Income Fund
Daily price w/o sales charge as of 08/22/2017
$2.86
$0.01
YTD Returns w/o sales charge as of 08/22/2017
5.21%
Overall Morningstar RatingsCorporate Bond
as of 07/31/2017
Morningstar rated the Lord Abbett Income Fund class A share 3, 4 and 5 stars among 173, 144 and 85 Corporate Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 7/31/2017, respectively.
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver a high level of current income by investing primarily in a wide range of investment grade fixed income securities.
Yield
Dividend Yield 1 as of 08/22/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.47% | 3.35% |
| w/ sales charge | 3.39% | 3.27% |
30-Day Standardized Yield 2 as of 07/31/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.75% | 2.64% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Expense Ratioas of 07/31/2017
Expense ratio details, Click here.
The net expense ratio takes into account contractual fee waivers/expense reimbursements that currently are scheduled to remain in place through 03/31/2018. For periods when fees and expenses were waived and/or reimbursed, the Fund benefited by not bearing such expenses. Without such fee waivers/reimbursements, performance would have been lower.
Fund Basicsas of 07/31/2017
- Total Net Assets
- $2.00 B
- Inception Date
- 09/19/1932*
- Dividend Frequency
- Monthly (Daily Accrual)
- Number of Holdings
- 604
- CUSIP
- 543916308
- Minimum Initial Investment
- $1,500+
In addition, the Fund has amended its strategy on December 14, 2007.
*
The Fund changed its investment strategy on 01/01/1982. Performance is calculated from this date.
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 01/01/1982 |
|---|
| w/o sales charge | 5.36% | 4.67% | 3.56% | 4.51% | 6.91% | 7.93% |
| Lipper Category Avg. Corporate Debt Funds BBB-Rated | 4.43% | 1.66% | 3.29% | 3.26% | 5.36% | - |
| Bloomberg Barclays U.S. Credit Bond Index | 4.44% | 1.26% | 3.67% | 3.27% | 5.65% | 8.84% |
| w/ sales charge | 3.13% | 2.16% | 2.75% | 4.03% | 6.65% | 7.86% |
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 01/01/1982 |
|---|
| w/o sales charge | 4.32% | 5.46% | 3.12% | 4.82% | 6.88% | 7.92% |
| Lipper Category Avg. Corporate Debt Funds BBB-Rated | 3.69% | 2.47% | 2.96% | 3.63% | 5.35% | - |
| Bloomberg Barclays U.S. Credit Bond Index | 3.68% | 1.84% | 3.40% | 3.68% | 5.61% | 8.84% |
| w/ sales charge | 2.12% | 3.25% | 2.32% | 4.32% | 6.63% | 7.85% |
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
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 |
|---|---|
| Investment Grade Corporate | |
| U.S. Government Related | |
| High Yield Corporate | |
| ABS | |
| Currency | |
| MBS | |
| Bank Loans | |
| CMBS | |
| Sovereign | |
| 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 07/31/2017 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
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
60
Investment Professionals and 14
Years Avg. Industry Experience
Contact a Representative
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Performance
Performance
Dividend Yield 1 as of 08/22/2017
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 3.47% | 3.35% |
| w/ sales charge | 3.39% | 3.27% |
30-Day Standardized Yield 2 as of 07/31/2017
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.75% | 2.64% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 01/01/1982 |
|---|
| w/o sales charge | 5.36% | 4.67% | 3.56% | 4.51% | 6.91% | 7.93% |
| Lipper Category Avg. Corporate Debt Funds BBB-Rated | 4.43% | 1.66% | 3.29% | 3.26% | 5.36% | - |
| Bloomberg Barclays U.S. Credit Bond Index | 4.44% | 1.26% | 3.67% | 3.27% | 5.65% | 8.84% |
| w/ sales charge | 3.13% | 2.16% | 2.75% | 4.03% | 6.65% | 7.86% |
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 01/01/1982 |
|---|
| w/o sales charge | 4.32% | 5.46% | 3.12% | 4.82% | 6.88% | 7.92% |
| Lipper Category Avg. Corporate Debt Funds BBB-Rated | 3.69% | 2.47% | 2.96% | 3.63% | 5.35% | - |
| Bloomberg Barclays U.S. Credit Bond Index | 3.68% | 1.84% | 3.40% | 3.68% | 5.61% | 8.84% |
| w/ sales charge | 2.12% | 3.25% | 2.32% | 4.32% | 6.63% | 7.85% |
Fund Expense Ratio :
Gross 0.90%
Net 0.78%
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.
Best returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | 13.72 | 20.07 |
| 1-Yr | 38.79 | 24.56 |
Worst returns
| Durations | Fund Returns | Blended Index |
|---|
| 3-Mo | -16.36 | -8.54 |
| 1-Yr | -15.52 | -8.66 |
Best & Worst returns reflect a cumulative return for the three-month and one-year periods.
| Year | Fund Returns | Bloomberg Barclays U.S. Credit Bond Index |
|---|
| 2016 | 8.74% | 5.63% |
| 2015 | -3.09% | -0.77% |
| 2014 | 7.23% | 7.53% |
| 2013 | 0.27% | -2.01% |
| 2012 | 12.51% | 9.37% |
| 2011 | 6.55% | 8.35% |
| 2010 | 10.84% | 8.47% |
| 2009 | 30.23% | 16.04% |
| 2008 | -10.16% | -3.08% |
| 2007 | 6.17% | 5.11% |
| 2006 | 3.58% | - |
| 2005 | 2.23% | - |
| 2004 | 3.81% | - |
| 2003 | 1.58% | - |
| 2002 | 9.81% | - |
| 2001 | 6.91% | - |
| 2000 | 11.36% | - |
| 1999 | -1.57% | - |
| 1998 | 7.90% | - |
| 1997 | 9.16% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2017 | 2.33% | 1.94% | - | - | 5.21% |
| 2016 | 3.07% | 4.36% | 2.75% | -1.61% | 8.74% |
| 2015 | 1.83% | -1.72% | -2.09% | -1.09% | -3.09% |
| 2014 | 3.72% | 3.64% | -0.19% | -0.06% | 7.23% |
| 2013 | 1.20% | -3.53% | 0.57% | 2.12% | 0.27% |
| 2012 | 3.78% | 1.28% | 4.69% | 2.24% | 12.51% |
| 2011 | 2.04% | 2.35% | -0.43% | 2.47% | 6.55% |
| 2010 | 3.37% | 1.82% | 5.77% | -0.43% | 10.84% |
| 2009 | 2.64% | 13.30% | 9.57% | 2.21% | 30.23% |
| 2008 | 1.16% | 0.53% | -6.43% | -5.59% | -10.16% |
| 2007 | 1.14% | -0.86% | 2.73% | 3.07% | 6.17% |
| 2006 | -0.92% | -0.15% | 3.53% | 1.14% | 3.58% |
| 2005 | -0.23% | 2.87% | -0.97% | 0.59% | 2.23% |
| 2004 | 2.46% | -2.48% | 2.95% | 0.91% | 3.81% |
| 2003 | 0.61% | 1.69% | -0.87% | 0.14% | 1.58% |
| 2002 | 0.09% | 4.04% | 4.29% | 1.10% | 9.81% |
| 2001 | 2.33% | 0.31% | 4.76% | -0.60% | 6.91% |
| 2000 | 1.62% | 2.04% | 3.20% | 4.05% | 11.36% |
| 1999 | -0.35% | -1.21% | 0.43% | -0.40% | -1.57% |
| 1998 | 1.25% | 2.41% | 3.95% | 0.11% | 7.90% |
| 1997 | -1.58% | 4.08% | 3.24% | 3.20% | 9.16% |
| 1996 | -2.75% | -0.01% | 1.64% | 2.84% | 1.65% |
| 1995 | 4.23% | 4.46% | 2.13% | 4.02% | 15.65% |
| 1994 | -3.44% | -1.73% | 0.49% | 0.39% | -4.25% |
| 1993 | 3.77% | 3.02% | 2.37% | -0.15% | 9.22% |
| 1992 | -2.13% | 3.64% | 4.99% | 0.58% | 7.10% |
| 1991 | 2.39% | 1.03% | 6.79% | 5.81% | 16.90% |
| 1990 | -1.25% | 3.79% | 0.19% | 6.37% | 9.23% |
| 1989 | 0.71% | 7.02% | 0.86% | 3.71% | 12.76% |
| 1988 | 4.08% | 1.40% | 2.19% | -0.02% | 7.79% |
| 1987 | 2.04% | -3.12% | -3.71% | 6.77% | 1.65% |
| 1986 | 7.51% | -0.68% | 4.27% | 3.27% | 14.97% |
| 1985 | 0.71% | 9.68% | 1.83% | 6.44% | 19.70% |
| 1984 | 1.33% | -2.82% | 7.11% | 6.81% | 12.68% |
| 1983 | 5.62% | 2.63% | 0.80% | 0.64% | 9.95% |
| 1982 | - | 2.91% | 10.87% | 8.62% | 27.89% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
Growth of $10,000 as of 07/31/2017
The chart begins on the Fund's inception date of 01/01/1982.
