based on a hypothetical Class A share investment of $10,000 on 08/31/2000 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Rating | Assets |
|---|---|
| MBS | |
| Investment Grade Corporate | |
| U.S. Government Related | |
| ABS | |
| Sovereign | |
| High Yield Corporate | |
| CMBS | |
| Bank Loans | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Rating | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 10/31/2019
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.
Portfolio Details as of 10/31/2019
- Total Net Assets
- $4.08 B
- Number of Issues
- 515
- Average Coupon
- 3.34%
- Average Life
- 7.89 Years
- Average Effective Duration
- 5.71 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD NOV | 3.500% | 02/01/2049 | 25.2% |
| Japan Treasury Discount Bill | 0.000% | 01/08/2020 | 10.6% |
| 30-YR UMBS-TBA PROD NOV | 3.000% | 06/01/2049 | 6.6% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 5.4% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.9% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.7% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.3% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.6% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.4% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2024 | 2.2% |
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD NOV | 3.500% | 02/01/2049 | 23.4% |
| Japan Treasury Discount Bill | 0.000% | 01/08/2020 | 9.8% |
| 30-YR UMBS-TBA PROD NOV | 3.000% | 06/01/2049 | 6.1% |
| TD Securities (USA) LLC | 0.010% | - | 5.6% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 5.0% |
| Federal Home Loan Bank | 0.000% | 11/05/2019 | 4.5% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.3% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 4.0% |
| U.S. Treasury Note/Bond | 2.875% | 05/15/2049 | 2.4% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2024 | 2.0% |
| U.S. Treasury Note/Bond | 2.375% | 05/15/2029 | 2.0% |
| 30-YR UMBS-TBA PROD NOV | 4.000% | 02/01/2049 | 1.8% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 1.7% |
| J.P.Morgan Securities LLC | 0.010% | - | 1.5% |
| U.S. Treasury Note/Bond | 1.500% | 10/31/2021 | 1.2% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.7% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.7% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.6% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.6% |
| Santander Drive Auto Receivables Trust 2015-4 | 4.540% | 11/15/2022 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.5% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-2 | 4.380% | 09/15/2023 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| ENI SpA | 5.700% | 10/01/2040 | 0.4% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.4% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 5.020% | 06/15/2023 | 0.3% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.3% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.3% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 3.766% | 01/20/2028 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| United States Treasury Bill | 0.000% | 11/21/2019 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| SOUND POINT CLO XVII | 3.566% | 10/20/2030 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 4.178% | 07/20/2030 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.216% | 01/20/2029 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.3% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.3% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.3% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.3% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.2% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.2% |
| Tralee CLO III Ltd | 2.996% | 10/20/2027 | 0.2% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| Ecopetrol S.A. | 4.125% | 01/16/2025 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.914% | 06/15/2032 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| World Omni Automobile Lease Securitization Trust 2 | 2.830% | 07/15/2021 | 0.2% |
| ALM VII Ltd | 3.851% | 07/15/2029 | 0.2% |
| BX Trust 2018-GW | 2.714% | 05/15/2035 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| ICG US CLO 2015-2 Ltd | 2.851% | 01/16/2028 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| SLC Student Loan Trust 2008-1 | 3.719% | 12/15/2032 | 0.2% |
| CVS Caremark Corp. | 5.050% | 03/25/2048 | 0.2% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.390% | 08/15/2022 | 0.2% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Perimeter Master Note Business Trust | 4.310% | 12/15/2022 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| EPR Properties | 4.500% | 06/01/2027 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| COMM 2015-DC1 Mortgage Trust | 4.342% | 02/10/2048 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.240% | 07/05/2033 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.2% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.111% | 05/15/2048 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.2% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.155% | 11/15/2037 | 0.2% |
