LIFFX | Inflation Focused Fund Class F | Lord Abbett

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Inflation Focused Fund

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Daily price w/o sales charge as of 06/24/2022

$11.99

arrowUp$0.04

YTD Returns w/o sales charge as of 06/24/2022

-3.04%

Overall Morningstar Ratings

Inflation-Protected Bond
as of 05/31/2022

Morningstar rated the Lord Abbett Inflation Focused Fund class F share 5, 4 and 4 stars among 200, 187 and 126 Inflation-Protected Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 5/31/2022, respectively.

Please click here for performance current to the most recent quarter-end and month-end.

Click here to view all legal text including risk information

Summary

Summary

What is the Inflation Focused Fund?

The Fund seeks to deliver total returns that exceed the rate of inflation in the U.S. over a full inflation cycle and current income by combining investments in inflation swaps with a portfolio of short duration credit. 
 

EXPERIENCED INVESTMENT TEAM

The strategy is managed through a collaboration among 40+ investment professionals in portfolio management, credit research, and trading.

HIGHER INCOME POTENTIAL WITH LOWER DURATION

By utilizing short duration credit, the strategy generates the highest income stream in the Morningstar category with one-third the duration of the average TIPS-based portfolio.

TRUE INFLATION PROTECTION

By using inflation swaps to hedge exposure to investor expectations of future inflation, the strategy isolates inflation risk with much less nominal interest rate exposure than the Morningstar category.  As such, the strategy is designed to do well when inflation expectation increase.

 

Yield

Dividend Yield 1 as of 06/24/2022  

w/o sales charge 3.49%

30-Day Standardized Yield 2 as of 05/31/2022  

3.39%

Fund Basicsas of 05/31/2022

Total Net Assets
$4.03 B
Inception Date
04/29/2011
Dividend Frequency
Monthly
Fund Expense Ratio
0.54%
Number of Holdings
1259
 
Inflation Resource Center

Flexible Fixed-Income Solutions for a Number of Market Outcomes

In today's market environment, many are focused on the potential investment implications of rising inflation. While Lord Abbett's experts say they don't think now is the time to make drastic changes to a portfolio, this Reource Center provides thoughtful insights and potential solutions for a number of situation-based outcomes.

Learn More

 

 

Fund Expense Ratio :

0.54%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -0.90% 3.00% 5.89% 4.15% 2.18% 2.00%
Lipper Category Avg. Inflation Protected Bond Funds -4.45% -1.00% 4.11% 3.25% 1.57% -

Fund Expense Ratio :

0.54%

Fund Expense Ratio :

0.54%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -0.47% 5.36% 6.01% 4.01% 2.07% 2.07%
Lipper Category Avg. Inflation Protected Bond Funds -2.14% 3.65% 5.53% 3.82% 2.10% -

Fund Expense Ratio :

0.54%

The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.

RELATED CONTENT

Equities: Identifying Potential Inflation Winners and Losers
December 7, 2021

We believe investors should focus on the stocks of four types of companies that may be best- positioned to prosper during a sustained period of rising prices.

Type Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
CLO
U.S. Government Related
MBS
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 05/31/2022 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 average rating based on numeric values assigned to each rating. 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

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

28 Years of Industry Experience

Andrew H. O'Brien
Andrew H. O'Brien, CFA

Partner & Portfolio Manager

24 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Co-Head of Taxable Fixed Income

21 Years of Industry Experience

Leah G. Traub
Leah G. Traub, Ph.D.

Partner & Portfolio Manager

21 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Co-Head of Taxable Fixed Income

31 Years of Industry Experience

Supported By 70 Investment Professionals with 16 Years Avg. Industry Experience

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Performance

Performance

Dividend Yield 1 as of 06/24/2022  

w/o sales charge 3.49%

30-Day Standardized Yield 2 as of 05/31/2022  

  Subsidized5 Un-Subsidized6
w/o sales charge 3.39% 3.39%

Fund Expense Ratio :

0.54%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -0.90% 3.00% 5.89% 4.15% 2.18% 2.00%
Lipper Category Avg. Inflation Protected Bond Funds -4.45% -1.00% 4.11% 3.25% 1.57% -

Fund Expense Ratio :

0.54%

Fund Expense Ratio :

0.54%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -0.47% 5.36% 6.01% 4.01% 2.07% 2.07%
Lipper Category Avg. Inflation Protected Bond Funds -2.14% 3.65% 5.53% 3.82% 2.10% -

Fund Expense Ratio :

0.54%

The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.

Year Fund Returns
2021 10.48%
2020 5.93%
2019 5.05%
2018 -1.18%
2017 1.42%
2016 5.14%
2015 -2.20%
2014 -5.09%
2013 -1.66%
2012 9.98%
2011 -3.38%
Year Q1 Q2 Q3 Q4 Yearly Returns
2022 -0.47% - - - -3.04%
2021 4.37% 1.64% 2.29% 1.82% 10.48%
2020 -14.84% 10.57% 6.15% 5.98% 5.93%
2019 2.71% 0.35% -1.34% 3.31% 5.05%
2018 0.43% 1.06% 0.73% -3.34% -1.18%
2017 0.75% -1.50% 1.16% 1.04% 1.42%
2016 -0.87% -0.63% 2.56% 4.07% 5.14%
2015 -0.15% 1.74% -4.65% 0.97% -2.20%
2014 0.05% 2.23% -2.71% -4.63% -5.09%
2013 0.59% -3.71% 1.35% 0.17% -1.66%
2012 5.43% -0.89% 3.11% 2.08% 9.98%
2011 - - -5.96% 2.22% -3.38%

NAV Historical Prices

Date Net Asset Value

Portfolio

Portfolio

Rating Assets
Investment Grade Corporate
CMBS
ABS
High Yield Corporate
Bank Loans
CLO
U.S. Government Related
MBS
Sovereign
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 05/31/2022

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 average rating based on numeric values assigned to each rating. 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 Positioning as of 3/31/2022

  • Over the quarter, we added exposure to CMBS as U.S. commercial real estate delinquencies continue to fall from 2020 levels and the asset class is providing attractive carry relative to like-rated corporate bonds. Specifically, we focused on adding to industrial-backed single-borrower deals and multi-family commercial real estate collateralized-loan obligations (CRE CLO).
  • We also added to bank loans over the quarter. We continue to favor floating rate credit risk. We believe the asset class will continue to benefit from strong fundamentals and robust technicals.
  • We added to high yield, non-energy commodities including metals and mining issues as we continue to look to hedge inflationary risks. Banks, financials, and energy continue to be the portfolio’s largest overweights within corporate credit.
  • We decreased the portfolio’s exposure to U.S. Treasuries over the period.

