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Inflation Focused Fund

Daily price w/o sales charge as of 04/08/2020

$9.99

arrowUp$0.07

YTD Returns w/o sales charge as of 04/08/2020

-11.56%

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-linked derivatives with a portfolio of fixed income securities.
 

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

The strategy has provided the highest income stream in the Morningstar category and offers inflation protection with one-third the duration of the average TIPS-based portfolio.

TRUE INFLATION PROTECTION

The Fund has historically demonstrated negative correlation with Treasuries, providing diversification benefits to clients' portfolios.

Yield

Dividend Yield 1 as of 04/08/2020  

w/o sales charge 3.56%

30-Day Standardized Yield 2 as of 03/31/2020  

2.83%

Fund Basicsas of 02/28/2020

Total Net Assets
$957.65 M
Inception Date
04/29/2011
Dividend Frequency
Monthly
Fund Expense Ratio
1.09%
Number of Holdings
1298

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -14.91% -13.37% -4.30% -2.07% - -1.43%
Lipper Category Avg. Inflation Protected Bond Funds -0.94% 3.24% 1.97% 1.66% - -

Fund Expense Ratio :

1.09%

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -14.91% -13.37% -4.30% -2.07% - -1.43%
Lipper Category Avg. Inflation Protected Bond Funds -0.94% 3.24% 1.97% 1.66% - -

Fund Expense Ratio :

1.09%

Returns with sales charges reflect a maximum sales charge of 2.25%.

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

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 02/28/2020 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

26 Years of Industry Experience

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

Partner & Portfolio Manager

22 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Director of Taxable Fixed Income

19 Years of Industry Experience

Hyun Lee
Hyun Lee, CFA

Portfolio Manager

19 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Chief Investment Officer

29 Years of Industry Experience

Supported By 63 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 04/08/2020  

w/o sales charge 3.56%

30-Day Standardized Yield 2 as of 03/31/2020  

  Subsidized5 Un-Subsidized6
w/o sales charge 2.83% 2.83%

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -14.91% -13.37% -4.30% -2.07% - -1.43%
Lipper Category Avg. Inflation Protected Bond Funds -0.94% 3.24% 1.97% 1.66% - -

Fund Expense Ratio :

1.09%

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -14.91% -13.37% -4.30% -2.07% - -1.43%
Lipper Category Avg. Inflation Protected Bond Funds -0.94% 3.24% 1.97% 1.66% - -

Fund Expense Ratio :

1.09%

Returns with sales charges reflect a maximum sales charge of 2.25%.

Year Fund Returns
2019 4.44%
2018 -1.67%
2017 0.93%
2016 4.55%
2015 -2.61%
2014 -5.57%
2013 -2.14%
2012 9.98%
2011 -3.62%
Year Q1 Q2 Q3 Q4 Yearly Returns
2020 -14.91% - - - -11.56%
2019 2.59% 0.22% -1.47% 3.10% 4.44%
2018 0.31% 0.85% 0.61% -3.38% -1.67%
2017 0.63% -1.62% 1.03% 0.91% 0.93%
2016 -1.00% -0.75% 2.44% 3.86% 4.55%
2015 -0.27% 1.62% -4.78% 0.93% -2.61%
2014 -0.07% 2.11% -2.84% -4.75% -5.57%
2013 0.48% -3.83% 1.23% 0.05% -2.14%
2012 5.47% -0.91% 3.16% 2.01% 9.98%
2011 - - -6.06% 2.16% -3.62%

NAV Historical Prices

Date Net Asset Value

Portfolio

Portfolio

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

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 02/28/2020

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 12/31/2019

  • The strategic design of this portfolio takes a different approach to inflation protection than its benchmark, which is comprised entirely of U.S. Treasury Inflation Protected Securities (“TIPS”). The portfolio combines a short-term bond strategy with an overlay of Consumer Price Index (“CPI”) swaps in order to hedge against inflation over a full cycle. Consumer prices rose more than expected during the quarter, primarily due to the increase in gas and oil prices, ultimately contributing to relative performance. Given the strong employment situation and diminishing deflationary pressures, such as U.S.-China trade tensions and the political shifts towards deglobalization, we don’t believe inflation rates will fall.
  • The underlying bond portfolio maintained its diversified exposure to various credit-sensitive sectors of the market. As a result of softer economic data and spread tightening, we generally reduced the risk profile of the portfolio by reallocating a portion of its exposure to high quality structured products. The portfolio’s high yield exposure remains at the lower end of its historical level, as we have seen a number of high yield corporate bonds being called or upgraded. We have, however, taken advantage of a few idiosyncratic opportunities within the high yield energy sector due to spread widening.
  • The portfolio’s commercial mortgage-backed security (“CMBS”) allocation came down during the fourth quarter as a large CMBS deal was repaid. Nonetheless, we remain attracted to this domestic asset class, as we believe it offers opportunities for further spread compression, and we have been adding to up-in quality issues. We continue to favor single-asset, single-borrower deals at this time, preferring their compelling asset quality, geographic locations, and stronger borrower profiles relative to conduit deals.
  • Given the continued tightening within corporate credit, we have been opportunistically adding to bank loans and collateralized loan obligations (“CLOs”), as we anticipate spreads within these sectors will compress in the upcoming months.