Based on a hypothetical Class A share investment of $10,000 on 01/01/1982 without sales charge and includes the reinvestment of all distributions.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Type | Assets |
|---|---|
| Investment Grade Corporate | |
| U.S. Government Related | |
| High Yield Corporate | |
| ABS | |
| Currency | |
| MBS | |
| Bank Loans | |
| CMBS | |
| Sovereign | |
| 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 07/31/2017
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
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 07/31/2017
- Total Net Assets
- $2.00 B
- Number of Issues
- 604
- Average Coupon
- 4.56%
- Average Life
- 8.6 Years
- Average Effective Duration
- 5.85 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 |
|---|
| U.S. Treasury Note/Bond | 1.875% | 07/31/2022 | 6.4% |
| U.S. Treasury Note/Bond | 1.750% | 03/31/2022 | 5.7% |
| U.S. Treasury Note/Bond | 1.875% | 04/30/2022 | 4.5% |
| FNMA Conventional Long T. 30yr | 3.500% | 02/28/2047 | 1.7% |
| U.S. Treasury Note/Bond | 2.000% | 12/31/2021 | 1.5% |
| AT&T, Inc. | 6.000% | 08/15/2040 | 1.2% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 1.1% |
| Verizon Communications, Inc. | 5.250% | 03/16/2037 | 1.0% |
| Hyundai Capital America | 2.500% | 03/18/2019 | 0.9% |
| Kinder Morgan, Inc. | 7.750% | 01/15/2032 | 0.8% |
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 |
|---|
| U.S. Treasury Note/Bond | 1.750% | 03/31/2022 | 5.8% |
| U.S. Treasury Note/Bond | 1.750% | 06/30/2022 | 3.6% |
| U.S. Treasury Note/Bond | 2.125% | 08/15/2021 | 2.7% |
| U.S. Treasury Note/Bond | 1.250% | 03/31/2021 | 2.4% |
| U.S. Treasury Note/Bond | 1.875% | 04/30/2022 | 2.3% |
| U.S. Treasury Note/Bond | 1.750% | 10/31/2020 | 2.2% |
| FNMA Conventional Long T. 30yr | 3.500% | 03/31/2045 | 1.8% |
| U.S. Treasury Note/Bond | 2.000% | 12/31/2021 | 1.6% |
| AT&T, Inc. | 6.000% | 08/15/2040 | 1.0% |
| U.S. Treasury Note/Bond | 2.375% | 05/15/2027 | 0.9% |
| Kinder Morgan, Inc. | 7.750% | 01/15/2032 | 0.9% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.8% |
| Verizon Communications, Inc. | 5.012% | 04/15/2049 | 0.8% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.7% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.7% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.7% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.7% |
| Scottrade Financial Services, Inc. | 6.125% | 07/11/2021 | 0.6% |
| 21st Century Fox America, Inc. | 6.900% | 08/15/2039 | 0.6% |
| The Royal Bank of Scotland Group PLC | 3.875% | 09/12/2023 | 0.6% |
| Commonwealth Bank of Australia | 4.500% | 12/09/2025 | 0.6% |
| Goldman Sachs Group, Inc. | 6.750% | 10/01/2037 | 0.5% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.5% |
| ENI SpA | 5.700% | 10/01/2040 | 0.5% |
| E*TRADE Financial Corp. | 4.625% | 09/15/2023 | 0.5% |
| U.S. Treasury Note/Bond | 1.375% | 05/31/2021 | 0.5% |
| EPR Properties | 5.250% | 07/15/2023 | 0.5% |
| Amgen, Inc. | 6.400% | 02/01/2039 | 0.5% |
| Cleco Corp. | 3.743% | 05/01/2026 | 0.5% |
| AT&T, Inc. | 6.500% | 09/01/2037 | 0.5% |
| Wells Fargo Capital X | 5.950% | 12/15/2036 | 0.5% |
| NBCUniversal Enterprise, Inc. | 5.250% | 06/19/2099 | 0.5% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.5% |
| Energy Transfer Partners L.P. | 7.500% | 07/01/2038 | 0.4% |
| American International Group, Inc. | 4.700% | 07/10/2035 | 0.4% |
| Enterprise Products Operating LLC | 7.550% | 04/15/2038 | 0.4% |
| U.S. Treasury Note/Bond | 2.625% | 11/15/2020 | 0.4% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.4% |
| Yara International ASA | 7.875% | 06/11/2019 | 0.4% |
| Exelon Generation Co. LLC | 6.250% | 10/01/2039 | 0.4% |
| UBS Group Funding Switzerland AG | 4.125% | 09/24/2025 | 0.4% |
| Actavis Funding SCS | 4.550% | 03/15/2035 | 0.4% |
| JPMorgan Chase & Co. | 6.750% | 12/31/2099 | 0.4% |
| Protective Life Corp. | 8.450% | 10/15/2039 | 0.4% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.4% |
| Aquarion Co. | 4.000% | 08/15/2024 | 0.4% |
| Old Mutual plc | 8.000% | 06/03/2021 | 0.4% |
| Applied Materials, Inc. | 3.300% | 04/01/2027 | 0.4% |
| Aon plc | 8.205% | 01/01/2027 | 0.4% |
| Capital Auto Receivables Asset Trust | 2.710% | 11/20/2019 | 0.4% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.4% |
| Midcontinent Express Pipeline LLC | 6.700% | 09/15/2019 | 0.4% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.4% |
| Fresenius Medical Care US Finance II, Inc. | 5.875% | 01/31/2022 | 0.4% |
| Carnival plc | 7.875% | 06/01/2027 | 0.4% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.4% |
| Citigroup, Inc. | 5.950% | 12/31/2099 | 0.4% |
| Southeast Supply Header LLC | 4.250% | 06/15/2024 | 0.4% |
| Montell Finance Co. BV | 8.100% | 03/15/2027 | 0.4% |
| Drive Auto Receivables Trust 2017-1 | 2.840% | 04/15/2022 | 0.4% |
| NXP BV / NXP Funding LLC | 4.625% | 06/01/2023 | 0.4% |
| Amazon.com, Inc. | 4.800% | 12/05/2034 | 0.4% |
| Dell International LLC / EMC Corp | 8.100% | 07/15/2036 | 0.3% |
| HCP, Inc. | 3.400% | 02/01/2025 | 0.3% |
| Mosaic Co. | 2.552% | 11/18/2021 | 0.3% |
| Kerr-McGee Corp. | 7.875% | 09/15/2031 | 0.3% |
| IFM US Colonial Pipeline 2 LLC | 6.450% | 05/01/2021 | 0.3% |
| Bank of America Corp. | 3.875% | 08/01/2025 | 0.3% |
| Las Vegas Sands LLC | 3.230% | 03/29/2024 | 0.3% |
| Seminole Tribe of Florida | 6.535% | 10/01/2020 | 0.3% |
| Kraft Heinz Foods Co. | 6.875% | 01/26/2039 | 0.3% |
| Seminole Tribe | 3.250% | 06/26/2024 | 0.3% |
| International Lease Finance Corp. | 5.875% | 04/01/2019 | 0.3% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.3% |
| Carlyle Global Market Strategies Clo Ltd. | 2.358% | 10/15/2026 | 0.3% |
| Compass Bank | 1.850% | 09/29/2017 | 0.3% |
| Bank of America Corp. | 6.500% | 12/31/2099 | 0.3% |
| Southern Star Central Corp. | 5.125% | 07/15/2022 | 0.3% |
| Life Technologies Corp. | 6.000% | 03/01/2020 | 0.3% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.3% |
| Apollo Credit Funding Ltd. | 2.628% | 04/15/2027 | 0.3% |
| Verizon Communications, Inc. | 4.400% | 11/01/2034 | 0.3% |