Portfolio Details as of 05/31/2022

Total Net Assets
$4.03 B
Number of Issues
1259
Average Coupon
3.14%
Average Life
2.78 Years
Average Maturity
2.78 Years
Average Effective Duration
2.74 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 Inflation Indexed Bonds 0.125% 07/15/2030 1.9%
United States Treasury Inflation Indexed Bonds 0.125% 01/15/2032 1.9%
STAR 2022-SFR3 Trust 2.513% 04/17/2024 0.7%
United States Treasury Inflation Indexed Bonds 0.125% 02/15/2052 0.7%
CarMax Auto Owner Trust 2022-2 2.810% 05/15/2025 0.6%
Charter Communications Operating LLC 2.810% 04/30/2025 0.6%
BDS 2022-FL11 LLC 2.664% 03/19/2039 0.5%
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 1.849% 01/15/2037 0.5%
United States Treasury Inflation Indexed Bonds 0.250% 02/15/2050 0.5%
LoanCore 2022-CRE7 Issuer Ltd 1.965% 01/17/2037 0.5%
% of Total Assets 8.4%
Holding Coupon Maturity Assets
United States Treasury Inflation Indexed Bonds0.125% 04/15/20272.9%
United States Treasury Inflation Indexed Bonds0.125% 01/15/20321.8%
MRA Issuance Trust 2021-81.605% 05/15/20220.8%
United States Treasury Inflation Indexed Bonds0.125% 02/15/20520.7%
STAR 2022-SFR3 Trust2.009% 04/17/20240.7%
CarMax Auto Owner Trust 2022-22.810% 05/15/20250.6%
Charter Communications Operating LLC2.514% 04/30/20250.6%
United States Treasury Inflation Indexed Bonds0.250% 02/15/20500.5%
BDS 2022-FL11 LLC2.100% 03/19/20390.5%
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd1.717% 01/15/20370.5%
SMRT 2022-MINI1.267% 01/15/20240.5%
LoanCore 2022-CRE7 Issuer Ltd1.825% 01/17/20370.5%
BX Trust 2022-LBA61.267% 01/15/20390.5%
UBS AG5.125% 05/15/20240.5%
BX Commercial Mortgage Trust 2021-XL21.243% 10/15/20380.5%
BXHPP Trust 2021-FILM1.204% 08/15/20360.5%
MF1 2021-FL7 Ltd1.674% 10/16/20360.4%
Affirm Asset Securitization Trust 2022-X11.750% 02/15/20270.4%
Danske Bank A/S5.375% 01/12/20240.4%
Brookfield BRP Holdings Canada Inc0.000% 05/05/20220.4%
CSMC 2021-BHAR1.704% 11/15/20380.4%
Exeter Automobile Receivables Trust 2020-27.190% 09/15/20270.4%
OneMain Financial Issuance Trust 2019-23.140% 10/14/20360.4%
MF1 2022-FL8 Ltd1.625% 02/19/20370.4%
GS Mortgage Securities Corp Trust 2021-RENT1.725% 11/21/20350.4%
New Economy Assets Phase 1 Sponsor LLC1.910% 10/20/20610.4%
Signal Peak CLO 5 Ltd2.294% 04/25/20310.4%
AMMC CLO 23 Ltd2.103% 10/17/20310.4%
Lloyds Banking Group PLC1.326% 06/15/20230.3%
BX Trust 2021-RISE1.302% 11/15/20360.3%
AIB Group PLC4.263% 04/10/20250.3%
HONO 2021-LULU Mortgage Trust1.704% 10/15/20360.3%
Dryden 72 CLO Ltd1.586% 05/15/20320.3%
UBS Group AG3.491% 05/23/20230.3%
ACRES Commercial Realty 2021-FL2 Ltd1.954% 01/15/20370.3%
Park Aerospace Holdings Ltd5.500% 02/15/20240.3%
Ford Motor Credit Co LLC5.584% 03/18/20240.3%
Rad CLO 15 Ltd2.153% 01/20/20340.3%
Panera Bread Co3.063% 07/18/20220.3%
Imperial Brands Finance PLC3.750% 07/21/20220.3%
Freddie Mac STACR REMIC Trust 2021-HQA41.239% 12/25/20410.3%
Carvana Auto Receivables Trust 2022-P13.350% 02/10/20270.3%
XPO Logistics Inc2.202% 02/24/20250.3%
Nielsen Finance LLC2.488% 10/04/20230.3%
CARLYLE US CLO 2019-1 LTD2.143% 04/20/20310.3%
BHMS 2018-ATLS2.454% 07/15/20350.3%
General Motors Co6.125% 10/01/20250.3%
Churchill Downs Inc2.764% 12/27/20240.3%
AOA 2021-1177 Mortgage Trust1.429% 10/15/20380.3%
Jabil Inc0.000% 05/04/20220.3%
Flagship Credit Auto Trust 2021-20.370% 12/15/20260.3%
Morgan Stanley Capital I Trust 2014-150E3.912% 09/09/20320.3%
SREIT Trust 2021-MFP1.285% 11/15/20380.3%
GS Mortgage Securities Corp II1.804% 11/15/20360.3%
Royal Caribbean Cruises Ltd11.500% 06/01/20250.3%
Citigroup Inc5.500% 09/13/20250.3%
UBS Group AG2.859% 08/15/20230.3%
Danske Bank A/S3.244% 12/20/20250.3%
VeriSign Inc4.750% 07/15/20270.3%
Signal Peak CLO 8 Ltd2.333% 04/20/20330.3%
Florida Gas Transmission Co LLC3.875% 07/15/20220.3%
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd1.904% 11/15/20360.3%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
Builders FirstSource Inc6.750% 06/01/20270.3%
Glencore Funding LLC4.625% 04/29/20240.3%
Pagaya AI Debt Trust 2022-12.030% 10/15/20290.3%
Delos Finance Sarl2.756% 10/06/20230.3%
Continental Resources Inc/OK3.800% 06/01/20240.2%
MTN Commercial Mortgage Trust 2022-LPFL1.906% 03/15/20390.2%
NYO Commercial Mortgage Trust 2021-12901.649% 11/15/20380.2%
Atmos Energy Corp0.625% 03/09/20230.2%
Ready Capital Mortgage Financing 2022-FL8 LLC1.939% 01/25/20370.2%
Hyundai Capital America1.150% 11/10/20220.2%
NatWest Group PLC3.875% 09/12/20230.2%
Wind River 2013-1 CLO Ltd2.043% 07/20/20300.2%
Romark CLO Ltd2.214% 10/23/20300.2%
BX Commercial Mortgage Trust 2020-VKNG1.484% 10/15/20370.2%
KKR CLO 30 Ltd2.083% 10/17/20310.2%
Ballyrock CLO 2019-1 Ltd2.074% 07/15/20320.2%
DBGS 2021-W52 Mortgage Trust2.854% 10/15/20360.2%
Citigroup Inc2.876% 07/24/20230.2%
Romark CLO Ltd2.834% 10/23/20300.2%
Great Wolf Trust 2019-WOLF1.888% 12/15/20360.2%
BX Trust 2021-ARIA2.799% 10/15/20360.2%
Triton Container International Ltd2.050% 04/15/20260.2%
Goldman Sachs Group Inc/The2.905% 07/24/20230.2%
Ford Motor Credit Co LLC2.979% 08/03/20220.2%
NextEra Energy Capital Holdings Inc0.750% 02/22/20230.2%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON4.128% 07/05/20310.2%
Asurion LLC3.889% 11/03/20230.2%
Mortgage Repurchase Agreement Financing Trust Series 2021-10.988% 09/10/20220.2%
Lendmark Funding Trust 2021-22.000% 04/20/20320.2%
MoneyGram International Inc4.952% 07/21/20260.2%
Citigroup Inc3.106% 04/08/20260.2%
Aviation Capital Group LLC3.875% 05/01/20230.2%
CrownRock LP / CrownRock Finance Inc5.625% 10/15/20250.2%
Bayview MSR Opportunity Master Fund Trust 2021-INV41.139% 10/25/20510.2%
AMERICAN TOWER CORPORATION1.688% 12/07/20220.2%
Bain Capital Credit CLO 2019-22.163% 10/17/20320.2%
General Motors Co5.400% 10/02/20230.2%
ACREC 2021-FL1 Ltd1.744% 10/16/20360.2%
UniCredit SpA7.830% 12/04/20230.2%
Intesa Sanpaolo SpA5.017% 06/26/20240.2%
Santander Drive Auto Receivables Trust 2021-20.900% 06/15/20260.2%
VERDE CLO Ltd2.144% 04/15/20320.2%
Sabine Pass Liquefaction LLC5.875% 06/30/20260.2%
Altice France SA/France8.125% 02/01/20270.2%
TransDigm Inc6.250% 03/15/20260.2%
BHMS 2018-ATLS2.804% 07/15/20350.2%
Netflix Inc4.375% 11/15/20260.2%
Freeport-McMoRan Inc5.000% 09/01/20270.2%
Octagon Investment Partners 29 Ltd2.364% 01/24/20330.2%
Netflix Inc5.875% 02/15/20250.2%
Capital One Prime Auto Receivables Trust 2022-13.170% 04/15/20270.2%
LCM Loan Income Fund I Income Note Issuer Ltd2.143% 07/16/20310.2%
Atalaya Equipment Leasing Trust 21-11.230% 05/15/20260.2%
BX Trust 2018-GW1.354% 05/15/20350.2%
EQUS 2021-EQAZ Mortgage Trust1.904% 10/15/20380.2%
Matador Resources Co5.875% 09/15/20260.2%
DaVita Inc2.514% 08/12/20260.2%
Voya CLO 2018-4 Ltd2.084% 01/15/20320.2%
Avolon Holdings Funding Ltd4.250% 04/15/20260.2%
Syniverse Holdings Inc6.038% 03/09/20230.2%
Ovintiv Exploration Inc5.625% 07/01/20240.2%
Lumen Technologies Inc2.764% 01/31/20250.2%
BX Commercial Mortgage Trust 2019-IMC1.854% 04/15/20340.2%
Stellantis NV5.250% 04/15/20230.2%
BPCE SA5.150% 07/21/20240.2%
TICP CLO XIV Ltd2.143% 10/20/20320.2%
CHT 2017-COSMO Mortgage Trust1.954% 11/15/20360.2%
Microchip Technology Inc0.972% 02/15/20240.2%
Starwood Property Trust Inc3.750% 12/31/20240.2%
BSPRT 2021-FL7 Issuer Ltd1.874% 12/15/20380.2%
FirstEnergy Corp3.350% 07/15/20220.2%
Devon Energy Corp5.875% 06/15/20280.2%
US 10yr Ultra Fut Jun220.000% 06/30/20220.2%
Change Healthcare Holdings LLC3.500% 03/01/20240.2%
Hertz Vehicle Financing III LP1.680% 12/27/20270.2%
Occidental Petroleum Corp5.550% 03/15/20260.2%
Welbilt Inc3.264% 10/23/20250.2%
Centene Corp4.250% 12/15/20270.2%
People's United Financial Inc3.650% 12/06/20220.2%
Hilton Worldwide Finance LLC2.375% 06/22/20260.2%
HUMANA INC1.939% 10/30/20230.2%
SLIDE 2018-FUN2.654% 06/15/20310.2%
ONE Gas Inc0.850% 03/11/20230.2%
BankUnited Inc4.875% 11/17/20250.2%
Bread Financial Holdings Inc4.750% 12/15/20240.2%
EQT Corp6.625% 02/01/20250.2%
SCF Equipment Leasing 2022-1 LLC2.920% 07/20/20290.2%
Santander Holdings USA Inc3.450% 06/02/20250.2%
Gilead Sciences Inc0.750% 09/29/20230.2%
Molson Coors Beverage Co0.000% 05/04/20220.2%
Apidos Clo Xxv2.233% 10/20/20310.2%
MF1 2021-FL6 Ltd2.044% 07/16/20360.2%
KAR Auction Services Inc5.125% 06/01/20250.2%
Navient Private Education Refi Loan Trust 2022-A2.230% 07/15/20700.2%
Freddie Mac STACR REMIC Trust 2022-DNA12.139% 01/25/20420.2%
OCTANE RECEIVABLES TRUST 2022-0.000% 03/20/20280.2%
General Motors Financial Co Inc5.100% 01/17/20240.2%
Ashtead Capital Inc4.000% 05/01/20280.2%
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd1.624% 08/15/20340.2%
HGI CRE CLO 2021-FL2 Ltd1.594% 09/17/20360.2%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand4.125% 11/09/20220.2%
Bank of America Corp3.384% 04/02/20260.2%
Applied Systems Inc4.006% 09/19/20240.2%
BX Commercial Mortgage Trust 2021-ACNT1.404% 11/15/20380.2%
OneMain Direct Auto Receivables Trust 2019-13.950% 11/14/20280.2%
Viterra Finance BV2.000% 04/21/20260.2%
Ritchie Bros Auctioneers Inc5.375% 01/15/20250.2%
NextGear Floorplan Master Owner Trust2.070% 10/15/20240.2%
Macquarie Group Ltd1.201% 10/14/20250.2%
Aircastle Ltd5.250% 08/11/20250.2%
Avolon Holdings Funding Ltd5.125% 10/01/20230.2%
ABG Intermediate Holdings 2 LLC4.000% 09/29/20240.2%
Ally Financial Inc3.875% 05/21/20240.2%
UBS AG/Stamford CT7.625% 08/17/20220.2%
Laredo Petroleum Inc9.500% 01/15/20250.1%
Hyundai Capital America3.400% 06/20/20240.1%
TransDigm Inc8.000% 12/15/20250.1%
Santander Drive Auto Receivables Trust 2020-41.480% 01/15/20270.1%
FORD MOTOR COMPANY2.350% 12/31/20220.1%
BXHPP Trust 2021-FILM1.454% 08/15/20360.1%
ONE Gas Inc1.100% 03/11/20240.1%
OneMain Finance Corp6.125% 03/15/20240.1%
Clarios Global LP / Clarios US Finance Co8.500% 05/15/20270.1%
Ready Capital Mortgage Financing 2021-FL6 LLC1.618% 07/25/20360.1%
American Electric Power Co Inc2.031% 03/15/20240.1%
KIND Trust 2021-KIND1.504% 08/15/20380.1%
PFP 2021-7 Ltd1.401% 04/14/20380.1%
Greystone CRE Notes 2021-FL3 Ltd1.574% 07/15/20390.1%
Hudson Yards 2016-10HY Mortgage Trust2.835% 08/10/20380.1%
Bain Capital Credit CLO 2017-1 Ltd2.033% 07/20/20300.1%
CSMC 2021-ADV1.954% 07/15/20380.1%
Santander UK Group Holdings PLC4.796% 11/15/20240.1%