Portfolio Details as of 02/28/2020

Total Net Assets
$957.65 M
Number of Issues
1298
Average Coupon
3.69%
Average Life
2.4 Years
Average Maturity
2.4 Years
Average Effective Duration
2.03 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
BX Commercial Mortgage Trust 2019-XL 2.579% 10/15/2036 1.0%
VNO Mortgage Trust 2.996% 11/15/2030 1.0%
DBWF 2018-AMXP Mortgage Trust 3.747% 05/05/2035 0.7%
JP Morgan Chase Commercial Mortgage Securities Tru 3.905% 05/05/2030 0.7%
Sabine Pass Liquefaction LLC 5.625% 04/15/2023 0.7%
BBCMS 2018-TALL Mortgage Trust 2.381% 03/15/2037 0.6%
AT&T, Inc. 3.312% 06/12/2024 0.6%
Synchrony Credit Card Master Note Trust 2.640% 03/15/2023 0.5%
JP Morgan Chase Commercial Mortgage Securities Tru 3.429% 06/10/2027 0.5%
UBS AG 7.625% 08/17/2022 0.5%
% of Total Assets 6.8%
Holding Coupon Maturity Assets
BX Commercial Mortgage Trust 2019-XL2.579% 10/15/20361.0%
VNO Mortgage Trust2.996% 11/15/20301.0%
DBWF 2018-AMXP Mortgage Trust3.747% 05/05/20350.7%
JP Morgan Chase Commercial Mortgage Securities Tru3.905% 05/05/20300.7%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.7%
BBCMS 2018-TALL Mortgage Trust2.381% 03/15/20370.6%
AT&T, Inc.3.312% 06/12/20240.6%
Synchrony Credit Card Master Note Trust2.640% 03/15/20230.5%
JP Morgan Chase Commercial Mortgage Securities Tru3.429% 06/10/20270.5%
UBS AG7.625% 08/17/20220.5%
Barclays Dryrock Issuance Trust1.959% 05/15/20230.5%
U.S. Treasury Note/Bond1.125% 02/28/20220.5%
Ally Financial, Inc.5.125% 09/30/20240.5%
Synchrony Credit Card Master Note Trust2.190% 06/15/20230.5%
UBS-Barclays Commercial Mortgage Trust3.347% 03/10/20460.5%
Abe Investment Holdings, Inc.2.896% 11/04/20220.5%
Citigroup Commercial Mortgage Trust3.518% 05/10/20350.5%
NBCUniversal Enterprise, Inc.5.250% 06/19/20990.5%
Dell International LLC / EMC Corp.5.450% 06/15/20230.4%
BX Commercial Mortgage Trust 2018-BIOA2.330% 03/15/20370.4%
Synchrony Credit Card Master Note Trust2.210% 05/15/20240.4%
Ford Credit Floorplan Master Owner Trust A2.840% 03/15/20240.4%
Continental Resources, Inc.5.000% 09/15/20220.4%
FREMF 2015-K721 Mortgage Trust3.565% 11/25/20470.4%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.4%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.4%
Lloyds Bank plc6.500% 09/14/20200.4%
Ford Credit Auto Owner Trust 2018-REV23.470% 01/15/20300.4%
Newell Rubbermaid, Inc.3.850% 04/01/20230.4%
Ford Credit Floorplan Master Owner Trust A2.160% 09/15/20220.4%
CSMC Trust 2017-LSTK2.761% 04/05/20330.4%
MPLX L.P.6.375% 05/01/20240.4%
Energy Transfer Operating LP5.875% 01/15/20240.4%
Fresenius Medical Care US Finance II, Inc.5.875% 01/31/20220.4%
JPMBB Commercial Mortgage Securities Trust4.079% 02/15/20470.4%
BAT Capital Corp3.222% 08/15/20240.4%
Ford Motor Credit Co. LLC5.875% 08/02/20210.3%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.3%
Universal Health Services, Inc.4.750% 08/01/20220.3%
Benchmark 2019-B12 Mortgage Trust3.440% 08/15/20520.3%
COMM 2016-GCT Mortgage Trust3.461% 08/10/20290.3%
BB-UBS Trust3.468% 06/05/20300.3%
GS Mortgage Securities Corp Trust 2019-70P2.659% 10/15/20360.3%
Toyota Auto Receivables 2020-A Owner Trust1.670% 11/15/20220.3%
LMREC 2019-CRE3 Inc3.029% 12/22/20350.3%
Golden Credit Card Trust3.440% 10/15/20250.3%
Benchmark 2019-B12 Mortgage Trust3.440% 08/15/20520.3%
Equinix, Inc.5.375% 05/15/20270.3%
CPI Swap0.010% 09/30/20240.3%
ABN Amro Bank NV6.250% 04/27/20220.3%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.3%
World Financial Network Credit Card Master Trust2.030% 04/15/20250.3%
Wells Fargo Commercial Mortgage Trust4.218% 07/15/20460.3%
GS Mortgage Securities Trust3.557% 04/10/20310.3%
DLL 2018-1 LLC3.100% 04/18/20220.3%
Baidu, Inc.4.375% 05/14/20240.3%
Vistra Operations Co LLC3.550% 07/15/20240.3%
Ford Credit Floorplan Master Owner Trust A3.060% 04/15/20260.3%
BB-UBS Trust2.892% 06/05/20300.3%
Perimeter Master Note Business Trust4.310% 12/15/20220.3%
First National Master Note Trust 2017-22.099% 10/16/20230.3%
Westlake Automobile Receivables Trust 2019-23.060% 02/15/20230.3%
Broadcom Inc3.625% 10/15/20240.3%
Ares XLI Clo Ltd3.031% 01/15/20290.3%
Elm CLO 2014-1 Ltd3.586% 01/17/20290.3%
Continental Resources, Inc.4.500% 04/15/20230.3%
Drive Auto Receivables Trust3.660% 11/15/20240.3%
RPI Finance Trust0.000% 02/07/20250.3%
Bayer US Finance II LLC3.875% 12/15/20230.3%
Flagship Credit Auto Trust 2018-33.070% 02/15/20230.3%
BBCMS 2018-TALL Mortgage Trust4.096% 03/15/20370.3%
Drive Auto Receivables Trust3.720% 09/16/20240.3%
CSMC Trust 2017-MOON3.196% 07/10/20340.3%
Hudsons Bay Simon JV Trust3.914% 08/05/20340.3%
Capital One Prime Auto Receivables Trust 2020-11.640% 06/15/20230.3%
Honda Auto Receivables 2020-1 Owner Trust1.630% 10/21/20220.3%
Anglo American Capital plc3.750% 04/10/20220.3%
Baidu, Inc.3.875% 09/29/20230.3%
UBS-Barclays Commercial Mortgage Trust3.244% 04/10/20460.3%
Barclays Bank plc10.179% 06/12/20210.3%
PFS Financing Corp.2.890% 02/15/20230.3%
Viterra, Inc.5.950% 08/01/20200.3%
CenturyLink, Inc.3.624% 01/28/20250.3%
Charter Communications, Inc. CL A4.322% 03/31/20230.3%
Origin Energy Finance Ltd.5.450% 10/14/20210.3%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.3%
TCF Auto Receivables Owner Trust 2015-24.240% 08/15/20220.3%
Enel Finance International N.V.2.875% 05/25/20220.3%
Jefferies Group LLC6.875% 04/15/20210.3%
Diamondback Energy, Inc.5.375% 05/31/20250.2%
BlueMountain CLO 2012-2 Ltd2.745% 11/20/20280.2%
Las Vegas Sands Corp.3.200% 08/08/20240.2%
UBS AG Registered Shares5.125% 05/15/20240.2%
CPI Swap0.010% 04/18/20240.2%
Parallel 2015-1 Ltd2.669% 07/20/20270.2%
Energy Transfer Operating LP4.250% 03/15/20230.2%
LSTAR Commercial Mortgage4.500% 03/10/20500.2%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.2%
JP Morgan Chase Commercial Mortgage Securities Cor0.485% 07/05/20310.2%
Intesa Sanpaolo SpA6.500% 02/24/20210.2%
Greystone Commercial Real Estate Notes 2018-HC1 Lt3.208% 09/15/20280.2%
Prima Capital CRE Securitization4.500% 12/24/20500.2%
Citigroup Commercial Mortgage Trust4.371% 09/10/20460.2%
JPMBB Commercial Mortgage Securities Trust 2013-C14.133% 08/15/20460.2%
Nationstar Mortgage Holdings, Inc.8.125% 07/15/20230.2%
COMM 2014-LC15 Mortgage Trust3.727% 04/10/20470.2%
BB-UBS Trust3.468% 06/05/20300.2%
Morgan Stanley Bank of America Merrill Lynch Trust3.277% 10/15/20300.2%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.2%
Invitation Homes, Inc.3.589% 02/06/20220.2%
CNO Financial Group, Inc.5.250% 05/30/20250.2%
NextGear Floorplan Master Owner Trust2.540% 04/18/20220.2%
Oasis Petroleum, Inc.6.875% 03/15/20220.2%
GS Mortgage Securities Corp. II2.954% 11/05/20340.2%
DLL 2018-1 LLC3.270% 04/17/20260.2%
Callon Petroleum Co.6.250% 04/15/20230.2%
Leucadia National Corp.5.500% 10/18/20230.2%
Palmer Square Loan Funding 2018-5 Ltd2.669% 01/20/20270.2%
Santander Drive Auto Receivables Trust 2017-23.490% 07/17/20230.2%
JP Morgan Chase Commercial Mortgage Securities Tru3.621% 09/05/20320.2%
Glencore Funding LLC4.125% 05/30/20230.2%
Enogex LLC6.250% 03/15/20200.2%
TIBCO Software, Inc.11.375% 12/01/20210.2%
General Motors Financial Co., Inc.5.100% 01/17/20240.2%
Hudsons Bay Simon JV Trust4.535% 08/05/20340.2%
Schlumberger Holdings Corp.3.750% 05/01/20240.2%
TransAlta Corp.4.500% 11/15/20220.2%
Solera Finance, Inc.10.500% 03/01/20240.2%
Anglo American Capital plc4.125% 09/27/20220.2%
SCF Equipment Leasing 2019-1 LLC3.230% 10/20/20240.2%
CarMax Auto Owner Trust 2017-31.970% 04/15/20220.2%
NextGear Floorplan Master Owner Trust3.690% 10/15/20230.2%
Morgan Stanley Bank of America Merrill Lynch Trust4.153% 08/15/20460.2%
General Electric Co.4.650% 10/17/20210.2%
Equifax, Inc.2.780% 08/15/20210.2%
Dryden XXV Senior Loan Fund3.181% 10/15/20270.2%
World Omni Auto Receivables Trust 2020-A1.710% 11/15/20220.2%
Nordea Bank Abp4.875% 05/13/20210.2%
NGPL Pipeco LLC4.375% 08/15/20220.2%
Citigroup, Inc.4.400% 06/10/20250.2%
Acadia Healthcare Co., Inc.6.125% 03/15/20210.2%
GS Mortgage Securities Corp Trust 2012-ALOHA3.551% 04/10/20340.2%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.2%
Equinix, Inc.5.875% 01/15/20260.2%
Park Aerospace Holdings Ltd4.500% 03/15/20230.2%
Acadia Healthcare Co., Inc.5.125% 07/01/20220.2%
LCM XXIV Ltd3.129% 03/20/20300.2%
Santander Drive Auto Receivables Trust 2018-53.520% 12/15/20220.2%
Cardinal Health, Inc.3.079% 06/15/20240.2%
D.R. Horton, Inc.5.750% 08/15/20230.2%
CarMax Auto Owner Trust 2017-42.110% 10/17/20220.2%
Seven Generations Energy Ltd.6.750% 05/01/20230.2%
DTE Energy Co.2.529% 10/01/20240.2%
Ford Credit Auto Owner Trust 2019-C1.880% 07/15/20220.2%
AbbVie, Inc.2.600% 11/21/20240.2%
Capital Auto Receivables Asset Trust 2018-23.270% 06/20/20230.2%
West CLO 2014-2 Ltd2.713% 01/16/20270.2%
Ascentium Equipment Receivables 2019-12.840% 06/10/20220.2%
Reliance Holdings USA, Inc.5.400% 02/14/20220.2%
Santander Drive Auto Receivables Trust 2018-53.810% 12/16/20240.2%
CNOOC Curtis Funding No 1 Pty Ltd.4.500% 10/03/20230.2%
ZF North America Capital, Inc.4.750% 04/29/20250.2%
GS Mortgage Securities Corp Trust 2018-RIVR2.609% 07/15/20350.2%
VEREIT Operating Partnership L.P.4.600% 02/06/20240.2%
Nissan Master Owner Trust Receivables2.088% 04/18/20220.2%
Orec 2018-CRE1 Ltd2.838% 06/15/20360.2%
Royal Caribbean Cruises Ltd.5.250% 11/15/20220.2%
Magnetite XVIII Ltd2.772% 11/15/20280.2%
Bayer US Finance II LLC3.375% 07/15/20240.2%
SL Green Realty Corp.4.500% 12/01/20220.2%
Standard Chartered plc4.247% 01/20/20230.2%
Imperial Tobacco Finance plc3.125% 07/26/20240.2%
Aircastle Ltd.5.000% 04/01/20230.2%
TPG Real Estate Finance 2018-FL2 Issuer LTD2.867% 11/15/20370.2%
Panera Bread Company3.375% 07/18/20220.2%
Towd Point Asset Trust 2018-SL12.227% 01/25/20460.2%
Cardinal Health, Inc.3.500% 11/15/20240.2%
NXP BV / NXP Funding LLC3.875% 09/01/20220.2%
COMM 2014-CCRE18 Mortgage Trust3.828% 07/15/20470.2%
ONEOK, Inc.7.500% 09/01/20230.2%
CityLine Commercial Mortgage Trust 2016-CLNE2.778% 11/10/20310.2%
DBWF 2018-AMXP Mortgage Trust3.996% 05/05/20350.2%
Walgreen Co.3.800% 11/18/20240.2%
Ford Motor Credit Co. LLC5.584% 03/18/20240.2%
Range Resources Corp.5.000% 08/15/20220.2%
DBGS 2018-BIOD Mortgage Trust2.462% 05/15/20350.2%
