Total Return Fund
Daily price w/o sales charge as of 07/23/2019
$10.40
$0.01
YTD Returns w/o sales charge as of 07/23/2019
6.40%
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 07/23/2019
| w/o sales charge | 3.22% |
| w/ sales charge | 3.15% |
30-Day Standardized Yield 2 as of 06/30/2019
| 2.96% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 06/30/2019
Fund Basicsas of 06/28/2019
- Total Net Assets
- $3.95 B
- Inception Date
- 08/31/2000
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 554
- 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 | 6.31% | 7.32% | 2.52% | 2.72% | 4.63% | 5.21% |
| Lipper Category Avg. Core Bond Funds | 6.29% | 7.35% | 2.37% | 2.62% | 4.25% | - |
| Bloomberg Barclays U.S. Universal Index | 6.54% | 8.07% | 2.84% | 3.18% | 4.37% | 5.12% |
| w/ sales charge | 3.91% | 4.91% | 1.75% | 2.27% | 4.39% | 5.08% |
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 | 6.31% | 7.32% | 2.52% | 2.72% | 4.63% | 5.21% |
| Lipper Category Avg. Core Bond Funds | 6.29% | 7.35% | 2.37% | 2.62% | 4.25% | - |
| Bloomberg Barclays U.S. Universal Index | 6.54% | 8.07% | 2.84% | 3.18% | 4.37% | 5.12% |
| w/ sales charge | 3.91% | 4.91% | 1.75% | 2.27% | 4.39% | 5.08% |
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 of future results.
| Type | Assets |
|---|---|
| MBS | |
| U.S. Government Related | |
| ABS | |
| Investment Grade Corporate | |
| High Yield Corporate | |
| CMBS | |
| Sovereign | |
| 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 06/28/2019 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
67
Investment Professionals with 15
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 07/23/2019
| w/o sales charge | 3.22% |
| w/ sales charge | 3.15% |
30-Day Standardized Yield 2 as of 06/30/2019
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.96% | 2.96% |
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 | 6.31% | 7.32% | 2.52% | 2.72% | 4.63% | 5.21% |
| Lipper Category Avg. Core Bond Funds | 6.29% | 7.35% | 2.37% | 2.62% | 4.25% | - |
| Bloomberg Barclays U.S. Universal Index | 6.54% | 8.07% | 2.84% | 3.18% | 4.37% | 5.12% |
| w/ sales charge | 3.91% | 4.91% | 1.75% | 2.27% | 4.39% | 5.08% |
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 | 6.31% | 7.32% | 2.52% | 2.72% | 4.63% | 5.21% |
| Lipper Category Avg. Core Bond Funds | 6.29% | 7.35% | 2.37% | 2.62% | 4.25% | - |
| Bloomberg Barclays U.S. Universal Index | 6.54% | 8.07% | 2.84% | 3.18% | 4.37% | 5.12% |
| w/ sales charge | 3.91% | 4.91% | 1.75% | 2.27% | 4.39% | 5.08% |
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 of 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% | - | - | 6.40% |
| 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 05/31/2019
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 | |
| U.S. Government Related | |
| ABS | |
| Investment Grade Corporate | |
| High Yield Corporate | |
| CMBS | |
| Sovereign | |
| 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 06/28/2019
| 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 06/28/2019
- Total Net Assets
- $3.95 B
- Number of Issues
- 554
- Average Coupon
- 3.26%
- Average Life
- 6.66 Years
- Average Effective Duration
- 5.63 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 |
|---|
| United States Treasury Bill | 0.000% | 07/02/2019 | 21.3% |
| FNMA Conventional Long T. 30yr | 3.500% | 02/29/2048 | 15.9% |
| FNMA Conventional Long T. 30yr | 4.500% | 06/30/2048 | 14.3% |
| FNMA Conventional Long T. 30yr | 4.000% | 04/30/2048 | 6.8% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.5% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 3.6% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.1% |
| TD Securities (USA) LLC | 0.010% | - | 1.5% |
| U.S. Treasury Note/Bond | 3.000% | 02/15/2049 | 1.4% |
| U.S. Treasury Note/Bond | 2.625% | 02/15/2029 | 0.9% |
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.