| Barrick International Barbados Corp. | 6.350% | 10/15/2036 | 0.3% |
| McDonald's Corp. | 6.300% | 10/15/2037 | 0.3% |
| Helmerich & Payne International Drilling Co. | 4.650% | 03/15/2025 | 0.3% |
| Capital Auto Receivables Asset Trust | 2.350% | 07/22/2019 | 0.3% |
| U.S. Treasury Note/Bond | 3.000% | 02/15/2047 | 0.3% |
| Discover Bank | 3.450% | 07/27/2026 | 0.3% |
| Western Digital Corp. | 7.375% | 04/01/2023 | 0.3% |
| ING Groep NV | 6.875% | 04/16/2099 | 0.3% |
| Intesa Sanpaolo SpA | 5.710% | 01/15/2026 | 0.3% |
| Trinity Industries, Inc. | 4.550% | 10/01/2024 | 0.3% |
| California Republic Auto Receivables Trust | 2.530% | 06/15/2021 | 0.3% |
| Dominion Resources, Inc. | 7.000% | 06/15/2038 | 0.3% |
| E*TRADE Financial Corp. | 5.375% | 11/15/2022 | 0.3% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.3% |
| ARC Properties Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.3% |
| California Republic Auto Receivables Trust | 1.750% | 01/15/2021 | 0.3% |
| Shell International Finance BV | 6.375% | 12/15/2038 | 0.3% |
| Government National Mortgage Association | 2.600% | 06/16/2058 | 0.3% |
| Vale Overseas Ltd. | 6.875% | 11/10/2039 | 0.3% |
| Walgreen Co. | 4.500% | 11/18/2034 | 0.3% |
| GoldenTree Loan Opportunities IX Ltd | 2.540% | 10/29/2026 | 0.3% |
| Ammc Clo 19 Ltd. | 2.658% | 10/15/2028 | 0.3% |
| Myriad International Holdings BV | 4.850% | 07/06/2027 | 0.3% |
| JBS USA LLC/JBS USA Finance, Inc. | 8.250% | 02/01/2020 | 0.3% |
| Plains All American Pipeline L.P. | 0.000% | 08/14/2017 | 0.3% |
| Blue Cube Spinco, Inc. | 10.000% | 10/15/2025 | 0.3% |
| Oaktree EIF I Series A1 Ltd. | 3.758% | 10/18/2027 | 0.3% |
| Leidos, Inc. | 7.125% | 07/01/2032 | 0.3% |
| DDR Corp. | 4.700% | 06/01/2027 | 0.2% |
| Macquarie Bank Ltd. | 6.625% | 04/07/2021 | 0.2% |
| Williams Cos., Inc. | 8.750% | 03/15/2032 | 0.2% |
| Glencore Finance Canada Ltd. | 6.000% | 11/15/2041 | 0.2% |
| Trans-Allegheny Interstate Line Co. | 3.850% | 06/01/2025 | 0.2% |
| Enbridge, Inc. | 6.000% | 01/15/2077 | 0.2% |
| CIFC Funding Ltd. | 2.308% | 04/16/2025 | 0.2% |
| Brixmor Operating Partnership L.P. | 3.850% | 02/01/2025 | 0.2% |
| Verizon Communications, Inc. | 4.812% | 03/15/2039 | 0.2% |
| Hanover Insurance Group, Inc. | 4.500% | 04/15/2026 | 0.2% |
| Hilcorp Energy L.P. / Hilcorp Finance Co. | 5.750% | 10/01/2025 | 0.2% |
| MPLX L.P. | 5.500% | 02/15/2023 | 0.2% |
| HBOS plc | 6.750% | 05/21/2018 | 0.2% |
| Westlake Chemical Corp. | 4.875% | 05/15/2023 | 0.2% |
| ING Bank NV | 1.800% | 03/16/2018 | 0.2% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.2% |
| Marriott International, Inc. | 4.500% | 10/01/2034 | 0.2% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.2% |
| Celanese US Holdings LLC | 4.625% | 11/15/2022 | 0.2% |
| Syngenta Wilmington, Inc. | 0.000% | 12/08/2017 | 0.2% |
| Navient Corp. | 6.625% | 07/26/2021 | 0.2% |
| NextGear Floorplan Master Owner Trust | 1.800% | 07/15/2019 | 0.2% |
| BNP Paribas S.A. | 6.750% | 03/14/2099 | 0.2% |
| Kraft Heinz Foods Co. | 6.750% | 03/15/2032 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.030% | 04/15/2025 | 0.2% |
| Expedia, Inc. | 5.000% | 02/15/2026 | 0.2% |
| HCA, Inc. | 6.500% | 02/15/2020 | 0.2% |
| COMM 2016-SAVA Mortgage Trust | 1.720% | 10/15/2034 | 0.2% |
| Santander Drive Auto Receivables Trust 2014-5 | 4.230% | 04/15/2022 | 0.2% |
| SunTrust Auto Receivables Trust | 3.240% | 01/16/2023 | 0.2% |
| ABN Amro Bank NV | 4.750% | 07/28/2025 | 0.2% |
| Discover Financial Services | 4.100% | 02/09/2027 | 0.2% |
| Anadarko Holding Co. | 7.950% | 04/15/2029 | 0.2% |
| FMG Finance Pty Ltd. | 9.750% | 03/01/2022 | 0.2% |
| Enbridge Energy Partners L.P. | 8.050% | 10/01/2037 | 0.2% |
| Morgan Stanley | 2.373% | 05/08/2024 | 0.2% |
| Bank of America Corp. | 3.824% | 01/20/2028 | 0.2% |
| Enterprise Products Operating LLC | 4.877% | 08/01/2066 | 0.2% |
| Marriott International, Inc. | 0.000% | 07/12/2017 | 0.2% |
| International Paper Co. | 7.300% | 11/15/2039 | 0.2% |
| Sabine Pass Liquefaction LLC | 6.250% | 03/15/2022 | 0.2% |
| 21st Century Fox America, Inc. | 6.750% | 01/09/2038 | 0.2% |
| National Oilwell Varco, Inc. | 3.950% | 12/01/2042 | 0.2% |
| UBS Group Funding Switzerland AG | 4.125% | 04/15/2026 | 0.2% |
| M&T Bank Corp. | 5.125% | 12/31/2099 | 0.2% |
| Barclays Bank plc | 10.179% | 06/12/2021 | 0.2% |
| Royal Caribbean Cruises Ltd. | 7.500% | 10/15/2027 | 0.2% |
| Northwell Healthcare, Inc. | 3.979% | 11/01/2046 | 0.2% |
| DCP Midstream Operating L.P. | 6.750% | 09/15/2037 | 0.2% |
| Churchill Downs, Inc. | 5.375% | 12/15/2021 | 0.2% |
| Coach, Inc. | 4.125% | 07/15/2027 | 0.2% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 01/15/2027 | 0.2% |
| Ontario Teachers' Cadillac Fairview Properties Tru | 3.875% | 03/20/2027 | 0.2% |
| Unum Group | 5.750% | 08/15/2042 | 0.2% |
| Oaktree EIF II Series A2 Ltd. | 2.882% | 11/15/2025 | 0.2% |
| Birchwood Park CLO Ltd. | 2.338% | 07/15/2026 | 0.2% |
| Mountain Hawk III CLO Ltd. | 2.356% | 04/18/2025 | 0.2% |
| Capsugel S.A. | 7.000% | 05/15/2019 | 0.2% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.2% |
| ITC Holdings Corp. | 3.250% | 06/30/2026 | 0.2% |
| Black Hills Corp. | 4.200% | 09/15/2046 | 0.2% |
| Huntington Auto Trust | 1.590% | 11/16/2020 | 0.2% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.2% |
| ARC Properties Operating Partnership L.P. | 3.000% | 02/06/2019 | 0.2% |
| U.S. Treasury Note/Bond | 2.000% | 11/15/2026 | 0.2% |
| SCE Trust III | 0.000% | - | 0.2% |
| JBS USA LLC/JBS USA Finance, Inc. | 7.250% | 06/01/2021 | 0.2% |
| New Gold, Inc. | 6.250% | 11/15/2022 | 0.2% |
| Halliburton Co. | 6.700% | 09/15/2038 | 0.2% |
| Westpac Banking Corp. | 4.322% | 11/23/2031 | 0.2% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.2% |
| Leaf Receivables Funding 10 LLC | 2.030% | 08/17/2020 | 0.2% |
| WellCare Health Plans, Inc. | 5.250% | 04/01/2025 | 0.2% |
| Enel Finance International N.V. | 4.750% | 05/25/2047 | 0.2% |
| Chicago Parking Meters LLC | 5.489% | 12/30/2020 | 0.2% |
| Mississippi Power Co. | 4.250% | 03/15/2042 | 0.2% |