| CIFC Funding 2017-I Ltd | 3.326% | 04/23/2029 | 0.2% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.2% |
| Reynolds American, Inc. | 5.700% | 08/15/2035 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.2% |
| China Evergrande Group | 10.000% | 04/11/2023 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.094% | 06/15/2036 | 0.2% |
| WEA Finance LLC | 3.500% | 06/15/2029 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| Coty, Inc. | 6.500% | 04/15/2026 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 2.876% | 11/19/2035 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.2% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 2.871% | 11/15/2035 | 0.2% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.2% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| FirstEnergy Transmission LLC | 4.550% | 04/01/2049 | 0.2% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.2% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.1% |
| Kenya Government International Bond | 7.000% | 05/22/2027 | 0.1% |
| PerkinElmer, Inc. | 3.300% | 09/15/2029 | 0.1% |
| Drive Auto Receivables Trust 2017-1 | 5.170% | 09/16/2024 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.1% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| Spirit Realty LP | 3.400% | 01/15/2030 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.601% | 04/15/2026 | 0.1% |
| Apache Corp. | 4.750% | 04/15/2043 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.138% | 06/20/2022 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.745% | 01/25/2046 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.1% |
| Sound Point Clo XII Ltd | 4.566% | 10/20/2028 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| FX USD/JPY 01/20 | 0.000% | 01/08/2020 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Jamestown CLO IX Ltd | 4.616% | 10/20/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.014% | 06/15/2032 | 0.1% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| KVK CLO 2016-1 Ltd | 5.151% | 01/15/2029 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| Avery Point VII CLO Ltd | 3.751% | 01/15/2028 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.690% | 12/20/2023 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| Petrobras Global Finance BV | 5.093% | 01/15/2030 | 0.1% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.1% |
| CBB International Sukuk Co 6 Spc | 5.250% | 03/20/2025 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.285% | 07/15/2046 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.1% |
| First Investors Auto Owner Trust 2019-2 | 2.710% | 12/15/2025 | 0.1% |
| JFIN CLO 2014 Ltd | 3.416% | 04/21/2025 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.864% | 07/15/2035 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Mountain View CLO X Ltd | 3.351% | 10/13/2027 | 0.1% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.1% |
| General Electric Co. | 2.945% | 05/05/2026 | 0.1% |
| Towd Point Mortgage Trust 2019-HY2 | 2.823% | 05/25/2058 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Genesis Sales Finance Master Trust Series 2019-A | 4.680% | 08/20/2023 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Radian Group, Inc. | 4.875% | 03/15/2027 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| Jamestown CLO VII Ltd. | 4.540% | 07/25/2027 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| Hub International Ltd. | 7.000% | 05/01/2026 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Panther BF Aggregator 2 LP / Panther Finance Co In | 8.500% | 05/15/2027 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.1% |
| Spectra Energy Partners L.P. | 3.179% | 06/05/2020 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| Airxcel, Inc. | 6.286% | 04/28/2025 | 0.1% |
| Helix Gen Funding, LLC | 5.536% | 06/03/2024 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Cedar Funding VI CLO Ltd | 3.566% | 10/20/2028 | 0.1% |
| Centennial Resource Production LLC | 6.875% | 04/01/2027 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Sound Point CLO XI Ltd. | 3.066% | 07/20/2028 | 0.1% |
| Angolan Government International Bond | 8.250% | 05/09/2028 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| Sound Point Clo XV Ltd | 4.434% | 01/23/2029 | 0.1% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| ProAmpac PG Borrower LLC | 5.532% | 11/20/2023 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.864% | 06/15/2035 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Ghana Government International Bond | 8.125% | 03/26/2032 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Palmer Square Loan Funding 2017-1 Ltd | 3.701% | 10/15/2025 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.048% | 11/15/2035 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Dominican Republic International Bond | 6.400% | 06/05/2049 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.1% |