Thacher Park CLO Ltd.2.979% 10/20/20260.2%
BAMLL Trust4.420% 07/11/20330.2%
Apex Credit CLO 2016 Ltd3.094% 10/27/20280.2%
BBCMS Trust0.407% 03/12/20360.2%
Synovus Financial Corp.3.125% 11/01/20220.2%
Comision Federal de Electricidad4.875% 01/15/20240.2%
Macquarie Group Ltd.4.150% 03/27/20240.2%
Tencent Holdings Ltd.3.280% 04/11/20240.2%
Parsley Energy LLC6.250% 06/01/20240.2%
Discover Card Execution Note Trust1.890% 10/15/20240.2%
Dominion Resources, Inc.4.104% 04/01/20210.2%
WhiteHorse VIII Ltd3.213% 05/01/20260.2%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.2%
OCP CLO 2016-12 Ltd2.939% 10/18/20280.2%
BBCMS Trust 2018-BXH2.659% 10/15/20370.2%
Palmer Square Loan Funding 2018-1 Ltd2.431% 04/15/20260.2%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.2%
CoreVest American Finance 2018-1 Trust3.804% 06/15/20510.2%
AmeriCredit Automobile Receivables Trust 2017-22.970% 03/20/20230.2%
Park Aerospace Holdings Ltd5.500% 02/15/20240.2%
Hilton Orlando Trust 2018-ORL2.429% 12/15/20340.2%
SLIDE 2018-FUN2.559% 06/15/20310.2%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.2%
SCF Equipment Leasing 2018-1 LLC3.630% 10/20/20240.2%
ENI SpA4.000% 09/12/20230.2%
BankUnited, Inc.4.875% 11/17/20250.2%
Madison Avenue Trust4.034% 10/12/20320.2%
Aircastle Ltd.4.400% 09/25/20230.2%
Jamestown CLO VII Ltd.2.624% 07/25/20270.2%
California Republic Auto Receivables Trust 2018-13.140% 08/15/20220.2%
CNH Industrial NV4.500% 08/15/20230.2%
Government National Mortgage Association2.700% 07/16/20570.2%
Regatta VI Funding Ltd2.899% 07/20/20280.2%
Wells Fargo & Co.2.406% 10/30/20250.2%
JP Morgan Chase Commercial Mortgage Securities Tru5.350% 07/05/20330.2%
Nvent Finance Sarl3.950% 04/15/20230.2%
CNH Capital LLC4.200% 01/15/20240.2%
JFIN CLO 2013 Ltd3.209% 01/20/20300.2%
Owens Corning4.200% 12/01/20240.1%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.1%
Government National Mortgage Association2.650% 11/16/20500.1%
BX Trust 2017-SLCT3.709% 07/15/20340.1%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.1%
Las Vegas Sands Corp.2.900% 06/25/20250.1%
GS Mortgage Securities Corp. II3.007% 12/10/20300.1%
Bayer US Finance II LLC3.129% 12/15/20230.1%
ONEOK, Inc.3.647% 11/19/20210.1%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.1%
Sophia LP / Sophia Finance, Inc.9.000% 09/30/20230.1%
JP Morgan Chase Commercial Mortgage Securities Tru0.376% 07/05/20330.1%
PFP 2019-6 Ltd2.700% 04/14/20370.1%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.1%
Drive Auto Receivables Trust 2019-42.840% 11/17/20250.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.342% 05/05/20300.1%
Bank of America Corp.3.950% 04/21/20250.1%
Bank of America Corp.4.000% 01/22/20250.1%
HCA, Inc.5.250% 04/15/20250.1%
UBS-BAMLL Trust3.663% 06/10/20300.1%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.1%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.1%
Government National Mortgage Association2.650% 11/17/20480.1%
HCA, Inc.5.000% 03/15/20240.1%
Turkiye Vakiflar Bankasi Tao5.625% 05/30/20220.1%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.1%
NRG Energy, Inc.3.750% 06/15/20240.1%
Atrium Hotel Portfolio Trust 2018-ATRM2.609% 06/15/20350.1%
Ally Financial, Inc.3.875% 05/21/20240.1%
Dominion Resources, Inc.3.071% 08/15/20240.1%
Master Credit Card Trust II Series 2018-12.129% 07/21/20240.1%
Wells Fargo Commercial Mortgage Trust 2014-LC163.548% 08/15/20500.1%
ALM VII Ltd3.001% 07/15/20290.1%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.1%
DLL Securitization Trust 2017-A2.430% 11/17/20250.1%
COMM 2013-CCRE9 Mortgage Trust4.221% 07/10/20450.1%
Nexteer Automotive Group Ltd.5.875% 11/15/20210.1%
PPL WEM Ltd./Western Power Distribution Ltd.5.375% 05/01/20210.1%
UBS-Barclays Commercial Mortgage Trust2.792% 12/10/20450.1%
Chesapeake Funding II LLC1.910% 08/15/20290.1%
Government National Mortgage Association2.750% 06/16/20580.1%
Salem Fields CLO Ltd 2016-23.494% 10/25/20280.1%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.1%
Hudsons Bay Simon JV Trust4.666% 08/05/20340.1%
British Telecommunications plc4.500% 12/04/20230.1%
Concho Resources, Inc.4.375% 01/15/20250.1%
WFRBS Commercial Mortgage Trust3.311% 03/15/20450.1%
Citibank Credit Card Issuance Trust2.880% 01/23/20230.1%
Marvell Technology Group3.708% 06/04/20210.1%
Anchorage Capital CLO 4-R Ltd2.845% 01/28/20310.1%
Citigroup, Inc.3.352% 04/24/20250.1%
PTL Finance Corp.3.450% 07/01/20240.1%
Bank of The West Auto Trust 2017-12.110% 01/15/20230.1%
BX Trust 2017-SLCT4.809% 07/15/20340.1%
N-Star REL CDO Ltd.2.179% 02/01/20410.1%
Carrier Global Corp2.242% 02/15/20250.1%
General Motors Financial Co., Inc.3.950% 04/13/20240.1%
Kinross Gold Corp.5.950% 03/15/20240.1%
Danske Bank A/S5.000% 01/12/20220.1%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.1%
Spirit AeroSystems, Inc.3.950% 06/15/20230.1%
Equitable Holdings Inc3.900% 04/20/20230.1%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.1%
SL Green Operating Partnership L.P.3.250% 10/15/20220.1%
Brixmor Operating Partnership L.P.3.250% 09/15/20230.1%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.1%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.1%
Highwoods Realty L.P.3.625% 01/15/20230.1%
Steel Dynamics, Inc.5.500% 10/01/20240.1%
American Airlines Class B Pass Through Trust4.375% 10/01/20220.1%
Drive Auto Receivables Trust 2019-32.630% 09/15/20220.1%
American Airlines, Inc.3.603% 04/28/20230.1%
Enel Finance International N.V.2.650% 09/10/20240.1%
World Financial Network Credit Card Master Trust2.550% 06/17/20240.1%
Avolon Holdings Funding Ltd5.125% 10/01/20230.1%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.1%
OCP CLO 2016-12 Ltd3.419% 10/18/20280.1%
Sprint Communications, Inc.4.125% 02/02/20240.1%
Southern Star Central Corp.5.125% 07/15/20220.1%
Hyundai Capital Services, Inc.3.000% 08/29/20220.1%
Santander Retail Auto Lease Trust 2020-A1.690% 01/20/20230.1%
Government National Mortgage Association2.700% 04/16/20570.1%
UBS Group AG3.130% 05/23/20230.1%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.1%
ASB Bank Ltd3.750% 06/14/20230.1%
Zions Bancorp NA3.350% 03/04/20220.1%
Ford Credit Auto Owner Trust 2016-REV22.030% 12/15/20270.1%
Hess Corp.3.500% 07/15/20240.1%
Conn's Receivables Funding 2019-B LLC2.660% 06/17/20240.1%
Silversea Cruise Finance Ltd.7.250% 02/01/20250.1%
Occidental Petroleum Corp.6.950% 07/01/20240.1%
Assurant, Inc.4.200% 09/27/20230.1%
Chesapeake Funding II LLC2.120% 11/15/20290.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.959% 06/15/20320.1%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.1%
Illinois, IL4.950% 06/01/20230.1%
Wabtec Corp.4.150% 03/15/20240.1%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.1%
Husky Energy, Inc.4.000% 04/15/20240.1%
Occidental Petroleum Corp.2.900% 08/15/20240.1%
Reynolds American, Inc.4.850% 09/15/20230.1%
Government National Mortgage Association2.600% 07/16/20580.1%
Syngenta Finance NV3.933% 04/23/20210.1%
CSMC Trust0.552% 09/15/20370.1%
CGRBS Commercial Mortgage Trust3.369% 03/13/20350.1%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.1%
Weibo Corp.3.500% 07/05/20240.1%
GS Mortgage Securities Trust3.777% 06/10/20460.1%
LYB Americas Finance Co3.445% 03/29/20220.1%
Enel Finance International N.V.2.750% 04/06/20230.1%
Government National Mortgage Association2.750% 02/16/20580.1%
Morgan Stanley Bank of America Merrill Lynch Trust3.559% 12/15/20480.1%
DBWF 2018-AMXP Mortgage Trust3.830% 05/05/20350.1%
COMM Mortgage Trust3.898% 03/10/20310.1%
UBS-Barclays Commercial Mortgage Trust2.850% 12/10/20450.1%
Bayer US Finance II LLC2.750% 07/15/20210.1%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.1%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.1%
MPLX L.P.6.250% 10/15/20220.1%
National Oilwell Varco, Inc.2.600% 12/01/20220.1%
Associated Bank NA/Green Bay WI3.500% 08/13/20210.1%
Arbor Realty Commercial Real Estate Notes 2018-FL12.808% 06/15/20280.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Trimble Navigation Ltd.4.150% 06/15/20230.1%
CPI Swap0.010% 02/16/20280.1%
UBS-Barclays Commercial Mortgage Trust3.091% 08/10/20490.1%
Benefit Street Partners CLO IV Ltd3.569% 01/20/20290.1%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.1%
Benefit Street Partners CLO IV Ltd3.069% 01/20/20290.1%
Broadcom Inc2.916% 11/04/20240.1%
HMH Trust 2017-NSS3.062% 07/05/20310.1%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
Motel 6 Trust 2017-MTL65.909% 08/15/20340.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)7.659% 08/13/20210.1%
BWAY Mortgage Trust0.403% 03/10/20330.1%
CPI Swap0.010% 12/11/20240.1%
Government National Mortgage Association2.600% 08/16/20580.1%
NBK SPC Ltd.2.750% 05/30/20220.1%
World Financial Network Credit Card Master Trust3.140% 12/15/20250.1%
Ford Motor Credit Co. LLC3.065% 09/24/20200.1%
Anchorage Capital CLO 3-R Ltd2.845% 01/28/20310.1%
Marathon Petroleum Corp.5.375% 10/01/20220.1%
SCF Equipment Leasing 2019-1 LLC3.040% 03/20/20230.1%
FREED ABS TRUST 2018-23.990% 10/20/20250.1%
Government National Mortgage Association1.039% 12/16/20540.1%
Wells Fargo Commercial Mortgage Trust 2018-C474.361% 09/15/20610.1%
GM Financial Automobile Leasing Trust 2020-11.670% 04/20/20220.1%
COMM Mortgage Trust3.213% 03/10/20460.1%
Hyundai Auto Receivables Trust 2019-B1.930% 07/15/20220.1%
Jamestown CLO VII Ltd.3.094% 07/25/20270.1%
Bank of America Corp.2.456% 10/22/20250.1%
CPI Swap0.010% 01/16/20400.1%
Carlyle Global Market Strategies CLO Ltd.2.709% 01/18/20290.1%
Verus Securitization Trust 2020-12.417% 01/25/20600.1%
BX Trust 2017-APPL4.809% 07/15/20340.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.618% 07/05/20330.1%
Westlake Automobile Receivables Trust 2018-32.980% 01/18/20220.1%
CPI Swap0.010% 12/08/20240.1%
CPG Merger Sub LLC8.000% 10/01/20210.1%
Midwest Connector Capital Co LLC3.625% 04/01/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.549% 07/05/20330.1%
Macquarie Group Ltd.3.189% 11/28/20230.1%
AmeriCredit Automobile Receivables 2016-13.590% 02/08/20220.1%
Atrium Hotel Portfolio Trust 2018-ATRM3.089% 06/15/20350.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.829% 10/15/20450.1%