Trans Union LLC2.514% 11/16/20260.1%
BFLD 2019-DPLO2.794% 10/15/20340.1%
CHENIERE CORPUS CHRTI HLDG LLC0.025% 06/30/20240.1%
Devon Energy Corp8.250% 08/01/20230.1%
Devon Energy Corp5.250% 10/15/20270.1%
BAT Capital Corp3.222% 08/15/20240.1%
JBS USA LUX SA2.804% 05/01/20260.1%
Navient Corp5.875% 10/25/20240.1%
Dryden Senior Loan Fund2.024% 04/15/20280.1%
Four Seasons Hotels Ltd2.764% 11/30/20230.1%
VASA Trust 2021-VASA1.804% 07/15/20390.1%
Lundin Energy Finance BV2.000% 07/15/20260.1%
Westlake Automobile Receivables Trust 2020-11.940% 04/15/20250.1%
Axalta Coating Systems US Holdings Inc2.756% 06/01/20240.1%
BX Commercial Mortgage Trust 2019-IMC1.554% 04/15/20340.1%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.1%
ABN AMRO Bank NV4.750% 07/28/20250.1%
Upstart Securitization Trust 2021-51.310% 11/20/20310.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust6.500% 07/15/20250.1%
PVH Corp4.625% 07/10/20250.1%
EPR Properties4.500% 06/01/20270.1%
Westlake Automobile Receivables Trust 2021-21.230% 12/15/20260.1%
OCP Clo 2019-17 Ltd2.103% 07/20/20320.1%
Uber Technologies Inc7.500% 05/15/20250.1%
Jersey Central Power & Light Co4.700% 04/01/20240.1%
Caesars Resort Collection LLC3.514% 12/23/20240.1%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp5.500% 03/01/20250.1%
Ally Financial Inc5.750% 11/20/20250.1%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.1%
COLT 2021-2 Mortgage Loan Trust0.924% 08/25/20660.1%
Connecticut Avenue Securities Trust 2022-R012.189% 12/25/20410.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST2.804% 12/15/20360.1%
Univision Communications Inc3.750% 03/15/20240.1%
CSMC 2021-NQM61.174% 07/25/20660.1%
Petroleos Mexicanos6.875% 08/04/20260.1%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
Extended Stay America Trust 2021-ESH3.404% 07/15/20380.1%
Mattel Inc5.875% 12/15/20270.1%
Freddie Mac STACR REMIC Trust 2021-DNA51.939% 01/25/20340.1%
Targa Resources Partners LP / Targa Resources Partners Finance Corp6.500% 07/15/20270.1%
Cleco Power LLC1.326% 06/15/20230.1%
MF1 2021-FL7 Ltd2.044% 10/16/20360.1%
WEA Finance LLC / Westfield UK & Europe Finance PLC3.750% 09/17/20240.1%
Lloyds Banking Group PLC4.582% 12/10/20250.1%
OneMain Direct Auto Receivables Trust 2021-10.870% 07/14/20280.1%
BX Commercial Mortgage Trust 2019-XL2.004% 10/15/20360.1%
Marlette Funding Trust 2021-31.300% 12/15/20310.1%
Life 2021-BMR Mortgage Trust1.254% 03/15/20380.1%
Deephaven Residential Mortgage Trust 2021-31.194% 08/25/20660.1%
Glencore Funding LLC4.000% 03/27/20270.1%
Santander UK Group Holdings PLC3.373% 01/05/20240.1%
BPCE SA4.500% 03/15/20250.1%
Lennar Corp5.875% 11/15/20240.1%
BDS 2021-FL7 Ltd1.664% 06/16/20360.1%
BNP Paribas SA2.819% 11/19/20250.1%
Credit Suisse Group AG2.997% 12/14/20230.1%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand5.375% 04/17/20250.1%
Donlen Fleet Lease Funding 2 LLC0.560% 12/11/20340.1%
Danske Bank A/S1.171% 12/08/20230.1%
Goldman Sachs Group Inc/The1.948% 10/21/20270.1%
Kia Corp3.000% 04/25/20230.1%
Octagon Investment Partners 32 Ltd1.994% 07/15/20290.1%
CPI Swap0.010% 06/14/20280.1%
Apidos CLO XXXI2.144% 04/15/20310.1%
Expedia Group Inc6.250% 05/01/20250.1%
Avis Budget Rental Car Funding AESOP LLC3.350% 09/22/20250.1%
Tenneco Inc2.764% 09/29/20230.1%
Goldman Sachs Group Inc/The0.969% 01/24/20250.1%
KKR Clo 24 Ltd2.143% 04/20/20320.1%
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp6.000% 08/01/20260.1%
One New York Plaza Trust 2020-1NYP1.504% 01/15/20360.1%
GS Mortgage Securities Corp Trust 2021-ROSS1.704% 05/15/20260.1%
Macquarie Group Ltd1.528% 11/28/20230.1%
VICI Properties LP / VICI Note Co Inc3.500% 02/15/20250.1%
Bank of Ireland Group PLC2.029% 09/30/20270.1%
Caesars Entertainment Inc8.125% 07/01/20270.1%
Callon Petroleum Co9.000% 04/01/20250.1%
KREF 2021-FL2 Ltd1.624% 02/15/20390.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Elmwood CLO X Ltd2.103% 10/20/20340.1%
Syniverse Holdings Inc10.038% 03/11/20240.1%
NatWest Group PLC5.125% 05/28/20240.1%
CSMC 2022-NQM12.265% 11/25/20660.1%
Comstock Resources Inc7.500% 05/15/20250.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.248% 07/05/20330.1%
DBGS 2021-W52 Mortgage Trust1.949% 10/15/20360.1%
Continental Resources Inc/OK4.500% 04/15/20230.1%
Nielsen Co Luxembourg SARL/The5.000% 02/01/20250.1%
KREF 2021-FL2 Ltd1.894% 02/15/20390.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN3.905% 05/05/20300.1%
Societe Generale SA2.226% 01/21/20260.1%
AES Corp/The3.300% 07/15/20250.1%
Hertz Vehicle Financing LLC3.980% 12/26/20250.1%
Avolon TLB Borrower 1 US LLC2.500% 01/15/20250.1%
Puget Energy Inc3.650% 05/15/20250.1%
ABN AMRO Bank NV4.400% 03/27/20280.1%
Hyundai Capital America1.300% 01/08/20260.1%
Barclays PLC5.200% 05/12/20260.1%
Avis Budget Rental Car Funding AESOP LLC3.340% 08/20/20260.1%
CMC Materials Inc2.813% 11/17/20250.1%
Anglo American Capital PLC3.625% 09/11/20240.1%
Caesars Entertainment Inc6.250% 07/01/20250.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.875% 01/16/20240.1%
BJ's Wholesale Club Inc2.525% 02/03/20240.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
AMERICAN TOWER CORPORATION0.017% 12/08/20230.1%
Novelis Corp3.250% 11/15/20260.1%
Dominion Energy Inc1.356% 09/15/20230.1%
iStar Inc5.500% 02/15/20260.1%
CF Hippolyta LLC1.980% 03/15/20610.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
RESORTS WORLD LAS VEGAS LLC2.270% 04/16/20240.1%
Bayer US Finance II LLC3.875% 12/15/20230.1%
Bank of America Corp3.950% 04/21/20250.1%
Bank of America Corp1.197% 10/24/20260.1%
Glencore Funding LLC4.125% 05/30/20230.1%
Microchip Technology Inc4.333% 06/01/20230.1%
NRG Energy Inc3.750% 06/15/20240.1%
AIB Group PLC4.750% 10/12/20230.1%
Ford Motor Credit Co LLC1.383% 08/03/20220.1%
Aqua Finance Trust 2021-A1.540% 07/17/20460.1%
Ford Credit Auto Owner Trust 2018-REV13.190% 07/15/20310.1%
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer7.500% 06/01/20250.1%
Pacific Gas and Electric Co3.150% 01/01/20260.1%
ARES L CLO Ltd2.094% 01/15/20320.1%
Arcos Dorados Holdings Inc5.875% 04/04/20270.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE2.949% 09/06/20380.1%
Credit Suisse AG/New York NY3.625% 09/09/20240.1%
EPR Properties4.750% 12/15/20260.1%
DKT Finance ApS9.375% 06/17/20230.1%
BDS 2021-FL81.514% 01/18/20360.1%
CPI Swap0.010% 01/25/20270.1%
Ally Financial Inc1.450% 10/02/20230.1%
Enviva Partners LP / Enviva Partners Finance Corp6.500% 01/15/20260.1%
Nelnet Student Loan Trust 2021-A1.360% 04/20/20620.1%
Goldman Sachs Group Inc/The4.250% 10/21/20250.1%
Fells Point Funding Trust3.046% 01/31/20270.1%
Viterra Finance BV4.900% 04/21/20270.1%
Westlake Automobile Receivables Trust 2021-10.950% 03/16/20260.1%
MND Holdings III Corp4.506% 06/19/20240.1%
Goldman Sachs Group Inc/The2.908% 06/05/20230.1%
Monongahela Power Co4.100% 04/15/20240.1%
Boeing Co/The4.875% 05/01/20250.1%
Bank of America Corp2.816% 07/21/20230.1%
TCI-Flatiron Clo 2017-1 Ltd1.448% 11/18/20300.1%
Cikarang Listrindo Tbk PT4.950% 09/14/20260.1%
Toll Brothers Finance Corp4.875% 11/15/20250.1%
Bank of America Corp3.841% 04/25/20250.1%
CIFC Funding 2013-II Ltd2.063% 10/18/20300.1%
Carlyle US Clo 2017-2 Ltd2.113% 07/20/20310.1%
Cedar Funding X CLO Ltd2.163% 10/20/20320.1%
Magnetite XXII Ltd2.104% 04/15/20310.1%
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op5.500% 05/01/20250.1%
GA Global Funding Trust3.850% 04/11/20250.1%
HUB International Ltd7.000% 05/01/20260.1%
HAT Holdings I LLC / HAT Holdings II LLC3.375% 06/15/20260.1%
NatWest Markets PLC3.479% 03/22/20250.1%
Seminole Tribe of Florida Inc2.514% 07/08/20240.1%
Edison International3.125% 11/15/20220.1%
Angel Oak Mortgage Trust 2021-61.458% 09/25/20660.1%
Baffinland Iron Mines Corp / Baffinland Iron Mines LP8.750% 07/15/20260.1%
JBS USA LUX SA / JBS USA Finance Inc6.750% 02/15/20280.1%
Bank of America Corp3.004% 12/20/20230.1%
Intesa Sanpaolo SpA3.250% 09/23/20240.1%
EQUS 2021-EQAZ Mortgage Trust2.204% 10/15/20380.1%
SeaWorld Parks & Entertainment Inc8.750% 05/01/20250.1%
SM Energy Co10.000% 01/15/20250.1%
EQT Corp3.900% 10/01/20270.1%
Vistra Operations Co LLC3.550% 07/15/20240.1%
Bayer US Finance II LLC4.250% 12/15/20250.1%
Alcoa Nederland Holding BV5.500% 12/15/20270.1%
Bombardier Inc7.125% 06/15/20260.1%
Barclays PLC4.836% 05/09/20280.1%
Glencore Finance Canada Ltd4.250% 10/25/20220.1%
Santander Drive Auto Receivables Trust 2021-41.670% 10/15/20270.1%
Cushman & Wakefield US Borrower LLC3.514% 08/21/20250.1%
Specialty Building Products Holdings LLC / SBP Finance Corp6.375% 09/30/20260.1%
EQT Corp3.125% 05/15/20260.1%
TransDigm Inc3.014% 12/09/20250.1%
Carnival Corp9.875% 08/01/20270.1%
Westlake Automobile Receivables Trust 2021-20.320% 04/15/20250.1%
JPMorgan Chase & Co1.122% 02/24/20260.1%
Gates Global LLC / Gates Corp6.250% 01/15/20260.1%
Motel Trust 2021-MTL63.254% 09/15/20380.1%
Santander Holdings USA Inc3.400% 01/18/20230.1%
Hyundai Capital America2.850% 11/01/20220.1%
Buckeye Partners LP3.950% 12/01/20260.1%
Live Nation Entertainment Inc4.875% 11/01/20240.1%
Standard Chartered PLC5.200% 01/26/20240.1%
Alcoa Nederland Holding BV6.125% 05/15/20280.1%
Citigroup Inc4.400% 06/10/20250.1%
Vale Overseas Ltd6.250% 08/10/20260.1%
NOVA Gas Transmission Ltd7.875% 04/01/20230.1%
Morgan Stanley0.791% 01/22/20250.1%
Clear Channel International BV6.625% 08/01/20250.1%
Prosus NV3.257% 01/19/20270.1%
Israel Electric Corp Ltd6.875% 06/21/20230.1%
Hyatt Hotels Corp1.300% 10/01/20230.1%
Bread Financial Holdings Inc7.000% 01/15/20260.1%
Navient Private Education Refi Loan Trust 2021-c1.060% 10/15/20690.1%
CPI Swap0.010% 02/13/20290.1%
Credit Agricole SA4.375% 03/17/20250.1%
Vornado Realty LP3.500% 01/15/20250.1%
VMWARE INC1.202% 11/01/20240.1%
Drive Auto Receivables Trust 2021-21.390% 03/15/20290.1%
Endeavor Energy Resources LP / EER Finance Inc6.625% 07/15/20250.1%
ONE Gas Inc1.355% 03/11/20230.1%
CSMC 2021-NQM61.379% 07/25/20660.1%
Morgan Stanley3.737% 04/24/20240.1%
HCA Inc5.250% 04/15/20250.1%
Capital One Prime Auto Receivables Trust 2021-10.320% 02/18/20250.1%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.1%
First Quantum Minerals Ltd7.500% 04/01/20250.1%