| Westlake Automobile Receivables Trust 2018-1 | 2.670% | 05/17/2021 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 3.866% | 10/20/2028 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Verizon Communications, Inc. | 3.618% | 05/15/2025 | 0.1% |
| Vistra Operations Co LLC | 4.300% | 07/15/2029 | 0.1% |
| Regatta VI Funding Ltd | 4.016% | 07/20/2028 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Ashtead Capital, Inc. | 4.250% | 11/01/2029 | 0.1% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| BBA US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| El Paso Electric Co. | 5.000% | 12/01/2044 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| CSMC Trust | 4.373% | 09/15/2037 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Massachusetts Educational Financing Authority | 2.890% | 04/25/2038 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.051% | 04/15/2026 | 0.1% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.128% | 01/18/2022 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.875% | 01/15/2059 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.268% | 07/15/2048 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Avery Point VII CLO Ltd | 4.451% | 01/15/2028 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Akbank TAS | 4.000% | 01/24/2020 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.940% | 07/05/2033 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.764% | 01/15/2033 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.234% | 02/25/2032 | 0.1% |
| Arcor | 6.000% | 07/06/2023 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| Elm CLO 2014-1 Ltd | 3.172% | 01/17/2029 | 0.1% |
| Perimeter Master Note Business Trust | 8.060% | 12/15/2022 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Quality Distribution, Inc. | 10.604% | 08/18/2023 | 0.1% |
| EPR Properties | 4.950% | 04/15/2028 | 0.1% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.1% |
| Carmax Auto Owner Trust 2019-4 | 2.600% | 09/15/2025 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| QEP Resources, Inc. | 5.625% | 03/01/2026 | 0.1% |
| Madison Park Funding XXI Ltd | 3.470% | 07/25/2029 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.401% | 04/15/2026 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.1% |
| Promontoria Holding 264 BV | 6.750% | 08/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.1% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.1% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.1% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.1% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.0% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.0% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.0% |
| Avery Point CLO Ltd. | 3.540% | 04/25/2026 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.0% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.0% |
| RegionalCare Hospital Partners Holdings Inc / Life | 9.750% | 12/01/2026 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| AT&T, Inc. | 6.100% | 07/15/2040 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| Galaxy XXI CLO Ltd | 2.986% | 04/20/2031 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Albertsons Cos Inc / Safeway Inc / New Albertsons | 6.625% | 06/15/2024 | 0.0% |
| Ares XXIX CLO Ltd. | 3.192% | 04/17/2026 | 0.0% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| Diebold, Inc. | 8.500% | 04/15/2024 | 0.0% |
| Interest Rate Swap | 0.000% | 06/07/2021 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.0% |
| Pertamina Persero PT | 5.625% | 05/20/2043 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 6.880% | 08/20/2023 | 0.0% |
| California Republic Auto Receivables Trust 2017-1 | 2.910% | 12/15/2022 | 0.0% |
| Red de Carreteras de Occidente SAPIB de CV | 9.000% | 06/10/2028 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| COMM Mortgage Trust | 4.436% | 07/10/2050 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.366% | 01/20/2027 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| PHEAA Student Loan Trust I | 2.210% | 04/25/2038 | 0.0% |
| ACC Trust 2018-1 | 6.810% | 02/21/2023 | 0.0% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.569% | 10/15/2057 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.090% | 07/25/2027 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Providence St Joseph Health Obligated Group | 2.532% | 10/01/2029 | 0.0% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.0% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| GS Mortgage Securities Trust | 4.410% | 07/10/2048 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.307% | 10/15/2057 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| Apidos CLO XVI | 4.966% | 01/19/2025 | 0.0% |