| Holding | Coupon | Maturity | Assets |
|---|
| United States Treasury Bill | 0.000% | 07/02/2019 | 18.9% |
| FNMA Conventional Long T. 30yr | 4.500% | 06/30/2048 | 14.6% |
| FNMA Conventional Long T. 30yr | 3.500% | 01/31/2048 | 10.6% |
| FNMA Conventional Long T. 30yr | 4.000% | 05/31/2048 | 7.0% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 6.4% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.5% |
| TD Securities (USA) LLC | 0.010% | - | 2.5% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.2% |
| U.S. Treasury Note/Bond | 3.000% | 02/15/2049 | 1.2% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.9% |
| Westpac Banking Corp. | 3.150% | 01/16/2024 | 0.9% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.9% |
| U.S. Treasury Note/Bond | 2.000% | 05/31/2024 | 0.8% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.7% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.6% |
| U.S. Treasury Note/Bond | 2.375% | 05/15/2029 | 0.6% |
| Santander Drive Auto Receivables Trust 2015-4 | 4.540% | 11/15/2022 | 0.6% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.5% |
| Discover Card Execution Note Trust | 1.670% | 01/18/2022 | 0.5% |
| Ford Credit Auto Owner Trust 2014-REV2 | 2.310% | 04/15/2026 | 0.5% |
| Republic of Argentina | 5.625% | 01/26/2022 | 0.5% |
| Discover Card Execution Note Trust | 1.390% | 03/15/2022 | 0.5% |
| Santander Drive Auto Receivables Trust 2016-2 | 4.380% | 09/15/2023 | 0.4% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.4% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.4% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.4% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-1 | 5.020% | 06/15/2023 | 0.4% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.4% |
| ENI SpA | 5.700% | 10/01/2040 | 0.4% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.4% |
| GE Capital Credit Card Master Note Trust | 1.760% | 09/15/2022 | 0.3% |
| Anheuser-Busch InBev Worldwide, Inc. | 4.750% | 01/23/2029 | 0.3% |
| Santander Drive Auto Receivables Trust 2015-2 | 4.020% | 09/15/2022 | 0.3% |
| Citibank Credit Card Issuance Trust | 1.800% | 09/20/2021 | 0.3% |
| Ally Auto Receivables Trust 2016-1 | 1.990% | 03/15/2021 | 0.3% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 4.392% | 01/20/2028 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Cor | 4.128% | 07/05/2031 | 0.3% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.3% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.3% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.3% |
| SLC Student Loan Trust 2008-1 | 4.211% | 12/15/2032 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.842% | 01/20/2029 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.3% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.3% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.440% | 06/15/2032 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.3% |
| Tralee CLO III Ltd | 3.622% | 10/20/2027 | 0.3% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.3% |
| Drive Auto Receivables Trust | 3.040% | 11/15/2021 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.3% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.3% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.3% |
| UBS AG | 7.625% | 08/17/2022 | 0.3% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.2% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.2% |
| BX Trust 2018-GW | 3.240% | 05/15/2035 | 0.2% |
| Drive Auto Receivables Trust | 5.150% | 08/15/2022 | 0.2% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.2% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| BB-UBS Trust | 3.430% | 11/05/2036 | 0.2% |
| Air Lease Corp. | 3.625% | 12/01/2027 | 0.2% |
| World Financial Network Credit Card Master Trust | 1.980% | 06/15/2023 | 0.2% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 3.000% | 06/08/2021 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.2% |
| Warner Media LLC | 6.250% | 03/29/2041 | 0.2% |
| ICG US CLO 2015-2 Ltd | 3.451% | 01/16/2028 | 0.2% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Avery Point VII CLO Ltd | 4.097% | 01/15/2028 | 0.2% |
| Capital One Multi-Asset Execution Trust | 1.330% | 06/15/2022 | 0.2% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.2% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.625% | 03/01/2025 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| Daimler Finance North America LLC | 3.750% | 02/22/2028 | 0.2% |
| EPR Properties | 4.500% | 06/01/2027 | 0.2% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.2% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.2% |
| Federal Home Loan Mortgage Corp. | 3.444% | 12/25/2027 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.717% | 07/05/2033 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.248% | 07/05/2033 | 0.2% |
| Republic of Argentina | 6.875% | 04/22/2021 | 0.2% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.2% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.2% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.2% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.2% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.2% |
