LIFIX | Inflation Focused Fund Class I | Lord Abbett

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Inflation Focused Fund

Daily price w/o sales charge as of 01/18/2022

$12.37

arrowDown$0.01

YTD Returns w/o sales charge as of 01/18/2022

-1.01%

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 01/18/2022  

w/o sales charge 2.44%

30-Day Standardized Yield 2 as of 12/31/2021  

1.34%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Basicsas of 12/31/2021

Total Net Assets
$3.95 B
Inception Date
04/29/2011
Dividend Frequency
Monthly
Fund Expense Ratio
0.50%
Number of Holdings
1333
Minimum Initial Investment
$1,000,000+

+Minimum Exceptions, Click here.

There is no minimum initial investment for (i) purchases through or by registered investment advisers (RIAs), bank trust departments, and other financial intermediaries otherwise eligible to purchase Class I shares that charge a fee for services that include investment advisory or management services or (ii) purchases by retirement and benefit plans meeting the Class I eligibility requirements as described in the prospectus. These investment minimums may be suspended, changed, or withdrawn by Lord Abbett Distributor LLC ("Lord Abbett Distributor").
Class I shares minimum initial investment of $1,000,000, unless otherwise noted, applies to certain types of institutional investors as described in the prospectus. 

Fund Expense Ratio :

0.50%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 10.43% 10.43% 7.19% 4.33% 2.75% 2.25%
Lipper Category Avg. Inflation Protected Bond Funds 5.40% 5.40% 7.41% 4.54% 2.49% -

Fund Expense Ratio :

0.50%

Fund Expense Ratio :

0.50%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 10.43% 10.43% 7.19% 4.33% 2.75% 2.25%
Lipper Category Avg. Inflation Protected Bond Funds 5.40% 5.40% 7.41% 4.54% 2.49% -

Fund Expense Ratio :

0.50%

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

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Type Assets
Investment Grade Corporate
CMBS
High Yield Corporate
U.S. Government Related
ABS
CLO
Bank Loans
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

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 12/31/2021 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

27 Years of Industry Experience

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

Partner & Portfolio Manager

23 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Co-Head of Taxable Fixed Income

20 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Co-Head of Taxable Fixed Income

30 Years of Industry Experience

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

Partner & Portfolio Manager

20 Years of Industry Experience

Supported By 62 Investment Professionals with 16 Years Avg. Industry Experience

Contact a Representative

To contact your representative, enter your zip code and select your channel below.

Performance

Performance

Dividend Yield 1 as of 01/18/2022  

w/o sales charge 2.44%

30-Day Standardized Yield 2 as of 12/31/2021  

  Subsidized5 Un-Subsidized6
w/o sales charge 1.34% 1.34%

In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.

Fund Expense Ratio :

0.50%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 10.43% 10.43% 7.19% 4.33% 2.75% 2.25%
Lipper Category Avg. Inflation Protected Bond Funds 5.40% 5.40% 7.41% 4.54% 2.49% -

Fund Expense Ratio :

0.50%

Fund Expense Ratio :

0.50%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 10.43% 10.43% 7.19% 4.33% 2.75% 2.25%
Lipper Category Avg. Inflation Protected Bond Funds 5.40% 5.40% 7.41% 4.54% 2.49% -

Fund Expense Ratio :

0.50%

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 10.43%
2020 6.04%
2019 5.16%
2018 -1.08%
2017 1.45%
2016 5.25%
2015 -2.02%
2014 -5.01%
2013 -1.50%
2012 10.02%
2011 -3.31%
Year Q1 Q2 Q3 Q4 Yearly Returns
2022 - - - - -1.01%
2021 4.32% 1.67% 2.32% 1.77% 10.43%
2020 -14.74% 10.49% 6.28% 5.92% 6.04%
2019 2.73% 0.38% -1.23% 3.24% 5.16%
2018 0.54% 1.00% 0.76% -3.32% -1.08%
2017 0.78% -1.56% 1.27% 0.98% 1.45%
2016 -0.85% -0.60% 2.59% 4.10% 5.25%
2015 -0.13% 1.77% -4.63% 1.08% -2.02%
2014 0.07% 2.26% -2.76% -4.54% -5.01%
2013 0.62% -3.70% 1.38% 0.27% -1.50%
2012 5.39% -0.87% 3.14% 2.10% 10.02%
2011 - - -5.93% 2.26% -3.31%

Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.

NAV Historical Prices

Date Net Asset Value

Portfolio

Portfolio

Rating Assets
Investment Grade Corporate
CMBS
High Yield Corporate
U.S. Government Related
ABS
CLO
Bank Loans
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

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 12/31/2021

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 9/30/2021

  • Over the quarter, we added risk exposure to the portfolio’s commercial mortgage-backed securities (CMBS) allocation using relatively longer duration corporate bonds, predominantly in the financials sector, as a funding source. The additions to CMBS in the portfolio have been focused on floating rate single-asset, single-borrower deals with high quality tenants in strong geographic areas. CMBS offer more attractive value relative to corporate bonds, in our view. We believe this securitized asset class has delivered attractive relative carry and has been supported by economic growth and a supportive Federal Government. However, in-depth due diligence is essential as geography matters and rent roll analysis is key. That said, our team continues to identify idiosyncratic opportunities in the CMBS markets.
  • ·We also increased the portfolio’s allocation to mortgage-backed securities (MBS). Specifically, we have added to RMBS warehouse deals which we believe to have attractive relative value and spread pick-up.
  • ·The portfolio’s allocation to both investment grade and high yield corporate bonds decreased over the period. As mentioned above, as short-term investment grade corporate bond spreads tighten, they have been a source for funding investments in securitized products. In terms of short-maturity high yield exposure, the decrease was a result of idiosyncratic selling opportunities and not a signal that we are less constructive on the asset class. The low duration high yield corporate bond allocation, though modest relative to the predominantly investment grade portfolio, continues to be a key driver of alpha in the Fund.  

