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Inflation Focused Fund

Daily price w/o sales charge as of 07/13/2020

$10.62

arrowUp$0.03

YTD Returns w/o sales charge as of 07/13/2020

-5.08%

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 07/13/2020  

w/o sales charge 3.68%

30-Day Standardized Yield 2 as of 06/30/2020  

1.82%

Fund Basicsas of 05/29/2020

Total Net Assets
$640.68 M
Inception Date
04/29/2011
Dividend Frequency
Monthly
Fund Expense Ratio
1.09%
Number of Holdings
1110

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -6.17% -4.68% -0.59% -0.46% - -0.33%
Lipper Category Avg. Inflation Protected Bond Funds 4.08% 5.96% 3.81% 2.78% - -

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 -6.17% -4.68% -0.59% -0.46% - -0.33%
Lipper Category Avg. Inflation Protected Bond Funds 4.08% 5.96% 3.81% 2.78% - -

Fund Expense Ratio :

1.09%

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

Type Assets
Investment Grade Corporate
ABS
CMBS
High Yield Corporate
U.S. Government Related
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
7-9.99 years
Greater than 10 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 05/29/2020 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 60 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 07/13/2020  

w/o sales charge 3.68%

30-Day Standardized Yield 2 as of 06/30/2020  

  Subsidized5 Un-Subsidized6
w/o sales charge 1.82% 1.82%

Fund Expense Ratio :

1.09%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -6.17% -4.68% -0.59% -0.46% - -0.33%
Lipper Category Avg. Inflation Protected Bond Funds 4.08% 5.96% 3.81% 2.78% - -

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 -6.17% -4.68% -0.59% -0.46% - -0.33%
Lipper Category Avg. Inflation Protected Bond Funds 4.08% 5.96% 3.81% 2.78% - -

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% 10.27% - - -5.08%
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
ABS
CMBS
High Yield Corporate
U.S. Government Related
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
7-9.99 years
Greater than 10 years

The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.

Credit Quality Distribution as of 05/29/2020

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 3/31/2020

  • This strategy combines a short-term bond portfolio with an overlay of CPI swaps in order to hedge against inflation over a full market cycle.
  • Over the quarter, we reduced the portfolio’s allocation to securitized products – both ABS and CMBS. ABS held up relatively well versus corporate credit, therefore we reduced the portfolio’s allocation to the asset class in order to take advantage of dislocations in other areas of the market. Regarding CMBS, we reduced the portfolio’s position to become more in line with the overall market and allocated to areas of the market which we believe will receive more direct support from the Fed.
  • We reallocated proceeds from the sales of ABS and CMBS, and increased the portfolio’s allocation to investment-grade corporate floaters and modestly to bank loans. These asset classes are areas of the market that have experienced the largest dislocations, caused largely by outflows, and therefore are providing a spread pickup versus like-rated securities. Also, importantly, the Fed will be able to buy corporate bonds for the first time ever, acting as a lender in the primary market combined with the ability to directly target spreads by buying up to 10% of issuance in the secondary market which should act as a tailwind for corporate floaters.
  • We continue to emphasize liquidity and flexibility within the Fund and are tactically adjusting risk exposure to favor asset classes that we believe offer the best risk-adjusted carry opportunities and that have lagged in the recent spread tightening. 

Portfolio Details as of 05/29/2020

Total Net Assets
$640.68 M
Number of Issues
1110
Average Coupon
3.55%
Average Life
3.02 Years
Average Maturity
3.02 Years
Average Effective Duration
2.98 Years

To view definitions for the above Portfolio Details, Click here.

Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.

Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security.  Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.

Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.