COMM 2016-GCT Mortgage Trust0.784% 08/10/20290.1%
Toronto-Dominion Bank2.437% 12/01/20220.1%
Exeter Automobile Receivables Trust 2019-42.300% 12/15/20230.1%
LTF Merger Sub, Inc.8.500% 06/15/20230.1%
World Omni Auto Receivables Trust 2018-D3.440% 12/16/20240.1%
GS Mortgage Securities Corp Trust 2017-STAY2.509% 07/15/20320.1%
AmeriCredit Automobile Receivables Trust 2017-42.040% 07/18/20220.1%
PG&E Corp5.029% 12/31/20200.1%
CPI Swap0.010% 01/19/20220.1%
AREIT 2018-CRE2 Trust2.630% 11/14/20350.1%
Irvine Core Office Trust2.068% 05/15/20480.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.259% 06/15/20320.1%
Swedbank AB2.800% 03/14/20220.1%
Romania4.875% 01/22/20240.1%
CPI Swap0.010% 01/11/20290.1%
BX Trust 2018-BILT2.459% 05/15/20300.1%
Watco Cos. LLC / Watco Finance Corp.6.375% 04/01/20230.1%
Atrium Hotel Portfolio Trust 2017-ATRM3.159% 12/15/20360.1%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.1%
Halcyon Loan Advisors Funding Ltd.2.874% 07/25/20270.1%
CPI Swap0.010% 02/10/20230.1%
CSMC 2017-HD Trust2.609% 02/15/20310.1%
CPI Swap0.010% 01/10/20290.1%
Nutrien Ltd3.375% 03/15/20250.1%
AmeriCredit Automobile Receivables Trust 2017-42.360% 12/19/20220.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt3.808% 09/15/20280.1%
WFRBS Commercial Mortgage Trust3.431% 06/15/20450.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
Federal National Mortgage Assoc.4.331% 03/01/20420.1%
Petroleos Mexicanos4.250% 01/15/20250.1%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.1%
Deephaven Residential Mortgage Trust 2020-12.339% 01/25/20600.1%
SCANA Corp.4.750% 05/15/20210.1%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.1%
Uber Technologies Inc7.500% 11/01/20230.1%
Illinois, IL6.125% 07/01/20210.1%
CarMax Auto Owner Trust 2017-32.220% 11/15/20220.1%
LSTAR Commercial Mortgage2.776% 03/10/20500.1%
CPI Swap0.010% 11/30/20230.1%
Valeant Pharmaceuticals International, Inc.7.000% 03/15/20240.1%
Puget Energy, Inc.6.000% 09/01/20210.1%
Arconic Inc5.125% 10/01/20240.1%
Arivo Acceptance Auto Loan Receivables Trust 2019-2.990% 07/15/20240.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
Federal National Mortgage Assoc.2.710% 12/01/20450.1%
Boeing Co0.000% 02/06/20220.1%
DBJPM 16-C3 Mortgage Trust1.483% 08/10/20490.1%
Kenya Government International Bond6.875% 06/24/20240.1%
Gazprom OAO Via Gaz Capital SA6.510% 03/07/20220.1%
Citibank Credit Card Issuance Trust2.490% 01/20/20230.1%
AIB Group PLC4.263% 04/10/20250.1%
Perusahaan Penerbit SBSN Indonesia III3.400% 03/29/20220.1%
Oaktree CLO Ltd.2.671% 10/20/20270.1%
World Financial Network Credit Card Master Trust3.950% 08/15/20250.1%
Irvine Core Office Trust3.173% 05/15/20480.1%
Itau Unibanco Holding SA (Cayman Islands)2.900% 01/24/20230.1%
Weibo Corp.1.250% 11/15/20220.1%
NextGear Floorplan Master Owner Trust4.010% 10/15/20230.1%
Ammc Clo 19 Ltd.4.381% 10/16/20280.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.009% 10/05/20310.1%
Exeter Automobile Receivables Trust 2017-32.810% 09/15/20220.1%
Aviation Capital Group Corp.3.875% 05/01/20230.1%
SABIC Capital II BV4.000% 10/10/20230.1%
Wells Fargo & Co.2.164% 02/11/20260.1%
Texas Gas Transmission LLC4.500% 02/01/20210.1%
AmeriCredit Automobile Receivables Trust 2016-22.870% 11/08/20210.1%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.1%
Mountain Hawk III CLO Ltd.3.019% 04/18/20250.1%
Danske Bank A/S3.001% 09/20/20220.1%
AIB Group PLC4.750% 10/12/20230.1%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.1%
GS Mortgage Securities Trust1.418% 06/10/20460.1%
Santander UK Group Holdings plc3.373% 01/05/20240.1%
LSTAR Commercial Mortgage Trust 2016-40.604% 03/10/20490.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.659% 06/15/20320.1%
Drive Auto Receivables Trust4.090% 01/15/20260.1%
HT Global IT Solutions Holdings Ltd7.000% 07/14/20210.1%
National Fuel Gas Co.4.900% 12/01/20210.1%
OZLM Ltd.3.006% 10/17/20290.1%
Oaktree CLO 2014-12.997% 05/13/20290.1%
Sempra Energy2.501% 01/15/20210.1%
PTL Finance Corp.2.700% 11/01/20240.1%
Greenko Mauritius Ltd6.250% 02/21/20230.1%
Syngenta Finance NV3.698% 04/24/20200.1%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.1%
American Airlines Group, Inc.3.750% 03/01/20250.1%
Smithfield Foods, Inc.3.350% 02/01/20220.1%
Santander Drive Auto Receivables Trust 2017-22.790% 08/15/20220.1%
Eclipse Resources Corp.8.875% 07/15/20230.1%
Synchrony Credit Card Master Note Trust2.550% 05/15/20240.1%
Goldman Sachs Group, Inc.2.707% 10/31/20220.1%
SM Energy Co.6.125% 11/15/20220.1%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.1%
HPEFS Equipment Trust 2020-11.730% 02/20/20300.1%
JFIN CLO 2013 Ltd4.019% 01/20/20300.1%
Valeant Pharmaceuticals International, Inc.6.125% 04/15/20250.1%
COMM Mortgage Trust3.532% 08/10/20470.1%
Federal Home Loan Mortgage Corp.3.130% 11/01/20430.1%
Northwoods Capital 20 Ltd3.901% 01/25/20300.1%
ZF North America Capital, Inc.4.000% 04/29/20200.1%
BAT Capital Corp2.789% 09/06/20240.1%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.1%
Government National Mortgage Association2.600% 09/16/20510.1%
Becton, Dickinson & Co.2.979% 12/29/20200.1%
Halcyon Loan Advisors Funding Ltd.3.444% 07/25/20270.1%
Hyundai Capital America3.250% 09/20/20220.1%
Palmer Square Loan Funding 2018-5 Ltd3.219% 01/20/20270.1%
BX Trust 2018-GW2.459% 05/15/20350.1%
Midwest Connector Capital Co LLC3.900% 04/01/20240.1%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.1%
Hilton Orlando Trust 2018-ORL3.359% 12/15/20340.1%
CPI Swap0.010% 01/19/20220.1%
UBS-Barclays Commercial Mortgage Trust3.649% 03/10/20460.1%
Morgan Stanley2.720% 07/22/20250.1%
Catholic Health Initiatives2.760% 10/01/20240.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.859% 04/15/20310.1%
GS Mortgage Securities Corp Trust 2019-70P2.979% 10/15/20360.1%
NextEra Energy Capital Holdings, Inc.2.231% 05/04/20210.1%
AmeriCredit Automobile Receivables Trust 2017-32.240% 06/19/20230.1%
UBS-Barclays Commercial Mortgage Trust3.525% 05/10/20630.1%
Sinopec Group Overseas Development 2018 Ltd2.500% 11/12/20240.1%
HMH Trust 2017-NSS3.343% 07/05/20310.1%
Hudson Pacific Properties4.138% 04/01/20220.1%
Energen Corp.4.625% 09/01/20210.1%
Drive Auto Receivables Trust 2019-23.170% 11/15/20230.1%
OCP CLO 2015-10 Ltd3.094% 10/26/20270.1%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.1%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.1%
HMH Trust 2017-NSS4.723% 07/05/20310.1%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.1%
Bermuda Government International Bond4.138% 01/03/20230.1%
RBS Commercial Funding Inc 2013-GSP Trust3.834% 01/15/20320.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.795% 06/05/20320.1%
Sri Lanka (Democratic Socialist Republic of)5.750% 04/18/20230.1%
TCF Auto Receivables Owner Trust 2016-12.320% 06/15/20220.1%
Government National Mortgage Association2.600% 10/16/20570.1%
CNAC HK Finbridge Co Ltd3.500% 07/19/20220.1%
ENI SpA4.150% 10/01/20200.1%
CPI Swap0.010% 12/13/20310.1%
CenterPoint Energy, Inc.2.500% 09/01/20240.1%
Akbank TAS5.000% 10/24/20220.1%
US Airways Class B Pass Through Trust5.375% 11/15/20210.1%
BanColombia SA3.000% 01/29/20250.1%
Golden Credit Card Trust2.620% 01/15/20230.1%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.1%
Goldman Sachs Group, Inc.3.272% 09/29/20250.1%
Hasbro, Inc.3.000% 11/19/20240.1%
Duqesne Light Holdings, Inc.6.400% 09/15/20200.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)10.908% 08/13/20220.1%
HD Supply Inc.5.575% 08/01/20240.1%
CPI Swap0.010% 12/13/20240.1%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.1%
CPI Swap0.010% 01/21/20400.1%
CPI Swap0.010% 02/10/20220.1%
Ready Capital Mortgage Financing 2018-Fl2 LLC2.477% 06/25/20350.1%
CPI Swap0.010% 02/24/20220.1%
MDC-GMTN BV2.500% 11/07/20240.1%
General Motors Financial Co., Inc.3.700% 05/09/20230.1%
AES Corp.4.875% 05/15/20230.1%
Mountain View CLO X Ltd2.668% 10/13/20270.1%
CPI Swap0.010% 01/03/20260.1%
Air Lease Corp.4.250% 02/01/20240.1%
Drive Auto Receivables Trust4.530% 08/15/20230.1%
Standard Chartered Bank Hong Kong Ltd5.875% 06/24/20200.1%
General Motors Financial Co., Inc.2.900% 02/26/20250.1%
GS Mortgage Securities Trust3.778% 11/10/20290.1%
Asbury Automotive Group, Inc.6.000% 12/15/20240.1%
Freeport-McMoRan, Inc.4.550% 11/14/20240.1%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.1%
CPS Auto Receivables Trust 2019-D2.350% 11/15/20230.1%
Fresenius Medical Care US Finance, Inc.5.750% 02/15/20210.1%
RETL 2019-RVP3.759% 03/15/20360.1%
Nissan Motor Acceptance Corp.2.651% 09/28/20220.1%
GATX Corp.4.350% 02/15/20240.1%
Synchrony Credit Card Master Note Trust2.370% 03/15/20230.1%
Joseph T Ryerson & Son, Inc.11.000% 05/15/20220.1%
National Fuel Gas Co.3.750% 03/01/20230.1%
Nordea Bank Abp4.250% 09/21/20220.1%
Aircastle Ltd.7.625% 04/15/20200.1%
Genesys Telecommunications Laboratories Inc/Greene10.000% 11/30/20240.1%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.1%
Hudsons Bay Simon JV Trust5.159% 08/05/20340.1%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.1%
Oceaneering International, Inc.4.650% 11/15/20240.1%
Popular, Inc.6.125% 09/14/20230.1%
DLL Securitization Trust 2017-A2.140% 12/15/20210.1%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.1%
TechnipFMC PLC3.450% 10/01/20220.1%
Laredo Petroleum Holdings, Inc.9.500% 01/15/20250.1%
Puget Energy, Inc.5.625% 07/15/20220.1%
Glencore Funding LLC4.625% 04/29/20240.1%
GS Mortgage Securities Corp Trust 2017-STAY3.609% 07/15/20320.1%
CPS Auto Receivables Trust 2019-B5.000% 03/17/20250.1%
Wells Fargo Commercial Mortgage Trust5.632% 11/15/20430.1%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.1%
CPI Swap0.010% 12/06/20240.1%
Muthoot Finance Ltd6.125% 10/31/20220.1%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.1%
CPI Swap0.010% 12/19/20240.1%
MSCG Trust4.181% 11/15/20340.1%
Saudi Arabian Oil Co2.875% 04/16/20240.1%
Chesapeake Funding II LLC1.990% 05/15/20290.1%
Adani Ports & Special Economic Zone Ltd3.950% 01/19/20220.1%
Eldorado Resorts, Inc.7.000% 08/01/20230.1%
Enel Finance International N.V.4.250% 09/14/20230.1%