| Dominion Resources, Inc. | 5.750% | 10/01/2054 | 0.2% |
| James Hardie International Finance Ltd. | 5.875% | 02/15/2023 | 0.2% |
| Xilinx, Inc. | 2.950% | 06/01/2024 | 0.2% |
| Block Communications, Inc. | 6.875% | 02/15/2025 | 0.2% |
| Oceaneering International, Inc. | 4.650% | 11/15/2024 | 0.2% |
| NCF Dealer Floorplan Master Trust | 9.712% | 03/21/2022 | 0.2% |
| Central American Bottling Corp. | 5.750% | 01/31/2027 | 0.2% |
| Appalachian Power Co. | 7.000% | 04/01/2038 | 0.2% |
| Continental Resources, Inc. | 4.900% | 06/01/2044 | 0.2% |
| Time Warner Cable LLC | 6.550% | 05/01/2037 | 0.2% |
| Canadian Natural Resources Ltd. | 4.950% | 06/01/2047 | 0.2% |
| Duqesne Light Holdings, Inc. | 6.250% | 08/15/2035 | 0.2% |
| HCA, Inc. | 5.500% | 06/15/2047 | 0.2% |
| Caesars Entertainment Resort Properties LLC | 11.000% | 10/01/2021 | 0.2% |
| Goldcorp, Inc. | 5.450% | 06/09/2044 | 0.2% |
| Rite Aid Corp. | 6.125% | 04/01/2023 | 0.2% |
| Seminole Tribe of Florida | 3.476% | 04/29/2020 | 0.2% |
| Thacher Park CLO Ltd. | 2.153% | 10/20/2026 | 0.2% |
| Puget Sound Energy, Inc. | 3.748% | 06/01/2067 | 0.2% |
| BlueMountain CLO Ltd. | 2.550% | 11/30/2026 | 0.2% |
| Six Flags Entertainment Corp. | 4.875% | 07/31/2024 | 0.2% |
| Drive Auto Receivables Trust | 3.020% | 11/15/2021 | 0.2% |
| Chrysler Capital Auto Receivables Trust 2015-B | 2.700% | 12/15/2020 | 0.2% |
| NextGear Floorplan Master Owner Trust | 2.740% | 04/15/2021 | 0.2% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.2% |
| Equinix, Inc. | 5.750% | 01/01/2025 | 0.2% |
| Equate Petrochemical BV | 4.250% | 11/03/2026 | 0.2% |
| Republic of Argentina | 6.875% | 01/26/2027 | 0.1% |
| Drive Auto Receivables Trust | 3.840% | 07/15/2021 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Rice Energy, Inc. | 6.250% | 05/01/2022 | 0.1% |
| Verizon Communications, Inc. | 5.050% | 03/15/2034 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.1% |
| Mohegan Tribal Gaming Authority | 7.875% | 10/15/2024 | 0.1% |
| Weatherford International Ltd. Bermuda | 9.875% | 03/01/2039 | 0.1% |
| MGIC Investment Corp. | 5.750% | 08/15/2023 | 0.1% |
| Popular, Inc. | 7.000% | 07/01/2019 | 0.1% |
| AMC Networks, Inc. | 2.000% | 12/16/2019 | 0.1% |
| Scientific Games International, Inc. | 10.000% | 12/01/2022 | 0.1% |
| Tesoro Logistics L.P. | 6.125% | 10/15/2021 | 0.1% |
| Citigroup, Inc. | 5.500% | 09/13/2025 | 0.1% |
| Rayonier AM Products, Inc. | 5.500% | 06/01/2024 | 0.1% |
| Sanchez Energy Corp. | 6.125% | 01/15/2023 | 0.1% |
| Republic of Indonesia | 4.350% | 01/08/2027 | 0.1% |
| North Texas Tollway Auth | 8.410% | 02/01/2030 | 0.1% |
| European Investment Bank | 1.250% | 05/15/2018 | 0.1% |
| Burlington Northern Santa Fe LLC | 6.150% | 05/01/2037 | 0.1% |
| Cent CLO Ltd. | 2.500% | 10/29/2025 | 0.1% |
| Carrizo Oil & Gas, Inc. | 7.500% | 09/15/2020 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Navient Corp. | 5.875% | 03/25/2021 | 0.1% |
| Florida East Coast Railway Corp. | 6.750% | 05/01/2019 | 0.1% |
| NEFF Corp. | 7.664% | 06/09/2021 | 0.1% |
| Energy Transfer Partners L.P. | 8.250% | 11/15/2029 | 0.1% |
| Verizon Communications, Inc. | 4.272% | 01/15/2036 | 0.1% |
| Tapstone Energy LLC / Tapstone Energy Finance Corp | 9.750% | 06/01/2022 | 0.1% |
| US Cellular Corp. | 6.700% | 12/15/2033 | 0.1% |
| Avis Budget Rental Car Funding | 2.970% | 02/20/2020 | 0.1% |
| OZLM Funding Ltd. | 3.503% | 07/22/2027 | 0.1% |
| Carlyle Global Market Strategies CLO Ltd. | 2.308% | 04/18/2025 | 0.1% |
| Cent CLO Ltd. | 2.273% | 07/23/2025 | 0.1% |
| Bowman Park CLO Ltd. | 2.366% | 11/23/2025 | 0.1% |
| AbbVie, Inc. | 4.300% | 05/14/2036 | 0.1% |
| Halliburton Co. | 7.450% | 09/15/2039 | 0.1% |
| Wind Acquisition Finance S.A. | 4.750% | 07/15/2020 | 0.1% |
| Avis Budget Rental Car Funding | 2.460% | 07/20/2020 | 0.1% |
| DHX Media Ltd. | 5.181% | 12/22/2023 | 0.1% |
| FTS International, Inc. | 8.746% | 06/15/2020 | 0.1% |
| Bass Pro Group | 4.367% | 06/05/2020 | 0.1% |
| Alexandria Real Estate Equities, Inc. | 3.950% | 01/15/2028 | 0.1% |
| Engs Commercial Finance Trust | 2.310% | 10/22/2021 | 0.1% |
| Western Digital Corp. | 10.500% | 04/01/2024 | 0.1% |
| IASIS Healthcare LLC / IASIS Capital Corp. | 8.375% | 05/15/2019 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Precision Drilling Corp. | 5.250% | 11/15/2024 | 0.1% |
| Solera Finance, Inc. | 10.500% | 03/01/2024 | 0.1% |
| Citigroup, Inc. | 4.600% | 03/09/2026 | 0.1% |
| Regatta IV Funding Ltd | 0.000% | 07/25/2026 | 0.1% |
| Venture XVIII CLO Ltd. | 2.608% | 10/15/2026 | 0.1% |
| Charter Communications Operating LLC | 6.384% | 10/23/2035 | 0.1% |
| CNH Equipment Trust | 1.890% | 04/15/2022 | 0.1% |
| United States Steel Corp. | 8.375% | 07/01/2021 | 0.1% |
| Qwest Capital Funding, Inc. | 6.875% | 07/15/2028 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Boxer Parent Co., Inc. | 9.000% | 10/15/2019 | 0.1% |
| Activision Blizzard, Inc. | 6.125% | 09/15/2023 | 0.1% |
| Yum! Brands, Inc. | 6.875% | 11/15/2037 | 0.1% |
| CPS Auto Receivables Trust | 2.070% | 11/15/2019 | 0.1% |
| Walgreen Co. | 4.800% | 11/18/2044 | 0.1% |
| Syngenta Wilmington, Inc. | 0.000% | 11/01/2017 | 0.1% |
| Viking Cruises Ltd. | 8.500% | 10/15/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| DPx Holdings B.V. | 7.500% | 02/01/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.431% | 07/15/2046 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Freeport-McMoRan, Inc. | 6.500% | 11/15/2020 | 0.1% |
| Bumble Bee Holdco S.C.A/Inc. | 9.625% | 03/15/2018 | 0.1% |
| Ford Credit Auto Owner Trust | 1.080% | 03/15/2019 | 0.1% |
| Texas Eastern Transmission L.P. | 4.125% | 12/01/2020 | 0.1% |
| Republic of Panama | 4.500% | 05/15/2047 | 0.1% |
| OM Asset Management plc | 4.800% | 07/27/2026 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 7.875% | 10/01/2020 | 0.1% |
| William Lyon Homes, Inc. | 5.750% | 04/15/2019 | 0.1% |
| Physicians Realty L.P. | 4.300% | 03/15/2027 | 0.1% |
| Akbank TAS | 7.200% | 03/16/2027 | 0.1% |
| Synchrony Financial | 2.600% | 01/15/2019 | 0.1% |