Holding Coupon Maturity Assets
U.S. Treasury Note/Bond 0.250% 05/31/2025 4.6%
JP Morgan Chase Commercial Mortgage Securities Tru 3.905% 05/05/2030 0.9%
UBS AG 7.625% 08/17/2022 0.8%
JP Morgan Chase Commercial Mortgage Securities Tru 3.429% 06/10/2027 0.8%
Synchrony Credit Card Master Note Trust 2.190% 06/15/2023 0.7%
NBCUniversal Enterprise, Inc. 5.250% 06/19/2099 0.7%
Dell International LLC / EMC Corp. 5.450% 06/15/2023 0.7%
Continental Resources, Inc. 5.000% 09/15/2022 0.6%
CFCRE Commercial Mortgage Trust 2018-TAN 4.236% 02/15/2033 0.6%
Energy Transfer Operating LP 5.875% 01/15/2024 0.6%
% of Total Assets 11.0%
Holding Coupon Maturity Assets
U.S. Treasury Note/Bond0.250% 05/31/20254.6%
JP Morgan Chase Commercial Mortgage Securities Tru3.905% 05/05/20300.9%
UBS AG7.625% 08/17/20220.8%
JP Morgan Chase Commercial Mortgage Securities Tru3.429% 06/10/20270.8%
Synchrony Credit Card Master Note Trust2.190% 06/15/20230.7%
NBCUniversal Enterprise, Inc.5.250% 06/19/20990.7%
Dell International LLC / EMC Corp.5.450% 06/15/20230.7%
CPI Swap0.010% 09/30/20240.6%
CPI Swap0.010% 04/18/20240.6%
Continental Resources, Inc.5.000% 09/15/20220.6%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.6%
Energy Transfer Operating LP5.875% 01/15/20240.6%
MPLX L.P.6.375% 05/01/20240.6%
Fresenius Medical Care US Finance II, Inc.5.875% 01/31/20220.6%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.5%
Universal Health Services, Inc.4.750% 08/01/20220.5%
Ford Motor Credit Co. LLC5.875% 08/02/20210.5%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.5%
BB-UBS Trust3.468% 06/05/20300.5%
COMM 2016-GCT Mortgage Trust3.461% 08/10/20290.5%
Newell Rubbermaid, Inc.4.350% 04/01/20230.5%
ABN Amro Bank NV6.250% 04/27/20220.5%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.5%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.5%
Vistra Operations Co LLC3.550% 07/15/20240.4%
U.S. Treasury Note/Bond0.125% 04/30/20220.4%
Perimeter Master Note Business Trust4.310% 12/15/20220.4%
Diamondback Energy, Inc.5.375% 05/31/20250.4%
GS Mortgage Securities Trust3.557% 04/10/20310.4%
Elm CLO 2014-1 Ltd2.885% 01/17/20290.4%
Barclays Bank plc10.179% 06/12/20210.4%
Viterra, Inc.5.950% 08/01/20200.4%
Baidu, Inc.3.875% 09/29/20230.4%
GE Capital Funding LLC3.450% 05/15/20250.4%
TCF Auto Receivables Owner Trust 2015-24.240% 08/15/20220.4%
Anglo American Capital plc3.750% 04/10/20220.4%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.4%
Origin Energy Finance Ltd.5.450% 10/14/20210.4%
Charter Communications, Inc. CL A4.322% 03/31/20230.4%
CenturyLink, Inc.2.174% 01/28/20250.4%
LSTAR Commercial Mortgage4.500% 03/10/20500.4%
Jefferies Group LLC6.875% 04/15/20210.4%
Continental Resources, Inc.4.500% 04/15/20230.4%
Intesa Sanpaolo SpA6.500% 02/24/20210.4%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.4%
Energy Transfer Operating LP4.250% 03/15/20230.4%
Las Vegas Sands Corp.3.200% 08/08/20240.4%
Morgan Stanley Bank of America Merrill Lynch Trust3.277% 10/15/20300.4%
Greystone Commercial Real Estate Notes 2018-HC1 Lt1.734% 09/15/20280.4%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.4%
BB-UBS Trust3.468% 06/05/20300.4%
Invitation Homes, Inc.3.589% 02/06/20220.3%
CNO Financial Group, Inc.5.250% 05/30/20250.3%
Glencore Funding LLC4.125% 05/30/20230.3%
JP Morgan Chase Commercial Mortgage Securities Cor0.485% 07/05/20310.3%
JP Morgan Chase Commercial Mortgage Securities Tru3.621% 09/05/20320.3%
Leucadia National Corp.5.500% 10/18/20230.3%
Boeing Co.4.875% 05/01/20250.3%
General Motors Financial Co., Inc.5.100% 01/17/20240.3%
Schlumberger Holdings Corp.3.750% 05/01/20240.3%
Prima Capital CRE Securitization4.500% 12/24/20500.3%
Abe Investment Holdings, Inc.2.896% 11/04/20220.3%
TransAlta Corp.4.500% 11/15/20220.3%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
Anglo American Capital plc4.125% 09/27/20220.3%
SCF Equipment Leasing 2019-1 LLC3.230% 10/20/20240.3%
Boeing Co.4.508% 05/01/20230.3%
Acadia Healthcare Co., Inc.5.125% 07/01/20220.3%
NextGear Floorplan Master Owner Trust3.690% 10/15/20230.3%
Cardinal Health, Inc.3.079% 06/15/20240.3%
CPI Swap0.010% 12/11/20240.3%
NGPL Pipeco LLC4.375% 08/15/20220.3%
Solera Finance, Inc.10.500% 03/01/20240.3%
Range Resources Corp.5.000% 08/15/20220.3%
Dryden XXV Senior Loan Fund2.569% 10/15/20270.3%
D.R. Horton, Inc.5.750% 08/15/20230.3%
AbbVie, Inc.2.600% 11/21/20240.3%
Hudsons Bay Simon JV Trust3.782% 08/05/20340.3%
U.S. Treasury Note/Bond0.125% 05/31/20220.3%
Seven Generations Energy Ltd.6.750% 05/01/20230.3%
CPI Swap0.010% 01/16/20400.3%
Bayer US Finance II LLC3.375% 07/15/20240.3%
Standard Chartered plc4.247% 01/20/20230.3%
CPI Swap0.010% 01/19/20220.3%
Imperial Tobacco Finance plc3.125% 07/26/20240.3%
HCA, Inc.5.000% 03/15/20240.3%
Cardinal Health, Inc.3.500% 11/15/20240.3%
Orec 2018-CRE1 Ltd1.364% 06/15/20360.3%
CPI Swap0.010% 01/11/20290.3%
Walgreen Co.3.800% 11/18/20240.3%
NXP BV / NXP Funding LLC3.875% 09/01/20220.3%
SL Green Realty Corp.4.500% 12/01/20220.3%
Ally Financial, Inc.5.125% 09/30/20240.3%
CPI Swap0.010% 01/10/20290.3%
ZF North America Capital, Inc.4.750% 04/29/20250.3%
CPI Swap0.010% 02/16/20280.3%
Energy Transfer Partners L.P.0.000% 06/01/20200.3%
CPI Swap0.010% 11/30/20230.3%
DBWF 2018-AMXP Mortgage Trust3.996% 05/05/20350.3%
CPI Swap0.010% 02/10/20230.3%
Panera Bread Company3.744% 07/18/20220.3%
BMW US Capital LLC3.900% 04/09/20250.3%
Apex Credit CLO 2016 Ltd2.291% 10/27/20280.3%
Comision Federal de Electricidad4.875% 01/15/20240.3%
DBGS 2018-BIOD Mortgage Trust0.987% 05/15/20350.3%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.3%
Synovus Financial Corp.3.125% 11/01/20220.3%
WhiteHorse VIII Ltd2.137% 05/01/20260.3%
Park Aerospace Holdings Ltd4.500% 03/15/20230.2%
CPI Swap0.010% 12/13/20310.2%
Ford Motor Credit Co. LLC5.584% 03/18/20240.2%
Towd Point Asset Trust 2018-SL10.768% 01/25/20460.2%
National Fuel Gas Co.5.500% 01/15/20260.2%
Reliance Holdings USA, Inc.5.400% 02/14/20220.2%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.2%
ENI SpA4.000% 09/12/20230.2%
BMW US Capital LLC3.800% 04/06/20230.2%
JFIN CLO 2013 Ltd3.209% 01/20/20300.2%
CPI Swap0.010% 12/08/20240.2%
CNH Industrial NV4.500% 08/15/20230.2%
RPI Finance Trust2.291% 02/07/20250.2%
BBCMS Trust0.399% 03/12/20360.2%
BBCMS Trust 2018-BXH1.184% 10/15/20370.2%
BankUnited, Inc.4.875% 11/17/20250.2%
SLIDE 2018-FUN1.084% 06/15/20310.2%
CPI Swap0.010% 01/03/20260.2%
Nvent Finance Sarl3.950% 04/15/20230.2%
Aircastle Ltd.5.000% 04/01/20230.2%
CNH Capital LLC4.200% 01/15/20240.2%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.2%
Owens Corning4.200% 12/01/20240.2%
Bayer US Finance II LLC2.904% 12/15/20230.2%
GS Mortgage Securities Corp. II3.007% 12/10/20300.2%
Turkiye Vakiflar Bankasi Tao5.625% 05/30/20220.2%
JP Morgan Chase Commercial Mortgage Securities Tru5.350% 07/05/20330.2%
Drive Auto Receivables Trust 2019-42.840% 11/17/20250.2%
Sophia LP / Sophia Finance, Inc.9.000% 09/30/20230.2%
UBS-BAMLL Trust3.663% 06/10/20300.2%
CPI Swap0.010% 01/04/20260.2%
Las Vegas Sands Corp.2.900% 06/25/20250.2%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.2%
NRG Energy, Inc.3.750% 06/15/20240.2%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.2%
PFP 2019-6 Ltd1.232% 04/14/20370.2%
Jamestown CLO VII Ltd.1.821% 07/25/20270.2%