| Syngenta Finance NV | 4.441% | 04/24/2023 | 0.0% |
| Carvana Auto Receivables Trust 2019-1 | 5.640% | 01/15/2026 | 0.0% |
| Perimeter Master Note Business Trust | 6.020% | 12/15/2022 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 5.420% | 08/20/2023 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Turkiye Garanti Bankasi AS | 5.875% | 03/16/2023 | 0.0% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Fairstone Financial Issuance Trust I | 6.299% | 03/21/2033 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.0% |
| Grupo de Inversiones Suramericana SA | 5.500% | 04/29/2026 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 3.872% | 01/05/2043 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| KOC Holding AS | 5.250% | 03/15/2023 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.541% | 08/05/2034 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.181% | 10/10/2047 | 0.0% |
| Fairstone Financial Issuance Trust I | 7.257% | 03/21/2033 | 0.0% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.493% | 08/05/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.964% | 05/15/2047 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| New Century Home Equity Loan Trust | 4.685% | 08/25/2035 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| Sequoia Mortgage Trust 2012-4 | 2.069% | 09/25/2042 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| COMM Mortgage Trust | 1.033% | 08/10/2047 | 0.0% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.517% | 11/10/2047 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| SLM Private Education Loan Trust | 5.164% | 05/16/2044 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.753% | 04/15/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.573% | 05/15/2047 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.285% | 04/15/2047 | 0.0% |
| Afren plc | 10.250% | 04/08/2022 | 0.0% |
| Eneva SA | 0.000% | - | 0.0% |
| US 10YR ULTRA FUT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US 2YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| US LONG BOND(CBD) DEC19 | 0.000% | 12/31/2019 | 0.0% |
| US ULTRA BOND CBT DEC19 | 0.000% | 12/31/2019 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2019 | 0.0% |
| US 5YR NOTE (CBT) DEC19 | 0.000% | 01/06/2020 | 0.0% |
| FX USD/EUR 12/19 | 0.000% | 12/09/2019 | 0.0% |
| FX USD/CAD 12/19 | 0.000% | 12/13/2019 | 0.0% |
| FX USD/MXN 11/19 | 0.000% | 11/14/2019 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | -0.1% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
Dividends & Cap Gains
Dividends & Cap Gains
Dividend Payments
For
- YTD Dividends Paidas of 12/12/2019
- $0.278
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 11/30/2019 | $0.02076 | $10.49 |
| Daily | Daily | 10/31/2019 | $0.02164 | $10.51 |
| Daily | Daily | 09/30/2019 | $0.02570 | $10.51 |
| Daily | Daily | 08/31/2019 | $0.02198 | $10.58 |
| Daily | Daily | 07/31/2019 | $0.02459 | $10.42 |
| Daily | Daily | 06/30/2019 | $0.02790 | $10.41 |
| Daily | Daily | 05/31/2019 | $0.02859 | $10.30 |
| Daily | Daily | 04/30/2019 | $0.02720 | $10.18 |
| Daily | Daily | 03/31/2019 | $0.02900 | $10.19 |
| Daily | Daily | 02/28/2019 | $0.02486 | $10.05 |
| Daily | Daily | 01/31/2019 | $0.02615 | $10.07 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 12/31/2019 |
Capital Gains Distributions
For
| Record Date | Reinvest & Payable Date | Long-term | Short-term * | Total | Reinvest Price |
|---|---|---|---|---|---|
| 12/15/2016 | 12/16/2016 | - | $0.0324 | $0.0324 | $10.17 |
*
Taxed as ordinary income
Lord Abbett does not provide tax advice. It is strongly recommended that you discuss the impact of dividends and distributions with your tax advisor.
Upcoming Capital Gain Distribution
| Record Date | Ex-Dividend Date |
|---|---|
| 12/17/2019 | 12/18/2019 |
Fees & Expenses
Fees & Expenses
Sales Charge Schedule as of 12/12/2019
| Sales Charge | Dealer's Concession | Prices at Breakpoint | |
|---|---|---|---|
| Less than $100,000 | 2.25% | 2.00% | $10.69 |
| $100,000 to $249,999 | 1.75% | 1.50% | $10.64 |
| $250,000 to $499,999 | 1.25% | 1.00% | $10.58 |
| $500,000 to $999,999 | 0.00% | 1.00% | $10.45 |
| $1,000,000 to $5,000,000 | 0.00% | 1.00% | $10.45 |
Class A shares purchased without a sales charge (commissionable NAV) will be subject to a CDSC of 1% if they are redeemed before the first day of the month in which the one-year anniversary of the purchase falls.
Expense Ratioas of 11/30/2019
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
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Prospectus (XBRL)
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Fixed Income Combo Flyer
Publish Date:11/03/2015
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