Morgan Stanley Bank of America Merrill Lynch Trust2.918% 02/15/20460.1%
Seminole Tribe of Florida4.331% 07/08/20240.1%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.1%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.1%
CPI Swap0.010% 01/04/20260.1%
Williams Scotsman International Inc7.875% 12/15/20220.1%
FNB Corp.2.200% 02/24/20230.1%
Enterprise Development Authority/The12.000% 07/15/20240.1%
Perimeter Master Note Business Trust6.020% 12/15/20220.1%
CSMC 2017-HD Trust5.309% 02/15/20310.1%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.1%
Cimarex Energy Co.4.375% 06/01/20240.1%
Sempra Energy4.050% 12/01/20230.1%
Texas Eastern Transmission L.P.4.125% 12/01/20200.1%
RP Crown Parent LLC7.375% 10/15/20240.1%
Kemper Corp.4.350% 02/15/20250.1%
JPMCC Commercial Mortgage Securities Trust 2017-JP1.070% 09/15/20500.1%
Aventura Mall Trust3.743% 12/05/20320.1%
Morgan Stanley Capital Barclays Bank Trust 2016-MA2.817% 09/13/20310.1%
UBS-Barclays Commercial Mortgage Trust1.118% 04/10/20460.1%
CSMC Trust 2017-PFHP2.609% 12/15/20300.1%
Daimler Finance North America LLC2.301% 05/04/20210.1%
CPI Swap0.010% 12/19/20240.1%
Discover Bank3.350% 02/06/20230.1%
CHT 2017-COSMO Mortgage Trust3.059% 11/15/20360.1%
Delos Finance Sarl4.081% 10/06/20230.1%
SCANA Corp.4.125% 02/01/20220.1%
NOVA Chemicals Corp.5.250% 08/01/20230.1%
Albertsons Cos Inc / Safeway Inc / New Albertsons5.750% 03/15/20250.1%
Bermuda Government International Bond4.854% 02/06/20240.1%
NXP BV / NXP Funding LLC4.625% 06/01/20230.1%
Ingles Markets, Inc.5.750% 06/15/20230.1%
Studio City Co Ltd7.250% 11/30/20210.1%
Western Gas Partners L.P.2.698% 01/13/20230.1%
KREF 2018-FL1 Ltd2.747% 06/15/20360.1%
CPI Swap0.010% 07/10/20250.1%
Ford Motor Co3.335% 12/31/20220.1%
Peachtree Corners Funding Trust3.976% 02/15/20250.1%
BX Trust 2018-GW3.429% 05/15/20350.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The2.509% 01/15/20330.1%
Numericable Group S.A.7.375% 05/01/20260.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
Viking Cruises Ltd.6.250% 05/15/20250.1%
HMH Trust 2017-NSS3.787% 07/05/20310.1%
The Royal Bank of Scotland Group PLC6.125% 12/15/20220.1%
Calpine Corp.5.750% 01/15/20250.1%
Ford Motor Credit Co. LLC3.219% 01/09/20220.1%
H&E Equipment Services, Inc.5.625% 09/01/20250.1%
Ford Motor Credit Co. LLC3.087% 01/09/20230.1%
JBS USA LLC/JBS USA Finance, Inc.5.875% 07/15/20240.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.036% 06/05/20320.1%
Morgan Stanley Capital I Trust2.084% 08/05/20340.1%
CarMax Auto Owner Trust 2017-32.720% 05/15/20230.0%
Florida Gas Transmission Co., LLC3.875% 07/15/20220.0%
Brixmor Operating Partnership L.P.3.650% 06/15/20240.0%
POSCO2.375% 11/12/20220.0%
CPI Swap0.010% 12/21/20250.0%
FirstEnergy Transmission LLC4.350% 01/15/20250.0%
PPL Capital Funding, Inc.3.500% 12/01/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.559% 04/15/20310.0%
COMM 2014-LC15 Mortgage Trust4.006% 04/10/20470.0%
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development4.103% 08/18/20220.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
Navient Corp.6.125% 03/25/20240.0%
GM Financial Consumer Automobile Receivables Trust3.370% 08/16/20240.0%
Morgan Stanley4.100% 05/22/20230.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.012% 10/15/20490.0%
Select Medical Corp.6.250% 08/15/20260.0%
WFRBS Commercial Mortgage Trust0.641% 08/15/20470.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Boral Finance Pty Ltd3.000% 11/01/20220.0%
Morgan Stanley Capital I Trust2.071% 03/15/20450.0%
SLIDE 2018-FUN3.509% 06/15/20310.0%
CPI Swap0.010% 03/21/20240.0%
MEG Energy Corp.6.500% 01/15/20250.0%
China Overseas Finance Cayman V Ltd.3.950% 11/15/20220.0%
CPI Swap0.010% 12/14/20240.0%
Northwoods Capital 20 Ltd3.221% 01/25/20300.0%
California Republic Auto Receivables Trust 2015-43.730% 11/15/20210.0%
Range Resources Corp.5.000% 03/15/20230.0%
Wyndham Worldwide Corp.5.625% 03/01/20210.0%
CPS Auto Receivables Trust 2018-B3.580% 03/15/20230.0%
ACC Trust 2019-13.750% 05/20/20220.0%
Comision Federal de Electricidad4.875% 05/26/20210.0%
Muthoot Finance Ltd4.400% 09/02/20230.0%
Danske Bank A/S5.375% 01/12/20240.0%
Drive Auto Receivables Trust4.180% 03/15/20240.0%
Citigroup, Inc.5.500% 09/13/20250.0%
SoFi Professional Loan Program 2017-E LLC1.860% 11/26/20400.0%
CPI Swap0.010% 08/02/20240.0%
Capital One Multi-Asset Execution Trust2.000% 01/17/20230.0%
CPI Swap0.010% 12/27/20250.0%
Transocean Sentry Ltd5.375% 05/15/20230.0%
CSMC Trust 2017-PFHP3.259% 12/15/20300.0%
DAE Funding LLC4.000% 08/01/20200.0%
BDS 2018-FL12.519% 01/15/20350.0%
Drive Auto Receivables Trust3.720% 10/17/20220.0%
Country Garden Holdings Co. Ltd.7.125% 01/27/20220.0%
CPI Swap0.010% 12/27/20250.0%
Drive Auto Receivables Trust3.360% 10/17/20220.0%
KazMunayGas National Co.3.875% 04/19/20220.0%
People's United Financial, Inc.3.650% 12/06/20220.0%
Wabtec Corp.3.419% 09/15/20210.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.527% 06/05/20320.0%
Jersey Central Power & Light Co.4.700% 04/01/20240.0%
Commercial Mortgage Trust5.725% 07/10/20380.0%
MSCG Trust2.612% 06/07/20350.0%
Chaparral Energy, Inc.8.750% 07/15/20230.0%
Evergy Inc2.450% 09/15/20240.0%
General Mills, Inc.3.012% 10/17/20230.0%
CPI Swap0.010% 12/10/20340.0%
LMREC 2015-CRE, Inc.3.879% 02/22/20320.0%
US Foods, Inc.3.353% 06/15/20230.0%
Duqesne Light Holdings, Inc.5.900% 12/01/20210.0%
Navient Corp.5.875% 10/25/20240.0%
CarMax Auto Owner Trust 2017-32.440% 02/15/20230.0%
Fairstone Financial Issuance Trust I3.948% 03/21/20330.0%
Banco de Credito del Peru2.700% 01/11/20250.0%
CPI Swap0.010% 12/28/20250.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
American Airlines, Inc.3.363% 06/27/20250.0%
TCF Auto Receivables Owner Trust 2016-12.030% 02/15/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T3.201% 10/05/20310.0%
Phillips 662.517% 02/26/20210.0%
Turkiye Vakiflar Bankasi Tao5.750% 01/30/20230.0%
CommScope, Inc.5.500% 03/01/20240.0%
BX Trust 2018-BILT3.429% 05/15/20300.0%
Park Aerospace Holdings Ltd3.625% 03/15/20210.0%
Santander Drive Auto Receivables Trust 2017-32.760% 12/15/20220.0%
D.R. Horton, Inc.4.375% 09/15/20220.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
SCANA Corp.6.250% 04/01/20200.0%
Park Aerospace Holdings Ltd5.250% 08/15/20220.0%
CSMC Trust 2017-LSTK3.030% 04/05/20330.0%
Residential Mortgage Loan Trust 2020-12.376% 02/25/20240.0%
COMM Mortgage Trust1.873% 04/12/20350.0%
Volkswagen Group of America Finance LLC4.250% 11/13/20230.0%
CSMC 2017-HD Trust4.159% 02/15/20310.0%
CSMC 2017-HD Trust3.009% 02/15/20310.0%
IHeart Communications, Inc.6.375% 05/01/20260.0%
CPI Swap0.010% 11/08/20200.0%
Hecla Mining Co.6.875% 05/01/20210.0%
Financial & Risk US Hold5.815% 10/01/20250.0%
World Omni Select Auto Trust 2018-13.680% 07/15/20230.0%
Manufacturers & Traders Trust Co2.875% 12/28/20200.0%
JP Morgan Chase Commercial Mortgage Securities Cor0.154% 07/05/20310.0%
BBCMS Trust2.466% 03/10/20360.0%
Madison Park Funding XVI Ltd3.719% 04/20/20260.0%
CPI Swap0.010% 10/17/20200.0%
MSCG Trust5.205% 11/15/20340.0%
CPI Swap0.010% 11/06/20200.0%
Bayer US Finance II LLC4.250% 12/15/20250.0%
Titan International, Inc.6.500% 11/30/20230.0%
Flowserve Corp.4.000% 11/15/20230.0%
Capital Auto Receivables Asset Trust 2017-12.220% 03/21/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.959% 04/15/20310.0%
Morgan Stanley Bank of America Merrill Lynch Trust1.406% 11/15/20490.0%
CarMax Auto Owner Trust1.600% 06/15/20220.0%
Citigroup Commercial Mortgage Trust3.753% 03/10/20470.0%
First Investors Auto Owner Trust 2018-24.030% 01/15/20250.0%
Government National Mortgage Association2.300% 02/16/20470.0%
Fairstone Financial Issuance Trust I6.299% 03/21/20330.0%
Murphy Oil Corp.6.875% 08/15/20240.0%
CPI Swap0.010% 11/27/20340.0%
Morgan Stanley Capital I Trust 2016-UB111.614% 08/15/20490.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.318% 07/05/20330.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.918% 07/05/20330.0%
XPO Logistics, Inc.6.500% 06/15/20220.0%
SLIDE 2018-FUN2.909% 06/15/20310.0%
GS Mortgage Securities Trust2.636% 11/10/20290.0%
WFRBS Commercial Mortgage Trust4.748% 06/15/20450.0%
Macquarie Bank Ltd.6.625% 04/07/20210.0%
AOA 2015-1177 Mortgage Trust2.957% 12/13/20290.0%
ZF North America Capital, Inc.4.500% 04/29/20220.0%
WFRBS Commercial Mortgage Trust1.194% 05/15/20450.0%
CSMC Trust 2016-NXSR0.109% 12/15/20490.0%
GS Mortgage Securities Corp Trust 2017-STAY2.759% 07/15/20320.0%
INFOR US, Inc.6.500% 05/15/20220.0%
Spectra Energy Partners L.P.4.600% 06/15/20210.0%
GE Capital International Funding Co.2.342% 11/15/20200.0%
Ford Motor Credit Co. LLC2.979% 08/03/20220.0%
Federal National Mortgage Assoc.2.820% 10/01/20450.0%
CHT 2017-COSMO Mortgage Trust3.909% 11/15/20360.0%
Dollar Tree, Inc.4.000% 05/15/20250.0%
Government National Mortgage Association2.900% 05/16/20540.0%
General Motors Financial Co., Inc.4.250% 05/15/20230.0%
Give & Go Prepared Foods5.929% 07/29/20230.0%
Williams Cos., Inc.4.500% 11/15/20230.0%
AerCap Ireland Capital Ltd.4.875% 01/16/20240.0%
New Gold, Inc.6.250% 11/15/20220.0%
CPI Swap0.010% 06/28/20250.0%
CPI Swap0.010% 02/01/20260.0%
MARB BondCo PLC7.000% 03/15/20240.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 03/15/20230.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Hyundai Capital America3.450% 03/12/20210.0%
Atrium Hotel Portfolio Trust 2018-ATRM3.309% 06/15/20350.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
CPI Swap0.010% 12/11/20310.0%
Avis Budget Rental Car Funding2.630% 12/20/20210.0%
ENVA 2019-A LLC3.960% 06/22/20260.0%
WFRBS Commercial Mortgage Trust 2012-C102.875% 12/15/20450.0%
West Town Mall Trust 2017-KNOX0.376% 07/05/20300.0%
Occidental Petroleum Corp.2.700% 08/15/20220.0%
Columbia Cent CLO 27 Ltd3.394% 10/25/20280.0%
Morgan Stanley5.000% 11/24/20250.0%
SLIDE 2018-FUN0.976% 12/15/20200.0%
Trimble Navigation Ltd.4.750% 12/01/20240.0%
American Airlines, Inc.4.008% 12/14/20230.0%
CPI Swap0.010% 02/13/20260.0%
CSMC Trust 2017-LSTK3.331% 04/05/20330.0%
GS Mortgage Securities Trust4.740% 05/10/20450.0%
CPI Swap0.010% 11/10/20220.0%
Kinross Gold Corp.5.125% 09/01/20210.0%