Master Credit Card Trust II Series 2018-10.661% 07/21/20240.2%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.2%
Concho Resources, Inc.4.375% 01/15/20250.2%
CPI Swap0.010% 01/19/20220.2%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.2%
Marvell Technology Group3.708% 06/04/20210.2%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.2%
Nexteer Automotive Group Ltd.5.875% 11/15/20210.2%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.2%
WFRBS Commercial Mortgage Trust3.311% 03/15/20450.2%
Ally Financial, Inc.3.875% 05/21/20240.2%
CPI Swap0.010% 11/08/20200.2%
Salem Fields CLO Ltd 2016-23.494% 10/25/20280.2%
JP Morgan Chase Commercial Mortgage Securities Tru0.376% 07/05/20330.2%
CPI Swap0.010% 11/06/20200.2%
Kinross Gold Corp.5.950% 03/15/20240.2%
PTL Finance Corp.3.450% 07/01/20240.2%
Palmer Square Loan Funding 2018-1 Ltd1.819% 04/15/20260.2%
Anchorage Capital CLO 4-R Ltd1.937% 01/28/20310.2%
Park Aerospace Holdings Ltd5.500% 02/15/20240.2%
Oracle Corp.2.500% 04/01/20250.2%
CPI Swap0.010% 02/10/20220.2%
CPI Swap0.010% 12/13/20240.2%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.2%
SCF Equipment Leasing 2018-1 LLC3.630% 10/20/20240.2%
N-Star REL CDO Ltd.2.179% 02/01/20410.2%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.2%
Equitable Holdings Inc3.900% 04/20/20230.2%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.2%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.2%
Valeant Pharmaceuticals International, Inc.7.000% 03/15/20240.2%
Enel Finance International N.V.2.650% 09/10/20240.2%
Nationstar Mortgage Holdings, Inc.8.125% 07/15/20230.2%
General Motors Financial Co., Inc.3.950% 04/13/20240.2%
Aircastle Ltd.4.400% 09/25/20230.2%
Steel Dynamics, Inc.5.500% 10/01/20240.2%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.2%
World Financial Network Credit Card Master Trust2.550% 06/17/20240.2%
ASB Bank Ltd3.750% 06/14/20230.2%
Southern Star Central Corp.5.125% 07/15/20220.2%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)7.788% 08/13/20210.2%
CPI Swap0.010% 01/21/20400.2%
BX Trust 2017-SLCT3.334% 07/15/20340.2%
CPI Swap0.010% 12/19/20240.2%
UBS Group AG2.903% 05/23/20230.2%
Ford Credit Auto Owner Trust 2016-REV22.030% 12/15/20270.2%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.2%
Hudsons Bay Simon JV Trust4.666% 08/05/20340.2%
OCP CLO 2016-12 Ltd2.735% 10/18/20280.2%
Brixmor Operating Partnership L.P.3.250% 09/15/20230.2%
CPI Swap0.010% 12/19/20240.2%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.2%
CPI Swap0.010% 02/24/20220.2%
JP Morgan Chase Commercial Mortgage Securities Tru4.342% 05/05/20300.2%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.2%
CGRBS Commercial Mortgage Trust3.369% 03/13/20350.2%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.2%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.2%
Assurant, Inc.4.200% 09/27/20230.2%
Weibo Corp.3.500% 07/05/20240.2%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.2%
Hess Corp.3.500% 07/15/20240.2%
Syngenta Finance NV3.933% 04/23/20210.2%
California Republic Auto Receivables Trust 2018-13.140% 08/15/20220.2%
Associated Bank NA/Green Bay WI3.500% 08/13/20210.2%
Illinois, IL4.950% 06/01/20230.2%
Exxon Mobil Corp.1.571% 04/15/20230.2%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.2%
DBWF 2018-AMXP Mortgage Trust3.830% 05/05/20350.2%
Morgan Stanley Bank of America Merrill Lynch Trust3.559% 12/15/20480.2%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.2%
Husky Energy, Inc.4.000% 04/15/20240.2%
Trimble Navigation Ltd.4.150% 06/15/20230.2%
Wabtec Corp.4.400% 03/15/20240.2%
National Oilwell Varco, Inc.2.600% 12/01/20220.2%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.2%
MPLX L.P.6.250% 10/15/20220.2%
CPI Swap0.010% 10/17/20200.2%
Arbor Realty Commercial Real Estate Notes 2018-FL11.334% 06/15/20280.2%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.2%
Benefit Street Partners CLO IV Ltd2.885% 01/20/20290.2%
GS Mortgage Securities Trust3.777% 06/10/20460.2%
Daimler Finance North America LLC2.411% 11/05/20210.2%
Danske Bank A/S5.000% 01/12/20220.2%
CSMC Trust0.550% 09/15/20370.2%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.2%
World Financial Network Credit Card Master Trust3.140% 12/15/20250.2%
Ford Motor Credit Co. LLC2.134% 09/24/20200.2%
CPI Swap0.010% 12/06/20240.2%
Spirit AeroSystems, Inc.3.950% 06/15/20230.2%
Anchorage Capital CLO 3-R Ltd1.937% 01/28/20310.2%
Marathon Petroleum Corp.5.375% 10/01/20220.2%
JP Morgan Chase Commercial Mortgage Securities Tru1.484% 06/15/20320.2%
Bank of America Corp.2.456% 10/22/20250.2%
Bank of Ireland Group PLC4.500% 11/25/20230.2%
HMH Trust 2017-NSS3.062% 07/05/20310.2%
CPI Swap0.010% 12/21/20250.2%
CPI Swap0.010% 11/02/20200.2%
Jamestown CLO VII Ltd.2.291% 07/25/20270.2%
BWAY Mortgage Trust0.403% 03/10/20330.2%
CPG Merger Sub LLC8.000% 10/01/20210.2%
Toyota Motor Credit Corp.1.350% 08/25/20230.2%
HCA, Inc.5.250% 04/15/20250.2%
JP Morgan Chase Commercial Mortgage Securities Tru2.829% 10/15/20450.2%
Macquarie Group Ltd.3.189% 11/28/20230.2%
Verus Securitization Trust 2020-12.417% 01/25/20600.2%
JP Morgan Chase Commercial Mortgage Securities Tru1.253% 07/05/20330.2%
Exeter Automobile Receivables Trust 2019-42.300% 12/15/20230.2%
Midwest Connector Capital Co LLC3.625% 04/01/20220.1%
PG&E Corp5.029% 12/31/20200.1%
BX Trust 2017-SLCT2.234% 07/15/20340.1%
Volkswagen Group of America Finance LLC2.900% 05/13/20220.1%
American Airlines, Inc.2.174% 04/28/20230.1%
CPI Swap0.010% 11/20/20200.1%
Avolon Holdings Funding Ltd5.125% 10/01/20230.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.549% 07/05/20330.1%
Swedbank AB2.800% 03/14/20220.1%
Eclipse Resources Corp.8.875% 07/15/20230.1%
CPI Swap0.010% 12/27/20250.1%
Occidental Petroleum Corp.6.950% 07/01/20240.1%
CPI Swap0.010% 12/27/20250.1%
Occidental Petroleum Corp.2.900% 08/15/20240.1%
Government National Mortgage Association1.051% 12/16/20540.1%
CPI Swap0.010% 04/27/20240.1%
GS Mortgage Securities Corp Trust 2017-STAY1.034% 07/15/20320.1%
CPI Swap0.010% 12/28/20250.1%
CPI Swap0.010% 12/10/20340.1%
Watco Cos. LLC / Watco Finance Corp.6.375% 04/01/20230.1%
SCF Equipment Leasing 2019-1 LLC3.040% 03/20/20230.1%
CPI Swap0.010% 07/10/20250.1%
WFRBS Commercial Mortgage Trust3.431% 06/15/20450.1%
Acadia Healthcare Co., Inc.6.125% 03/15/20210.1%
BX Trust 2018-BILT0.984% 05/15/20300.1%
Atrium Hotel Portfolio Trust 2018-ATRM1.614% 06/15/20350.1%
LSTAR Commercial Mortgage2.776% 03/10/20500.1%
Illinois, IL6.125% 07/01/20210.1%
Callon Petroleum Co.6.250% 04/15/20230.1%
American Honda Finance Corp.0.000% 07/20/20200.1%
Motel 6 Trust 2017-MTL64.434% 08/15/20340.1%
AREIT 2018-CRE2 Trust1.162% 11/14/20350.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt2.334% 09/15/20280.1%
Uber Technologies Inc7.500% 11/01/20230.1%
Boeing Co0.000% 02/06/20220.1%
CPI Swap0.010% 11/27/20340.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
Volkswagen Group of America Finance LLC3.125% 05/12/20230.1%
Atrium Hotel Portfolio Trust 2017-ATRM1.684% 12/15/20360.1%
Federal National Mortgage Assoc.0.303% 12/01/20450.1%
Deephaven Residential Mortgage Trust 2020-12.339% 01/25/20600.1%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.1%
Wells Fargo & Co.2.164% 02/11/20260.1%
World Financial Network Credit Card Master Trust3.950% 08/15/20250.1%
CPI Swap0.010% 04/27/20230.1%
AIB Group PLC4.263% 04/10/20250.1%