| California Republic Auto Receivables Trust 2018-1 | 3.560% | 03/15/2023 | 0.2% |
| WhiteHorse VIII Ltd | 3.479% | 05/01/2026 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.127% | 05/15/2048 | 0.2% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 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% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.562% | 11/15/2037 | 0.2% |
| ALM VII Ltd | 4.077% | 10/15/2028 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.197% | 04/15/2026 | 0.2% |
| Americredit Automobile Receivables Trust 2019-1 | 2.701% | 06/20/2022 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Drive Auto Receivables Trust | 3.720% | 09/16/2024 | 0.2% |
| Orec 2018-CRE1 Ltd | 3.620% | 06/15/2036 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.442% | 01/20/2027 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 3.471% | 11/19/2035 | 0.2% |
| China Evergrande Group | 8.750% | 06/28/2025 | 0.2% |
| GS Mortgage Securities Corp Trust 2018-FBLU | 3.382% | 11/15/2035 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.2% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.2% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.2% |
| Discover Card Execution Note Trust | 2.120% | 12/15/2021 | 0.2% |
| Reynolds American, Inc. | 5.700% | 08/15/2035 | 0.2% |
| BWAY 2015-1740 Mortgage Trust | 2.917% | 01/10/2035 | 0.2% |
| Siemens Financial Services, Inc. | 2.350% | 10/15/2026 | 0.2% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.2% |
| Drive Auto Receivables Trust 2017-1 | 5.170% | 09/16/2024 | 0.2% |
| Towd Point Asset Trust 2018-SL1 | 3.077% | 01/25/2046 | 0.2% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.2% |
| Barclays Dryrock Issuance Trust | 2.410% | 07/15/2022 | 0.2% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.2% |
| Chesapeake Funding II LLC | 1.880% | 06/15/2028 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.2% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.2% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.2% |
| Myriad International Holdings BV | 5.500% | 07/21/2025 | 0.2% |
| MPT Operating Partnership L.P. | 5.000% | 10/15/2027 | 0.1% |
| Rain CII Carbon LLC | 7.250% | 04/01/2025 | 0.1% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.1% |
| Apache Corp. | 4.750% | 04/15/2043 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.1% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.1% |
| Walt Disney Co/The | 7.750% | 12/01/2045 | 0.1% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.1% |
| Synchrony Credit Card Master Note Trust | 1.580% | 09/15/2022 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| Chase Issuance Trust | 1.580% | 08/15/2021 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| Sound Point Clo XII Ltd | 5.192% | 10/20/2028 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.540% | 06/15/2032 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Colonial Pipeline Co. | 4.250% | 04/15/2048 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-2 | 3.020% | 04/15/2021 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 3.429% | 12/25/2048 | 0.1% |
| KVK CLO 2016-1 Ltd | 5.747% | 01/15/2029 | 0.1% |
| J.P.Morgan Securities LLC | 0.010% | - | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| Exelon Generation Co. LLC | 6.250% | 10/01/2039 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-2 | 2.970% | 03/20/2023 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.691% | 01/18/2022 | 0.1% |
| Ford Credit Floorplan Master Owner Trust A | 4.060% | 11/15/2030 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.690% | 12/20/2023 | 0.1% |
| SunTrust Auto Receivables Trust | 3.240% | 01/16/2023 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.286% | 07/15/2046 | 0.1% |
| Community Health Systems, Inc. | 8.000% | 11/15/2019 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.700% | 09/20/2022 | 0.1% |
| JFIN CLO 2014 Ltd | 4.042% | 04/21/2025 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.010% | 11/15/2021 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 3.080% | 07/15/2021 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Engs Commercial Finance Trust 2018-1 | 2.970% | 02/22/2021 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 3.390% | 07/15/2035 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Total System Services, Inc. | 4.800% | 04/01/2026 | 0.1% |
| Textainer Marine Containers VII Ltd | 4.300% | 04/20/2044 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Mountain View CLO X Ltd | 3.947% | 10/13/2027 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| BMW Vehicle Owner Trust 2018-A | 2.090% | 11/25/2020 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| Genesis Sales Finance Master Trust Series 2019-A | 4.680% | 08/20/2023 | 0.1% |
| Jamestown CLO VII Ltd. | 5.180% | 07/25/2027 | 0.1% |