Harvest Operations Corp.4.200% 06/01/20230.0%
CPI Swap0.010% 11/02/20200.0%
Syngenta Finance NV4.441% 04/24/20230.0%
First Investors Auto Owner Trust 2018-13.510% 05/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.819% 05/15/20450.0%
Avery Point CLO Ltd.2.816% 07/17/20260.0%
CPI Swap0.010% 06/17/20390.0%
Government National Mortgage Association3.000% 01/16/20480.0%
BBCMS Trust3.821% 09/05/20320.0%
SLIDE 2018-FUN3.209% 06/15/20310.0%
Federal National Mortgage Assoc.2.657% 12/01/20450.0%
CPI Swap0.010% 04/01/20260.0%
GS Mortgage Securities Corp Trust 2016-RENT4.067% 02/10/20290.0%
Synovus Bank/Columbus GA2.289% 02/10/20230.0%
WGL Holdings, Inc.2.682% 03/12/20200.0%
CSMC Trust 2017-LSTK3.229% 04/05/20330.0%
Prestige Auto Receivables Trust 2019-13.010% 08/15/20250.0%
Cigna Corp4.125% 11/15/20250.0%
CPI Swap0.010% 11/20/20200.0%
Santander Drive Auto Receivables Trust 2016-14.020% 04/15/20220.0%
Advanced Disposal Services, Inc.3.929% 11/10/20230.0%
Aston Martin Capital Holdings Ltd6.500% 04/15/20220.0%
WFRBS Commercial Mortgage Trust1.339% 06/15/20450.0%
Australia & New Zealand Banking Group Ltd.4.500% 03/19/20240.0%
Centene Corp.5.375% 06/01/20260.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Master Credit Card Trust3.570% 07/21/20220.0%
Glencore Funding LLC3.000% 10/27/20220.0%
Laureate Education, Inc.8.250% 05/01/20250.0%
Continental Resources, Inc.3.800% 06/01/20240.0%
Martin Marietta Materials, Inc.2.549% 05/22/20200.0%
COMM 2016-COR1 Mortgage Trust2.499% 10/10/20490.0%
Texas Eastern Transmission L.P.2.800% 10/15/20220.0%
WPX Energy, Inc.5.250% 10/15/20270.0%
CPI Swap0.010% 01/07/20260.0%
CPS Auto Receivables Trust6.580% 03/15/20220.0%
CSAIL 2016-C7 Commercial Mortgage Trust0.963% 11/15/20490.0%
CPI Swap0.010% 01/04/20260.0%
Nielsen Finance LLC (VNU, Inc.)3.831% 10/04/20230.0%
GS Mortgage Securities Corp Trust 2017-STAY3.009% 07/15/20320.0%
ABN Amro Bank NV4.750% 07/28/20250.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
Hyundai Capital America3.000% 06/20/20220.0%
GLP Financing, LLC3.517% 04/28/20210.0%
BBVA Bancomer SA6.500% 03/10/20210.0%
Williams Cos., Inc.7.875% 09/01/20210.0%
Csail Commercial Mortgage Trust0.000% 06/15/20570.0%
CFCRE Commercial Mortgage Trust5.741% 12/15/20470.0%
UBS-Barclays Commercial Mortgage Trust0.950% 03/10/20460.0%
UTEX Industries5.603% 05/22/20210.0%
TCF Auto Receivables Owner Trust 2016-PT11.930% 06/15/20220.0%
First Investors Auto Owner Trust 2018-24.280% 01/15/20250.0%
CPI Swap0.010% 08/02/20240.0%
CPI Swap0.010% 01/15/20290.0%
CPI Swap0.010% 08/08/20240.0%
DBWF 2016-85T Mortgage Trust0.014% 12/10/20360.0%
Virgin Media Finance plc6.000% 10/15/20240.0%
Illinois, IL6.200% 07/01/20210.0%
Lukoil International Finance BV6.125% 11/09/20200.0%
Anglo American Capital plc4.125% 04/15/20210.0%
CPI Swap0.010% 12/30/20340.0%
Medco Straits Services Pte Ltd8.500% 08/17/20220.0%
CSMC Trust 2017-MOON3.196% 07/10/20340.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.976% 12/15/20470.0%
CPI Swap0.010% 12/05/20220.0%
CPI Swap0.010% 09/07/20220.0%
Morgan Stanley Capital I Trust3.350% 07/13/20290.0%
Equate Petrochemical BV3.000% 03/03/20220.0%
Ford Motor Credit Co. LLC3.339% 03/28/20220.0%
Arconic Inc5.400% 04/15/20210.0%
Aviation Capital Group Corp.2.875% 01/20/20220.0%
Triumph Group, Inc.5.250% 06/01/20220.0%
General Electric Co.3.375% 03/11/20240.0%
American Airlines Class B Pass Through Trust5.625% 01/15/20210.0%
CNAC HK Finbridge Co Ltd3.000% 07/19/20200.0%
Republic of Costa Rica4.250% 01/26/20230.0%
Government National Mortgage Association2.900% 10/16/20550.0%
Ally Financial, Inc.4.250% 04/15/20210.0%
American Energy-Permian Basin LLC12.000% 10/01/20240.0%
Avid Automobile Receivables Trust 2018-12.840% 08/15/20230.0%
Dell International LLC / EMC Corp.4.000% 07/15/20240.0%
Government National Mortgage Association0.887% 06/16/20540.0%
Capitol Investment Merger Sub 2 LLC10.000% 08/01/20240.0%
Fairstone Financial Issuance Trust I7.257% 03/21/20330.0%
Foursight Capital Automobile Receivables Trust 2022.050% 10/15/20240.0%
CPI Swap0.010% 09/24/20290.0%
Seneca Park CLO Ltd.2.956% 07/17/20260.0%
Blue Cube Spinco, Inc.9.750% 10/15/20230.0%
CPI Swap0.010% 05/25/20230.0%
EPR Properties5.250% 07/15/20230.0%
Federal Home Loan Mortgage Corp.0.177% 11/25/20260.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
FHC Health Systems, Inc.5.945% 12/23/20210.0%
IHS Markit Ltd4.125% 08/01/20230.0%
CPI Swap0.010% 11/21/20220.0%
California Republic Auto Receivables Trust 2016-12.240% 10/15/20210.0%
Federal Home Loan Mortgage Corp.2.220% 02/25/20320.0%
WFRBS Commercial Mortgage Trust 2012-C92.870% 11/15/20450.0%
JMC Steel Group9.875% 06/15/20230.0%
DBUBS Mortgage Trust4.998% 07/10/20440.0%
CEOC, LLC (aka Caesars Entertainment Operating Company)4.093% 10/07/20240.0%
Freeport-McMoRan, Inc.3.875% 03/15/20230.0%
WFRBS Commercial Mortgage Trust0.961% 05/15/20470.0%
Americold LLC Trust3.847% 01/14/20290.0%
CPI Swap0.010% 12/09/20340.0%
CFCRE Commercial Mortgage Trust 2016-C61.144% 11/10/20490.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.779% 04/15/20310.0%
Fairstone Financial Issuance Trust I5.084% 03/21/20330.0%
TCF Auto Receivables Owner Trust 2016-12.510% 09/15/20220.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 04/11/20220.0%
General Motors Financial Co., Inc.3.150% 06/30/20220.0%
Energy Transfer Partners LP / Regency Energy Finan4.500% 11/01/20230.0%
Valeant Pharmaceuticals International, Inc.6.500% 03/15/20220.0%
M/I Homes, Inc.5.625% 08/01/20250.0%
D.R. Horton, Inc.4.750% 02/15/20230.0%
DDR Corp.4.625% 07/15/20220.0%
Ascentium Equipment Receivables 2017-1 Trust2.290% 06/10/20210.0%
Flagship Credit Auto Trust 2017-42.070% 04/15/20220.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 12/15/20230.0%
CFCRE Commercial Mortgage Trust 2016-C70.733% 12/10/20540.0%
COMM Mortgage Trust0.421% 06/10/20460.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.760% 08/15/20490.0%
COMM Mortgage Trust1.199% 03/10/20460.0%
Highwoods Realty L.P.3.200% 06/15/20210.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Federal Home Loan Mortgage Corp.4.287% 02/01/20380.0%
Morgan Stanley Bank of America Merrill Lynch Trust0.598% 07/15/20500.0%
Callon Petroleum Co.6.125% 10/01/20240.0%
CPI Swap0.010% 08/07/20240.0%
PTL Finance Corp.3.900% 02/01/20240.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
COMM Mortgage Trust1.697% 10/15/20450.0%
Cigna Corp2.489% 03/17/20200.0%
CSMC Trust 2017-MOON3.196% 07/10/20340.0%
Federal National Mortgage Assoc.3.782% 06/01/20380.0%
Federal National Mortgage Assoc.3.951% 12/01/20400.0%
Federal National Mortgage Assoc.3.976% 10/01/20350.0%
Government National Mortgage Association2.900% 08/16/20550.0%
Wells Fargo Commercial Mortgage Trust0.017% 06/15/20480.0%
CPI Swap0.010% 12/12/20310.0%
Newell Rubbermaid, Inc.4.700% 08/15/20200.0%
Suncor Energy Ventures Corp9.400% 09/01/20210.0%
Federal Home Loan Mortgage Corp.4.129% 12/01/20360.0%
Government National Mortgage Association0.764% 08/16/20540.0%
William Lyon Homes, Inc.7.000% 08/15/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.009% 10/05/20310.0%
Federal Home Loan Mortgage Corp.4.400% 09/01/20360.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.659% 06/15/20350.0%
CPI Swap0.010% 09/06/20290.0%
Kinetic Concepts, Inc. / KCI USA, Inc.12.500% 11/01/20210.0%
TCF Auto Receivables Owner Trust 2015-23.750% 12/15/20210.0%
Federal Home Loan Mortgage Corp.3.966% 02/01/20370.0%
MPH Acquisition Holdings LLC4.695% 06/07/20230.0%
WFRBS Commercial Mortgage Trust4.869% 02/15/20440.0%
Acadia Healthcare Co., Inc.5.625% 02/15/20230.0%
Continental Credit Card 2016-111.330% 01/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.731% 12/15/20490.0%
Parsley Energy LLC5.375% 01/15/20250.0%
Fresenius Medical Care US Finance II, Inc.4.125% 10/15/20200.0%
QEP Resources, Inc.6.875% 03/01/20210.0%
GS Mortgage Securities Corp Trust 2012-ALOHA4.129% 04/10/20340.0%
Bill Barrett Corp.7.000% 10/15/20220.0%
CPI Swap0.010% 03/02/20240.0%
Scientific Games International, Inc.4.366% 08/14/20240.0%
Conn's Receivables Funding 2018-A LLC3.250% 01/15/20230.0%
CPS Auto Receivables Trust 2019-A3.890% 12/16/20240.0%
CPI Swap0.010% 05/22/20220.0%
VeriSign, Inc.4.625% 05/01/20230.0%
Helmerich & Payne, Inc.4.650% 03/15/20250.0%
Federal National Mortgage Assoc.4.178% 09/01/20380.0%
Wells Fargo Commercial Mortgage Trust0.639% 06/15/20480.0%
LMREC 2015-CRE, Inc.2.609% 02/22/20320.0%
Morgan Stanley Capital I Trust0.089% 07/13/20290.0%
MSCG Trust3.348% 11/15/20340.0%
Citigroup Commercial Mortgage Trust0.372% 06/10/20480.0%
Federal National Mortgage Assoc.4.144% 01/01/20380.0%
CPI Swap0.010% 04/10/20220.0%
CPS Auto Receivables Trust 2020-A2.900% 12/15/20250.0%
Morgan Stanley Capital I Trust3.469% 08/11/20330.0%
CIT Group, Inc.4.750% 02/16/20240.0%
COMM Mortgage Trust5.972% 07/10/20460.0%
CPI Swap0.010% 06/09/20220.0%
Brandywine Operating Partnership L.P.4.100% 10/01/20240.0%
Comm 2013-GAM3.367% 02/10/20280.0%
Sunoco Logistics Partners L.P.4.250% 04/01/20240.0%
Univision Communications, Inc.5.125% 05/15/20230.0%
Shelter Growth CRE 2018-FL1 Issuer Ltd2.658% 01/15/20350.0%
COMM Mortgage Trust1.008% 08/10/20470.0%
Citigroup Mortgage Loan Trust1.801% 07/25/20360.0%
DBUBS Mortgage Trust3.527% 07/10/20440.0%
Capital Auto Receivables Asset Trust 2017-12.020% 08/20/20210.0%
CFCRE Commercial Mortgage Trust 2016-C41.704% 05/10/20580.0%
Federal National Mortgage Assoc.3.931% 03/01/20390.0%
CPI Swap0.010% 08/04/20260.0%
CPI Swap0.010% 04/03/20210.0%
LSTAR Commercial Mortgage Trust 2016-41.842% 03/10/20490.0%
Federal National Mortgage Assoc.3.990% 12/01/20400.0%
DDR Corp.3.625% 02/01/20250.0%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.0%
JPMBB Commercial Mortgage Securities Trust0.921% 11/15/20470.0%
BWay Holding Company5.084% 04/03/20240.0%
CarMax Auto Owner Trust1.400% 08/15/20210.0%
Federal National Mortgage Assoc.4.123% 04/01/20400.0%
California Republic Auto Receivables Trust 2016-21.830% 12/15/20210.0%
Range Resources Corp.5.875% 07/01/20220.0%
Government National Mortgage Association0.898% 01/16/20550.0%
CPI Swap0.010% 08/21/20240.0%