Howmet Aerospace Inc5.125% 10/01/20240.1%
Irvine Core Office Trust3.173% 05/15/20480.1%
Bank of America Corp.3.950% 04/21/20250.1%
Federal National Mortgage Assoc.0.303% 03/01/20420.1%
JP Morgan Chase Commercial Mortgage Securities Tru1.784% 06/15/20320.1%
CPI Swap0.010% 08/08/20240.1%
Texas Gas Transmission LLC4.500% 02/01/20210.1%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.1%
Petroleos Mexicanos4.250% 01/15/20250.1%
Santander UK Group Holdings plc3.373% 01/05/20240.1%
Interest Rate Swap0.000% 03/12/20250.1%
Capital One Financial Corp.2.600% 05/11/20230.1%
CPI Swap0.010% 09/07/20220.1%
Ammc Clo 19 Ltd.3.769% 10/16/20280.1%
Danske Bank A/S3.001% 09/20/20220.1%
Cimarex Energy Co.4.375% 06/01/20240.1%
NXP BV / NXP Funding LLC4.625% 06/01/20230.1%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.1%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
Drive Auto Receivables Trust4.090% 01/15/20260.1%
National Fuel Gas Co.4.900% 12/01/20210.1%
COMM 2016-GCT Mortgage Trust0.784% 08/10/20290.1%
Kenya Government International Bond6.875% 06/24/20240.1%
NextGear Floorplan Master Owner Trust4.010% 10/15/20230.1%
Conn's Receivables Funding 2019-B LLC2.660% 06/17/20240.1%
Fresenius Medical Care US Finance, Inc.5.750% 02/15/20210.1%
LTF Merger Sub, Inc.8.500% 06/15/20230.1%
Leidos, Inc.2.950% 05/15/20230.1%
Oaktree CLO Ltd.2.005% 10/20/20270.1%
AIB Group PLC4.750% 10/12/20230.1%
CPI Swap0.010% 12/11/20310.1%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.1%
CPI Swap0.010% 03/25/20250.1%
Weibo Corp.1.250% 11/15/20220.1%
Oaktree CLO 2014-11.724% 05/13/20290.1%
Financial & Risk US Hold4.879% 10/01/20250.1%
JFIN CLO 2013 Ltd4.019% 01/20/20300.1%
Greenko Mauritius Ltd6.250% 02/21/20230.1%
CPI Swap0.010% 09/06/20290.1%
Synchrony Credit Card Master Note Trust2.550% 05/15/20240.1%
Branch Banking & Trust Co.1.500% 03/10/20250.1%
DBJPM 16-C3 Mortgage Trust1.479% 08/10/20490.1%
Smithfield Foods, Inc.3.350% 02/01/20220.1%
PTL Finance Corp.2.700% 11/01/20240.1%
HPEFS Equipment Trust 2020-11.730% 02/20/20300.1%
Exelon Generation Co. LLC3.250% 06/01/20250.1%
Arivo Acceptance Auto Loan Receivables Trust 2019-2.990% 07/15/20240.1%
OZLM Ltd.2.305% 10/17/20290.1%
Northwoods Capital 20 Ltd3.901% 01/25/20300.1%
Goldman Sachs Group, Inc.2.557% 10/31/20220.1%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.1%
Valeant Pharmaceuticals International, Inc.6.125% 04/15/20250.1%
Citigroup, Inc.1.678% 05/15/20240.1%
Becton, Dickinson & Co.2.836% 12/29/20200.1%
Halcyon Loan Advisors Funding Ltd.2.071% 07/25/20270.1%
Broadcom Inc4.700% 04/15/20250.1%
FREED ABS TRUST 2018-23.990% 10/20/20250.1%
LSTAR Commercial Mortgage Trust 2016-40.604% 03/10/20490.1%
Equifax, Inc.2.562% 08/15/20210.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.009% 10/05/20310.1%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.1%
JP Morgan Chase Commercial Mortgage Securities Tru1.184% 06/15/20320.1%
AmeriCredit Automobile Receivables Trust 2017-32.240% 06/19/20230.1%
Palmer Square Loan Funding 2018-5 Ltd2.535% 01/20/20270.1%
Halcyon Loan Advisors Funding Ltd.2.641% 07/25/20270.1%
Drive Auto Receivables Trust 2019-23.170% 11/15/20230.1%
HT Global IT Solutions Holdings Ltd7.000% 07/14/20210.1%
GS Mortgage Securities Trust1.415% 06/10/20460.1%
Midwest Connector Capital Co LLC3.900% 04/01/20240.1%
Catholic Health Initiatives2.760% 10/01/20240.1%
JP Morgan Chase Commercial Mortgage Securities Tru1.384% 04/15/20310.1%
Bermuda Government International Bond4.138% 01/03/20230.1%
OCP CLO 2015-10 Ltd2.291% 10/26/20270.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
UBS-Barclays Commercial Mortgage Trust3.649% 03/10/20460.1%
Federal Home Loan Mortgage Corp.3.133% 11/01/20430.1%
TCF Auto Receivables Owner Trust 2016-12.320% 06/15/20220.1%
GS Mortgage Securities Corp Trust 2019-70P1.504% 10/15/20360.1%
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development4.461% 08/18/20220.1%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.1%
CNAC HK Finbridge Co Ltd3.500% 07/19/20220.1%
NXP BV / NXP Funding LLC / NXP USA Inc2.700% 05/01/20250.1%
HMH Trust 2017-NSS3.343% 07/05/20310.1%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.1%
BX Trust 2017-APPL3.334% 07/15/20340.1%
CenterPoint Energy, Inc.2.500% 09/01/20240.1%
The Royal Bank of Scotland Group PLC6.125% 12/15/20220.1%
ENI SpA4.150% 10/01/20200.1%
National Securities Clearing Corp1.200% 04/23/20230.1%
HMH Trust 2017-NSS4.723% 07/05/20310.1%
Hudson Pacific Properties4.138% 04/01/20220.1%
RBS Commercial Funding Inc 2013-GSP Trust3.834% 01/15/20320.1%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.1%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.1%
Goldman Sachs Group, Inc.3.272% 09/29/20250.1%
CPI Swap0.010% 02/01/20260.1%
CPI Swap0.010% 11/10/20220.1%
Flextronics International Ltd.3.750% 02/01/20260.1%
Akbank TAS5.000% 10/24/20220.1%
American Airlines Class B Pass Through Trust4.375% 10/01/20220.1%
BanColombia SA3.000% 01/29/20250.1%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.1%
Duqesne Light Holdings, Inc.6.400% 09/15/20200.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)10.437% 08/13/20220.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.795% 06/05/20320.1%
Government National Mortgage Association2.600% 10/16/20570.1%
Hasbro, Inc.3.000% 11/19/20240.1%
AES Corp.4.875% 05/15/20230.1%
HD Supply Inc.3.978% 08/01/20240.1%
CPI Swap0.010% 09/24/20290.1%
AmeriCredit Automobile Receivables Trust 2020-11.480% 01/21/20250.1%
CPI Swap0.010% 04/01/20260.1%
Suncor Energy, Inc.9.250% 10/15/20210.1%
Standard Chartered Bank Hong Kong Ltd5.875% 06/24/20200.1%
Aviation Capital Group Corp.3.875% 05/01/20230.1%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.1%
Hilton Orlando Trust 2018-ORL1.884% 12/15/20340.1%
Genesys Telecommunications Laboratories Inc/Greene10.000% 11/30/20240.1%
General Motors Financial Co., Inc.3.700% 05/09/20230.1%
Freeport-McMoRan, Inc.4.550% 11/14/20240.1%
CPI Swap0.010% 08/07/20240.1%
CPS Auto Receivables Trust 2019-D2.350% 11/15/20230.1%
General Motors Financial Co., Inc.2.900% 02/26/20250.1%
AmeriCredit Automobile Receivables Trust 2017-42.040% 07/18/20220.1%
Mountain View CLO X Ltd2.131% 10/13/20270.1%
Broadcom Inc3.150% 11/15/20250.1%
Microchip Technology, Inc.2.670% 09/01/20230.1%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.1%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.1%
Laredo Petroleum Holdings, Inc.9.500% 01/15/20250.1%
Sysco Corp.5.650% 04/01/20250.1%
CPI Swap0.010% 01/07/20260.1%
Nordea Bank Abp4.250% 09/21/20220.1%
CPI Swap0.010% 01/04/20260.1%
Romania4.875% 01/22/20240.1%
Glencore Funding LLC4.625% 04/29/20240.1%
Oasis Petroleum, Inc.6.875% 03/15/20220.1%
Drive Auto Receivables Trust 2019-32.630% 09/15/20220.1%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.1%
Valero Energy Corp.2.700% 04/15/20230.1%
Wells Fargo Commercial Mortgage Trust5.523% 11/15/20430.1%
Williams Scotsman International Inc7.875% 12/15/20220.1%
CPI Swap0.010% 06/17/20390.1%
Exeter Automobile Receivables Trust 2017-32.810% 09/15/20220.1%
Eldorado Resorts, Inc.7.000% 08/01/20230.1%
Joseph T Ryerson & Son, Inc.11.000% 05/15/20220.1%
National Fuel Gas Co.3.750% 03/01/20230.1%
Popular, Inc.6.125% 09/14/20230.1%
Bayer US Finance II LLC2.750% 07/15/20210.1%
