LIFAX | Inflation Focused Fund Class A | Lord Abbett
Image alt tag

Page not optimized for mobile browsing

DST vision is best viewed on desktop and tablet

The Muni-Ladder Interest Rate Scenario Tool is only available on desktop and tablet.

PROCEED GO TO LORDABBETT.COM

Error!

There was a problem contacting the server. Please try after sometime.

Sorry, we are unable to process your request.

Error!

We're sorry, but the Insights and Intelligence Tool is temporarily unavailable

If this problem persists, or if you need immediate assistance, please contact Customer Service at 1-888-522-2388.

Error!

We're sorry, but the Literature Center checkout function is temporarily unavailable.

If this problem persists, or if you need immediate assistance, please contact Customer Service at 1-888-522-2388.

Tracked Funds

You have 0 funds on your mutual fund watch list.

Begin by selecting funds to create a personalized watch list.

(as of 12/05/2015)
View All Tracked Funds
View All Tracked Funds

Quick Links

Follow Us

Pending Orders

You have 0 items in your cart.

Subscribe and order forms, fact sheets, presentations, and other documents that can help advisers grow their business.

Check Out Go Literature Center

Reset Your Password

Financial Professionals*

Your password must be a minimum of characters.

Confirmation Message

Your LordAbbett.com password was successully updated. This page will be refreshed after 3 seconds.

OK

 

Inflation Focused Fund

Daily price w/o sales charge as of 10/27/2021

$12.62

arrowDown$0.01

YTD Returns w/o sales charge as of 10/27/2021

10.77%

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

Click here to view all legal text including risk information

Summary

Summary

What is the Inflation Focused Fund?

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

EXPERIENCED INVESTMENT TEAM

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

HIGHER INCOME POTENTIAL WITH LOWER DURATION

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

TRUE INFLATION PROTECTION

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

 

Yield

Dividend Yield 1 as of 10/27/2021  

w/o sales charge 1.92%
w/ sales charge 1.88%

30-Day Standardized Yield 2 as of 09/30/2021  

0.60%

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

Expense Ratioas of 09/30/2021

Fund Basicsas of 09/30/2021

Total Net Assets
$2.85 B
Inception Date
04/29/2011
Dividend Frequency
Monthly (Daily Accrual)
Number of Holdings
1331
Minimum Initial Investment
$1,500+

Fund Expense Ratio :

0.70%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 8.35% 14.80% 5.19% 4.61% 2.59% 1.93%
Lipper Category Avg. Inflation Protected Bond Funds 3.58% 5.79% 6.44% 3.84% 2.52% -
w/ sales charge 5.89% 12.17% 4.40% 4.14% 2.36% 1.70%

Fund Expense Ratio :

0.70%

Fund Expense Ratio :

0.70%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 8.35% 14.80% 5.19% 4.61% 2.59% 1.93%
Lipper Category Avg. Inflation Protected Bond Funds 3.58% 5.79% 6.44% 3.84% 2.52% -
w/ sales charge 5.89% 12.17% 4.40% 4.14% 2.36% 1.70%

Fund Expense Ratio :

0.70%

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

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

Type Assets
Investment Grade Corporate
CMBS
U.S. Government Related
High Yield Corporate
ABS
Bank Loans
CLO
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
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 09/30/2021 View Portfolio

Rating Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB
Not Rated

Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.

INVESTMENT TEAM

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

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 & Co-Head of Taxable Fixed Income

19 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Co-Head of Taxable Fixed Income

29 Years of Industry Experience

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

Partner & Portfolio Manager

19 Years of Industry Experience

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

Contact a Representative

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

Performance

Performance

Dividend Yield 1 as of 10/27/2021  

w/o sales charge 1.92%
w/ sales charge 1.88%

30-Day Standardized Yield 2 as of 09/30/2021  

  Subsidized5 Un-Subsidized6
w/o sales charge 0.60% 0.60%

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

Fund Expense Ratio :

0.70%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 8.35% 14.80% 5.19% 4.61% 2.59% 1.93%
Lipper Category Avg. Inflation Protected Bond Funds 3.58% 5.79% 6.44% 3.84% 2.52% -
w/ sales charge 5.89% 12.17% 4.40% 4.14% 2.36% 1.70%

Fund Expense Ratio :

0.70%

Fund Expense Ratio :

0.70%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 8.35% 14.80% 5.19% 4.61% 2.59% 1.93%
Lipper Category Avg. Inflation Protected Bond Funds 3.58% 5.79% 6.44% 3.84% 2.52% -
w/ sales charge 5.89% 12.17% 4.40% 4.14% 2.36% 1.70%