BBCMS Trust0.205% 09/10/20280.0%
Government National Mortgage Association2.750% 09/16/20460.0%
Prima Capital CRE Securitization Ltd.2.214% 10/24/20350.0%
CD 2016-CD1 Mortgage Trust1.406% 08/10/20490.0%
Kennedy-Wilson Inc5.875% 04/01/20240.0%
Shea Homes LP / Shea Homes Funding Corp.5.875% 04/01/20230.0%
Jacobs Entertainment, Inc.7.875% 02/01/20240.0%
GS Mortgage Securities Trust1.944% 11/10/20450.0%
JPMBB Commercial Mortgage Securities Trust0.486% 07/15/20450.0%
UTEX Industries8.853% 05/22/20220.0%
JPMBB Commercial Mortgage Securities Trust0.742% 05/15/20480.0%
Diamond Resorts Owner Trust3.080% 11/20/20280.0%
Structured Asset Securities Corp. Series5.750% 12/25/20350.0%
Federal National Mortgage Assoc.4.676% 12/01/20380.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-3.730% 03/25/20490.0%
JP Morgan Chase Commercial Mortgage Series Trust1.257% 04/15/20460.0%
Federal Home Loan Mortgage Corp.4.140% 04/01/20370.0%
Centene Corp.6.125% 02/15/20240.0%
Federal Home Loan Mortgage Corp.4.061% 05/01/20360.0%
CPI Swap0.010% 03/31/20260.0%
New Century Home Equity Loan Trust4.672% 08/25/20350.0%
GS Mortgage Securities Trust0.781% 11/10/20480.0%
Engs Commercial Finance Trust2.630% 02/22/20220.0%
CPI Swap0.010% 03/04/20240.0%
CPI Swap0.010% 04/28/20200.0%
JPMBB Commercial Mortgage Securities Trust0.750% 04/15/20470.0%
BX Trust 2017-APPL3.709% 07/15/20340.0%
Continental Airlines 2012-1 Class B Pass Thru Trus6.250% 04/11/20200.0%
COMM Mortgage Trust3.063% 10/15/20310.0%
Federal Home Loan Mortgage Corp.4.107% 10/01/20380.0%
Citigroup Commercial Mortgage Trust0.216% 07/10/20470.0%
Vornado DP LLC Trust2.970% 09/13/20280.0%
Federal National Mortgage Assoc.4.363% 03/01/20380.0%
Federal National Mortgage Assoc.4.065% 10/01/20400.0%
J.P. Morgan Chase Commercial Mortgage Securities T1.211% 10/05/20310.0%
WFRBS Commercial Mortgage Trust0.572% 05/15/20470.0%
CPI Swap0.010% 10/09/20290.0%
DRB Prime Student Loan Trust3.200% 01/25/20400.0%
CPI Swap0.010% 06/23/20220.0%
Federal National Mortgage Assoc.4.240% 08/01/20380.0%
Smithfield Foods, Inc.2.650% 10/03/20210.0%
CPI Swap0.010% 04/27/20240.0%
US Airways Class B Pass Through Trust6.750% 06/03/20210.0%
Doncasters US Finance LLC (Doncasters US LLC)10.195% 10/09/20200.0%
CPS Auto Receivables Trust 2017-D2.430% 01/18/20220.0%
GS Mortgage Securities Trust3.849% 12/10/20430.0%
Government National Mortgage Association2.200% 04/16/20470.0%
FX USD/CAD 03/200.000% 03/13/20200.0%
Springleaf Finance Corp.7.750% 10/01/20210.0%
Government National Mortgage Association2.500% 03/16/20490.0%
GM Financial Automobile Leasing Trust 2017-22.430% 06/21/20210.0%
TCF Auto Receivables Owner Trust 2015-23.000% 09/15/20210.0%
JPMBB Commercial Mortgage Securities Trust0.284% 04/15/20470.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.657% 10/05/20310.0%
SLM Student Loan Trust2.147% 03/25/20260.0%
CPI Swap0.010% 10/01/20250.0%
DBWF Mortgage Trust0.423% 06/10/20340.0%
Federal National Mortgage Assoc.4.109% 08/01/20370.0%
PG&E Corp6.979% 04/27/20210.0%
AmeriCredit Automobile Receivables Trust 2016-31.800% 10/08/20210.0%
Dell Technologies Inc Class V3.839% 09/12/20250.0%
CPI Swap0.010% 08/27/20230.0%
California Republic Auto Receivables Trust 2015-42.580% 06/15/20210.0%
CPI Swap0.010% 10/09/20210.0%
JPMBB Commercial Mortgage Securities Trust3.046% 04/15/20470.0%
Afren plc11.500% 02/01/20220.0%
Afren plc10.250% 04/08/20220.0%
Afren plc6.625% 12/09/20200.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.376% 06/10/20270.0%
Templar Energy LLC0.000% -0.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.034% 06/10/20270.0%
OGX Austria GmbH8.500% 06/01/20190.0%
Templar Energy LLC0.000% -0.0%
US 10YR NOTE (CBT)JUN200.000% 06/30/20200.0%
US 5YR NOTE (CBT) JUN200.000% 07/06/20200.0%
US LONG BOND(CBT) JUN200.000% 06/30/20200.0%
US 2YR NOTE (CBT) JUN200.000% 07/06/20200.0%
CPI Swap0.010% 08/24/20260.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 09/02/20220.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 08/22/20260.0%
CPI Swap0.010% 04/27/20230.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 06/04/20200.0%
CPI Swap0.010% 02/04/20210.0%
CPI Swap0.010% 08/23/20260.0%
CPI Swap0.010% 05/02/20210.0%
CPI Swap0.010% 03/04/20210.0%
CPI Swap0.010% 01/10/20210.0%
CPI Swap0.010% 11/15/20240.0%
CPI Swap0.010% 07/22/20260.0%
CPI Swap0.010% 04/11/20260.0%
CPI Swap0.010% 10/24/20390.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 11/09/20200.0%
CPI Swap0.010% 01/08/20210.0%
CPI Swap0.010% 01/13/20220.0%
CPI Swap0.010% 01/07/20290.0%
CPI Swap0.010% 05/26/20360.0%
CPI Swap0.010% 09/23/20220.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 08/20/20210.0%
CPI Swap0.010% 11/08/20240.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 07/18/20260.0%
CPI Swap0.010% 03/22/20410.0%
CPI Swap0.010% 01/21/20210.0%
CPI Swap0.010% 01/13/20350.0%
CPI Swap0.010% 01/20/20210.0%
CPI Swap0.010% 10/14/20260.0%
CPI Swap0.010% 02/09/20210.0%
CPI Swap0.010% 02/21/20310.0%
CPI Swap0.010% 02/19/20310.0%
CPI Swap0.010% 03/25/20290.0%
CPI Swap0.010% 07/20/20290.0%
CPI Swap0.010% 05/03/20220.0%
CPI Swap0.010% 06/14/20290.0%
CPI Swap0.010% 07/29/20210.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 08/06/20200.0%
CPI Swap0.010% 12/23/20390.0%
CPI Swap0.010% 02/17/20210.0%
CPI Swap0.010% 02/03/20210.0%
CPI Swap0.010% 12/01/20240.0%
CPI Swap0.010% 12/16/20200.0%
CPI Swap0.010% 10/25/20320.0%
CPI Swap0.010% 01/14/20210.0%
CPI Swap0.010% 11/14/20210.0%
CPI Swap0.010% 01/09/20390.0%
CPI Swap0.010% 01/26/20210.0%
CPI Swap0.010% 09/23/20270.0%
CPI Swap0.010% 12/02/20240.0%
CPI Swap0.010% 04/26/20250.0%
CPI Swap0.010% 01/19/20210.0%
CPI Swap0.010% 04/05/20290.0%
CPI Swap0.010% 03/28/20290.0%
CPI Swap0.010% 05/24/20280.0%
CPI Swap0.010% 03/16/20290.0%
CPI Swap0.010% 05/21/20280.0%
CPI Swap0.010% 02/05/20250.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 04/22/20250.0%
CPI Swap0.010% 05/03/20300.0%
CPI Swap0.010% 05/04/20200.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 04/17/20300.0%
CPI Swap0.010% 05/04/2020-0.1%
CPI Swap0.010% 12/14/2026-0.1%
CPI Swap0.010% 06/30/2042-0.1%
CPI Swap0.010% 06/27/2020-0.1%
CPI Swap0.010% 06/03/2020-0.1%
CPI Swap0.010% 03/20/2022-0.1%
CPI Swap0.010% 06/13/2020-0.1%
CPI Swap0.010% 06/22/2025-0.1%
CPI Swap0.010% 03/10/2032-0.1%
CPI Swap0.010% 03/23/2032-0.1%
CPI Swap0.010% 03/06/2032-0.1%
CPI Swap0.010% 01/25/2033-0.1%
CPI Swap0.010% 01/23/2033-0.1%
CPI Swap0.010% 03/21/2032-0.1%
CPI Swap0.010% 07/24/2029-0.1%
CPI Swap0.010% 07/31/2029-0.1%
CPI Swap0.010% 01/08/2027-0.1%
CPI Swap0.010% 12/13/2031-0.1%
CPI Swap0.010% 02/07/2032-0.1%
CPI Swap0.010% 02/12/2033-0.1%
CPI Swap0.010% 11/25/2024-0.1%
CPI Swap0.010% 04/12/2022-0.1%
CPI Swap0.010% 04/11/2020-0.1%
CPI Swap0.010% 12/23/2026-0.1%
CPI Swap0.010% 01/24/2021-0.1%
CPI Swap0.010% 12/09/2024-0.1%
CPI Swap0.010% 12/05/2024-0.1%
CPI Swap0.010% 02/11/2021-0.1%
CPI Swap0.010% 05/31/2028-0.1%
CPI Swap0.010% 04/26/2020-0.1%
CPI Swap0.010% 06/01/2028-0.1%
CPI Swap0.010% 02/01/2038-0.1%
CPI Swap0.010% 02/20/2038-0.1%
CPI Swap0.010% 02/26/2038-0.1%
CPI Swap0.010% 11/22/2024-0.1%
CPI Swap0.010% 02/26/2038-0.1%
CPI Swap0.010% 10/30/2030-0.1%
CPI Swap0.010% 06/06/2028-0.1%
CPI Swap0.010% 09/11/2028-0.1%
CPI Swap0.010% 08/27/2028-0.1%
CPI Swap0.010% 02/06/2038-0.1%
CPI Swap0.010% 08/14/2028-0.1%
CPI Swap0.010% 02/11/2031-0.1%
CPI Swap0.010% 07/25/2028-0.1%
CPI Swap0.010% 05/16/2028-0.1%
CPI Swap0.010% 07/06/2028-0.1%
CPI Swap0.010% 08/09/2028-0.1%
CPI Swap0.010% 10/01/2028-0.1%
CPI Swap0.010% 04/17/2021-0.1%
CPI Swap0.010% 05/11/2028-0.1%
CPI Swap0.010% 10/09/2028-0.1%
CPI Swap0.010% 09/26/2028-0.1%
CPI Swap0.010% 08/03/2028-0.1%
CPI Swap0.010% 04/20/2021-0.1%
CPI Swap0.010% 03/14/2029-0.1%
CPI Swap0.010% 02/08/2029-0.1%
CPI Swap0.010% 05/21/2025-0.1%
CPI Swap0.010% 02/15/2029-0.1%
CPI Swap0.010% 02/27/2029-0.1%
CPI Swap0.010% 01/18/2029-0.1%
CPI Swap0.010% 01/13/2029-0.1%
CPI Swap0.010% 01/11/2025-0.1%
CPI Swap0.010% 01/24/2029-0.1%
CPI Swap0.010% 11/21/2024-0.1%
CPI Swap0.010% 07/22/2023-0.1%
CPI Swap0.010% 06/20/2021-0.1%
CPI Swap0.010% 04/26/2030-0.1%
CPI Swap0.010% 09/04/2021-0.1%
CPI Swap0.010% 12/23/2031-0.1%
CPI Swap0.010% 03/08/2032-0.1%
CPI Swap0.010% 12/08/2031-0.1%
CPI Swap0.010% 05/09/2021-0.1%
CPI Swap0.010% 11/30/2031-0.1%
CPI Swap0.010% 11/17/2036-0.1%
CPI Swap0.010% 05/02/2021-0.1%
CPI Swap0.010% 10/29/2021-0.1%
CPI Swap0.010% 02/01/2032-0.1%
CPI Swap0.010% 12/07/2031-0.1%
CPI Swap0.010% 06/08/2026-0.1%
CPI Swap0.010% 01/06/2026-0.1%
CPI Swap0.010% 08/02/2021-0.1%
CPI Swap0.010% 12/30/2023-0.1%
CPI Swap0.010% 07/17/2028-0.1%
CPI Swap0.010% 09/21/2028-0.1%
CPI Swap0.010% 05/13/2020-0.1%
CPI Swap0.010% 11/21/2036-0.1%
CPI Swap0.010% 07/05/2026-0.1%
CPI Swap0.010% 12/16/2036-0.1%
CPI Swap0.010% 01/30/2038-0.2%
CPI Swap0.010% 06/21/2027-0.2%
CPI Swap0.010% 10/11/2020-0.2%
CPI Swap0.010% 04/05/2032-0.2%
CPI Swap0.010% 12/17/2020-0.2%
CPI Swap0.010% 01/28/2021-0.2%
CPI Swap0.010% 12/27/2020-0.2%
CPI Swap0.010% 12/13/2020-0.2%
CPI Swap0.010% 02/04/2021-0.2%
CPI Swap0.010% 06/07/2021-0.2%
CPI Swap0.010% 03/30/2032-0.2%
CPI Swap0.010% 09/20/2021-0.2%
CPI Swap0.010% 10/25/2021-0.2%
CPI Swap0.010% 11/21/2023-0.2%
CPI Swap0.010% 04/17/2026-0.2%
CPI Swap0.010% 02/28/2021-0.2%
CPI Swap0.010% 08/06/2028-0.2%
CPI Swap0.010% 11/14/2024-0.2%
CPI Swap0.010% 03/28/2032-0.2%
CPI Swap0.010% 02/19/2021-0.2%
CPI Swap0.010% 04/18/2030-0.2%
CPI Swap0.010% 02/13/2029-0.3%
CPI Swap0.010% 09/14/2024-0.3%
CPI Swap0.010% 03/22/2032-0.3%
CPI Swap0.010% 05/02/2021-0.3%
CPI Swap0.010% 07/08/2022-0.3%
CPI Swap0.010% 04/24/2023-0.3%
CPI Swap0.010% 04/23/2023-0.3%
CPI Swap0.010% 04/03/2023-0.3%
CPI Swap0.010% 02/21/2022-0.3%
CPI Swap0.010% 06/13/2028-0.4%
CPI Swap0.010% 03/12/2022-0.4%
CPI Swap0.010% 07/23/2023-0.4%
CPI Swap0.010% 02/07/2033-0.4%
CPI Swap0.010% 04/11/2022-0.4%
CPI Swap0.010% 06/14/2028-0.4%
CPI Swap0.010% 03/20/2022-0.4%
CPI Swap0.010% 04/24/2023-0.4%
CPI Swap0.010% 02/26/2022-0.4%
CPI Swap0.010% 03/25/2022-0.4%
CPI Swap0.010% 06/26/2023-0.5%
CPI Swap0.010% 02/15/2033-0.6%
CPI Swap0.010% 03/05/2038-0.7%
CPI Swap0.010% 01/16/2038-0.7%