| International Automotive Components Group S.A. | 9.125% | 06/01/2018 | 0.1% |
| Banco de Bogota SA | 6.250% | 05/12/2026 | 0.1% |
| Macquarie Bank Ltd. | 4.875% | 06/10/2025 | 0.1% |
| Community Health Systems, Inc. | 6.250% | 03/31/2023 | 0.1% |
| Tengizchevroil Finance Co International Ltd | 4.000% | 08/15/2026 | 0.1% |
| Emera US Finance L.P. | 4.750% | 06/15/2046 | 0.1% |
| Valmont Industries, Inc. | 5.250% | 10/01/2054 | 0.1% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.1% |
| Energy Future Intermediat | 4.219% | 06/23/2018 | 0.1% |
| Hyundai Capital America | 2.000% | 07/01/2019 | 0.1% |
| Barclays Dryrock Issuance Trust 2016-1 | 1.520% | 05/16/2022 | 0.1% |
| WaveDivision Escrow LLC / WaveDivision Escrow Corp | 8.125% | 09/01/2020 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 5.125% | 06/30/2027 | 0.1% |
| Illinois, IL | 5.100% | 06/01/2033 | 0.1% |
| BlueLine Rental Finance Corp. / BlueLine Rental LL | 9.250% | 03/15/2024 | 0.1% |
| PPL UK Distribution Holdings Ltd. | 7.250% | 12/15/2017 | 0.1% |
| Cedar Fair L.P. / Canada's Wonderland Co. / Magnum | 5.375% | 04/15/2027 | 0.1% |
| CSMC Trust | 4.373% | 09/15/2037 | 0.1% |
| TI Group Automotive Systems LLC | 8.750% | 07/15/2023 | 0.1% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.1% |
| Teva Pharmaceutical Finance Co., LLC | 6.150% | 02/01/2036 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| First Republic Bank/San Francisco CA | 4.625% | 02/13/2047 | 0.1% |
| Buenos Aires, Argentina | 23.171% | 03/29/2024 | 0.1% |
| Red de Carreteras de Occidente SAPIB de CV | 9.000% | 06/10/2028 | 0.1% |
| AT&T, Inc. | 5.250% | 03/01/2037 | 0.1% |
| GS Mortgage Securities Trust | 1.687% | 06/10/2046 | 0.1% |
| COMM Mortgage Trust | 4.589% | 07/10/2050 | 0.1% |
| AmeriCredit Automobile Receivables Trust | 2.180% | 06/08/2020 | 0.1% |
| Drive Auto Receivables Trust | 3.170% | 05/15/2020 | 0.1% |
| Healthcare Trust of America Holdings LP | 2.950% | 07/01/2022 | 0.1% |
| Banco Inbursa SA Institucion de Banca Multiple | 4.375% | 04/11/2027 | 0.1% |
| Mercedes-Benz Auto Lease Trust 2016-A | 1.340% | 07/16/2018 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.453% | 07/15/2048 | 0.1% |
| Express Scripts Holding Co. | 6.125% | 11/15/2041 | 0.1% |
| Orazul Energy Egenor S en C por A | 5.625% | 04/28/2027 | 0.1% |
| Aleris International, Inc. | 9.500% | 04/01/2021 | 0.1% |
| Seneca Park CLO Ltd. | 2.278% | 07/17/2026 | 0.1% |
| Northwoods Capital Ltd. | 2.348% | 04/15/2025 | 0.1% |
| Trinidad Drilling Ltd. | 6.625% | 02/15/2025 | 0.1% |
| GAHR Commericial Mortgage Trust | 3.495% | 12/15/2034 | 0.1% |
| Kaiser Foundation Hospitals | 4.150% | 05/01/2047 | 0.1% |
| Americredit Automobile Receivables Trust 2016-4 | 1.340% | 04/08/2020 | 0.1% |
| Dell International LLC / EMC Corp | 7.125% | 06/15/2024 | 0.1% |
| Century Communities, Inc. | 5.875% | 07/15/2025 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.340% | 11/15/2019 | 0.1% |
| Rite Aid Corp. | 9.250% | 03/15/2020 | 0.1% |
| GS Mortgage Securities Trust | 0.650% | 06/10/2046 | 0.1% |
| DBWF Mortgage Trust | 3.535% | 06/10/2034 | 0.1% |
| Chaparral Energy, Inc. | 0.000% | - | 0.1% |
| Energy Transfer Partners L.P. | 6.625% | 10/15/2036 | 0.1% |
| Avis Budget Rental Car Funding | 2.630% | 12/20/2021 | 0.1% |
| Endeavor Energy Resources L.P. | 7.000% | 08/15/2021 | 0.1% |
| Comcast Corp. | 6.950% | 08/15/2037 | 0.1% |
| EMI Music Publishing Group North America Holdings | 7.625% | 06/15/2024 | 0.1% |
| Provident Funding Associates L.P. / PFG Finance Co | 6.375% | 06/15/2025 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| Nationstar Mortgage LLC / Nationstar Capital Corp. | 6.500% | 07/01/2021 | 0.1% |
| Microsoft Corp. | 4.200% | 11/03/2035 | 0.1% |
| Dow Chemical Co. | 9.400% | 05/15/2039 | 0.1% |
| Chemours Co. | 5.375% | 05/15/2027 | 0.1% |
| Drive Auto Receivables Trust | 1.670% | 07/15/2019 | 0.1% |
| AES Red Oak LLC | 8.540% | 11/30/2019 | 0.1% |
| FirstEnergy Corp. | 4.850% | 07/15/2047 | 0.1% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.1% |
| JFIN Revolver CLO Ltd. | 2.472% | 02/20/2022 | 0.1% |
| Macquarie Bank Ltd./London | 6.125% | 09/08/2099 | 0.1% |
| Rice Energy, Inc. | 7.250% | 05/01/2023 | 0.1% |
| Province of Neuquen | 8.625% | 05/12/2028 | 0.1% |
| Dell Equipment Finance Trust | 1.720% | 09/22/2020 | 0.1% |
| Toyota Auto Receivables Trust | 1.020% | 10/15/2018 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 3.730% | 11/15/2021 | 0.1% |
| Citigroup, Inc. | 5.950% | 12/31/2099 | 0.1% |
| California Republic Auto Receivables Trust 2015-4 | 2.040% | 01/15/2020 | 0.1% |
| Ally Auto Receivables Trust | 1.250% | 04/15/2019 | 0.1% |
| Drive Auto Receivables Trust | 2.370% | 11/16/2020 | 0.1% |
| CommScope Technologies LLC | 5.000% | 03/15/2027 | 0.1% |
| Willis North America, Inc. | 7.000% | 09/29/2019 | 0.1% |
| CF Industries, Inc. | 4.500% | 12/01/2026 | 0.1% |
| Santander Drive Auto Receivables Trust 2016-3 | 1.890% | 06/15/2021 | 0.1% |
| Diamond Resorts Owner Trust | 2.990% | 05/22/2028 | 0.1% |
| Sovereign Bank | 8.750% | 05/30/2018 | 0.1% |
| Restoration Hardware Holdings, Inc. | 0.000% | 06/15/2019 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Regency Energy Partners L.P. | 6.500% | 07/15/2021 | 0.1% |
| GS Mortgage Securities Trust | 4.559% | 07/10/2048 | 0.1% |
| Signode Industrial Group | 6.375% | 05/01/2022 | 0.1% |
| Americredit Automobile Receivables Trust | 1.270% | 07/08/2019 | 0.1% |
| Smithfield Foods, Inc. | 3.350% | 02/01/2022 | 0.1% |
| New Albertson's, Inc. | 7.450% | 08/01/2029 | 0.1% |
| Brand Energy & Infrastructure Services Inc | 8.500% | 07/15/2025 | 0.0% |
| Santander UK plc | 5.000% | 11/07/2023 | 0.0% |
| Province of Neuquen | 7.500% | 04/27/2025 | 0.0% |
| Navios South American Logistics Inc / Navios Logis | 7.250% | 05/01/2022 | 0.0% |
| Univision Communications, Inc. | 6.750% | 09/15/2022 | 0.0% |
| Beam Suntory, Inc. | 6.625% | 07/15/2028 | 0.0% |
| Carlson Travel, Inc. | 6.750% | 12/15/2023 | 0.0% |