Sempra Energy4.050% 12/01/20230.1%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.1%
Enel Finance International N.V.4.250% 09/14/20230.1%
TechnipFMC PLC3.450% 10/01/20220.1%
FNB Corp.2.200% 02/24/20230.1%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.1%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.1%
Air Lease Corp.4.250% 02/01/20240.1%
Perimeter Master Note Business Trust6.020% 12/15/20220.1%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.1%
Ingles Markets, Inc.5.750% 06/15/20230.1%
CPI Swap0.010% 03/25/20250.1%
Parsley Energy LLC5.250% 08/15/20250.1%
Numericable Group S.A.7.375% 05/01/20260.1%
Muthoot Finance Ltd6.125% 10/31/20220.1%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.1%
Daimler Finance North America LLC2.301% 05/04/20210.1%
Kemper Corp.4.350% 02/15/20250.1%
Bermuda Government International Bond4.854% 02/06/20240.1%
BP Capital Markets America Inc3.194% 04/06/20250.1%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.1%
Morgan Stanley Capital Barclays Bank Trust 2016-MA2.817% 09/13/20310.1%
Albertsons Cos Inc / Safeway Inc / New Albertsons5.750% 03/15/20250.1%
Seminole Tribe of Florida4.331% 07/08/20240.1%
RETL 2019-RVP2.284% 03/15/20360.1%
Hudsons Bay Simon JV Trust5.159% 08/05/20340.1%
Delos Finance Sarl4.081% 10/06/20230.1%
Calpine Corp.5.750% 01/15/20250.1%
NOVA Chemicals Corp.5.250% 08/01/20230.1%
RP Crown Parent LLC7.375% 10/15/20240.1%
CPI Swap0.010% 10/01/20250.1%
GS Mortgage Securities Corp Trust 2017-STAY2.134% 07/15/20320.1%
Peachtree Corners Funding Trust3.976% 02/15/20250.1%
Mountain Hawk III CLO Ltd.2.335% 04/18/20250.1%
JBS USA LLC/JBS USA Finance, Inc.5.875% 07/15/20240.1%
Navient Corp.6.125% 03/25/20240.1%
IHeart Communications, Inc.6.375% 05/01/20260.1%
CSMC Trust 2017-PFHP1.134% 12/15/20300.1%
Diamondback Energy, Inc.2.875% 12/01/20240.1%
CHT 2017-COSMO Mortgage Trust1.584% 11/15/20360.1%
Ford Motor Credit Co. LLC3.219% 01/09/20220.1%
BP Capital Markets America Inc2.937% 04/06/20230.1%
SM Energy Co.6.125% 11/15/20220.1%
PPL Capital Funding, Inc.3.500% 12/01/20220.1%
HMH Trust 2017-NSS3.787% 07/05/20310.1%
Jefferies Group LLC5.125% 01/20/20230.1%
Enterprise Development Authority/The12.000% 07/15/20240.1%
Florida Gas Transmission Co., LLC3.875% 07/15/20220.1%
POSCO2.375% 11/12/20220.1%
Valeant Pharmaceuticals International, Inc.6.500% 03/15/20220.1%
Ford Motor Credit Co. LLC3.087% 01/09/20230.1%
Oceaneering International, Inc.4.650% 11/15/20240.1%
JPMCC Commercial Mortgage Securities Trust 2017-JP1.065% 09/15/20500.1%
H&E Equipment Services, Inc.5.625% 09/01/20250.1%
UBS-Barclays Commercial Mortgage Trust1.113% 04/10/20460.1%
GM Financial Consumer Automobile Receivables Trust3.370% 08/16/20240.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.084% 04/15/20310.1%
Select Medical Corp.6.250% 08/15/20260.1%
Morgan Stanley4.100% 05/22/20230.1%
Western Gas Partners L.P.2.161% 01/13/20230.1%
CPI Swap0.010% 12/30/20340.1%
MEG Energy Corp.6.500% 01/15/20250.1%
Georgia-Pacific LLC1.750% 09/30/20250.1%
Brixmor Operating Partnership L.P.3.650% 06/15/20240.1%
CPI Swap0.010% 05/25/20230.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.036% 06/05/20320.1%
CPI Swap0.010% 12/05/20220.1%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.1%
Nielsen Finance LLC (VNU, Inc.)3.831% 10/04/20230.1%
US Airways Class B Pass Through Trust5.375% 11/15/20210.1%
Goldman Sachs Group, Inc.2.801% 07/24/20230.1%
Northwoods Capital 20 Ltd3.221% 01/25/20300.1%
CPI Swap0.010% 10/09/20210.1%
China Overseas Finance Cayman V Ltd.3.950% 11/15/20220.1%
PayPal Holdings, Inc.1.650% 06/01/20250.1%
Morgan Stanley Capital I Trust2.084% 08/05/20340.1%
Boral Finance Pty Ltd3.000% 11/01/20220.1%
CPS Auto Receivables Trust 2018-B3.580% 03/15/20230.1%
Micron Technology, Inc.2.497% 04/24/20230.1%
Danske Bank A/S5.375% 01/12/20240.1%
Comision Federal de Electricidad4.875% 05/26/20210.1%
MPH Acquisition Holdings LLC4.200% 06/07/20230.1%
Wyndham Worldwide Corp.5.625% 03/01/20210.1%
CPI Swap0.010% 04/03/20210.1%
CPI Swap0.010% 11/21/20220.1%
DAE Funding LLC4.000% 08/01/20200.1%
National Securities Clearing Corp1.500% 04/23/20250.1%
CPI Swap0.010% 12/09/20340.1%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.1%
CPI Swap0.010% 01/15/20290.1%
Energy East Corp.3.200% 04/15/20250.1%
CNH Capital LLC4.375% 11/06/20200.1%
People's United Financial, Inc.3.650% 12/06/20220.1%
Wells Fargo Commercial Mortgage Trust 2016-LC241.011% 10/15/20490.1%
Simmons Foods, Inc.7.750% 01/15/20240.1%
Evergy Inc2.450% 09/15/20240.1%
Country Garden Holdings Co. Ltd.7.125% 01/27/20220.1%
Muthoot Finance Ltd4.400% 09/02/20230.1%
Jersey Central Power & Light Co.4.700% 04/01/20240.1%
Transocean Sentry Ltd5.375% 05/15/20230.1%
Drive Auto Receivables Trust4.530% 08/15/20230.1%
WFRBS Commercial Mortgage Trust0.640% 08/15/20470.1%
KazMunayGas National Co.3.875% 04/19/20220.1%
Duqesne Light Holdings, Inc.5.900% 12/01/20210.1%
CarMax Auto Owner Trust 2017-32.440% 02/15/20230.1%
Commercial Mortgage Trust5.619% 07/10/20380.1%
CNOOC Curtis Funding No 1 Pty Ltd.4.500% 10/03/20230.1%
Chesapeake Funding II LLC1.990% 05/15/20290.1%
American Airlines Group, Inc.3.750% 03/01/20250.1%
Wabtec Corp.2.041% 09/15/20210.1%
Scientific Games International, Inc.3.476% 08/14/20240.1%
US Foods, Inc.1.924% 06/15/20230.1%
Ryder System, Inc.3.350% 09/01/20250.1%
DLL Securitization Trust 2017-A2.140% 12/15/20210.1%
PayPal Holdings, Inc.2.400% 10/01/20240.1%
Boeing Co.2.300% 08/01/20210.1%
Fairstone Financial Issuance Trust I3.948% 03/21/20330.1%
Turkiye Vakiflar Bankasi Tao5.750% 01/30/20230.1%
General Motors Financial Co., Inc.5.200% 03/20/20230.1%
CommScope, Inc.5.500% 03/01/20240.1%
ONEOK, Inc.7.500% 09/01/20230.1%
MSCG Trust2.612% 06/07/20350.1%
CPI Swap0.010% 12/12/20310.1%
Westlake Automobile Receivables Trust 2018-32.980% 01/18/20220.1%
CPI Swap0.010% 08/25/20230.1%
Morgan Stanley Capital I Trust2.067% 03/15/20450.1%
Interest Rate Swap0.000% 03/12/20250.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.201% 10/05/20310.1%
D.R. Horton, Inc.4.375% 09/15/20220.1%
SLIDE 2018-FUN2.034% 06/15/20310.1%
Manufacturers & Traders Trust Co1.656% 12/28/20200.1%
World Omni Select Auto Trust 2018-13.680% 07/15/20230.1%
CSMC Trust 2017-LSTK3.030% 04/05/20330.1%
DBWF Mortgage Trust2.998% 06/10/20340.1%
Bayer US Finance II LLC4.250% 12/15/20250.1%
CSMC Trust 2017-PFHP1.784% 12/15/20300.1%
Diamondback Energy, Inc.4.750% 05/31/20250.1%
Navient Corp.5.875% 10/25/20240.1%
J.P. Morgan Chase Commercial Mortgage Securities T0.527% 06/05/20320.1%
Residential Mortgage Loan Trust 2020-12.376% 02/25/20240.1%
Madison Park Funding XVI Ltd3.035% 04/20/20260.1%
Santander Drive Auto Receivables Trust 2017-22.790% 08/15/20220.1%
CarMax Auto Owner Trust1.600% 06/15/20220.1%
Capital Auto Receivables Asset Trust 2017-12.220% 03/21/20220.1%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.1%
Health Care Service Corp A Mutual Legal Reserve Co1.500% 06/01/20250.1%
Flowserve Corp.4.000% 11/15/20230.1%
MSCG Trust5.205% 11/15/20340.1%
Murphy Oil Corp.6.875% 08/15/20240.1%
ACC Trust 2019-13.750% 05/20/20220.1%
Park Aerospace Holdings Ltd3.625% 03/15/20210.1%
Stryker Corp.1.150% 06/15/20250.1%
AmeriCredit Automobile Receivables Trust 2016-22.870% 11/08/20210.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.484% 04/15/20310.1%