Portfolio Details as of 12/31/2021

Total Net Assets
$3.95 B
Number of Issues
1333
Average Coupon
2.73%
Average Life
2.05 Years
Average Maturity
2.06 Years
Average Effective Duration
1.77 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 Note/Bond 0.375% 10/31/2023 5.2%
United States Treasury Inflation Indexed Bonds 0.125% 10/15/2026 1.9%
United States Treasury Bill 0.000% 01/27/2022 1.6%
MRA Issuance Trust 2021-8 1.249% 05/15/2022 0.8%
UBS AG 5.125% 05/15/2024 0.5%
Danske Bank A/S 5.375% 01/12/2024 0.5%
CSMC 2021-BHAR 1.260% 11/15/2038 0.4%
New Economy Assets Phase 1 Sponsor LLC 1.910% 10/20/2061 0.4%
GS Mortgage Securities Corp Trust 2021-RENT 1.203% 11/21/2035 0.4%
Flagship Credit Auto Trust 2021-2 0.370% 12/15/2026 0.4%
% of Total Assets 12.1%
Holding Coupon Maturity Assets
United States Treasury Note/Bond0.375% 10/31/20235.5%
United States Treasury Inflation Indexed Bonds0.125% 10/15/20262.1%
United States Treasury Bill0.000% 01/27/20221.7%
United States Treasury Note/Bond1.125% 10/31/20261.5%
MRA Issuance Trust 2021-81.236% 05/15/20220.8%
UBS AG5.125% 05/15/20240.5%
Danske Bank A/S5.375% 01/12/20240.5%
Flagship Credit Auto Trust 2021-20.370% 12/15/20260.4%
CSMC 2021-BHAR1.242% 11/15/20380.4%
New Economy Assets Phase 1 Sponsor LLC1.910% 10/20/20610.4%
GS Mortgage Securities Corp Trust 2021-RENT1.191% 11/21/20350.4%
AMMC CLO 23 Ltd1.181% 10/17/20310.4%
Charter Communications Operating LLC1.850% 04/30/20250.4%
BX Trust 2021-RISE0.842% 11/15/20360.4%
Lloyds Banking Group PLC1.326% 06/15/20230.4%
HONO 2021-LULU Mortgage Trust1.240% 10/15/20360.4%
Dryden 72 CLO Ltd1.236% 05/15/20320.4%
Flex Ltd0.000% 12/07/20210.4%
Ford Motor Credit Co LLC5.584% 03/18/20240.4%
Citigroup Inc5.500% 09/13/20250.4%
BXHPP Trust 2021-FILM0.740% 08/15/20360.3%
Rad CLO 15 Ltd1.263% 01/20/20340.3%
Suncor Energy Ventures Corp4.500% 04/01/20220.3%
Barclays PLC4.610% 02/15/20230.3%
United States Treasury Note/Bond0.125% 08/31/20230.3%
BHMS 2018-ATLS1.990% 07/15/20350.3%
Rosneft Oil Co Via Rosneft International Finance DAC4.199% 03/06/20220.3%
AOA 2021-1177 Mortgage Trust0.964% 10/15/20380.3%
Morgan Stanley Capital I Trust 2014-150E3.912% 09/09/20320.3%
CARLYLE US CLO 2019-1 LTD1.212% 04/20/20310.3%
Danske Bank A/S3.244% 12/20/20250.3%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
SREIT Trust 2021-MFP0.821% 11/15/20380.3%
UniCredit SpA6.572% 01/14/20220.3%
GS Mortgage Securities Corp II1.340% 11/15/20260.3%
UBS Group AG2.859% 08/15/20230.3%
Glencore Funding LLC4.625% 04/29/20240.3%
XPO Logistics Inc1.831% 02/24/20250.3%
Florida Gas Transmission Co LLC3.875% 07/15/20220.3%
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd1.444% 11/15/20360.3%
Westlake Automobile Receivables Trust 2020-11.940% 04/15/20250.3%
Delos Finance Sarl1.882% 10/06/20230.3%
NYO Commercial Mortgage Trust 2021-12901.184% 11/15/20380.3%
Atmos Energy Corp0.625% 03/09/20230.3%
BX Trust 2021-ARIA2.334% 10/15/20360.3%
Romark CLO Ltd1.154% 10/23/20300.3%
Romark CLO Ltd1.774% 10/23/20300.3%
Hyundai Capital America1.150% 11/10/20220.3%
DBGS 2021-W52 Mortgage Trust2.388% 10/15/20360.3%
Wind River 2013-1 CLO Ltd1.112% 07/20/20300.3%
KKR CLO 30 Ltd1.160% 10/17/20310.3%
Fidelity National Information Services Inc0.000% 12/08/20210.3%
Ballyrock CLO 2019-1 Ltd1.154% 07/15/20320.3%
Great Wolf Trust 2019-WOLF1.424% 12/15/20360.3%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON4.128% 07/05/20310.3%
Bayview MSR Opportunity Master Fund Trust 2021-INV40.900% 10/25/20510.3%
Goldman Sachs Group Inc/The2.905% 07/24/20230.3%
PPD Inc2.500% 01/13/20280.3%
NextEra Energy Capital Holdings Inc0.430% 02/22/20230.3%
Park Aerospace Holdings Ltd5.500% 02/15/20240.3%
UniCredit SpA7.830% 12/04/20230.3%
Mortgage Repurchase Agreement Financing Trust Series 2021-10.591% 09/10/20220.3%
Intesa Sanpaolo SpA5.017% 06/26/20240.3%
Boeing Co/The4.875% 05/01/20250.3%
VMWARE INC0.000% 09/02/20240.3%
General Motors Co5.400% 10/02/20230.3%
Sabine Pass Liquefaction LLC5.875% 06/30/20260.3%
Aviation Capital Group LLC3.875% 05/01/20230.3%
Citigroup Inc3.106% 04/08/20260.2%
Avolon Holdings Funding Ltd4.250% 04/15/20260.2%
Santander Drive Auto Receivables Trust 2021-20.900% 06/15/20260.2%
VERDE CLO Ltd1.224% 04/15/20320.2%
BHMS 2018-ATLS2.340% 07/15/20350.2%
ACREC 2021-FL1 Ltd1.239% 10/16/20360.2%
NatWest Group PLC3.875% 09/12/20230.2%
Lloyds Banking Group PLC2.858% 03/17/20230.2%
EQUS 2021-EQAZ Mortgage Trust1.440% 10/15/20380.2%
BX Trust 2018-GW0.890% 05/15/20350.2%
VeriSign Inc4.750% 07/15/20270.2%
DaVita Inc1.840% 08/12/20260.2%
Voya CLO 2018-4 Ltd1.164% 01/15/20320.2%
Scientific Games International Inc2.840% 08/14/20240.2%
FMC Corp0.000% 12/30/20210.2%
TICP CLO XIV Ltd1.251% 10/20/20320.2%
ZH Trust 2021-22.349% 10/17/20270.2%
Gazprom PJSC Via Gaz Capital SA6.510% 03/07/20220.2%
Santander Holdings USA Inc3.450% 06/02/20250.2%
Alliance Data Systems Corp4.750% 12/15/20240.2%
Welbilt Inc2.590% 10/23/20250.2%
Continental Resources Inc/OK3.800% 06/01/20240.2%
MPT Operating Partnership LP / MPT Finance Corp5.000% 10/15/20270.2%
Viterra Finance BV2.000% 04/21/20260.2%
Ashtead Capital Inc4.000% 05/01/20280.2%
CrownRock LP / CrownRock Finance Inc5.625% 10/15/20250.2%
SLIDE 2018-FUN2.190% 06/15/20310.2%
ONE Gas Inc0.850% 03/11/20230.2%
Hilton Worldwide Finance LLC1.842% 06/22/20260.2%
Upstart Securitization Trust 2021-51.310% 11/20/20310.2%
Gilead Sciences Inc0.750% 09/29/20230.2%
HUMANA INC0.000% 10/30/20230.2%
General Motors Financial Co Inc5.100% 01/17/20240.2%
OneMain Direct Auto Receivables Trust 2019-13.950% 11/14/20280.2%
Triton Container International Ltd2.050% 04/15/20260.2%
General Motors Co6.125% 10/01/20250.2%
Nielsen Finance LLC2.089% 10/04/20230.2%
MF1 2021-FL6 Ltd1.539% 07/16/20360.2%
Bain Capital Credit CLO 2019-21.222% 10/17/20320.2%
MEG Energy Corp6.500% 01/15/20250.2%
Brookfield Infrastructure Holdings Canada Inc0.000% 12/07/20210.2%
HGI CRE CLO 2021-FL2 Ltd1.091% 09/17/20360.2%
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd1.160% 08/15/20340.2%
COLT 2021-2 Mortgage Loan Trust0.924% 08/25/20660.2%
Santander Drive Auto Receivables Trust 2021-30.290% 05/15/20240.2%
Credit Suisse Group AG3.574% 01/09/20230.2%
Macquarie Group Ltd1.201% 10/14/20250.2%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand4.125% 11/09/20220.2%
BX Commercial Mortgage Trust 2021-ACNT0.939% 11/15/20260.2%
AIB Group PLC4.263% 04/10/20250.2%
Avolon Holdings Funding Ltd5.125% 10/01/20230.2%
CSMC 2021-NQM61.174% 07/25/20660.2%
Deephaven Residential Mortgage Trust 2021-31.194% 08/25/20660.2%
Lendmark Funding Trust 2021-22.000% 04/20/20320.2%
Aircastle Ltd5.250% 08/11/20250.2%
American Transmission Systems Inc5.250% 01/15/20220.2%
NextGear Floorplan Master Owner Trust2.070% 10/15/20240.2%
Altice France SA/France8.125% 02/01/20270.2%
Dell International LLC / EMC Corp5.450% 06/15/20230.2%
Hudson Yards 2016-10HY Mortgage Trust2.835% 08/10/20380.2%
Hyundai Capital America3.400% 06/20/20240.2%
Ally Financial Inc3.875% 05/21/20240.2%
Avolon TLB Borrower 1 US LLC2.500% 01/15/20250.2%
UBS AG/Stamford CT7.625% 08/17/20220.2%
Matador Resources Co5.875% 09/15/20260.2%
Stellantis NV5.250% 04/15/20230.2%
CHENIERE CORPUS CHRTI HLDG LLC0.018% 06/30/20240.2%
Lundin Energy Finance BV2.000% 07/15/20260.2%
Santander Drive Auto Receivables Trust 2020-41.480% 01/15/20270.2%
BXHPP Trust 2021-FILM0.990% 08/15/20360.2%
ONE Gas Inc1.100% 03/11/20240.2%
Builders FirstSource Inc6.750% 06/01/20270.2%
Range Resources Corp9.250% 02/01/20260.2%
Centene Corp4.250% 12/15/20270.2%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust6.500% 07/15/20250.2%
EPR Properties4.500% 06/01/20270.2%
Atalaya Equipment Leasing Trust 21-11.230% 05/15/20260.2%
BAT Capital Corp3.222% 08/15/20240.2%
Devon Energy Corp8.250% 08/01/20230.2%
Navient Corp5.875% 10/25/20240.2%
PVH Corp4.625% 07/10/20250.2%
Ready Capital Mortgage Financing 2021-FL6 LLC1.042% 07/25/20360.2%
Donlen Fleet Lease Funding 2 LLC0.560% 12/11/20340.2%
Santander UK Group Holdings PLC4.796% 11/15/20240.2%
CSMC 2021-ADV1.490% 07/15/20380.2%
Greystone CRE Notes 2021-FL3 Ltd1.110% 07/15/20390.2%
KIND Trust 2021-KIND1.040% 08/15/20380.2%
Devon Energy Corp5.250% 10/15/20270.2%
BX Commercial Mortgage Trust 2021-XL20.778% 10/15/20380.2%
Ford Motor Credit Co LLC5.596% 01/07/20220.2%
VASA Trust 2021-VASA1.340% 07/15/20390.2%
Bain Capital Credit CLO 2017-1 Ltd1.102% 07/20/20300.2%
Dryden Senior Loan Fund1.104% 04/15/20280.2%
BFLD 2019-DPLO2.330% 10/15/20340.2%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.2%
Westlake Automobile Receivables Trust 2021-21.230% 12/15/20260.2%
Ford Motor Credit Co LLC2.979% 08/03/20220.2%
NXP BV / NXP Funding LLC3.875% 09/01/20220.2%
Ally Financial Inc5.750% 11/20/20250.2%
BX Commercial Mortgage Trust 2019-IMC1.090% 04/15/20340.2%
United Rentals North America Inc3.875% 11/15/20270.2%
TransDigm Inc6.250% 03/15/20260.2%
Lloyds Banking Group PLC4.582% 12/10/20250.2%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand5.375% 04/17/20250.2%
PFP 2021-7 Ltd0.940% 04/14/20380.2%
JPMorgan Chase & Co2.776% 04/25/20230.2%
OCP Clo 2019-17 Ltd1.172% 07/20/20320.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST2.340% 12/15/20360.2%
WEA Finance LLC / Westfield UK & Europe Finance PLC3.750% 09/17/20240.2%
First Quantum Minerals Ltd7.250% 04/01/20230.2%
Microchip Technology Inc0.972% 02/15/20240.2%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
Caesars Resort Collection, LLC2.840% 12/23/20240.1%
Uber Technologies Inc7.500% 05/15/20250.1%
BPCE SA5.150% 07/21/20240.1%
GLS Auto Receivables Issuer Trust 2021-30.420% 01/15/20250.1%
Marlette Funding Trust 2021-31.300% 12/15/20310.1%
CPS Auto Receivables Trust 2020-C1.010% 01/15/20250.1%
Extended Stay America Trust 2021-ESH2.940% 07/15/20380.1%
Westlake Automobile Receivables Trust 2021-20.320% 04/15/20250.1%
Nexstar Media Inc5.625% 07/15/20270.1%
OneMain Direct Auto Receivables Trust 2021-10.870% 07/14/20280.1%
MF1 2021-FL7 Ltd1.169% 10/16/20360.1%
Bank of Ireland Group PLC2.029% 09/30/20270.1%
Freddie Mac STACR REMIC Trust 2021-DNA51.700% 01/25/20340.1%
Life 2021-BMR Mortgage Trust0.790% 03/15/20380.1%
MF1 2021-FL7 Ltd1.539% 10/16/20360.1%
Hyundai Capital America1.300% 01/08/20260.1%
Lennar Corp5.875% 11/15/20240.1%
DISH DBS Corp5.875% 07/15/20220.1%
Cleco Power LLC0.616% 06/15/20230.1%
Nexstar Media Inc2.340% 01/17/20240.1%
BX Commercial Mortgage Trust 2019-XL1.540% 10/15/20360.1%