| inVentiv Group Holdings/inVentiv Health Inc/inVent | 7.500% | 10/01/2024 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Intelsat Jackson Holdings SA | 7.250% | 04/01/2019 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-1 | 4.020% | 04/15/2022 | 0.0% |
| Amplify Snack Brands, Inc. | 6.570% | 08/22/2023 | 0.0% |
| CarMax Auto Owner Trust | 1.300% | 04/15/2019 | 0.0% |
| Golden Nugget, Inc. | 8.500% | 12/01/2021 | 0.0% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 2.080% | 02/16/2021 | 0.0% |
| Bill Barrett Corp. | 7.000% | 10/15/2022 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Empresa de Transporte de Pasajeros Metro SA | 5.000% | 01/25/2047 | 0.0% |
| MP CLO VI Ltd. | 2.358% | 01/15/2027 | 0.0% |
| PetSmart, Inc. | 5.875% | 06/01/2025 | 0.0% |
| NCF Dealer Floorplan Master Trust | 6.712% | 03/21/2022 | 0.0% |
| Republic of Indonesia | 3.700% | 01/08/2022 | 0.0% |
| Carrizo Oil & Gas, Inc. | 8.250% | 07/15/2025 | 0.0% |
| Mexico City Airport Trust | 4.250% | 10/31/2026 | 0.0% |
| Koppers, Inc. | 6.000% | 02/15/2025 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Government National Mortgage Association | 0.600% | 07/16/2054 | 0.0% |
| BRF SA | 7.750% | 05/22/2018 | 0.0% |
| Apidos CLO XVI | 4.209% | 01/19/2025 | 0.0% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.0% |
| Grupo Idesa S.A. de C.V. | 7.875% | 12/18/2020 | 0.0% |
| JPMorgan Commercial Mortgage-Backed Securities Tru | 5.828% | 03/18/2051 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| TIBCO Software, Inc. | 11.375% | 12/01/2021 | 0.0% |
| VimpelCom Holdings BV | 5.950% | 02/13/2023 | 0.0% |
| CCL Finance Ltd. | 5.300% | 01/20/2027 | 0.0% |
| Macquarie Equipment Funding Trust 2014-A | 1.230% | 07/20/2021 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.314% | 05/15/2047 | 0.0% |
| Tennessee Gas Pipeline Co. | 8.375% | 06/15/2032 | 0.0% |
| NYU Hospitals Center | 4.368% | 07/01/2047 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.723% | 08/05/2034 | 0.0% |
| Reynolds Group Issuer, Inc. | 6.875% | 02/15/2021 | 0.0% |
| Prime Security Services Borrower LLC / Prime Finan | 9.250% | 05/15/2023 | 0.0% |
| Kraft Heinz Foods Co. | 7.125% | 08/01/2039 | 0.0% |
| WFRBS Commercial Mortgage Trust | 2.300% | 06/15/2045 | 0.0% |
| Gruposura Finance | 5.500% | 04/29/2026 | 0.0% |
| Teck Resources Ltd. | 4.750% | 01/15/2022 | 0.0% |
| CIT Group, Inc. | 5.800% | 12/31/2099 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Lincoln National Corp. | 6.300% | 10/09/2037 | 0.0% |
| Silver II Borrower / Silver II US Holdings LLC | 7.750% | 12/15/2020 | 0.0% |
| HudBay Minerals, Inc. | 7.625% | 01/15/2025 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Illinois, IL | 5.520% | 04/01/2038 | 0.0% |
| Rain CII Carbon LLC | 8.250% | 01/15/2021 | 0.0% |
| Capital Auto Receivables Asset Trust | 1.390% | 09/20/2018 | 0.0% |
| FX TRY/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Sequoia Mortgage Trust | 2.069% | 09/25/2042 | 0.0% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.0% |
| Watco Cos. LLC / Watco Finance Corp. | 6.375% | 04/01/2023 | 0.0% |
| Dean Foods Co. | 6.500% | 03/15/2023 | 0.0% |
| GS Mortgage Securities Trust | 0.332% | 11/10/2048 | 0.0% |
| TMS International Corp. | 7.625% | 10/15/2021 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 1.470% | 04/15/2019 | 0.0% |
| Concho Resources, Inc. | 5.500% | 04/01/2023 | 0.0% |
| Flagship Credit Auto Trust | 2.380% | 10/15/2020 | 0.0% |
| MHP S.A. | 7.750% | 05/10/2024 | 0.0% |
| Peabody Energy Corp. | 6.375% | 03/31/2025 | 0.0% |
| Shingle Springs Tribal Gaming Auth | 9.750% | 09/01/2021 | 0.0% |
| Cleaver-Brooks, Inc. | 8.750% | 12/15/2019 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-1 | 1.500% | 12/17/2018 | 0.0% |
| Scientific Games International, Inc. | 6.625% | 05/15/2021 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.665% | 08/05/2034 | 0.0% |
| MPH Acquisition Holdings LLC | 7.125% | 06/01/2024 | 0.0% |
| Santander Drive Auto Receivables Trust | 2.570% | 04/15/2021 | 0.0% |
| Templar Energy LLC | 0.000% | - | 0.0% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.0% |
| CSMC Series | 3.000% | 06/27/2037 | 0.0% |
| Santander Drive Auto Receivables Trust 2016-2 | 1.380% | 07/15/2019 | 0.0% |
| Station Casinos LLC | 7.500% | 03/01/2021 | 0.0% |
| FX HUF/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| SL Green Realty Corp. | 7.750% | 03/15/2020 | 0.0% |
| FX PLN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| First National Master Note Trust 2015-1 | 1.929% | 09/15/2020 | 0.0% |
| Jfin Revolver Clo Ltd. | 2.303% | 04/22/2020 | 0.0% |
| HudBay Minerals, Inc. | 7.250% | 01/15/2023 | 0.0% |
| Credit Suisse Mortgage Capital Certificates | 6.253% | 09/15/2039 | 0.0% |
| Burlington Northern Santa Fe LLC | 6.200% | 08/15/2036 | 0.0% |
| Peabody Energy Corp. | 6.000% | 03/31/2022 | 0.0% |
| FX ZAR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Regency Energy Partners L.P. | 5.000% | 10/01/2022 | 0.0% |
| Chaparral Energy, Inc. | 0.000% | - | 0.0% |
| FX CZK/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX MXN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| CarMax Auto Owner Trust | 0.980% | 01/15/2019 | 0.0% |
| TCF Auto Receivables Owner Trust | 3.530% | 03/15/2022 | 0.0% |
| CSMC Series | 3.000% | 07/27/2036 | 0.0% |
| Ashtead Capital, Inc. | 6.500% | 07/15/2022 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 1.331% | 04/15/2047 | 0.0% |
| FX RON/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX CNY/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX HUF/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX MYR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX MYR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PLN/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX HUF/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX ILS/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.733% | 05/15/2047 | 0.0% |
| Chrysler Capital Auto Receivables Trust | 1.270% | 05/15/2019 | 0.0% |