First Investors Auto Owner Trust 2018-24.030% 01/15/20250.1%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.1%
COMM Mortgage Trust1.873% 04/12/20350.1%
BBCMS Trust2.466% 03/10/20360.1%
UBS-Barclays Commercial Mortgage Trust3.525% 05/10/20630.1%
Spectra Energy Partners L.P.4.600% 06/15/20210.1%
AOA 2015-1177 Mortgage Trust2.957% 12/13/20290.1%
CPI Swap0.010% 05/22/20220.1%
CPI Swap0.010% 08/06/20200.1%
Fairstone Financial Issuance Trust I6.299% 03/21/20330.1%
Macquarie Bank Ltd.6.625% 04/07/20210.1%
CEOC, LLC (aka Caesars Entertainment Operating Company)2.174% 10/07/20240.1%
JP Morgan Chase Commercial Mortgage Securities Cor0.154% 07/05/20310.1%
CPI Swap0.010% 06/09/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru1.953% 07/05/20330.1%
BX Trust 2018-BILT1.954% 05/15/20300.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.553% 07/05/20330.1%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.1%
Park Aerospace Holdings Ltd5.250% 08/15/20220.1%
ZF North America Capital, Inc.4.500% 04/29/20220.1%
Capital One Multi-Asset Execution Trust1.720% 08/15/20240.1%
Nutrien Ltd1.900% 05/13/20230.0%
Morgan Stanley Bank of America Merrill Lynch Trust1.399% 11/15/20490.0%
Williams Cos., Inc.4.500% 11/15/20230.0%
GS Mortgage Securities Corp Trust 2017-STAY1.284% 07/15/20320.0%
New Gold, Inc.6.250% 11/15/20220.0%
Interest Rate Swap0.000% 03/12/20220.0%
CPI Swap0.010% 04/10/20220.0%
Ford Motor Credit Co. LLC2.979% 08/03/20220.0%
Morgan Stanley Capital I Trust 2016-UB111.608% 08/15/20490.0%
Boston Scientific Corp.1.900% 06/01/20250.0%
SLIDE 2018-FUN1.434% 06/15/20310.0%
Federal National Mortgage Assoc.0.303% 10/01/20450.0%
Ford Motor Co3.335% 12/31/20220.0%
CPI Swap0.010% 04/20/20230.0%
General Motors Financial Co., Inc.4.250% 05/15/20230.0%
MARB BondCo PLC7.000% 03/15/20240.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
Avis Budget Rental Car Funding2.630% 12/20/20210.0%
CSMC Trust 2016-NXSR0.108% 12/15/20490.0%
WFRBS Commercial Mortgage Trust1.192% 05/15/20450.0%
CPI Swap0.010% 04/20/20230.0%
Exxon Mobil Corp.2.992% 03/19/20250.0%
Ready Capital Mortgage Financing 2018-Fl2 LLC1.018% 06/25/20350.0%
D.R. Horton, Inc.2.600% 10/15/20250.0%
CHT 2017-COSMO Mortgage Trust2.434% 11/15/20360.0%
Trimble Navigation Ltd.4.750% 12/01/20240.0%
Columbia Cent CLO 27 Ltd2.591% 10/25/20280.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Kinross Gold Corp.5.125% 09/01/20210.0%
First Investors Auto Owner Trust 2018-13.510% 05/15/20230.0%
Government National Mortgage Association3.000% 01/16/20480.0%
American Airlines, Inc.1.924% 06/27/20250.0%
Drive Auto Receivables Trust3.720% 10/17/20220.0%
GS Mortgage Securities Trust4.740% 05/10/20450.0%
CPI Swap0.010% 01/20/20260.0%
CSMC Trust 2017-LSTK3.331% 04/05/20330.0%
BBCMS Trust3.821% 09/05/20320.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.819% 05/15/20450.0%
Occidental Petroleum Corp.2.700% 08/15/20220.0%
Syngenta Finance NV4.441% 04/24/20230.0%
Cigna Corp4.125% 11/15/20250.0%
GS Mortgage Securities Corp Trust 2016-RENT4.067% 02/10/20290.0%
AerCap Ireland Capital Ltd.4.875% 01/16/20240.0%
Santander Drive Auto Receivables Trust 2017-32.760% 12/15/20220.0%
Synovus Bank/Columbus GA2.289% 02/10/20230.0%
Cargill Inc1.375% 07/23/20230.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.834% 06/15/20350.0%
Advanced Disposal Services, Inc.3.929% 11/10/20230.0%
West Town Mall Trust 2017-KNOX0.375% 07/05/20300.0%
CSMC Trust 2017-LSTK3.229% 04/05/20330.0%
Centene Corp.5.375% 06/01/20260.0%
Federal National Mortgage Assoc.0.303% 12/01/20450.0%
Prestige Auto Receivables Trust 2019-13.010% 08/15/20250.0%
Australia & New Zealand Banking Group Ltd.4.500% 03/19/20240.0%
Goldman Sachs Group, Inc.2.433% 02/23/20230.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Master Credit Card Trust3.570% 07/21/20220.0%
COMM 2016-COR1 Mortgage Trust2.499% 10/10/20490.0%
Laureate Education, Inc.8.250% 05/01/20250.0%
Leidos, Inc.3.625% 05/15/20250.0%
SLIDE 2018-FUN1.734% 06/15/20310.0%
Texas Eastern Transmission L.P.2.800% 10/15/20220.0%
WPX Energy, Inc.5.250% 10/15/20270.0%
Volkswagen Group of America Finance LLC3.350% 05/13/20250.0%
WFRBS Commercial Mortgage Trust4.747% 06/15/20450.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 03/15/20230.0%
ABN Amro Bank NV4.750% 07/28/20250.0%
CPI Swap0.010% 10/09/20290.0%
American Airlines, Inc.2.184% 12/14/20230.0%
Hyundai Capital America3.000% 06/20/20220.0%
GLP Financing, LLC3.517% 04/28/20210.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
BBVA Bancomer SA6.500% 03/10/20210.0%
KOC Holding AS5.250% 03/15/20230.0%
CFCRE Commercial Mortgage Trust5.739% 12/15/20470.0%
Williams Cos., Inc.7.875% 09/01/20210.0%
Baidu, Inc.3.075% 04/07/20250.0%
Avery Point CLO Ltd.2.115% 07/17/20260.0%
Virgin Media Finance plc6.000% 10/15/20240.0%
Dell International LLC / EMC Corp.5.850% 07/15/20250.0%
Aston Martin Capital Holdings Ltd6.500% 04/15/20220.0%
Illinois, IL6.200% 07/01/20210.0%
GS Mortgage Securities Corp Trust 2017-STAY1.534% 07/15/20320.0%
CPI Swap0.010% 03/31/20260.0%
Lukoil International Finance BV6.125% 11/09/20200.0%
First Investors Auto Owner Trust 2018-24.280% 01/15/20250.0%
Anglo American Capital plc4.125% 04/15/20210.0%
CPI Swap0.010% 03/04/20400.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
WFRBS Commercial Mortgage Trust1.329% 06/15/20450.0%
Continental Resources, Inc.3.800% 06/01/20240.0%
CSAIL 2016-C7 Commercial Mortgage Trust0.957% 11/15/20490.0%
Equate Petrochemical BV3.000% 03/03/20220.0%
Tencent Holdings Ltd.1.810% 01/26/20260.0%
Government National Mortgage Association2.900% 10/16/20550.0%
Bayer US Finance II LLC2.577% 06/25/20210.0%
Drive Auto Receivables Trust4.180% 03/15/20240.0%
Valero Energy Corp.2.850% 04/15/20250.0%
CSMC Trust 2017-MOON3.196% 07/10/20340.0%
McDonald's Corp.3.300% 07/01/20250.0%
SLIDE 2018-FUN0.976% 12/15/20200.0%
Statoil ASA1.750% 01/22/20260.0%
Ally Financial, Inc.4.250% 04/15/20210.0%
Foursight Capital Automobile Receivables Trust 2022.050% 10/15/20240.0%
Csail Commercial Mortgage Trust0.000% 06/15/20570.0%
Zimmer Biomet Holdings, Inc.3.550% 04/01/20250.0%
Capitol Investment Merger Sub 2 LLC10.000% 08/01/20240.0%
DBWF 2016-85T Mortgage Trust0.014% 12/10/20360.0%
IHS Markit Ltd4.125% 08/01/20230.0%
CPI Swap0.010% 04/01/20250.0%
TCF Auto Receivables Owner Trust 2016-12.030% 02/15/20220.0%
Blue Cube Spinco, Inc.9.750% 10/15/20230.0%
UBS-Barclays Commercial Mortgage Trust0.946% 03/10/20460.0%
General Motors Co.5.400% 10/02/20230.0%
Fairstone Financial Issuance Trust I7.257% 03/21/20330.0%
General Motors Co.6.125% 10/01/20250.0%
Ford Motor Credit Co. LLC1.636% 08/03/20220.0%
American Airlines Class B Pass Through Trust5.625% 01/15/20210.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
Freeport-McMoRan, Inc.3.875% 03/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.973% 12/15/20470.0%
WFRBS Commercial Mortgage Trust 2012-C92.870% 11/15/20450.0%
DBUBS Mortgage Trust4.998% 07/10/20440.0%
Santander Drive Auto Receivables Trust 2016-14.020% 04/15/20220.0%
JMC Steel Group9.875% 06/15/20230.0%
ENVA 2019-A LLC3.960% 06/22/20260.0%
Triumph Group, Inc.5.250% 06/01/20220.0%
TCF Auto Receivables Owner Trust 2016-12.510% 09/15/20220.0%
Government National Mortgage Association0.879% 06/16/20540.0%
Federal Home Loan Mortgage Corp.0.177% 11/25/20260.0%
Aviation Capital Group Corp.2.875% 01/20/20220.0%