| General Electric Co. | 2.945% | 05/05/2026 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| Schlumberger Holdings Corp. | 4.300% | 05/01/2029 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Piedmont Natural Gas Co., Inc. | 3.500% | 06/01/2029 | 0.1% |
| IFM US Colonial Pipeline 2 LLC | 6.450% | 05/01/2021 | 0.1% |
| TCF Auto Receivables Owner Trust | 2.490% | 04/15/2021 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| Ziggo BV | 5.500% | 01/15/2027 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| Cedar Funding VI CLO Ltd | 4.192% | 10/20/2028 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Halliburton Co. | 6.700% | 09/15/2038 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| William Lyon Homes, Inc. | 6.000% | 09/01/2023 | 0.1% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.1% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.1% |
| Interstate Power & Light Co | 3.600% | 04/01/2029 | 0.1% |
| TNT Crane and Rigging | 7.101% | 11/27/2020 | 0.1% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Braskem Netherlands Finance BV | 4.500% | 01/10/2028 | 0.1% |
| Sound Point CLO XI Ltd. | 3.692% | 07/20/2028 | 0.1% |
| ProAmpac PG Borrower LLC | 6.011% | 11/20/2023 | 0.1% |
| UBS-BAMLL Trust | 4.238% | 06/10/2030 | 0.1% |
| Sound Point Clo XV Ltd | 5.092% | 01/23/2029 | 0.1% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.1% |
| Drive Auto Receivables Trust 2018-5 | 2.760% | 07/15/2021 | 0.1% |
| Chemours Co. | 4.000% | 05/15/2026 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| Goldman Sachs Group, Inc. | 4.223% | 05/01/2029 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 3.390% | 06/15/2035 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.159% | 08/05/2034 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2015-2 | 2.400% | 01/08/2021 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Palmer Square Loan Funding 2017-1 Ltd | 4.297% | 10/15/2025 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 3.460% | 11/15/2020 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 4.492% | 10/20/2028 | 0.1% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| California Resources Corp. | 8.000% | 12/15/2022 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| Ares XXIX CLO Ltd. | 3.778% | 04/17/2026 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 2.430% | 05/20/2022 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| Massachusetts Educational Financing Authority | 3.530% | 04/25/2038 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.1% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.1% |
| OM Asset Management plc | 4.800% | 07/27/2026 | 0.1% |
| Regatta VI Funding Ltd | 4.642% | 07/20/2028 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| Verizon Communications, Inc. | 3.784% | 05/15/2025 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| THL Credit Wind River 2012-1 CLO Ltd | 4.447% | 01/15/2026 | 0.1% |
| Halliburton Co. | 7.450% | 09/15/2039 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.1% |
| Capital Auto Receivables Asset Trust 2017-1 | 3.150% | 02/20/2025 | 0.1% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| Daimler Trucks Retail Trust 2018-1 | 2.600% | 05/15/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.647% | 04/15/2026 | 0.1% |
| CSMC Trust | 4.373% | 09/15/2037 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.1% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 3.290% | 01/15/2033 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Campbell Soup Co. | 3.800% | 08/02/2042 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 4.876% | 01/15/2059 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.269% | 07/15/2048 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Kerr-McGee Corp. | 7.875% | 09/15/2031 | 0.1% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| Arcor | 6.000% | 07/06/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.417% | 07/05/2033 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| Akbank TAS | 4.000% | 01/24/2020 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.251% | 02/25/2032 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Pertamina Persero PT | 5.625% | 05/20/2043 | 0.1% |
| California Republic Auto Receivables Trust 2016-2 | 2.520% | 05/16/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Santander Drive Auto Receivables Trust 2015-4 | 2.970% | 03/15/2021 | 0.1% |
| Quality Distribution, Inc. | 10.999% | 08/18/2023 | 0.1% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 2.850% | 08/16/2021 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2018-A | 2.200% | 04/15/2020 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Promontoria Holding 264 BV | 6.750% | 08/15/2023 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| EPR Properties | 4.950% | 04/15/2028 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Madison Park Funding XXI Ltd | 4.110% | 07/25/2029 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| William Lyon Homes, Inc. | 5.875% | 01/31/2025 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.997% | 04/15/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2018-3 | 2.780% | 03/15/2021 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| SM Energy Co. | 6.625% | 01/15/2027 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.1% |