Granite US Holdings Corp11.000% 10/01/20270.1%
Ashtead Capital Inc4.375% 08/15/20270.1%
Venture 33 CLO Ltd2.104% 07/15/20310.1%
Occidental Petroleum Corp6.950% 07/01/20240.1%
LFT CRE 2021-FL1 Ltd2.344% 06/15/20390.1%
F&G Global Funding2.300% 04/11/20270.1%
Calpine Corp5.250% 06/01/20260.1%
Orbia Advance Corp SAB de CV1.875% 05/11/20260.1%
GS Mortgage Securities Trust 2013-GCJ123.777% 06/10/20460.1%
PDC Energy Inc5.750% 05/15/20260.1%
CPI Swap0.010% 08/22/20260.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
American Express Co3.375% 05/03/20240.1%
GLS Auto Receivables Issuer Trust 2021-30.420% 01/15/20250.1%
Affirm Asset Securitization Trust 2021-B1.030% 08/17/20260.1%
Nexstar Media Inc3.014% 01/17/20240.1%
CCO Holdings LLC / CCO Holdings Capital Corp5.125% 05/01/20270.1%
Cedar Funding V CLO Ltd2.163% 07/17/20310.1%
Santander UK Group Holdings PLC4.750% 09/15/20250.1%
Fortress Transportation and Infrastructure Investors LLC6.500% 10/01/20250.1%
Pilgrim's Pride Corp5.875% 09/30/20270.1%
American Tower Corp3.650% 03/15/20270.1%
Baidu Inc4.375% 05/14/20240.1%
BBCMS 2018-TALL Mortgage Trust1.276% 03/15/20370.1%
DISH DBS Corp5.875% 07/15/20220.1%
Navient Corp6.125% 03/25/20240.1%
COMM 2012-CCRE1 Mortgage Trust4.612% 05/15/20450.1%
Imperial Brands Finance PLC3.500% 02/11/20230.1%
Morgan Stanley0.790% 05/30/20250.1%
CHS/Community Health Systems Inc8.000% 03/15/20260.1%
Morgan Stanley3.620% 04/17/20250.1%
Howmet Aerospace Inc6.875% 05/01/20250.1%
BX Trust 2021-ARIA3.148% 10/15/20360.1%
ZH Trust 2021-22.349% 10/17/20270.1%
Cedar Funding XI Clo Ltd1.558% 05/29/20320.1%
Newell Brands Inc4.450% 04/01/20260.1%
One New York Plaza Trust 2020-1NYP1.804% 01/15/20360.1%
Hertz Vehicle Financing LLC1.210% 12/26/20250.1%
Standard Chartered PLC3.200% 04/17/20250.1%
CPI Swap0.010% 06/18/20290.1%
BBCMS 2018-TALL Mortgage Trust1.675% 03/15/20370.1%
Motel Trust 2021-MTL62.654% 09/15/20380.1%
SLIDE 2018-FUN1.704% 06/15/20310.1%
Verus Securitization Trust 2021-51.013% 09/25/20660.1%
Republic of Kenya Government International Bond6.875% 06/24/20240.1%
Tengizchevroil Finance Co International Ltd2.625% 08/15/20250.1%
CPI Swap0.010% 01/06/20320.1%
ZF North America Capital Inc4.750% 04/29/20250.1%
IRI Holdings Inc0.000% 12/01/20250.1%
CPI Swap0.010% 10/14/20270.1%
Navient Corp7.250% 09/25/20230.1%
Santander Retail Auto Lease Trust 2021-C0.500% 03/20/20250.1%
Lloyds Banking Group PLC4.650% 03/24/20260.1%
American Airlines Group Inc5.000% 06/01/20220.1%
Parsley Energy LLC / Parsley Finance Corp5.625% 10/15/20270.1%
CPI Swap0.010% 10/22/20290.1%
Hyatt Hotels Corp1.800% 10/01/20240.1%
CPI Swap0.010% 06/15/20290.1%
Atmos Energy Corp1.023% 03/09/20230.1%
BWAY 2015-1740 Mortgage Trust3.342% 01/10/20350.1%
Comision Federal de Electricidad4.875% 01/15/20240.1%
Buckeye Partners LP2.707% 11/01/20260.1%
FirstEnergy Transmission LLC4.350% 01/15/20250.1%
Santander Drive Auto Receivables Trust 2021-41.260% 02/16/20270.1%
Bayer US Finance II LLC3.375% 07/15/20240.1%
Mariner Finance Issuance Trust 2021-B2.100% 11/20/20360.1%
Barings CLO Ltd 2019-III2.133% 04/20/20310.1%
Newark BSL CLO 2 Ltd2.154% 07/25/20300.1%
Aquarion Co4.000% 08/15/20240.1%
Triton Container International Ltd0.800% 08/01/20230.1%
JPMorgan Chase & Co0.768% 08/09/20250.1%
SK Hynix Inc1.000% 01/19/20240.1%
DBWF 2018-GLKS Mortgage Trust1.624% 12/19/20300.1%
ROYAL CARIBBEAN CRUISES LTD0.000% 10/12/20220.1%
Sabre GLBL Inc7.375% 09/01/20250.1%
CPI Swap0.010% 04/18/20300.1%
Madison Park Funding XI Ltd2.084% 07/23/20290.1%
CPI Swap0.010% 12/30/20230.1%
USI Inc/NY6.875% 05/01/20250.1%
NUTRITION BIOSCIENCES INC0.019% 01/17/20250.1%
Pacific Gas and Electric Co1.367% 03/10/20230.1%
CA Magnum Holdings5.375% 10/31/20260.1%
Danske Bank A/S1.226% 06/22/20240.1%
Continental Resources Inc/OK2.268% 11/15/20260.1%
Great Wolf Trust 2019-WOLF2.187% 12/15/20360.1%
Benefit Street Partners CLO III Ltd2.063% 07/20/20290.1%
Hyundai Capital America0.875% 06/14/20240.1%
General Motors Financial Co Inc3.950% 04/13/20240.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.429% 06/10/20270.1%
Microchip Technology Inc4.250% 09/01/20250.1%
Freddie Mac STACR REMIC Trust 2021-HQA31.139% 09/25/20410.1%
FMG Resources August 2006 Pty Ltd5.125% 05/15/20240.1%
CPI Swap0.010% 10/01/20350.1%
Santander Retail Auto Lease Trust 2021-A0.510% 07/22/20240.1%
Dell International LLC / EMC Corp5.450% 06/15/20230.1%
Devon Energy Corp5.250% 09/15/20240.1%
HCA Inc5.000% 03/15/20240.1%
Daimler Finance North America LLC3.650% 02/22/20240.1%
Cleveland Electric Illuminating Co/The5.500% 08/15/20240.1%
Ford Motor Credit Co LLC2.300% 02/10/20250.1%
Univision Communications Inc5.125% 02/15/20250.1%
BX Commercial Mortgage Trust 2021-ACNT2.404% 11/15/20380.1%
Westinghouse Air Brake Technologies Corp4.400% 03/15/20240.1%
CPI Swap0.010% 02/18/20320.1%
CHT 2017-COSMO Mortgage Trust4.295% 11/15/20360.1%
Oasis Petroleum Inc6.375% 06/01/20260.1%
CPI Swap0.010% 11/21/20230.1%
BFLD 2019-DPLO1.644% 10/15/20340.1%
Scientific Games International Inc8.625% 07/01/20250.1%
CSMC 2021-NQM10.809% 05/25/20650.1%
Aircastle Ltd4.400% 09/25/20230.1%
JPMorgan Chase & Co0.824% 06/01/20250.1%
Carnival Corp3.750% 06/30/20250.1%
CPI Swap0.010% 08/06/20280.1%
Dell Equipment Finance Trust 2021-20.330% 12/22/20260.1%
CPI Swap0.010% 06/28/20300.1%
CPI Swap0.010% 02/10/20420.1%
Verus Securitization Trust 2021-31.046% 06/25/20660.1%
CPI Swap0.010% 08/04/20260.1%
CPI Swap0.010% 03/31/20250.1%
Goldman Sachs Group Inc/The0.627% 11/17/20230.1%
Bank of America Corp0.523% 06/14/20240.1%
BB-UBS Trust3.678% 06/05/20300.1%
Goldman Sachs Group Inc/The0.657% 09/10/20240.1%
CPI Swap0.010% 06/17/20290.1%
OHA Credit Funding 5 Ltd2.233% 04/18/20330.1%
ING Groep NV4.700% 03/22/20280.1%
NatWest Group PLC3.498% 05/15/20230.1%
Freeport-McMoRan Inc3.875% 03/15/20230.1%
BHMS 2018-ATLS1.804% 07/15/20350.1%
MGM Resorts International5.750% 06/15/20250.1%
CPI Swap0.010% 04/07/20250.1%
EQUS 2021-EQAZ Mortgage Trust1.654% 10/15/20380.1%
CPI Swap0.010% 04/21/20360.1%
GS Mortgage Securities Trust 2013-G13.557% 04/10/20310.1%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.1%
Australia & New Zealand Banking Group Ltd4.500% 03/19/20240.1%
CSMC 2021-NQM71.756% 10/25/20660.1%
Trans-Allegheny Interstate Line Co3.850% 06/01/20250.1%
Goldman Sachs Group Inc/The3.000% 03/15/20240.1%
Bath & Body Works Inc9.375% 07/01/20250.1%
CPI Swap0.010% 03/16/20310.1%
Synovus Financial Corp3.125% 11/01/20220.1%
CPI Swap0.010% 07/21/20340.1%
Plains All American Pipeline LP / PAA Finance Corp4.650% 10/15/20250.1%
Great Wolf Trust 2019-WOLF3.286% 12/15/20360.1%
JPMorgan Chase & Co1.382% 02/24/20280.1%
Charter Communications Operating LLC2.264% 03/31/20230.1%
Danske Bank A/S4.298% 04/01/20280.1%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp5.250% 10/01/20250.1%
Global Payments Inc2.139% 07/09/20240.1%
GLP Capital LP2.132% 05/21/20230.1%
CPI Swap0.010% 05/21/20250.1%
American Airlines Group Inc3.750% 03/01/20250.1%
Centrica PLC4.000% 10/16/20230.1%
Air Canada 2015-2 Class B Pass Through Trust5.000% 06/15/20250.1%
Credit Suisse Group AG2.593% 09/11/20250.1%
Standard Chartered PLC2.819% 01/30/20260.1%
CPI Swap0.010% 11/15/20510.1%
CPI Swap0.010% 07/27/20360.1%
VICI Properties LP / VICI Note Co Inc3.750% 02/15/20270.1%
SREIT Trust 2021-MFP2.132% 11/15/20380.1%
Aramark Services Inc5.000% 04/01/20250.1%
Standard Chartered PLC3.885% 03/15/20240.1%
Alexander Funding Trust1.841% 11/15/20230.1%
Triton Container International Ltd1.150% 06/07/20240.1%
Exeter Automobile Receivables Trust 2021-31.550% 06/15/20270.1%
CPI Swap0.010% 03/02/20270.1%
ELP Commercial Mortgage Trust 2021-ELP2.074% 11/15/20380.1%
Take-Two Interactive Software Inc3.300% 03/28/20240.1%
Aviation Capital Group LLC5.500% 12/15/20240.1%
Australia & New Zealand Banking Group Ltd4.400% 05/19/20260.1%
Barclays PLC4.375% 09/11/20240.1%
Intesa Sanpaolo SpA5.710% 01/15/20260.1%
Ford Credit Auto Lease Trust 2021-A0.300% 04/15/20240.1%
Cedar Funding XIV CLO Ltd2.144% 07/15/20330.1%
GS Mortgage Securities Corp Trust 2018-RIVR1.504% 07/15/20350.1%
Niagara Mohawk Power Corp3.508% 10/01/20240.1%
CPI Swap0.010% 02/11/20310.1%
MF1 2020-FL3 Ltd4.132% 07/15/20350.1%
Cenovus Energy Inc5.375% 07/15/20250.1%
UniCredit SpA2.569% 09/22/20260.1%
SCF Equipment Leasing 2019-2 LLC2.760% 08/20/20260.1%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.1%
Goldman Sachs Group Inc/The2.640% 02/24/20280.1%
Baidu Inc3.875% 09/29/20230.1%
Bank of America Corp1.530% 12/06/20250.1%
Santander UK Group Holdings PLC2.469% 01/11/20280.1%
CPI Swap0.010% 01/06/20260.1%
Invitation Homes Operating Partnership LP1.554% 01/31/20250.1%
Steel Dynamics Inc5.000% 12/15/20260.1%
OGE Energy Corp0.703% 05/26/20230.1%
CPI Swap0.010% 01/11/20250.1%
Energy Transfer LP4.250% 03/15/20230.1%
CPI Swap0.010% 06/07/20330.1%
CNO Financial Group Inc5.250% 05/30/20250.1%
CPI Swap0.010% 06/04/20330.1%
Hyundai Capital America1.250% 09/18/20230.1%
LFT CRE 2021-FL1 Ltd1.764% 06/15/20390.1%
CPI Swap0.010% 06/25/20300.1%
IHO Verwaltungs GmbH4.750% 09/15/20260.1%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.1%
CPI Swap0.010% 06/21/20270.1%
CPI Swap0.010% 06/02/20310.1%
Nexstar Media Inc1.955% 09/19/20240.1%
Santander Retail Auto Lease Trust 2021-C0.290% 04/22/20240.1%
CPI Swap0.010% 06/01/20300.1%
Carlyle Global Market Strategies CLO 2015-1 Ltd2.043% 07/20/20310.1%
Freeport Indonesia PT4.763% 04/14/20270.1%
CPI Swap0.010% 06/30/20300.1%
Anglo American Capital PLC4.125% 09/27/20220.1%
First Quantum Minerals Ltd7.250% 04/01/20230.1%
CPI Swap0.010% 08/27/20330.1%
Kemper Corp4.350% 02/15/20250.1%
Angel Oak Mortgage Trust 2021-41.035% 01/20/20650.1%
Mitsubishi UFJ Financial Group Inc0.953% 07/19/20250.1%
Constellation Brands Inc0.000% 05/04/20220.1%
MSBAM Commercial Mortgage Securities Trust 2012-CKSV3.277% 10/15/20300.1%
BB-UBS Trust3.678% 06/05/20300.0%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.0%
Oceaneering International Inc4.650% 11/15/20240.0%
Kinross Gold Corp5.950% 03/15/20240.0%
Pertamina Persero PT4.875% 05/03/20220.0%
Legacy LifePoint Health LLC6.750% 04/15/20250.0%
Plains All American Pipeline LP / PAA Finance Corp3.850% 10/15/20230.0%