Avis Budget Rental Car Funding AESOP LLC3.350% 09/22/20250.1%
Central American Bottling Corp5.750% 01/31/20270.1%
AutoNation Inc0.000% 12/01/20210.1%
BDS 2021-FL7 Ltd1.159% 06/16/20360.1%
Aqua Finance Trust 2021-A1.540% 07/17/20460.1%
Kia Corp3.000% 04/25/20230.1%
Credit Suisse Group AG2.997% 12/14/20230.1%
Motel Trust 2021-MTL62.790% 09/15/20380.1%
Caesars Entertainment Inc8.125% 07/01/20270.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Danske Bank A/S1.171% 12/08/20230.1%
Barclays PLC3.684% 01/10/20230.1%
AES Corp/The3.300% 07/15/20250.1%
JBS USA LUX SA2.092% 05/01/20260.1%
Occidental Petroleum Corp5.550% 03/15/20260.1%
Apidos CLO XXXI1.224% 04/15/20310.1%
GS Mortgage Securities Corp Trust 2021-ROSS1.240% 05/15/20260.1%
Nelnet Student Loan Trust 2021-A1.360% 04/20/20620.1%
Octagon Investment Partners 32 Ltd1.074% 07/15/20290.1%
One New York Plaza Trust 2020-1NYP1.040% 01/15/20260.1%
KKR Clo 24 Ltd1.212% 04/20/20320.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.248% 07/05/20330.1%
Hertz Vehicle Financing LLC3.980% 12/26/20250.1%
AT&T Inc0.011% 03/23/20220.1%
Avis Budget Rental Car Funding AESOP LLC3.340% 08/20/20260.1%
KREF 2021-FL2 Ltd1.160% 02/15/20390.1%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc2.875% 10/15/20260.1%
Angel Oak Mortgage Trust 2021-61.458% 09/25/20660.1%
Macquarie Group Ltd1.196% 11/28/20230.1%
McAfee LLC0.000% 09/30/20240.1%
Elmwood CLO X Ltd1.168% 10/20/20340.1%
BDS 2021-FL81.009% 01/18/20360.1%
Puget Energy Inc3.650% 05/15/20250.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN3.905% 05/05/20300.1%
KREF 2021-FL2 Ltd1.390% 02/15/20390.1%
DBGS 2021-W52 Mortgage Trust1.484% 10/15/20360.1%
Anglo American Capital PLC3.625% 09/11/20240.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.875% 01/16/20240.1%
CF Hippolyta LLC1.980% 03/15/20610.1%
Expedia Group Inc6.250% 05/01/20250.1%
Comstock Resources Inc7.500% 05/15/20250.1%
Axalta Coating Systems US Holdings Inc1.882% 06/01/20240.1%
iStar Inc5.500% 02/15/20260.1%
COMM 2012-CCRE1 Mortgage Trust4.612% 05/15/20450.1%
Bank of America Corp1.197% 10/24/20260.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
Ritchie Bros Auctioneers Inc5.375% 01/15/20250.1%
EPR Properties4.750% 12/15/20260.1%
Pacific Gas and Electric Co3.150% 01/01/20260.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE2.949% 09/06/20380.1%
Bayer US Finance II LLC3.875% 12/15/20230.1%
Ford Credit Auto Owner Trust 2018-REV13.190% 07/15/20310.1%
NRG Energy Inc3.750% 06/15/20240.1%
AIB Group PLC4.750% 10/12/20230.1%
BJ's Wholesale Club Inc2.089% 02/03/20240.1%
Navient Private Education Refi Loan Trust 2021-F1.110% 02/18/20700.1%
Drive Auto Receivables Trust 2021-20.360% 05/15/20240.1%
HSBC Holdings PLC3.262% 03/13/20230.1%
Credit Suisse AG/New York NY3.625% 09/09/20240.1%
Microchip Technology Inc4.333% 06/01/20230.1%
Dominion Energy Inc0.646% 09/15/20230.1%
Motel Trust 2021-MTL62.190% 09/15/20380.1%
Navient Private Education Refi Loan Trust 2021-c1.060% 10/15/20690.1%
CSMC 2021-NQM61.379% 07/25/20660.1%
Honda Auto Receivables 2021-2 Owner Trust0.170% 11/15/20230.1%
Barclays PLC5.200% 05/12/20260.1%
Glencore Funding LLC4.125% 05/30/20230.1%
TransDigm Inc8.000% 12/15/20250.1%
Bank of America Corp3.124% 01/20/20230.1%
Plains All American Pipeline LP / PAA Finance Corp4.650% 10/15/20250.1%
Monongahela Power Co4.100% 04/15/20240.1%
Ally Financial Inc1.450% 10/02/20230.1%
Diamondback Energy Inc2.875% 12/01/20240.1%
ARES L CLO Ltd1.174% 01/15/20320.1%
Cikarang Listrindo Tbk PT4.950% 09/14/20260.1%
Seminole Tribe of Florida Inc1.840% 07/08/20240.1%
Bayer US Finance II LLC4.250% 12/15/20250.1%
Westlake Automobile Receivables Trust 2021-10.950% 03/16/20260.1%
Four Seasons Hotels Ltd2.000% 11/30/20230.1%
Intesa Sanpaolo SpA3.250% 09/23/20240.1%
UBS Group AG3.491% 05/23/20230.1%
Alcoa Nederland Holding BV5.500% 12/15/20270.1%
Bank of America Corp2.816% 07/21/20230.1%
Santander Drive Auto Receivables Trust 2021-41.670% 10/15/20270.1%
Vistra Operations Co LLC3.550% 07/15/20240.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
ABN AMRO Bank NV4.750% 07/28/20250.1%
Univision Communications Inc3.750% 03/15/20240.1%
Santander Drive Auto Receivables Trust 2021-21.350% 07/15/20270.1%
Trans Union LLC1.840% 11/16/20260.1%
Carlyle US Clo 2017-2 Ltd1.182% 07/20/20310.1%
Cedar Funding X CLO Ltd1.232% 10/20/20320.1%
CIFC Funding 2013-II Ltd1.122% 10/18/20300.1%
Magnetite XXII Ltd1.184% 04/15/20310.1%
Pacific Gas and Electric Co1.367% 03/10/20230.1%
TCI-Flatiron Clo 2017-1 Ltd1.120% 11/18/20300.1%
EQUS 2021-EQAZ Mortgage Trust1.740% 10/15/20380.1%
Applied Systems Inc3.750% 09/19/20240.1%
Molina Healthcare Inc5.375% 11/15/20220.1%
Edison International3.125% 11/15/20220.1%
Standard Chartered PLC5.200% 01/26/20240.1%
Ascend Learning LLC6.875% 08/01/20250.1%
HCA Inc5.250% 04/15/20250.1%
Verus Securitization Trust 2021-51.013% 09/25/20660.1%
Morgan Stanley0.791% 01/22/20250.1%
Change Healthcare Holdings LLC3.500% 03/01/20240.1%
NCL Corp Ltd5.875% 03/15/20260.1%
Santander Holdings USA Inc3.400% 01/18/20230.1%
Bank of America Corp3.950% 04/21/20250.1%
Vornado Realty LP3.500% 01/15/20250.1%
Verus Securitization Trust 2021-31.046% 06/25/20660.1%
JACKSON FINANCIAL INC0.019% 02/21/20220.1%
Boyd Gaming Corp2.328% 09/15/20230.1%
Alliance Data Systems Corp7.000% 01/15/20260.1%
Clear Channel International BV6.625% 08/01/20250.1%
Hyundai Capital America2.850% 11/01/20220.1%
Drive Auto Receivables Trust 2021-21.390% 03/15/20290.1%
Asurion LLC3.215% 11/03/20230.1%
Hyatt Hotels Corp1.300% 10/01/20230.1%
ProQuest LLC5.750% 10/23/20260.1%
Capital One Prime Auto Receivables Trust 2021-10.320% 02/18/20250.1%
Live Nation Entertainment Inc4.875% 11/01/20240.1%
CSMC 2021-NQM10.809% 05/25/20650.1%
Occidental Petroleum Corp6.950% 07/01/20240.1%
Benefit Street Partners CLO III Ltd1.132% 07/20/20290.1%
Endeavor Energy Resources LP / EER Finance Inc6.625% 07/15/20250.1%
Standard Chartered PLC4.247% 01/20/20230.1%
Carvana Auto Receivables Trust 2021-N20.320% 03/10/20280.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.1%
Petroleos Mexicanos6.875% 08/04/20260.1%
ZF North America Capital Inc4.750% 04/29/20250.1%
GS Mortgage Securities Trust 2013-GCJ123.777% 06/10/20460.1%
Tengizchevroil Finance Co International Ltd2.625% 08/15/20250.1%
ONE Gas Inc0.724% 03/11/20230.1%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.1%
Affirm Asset Securitization Trust 2021-B1.030% 08/17/20260.1%
LFT CRE 2021-FL1 Ltd1.840% 06/15/20390.1%
SM Energy Co10.000% 01/15/20250.1%
Venture 33 CLO Ltd1.184% 07/15/20310.1%
Goldman Sachs Group Inc/The1.948% 10/21/20270.1%
PDC Energy Inc5.750% 05/15/20260.1%
Glencore Funding LLC4.000% 03/27/20270.1%
Flex Ltd3.750% 02/01/20260.1%
Ally Auto Receivables Trust 2019-31.930% 05/15/20240.1%
Republic of Kenya Government International Bond6.875% 06/24/20240.1%
Baidu Inc4.375% 05/14/20240.1%
Howmet Aerospace Inc6.875% 05/01/20250.1%
Cedar Funding V CLO Ltd1.222% 07/17/20310.1%
People's United Financial Inc3.650% 12/06/20220.1%
Standard Chartered PLC3.200% 04/17/20250.1%
Hertz Vehicle Financing III LP1.680% 12/27/20270.1%
Lloyds Banking Group PLC4.650% 03/24/20260.1%
CIT Group Inc5.000% 08/01/20230.1%
Toll Brothers Finance Corp4.875% 11/15/20250.1%
BBCMS 2018-TALL Mortgage Trust0.812% 03/15/20370.1%
Hertz Vehicle Financing LLC1.210% 12/26/20250.1%
Imperial Brands Finance PLC3.500% 02/11/20230.1%
Mariner Finance Issuance Trust 2021-B2.100% 11/20/20360.1%
Bombardier Inc7.125% 06/15/20260.1%
BWAY 2015-1740 Mortgage Trust3.342% 01/10/20350.1%
BX Trust 2021-ARIA2.683% 10/15/20360.1%
CSMC 2021-NQM71.756% 10/25/20660.1%
Itau Unibanco Holding SA/Cayman Island2.900% 01/24/20230.1%
Egypt Government International Bond6.125% 01/31/20220.1%
One New York Plaza Trust 2020-1NYP1.340% 01/15/20260.1%
Parsley Energy LLC / Parsley Finance Corp5.625% 10/15/20270.1%
Comision Federal de Electricidad4.875% 01/15/20240.1%
OneMain Financial Issuance Trust 2019-23.140% 10/14/20360.1%
FirstEnergy Transmission LLC4.350% 01/15/20250.1%
Hyatt Hotels Corp1.800% 10/01/20240.1%
Granite US Holdings Corp11.000% 10/01/20270.1%
BBCMS 2018-TALL Mortgage Trust1.211% 03/15/20370.1%
Cedar Funding XI Clo Ltd1.226% 05/29/20320.1%
SLIDE 2018-FUN1.240% 06/15/20310.1%
Santander Drive Auto Receivables Trust 2021-41.260% 02/16/20270.1%
Aquarion Co4.000% 08/15/20240.1%
Santander Retail Auto Lease Trust 2021-C0.500% 03/20/20250.1%
Bayer US Finance II LLC3.375% 07/15/20240.1%
Lumen Technologies Inc2.090% 01/31/20250.1%
Fresenius Medical Care US Finance II Inc5.875% 01/31/20220.1%
Lukoil International Finance BV4.563% 04/24/20230.1%
Exeter Automobile Receivables Trust 2021-30.340% 01/16/20240.1%
JPMorgan Chase & Co0.768% 08/09/20250.1%
Laredo Petroleum Inc9.500% 01/15/20250.1%
SK Hynix Inc1.000% 01/19/20240.1%
Credit Agricole SA4.375% 03/17/20250.1%
Buckeye Partners LP2.336% 11/01/20260.1%
Triton Container International Ltd0.800% 08/01/20230.1%
Danske Bank A/S1.226% 06/22/20240.1%
Atmos Energy Corp0.496% 03/09/20230.1%
Santander Retail Auto Lease Trust 2021-C0.290% 04/22/20240.1%
CSN Resources SA7.625% 04/17/20260.1%
Sabre GLBL Inc7.375% 09/01/20250.1%
Barings CLO Ltd 2019-III1.202% 04/20/20310.1%
CA Magnum Holdings5.375% 10/31/20260.1%
Hyundai Capital America0.875% 06/14/20240.1%
General Motors Financial Co Inc3.950% 04/13/20240.1%
American Campus Communities Operating Partnership LP3.300% 07/15/20260.1%
CPI Swap0.010% 03/25/20250.1%
Newark BSL CLO 2 Ltd1.094% 07/25/20300.1%
DBWF 2018-GLKS Mortgage Trust1.119% 12/19/20300.1%
Madison Park Funding XI Ltd1.024% 07/23/20290.1%
Angel Oak Mortgage Trust 2021-41.035% 01/20/20650.1%
Cleveland Electric Illuminating Co/The5.500% 08/15/20240.1%
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%
Great Wolf Trust 2019-WOLF1.723% 12/15/20360.1%
Freddie Mac STACR REMIC Trust 2021-HQA30.900% 09/25/20410.1%
Westinghouse Air Brake Technologies Corp4.400% 03/15/20240.1%
Morgan Stanley0.790% 05/30/20250.1%
National Fuel Gas Co3.750% 03/01/20230.1%
Santander Retail Auto Lease Trust 2021-A0.510% 07/22/20240.1%
Univision Communications Inc5.125% 02/15/20250.1%
JPMorgan Chase & Co0.824% 06/01/20250.1%
NUTRITION BIOSCIENCES INC0.014% 01/17/20250.1%
Aircastle Ltd4.400% 09/25/20230.1%
USI Inc/NY6.875% 05/01/20250.1%
Calpine Corp5.250% 06/01/20260.1%
Syniverse Holdings Inc6.000% 03/09/20230.1%
Ashtead Capital Inc4.375% 08/15/20270.1%
BX Commercial Mortgage Trust 2021-ACNT1.939% 11/15/20260.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.429% 06/10/20270.1%