General Motors Financial Co., Inc.3.150% 06/30/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.304% 04/15/20310.0%
Federal Home Loan Mortgage Corp.2.209% 02/25/20320.0%
CPI Swap0.010% 06/30/20260.0%
D.R. Horton, Inc.4.750% 02/15/20230.0%
Fairstone Financial Issuance Trust I5.084% 03/21/20330.0%
Energy Transfer Partners LP / Regency Energy Finan4.500% 11/01/20230.0%
M/I Homes, Inc.5.625% 08/01/20250.0%
EPR Properties5.250% 07/15/20230.0%
COMM Mortgage Trust1.694% 10/15/20450.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
CFCRE Commercial Mortgage Trust 2016-C61.137% 11/10/20490.0%
PTL Finance Corp.3.900% 02/01/20240.0%
WFRBS Commercial Mortgage Trust0.958% 05/15/20470.0%
Anthem, Inc.2.375% 01/15/20250.0%
Federal Home Loan Mortgage Corp.3.663% 02/01/20380.0%
CPI Swap0.010% 08/20/20210.0%
Analog Devices, Inc.2.950% 04/01/20250.0%
Newell Rubbermaid, Inc.4.700% 08/15/20200.0%
Credit Index Swap5.000% 06/20/20250.0%
CSMC Trust 2017-MOON3.196% 07/10/20340.0%
TCF Auto Receivables Owner Trust 2016-PT11.930% 06/15/20220.0%
CFCRE Commercial Mortgage Trust 2016-C70.727% 12/10/20540.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.754% 08/15/20490.0%
Federal National Mortgage Assoc.0.303% 12/01/20400.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
COMM Mortgage Trust0.416% 06/10/20460.0%
Morgan Stanley Bank of America Merrill Lynch Trust0.595% 07/15/20500.0%
COMM Mortgage Trust1.226% 03/10/20460.0%
Federal National Mortgage Assoc.0.303% 06/01/20380.0%
CPI Swap0.010% 10/22/20220.0%
SoFi Professional Loan Program 2017-E LLC1.860% 11/26/20400.0%
Suncor Energy Ventures Corp9.400% 09/01/20210.0%
Federal National Mortgage Assoc.0.303% 10/01/20350.0%
CPI Swap0.010% 08/27/20230.0%
Federal Home Loan Mortgage Corp.4.070% 12/01/20360.0%
Acadia Healthcare Co., Inc.5.625% 02/15/20230.0%
Federal Home Loan Mortgage Corp.3.965% 02/01/20370.0%
Federal Home Loan Mortgage Corp.4.226% 09/01/20360.0%
WFRBS Commercial Mortgage Trust4.869% 02/15/20440.0%
CNH Capital LLC4.875% 04/01/20210.0%
Government National Mortgage Association0.729% 08/16/20540.0%
Avid Automobile Receivables Trust 2018-12.840% 08/15/20230.0%
Parsley Energy LLC5.375% 01/15/20250.0%
Wells Fargo Commercial Mortgage Trust0.013% 06/15/20480.0%
Fresenius Medical Care US Finance II, Inc.4.125% 10/15/20200.0%
Government National Mortgage Association2.900% 08/16/20550.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 04/11/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.009% 10/05/20310.0%
Ascentium Equipment Receivables 2017-1 Trust2.290% 06/10/20210.0%
CPS Auto Receivables Trust 2019-A3.890% 12/16/20240.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.686% 12/15/20490.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 12/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.350% 06/15/20350.0%
Helmerich & Payne, Inc.4.650% 03/15/20250.0%
Sysco Corp.2.600% 06/12/20220.0%
Federal National Mortgage Assoc.0.303% 09/01/20380.0%
COMM Mortgage Trust5.720% 07/10/20460.0%
Federal National Mortgage Assoc.0.303% 01/01/20380.0%
Univision Communications, Inc.5.125% 05/15/20230.0%
SunPower Corp.0.875% 06/01/20210.0%
Comm 2013-GAM3.367% 02/10/20280.0%
CPI Swap0.010% 03/31/20250.0%
Seneca Park CLO Ltd.2.255% 07/17/20260.0%
CIT Group, Inc.4.750% 02/16/20240.0%
Sunoco Logistics Partners L.P.4.250% 04/01/20240.0%
Wells Fargo Commercial Mortgage Trust0.622% 06/15/20480.0%
CPS Auto Receivables Trust 2020-A2.900% 12/15/20250.0%
Sysco Corp.3.550% 03/15/20250.0%
Citigroup Commercial Mortgage Trust0.370% 06/10/20480.0%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The1.034% 01/15/20330.0%
CPI Swap0.010% 12/16/20200.0%
Morgan Stanley Capital I Trust0.089% 07/13/20290.0%
COMM Mortgage Trust1.006% 08/10/20470.0%
Federal National Mortgage Assoc.0.303% 03/01/20390.0%
Range Resources Corp.5.875% 07/01/20220.0%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.0%
Federal National Mortgage Assoc.0.303% 12/01/20400.0%
LSTAR Commercial Mortgage Trust 2016-41.840% 03/10/20490.0%
TCF Auto Receivables Owner Trust 2015-23.750% 12/15/20210.0%
Conn's Receivables Funding 2018-A LLC3.250% 01/15/20230.0%
BWay Holding Company5.369% 04/03/20240.0%
CFCRE Commercial Mortgage Trust 2016-C41.697% 05/10/20580.0%
Citigroup Mortgage Loan Trust0.627% 07/25/20360.0%
JPMBB Commercial Mortgage Securities Trust0.920% 11/15/20470.0%
Prima Capital CRE Securitization Ltd.2.214% 10/24/20350.0%
Callon Petroleum Co.6.125% 10/01/20240.0%
CPI Swap0.010% 11/09/20200.0%
DBUBS Mortgage Trust3.527% 07/10/20440.0%
Kennedy-Wilson Inc5.875% 04/01/20240.0%
Federal National Mortgage Assoc.0.303% 04/01/20400.0%
DDR Corp.3.625% 02/01/20250.0%
California Republic Auto Receivables Trust 2016-12.240% 10/15/20210.0%
Crown Castle International Corp.4.450% 02/15/20260.0%
GS Mortgage Securities Trust1.939% 11/10/20450.0%
CPI Swap0.010% 01/11/20210.0%
JPMBB Commercial Mortgage Securities Trust0.481% 07/15/20450.0%
Sysco Corp.2.500% 07/15/20210.0%
CD 2016-CD1 Mortgage Trust1.400% 08/10/20490.0%
Diamond Resorts Owner Trust3.080% 11/20/20280.0%
Structured Asset Securities Corp. Series5.750% 12/25/20350.0%
Federal National Mortgage Assoc.0.303% 12/01/20380.0%
JPMBB Commercial Mortgage Securities Trust0.716% 05/15/20480.0%
Government National Mortgage Association0.893% 01/16/20550.0%
Flagship Credit Auto Trust 2017-42.070% 04/15/20220.0%
Federal Home Loan Mortgage Corp.3.853% 04/01/20370.0%
Federal Home Loan Mortgage Corp.3.876% 05/01/20360.0%
JP Morgan Chase Commercial Mortgage Series Trust1.254% 04/15/20460.0%
New Century Home Equity Loan Trust4.685% 08/25/20350.0%
Bill Barrett Corp.7.000% 10/15/20220.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-3.730% 03/25/20490.0%
GS Mortgage Securities Trust0.776% 11/10/20480.0%
California Republic Auto Receivables Trust 2016-21.830% 12/15/20210.0%
Federal National Mortgage Assoc.0.303% 03/01/20380.0%
Federal National Mortgage Assoc.0.303% 10/01/20400.0%
CPI Swap0.010% 06/04/20200.0%
JPMBB Commercial Mortgage Securities Trust0.748% 04/15/20470.0%
COMM Mortgage Trust2.200% 10/15/20310.0%
American Energy-Permian Basin LLC12.000% 10/01/20240.0%
Federal Home Loan Mortgage Corp.3.969% 10/01/20380.0%
Citigroup Commercial Mortgage Trust0.213% 07/10/20470.0%
WFRBS Commercial Mortgage Trust0.572% 05/15/20470.0%
J.P. Morgan Chase Commercial Mortgage Securities T1.211% 10/05/20310.0%
DRB Prime Student Loan Trust3.200% 01/25/20400.0%
Smithfield Foods, Inc.2.650% 10/03/20210.0%
Federal National Mortgage Assoc.0.303% 08/01/20380.0%
CPI Swap0.010% 01/14/20210.0%
CarMax Auto Owner Trust1.400% 08/15/20210.0%
US Airways Class B Pass Through Trust6.750% 06/03/20210.0%
Government National Mortgage Association2.500% 03/16/20490.0%
Springleaf Finance Corp.7.750% 10/01/20210.0%
Doncasters US Finance LLC (Doncasters US LLC)0.500% 03/31/20250.0%
BBCMS Trust0.205% 09/10/20280.0%
UTEX Industries8.561% 05/22/20220.0%
GS Mortgage Securities Trust3.849% 12/10/20430.0%
JPMBB Commercial Mortgage Securities Trust0.284% 04/15/20470.0%
MSCG Trust4.181% 11/15/20340.0%
Federal National Mortgage Assoc.0.303% 08/01/20370.0%
Engs Commercial Finance Trust2.630% 02/22/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.657% 10/05/20310.0%
DBWF Mortgage Trust0.423% 06/10/20340.0%
CPI Swap0.010% 04/09/20240.0%
Dell Technologies Inc Class V3.564% 09/12/20250.0%