CPI Swap0.010% 09/01/20360.0%
Santander Holdings USA Inc2.490% 01/06/20280.0%
Citigroup Global Markets Holdings Inc/United States0.750% 06/07/20240.0%
Citigroup Inc3.875% 03/26/20250.0%
CPI Swap0.010% 09/09/20340.0%
TIBCO Software Inc4.520% 06/30/20260.0%
Filtration Group Corp3.749% 03/29/20250.0%
ABN AMRO Bank NV4.800% 04/18/20260.0%
OneMain Finance Corp8.250% 10/01/20230.0%
Santander Drive Auto Receivables Trust 2021-21.350% 07/15/20270.0%
Allied Universal Holdco LLC / Allied Universal Finance Corp9.750% 07/15/20270.0%
GM Financial Leasing Trust0.260% 02/20/20240.0%
HAT Holdings I LLC / HAT Holdings II LLC6.000% 04/15/20250.0%
Standard Chartered PLC0.991% 01/12/20250.0%
Air Lease Corp3.000% 09/15/20230.0%
Intesa Sanpaolo SpA3.375% 01/12/20230.0%
Ally Auto Receivables Trust 2019-31.930% 05/15/20240.0%
Westinghouse Air Brake Technologies Corp4.375% 08/15/20230.0%
CPI Swap0.010% 03/18/20330.0%
OneMain Finance Corp8.875% 06/01/20250.0%
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd1.654% 05/15/20360.0%
Standard Chartered PLC3.785% 05/21/20250.0%
One New York Plaza Trust 2020-1NYP2.054% 01/15/20360.0%
CPI Swap0.010% 09/29/20340.0%
Octagon Investment Partners XXI Ltd1.395% 02/14/20310.0%
BX Trust 2017-SLCT4.804% 07/15/20340.0%
Coterra Energy Inc4.375% 06/01/20240.0%
FactSet Research Systems Inc2.900% 03/01/20270.0%
Danske Bank A/S0.976% 09/10/20250.0%
TransAlta Corp4.500% 11/15/20220.0%
Reynolds American Inc4.450% 06/12/20250.0%
CNX Resources Corp7.250% 03/14/20270.0%
CPI Swap0.010% 04/06/20330.0%
CPI Swap0.010% 09/15/20340.0%
Crown Castle International Corp1.845% 06/18/20260.0%
Jackson National Life Global Funding1.750% 01/12/20250.0%
Aircastle Ltd5.000% 04/01/20230.0%
Imperial Brands Finance PLC3.125% 07/26/20240.0%
Parsley Energy LLC / Parsley Finance Corp4.125% 02/15/20280.0%
Uber Technologies Inc7.500% 09/15/20270.0%
Starwood Mortgage Residential Trust 2021-20.943% 05/25/20650.0%
Avolon Holdings Funding Ltd5.250% 05/15/20240.0%
CPI Swap0.010% 04/27/20310.0%
Goldman Sachs Group Inc/The1.217% 12/06/20230.0%
Drive Auto Receivables Trust 2020-23.050% 05/15/20280.0%
NOVA Chemicals Corp4.875% 06/01/20240.0%
CPI Swap0.010% 03/31/20310.0%
Westlake Automobile Receivables Trust 2021-20.890% 07/15/20260.0%
CPI Swap0.010% 05/28/20360.0%
Guitar Center Inc8.500% 01/15/20260.0%
Western Midstream Operating LP3.950% 06/01/20250.0%
Emirates NBD Bank PJSC3.250% 11/14/20220.0%
Dell International LLC / EMC Corp4.000% 07/15/20240.0%
LSTAR Commercial Mortgage Trust 2017-54.500% 03/10/20500.0%
Qorvo Inc1.750% 12/15/20240.0%
SCF Equipment Leasing 2021-1 LLC0.830% 08/21/20280.0%
Dell International LLC / EMC Corp5.850% 07/15/20250.0%
CPI Swap0.010% 10/20/20340.0%
Kite Realty Group Trust4.000% 03/15/20250.0%
CPI Swap0.010% 11/25/20240.0%
CPI Swap0.010% 04/29/20310.0%
Lukoil International Finance BV4.563% 04/24/20230.0%
SFO Commercial Mortgage Trust 2021-5551.704% 05/15/20380.0%
Humana Inc0.020% 05/28/20240.0%
CPI Swap0.010% 04/30/20310.0%
CPI Swap0.010% 12/09/20240.0%
Lennar Corp4.500% 04/30/20240.0%
CPI Swap0.010% 05/12/20360.0%
CPI Swap0.010% 07/29/20330.0%
CPI Swap0.010% 09/21/20280.0%
CPI Swap0.010% 09/27/20370.0%
CPI Swap0.010% 07/17/20280.0%
CPI Swap0.010% 08/12/20360.0%
CPI Swap0.010% 12/05/20240.0%
Ford Credit Auto Owner Trust 2021-REV11.370% 10/17/20330.0%
Hudsons Bay Simon JV Trust 2015-HBS3.238% 08/05/20340.0%
CPI Swap0.010% 05/28/20310.0%
Braskem Finance Ltd6.450% 02/03/20240.0%
CPI Swap0.010% 06/14/20290.0%
CPI Swap0.010% 06/08/20310.0%
EPR Properties4.500% 04/01/20250.0%
CenterPoint Energy Resources Corp1.004% 03/02/20230.0%
Sally Holdings LLC / Sally Capital Inc8.750% 04/30/20250.0%
Take-Two Interactive Software Inc3.550% 04/14/20250.0%
Anglo American Capital PLC4.875% 05/14/20250.0%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc2.875% 10/15/20260.0%
CPI Swap0.010% 04/11/20260.0%
US Foods Inc6.250% 04/15/20250.0%
CPI Swap0.010% 06/03/20310.0%
Carvana Auto Receivables Trust 2021-N20.320% 03/10/20280.0%
Exeter Automobile Receivables Trust 2021-33.040% 12/15/20280.0%
CPI Swap0.010% 12/02/20280.0%
Exeter Automobile Receivables Trust 2021-21.400% 04/15/20270.0%
SL Green Realty Corp4.500% 12/01/20220.0%
Glencore Funding LLC4.000% 04/16/20250.0%
Ally Financial Inc5.125% 09/30/20240.0%
CPI Swap0.010% 10/14/20260.0%
Avolon TLB Borrower 1 US LLC2.875% 12/01/20270.0%
CPI Swap0.010% 05/21/20460.0%
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In8.500% 11/15/20270.0%
Morocco Government International Bond4.250% 12/11/20220.0%
Hyundai Capital America1.500% 06/15/20260.0%
Irvine Core Office Trust 2013-IRV3.279% 05/15/20480.0%
Microchip Technology Inc2.670% 09/01/20230.0%
Credit Suisse Group AG3.750% 03/26/20250.0%
IPALCO Enterprises Inc3.700% 09/01/20240.0%
CPI Swap0.010% 07/24/20290.0%
CPI Swap0.010% 11/21/20360.0%
CPI Swap0.010% 12/10/20280.0%
CPI Swap0.010% 07/31/20290.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust1.750% 10/29/20240.0%
BBCMS Trust 2018-BXH1.554% 10/15/20370.0%
American Campus Communities Operating Partnership LP3.300% 07/15/20260.0%
CPI Swap0.010% 12/16/20360.0%
Suncor Energy Inc7.875% 06/15/20260.0%
CPI Swap0.010% 01/30/20380.0%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.0%
CPI Swap0.010% 09/14/20340.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.500% 09/15/20230.0%
Ford Credit Auto Lease Trust 2021-A0.260% 02/15/20240.0%
CPI Swap0.010% 04/23/20410.0%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.0%
FAGE International SA / FAGE USA Dairy Industry Inc5.625% 08/15/20260.0%
Aon Corp8.205% 01/01/20270.0%
JFIN CLO 2013 Ltd2.453% 01/20/20300.0%
CPI Swap0.010% 03/26/20360.0%
Bayer US Finance II LLC1.836% 12/15/20230.0%
General Motors Financial Co Inc2.750% 06/20/20250.0%
CPI Swap0.010% 10/30/20300.0%
GLP Capital LP / GLP Financing II Inc5.250% 06/01/20250.0%
Hyundai Capital America0.800% 01/08/20240.0%
CPI Swap0.010% 04/19/20360.0%
Generate CLO 2 Ltd2.286% 01/22/20310.0%
CPI Swap0.010% 11/15/20240.0%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.0%
CPI Swap0.010% 04/13/20330.0%
CPI Swap0.010% 12/23/20310.0%
CPI Swap0.010% 03/08/20320.0%
CPI Swap0.010% 04/14/20330.0%
Turkiye Vakiflar Bankasi TAO5.625% 05/30/20220.0%
GS Mortgage Securities Corp II3.007% 12/10/20300.0%
CPI Swap0.010% 03/29/20330.0%
F&G Global Funding0.900% 09/20/20240.0%
Endeavor Energy Resources LP / EER Finance Inc5.750% 01/30/20280.0%
CPI Swap0.010% 04/07/20330.0%
CPI Swap0.010% 04/07/20330.0%
Credit Acceptance Auto Loan Trust 2021-31.000% 05/15/20300.0%
CPI Swap0.010% 12/08/20310.0%
CPI Swap0.010% 03/23/20310.0%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.0%
CPI Swap0.010% 03/22/20410.0%
CPI Swap0.010% 03/02/20240.0%
Master Credit Card Trust II Series 2018-11.115% 07/21/20240.0%
UBS-BAMLL Trust3.663% 06/10/20300.0%
Mattel Inc3.150% 03/15/20230.0%
CPI Swap0.010% 03/30/20330.0%
Nexstar Media Inc1.955% 10/26/20230.0%
National Fuel Gas Co5.500% 01/15/20260.0%
CPI Swap0.010% 04/09/20310.0%
DBGS 2018-BIOD Mortgage Trust1.357% 05/15/20350.0%
CPI Swap0.010% 06/11/20360.0%
CPI Swap0.010% 03/22/20310.0%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.0%
CPI Swap0.010% 03/19/20310.0%
CPI Swap0.010% 04/16/20310.0%
CPI Swap0.010% 04/22/20250.0%
CPI Swap0.010% 02/01/20320.0%
GS Mortgage Securities Corp Trust 2019-70P1.874% 10/15/20360.0%
CPI Swap0.010% 05/31/20280.0%
CPI Swap0.010% 04/28/20310.0%
CPI Swap0.010% 05/10/20410.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust3.150% 02/15/20240.0%
Anchorage Capital CLO 4-R Ltd2.288% 01/28/20310.0%
CPI Swap0.010% 04/26/20250.0%
Dell International LLC / EMC Corp6.020% 06/15/20260.0%
BBVA Bancomer SA/Texas4.375% 04/10/20240.0%
Verizon Owner Trust 2020-C0.410% 04/21/20250.0%
CPI Swap0.010% 04/26/20310.0%
CPI Swap0.010% 11/17/20360.0%
CPI Swap0.010% 06/01/20280.0%
CNO Global Funding1.750% 10/07/20260.0%
CPI Swap0.010% 02/05/20250.0%
BlueMountain Fuji US Clo I Ltd2.043% 07/20/20290.0%
Carlyle Global Market Strategies CLO 2014-3-R Ltd2.275% 07/27/20310.0%
BlueMountain CLO 2013-2 Ltd2.316% 10/22/20300.0%
CPI Swap0.010% 02/08/20290.0%
CSN Resources SA7.625% 04/17/20260.0%
HSBC Holdings PLC0.732% 08/17/20240.0%
WFRBS Commercial Mortgage Trust 2013-C113.311% 03/15/20450.0%
CPI Swap0.010% 10/15/20290.0%
CPI Swap0.010% 06/22/20250.0%
CPI Swap0.010% 02/15/20290.0%
GM Financial Consumer Automobile Receivables Trust 2020-40.380% 08/18/20250.0%
Arconic Corp6.000% 05/15/20250.0%
CPI Swap0.010% 05/05/20320.0%
CPI Swap0.010% 05/05/20320.0%
CPI Swap0.010% 08/17/20410.0%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.0%
CPI Swap0.010% 12/02/20240.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 02/27/20290.0%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.0%
CPI Swap0.010% 06/06/20280.0%
CPI Swap0.010% 01/18/20290.0%
CPI Swap0.010% 09/11/20280.0%
Santander Holdings USA Inc3.500% 06/07/20240.0%
CPI Swap0.010% 01/13/20290.0%
CPI Swap0.010% 04/26/20300.0%
CPI Swap0.010% 08/27/20280.0%
Vornado Realty LP2.150% 06/01/20260.0%
CPI Swap0.010% 08/14/20280.0%
CPI Swap0.010% 07/25/20280.0%
CPI Swap0.010% 01/24/20290.0%
Drive Auto Receivables Trust 2021-20.360% 05/15/20240.0%
Capital One Multi-Asset Execution Trust2.290% 07/15/20250.0%
CPI Swap0.010% 07/06/20280.0%
CPI Swap0.010% 05/16/20280.0%
CPI Swap0.010% 05/06/20310.0%
CPI Swap0.010% 09/07/20370.0%
CPI Swap0.010% 10/01/20280.0%
DBGS 2018-5BP Mortgage Trust1.349% 06/15/20330.0%
Boeing Co/The2.196% 02/04/20260.0%
Magnetite Xxix Ltd2.034% 01/15/20340.0%
CPI Swap0.010% 08/09/20280.0%
CPI Swap0.010% 10/09/20280.0%
Univision Communications Inc9.500% 05/01/20250.0%
CPI Swap0.010% 05/17/20360.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 05/11/20280.0%
UBS Group AG1.684% 05/23/20230.0%
CPI Swap0.010% 08/03/20280.0%
BNP Paribas SA4.705% 01/10/20250.0%
GM Financial Automobile Leasing Trust 2020-20.800% 07/20/20230.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM2.584% 12/15/20330.0%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.0%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.0%
Hudsons Bay Simon JV Trust 2015-HBS4.666% 08/05/20340.0%
SCF Equipment Leasing 2021-1 LLC1.370% 08/20/20290.0%