| FX MXN/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX MXN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX AUD/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX CLP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX CAD/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX CZK/EUR 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX PEN/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX RON/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX CNY/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX THB/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX TRY/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX RON/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.427% | 04/15/2047 | 0.0% |
| FX TRY/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/MXN 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX CZK/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/ARS 07/17 | 0.000% | 07/25/2017 | 0.0% |
| FX PEN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.000% | 08/15/2022 | 0.0% |
| FX USD/ARS 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX CNY/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| OGX Petroleo e Gas Participacoes SA | 10.000% | 04/11/2015 | 0.0% |
| FX USD/JPY 08/17 | 0.000% | 08/16/2017 | 0.0% |
| OGX Petroleo e Gas S.A. | 0.000% | - | 0.0% |
| FX TWD/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/BRL 07/17 | 0.000% | 07/13/2017 | 0.0% |
| OGX Petroleo e Gas Participacoes SA | 10.000% | 06/01/2016 | 0.0% |
| FX IDR/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX IDR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PEN/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX INR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX CLP/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/TWD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/BRL 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Chaparral Energy, Inc. | 0.000% | - | 0.0% |
| Afren plc | 10.250% | 04/08/2019 | 0.0% |
| FX GBP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX BRL/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.000% | 09/15/2022 | 0.0% |
| FX USD/TRY 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX ZAR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX MXN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Afren plc | 6.625% | 12/09/2020 | 0.0% |
| FX CNY/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/COP 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.000% | 06/15/2021 | 0.0% |
| FX PLN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX SGD/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX HUF/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX RUB/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX CNY/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.000% | 10/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 0.000% | 07/01/2022 | 0.0% |
| Federal National Mortgage Assoc. | 0.000% | 04/25/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1195.607% | 04/15/2021 | 0.0% |
| FX TRY/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX INR/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX CNY/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/THB 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX EUR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX EUR/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX CZK/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX ILS/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX EUR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PEN/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| US 2YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| US ULTRA BOND CBT SEP17 | 0.000% | 09/29/2017 | 0.0% |
| US LONG BOND(CBT) SEP17 | 0.000% | 09/29/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1007.780% | 05/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 544.714% | 12/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1185.497% | 09/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 900.950% | 12/15/2020 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1008.400% | 11/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 1008.000% | 12/25/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 409.000% | 04/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1010.500% | 02/15/2021 | 0.0% |
| Federal National Mortgage Assoc. | 9.500% | 08/25/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1008.500% | 04/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 982.654% | 04/15/2022 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1007.000% | 02/15/2022 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2018 | 0.0% |
| FX USD/PHP 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/ZAR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/INR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/IDR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX TRY/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX MXN/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX IDR/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX PHP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX MYR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX IDR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX INR/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX INR/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX PLN/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX JPY/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX TWD/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/RON 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/KRW 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/INR 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/CNY 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/SGD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/INR 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/CNY 08/17 | 0.000% | 08/16/2017 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1009.000% | 02/15/2021 | 0.0% |
| Federal Home Loan Mortgage Corp. | 1095.350% | 10/15/2020 | 0.0% |