Arcos Dorados Holdings Inc6.625% 09/27/20230.1%
Lennar Corp4.750% 05/30/20250.1%
CHT 2017-COSMO Mortgage Trust3.831% 11/15/20360.1%
Scientific Games International Inc8.625% 07/01/20250.1%
CenterPoint Energy Resources Corp0.620% 03/02/20230.1%
Petroleos Mexicanos3.764% 03/11/20220.1%
MGM Resorts International5.750% 06/15/20250.1%
Plains All American Pipeline LP / PAA Finance Corp4.500% 12/15/20260.1%
BFLD 2019-DPLO1.180% 10/15/20340.1%
Air Canada 2015-2 Class B Pass Through Trust5.000% 06/15/20250.1%
CHT 2017-COSMO Mortgage Trust1.490% 11/15/20360.1%
Carnival Corp3.750% 06/30/20250.1%
Dell Equipment Finance Trust 2021-20.330% 12/22/20260.1%
Bank of America Corp0.523% 06/14/20240.1%
Goldman Sachs Group Inc/The0.657% 09/10/20240.1%
Novelis Corp3.250% 11/15/20260.1%
NatWest Group PLC5.125% 05/28/20240.1%
athenahealth Inc4.339% 02/11/20260.1%
Australia & New Zealand Banking Group Ltd4.500% 03/19/20240.1%
CPI Swap0.010% 04/01/20250.1%
Navient Corp7.250% 09/25/20230.1%
Glencore Finance Canada Ltd4.250% 10/25/20220.1%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.1%
Baffinland Iron Mines Corp / Baffinland Iron Mines LP8.750% 07/15/20260.1%
Trans-Allegheny Interstate Line Co3.850% 06/01/20250.1%
Navient Corp6.125% 03/25/20240.1%
HCA Inc5.375% 02/01/20250.1%
MPLX LP4.875% 12/01/20240.1%
BHMS 2018-ATLS1.340% 07/15/20350.1%
BB-UBS Trust3.678% 06/05/20300.1%
FMG Resources August 2006 Pty Ltd5.125% 05/15/20240.1%
NatWest Group PLC3.498% 05/15/20230.1%
EQUS 2021-EQAZ Mortgage Trust1.190% 10/15/20380.1%
Credit Suisse Group AG2.593% 09/11/20250.1%
Carvana Co5.625% 10/01/20250.1%
Standard Chartered PLC2.819% 01/30/20260.1%
ABN AMRO Bank NV6.250% 04/27/20220.1%
Intesa Sanpaolo SpA5.710% 01/15/20260.1%
GS Mortgage Securities Trust 2013-G13.557% 04/10/20310.1%
Netflix Inc4.375% 11/15/20260.1%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.1%
Charter Communications Operating LLC1.600% 03/31/20230.1%
Aviation Capital Group LLC5.500% 12/15/20240.1%
Centrica PLC4.000% 10/16/20230.1%
Australia & New Zealand Banking Group Ltd4.400% 05/19/20260.1%
Starwood Mortgage Residential Trust 2021-20.943% 05/25/20650.1%
Great Wolf Trust 2019-WOLF2.822% 12/15/20360.1%
Synovus Financial Corp3.125% 11/01/20220.1%
Chobani LLC / Chobani Finance Corp Inc7.500% 04/15/20250.1%
Barclays PLC4.375% 09/11/20240.1%
Exeter Automobile Receivables Trust 2021-31.550% 06/15/20270.1%
Triton Container International Ltd1.150% 06/07/20240.1%
OneMain Finance Corp6.125% 03/15/20240.1%
Alexander Funding Trust1.841% 11/15/20230.1%
SREIT Trust 2021-MFP1.669% 11/15/20380.1%
Global Payments Inc1.467% 07/09/20240.1%
Boeing Co/The4.508% 05/01/20230.1%
Cenovus Energy Inc5.375% 07/15/20250.1%
GLP Capital LP1.589% 05/21/20230.1%
Standard Chartered PLC3.885% 03/15/20240.1%
American Airlines Group Inc3.750% 03/01/20250.1%
Niagara Mohawk Power Corp3.508% 10/01/20240.1%
Aramark Services Inc5.000% 04/01/20250.1%
Coty Inc5.000% 04/15/20260.1%
ELP Commercial Mortgage Trust 2021-ELP1.610% 11/15/20380.1%
BBVA Bancomer SA/Texas4.375% 04/10/20240.1%
ABG Intermediate Holdings 2 LLC4.000% 09/29/20240.1%
SCF Equipment Leasing 2019-2 LLC2.760% 08/20/20260.1%
Ziggo BV5.500% 01/15/20270.1%
Westlake Automobile Receivables Trust 2020-20.930% 02/15/20240.1%
Pilgrim's Pride Corp5.875% 09/30/20270.1%
Baidu Inc3.875% 09/29/20230.1%
Ford Credit Auto Lease Trust 2021-A0.300% 04/15/20240.1%
CPI Swap0.010% 08/22/20260.1%
CNO Financial Group Inc5.250% 05/30/20250.1%
Cedar Funding XIV CLO Ltd1.224% 07/15/20330.1%
GS Mortgage Securities Corp Trust 2018-RIVR1.040% 07/15/20350.1%
MF1 2020-FL3 Ltd3.912% 07/15/20350.1%
IHO Verwaltungs GmbH4.750% 09/15/20260.1%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.1%
Select Medical Corp6.250% 08/15/20260.1%
HAT Holdings I LLC / HAT Holdings II LLC3.375% 06/15/20260.1%
Devon Energy Corp5.875% 06/15/20280.1%
OGE Energy Corp0.703% 05/26/20230.1%
Kemper Corp4.350% 02/15/20250.1%
CPI Swap0.010% 06/14/20280.1%
Hyundai Capital America1.250% 09/18/20230.1%
Energy Transfer LP4.250% 03/15/20230.1%
EQT Corp6.625% 02/01/20250.1%
Nexstar Media Inc1.586% 09/19/20240.1%
Invitation Homes Operating Partnership LP1.090% 01/31/20250.1%
Steel Dynamics Inc5.000% 12/15/20260.1%
Continental Resources Inc/OK4.500% 04/15/20230.1%
Panera Bread Co2.375% 07/18/20220.1%
CyrusOne LP / CyrusOne Finance Corp2.900% 11/15/20240.1%
LFT CRE 2021-FL1 Ltd1.260% 06/15/20390.1%
Mitsubishi UFJ Financial Group Inc0.953% 07/19/20250.1%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.1%
Dell International LLC / EMC Corp6.020% 06/15/20260.1%
Santander UK Group Holdings PLC3.373% 01/05/20240.1%
Anglo American Capital PLC4.125% 09/27/20220.1%
Citigroup Inc3.875% 03/26/20250.1%
LSTAR Commercial Mortgage Trust 2017-54.500% 03/10/20500.1%
Carlyle Global Market Strategies CLO 2015-1 Ltd1.112% 07/20/20310.1%
Royal Caribbean Cruises Ltd11.500% 06/01/20250.1%
OneMain Finance Corp8.250% 10/01/20230.1%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.1%
JBS USA LUX SA / JBS USA Finance Inc6.750% 02/15/20280.1%
Citigroup Global Markets Holdings Inc/United States0.750% 06/07/20240.1%
Plains All American Pipeline LP / PAA Finance Corp3.850% 10/15/20230.1%
Oceaneering International Inc4.650% 11/15/20240.1%
Legacy LifePoint Health LLC6.750% 04/15/20250.1%
MSBAM Commercial Mortgage Securities Trust 2012-CKSV3.277% 10/15/20300.1%
Valero Energy Corp2.850% 04/15/20250.1%
Standard Chartered PLC0.991% 01/12/20250.1%
Air Lease Corp3.000% 09/15/20230.1%
Grand Avenue CRE 2019-FL11.590% 06/15/20370.1%
Citigroup Inc4.400% 06/10/20250.1%
Westinghouse Air Brake Technologies Corp4.375% 08/15/20230.1%
Standard Chartered PLC3.785% 05/21/20250.1%
Intesa Sanpaolo SpA3.375% 01/12/20230.1%
Reynolds American Inc4.450% 06/12/20250.1%
Coterra Energy Inc4.375% 06/01/20240.1%
Pertamina Persero PT4.875% 05/03/20220.1%
Filtration Group Corp3.090% 03/29/20250.1%
BB-UBS Trust3.678% 06/05/20300.1%
Danske Bank A/S0.976% 09/10/20250.1%
GM Financial Leasing Trust0.260% 02/20/20240.1%
HESS CORPORATION2.100% 03/16/20230.1%
Continental Resources Inc/OK2.268% 11/15/20260.1%
Santander Drive Auto Receivables Trust 2021-20.280% 04/15/20240.1%
GM Financial Automobile Leasing Trust 2020-20.800% 07/20/20230.1%
Parsley Energy LLC / Parsley Finance Corp4.125% 02/15/20280.1%
BankUnited Inc4.875% 11/17/20250.1%
One New York Plaza Trust 2020-1NYP1.590% 01/15/20260.1%
CPI Swap0.010% 03/31/20250.1%
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd1.190% 05/15/20360.1%
Octagon Investment Partners XXI Ltd1.156% 02/14/20310.1%
Imperial Brands Finance PLC3.125% 07/26/20240.1%
BX Trust 2017-SLCT4.340% 07/15/20340.1%
FirstEnergy Corp3.350% 07/15/20220.1%
Aircastle Ltd5.000% 04/01/20230.1%
Syniverse Holdings Inc0.000% 03/11/20240.1%
Dell International LLC / EMC Corp5.850% 07/15/20250.1%
Crown Castle International Corp1.225% 06/21/20240.1%
William Carter Co/The5.500% 05/15/20250.1%
Occidental Petroleum Corp2.900% 08/15/20240.1%
Western Midstream Operating LP3.950% 06/01/20250.1%
CPI Swap0.010% 08/04/20260.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
TransAlta Corp4.500% 11/15/20220.1%
CPI Swap0.010% 04/07/20250.1%
General Motors Financial Co Inc5.250% 03/01/20260.1%
Dell International LLC / EMC Corp4.000% 07/15/20240.0%
Petroleos Mexicanos5.375% 03/13/20220.0%
Rumo Luxembourg Sarl5.875% 01/18/20250.0%
Westlake Automobile Receivables Trust 2021-20.890% 07/15/20260.0%
Drive Auto Receivables Trust 2020-23.050% 05/15/20280.0%
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp6.000% 08/01/20260.0%
Pacific Gas and Electric Co3.750% 02/15/20240.0%
GLS Auto Receivables Issuer Trust 2019-42.470% 11/15/20230.0%
SCF Equipment Leasing 2021-1 LLC0.830% 08/21/20280.0%
Greystone Commercial Real Estate Notes 2018-HC1 Ltd1.640% 09/15/20280.0%
Ford Credit Auto Owner Trust 2021-REV11.370% 10/17/20330.0%
International Game Technology PLC4.125% 04/15/20260.0%
GM Financial Leasing Trust0.170% 04/20/20230.0%
Emirates NBD Bank PJSC3.250% 11/14/20220.0%
OCP CLO 2016-12 Ltd1.242% 10/18/20280.0%
SFO Commercial Mortgage Trust 2021-5551.240% 05/15/20380.0%
Nielsen Co Luxembourg SARL/The5.000% 02/01/20250.0%
EPR Properties4.500% 04/01/20250.0%
Lennar Corp4.500% 04/30/20240.0%
CPI Swap0.010% 02/13/20290.0%
Anglo American Capital PLC4.875% 05/14/20250.0%
Humana Inc0.013% 05/28/20240.0%
Navient Corp6.500% 06/15/20220.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp5.500% 03/01/20250.0%
Hudsons Bay Simon JV Trust 2015-HBS2.886% 08/05/20340.0%
VMware Inc2.950% 08/21/20220.0%
Glencore Funding LLC4.000% 04/16/20250.0%
Brinker International Inc5.000% 10/01/20240.0%
Petroleos Mexicanos4.250% 01/15/20250.0%
Exeter Automobile Receivables Trust 2021-33.040% 12/15/20280.0%
Ally Financial Inc5.125% 09/30/20240.0%
Hyundai Capital America1.500% 06/15/20260.0%
Exeter Automobile Receivables Trust 2021-21.400% 04/15/20270.0%
Credit Suisse Group AG3.750% 03/26/20250.0%
IHS Markit Ltd4.125% 08/01/20230.0%
Verus Securitization Trust 2021-R31.020% 04/25/20640.0%
SL Green Realty Corp4.500% 12/01/20220.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust1.750% 10/29/20240.0%
Ford Credit Auto Owner Trust 2021-A0.170% 10/15/20230.0%
IPALCO Enterprises Inc3.700% 09/01/20240.0%
Upstart Securitization Trust 2021-20.910% 06/20/20310.0%
Irvine Core Office Trust 2013-IRV3.279% 05/15/20480.0%
Microchip Technology Inc2.670% 09/01/20230.0%
Morocco Government International Bond4.250% 12/11/20220.0%
UniCredit SpA4.027% 01/14/20220.0%
Aon Corp8.205% 01/01/20270.0%
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer7.500% 06/01/20250.0%
Suncor Energy Inc7.875% 06/15/20260.0%
FAGE International SA / FAGE USA Dairy Industry Inc5.625% 08/15/20260.0%
CPI Swap0.010% 12/30/20230.0%
CIT Group Inc4.750% 02/16/20240.0%
DBWF 2018-AMXP Mortgage Trust4.122% 05/05/20350.0%
BBCMS Trust 2018-BXH1.090% 10/15/20370.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.500% 09/15/20230.0%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.0%
CPI Swap0.010% 06/18/20290.0%
IHS Markit Ltd4.750% 02/15/20250.0%
BPCE SA4.500% 03/15/20250.0%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.0%
General Motors Financial Co Inc2.750% 06/20/20250.0%
GLP Capital LP / GLP Financing II Inc5.250% 06/01/20250.0%
CPI Swap0.010% 02/11/20310.0%
Pacific Gas and Electric Co3.250% 06/15/20230.0%
Ford Credit Auto Lease Trust 2021-A0.260% 02/15/20240.0%
JFIN CLO 2013 Ltd1.522% 01/20/20300.0%