Suzano Austria GmbH5.750% 07/14/20260.0%
Hess Corp3.500% 07/15/20240.0%
CPI Swap0.010% 05/11/20310.0%
Upstart Securitization Trust 2021-20.910% 06/20/20310.0%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.0%
Verus Securitization Trust 2021-R31.020% 04/25/20640.0%
Hyundai Capital America1.000% 09/17/20240.0%
People's United Bank NA4.000% 07/15/20240.0%
Netflix Inc3.625% 06/15/20250.0%
Aviation Capital Group LLC4.375% 01/30/20240.0%
Hyundai Capital America5.875% 04/07/20250.0%
Santander Holdings USA Inc3.244% 10/05/20260.0%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C83.647% 12/15/20480.0%
CenterPoint Energy Inc0.828% 05/13/20240.0%
CPI Swap0.010% 09/02/20220.0%
TICP CLO IX Ltd2.203% 01/20/20310.0%
F&G Global Funding1.750% 06/30/20260.0%
Wells Fargo Commercial Mortgage Trust 2016-C323.560% 01/15/20590.0%
Callon Petroleum Co6.125% 10/01/20240.0%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.0%
Weibo Corp3.500% 07/05/20240.0%
Avolon Holdings Funding Ltd4.375% 05/01/20260.0%
LUXE Trust 2021-TRIP2.304% 10/15/20380.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C293.325% 05/15/20490.0%
Life Time Inc5.750% 12/16/20240.0%
HMH Trust 2017-NSS3.062% 07/05/20310.0%
Energy Transfer LP5.875% 01/15/20240.0%
Anchorage Capital CLO 3-R Ltd2.288% 01/28/20310.0%
GA Global Funding Trust0.800% 09/13/20240.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp4.250% 05/30/20230.0%
CSMC 2021-NQM72.064% 10/25/20660.0%
Galaxy XIX CLO Ltd2.134% 07/24/20300.0%
BNP Paribas SA3.375% 01/09/20250.0%
Newell Brands Inc4.100% 04/01/20230.0%
Exeter Automobile Receivables Trust 2021-20.980% 06/15/20260.0%
CSMC 2021-NQM31.015% 04/25/20660.0%
Toyota Auto Receivables 2020-D Owner Trust0.350% 01/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN4.488% 05/05/20300.0%
Ford Credit Auto Owner Trust 2020-C0.410% 07/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.638% 07/05/20330.0%
CPI Swap0.010% 05/03/20220.0%
Intesa Sanpaolo SpA3.125% 07/14/20220.0%
CPI Swap0.010% 01/15/20460.0%
Freeport-McMoRan Inc4.550% 11/14/20240.0%
West Fraser Timber Co Ltd4.350% 10/15/20240.0%
Macquarie Group Ltd3.189% 11/28/20230.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.984% 06/15/20350.0%
PFS Financing Corp1.000% 10/15/20250.0%
Volkswagen Group of America Finance LLC2.900% 05/13/20220.0%
CPI Swap0.010% 09/01/20290.0%
Fluor Corp3.500% 12/15/20240.0%
CPI Swap0.010% 10/02/20290.0%
APi Group DE Inc3.514% 01/03/20290.0%
Drive Auto Receivables Trust 2021-11.020% 06/15/20270.0%
CPI Swap0.010% 04/24/20230.0%
Bain Capital Credit CLO 2018-22.143% 07/19/20310.0%
AAdvantage Loyalty IP Ltd5.813% 04/20/20280.0%
Lennar Corp4.750% 11/15/20220.0%
PulteGroup Inc5.500% 03/01/20260.0%
CARLYLE US CLO 2017-3 Ltd1.963% 07/20/20290.0%
CPI Swap0.010% 11/27/20290.0%
CPI Swap0.010% 10/14/20290.0%
Atrium Hotel Portfolio Trust 2017-ATRM2.054% 12/15/20360.0%
JPMorgan Chase & Co3.875% 09/10/20240.0%
CPS Auto Receivables Trust 2020-C1.010% 01/15/20250.0%
Verizon Owner Trust 2020-B0.470% 02/20/20250.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.350% 10/16/20250.0%
ING Groep NV1.926% 03/28/20260.0%
Uber Technologies Inc8.000% 11/01/20260.0%
British Airways 2013-1 Class A Pass Through Trust4.625% 12/20/20250.0%
CPI Swap0.010% 10/25/20320.0%
Credit Suisse Group AG4.207% 06/12/20240.0%
Santander Drive Auto Receivables Trust 2021-10.750% 02/17/20260.0%
Weibo Corp1.250% 11/15/20220.0%
BPCE SA4.875% 04/01/20260.0%
Drive Auto Receivables Trust 2021-11.450% 01/16/20290.0%
CPI Swap0.010% 01/06/20330.0%
CPI Swap0.010% 02/21/20310.0%
CNH Industrial NV4.500% 08/15/20230.0%
Freeport-McMoRan Inc4.375% 08/01/20280.0%
Clean Harbors Inc2.514% 06/28/20240.0%
CPI Swap0.010% 12/08/20290.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON0.639% 07/05/20310.0%
Ammc Clo 19 Ltd3.613% 10/16/20280.0%
CPI Swap0.010% 03/04/20240.0%
BBCMS Trust 2015-VFM0.449% 03/12/20360.0%
CPI Swap0.010% 01/11/20330.0%
CPI Swap0.010% 01/19/20330.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.0%
Boxer Parent Co Inc9.125% 03/01/20260.0%
CPI Swap0.010% 03/09/20520.0%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.0%
Octagon Investment Partners XIV Ltd1.994% 07/15/20290.0%
N-Star REL CDO VIII Ltd0.875% 02/01/20410.0%
ONEOK Inc7.500% 09/01/20230.0%
CPI Swap0.010% 02/01/20380.0%
CPI Swap0.010% 02/28/20380.0%
CPI Swap0.010% 12/29/20270.0%
Greenko Mauritius Ltd6.250% 02/21/20230.0%
Brookfield Infrastructure Holdings Canada Inc0.000% 05/03/20220.0%
CPI Swap0.010% 04/17/20260.0%
CPI Swap0.010% 02/26/20380.0%
JFIN CLO 2013 Ltd3.263% 01/20/20300.0%
CPI Swap0.010% 04/12/20360.0%
Octane Receivables Trust 2021-10.930% 03/22/20270.0%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.0%
American Airlines 2014-1 Class B Pass Through Trust4.375% 04/01/20240.0%
CPI Swap0.010% 04/06/20410.0%
VeriSign Inc5.250% 04/01/20250.0%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.0%
BPCE SA2.375% 01/14/20250.0%
Eni SpA4.000% 09/12/20230.0%
CPI Swap0.010% 01/23/20330.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 03/23/20320.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.004% 04/15/20310.0%
Navient Private Education Refi Loan Trust 2020-F1.220% 07/15/20690.0%
CPI Swap0.010% 03/10/20320.0%
CPI Swap0.010% 03/06/20320.0%
Verus Securitization Trust 2021-R20.918% 02/25/20640.0%
BNP Paribas SA4.375% 05/12/20260.0%
Towd Point Asset Trust 2018-SL11.268% 01/25/20460.0%
CPI Swap0.010% 03/15/20310.0%
CPI Swap0.010% 03/21/20320.0%
Morgan Stanley4.100% 05/22/20230.0%
HSBC Holdings PLC0.976% 05/24/20250.0%
CPI Swap0.010% 02/12/20330.0%
CPI Swap0.010% 04/01/20330.0%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.0%
CPI Swap0.010% 02/07/20320.0%
HMH Trust 2017-NSS3.343% 07/05/20310.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
CPI Swap0.010% 12/13/20310.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.649% 03/10/20460.0%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.0%
PFS Financing Corp0.970% 02/15/20260.0%
Toll Brothers Finance Corp4.375% 04/15/20230.0%
HMH Trust 2017-NSS4.723% 07/05/20310.0%
CSMC 2014-USA OA LLC0.686% 09/15/20370.0%
State of Illinois4.950% 06/01/20230.0%
Ford Credit Auto Owner Trust 2021-A0.170% 10/15/20230.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK3.795% 06/05/20320.0%
CPI Swap0.010% 03/28/20290.0%
CPI Swap0.010% 04/05/20290.0%
CPI Swap0.010% 03/16/20290.0%
Glencore Funding LLC1.625% 04/27/20260.0%
Akbank TAS5.000% 10/24/20220.0%
RBS Commercial Funding Inc 2013-GSP Trust3.961% 01/15/20320.0%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.0%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 05/03/20300.0%
MGM Resorts International6.750% 05/01/20250.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 04/17/20300.0%
NatWest Markets PLC0.800% 08/12/20240.0%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.0%
Indian Railway Finance Corp Ltd3.730% 03/29/20240.0%
General Motors Financial Co Inc3.700% 05/09/20230.0%
CSMC 2021-AFC1 Trust0.830% 03/25/20560.0%
Danske Bank A/S1.621% 09/11/20260.0%
Bank of America Corp1.319% 06/19/20260.0%
GS Mortgage Securities Corp Trust 2021-ROSS6.454% 05/15/20260.0%
World Omni Automobile Lease Securitization Trust 2020-B0.450% 02/15/20240.0%
Greenko Dutch BV3.850% 03/29/20260.0%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.0%
CPI Swap0.010% 05/21/20280.0%
Air Lease Corp4.250% 02/01/20240.0%
Drive Auto Receivables Trust 2019-42.510% 11/17/20250.0%
CPI Swap0.010% 06/26/20230.0%
BWAY 2013-1515 Mortgage Trust0.534% 03/10/20330.0%
Popular Inc6.125% 09/14/20230.0%
Muthoot Finance Ltd6.125% 10/31/20220.0%
Nordea Bank Abp4.250% 09/21/20220.0%
Apidos CLO XXIV2.013% 10/20/20300.0%
UBS Group AG1.008% 07/30/20240.0%
FNB Corp/PA2.200% 02/24/20230.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
NUTRITION BIOSCIENCES INC0.014% 01/17/20230.0%
CSMC Trust 2017-PFHP1.504% 12/15/20300.0%
Credit Suisse Group AG2.193% 06/05/20260.0%
TCI-Flatiron Clo 2018-1 Ltd2.299% 01/29/20320.0%
Western Midstream Operating LP2.871% 01/13/20230.0%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.0%
Ford Motor Credit Co LLC3.087% 01/09/20230.0%
DBJPM 16-C3 Mortgage Trust1.583% 08/10/20490.0%
Israel Electric Corp Ltd5.000% 11/12/20240.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
Exeter Automobile Receivables Trust 2021-30.340% 01/16/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK4.171% 06/05/20320.0%
POSCO Holdings Inc2.375% 11/12/20220.0%
GM Financial Leasing Trust0.170% 04/20/20230.0%
iHeartCommunications Inc6.375% 05/01/20260.0%
LSTAR Commercial Mortgage Trust 2016-40.787% 03/10/20490.0%
Peachtree Corners Funding Trust3.976% 02/15/20250.0%
Romanian Government International Bond4.875% 01/22/20240.0%
Avolon Holdings Funding Ltd3.950% 07/01/20240.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.704% 04/15/20310.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT0.555% 07/05/20330.0%
Lukoil Capital DAC2.800% 04/26/20270.0%
Howmet Aerospace Inc5.125% 10/01/20240.0%
Goldman Sachs Group Inc/The2.184% 07/24/20230.0%
International Game Technology PLC6.500% 02/15/20250.0%
GM Financial Consumer Automobile Receivables Trust 2019-13.370% 08/16/20240.0%
Muthoot Finance Ltd4.400% 09/02/20230.0%
Halcyon Loan Advisors Funding 2015-2 Ltd2.834% 07/25/20270.0%
Ally Financial Inc4.625% 03/30/20250.0%
KKR Industrial Portfolio Trust 2021-KDIP1.104% 12/15/20370.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Hudsons Bay Simon JV Trust 2015-HBS5.331% 08/05/20340.0%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.0%
Honda Auto Receivables 2021-1 Owner Trust0.160% 07/21/20230.0%
Credit Suisse Group AG1.305% 02/02/20270.0%
Benchmark 2021-B23 Mortgage Trust1.620% 02/15/20540.0%
Verus Securitization Trust 2021-10.815% 01/25/20660.0%
Turkiye Vakiflar Bankasi TAO5.750% 01/30/20230.0%
American Airlines Inc2.448% 06/27/20250.0%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.0%
Macquarie Group Ltd1.340% 01/12/20270.0%
Murphy Oil Corp6.875% 08/15/20240.0%
XPO Logistics Inc6.250% 05/01/20250.0%
Carvana Auto Receivables Trust 2021-N10.700% 01/10/20280.0%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.0%