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 04/08/2020
$0.088
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 03/31/2020 $0.02960 $9.62
Daily Daily 02/29/2020 $0.02860 $11.08
Daily Daily 01/31/2020 $0.03062 $11.29

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 04/30/2020
Daily Daily 05/31/2020
Daily Daily 06/30/2020
Daily Daily 07/31/2020
Daily Daily 08/31/2020
Daily Daily 09/30/2020
Daily Daily 10/31/2020
Daily Daily 11/30/2020
Daily Daily 12/31/2020

Fees & Expenses

Fees & Expenses

Expense Ratioas of 03/31/2020

1.09%

Fund Documents

Fund Documents

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Summary Prospectus
Publish Date:11/03/2015
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Statutory Prospectus
Publish Date:11/03/2015
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Prospectus (XBRL)
Publish Date:11/03/2015
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 Top Fund Families of 2019, February 14, 2020, #5 in the Taxable Bond Category among 55 fund families. Based on the net total return of the one−year period ending 12/31/2019. #14 Overall ranking among 55 qualifying fund families based on the net total return of the one-year period ending 12/31/2019. Five-year Overall ranking is #30 out of 52 fund families; 10-year Overall ranking is #33 out of 45 fund families.

 

Source: Barron’s, “Barron’s Top Fund Families of 2019,” February 14, 2020. Barron’s rankings are based on asset weighted returns in funds in five categories: U.S. 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, 2019, 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 2019 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.

 

© Reuters 2020. All Rights Reserved. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. 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 yield reflects 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.

 

Class R2 - The performance quotations for Class R2 reflect the following methods of calculation: (a) for periods prior to the inception date for Class R2, a restated figure is used based on the Fund's Class A performance, excluding the effect of Class A's maximum sales charge (which does not apply to Class R2) adjusted to reflect the Rule 12b-1 rate differential between Class A and Class R2, which has a higher 12b-1 fee than Class A; and (b) for periods after the inception date for Class R2, actual Class R2 performance is used reflecting all charges and fees applicable to Class R2 shares. Hypothetical performance data for Class R2, as measured from since inception of the Fund using the methodology described above, is not available if the Class A inception date is equal or greater than ten years old. Please refer to the Class R2 performance information for the inception date for Class R2. Please refer to the Class A performance information for the inception date for Class A.

Class R2 shares are only offered to certain eligible investors. For additional information, see the Fund’s current prospectus.

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.

Select funds to run a Morningstar Hypothetical Report.

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