Reliance Industries Ltd5.400% 02/14/20220.0%
Hyundai Capital America0.800% 01/08/20240.0%
nVent Finance Sarl3.950% 04/15/20230.0%
Vornado Realty LP2.150% 06/01/20260.0%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp5.250% 10/01/20250.0%
National Fuel Gas Co5.500% 01/15/20260.0%
CPI Swap0.010% 05/21/20250.0%
CPI Swap0.010% 04/18/20300.0%
F&G Global Funding0.900% 09/20/20240.0%
Bayer US Finance II LLC1.126% 12/15/20230.0%
CPI Swap0.010% 06/15/20290.0%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.0%
Generate CLO 2 Ltd1.278% 01/22/20310.0%
CPI Swap0.010% 03/16/20310.0%
GS Mortgage Securities Corp II3.007% 12/10/20300.0%
Credit Acceptance Auto Loan Trust 2021-31.000% 05/15/20300.0%
Energy Transfer LP5.875% 01/15/20240.0%
CNO Global Funding1.750% 10/07/20260.0%
Turkiye Vakiflar Bankasi TAO5.625% 05/30/20220.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust3.150% 02/15/20240.0%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.0%
Israel Electric Corp Ltd6.875% 06/21/20230.0%
Mattel Inc3.150% 03/15/20230.0%
HAT Holdings I LLC / HAT Holdings II LLC6.000% 04/15/20250.0%
Master Credit Card Trust II Series 2018-10.581% 07/21/20240.0%
DBGS 2018-BIOD Mortgage Trust0.893% 05/15/20350.0%
UBS-BAMLL Trust3.663% 06/10/20300.0%
Nexstar Media Inc1.586% 10/26/20230.0%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.0%
CPI Swap0.010% 08/06/20280.0%
CSMC 2021-NQM72.064% 10/25/20660.0%
Vale Overseas Ltd6.250% 08/10/20260.0%
CPI Swap0.010% 06/28/20300.0%
Verizon Owner Trust 2020-C0.410% 04/21/20250.0%
Anchorage Capital CLO 4-R Ltd1.186% 01/28/20310.0%
CPI Swap0.010% 06/17/20290.0%
HSBC Holdings PLC0.732% 08/17/20240.0%
CSMC 2021-NQM31.015% 04/25/20660.0%
Boeing Co/The2.196% 02/04/20260.0%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.0%
Santander Holdings USA Inc3.500% 06/07/20240.0%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.0%
WFRBS Commercial Mortgage Trust 2013-C113.311% 03/15/20450.0%
Lukoil Capital DAC2.800% 04/26/20270.0%
BlueMountain Fuji US Clo I Ltd1.112% 07/20/20290.0%
FORD MOTOR COMPANY1.850% 12/31/20220.0%
GM Financial Consumer Automobile Receivables Trust 2020-40.380% 08/18/20250.0%
Honda Auto Receivables 2021-1 Owner Trust0.160% 07/21/20230.0%
OneMain Finance Corp8.875% 06/01/20250.0%
CPI Swap0.010% 05/04/20310.0%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.0%
CPI Swap0.010% 01/11/20250.0%
Kinross Gold Corp5.950% 03/15/20240.0%
United Airlines Inc4.375% 04/15/20260.0%
Drive Auto Receivables Trust 2019-42.510% 11/17/20250.0%
BNP Paribas SA4.705% 01/10/20250.0%
Meredith Corp4.750% 01/31/20250.0%
Ford Credit Auto Lease Trust 2021-A0.190% 07/15/20230.0%
CPI Swap0.010% 04/12/20220.0%
Suzano Austria GmbH5.750% 07/14/20260.0%
Capital One Multi-Asset Execution Trust2.290% 07/15/20250.0%
CPI Swap0.010% 01/06/20260.0%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.0%
DBGS 2018-5BP Mortgage Trust0.885% 06/15/20330.0%
ABN AMRO Bank NV4.800% 04/18/20260.0%
Magnetite Xxix Ltd1.114% 01/15/20340.0%
CPI Swap0.010% 11/21/20230.0%
Hess Corp3.500% 07/15/20240.0%
OCP CLO 2016-12 Ltd1.722% 10/18/20280.0%
Santander Holdings USA Inc3.244% 10/05/20260.0%
CIT Group Inc5.000% 08/15/20220.0%
Hyundai Capital America5.875% 04/07/20250.0%
Netflix Inc3.625% 06/15/20250.0%
JPMorgan Chase & Co3.875% 09/10/20240.0%
Hudsons Bay Simon JV Trust 2015-HBS4.666% 08/05/20340.0%
CPI Swap0.010% 07/21/20340.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM2.120% 12/15/20330.0%
CPI Swap0.010% 06/14/20290.0%
UBS Group AG1.384% 05/23/20230.0%
F&G Global Funding1.750% 06/30/20260.0%
Alcoa Nederland Holding BV6.125% 05/15/20280.0%
ASB Bank Ltd3.750% 06/14/20230.0%
Cleco Corporate Holdings LLC3.743% 05/01/20260.0%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.0%
Avolon Holdings Funding Ltd4.375% 05/01/20260.0%
Hyundai Capital America1.000% 09/17/20240.0%
Wells Fargo Commercial Mortgage Trust 2016-C323.560% 01/15/20590.0%
Aviation Capital Group LLC4.375% 01/30/20240.0%
US 2YR NOTE (CBT) Mar220.000% 04/05/20220.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C293.325% 05/15/20490.0%
People's United Bank NA4.000% 07/15/20240.0%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.0%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.0%
CPI Swap0.010% 04/11/20260.0%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.0%
CPI Swap0.010% 12/02/20280.0%
Petroleos Mexicanos6.875% 10/16/20250.0%
Dino Grandparent Inc1.842% 02/20/20230.0%
Weibo Corp3.500% 07/05/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON0.639% 07/05/20310.0%
CGRBS Commercial Mortgage Trust 2013-VN053.369% 03/13/20350.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C83.659% 12/15/20480.0%
CPI Swap0.010% 06/21/20270.0%
Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd1.240% 06/15/20280.0%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.0%
GA Global Funding Trust0.800% 09/13/20240.0%
Citigroup Inc1.281% 11/03/20250.0%
CPI Swap0.010% 04/21/20360.0%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.0%
LUXE Trust 2021-TRIP1.840% 10/15/20380.0%
CenterPoint Energy Inc0.700% 05/13/20240.0%
CPI Swap0.010% 06/25/20300.0%
DBWF 2018-AMXP Mortgage Trust3.956% 05/05/20350.0%
BNP Paribas SA3.375% 01/09/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ1.390% 06/15/20320.0%
Churchill Downs Inc2.100% 12/27/20240.0%
SCF Equipment Leasing 2021-1 LLC1.370% 08/20/20290.0%
HMH Trust 2017-NSS3.062% 07/05/20310.0%
Toyota Auto Receivables 2020-D Owner Trust0.350% 01/15/20250.0%
CPI Swap0.010% 10/14/20260.0%
Callon Petroleum Co6.125% 10/01/20240.0%
Anchorage Capital CLO 3-R Ltd1.186% 01/28/20310.0%
Life Time Inc5.750% 12/16/20240.0%
Newell Brands Inc4.350% 04/01/20230.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp4.250% 05/30/20230.0%
CPI Swap0.010% 12/10/20280.0%
Exeter Automobile Receivables Trust 2021-20.980% 06/15/20260.0%
Arbor Realty Commercial Real Estate Notes 2019-FL1 Ltd1.240% 05/15/20370.0%
British Airways 2013-1 Class A Pass Through Trust4.625% 12/20/20250.0%
Galaxy XIX CLO Ltd1.074% 07/24/20300.0%
CPI Swap0.010% 11/25/20240.0%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.0%
World Financial Network Credit Card Master Trust3.140% 12/15/20250.0%
CPI Swap0.010% 06/01/20300.0%
West Fraser Timber Co Ltd4.350% 10/15/20240.0%
Mercedes-Benz Auto Lease Trust 2021-A0.250% 01/16/20240.0%
CPI Swap0.010% 03/18/20330.0%
CPI Swap0.010% 06/30/20300.0%
Jersey Central Power & Light Co4.700% 04/01/20240.0%
Danske Bank A/S5.000% 01/12/20220.0%
CPI Swap0.010% 03/22/20410.0%
Freeport-McMoRan Inc4.550% 11/14/20240.0%
Ford Credit Auto Owner Trust 2020-C0.410% 07/15/20250.0%
CPI Swap0.010% 06/02/20310.0%
Fluor Corp3.500% 12/15/20240.0%
Aviation Capital Group LLC2.875% 01/20/20220.0%
Octane Receivables Trust 2021-10.930% 03/22/20270.0%
Intesa Sanpaolo SpA3.125% 07/14/20220.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.286% 07/05/20330.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN4.488% 05/05/20300.0%
PFS Financing Corp1.000% 10/15/20250.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.520% 06/15/20350.0%
Humana Inc0.650% 08/03/20230.0%
Verus Securitization Trust 2021-R20.918% 02/25/20640.0%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.0%
CPI Swap0.010% 07/24/20290.0%
CPI Swap0.010% 07/31/20290.0%
Macquarie Group Ltd3.189% 11/28/20230.0%
Caesars Entertainment Inc6.250% 07/01/20250.0%
GS Mortgage Securities Corp Trust 2017-STAY1.440% 07/15/20320.0%
BBCMS Trust 2015-VFM0.465% 03/12/20360.0%
Assurant Inc4.200% 09/27/20230.0%
CPI Swap0.010% 04/27/20310.0%
CPI Swap0.010% 12/09/20240.0%
Drive Auto Receivables Trust 2021-11.020% 06/15/20270.0%
CPI Swap0.010% 01/13/20220.0%
CPI Swap0.010% 03/02/20240.0%
Fresenius Medical Care US Finance III Inc1.875% 12/01/20260.0%
APi Group DE Inc0.000% 10/07/20280.0%
Volkswagen Group of America Finance LLC2.900% 05/13/20220.0%
CPI Swap0.010% 07/27/20360.0%
CPI Swap0.010% 03/31/20310.0%
N-Star REL CDO VIII Ltd0.506% 02/01/20410.0%
AAdvantage Loyalty IP Ltd5.500% 04/20/20280.0%
Bain Capital Credit CLO 2018-21.204% 07/19/20310.0%
CPI Swap0.010% 12/05/20240.0%
Swedbank AB2.800% 03/14/20220.0%
Atrium Hotel Portfolio Trust 2017-ATRM1.590% 12/15/20360.0%
Lennar Corp4.750% 11/15/20220.0%
CPI Swap0.010% 04/06/20330.0%
Credit Suisse Group AG4.207% 06/12/20240.0%
CARLYLE US CLO 2017-3 Ltd1.032% 07/20/20290.0%
Navient Private Education Refi Loan Trust 2020-F1.220% 07/15/20690.0%
CPI Swap0.010% 11/15/20240.0%
Drive Auto Receivables Trust 2021-11.450% 01/16/20290.0%
CPI Swap0.010% 03/20/20220.0%
Verizon Owner Trust 2020-B0.470% 02/20/20250.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.350% 10/16/20250.0%
Greystone Commercial Real Estate Notes 2018-HC1 Ltd2.240% 09/15/20280.0%
CNH Industrial NV4.500% 08/15/20230.0%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.0%
Vail Resorts Inc6.250% 05/15/20250.0%
Towd Point Asset Trust 2018-SL10.692% 01/25/20460.0%
Morgan Stanley4.100% 05/22/20230.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ1.690% 06/15/20320.0%
Swedbank AB1.300% 06/02/20230.0%
Santander Drive Auto Receivables Trust 2021-10.750% 02/17/20260.0%
CPI Swap0.010% 04/29/20310.0%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.0%
CPI Swap0.010% 10/15/20290.0%
WFRBS Commercial Mortgage Trust 2012-C73.431% 06/15/20450.0%
Uber Technologies Inc8.000% 11/01/20260.0%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.0%
WideOpenWest Finance LLC4.250% 08/18/20230.0%
XPO Logistics Inc6.250% 05/01/20250.0%
CPI Swap0.010% 06/07/20330.0%
Clean Harbors Inc1.840% 06/28/20240.0%
CPI Swap0.010% 06/04/20330.0%
Weibo Corp1.250% 11/15/20220.0%
NeuStar Inc0.000% 08/08/20240.0%
CPI Swap0.010% 05/03/20220.0%
CPI Swap0.010% 09/21/20280.0%
CPI Swap0.010% 07/17/20280.0%
Boxer Parent Co Inc9.125% 03/01/20260.0%
Exeter Automobile Receivables Trust 2021-20.270% 01/16/20240.0%
Ammc Clo 19 Ltd2.672% 10/16/20280.0%
American Airlines 2014-1 Class B Pass Through Trust4.375% 04/01/20240.0%
ONEOK Inc7.500% 09/01/20230.0%
CPI Swap0.010% 04/30/20310.0%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.0%
Puget Energy Inc5.625% 07/15/20220.0%
Greenko Mauritius Ltd6.250% 02/21/20230.0%
BX Trust 2017-SLCT2.140% 07/15/20340.0%
Octagon Investment Partners XIV Ltd1.074% 07/15/20290.0%
VeriSign Inc5.250% 04/01/20250.0%
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd8.000% 09/20/20250.0%
CPI Swap0.010% 10/30/20300.0%
BPCE SA2.375% 01/14/20250.0%
OZLM VIII Ltd1.292% 10/17/20290.0%