Drive Auto Receivables Trust4.090% 01/15/20260.0%
Fannie Mae Pool2.747% 12/01/20450.0%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC3.104% 04/15/20310.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT2.338% 07/05/20330.0%
CPI Swap0.010% 03/09/20520.0%
SLIDE 2018-FUN2.054% 06/15/20310.0%
Fannie Mae Pool2.100% 03/01/20420.0%
Goldman Sachs Group Inc/The3.272% 09/29/20250.0%
Aviation Capital Group LLC1.950% 01/30/20260.0%
PFP 2019-6 Ltd1.601% 04/14/20370.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP71.155% 09/15/20500.0%
WFRBS Commercial Mortgage Trust 2012-C74.722% 06/15/20450.0%
HCA Inc8.360% 04/15/20240.0%
Capital One Multi-Asset Execution Trust1.720% 08/15/20240.0%
SK Hynix Inc1.500% 01/19/20260.0%
General Motors Financial Co Inc4.250% 05/15/20230.0%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Standard Chartered PLC1.319% 10/14/20230.0%
American Airlines Inc2.840% 12/15/20230.0%
Atrium Hotel Portfolio Trust 2018-ATRM2.204% 06/15/20350.0%
Cemig Geracao e Transmissao SA9.250% 12/05/20240.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.129% 10/15/20490.0%
First-Citizens Bank & Trust Co3.929% 06/19/20240.0%
Mattel Inc3.375% 04/01/20260.0%
US ULTRA BOND CBT Jun220.000% 06/30/20220.0%
Westlake Automobile Receivables Trust 2020-20.930% 02/15/20240.0%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.0%
Navient Corp5.500% 01/25/20230.0%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.0%
SLIDE 2018-FUN2.354% 06/15/20310.0%
PDC Energy Inc6.125% 09/15/20240.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
CPI Swap0.010% 11/30/20310.0%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
MSCG Trust 2015-ALDR2.612% 06/07/20350.0%
Texas Eastern Transmission LP2.800% 10/15/20220.0%
BNP Paribas SA1.323% 01/13/20270.0%
BBCMS Trust 2015-VFM2.466% 03/10/20360.0%
Hyundai Capital America3.000% 06/20/20220.0%
KOC Holding AS5.250% 03/15/20230.0%
OneMain Finance Corp5.625% 03/15/20230.0%
WFRBS Commercial Mortgage Trust 2014-C210.796% 08/15/20470.0%
Verus Securitization Trust 2020-41.502% 05/25/20650.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
CSMC Trust 2016-NXSR0.348% 12/15/20490.0%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 09/15/20240.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C64.819% 05/15/20450.0%
BNP Paribas SA4.375% 09/28/20250.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Baidu Inc3.075% 04/07/20250.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C311.430% 11/15/20490.0%
Mountain View CLO X Ltd1.841% 10/13/20270.0%
Santander UK Group Holdings PLC1.089% 03/15/20250.0%
CPI Swap0.010% 12/07/20310.0%
Standard Chartered PLC1.214% 03/23/20250.0%
Verus Securitization Trust 2020-51.218% 05/25/20650.0%
Morgan Stanley Capital I Trust 2016-UB111.633% 08/15/20490.0%
Freddie Mac Non Gold Pool1.890% 11/01/20430.0%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.0%
Angel Oak Mortgage Trust 2020-61.261% 05/25/20650.0%
Hyundai Auto Lease Securitization Trust 2021-A0.250% 04/17/20230.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
Freeport-McMoRan Inc4.125% 03/01/20280.0%
GS Mortgage Securities Trust 2013-GCJ121.524% 06/10/20460.0%
WFRBS Commercial Mortgage Trust 2012-C73.431% 06/15/20450.0%
CPI Swap0.010% 04/14/20520.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
Credit Suisse Mortgage Capital Certificates1.616% 04/25/20650.0%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.0%
DBWF 2016-85T Mortgage Trust0.116% 12/10/20360.0%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.0%
Csail 2015-C2 Commercial Mortgage Trust0.118% 06/15/20570.0%
Government National Mortgage Association3.000% 01/16/20480.0%
BX 2021-MFM11.254% 01/15/20340.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.088% 11/15/20490.0%
GS Mortgage Securities Trust 2012-GCJ74.740% 05/10/20450.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.230% 11/16/20230.0%
Verus Securitization Trust 2020-12.417% 01/25/20600.0%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.0%
Freddie Mac Multifamily Structured Pass Through Certificates2.138% 02/25/20320.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON0.308% 07/05/20310.0%
Freddie Mac Multifamily Structured Pass Through Certificates0.296% 11/25/20260.0%
Valero Energy Corp2.850% 04/15/20250.0%
COMM 2013-SFS Mortgage Trust1.873% 04/12/20350.0%
New York Transportation Development Corp1.610% 12/01/20220.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
Ellington Financial Mortgage Trust 2017-10.797% 02/25/20660.0%
Freddie Mac Non Gold Pool2.097% 02/01/20380.0%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.0%
CFCRE Commercial Mortgage Trust 2016-C61.237% 11/10/20490.0%
Residential Mortgage Loan Trust 2020-12.376% 01/26/20600.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.861% 08/15/20490.0%
CFCRE Commercial Mortgage Trust 2016-C70.827% 12/10/20540.0%
UBS-Barclays Commercial Mortgage Trust 2013-C61.226% 04/10/20460.0%
Fannie Mae Pool2.725% 12/01/20450.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.094% 06/15/20480.0%
Oaktree CLO 2015-1 Ltd1.933% 10/20/20270.0%
UBS-Barclays Commercial Mortgage Trust 2012-C23.525% 05/10/20630.0%
Freddie Mac Non Gold Pool2.237% 09/01/20360.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C230.696% 07/15/20500.0%
COMM 2013-GAM3.367% 02/10/20280.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
Fannie Mae Pool1.795% 10/01/20350.0%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.0%
Freddie Mac Non Gold Pool2.070% 12/01/20360.0%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.0%
WFRBS Commercial Mortgage Trust 2013-C131.310% 05/15/20450.0%
Arivo Acceptance Auto Loan Receivables Trust 2019-12.990% 07/15/20240.0%
Fannie Mae Pool2.809% 10/01/20450.0%
Freddie Mac Non Gold Pool2.207% 02/01/20370.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP40.725% 12/15/20490.0%
Lennar Corp4.875% 12/15/20230.0%
Fannie Mae Pool2.076% 12/01/20400.0%
Fannie Mae Pool2.019% 06/01/20380.0%
Morgan Stanley Capital I Trust 2012-STAR2.084% 08/05/20340.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Fannie Mae Pool1.990% 09/01/20380.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.739% 06/15/20480.0%
Citigroup Commercial Mortgage Trust 2015-GC310.461% 06/10/20480.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.500% 05/01/20260.0%
Fannie Mae Pool1.952% 03/01/20390.0%
CFCRE Commercial Mortgage Trust 2016-C41.786% 05/10/20580.0%
SMB Private Education Loan Trust 2021-A1.054% 01/15/20530.0%
Fannie Mae Pool2.402% 01/01/20380.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C101.064% 12/15/20470.0%
JPMBB Commercial Mortgage Securities Trust 2014-C241.009% 11/15/20470.0%
CD 2016-CD1 Mortgage Trust1.505% 08/10/20490.0%
LSTAR Commercial Mortgage Trust 2016-41.918% 03/10/20490.0%
COMM 2014-CCRE19 Mortgage Trust1.096% 08/10/20470.0%
COMM 2013-CCRE7 Mortgage Trust1.304% 03/10/20460.0%
Structured Asset Securities Corp Series 2006-3H5.750% 12/25/20350.0%
UBS-Barclays Commercial Mortgage Trust 2013-C51.017% 03/10/20460.0%
Fannie Mae Pool2.062% 12/01/20400.0%
Fannie Mae Pool2.137% 04/01/20400.0%
Fannie Mae Pool2.579% 12/01/20380.0%
COMM 2013-CCRE8 Mortgage Trust0.415% 06/10/20460.0%
Freddie Mac Non Gold Pool2.079% 04/01/20370.0%
Government National Mortgage Association0.739% 12/16/20540.0%
Freddie Mac Non Gold Pool2.084% 05/01/20360.0%
Foursight Capital Automobile Receivables Trust 2020-12.050% 10/15/20240.0%
Government National Mortgage Association2.900% 10/16/20550.0%
GS Mortgage Securities Trust 2015-GS10.907% 11/10/20480.0%
Freddie Mac Non Gold Pool2.077% 10/01/20380.0%
JPMBB Commercial Mortgage Securities Trust 2015-C290.728% 05/15/20480.0%
West Town Mall Trust 2017-KNOX0.514% 07/05/20300.0%
Interest Rate Swap0.173% 10/21/20250.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK0.661% 06/05/20320.0%
JPMBB Commercial Mortgage Securities Trust 2013-C120.543% 07/15/20450.0%
Citigroup Commercial Mortgage Trust 2014-GC230.303% 07/10/20470.0%
COMM 2012-CCRE4 Mortgage Trust1.837% 10/15/20450.0%
Fannie Mae Pool2.055% 10/01/20400.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC111.363% 04/15/20460.0%
SABLE PERMIAN RESOURCES WARR0.000% -0.0%
New Century Home Equity Loan Trust Series 2005-A5.454% 08/25/20350.0%
Fannie Mae Pool1.964% 08/01/20380.0%
Fannie Mae Pool2.190% 08/01/20370.0%
Government National Mortgage Association0.561% 06/16/20540.0%
Government National Mortgage Association0.642% 08/16/20540.0%
WFRBS Commercial Mortgage Trust 2012-C71.140% 06/15/20450.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
Interest Rate Swap0.049% 10/21/20220.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Fannie Mae Pool2.345% 03/01/20380.0%
Government National Mortgage Association0.211% 01/16/20550.0%
GS Mortgage Securities Trust 2012-GCJ92.071% 11/10/20450.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.503% 06/10/20270.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.160% 06/10/20270.0%
OGX Austria GmbH8.500% 06/01/20180.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
Interest Rate Swap0.330% 10/21/20220.0%
Interest Rate Swap0.330% 10/21/20250.0%
CPI Swap0.010% 07/08/20220.0%
CPI Swap0.010% 03/30/20320.0%
US 5YR NOTE (CBT) Jun220.000% 07/06/20220.0%
CPI Swap0.010% 06/08/20260.0%
CPI Swap0.010% 04/05/20320.0%
CPI Swap0.010% 07/22/20230.0%
CPI Swap0.010% 07/05/20260.0%
CPI Swap0.010% 03/22/20320.0%
CPI Swap0.010% 04/03/20230.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 02/07/20330.0%
CPI Swap0.010% 05/22/20220.0%
CPI Swap0.010% 06/09/20220.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 12/05/20220.0%
CPI Swap0.010% 11/21/20220.0%
CPI Swap0.010% 05/25/20230.0%
CPI Swap0.010% 02/15/20330.0%
CPI Swap0.010% 03/05/20380.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 07/10/20250.0%
CPI Swap0.010% 01/16/20380.0%
CPI Swap0.010% 11/10/20220.0%
CPI Swap0.010% 12/08/20240.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 09/30/20240.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 10/01/2025-0.1%
CPI Swap0.010% 02/10/2023-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 11/30/2023-0.1%
CPI Swap0.010% 08/28/2022-0.1%
US 2YR NOTE (CBT) Jun220.000% 07/06/2022-0.8%