| US 5YR NOTE (CBT) SEP17 | 0.000% | 10/04/2017 | 0.0% |
| US 10YR NOTE (CBT)SEP17 | 0.000% | 09/29/2017 | 0.0% |
| FX USD/ILS 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PHP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX BRL/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX RUB/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PHP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/CLP 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/IDR 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX USD/MYR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/CNY 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX BRL/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/PLN 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/CZK 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX COP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX COP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/SGD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/COP 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/PEN 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/THB 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX INR/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX ARS/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX USD/RON 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/COP 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/CZK 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/INR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/RUB 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX KRW/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/HUF 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/PEN 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX INR/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX PHP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX IDR/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/JPY 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX MYR/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/RUB 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX ZAR/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX USD/HUF 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/CAD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX RUB/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX PHP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/EUR 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX USD/GBP 07/17 | 0.000% | 07/19/2017 | 0.0% |
| FX RUB/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX PHP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/GBP 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/AUD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX USD/CAD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.350% | 10/17/2057 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.350% | 10/17/2057 | 0.0% |
| FX USD/EUR 07/17 | 0.000% | 07/13/2017 | 0.0% |
| FX COP/USD 08/17 | 0.000% | 08/16/2017 | 0.0% |
| FX RUB/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX COP/USD 09/17 | 0.000% | 09/11/2017 | 0.0% |
| FX COP/USD 07/17 | 0.000% | 07/13/2017 | 0.0% |
| Commercial Mortgage Backed Index Swap | 0.350% | 10/17/2057 | 0.0% |
| FX ARS/USD 09/17 | 0.000% | 09/18/2017 | 0.0% |
| FX ARS/USD 08/17 | 0.000% | 08/15/2017 | 0.0% |
| FX ARS/USD 07/17 | 0.000% | 07/25/2017 | 0.0% |
| FX USD/GBP 07/17 | 0.000% | 07/19/2017 | 0.0% |
| FX BRL/USD 07/17 | 0.000% | 07/13/2017 | 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 08/22/2017
- $0.057
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 07/31/2017 | $0.00828 | $2.87 |
| Daily | Daily | 06/30/2017 | $0.00818 | $2.85 |
| Daily | Daily | 05/31/2017 | $0.00805 | $2.85 |
| Daily | Daily | 04/30/2017 | $0.00837 | $2.83 |
| Daily | Daily | 03/31/2017 | $0.00825 | $2.82 |
| Daily | Daily | 02/28/2017 | $0.00832 | $2.82 |
| Daily | Daily | 01/31/2017 | $0.00818 | $2.80 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 08/31/2017 |
| Daily | Daily | 09/30/2017 |
| Daily | Daily | 10/31/2017 |
| Daily | Daily | 11/30/2017 |
| Daily | Daily | 12/31/2017 |
Capital Gains Distributions
For
| Record Date | Reinvest & Payable Date | Long-term | Short-term * | Total | Reinvest Price |
|---|---|---|---|---|---|
| 12/18/2014 | 12/19/2014 | $0.0038 | $0.0108 | $0.0146 | $2.87 |
*
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 |
|---|---|
| 12/14/2017 | 12/15/2017 |
Fees & Expenses
Fees & Expenses
Sales Charge Schedule as of 08/22/2017
| Sales Charge | Dealer's Concession | Prices at Breakpoint | |
|---|---|---|---|
| Less than $100,000 | 2.25% | 2.00% | $2.93 |
| $100,000 to $249,999 | 1.75% | 1.50% | $2.91 |
| $250,000 to $499,999 | 1.25% | 1.00% | $2.90 |
| $500,000 to $999,999 | 0.00% | 1.00% | $2.86 |
| $1,000,000 to $5,000,000 | 0.00% | 1.00% | $2.86 |
The 12b-1 trail commission is 0.15% (accrues immediately) for all fixed-income and municipal income funds.
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 07/31/2017
Expense ratio details, Click here.
The net expense ratio takes into account contractual fee waivers/expense reimbursements that currently are scheduled to remain in place through 03/31/2018. For periods when fees and expenses were waived and/or reimbursed, the Fund benefited by not bearing such expenses. Without such fee waivers/reimbursements, performance would have been lower.
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
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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SAI
Publish Date:11/03/2015
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Annual Report
Publish Date:11/03/2015
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Semi-Annual Report
Publish Date:11/03/2015
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Fact Sheet
Publish Date:11/03/2015
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Commentary
Publish Date:11/03/2015
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Flyer
Publish Date:11/03/2015
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