Prima Capital CRE Securitization4.500% 12/24/20500.0%
CSMC 2014-USA OA LLC0.686% 09/15/20370.0%
SK Hynix Inc1.500% 01/19/20260.0%
CSMC 2021-AFC1 Trust0.830% 03/25/20560.0%
Eni SpA4.000% 09/12/20230.0%
BNP Paribas SA4.375% 05/12/20260.0%
JFIN CLO 2013 Ltd2.332% 01/20/20300.0%
Orbia Advance Corp SAB de CV1.875% 05/11/20260.0%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.0%
CPI Swap0.010% 05/28/20310.0%
CPI Swap0.010% 09/02/20220.0%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.0%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.0%
CPI Swap0.010% 06/08/20310.0%
CPI Swap0.010% 08/27/20330.0%
HSBC Holdings PLC0.976% 05/24/20250.0%
Halcyon Loan Advisors Funding 2015-2 Ltd1.774% 07/25/20270.0%
Braskem Finance Ltd6.450% 02/03/20240.0%
CPI Swap0.010% 04/26/20250.0%
CPI Swap0.010% 04/22/20250.0%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.0%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.0%
Glencore Funding LLC1.625% 04/27/20260.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC1.540% 04/15/20310.0%
CPI Swap0.010% 03/23/20310.0%
GS Mortgage Securities Corp Trust 2019-70P1.410% 10/15/20360.0%
OCP CLO 2015-10 Ltd1.425% 10/26/20270.0%
PFS Financing Corp0.970% 02/15/20260.0%
CPI Swap0.010% 11/21/20360.0%
Toll Brothers Finance Corp4.375% 04/15/20230.0%
CPI Swap0.010% 06/03/20310.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.649% 03/10/20460.0%
Kratos Defense & Security Solutions Inc6.500% 11/30/20250.0%
CPI Swap0.010% 02/05/20250.0%
CPI Swap0.010% 12/02/20240.0%
BWAY 2013-1515 Mortgage Trust0.534% 03/10/20330.0%
State of Illinois4.950% 06/01/20230.0%
CPI Swap0.010% 05/31/20280.0%
Greenko Dutch BV3.850% 03/29/20260.0%
HMH Trust 2017-NSS3.343% 07/05/20310.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
CPI Swap0.010% 04/09/20310.0%
Ovintiv Exploration Inc5.625% 07/01/20240.0%
RBS Commercial Funding Inc 2013-GSP Trust3.961% 01/15/20320.0%
HMH Trust 2017-NSS4.723% 07/05/20310.0%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.0%
CPI Swap0.010% 04/13/20330.0%
Akbank TAS5.000% 10/24/20220.0%
Microchip Technology Inc4.250% 09/01/20250.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK3.795% 06/05/20320.0%
CPI Swap0.010% 04/14/20330.0%
Travel + Leisure Co6.600% 10/01/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT0.555% 07/05/20330.0%
Bank of America Corp1.319% 06/19/20260.0%
CPI Swap0.010% 09/01/20290.0%
CPI Swap0.010% 10/02/20290.0%
CPI Swap0.010% 03/19/20310.0%
CPI Swap0.010% 03/22/20310.0%
NatWest Markets PLC0.800% 08/12/20240.0%
CPI Swap0.010% 04/16/20310.0%
Danske Bank A/S1.621% 09/11/20260.0%
CPI Swap0.010% 06/22/20250.0%
CPI Swap0.010% 06/01/20280.0%
CPI Swap0.010% 12/23/20310.0%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.0%
Indian Railway Finance Corp Ltd3.730% 03/29/20240.0%
CPI Swap0.010% 04/28/20310.0%
CPI Swap0.010% 03/29/20330.0%
CPI Swap0.010% 07/29/20330.0%
CPI Swap0.010% 12/16/20360.0%
AmeriCredit Automobile Receivables Trust 2020-11.480% 01/21/20250.0%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.0%
CPI Swap0.010% 03/08/20320.0%
CPI Swap0.010% 05/28/20360.0%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.0%
MGM Resorts International6.750% 05/01/20250.0%
CPI Swap0.010% 10/08/20270.0%
CPI Swap0.010% 04/26/20310.0%
CPI Swap0.010% 04/07/20330.0%
CPI Swap0.010% 03/26/20360.0%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.0%
General Motors Financial Co Inc3.700% 05/09/20230.0%
CPI Swap0.010% 04/07/20330.0%
GS Mortgage Securities Corp Trust 2021-ROSS5.990% 05/15/20260.0%
Air Lease Corp4.250% 02/01/20240.0%
CPI Swap0.010% 01/30/20380.0%
CPI Swap0.010% 11/27/20290.0%
Morgan Stanley5.000% 11/24/20250.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 12/08/20310.0%
Bath & Body Works Inc9.375% 07/01/20250.0%
CPI Swap0.010% 10/14/20290.0%
CPI Swap0.010% 06/06/20280.0%
CPI Swap0.010% 04/23/20410.0%
CPI Swap0.010% 02/08/20290.0%
World Omni Automobile Lease Securitization Trust 2020-B0.450% 02/15/20240.0%
CPI Swap0.010% 08/27/20280.0%
CPI Swap0.010% 09/11/20280.0%
NOVA Gas Transmission Ltd7.875% 04/01/20230.0%
CPI Swap0.010% 04/19/20360.0%
CPI Swap0.010% 02/15/20290.0%
DBJPM 16-C3 Mortgage Trust1.584% 08/10/20490.0%
Popular Inc6.125% 09/14/20230.0%
CPI Swap0.010% 03/30/20330.0%
Credit Suisse Group AG2.193% 06/05/20260.0%
CPI Swap0.010% 08/14/20280.0%
Fortress Transportation and Infrastructure Investors LLC6.500% 10/01/20250.0%
CPI Swap0.010% 02/27/20290.0%
CPI Swap0.010% 07/25/20280.0%
Drive Auto Receivables Trust4.090% 01/15/20260.0%
Nordea Bank Abp4.250% 09/21/20220.0%
UBS Group AG1.008% 07/30/20240.0%
CPI Swap0.010% 01/18/20290.0%
Verus Securitization Trust 2021-10.815% 01/25/20660.0%
CPI Swap0.010% 05/16/20280.0%
CPI Swap0.010% 01/13/20290.0%
FNB Corp/PA2.200% 02/24/20230.0%
CPI Swap0.010% 11/17/20360.0%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.0%
Muthoot Finance Ltd6.125% 10/31/20220.0%
CPI Swap0.010% 09/09/20340.0%
Apidos CLO XXIV1.082% 10/20/20300.0%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.0%
LSTAR Commercial Mortgage Trust 2016-40.787% 03/10/20490.0%
CPI Swap0.010% 07/06/20280.0%
CPI Swap0.010% 10/01/20280.0%
CPI Swap0.010% 03/04/20240.0%
PFP 2019-6 Ltd1.140% 04/14/20370.0%
US Foods Inc6.250% 04/15/20250.0%
CPI Swap0.010% 08/09/20280.0%
CSMC Trust 2017-PFHP1.040% 12/15/20300.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.125% 05/01/20270.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.230% 11/16/20230.0%
CPI Swap0.010% 10/09/20280.0%
TCI-Flatiron Clo 2018-1 Ltd1.189% 01/29/20320.0%
Enviva Partners LP / Enviva Partners Finance Corp6.500% 01/15/20260.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
CPI Swap0.010% 01/24/20290.0%
CPI Swap0.010% 02/01/20320.0%
Sempra Energy4.050% 12/01/20230.0%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.0%
CPI Swap0.010% 04/26/20300.0%
NUTRITION BIOSCIENCES INC0.014% 01/17/20230.0%
CPI Swap0.010% 05/05/20320.0%
Fresh Market Inc/The9.750% 05/01/20230.0%
Western Midstream Operating LP2.222% 01/13/20230.0%
CPI Swap0.010% 05/11/20280.0%
CPI Swap0.010% 02/21/20310.0%
CPI Swap0.010% 05/05/20320.0%
CPI Swap0.010% 01/15/20460.0%
CPI Swap0.010% 08/03/20280.0%
CPI Swap0.010% 12/08/20290.0%
Hyundai Auto Lease Securitization Trust 2021-A0.250% 04/17/20230.0%
EQT Corp3.125% 05/15/20260.0%
Peachtree Corners Funding Trust3.976% 02/15/20250.0%
Ford Motor Credit Co LLC3.087% 01/09/20230.0%
Ford Motor Credit Co LLC3.219% 01/09/20220.0%
CPI Swap0.010% 05/06/20310.0%
IRB Holding Corp6.750% 02/15/20260.0%
Avolon Holdings Funding Ltd3.950% 07/01/20240.0%
Carvana Auto Receivables Trust 2021-N10.700% 01/10/20280.0%
Romanian Government International Bond4.875% 01/22/20240.0%
iHeartCommunications Inc6.375% 05/01/20260.0%
CPI Swap0.010% 01/06/20330.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
Howmet Aerospace Inc5.125% 10/01/20240.0%
Brixmor Operating Partnership LP3.650% 06/15/20240.0%
POSCO2.375% 11/12/20220.0%
CPI Swap0.010% 10/25/20320.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK4.171% 06/05/20320.0%
International Game Technology PLC6.500% 02/15/20250.0%
CPI Swap0.010% 05/12/20360.0%
CPI Swap0.010% 08/12/20360.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.240% 04/15/20310.0%
CPI Swap0.010% 06/11/20360.0%
CPI Swap0.010% 09/27/20370.0%
Ally Financial Inc4.625% 03/30/20250.0%
CPI Swap0.010% 12/29/20270.0%
CPI Swap0.010% 10/01/20350.0%
Saudi Arabian Oil Co2.875% 04/16/20240.0%
Mercedes-Benz Auto Lease Trust 2021-A0.180% 03/15/20230.0%
Muthoot Finance Ltd4.400% 09/02/20230.0%
Hudsons Bay Simon JV Trust 2015-HBS5.331% 08/05/20340.0%
GM Financial Consumer Automobile Receivables Trust 2019-13.370% 08/16/20240.0%
Goldman Sachs Group Inc/The1.124% 07/24/20230.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Credit Suisse Group AG1.305% 02/02/20270.0%
CPI Swap0.010% 09/01/20360.0%
KKR Industrial Portfolio Trust 2021-KDIP0.640% 12/15/20370.0%
CPI Swap0.010% 01/11/20330.0%
CPI Swap0.010% 09/29/20340.0%
Bancolombia SA3.000% 01/29/20250.0%
CPI Swap0.010% 05/11/20310.0%
CPI Swap0.010% 01/19/20330.0%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.0%
Benchmark 2021-B23 Mortgage Trust1.620% 02/15/20540.0%
Macquarie Group Ltd1.340% 01/12/20270.0%
Egypt Government International Bond6.125% 01/31/20220.0%
Turkiye Vakiflar Bankasi TAO5.750% 01/30/20230.0%
Fannie Mae Pool2.735% 12/01/20450.0%
Fannie Mae Pool2.068% 03/01/20420.0%
Forterra Finance LLC4.000% 10/25/20230.0%
Hawaiian Airlines 2013-1 Class B Pass Through Certificates4.950% 07/15/20230.0%
Murphy Oil Corp6.875% 08/15/20240.0%
American Airlines Inc1.842% 06/27/20250.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP71.184% 09/15/20500.0%
Diamondback Energy Inc4.750% 05/31/20250.0%
Mattel Inc3.375% 04/01/20260.0%
CPI Swap0.010% 09/15/20340.0%
Aviation Capital Group LLC1.950% 01/30/20260.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
CPI Swap0.010% 03/15/20310.0%
Goldman Sachs Group Inc/The3.272% 09/29/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.640% 04/15/20310.0%
CPI Swap0.010% 05/10/20410.0%
Freddie Mac Non Gold Pool1.890% 11/01/20430.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.986% 07/05/20330.0%
Toyota Auto Receivables 2020-D Owner Trust0.230% 05/15/20230.0%
HCA Inc8.360% 04/15/20240.0%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.0%
SLIDE 2018-FUN1.590% 06/15/20310.0%
Arcos Dorados Holdings Inc5.875% 04/04/20270.0%
GS Mortgage Securities Corp Trust 2017-STAY1.690% 07/15/20320.0%
CPI Swap0.010% 04/12/20360.0%
Verus Securitization Trust 2020-41.502% 05/25/20650.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.127% 10/15/20490.0%
UBS-Barclays Commercial Mortgage Trust 2012-C23.525% 05/10/20630.0%
First Quantum Minerals Ltd7.500% 04/01/20250.0%
CPI Swap0.010% 04/05/20290.0%
CPI Swap0.010% 03/28/20290.0%
CPI Swap0.010% 03/23/20320.0%
Deephaven Residential Mortgage Trust 2020-12.339% 01/25/20600.0%
CPI Swap0.010% 03/16/20290.0%
CPI Swap0.010% 03/10/20320.0%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.0%
Mountain View CLO X Ltd0.942% 10/13/20270.0%
CPI Swap0.010% 03/06/20320.0%
CPI Swap0.010% 01/23/20330.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 09/07/20370.0%
Credit Suisse Mortgage Capital Certificates1.616% 04/25/20650.0%
General Motors Financial Co Inc4.250% 05/15/20230.0%
Capital One Multi-Asset Execution Trust1.720% 08/15/20240.0%
Cemig Geracao e Transmissao SA9.250% 12/05/20240.0%