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.

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

For
YTD Dividends Paidas of 06/24/2022
$0.147
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 05/31/2022 $0.03488 $12.28
Daily Daily 04/30/2022 $0.03118 $12.39
Daily Daily 03/31/2022 $0.02946 $12.40
Daily Daily 02/28/2022 $0.02562 $12.50
Daily Daily 01/31/2022 $0.02667 $12.43

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 06/30/2022
Daily Daily 07/31/2022
Daily Daily 08/31/2022
Daily Daily 09/30/2022
Daily Daily 10/31/2022
Daily Daily 11/30/2022
Daily Daily 12/31/2022

Fees & Expenses

Fees & Expenses

Expense Ratioas of 05/31/2022

0.54%

Fund Documents

Fund Documents

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Portfolio Holdings 1Q
Publish Date:11/03/2015
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Portfolio Holdings 3Q
Publish Date:11/03/2015
Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
SAI
Publish Date:11/03/2015
Annual Report
Publish Date:11/03/2015
Semi-Annual Report
Publish Date:11/03/2015
Fact Sheet
Publish Date:11/03/2015
Commentary
Publish Date:11/03/2015
Publish Date:11/03/2015
Publish Date:11/03/2015

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*"Barron's Best Fund Families of 2021", #4 ranking in the Taxable Bond category based on the net total return of the one-year period ending 12/31/2021, among 51 qualifying fund families. Ranking for the ten-year period ending 12/31/2021 is #2 out of 45 qualifying fund families.

Source: Barron’s, “Barron’s Best Fund Families of 2021,” February 18, 2022. Barron’s rankings are based on asset weighted returns in funds in five categories: general equity, world equity (including international and global portfolios), mixed asset (which invest in stocks, bonds and other securities), taxable bond, and tax-exempt (each a "Barron's ranking category"). Rankings also take into account an individual fund's performance within its Lipper peer universe. Lipper calculated each fund's net total return for the year ended December 31, 2021, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer "universe," as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2020 weighting of their Barron's ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron's ranking category. The process is repeated for the five- and ten-year rankings as well.

Barron's Fund Family Rankings are awarded annually.

To qualify for the ranking, firms must offer at least three active mutual funds or actively run ETFs in Lipper’s general U.S. stock category; one in world equity; and one mixed asset, such as a balanced or allocation fund. They also need to offer at least two taxable bond funds and one national tax-exempt bond fund. All funds must have a track record of at least one year. While the ranking excludes index funds, it does include actively managed ETFs and “smart beta” ETFs, which are run passively but built on active investment strategies.

© Refinitiv Lipper 2022. All Rights Reserved. Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data and infrastructure. Lipper provides global, independent fund performance data. Although Lipper makes reasonable efforts to ensure the accuracy and reliability of the data contained herein, the accuracy is not guaranteed by Lipper.

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Minimum initial investment varies depending on the class of shares you buy and the type of account. IRAs, SIMPLEs, and SEP accounts with payroll deductions have no minimums. Please see Fund prospectuses for additional information.      

                    

1

Dividend Yield is a financial ratio that shows how much a mutual fund pays out in dividends each year relative to value with maximum sales charges and without sales charges. The dividend yield is calculated by annualizing the last dividend and dividing it by the fund’s net asset value with maximum sales charges and without sales charges.

 

2

The 30-Day Standardized Yield represents net investment income earned by a fund over a 30-day period. It is expressed as an annual percentage rate using a method of calculation adopted by the Securities and Exchange Commission (SEC). Yields for other share classes will vary.

 

3

The Fund’s Dividend Yield, 12-Month Dividend Yield and 7 Day Yield are shown with and without sales charges and with maximum sales charges. The Fund’s Subsidized Dividend yield takes into account any fee waiver or expense limitation arrangements, if any. Without such fee waivers or expense limitation arrangements, the Fund’s dividend yield would have been lower. Information regarding any fee waivers or expense limitation arrangements applicable to the Fund is provided with the Fund’s expense ratio information.

 

4

The Fund’s Unsubsidized Dividend yield is shown without sales charges and with maximum sales charges. The Fund’s unsubsidized dividend yield reflects what the yield would have been without the effect of fee waivers or expense limitation arrangements.

 

5

The 30-day Standardized Subsidized yields reflect fee waivers in effect. Without such fee waivers, yields would be reduced.  

 

6

The 30-day Standardized Unsubsidized yield does not reflect fee waivers.

 

IMPORTANT INFORMATION

 

A Note about Risk: Although the Fund invests in inflation-linked investments, there is no guarantee that the Fund will generate returns that exceed the rate of inflation in the U.S. over time. During periods of deflation or when inflation is lower than anticipated, the Fund is likely to underperform funds that hold fixed income securities similar to those held by the Fund but do not hold inflation-linked investments. The Fund may invest substantially in inflation-linked derivatives and other types of derivatives and is exposed to the risk that the value of a derivative instrument does not move in correlation to the value of an underlying securities, market index or interest rate, or moves in an opposite direction than anticipated by the Fund. Investing in derivatives also involves greater liquidity, leverage, and counterparty risk. Because derivatives may involve a small amount of cash relative to the total amount of the transaction, the magnitude of losses from derivatives may be greater than the amount originally invested by the Fund. In addition, the Fund must also be able to correctly forecast market movements and other factors to be successful with its derivatives investments. The Fund is subject to the general risks associated with investing in fixed income securities, including market, credit, liquidity, and interest rate risk. These factors can affect the Fund’s performance.  

 

Performance data quoted is historical. Past performance is not indicative of future results. Current performance may be higher or lower than the performance quoted. The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.

 

 

CUSIP identifiers have been provided by CUSIP Global Services, managed on behalf of the American Bankers Association by Standard & Poor’s Financial Services, LLC, and are not for use or dissemination in a manner that would serve as a substitute for any CUSIP service. The CUSIP Database, © 2011 American Bankers Association. “CUSIP” is a registered trademark of the American Bankers Association.

 

With Sales Charge - Returns with sales charges reflect applicable fees and expenses and include all distributions reinvested.

 

Without Sales Charge - Returns shown are without sales charges and have all distributions reinvested. If a sales charge had been deducted, the results would have been lower.

 

Returns shown at less than a year reflect aggregate total returns.

 

Double-Digit Returns - instances of high double-digit returns were achieved primarily during favorable market conditions and may not be sustainable over time.   

 

Indexes reflect total return, unless otherwise specified, with all dividends reinvested. Indexes are unmanaged, do not reflect the deduction of fees or expenses, and are not available for direct investment.

 

Lipper Category Average - Peer group averages are based on universes of funds with the same investment objectives. The average return for the peer group is based on the returns of each individual fund within the group for the period shown. This average assumes reinvestment of dividends.

 

Fund Expense Ratio Detail: Reflects expenses for the Fund's fiscal year-end and is subject to change. Fund expenses may fluctuate with market volatility. A substantial reduction in Fund assets (since its most recently completed fiscal year), whether caused by market conditions or significant redemptions or both, will likely cause total operating expenses (as a percentage of Fund assets) to become higher than those shown.

 

 

Lipper Category Average Expense Ratio reflects the average net expenses of Class A shares of all funds with in the peer group based on Lipper data available.

 

The Fund's portfolio is actively managed and portfolio characteristics, such as individual holdings and sector weightings may change significantly over time. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.  

 

Dividends and Capital Gains: The information presented in this section is intended for general information and is not intended to be relied upon and should not be relied upon, as financial, legal or tax advice for any particular investor. We strongly recommend that you contact your financial, legal or tax advisor regarding your particular tax situation.

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