| Avery Point CLO Ltd. | 4.180% | 04/25/2026 | 0.1% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 2.240% | 06/19/2023 | 0.1% |
| Galaxy XXI CLO Ltd | 3.612% | 04/20/2031 | 0.1% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.1% |
| RegionalCare Hospital Partners Holdings Inc / Life | 9.750% | 12/01/2026 | 0.1% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.1% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.0% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.0% |
| Polaris Intermediate Corp | 8.500% | 12/01/2022 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.0% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.0% |
| Albertsons Cos LLC / Safeway, Inc. / New Albertson | 6.625% | 06/15/2024 | 0.0% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 6.250% | 11/01/2028 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.0% |
| Warner Media LLC | 6.100% | 07/15/2040 | 0.0% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.0% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.0% |
| Banff Merger Sub Inc | 9.750% | 09/01/2026 | 0.0% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.750% | 02/15/2026 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Weight Watchers International, Inc. | 8.625% | 12/01/2025 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.0% |
| PHEAA Student Loan Trust I | 2.850% | 04/25/2038 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 6.880% | 08/20/2023 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| GAHR Commericial Mortgage Trust | 3.382% | 12/15/2034 | 0.0% |
| California Republic Auto Receivables Trust 2017-1 | 2.910% | 12/15/2022 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| COMM Mortgage Trust | 4.440% | 07/10/2050 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.597% | 10/15/2057 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.0% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.0% |
| Red de Carreteras de Occidente SAPIB de CV | 9.000% | 06/10/2028 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.992% | 01/20/2027 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| Delphi Automotive plc | 4.350% | 03/15/2029 | 0.0% |
| Santander UK plc | 5.000% | 11/07/2023 | 0.0% |
| Danske Bank A/S | 4.375% | 06/12/2028 | 0.0% |
| ACC Trust 2018-1 | 6.810% | 02/21/2023 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Orange Lake Timeshare Trust 2019-A | 3.060% | 04/09/2038 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 01/01/2035 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.730% | 07/25/2027 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Hyundai Auto Lease Securitization Trust 2017-C | 1.890% | 03/16/2020 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| California Republic Auto Receivables Trust 2017-1 | 1.900% | 03/15/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.307% | 10/15/2057 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| GS Mortgage Securities Trust | 4.410% | 07/10/2048 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| Banff Merger Sub Inc | 8.375% | 09/01/2026 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 2.880% | 06/15/2022 | 0.0% |
| Apidos CLO XVI | 5.592% | 01/19/2025 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Syngenta Finance NV | 4.441% | 04/24/2023 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.0% |
| Cox Communications, Inc. | 3.350% | 09/15/2026 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| Provincia de Buenos Aires, Argentina | 6.500% | 02/15/2023 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 5.420% | 08/20/2023 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| First Investors Auto Owner Trust 2017-2 | 1.860% | 10/15/2021 | 0.0% |
| TCI-Symphony CLO 2016-1 Ltd | 4.077% | 10/13/2029 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| Turkiye Garanti Bankasi AS | 6.250% | 04/20/2021 | 0.0% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Riserva Clo Ltd | 4.061% | 10/18/2028 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 09/01/2034 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| GM Financial Consumer Automobile Receivables Trust | 1.710% | 09/16/2020 | 0.0% |
| HCA, Inc. | 7.500% | 11/06/2033 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 02/01/2035 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Peru LNG Srl | 5.375% | 03/22/2030 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 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% |
| Peabody Energy Corp. | 6.375% | 03/31/2025 | 0.0% |
| Fairstone Financial Issuance Trust I | 6.299% | 03/21/2033 | 0.0% |