Government National Mortgage Association2.200% 04/16/20470.0%
Afren plc6.625% 12/09/20200.0%
JPMBB Commercial Mortgage Securities Trust3.046% 04/15/20470.0%
SLM Student Loan Trust0.688% 03/25/20260.0%
Afren plc11.500% 02/01/20220.0%
PG&E Corp0.000% 04/27/20210.0%
Afren plc10.250% 04/08/20220.0%
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 5YR NOTE (CBT) SEP200.000% 10/05/20200.0%
US ULTRA BOND CBT SEP200.000% 09/30/20200.0%
US LONG BOND(CBT) SEP200.000% 09/30/20200.0%
US 2YR NOTE (CBT) SEP200.000% 10/05/20200.0%
CPI Swap0.010% 04/09/20240.0%
FX USD/CAD 06/200.000% 06/15/20200.0%
CPI Swap0.010% 01/19/20210.0%
CPI Swap0.010% 04/09/20240.0%
CPI Swap0.010% 04/07/20250.0%
CPI Swap0.010% 07/29/20210.0%
CPI Swap0.010% 02/03/20210.0%
CPI Swap0.010% 01/21/20210.0%
CPI Swap0.010% 01/20/20210.0%
CPI Swap0.010% 02/09/20210.0%
CPI Swap0.010% 01/26/20210.0%
CPI Swap0.010% 03/02/20240.0%
CPI Swap0.010% 03/04/20240.0%
CPI Swap0.010% 03/17/20300.0%
CPI Swap0.010% 03/17/20350.0%
CPI Swap0.010% 02/17/20210.0%
CPI Swap0.010% 04/02/20400.0%
CPI Swap0.010% 03/27/20350.0%
CPI Swap0.010% 09/02/20220.0%
CPI Swap0.010% 05/02/20210.0%
CPI Swap0.010% 02/11/2021-0.1%
CPI Swap0.010% 01/07/2029-0.1%
CPI Swap0.010% 08/24/2026-0.1%
CPI Swap0.010% 04/03/2040-0.1%
CPI Swap0.010% 10/24/2039-0.1%
CPI Swap0.010% 08/04/2026-0.1%
CPI Swap0.010% 11/15/2024-0.1%
CPI Swap0.010% 03/13/2040-0.1%
CPI Swap0.010% 02/21/2031-0.1%
CPI Swap0.010% 07/20/2029-0.1%
CPI Swap0.010% 02/19/2031-0.1%
CPI Swap0.010% 04/11/2026-0.1%
CPI Swap0.010% 03/22/2041-0.1%
CPI Swap0.010% 01/13/2022-0.1%
CPI Swap0.010% 03/23/2040-0.1%
CPI Swap0.010% 06/03/2020-0.1%
CPI Swap0.010% 01/08/2021-0.1%
CPI Swap0.010% 06/13/2020-0.1%
CPI Swap0.010% 06/27/2020-0.1%
CPI Swap0.010% 05/03/2022-0.1%
CPI Swap0.010% 10/14/2026-0.1%
CPI Swap0.010% 10/25/2032-0.1%
CPI Swap0.010% 11/08/2024-0.1%
CPI Swap0.010% 05/24/2028-0.1%
CPI Swap0.010% 03/04/2021-0.1%
CPI Swap0.010% 04/05/2029-0.1%
CPI Swap0.010% 03/28/2029-0.1%
CPI Swap0.010% 05/21/2028-0.1%
CPI Swap0.010% 03/16/2029-0.1%
CPI Swap0.010% 12/01/2024-0.1%
CPI Swap0.010% 03/15/2029-0.1%
CPI Swap0.010% 01/26/2029-0.1%
CPI Swap0.010% 06/14/2029-0.1%
CPI Swap0.010% 05/03/2030-0.1%
CPI Swap0.010% 04/17/2030-0.1%
CPI Swap0.010% 12/02/2024-0.1%
CPI Swap0.010% 04/26/2025-0.1%
CPI Swap0.010% 08/22/2026-0.1%
CPI Swap0.010% 02/05/2025-0.1%
CPI Swap0.010% 01/24/2021-0.1%
CPI Swap0.010% 03/23/2032-0.1%
CPI Swap0.010% 03/10/2032-0.1%
CPI Swap0.010% 04/22/2025-0.1%
CPI Swap0.010% 03/06/2032-0.1%
CPI Swap0.010% 12/14/2024-0.1%
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% 12/13/2031-0.1%
CPI Swap0.010% 02/07/2032-0.1%
CPI Swap0.010% 09/23/2022-0.1%
CPI Swap0.010% 02/12/2033-0.1%
CPI Swap0.010% 02/04/2021-0.1%
CPI Swap0.010% 12/14/2026-0.1%
CPI Swap0.010% 06/22/2025-0.1%
CPI Swap0.010% 01/08/2027-0.1%
CPI Swap0.010% 03/20/2022-0.2%
CPI Swap0.010% 07/24/2029-0.2%
CPI Swap0.010% 07/31/2029-0.2%
CPI Swap0.010% 03/20/2030-0.2%
CPI Swap0.010% 03/12/2040-0.2%
CPI Swap0.010% 04/17/2021-0.2%
CPI Swap0.010% 04/20/2021-0.2%
CPI Swap0.010% 11/14/2021-0.2%
CPI Swap0.010% 02/01/2038-0.2%
CPI Swap0.010% 02/26/2038-0.2%
CPI Swap0.010% 11/25/2024-0.2%
CPI Swap0.010% 02/26/2038-0.2%
CPI Swap0.010% 04/12/2022-0.2%
CPI Swap0.010% 05/31/2028-0.2%
CPI Swap0.010% 12/09/2024-0.2%
CPI Swap0.010% 06/01/2028-0.2%
CPI Swap0.010% 07/22/2023-0.2%
CPI Swap0.010% 03/24/2030-0.2%
CPI Swap0.010% 12/05/2024-0.2%
CPI Swap0.010% 06/20/2021-0.2%
CPI Swap0.010% 06/06/2028-0.2%
CPI Swap0.010% 09/11/2028-0.2%
CPI Swap0.010% 08/27/2028-0.2%
CPI Swap0.010% 08/14/2028-0.2%
CPI Swap0.010% 09/04/2021-0.2%
CPI Swap0.010% 07/25/2028-0.2%
CPI Swap0.010% 05/16/2028-0.2%
CPI Swap0.010% 10/30/2030-0.2%
CPI Swap0.010% 07/06/2028-0.2%
CPI Swap0.010% 08/09/2028-0.2%
CPI Swap0.010% 10/01/2028-0.2%
CPI Swap0.010% 09/23/2027-0.2%
CPI Swap0.010% 05/11/2028-0.2%
CPI Swap0.010% 09/26/2028-0.2%
CPI Swap0.010% 10/09/2028-0.2%
CPI Swap0.010% 08/03/2028-0.2%
CPI Swap0.010% 05/09/2021-0.2%
CPI Swap0.010% 05/02/2021-0.2%
CPI Swap0.010% 03/14/2029-0.2%
CPI Swap0.010% 02/08/2029-0.2%
CPI Swap0.010% 02/15/2029-0.2%
CPI Swap0.010% 07/22/2026-0.2%
CPI Swap0.010% 10/29/2021-0.2%
CPI Swap0.010% 02/27/2029-0.2%
CPI Swap0.010% 01/18/2029-0.2%
CPI Swap0.010% 01/13/2029-0.2%
CPI Swap0.010% 08/02/2021-0.2%
CPI Swap0.010% 01/24/2029-0.2%
CPI Swap0.010% 11/22/2024-0.2%
CPI Swap0.010% 11/30/2031-0.2%
CPI Swap0.010% 07/18/2026-0.2%
CPI Swap0.010% 06/08/2026-0.2%
CPI Swap0.010% 04/26/2030-0.2%
CPI Swap0.010% 12/23/2026-0.2%
CPI Swap0.010% 12/07/2031-0.2%
CPI Swap0.010% 08/23/2026-0.2%
CPI Swap0.010% 02/11/2031-0.2%
CPI Swap0.010% 12/23/2031-0.3%
CPI Swap0.010% 05/21/2025-0.3%
CPI Swap0.010% 01/11/2025-0.3%
CPI Swap0.010% 11/17/2036-0.3%
CPI Swap0.010% 03/08/2032-0.3%
CPI Swap0.010% 12/08/2031-0.3%
CPI Swap0.010% 07/05/2026-0.3%
CPI Swap0.010% 02/01/2032-0.3%
CPI Swap0.010% 11/21/2024-0.3%
CPI Swap0.010% 03/19/2035-0.3%
CPI Swap0.010% 07/17/2028-0.3%
CPI Swap0.010% 09/21/2028-0.3%
CPI Swap0.010% 01/06/2026-0.3%
CPI Swap0.010% 04/05/2032-0.3%
CPI Swap0.010% 01/28/2021-0.3%
CPI Swap0.010% 11/21/2036-0.3%
CPI Swap0.010% 12/17/2020-0.3%
CPI Swap0.010% 10/11/2020-0.3%
CPI Swap0.010% 12/27/2020-0.3%
CPI Swap0.010% 12/16/2036-0.3%
CPI Swap0.010% 12/13/2020-0.3%
CPI Swap0.010% 12/30/2023-0.3%
CPI Swap0.010% 02/04/2021-0.3%
CPI Swap0.010% 01/10/2021-0.3%
CPI Swap0.010% 01/30/2038-0.3%
CPI Swap0.010% 06/07/2021-0.3%
CPI Swap0.010% 03/30/2032-0.4%
CPI Swap0.010% 09/20/2021-0.4%
CPI Swap0.010% 06/21/2027-0.4%
CPI Swap0.010% 10/25/2021-0.4%
CPI Swap0.010% 02/28/2021-0.4%
CPI Swap0.010% 02/19/2021-0.4%
CPI Swap0.010% 04/17/2026-0.4%
CPI Swap0.010% 01/11/2021-0.5%
CPI Swap0.010% 11/21/2023-0.5%
CPI Swap0.010% 08/06/2028-0.5%
CPI Swap0.010% 03/22/2032-0.5%
CPI Swap0.010% 09/14/2024-0.5%
CPI Swap0.010% 05/02/2021-0.6%
CPI Swap0.010% 04/18/2030-0.6%
CPI Swap0.010% 04/03/2023-0.6%
CPI Swap0.010% 07/08/2022-0.6%
CPI Swap0.010% 04/24/2023-0.6%
CPI Swap0.010% 04/23/2023-0.6%
CPI Swap0.010% 02/21/2022-0.6%
CPI Swap0.010% 02/13/2029-0.6%
CPI Swap0.010% 03/12/2022-0.6%
CPI Swap0.010% 11/14/2024-0.7%
CPI Swap0.010% 07/23/2023-0.7%
CPI Swap0.010% 02/07/2033-0.7%
CPI Swap0.010% 04/11/2022-0.7%
CPI Swap0.010% 02/26/2022-0.8%
CPI Swap0.010% 03/20/2022-0.8%
CPI Swap0.010% 03/25/2022-0.8%
CPI Swap0.010% 06/13/2028-0.8%
CPI Swap0.010% 04/24/2023-0.8%
CPI Swap0.010% 06/14/2028-0.9%
CPI Swap0.010% 06/26/2023-1.0%
CPI Swap0.010% 02/15/2033-1.1%
CPI Swap0.010% 03/05/2038-1.4%
CPI Swap0.010% 01/16/2038-1.4%

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 07/13/2020
$0.184
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 06/30/2020 $0.03260 $10.51
Daily Daily 05/31/2020 $0.03062 $10.24
Daily Daily 04/30/2020 $0.03247 $10.10
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 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 06/30/2020

1.09%

Fund Documents

Fund Documents

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Summary Prospectus
Publish Date:11/03/2015
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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
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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.

 

+

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.

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