WFRBS Commercial Mortgage Trust 2012-C74.881% 06/15/20450.0%
CPI Swap0.010% 08/17/20410.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.740% 06/15/20350.0%
Columbia Cent CLO 27 Ltd1.724% 10/25/20280.0%
CPI Swap0.010% 04/01/20330.0%
CPI Swap0.010% 05/17/20360.0%
CPI Swap0.010% 02/01/20380.0%
Gates Global LLC / Gates Corp6.250% 01/15/20260.0%
Standard Chartered PLC1.319% 10/14/20230.0%
LSTAR Commercial Mortgage Trust 2017-52.776% 03/10/20500.0%
CIT Group Inc3.929% 06/19/20240.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 03/21/20320.0%
American Airlines Inc2.089% 12/15/20230.0%
GS Mortgage Securities Trust 2013-GCJ121.531% 06/10/20460.0%
CPI Swap0.010% 02/28/20380.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Israel Electric Corp Ltd5.000% 11/12/20240.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 05/03/20300.0%
GS Mortgage Securities Trust 2012-GCJ74.740% 05/10/20450.0%
MSCG Trust 2015-ALDR2.612% 06/07/20350.0%
Navient Corp5.500% 01/25/20230.0%
CPI Swap0.010% 04/17/20300.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/07/20320.0%
CPI Swap0.010% 02/26/20380.0%
CPI Swap0.010% 02/12/20330.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C64.819% 05/15/20450.0%
CPI Swap0.010% 05/21/20460.0%
COMM 2020-SBX Mortgage Trust1.670% 01/10/20380.0%
CPI Swap0.010% 09/14/20340.0%
Synovus Bank/Columbus GA2.289% 02/10/20230.0%
WFRBS Commercial Mortgage Trust 2014-C210.791% 08/15/20470.0%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.0%
CPI Swap0.010% 04/06/20410.0%
Verus Securitization Trust 2020-51.218% 05/25/20650.0%
SLIDE 2018-FUN1.890% 06/15/20310.0%
BBCMS Trust 2015-VFM2.466% 03/10/20360.0%
PDC Energy Inc6.125% 09/15/20240.0%
Angel Oak Mortgage Trust 2020-61.261% 05/25/20650.0%
BNP Paribas SA1.323% 01/13/20270.0%
Verus Securitization Trust 2020-12.417% 01/25/20600.0%
CSMC Trust 2016-NXSR0.248% 12/15/20490.0%
CPI Swap0.010% 05/21/20280.0%
CPI Swap0.010% 10/14/20270.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
Texas Eastern Transmission LP2.800% 10/15/20220.0%
GS Mortgage Securities Corp Trust 2017-STAY1.940% 07/15/20320.0%
Volkswagen Group of America Finance LLC3.350% 05/13/20250.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 09/15/20240.0%
BNP Paribas SA4.375% 09/28/20250.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C311.462% 11/15/20490.0%
OneMain Finance Corp5.625% 03/15/20230.0%
Santander UK Group Holdings PLC4.750% 09/15/20250.0%
American Credit Acceptance Receivables Trust 2020-30.620% 10/13/20230.0%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.0%
KOC Holding AS5.250% 03/15/20230.0%
Morgan Stanley Capital I Trust 2016-UB111.634% 08/15/20490.0%
Hyundai Capital America3.000% 06/20/20220.0%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.0%
Baidu Inc3.075% 04/07/20250.0%
Oaktree CLO 2015-1 Ltd1.002% 10/20/20270.0%
Danske Bank A/S5.000% 01/12/20230.0%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.0%
Ford Motor Credit Co LLC1.221% 08/03/20220.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Hasbro Inc3.000% 11/19/20240.0%
Santander UK Group Holdings PLC1.089% 03/15/20250.0%
Standard Chartered PLC1.214% 03/23/20250.0%
SMB Private Education Loan Trust 2021-A0.590% 01/15/20530.0%
OneMain Finance Corp6.125% 05/15/20220.0%
Government National Mortgage Association3.000% 01/16/20480.0%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.0%
Avolon Holdings Funding Ltd3.625% 05/01/20220.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.0%
UBS-Barclays Commercial Mortgage Trust 2013-C61.232% 04/10/20460.0%
Arivo Acceptance Auto Loan Receivables Trust 2019-12.990% 07/15/20240.0%
COMM 2013-SFS Mortgage Trust1.873% 04/12/20350.0%
Ellington Financial Mortgage Trust 2017-10.797% 02/25/20660.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.090% 11/15/20490.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON0.308% 07/05/20310.0%
DBWF 2016-85T Mortgage Trust0.116% 12/10/20360.0%
Residential Mortgage Loan Trust 2020-12.376% 02/25/20240.0%
Csail 2015-C2 Commercial Mortgage Trust0.119% 06/15/20570.0%
Caesars Resort Collection LLC / CRC Finco Inc5.750% 07/01/20250.0%
Morgan Stanley Capital I Trust 2012-STAR2.084% 08/05/20340.0%
BX 2021-MFM10.790% 01/15/20340.0%
Freddie Mac Multifamily Structured Pass Through Certificates2.141% 02/25/20320.0%
Government National Mortgage Association0.794% 12/16/20540.0%
Freddie Mac Multifamily Structured Pass Through Certificates0.297% 11/25/20260.0%
Freddie Mac Non Gold Pool2.031% 02/01/20380.0%
Foursight Capital Automobile Receivables Trust 2020-12.050% 10/15/20240.0%
CFCRE Commercial Mortgage Trust 2016-C61.240% 11/10/20490.0%
Fannie Mae Pool2.722% 12/01/20450.0%
Freeport-McMoRan Inc3.875% 03/15/20230.0%
Westinghouse Air Brake Technologies Corp3.200% 06/15/20250.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 10/11/20230.0%
WFRBS Commercial Mortgage Trust 2013-C131.314% 05/15/20450.0%
CFCRE Commercial Mortgage Trust 2016-C70.828% 12/10/20540.0%
New York Transportation Development Corp1.360% 12/01/20210.0%
New York Transportation Development Corp1.610% 12/01/20220.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.863% 08/15/20490.0%
Fannie Mae Pool2.780% 10/01/20450.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C230.698% 07/15/20500.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.095% 06/15/20480.0%
Freddie Mac Non Gold Pool2.217% 09/01/20360.0%
Freddie Mac Non Gold Pool2.051% 12/01/20360.0%
Fannie Mae Pool1.786% 10/01/20350.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
COMM 2013-GAM3.367% 02/10/20280.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP40.765% 12/15/20490.0%
Freddie Mac Non Gold Pool2.258% 02/01/20370.0%
Fannie Mae Pool2.078% 12/01/20400.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Lennar Corp4.875% 12/15/20230.0%
Fannie Mae Pool1.843% 06/01/20380.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C101.076% 12/15/20470.0%
Prima Capital CRE Securitization 2013-III Ltd2.214% 10/24/20350.0%
Citigroup Commercial Mortgage Trust 2015-GC310.477% 06/10/20480.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.745% 06/15/20480.0%
Fannie Mae Pool1.908% 09/01/20380.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK0.661% 06/05/20320.0%
UBS-Barclays Commercial Mortgage Trust 2013-C51.038% 03/10/20460.0%
CFCRE Commercial Mortgage Trust 2016-C41.798% 05/10/20580.0%
COMM 2013-CCRE7 Mortgage Trust1.320% 03/10/20460.0%
Fannie Mae Pool1.815% 03/01/20390.0%
Fannie Mae Pool2.321% 01/01/20380.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.500% 05/01/20260.0%
JPMBB Commercial Mortgage Securities Trust 2014-C241.011% 11/15/20470.0%
LSTAR Commercial Mortgage Trust 2016-41.920% 03/10/20490.0%
COMM 2012-CCRE4 Mortgage Trust1.839% 10/15/20450.0%
COMM 2014-CCRE19 Mortgage Trust1.111% 08/10/20470.0%
CD 2016-CD1 Mortgage Trust1.524% 08/10/20490.0%
COMM 2013-CCRE8 Mortgage Trust0.426% 06/10/20460.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
Structured Asset Securities Corp Series 2006-3H5.750% 12/25/20350.0%
Fannie Mae Pool2.160% 04/01/20400.0%
Freddie Mac Non Gold Pool2.033% 04/01/20370.0%
Fannie Mae Pool2.062% 12/01/20400.0%
Fannie Mae Pool2.183% 12/01/20380.0%
Government National Mortgage Association2.900% 10/16/20550.0%
GS Mortgage Securities Trust 2015-GS10.908% 11/10/20480.0%
Halcyon Loan Advisors Funding 2015-2 Ltd1.204% 07/25/20270.0%
JPMBB Commercial Mortgage Securities Trust 2015-C290.759% 05/15/20480.0%
Freddie Mac Non Gold Pool2.123% 05/01/20360.0%
West Town Mall Trust 2017-KNOX0.515% 07/05/20300.0%
Government National Mortgage Association0.545% 06/16/20540.0%
JPMBB Commercial Mortgage Securities Trust 2013-C120.562% 07/15/20450.0%
Freddie Mac Non Gold Pool2.107% 10/01/20380.0%
Fannie Mae Pool2.054% 10/01/20400.0%
WFRBS Commercial Mortgage Trust 2012-C71.436% 06/15/20450.0%
Government National Mortgage Association0.266% 08/16/20540.0%
Citigroup Commercial Mortgage Trust 2014-GC230.304% 07/10/20470.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC111.369% 04/15/20460.0%
Fannie Mae Pool1.946% 08/01/20380.0%
GS Mortgage Securities Trust 2012-GCJ92.076% 11/10/20450.0%
New Century Home Equity Loan Trust Series 2005-A5.454% 08/25/20350.0%
Fannie Mae Pool2.220% 03/01/20380.0%
SABLE PERMIAN RESOURCES WARR0.000% -0.0%
Government National Mortgage Association0.320% 01/16/20550.0%
Morgan Stanley Capital I Trust 2012-C42.002% 03/15/20450.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
Fannie Mae Pool1.882% 08/01/20370.0%
COMM 2010-C1 Mortgage Trust5.807% 07/10/20460.0%
Interest Rate Swap0.173% 10/21/20250.0%
GRAY TELEVISION INC0.000% 08/12/20220.0%
Interest Rate Swap0.049% 10/21/20220.0%
Interest Rate Swap0.079% 10/21/20220.0%
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%
Dommo Energia SA0.000% -0.0%
Dommo Energia SA0.000% -0.0%
OGX Austria GmbH8.500% 06/01/20180.0%
Interest Rate Swap0.079% 10/21/20250.0%
CPI Swap0.010% 10/22/20290.0%
CPI Swap0.010% 09/30/20240.0%
CPI Swap0.010% 11/30/20310.0%
CPI Swap0.010% 12/07/20310.0%
CPI Swap0.010% 04/17/20260.0%
CPI Swap0.010% 10/20/20340.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 12/05/20220.0%
CPI Swap0.010% 06/08/20260.0%
CPI Swap0.010% 07/22/20230.0%
CPI Swap0.010% 11/21/20220.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 04/10/20220.0%
CPI Swap0.010% 05/22/20220.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 06/09/20220.0%
CPI Swap0.010% 05/25/20230.0%
CPI Swap0.010% 07/10/20250.0%
CPI Swap0.010% 12/08/20240.0%
CPI Swap0.010% 04/05/20320.0%
CPI Swap0.010% 03/30/20320.0%
CPI Swap0.010% 07/05/20260.0%
CPI Swap0.010% 07/08/20220.0%
CPI Swap0.010% 11/10/20220.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 02/24/20220.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 03/22/20320.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 02/10/20220.0%
CPI Swap0.010% 06/26/20230.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 04/03/20230.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 02/10/20230.0%
CPI Swap0.010% 04/11/20220.0%
CPI Swap0.010% 02/21/20220.0%
CPI Swap0.010% 03/12/20220.0%
CPI Swap0.010% 10/01/20250.0%
CPI Swap0.010% 11/30/20230.0%
CPI Swap0.010% 02/07/20330.0%
CPI Swap0.010% 03/20/20220.0%
CPI Swap0.010% 03/25/20220.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 02/26/2022-0.1%
CPI Swap0.010% 11/15/2051-0.1%
CPI Swap0.010% 02/15/2033-0.1%
CPI Swap0.010% 03/05/2038-0.1%
CPI Swap0.010% 01/16/2038-0.1%
CPI Swap0.010% 08/28/2022-0.1%