| Federal Home Loan Mortgage Corp. | 5.000% | 06/01/2026 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Grupo de Inversiones Suramericana SA | 5.500% | 04/29/2026 | 0.0% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.0% |
| Energy Transfer Operating LP | 6.250% | 04/15/2049 | 0.0% |
| Ford Credit Auto Lease Trust 2017-B | 1.800% | 06/15/2020 | 0.0% |
| SunTrust Auto Receivables Trust | 1.780% | 01/15/2021 | 0.0% |
| Ford Credit Auto Owner Trust 2017-REV2 | 2.600% | 03/15/2029 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Ares XXXIII CLO Ltd. | 3.949% | 12/05/2025 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 3.872% | 01/05/2043 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.541% | 08/05/2034 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| KOC Holding AS | 5.250% | 03/15/2023 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.183% | 10/10/2047 | 0.0% |
| CPS Auto Receivables Trust 2017-D | 1.870% | 03/15/2021 | 0.0% |
| Santander Drive Auto Receivables Trust 2015-5 | 2.740% | 12/15/2021 | 0.0% |
| Fairstone Financial Issuance Trust I | 7.257% | 03/21/2033 | 0.0% |
| Nissan Auto Receivables 2016-A Owner Trust | 1.340% | 10/15/2020 | 0.0% |
| Energy Transfer Partners LP / Regency Energy Finan | 5.000% | 10/01/2022 | 0.0% |
| Indonesia Asahan Aluminium Persero PT | 6.530% | 11/15/2028 | 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% |
| Ascentium Equipment Receivables 2016-2 Trust | 1.650% | 05/10/2022 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.493% | 08/05/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.977% | 05/15/2047 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Chesapeake Funding II LLC | 2.110% | 03/15/2028 | 0.0% |
| New Century Home Equity Loan Trust | 4.683% | 08/25/2035 | 0.0% |
| New Century Home Equity Loan Trust | 4.683% | 08/25/2035 | 0.0% |
| OneMain Financial Issuance Trust 2016-2 | 5.940% | 03/20/2028 | 0.0% |
| SLM Private Education Loan Trust | 5.690% | 05/16/2044 | 0.0% |
| Sequoia Mortgage Trust 2012-4 | 2.069% | 09/25/2042 | 0.0% |
| Harley-Davidson Motorcycle Trust 2015-2 | 1.660% | 12/15/2022 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| COMM Mortgage Trust | 1.129% | 08/10/2047 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 04/01/2036 | 0.0% |
| GS Mortgage Securities Trust | 4.520% | 11/10/2047 | 0.0% |
| FX USD/EUR 06/19 | 0.000% | 06/07/2019 | 0.0% |
| Drive Auto Receivables Trust | 3.190% | 07/15/2022 | 0.0% |
| Honda Auto Receivables 2016-2 Owner Trust | 1.390% | 04/15/2020 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.799% | 04/15/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.575% | 05/15/2047 | 0.0% |
| AmeriCredit Automobile Receivables Trust 2017-3 | 1.690% | 12/18/2020 | 0.0% |
| FX USD/CAD 06/19 | 0.000% | 06/19/2019 | 0.0% |
| California Republic Auto Receivables Trust | 1.820% | 09/15/2020 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.0% |
| Ally Auto Receivables Trust 2017-5 | 1.810% | 06/15/2020 | 0.0% |
| FX USD/MXN 08/19 | 0.000% | 08/14/2019 | 0.0% |
| Federal National Mortgage Assoc. | 5.500% | 11/01/2034 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.303% | 04/15/2047 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| Afren plc | 10.250% | 04/08/2019 | 0.0% |
| FX USD/EUR 06/19 | 0.000% | 06/07/2019 | 0.0% |
| Eneva SA | 0.000% | - | 0.0% |
| Drive Auto Receivables Trust | 2.780% | 10/15/2020 | 0.0% |
| US 10YR ULTRA FUT SEP19 | 0.000% | 09/30/2019 | 0.0% |
| US ULTRA BOND CBT SEP19 | 0.000% | 09/30/2019 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2019 | 0.0% |
| US LONG BOND(CBT) SEP19 | 0.000% | 09/30/2019 | 0.0% |
| US 2YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| US 5YR NOTE (CBT) SEP19 | 0.000% | 10/03/2019 | 0.0% |
| FX EUR/USD 06/19 | 0.000% | 06/07/2019 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | 0.0% |
Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.
Dividends & Cap Gains
Dividends & Cap Gains
Dividend Payments
For
- YTD Dividends Paidas of 07/23/2019
- $0.163
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| 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 | 07/31/2019 |
| Daily | Daily | 08/31/2019 |
| Daily | Daily | 09/30/2019 |
| Daily | Daily | 10/31/2019 |
| Daily | Daily | 11/30/2019 |
| 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 07/23/2019
| Sales Charge | Dealer's Concession | Prices at Breakpoint | |
|---|---|---|---|
| Less than $100,000 | 2.25% | 2.00% | $10.64 |
| $100,000 to $249,999 | 1.75% | 1.50% | $10.59 |
| $250,000 to $499,999 | 1.25% | 1.00% | $10.53 |
| $500,000 to $999,999 | 0.00% | 1.00% | $10.40 |
| $1,000,000 to $5,000,000 | 0.00% | 1.00% | $10.40 |
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 06/30/2019
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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Commentary
Publish Date:11/03/2015
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Flyer
Publish Date:11/03/2015
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