Aggregate holdings are updated monthly, 30 days after month end. Aggregate holdings are presented to illustrate examples of the securities that the Fund has bought and the diversity of the areas in which the Fund may invest, and may not be representative of the Fund's current or future investments. The figures presented are as of the date shown and may change at any time.

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

For
YTD Dividends Paidas of 01/18/2022
$0
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 12/31/2021 $0.02516 $12.51
Daily Daily 11/30/2021 $0.02201 $12.44
Daily Daily 10/31/2021 $0.02104 $12.49
Daily Daily 09/30/2021 $0.02229 $12.36
Daily Daily 08/31/2021 $0.02481 $12.29
Daily Daily 07/31/2021 $0.02404 $12.28
Daily Daily 06/30/2021 $0.02540 $12.15
Daily Daily 05/31/2021 $0.02536 $12.20
Daily Daily 04/30/2021 $0.02994 $12.13
Daily Daily 03/31/2021 $0.03225 $12.03
Daily Daily 02/28/2021 $0.03591 $11.86
Daily Daily 01/31/2021 $0.03260 $11.85

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 01/31/2022
Daily Daily 02/28/2022
Daily Daily 03/31/2022
Daily Daily 04/30/2022
Daily Daily 05/31/2022
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 12/31/2021

0.50%

Fund Documents

Fund Documents

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Portfolio Holdings 1Q
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*Barron’s Overall Fund Family of 2020,” #7 overall ranking among 53 qualifying fund families based on the net total return of the one-year period ending 12/31/2020. Five-year overall ranking is #4 out of 50 qualifying fund families; and 10-year overall ranking is #21 out of 44 qualifying fund families.

Source: Barron’s, “Barron’s Best Fund Families of 2020,” February 20, 2021. 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, 2020, 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 2021. 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.

+

There is no minimum initial investment for (i) purchases through or by registered investment advisers (RIAs), bank trust departments, and other financial intermediaries otherwise eligible to purchase Class I shares that charge a fee for services that include investment advisory or management services or (ii) purchases by retirement and benefit plans meeting the Class I eligibility requirements as described in the prospectus. These investment minimums may be suspended, changed, or withdrawn by Lord Abbett Distributor LLC ("Lord Abbett Distributor").
Class I shares minimum initial investment of $1,000,000, unless otherwise noted, applies to certain types of institutional investors as described in the prospectus. 

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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