Fund Expense Ratio :

0.70%

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

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

Year Fund Returns
2020 5.93%
2019 4.86%
2018 -1.28%
2017 1.33%
2016 4.96%
2015 -2.22%
2014 -5.20%
2013 -1.76%
2012 9.87%
2011 -3.48%
Year Q1 Q2 Q3 Q4 Yearly Returns
2021 4.26% 1.62% 2.27% - 10.77%
2020 -14.80% 10.55% 6.13% 5.96% 5.93%
2019 2.60% 0.41% -1.37% 3.19% 4.86%
2018 0.40% 0.95% 0.71% -3.28% -1.28%
2017 0.73% -1.53% 1.13% 1.01% 1.33%
2016 -0.90% -0.65% 2.45% 4.05% 4.96%
2015 -0.17% 1.72% -4.68% 1.03% -2.22%
2014 0.02% 2.20% -2.74% -4.66% -5.20%
2013 0.51% -3.67% 1.32% 0.15% -1.76%
2012 5.40% -0.99% 3.16% 2.05% 9.87%
2011 - - -5.92% 2.13% -3.48%

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

Growth of $10,000 as of 07/31/2021

The chart begins on the Fund's inception date of 04/29/2011.

Based on a hypothetical Class A share investment of $10,000 on 04/29/2011 without sales charge and includes the reinvestment of all distributions.

 

NAV Historical Prices

Date Net Asset Value

Portfolio

Portfolio

Rating Assets
Investment Grade Corporate
CMBS
U.S. Government Related
High Yield Corporate
ABS
Bank Loans
CLO
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
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 09/30/2021

Rating Assets
U.S. Treasury
Agency
AAA
AA
A
BBB
<BBB
Not Rated

Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the average rating based on numeric values assigned to each rating. Ratings range from AAA (highest) to D (lowest). Bonds rated BBB or above are considered investment grade. Credit ratings BB and below are lower-rated securities (junk bonds). High-yielding, non-investment-grade bonds (junk bonds) involve higher risks than investment-grade bonds. Adverse conditions may affect the issuer's ability to pay interest and principal on these securities. A portion of the portfolio's securities may not be rated. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio. Ratings apply to the credit worthiness of the issuers of the underlying securities and not the fund or its shares. Ratings may be subject to change.

Portfolio Positioning as of 6/30/2021

  • Over the quarter, we added risk exposure to the portfolio’s bank loan and collateralized loan obligation (CLO) allocations. A reflationary environment, rising rates, and strong flows into each asset class all are strong tailwinds for bank loans and CLOs. Specifically, we found attractive relative value in investment grade bank loans versus investment grade corporate bonds and found attractive risk-adjusted carry in high quality CLOs.
  • We continued to decrease the portfolio’s allocation to investment grade corporate bonds as we believe valuations on specific issues are full.

Portfolio Details as of 09/30/2021

Total Net Assets
$2.85 B
Number of Issues
1331
Average Coupon
2.61%
Average Life
2.23 Years
Average Maturity
2.25 Years
Average Effective Duration
1.77 Years

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

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

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

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

Holding Coupon Maturity Assets
United States Treasury Note/Bond 0.125% 06/30/2023 8.7%
United States Treasury Bill 0.000% 01/27/2022 2.3%
United States Treasury Note/Bond 0.625% 07/31/2026 2.0%
Jabil Inc 0.000% 10/01/2021 0.9%
HONO 2021-LULU Mortgage Trust 0.000% 10/15/2036 0.5%
Citigroup Inc 5.500% 09/13/2025 0.5%
Ford Motor Credit Co LLC 5.584% 03/18/2024 0.5%
BXHPP Trust 2021-FILM 0.734% 08/15/2036 0.5%
Suncor Energy Ventures Corp 4.500% 04/01/2022 0.5%
United States Treasury Note/Bond 0.125% 08/31/2023 0.4%
% of Total Assets 16.8%
Holding Coupon Maturity Assets
United States Treasury Note/Bond0.125% 06/30/20237.4%
United States Treasury Bill0.000% 01/27/20222.5%
United States Treasury Note/Bond0.625% 07/31/20262.2%
United States Treasury Note/Bond0.125% 05/31/20230.5%
Ford Motor Credit Co LLC5.584% 03/18/20240.5%
BXHPP Trust 2021-FILM0.746% 08/15/20360.5%
Suncor Energy Ventures Corp4.500% 04/01/20220.5%
Charter Communications, Inc. CL A1.865% 04/30/20250.4%
UBS AG5.125% 05/15/20240.4%
Dell International LLC2.000% 09/19/20250.4%
Dell International LLC / EMC Corp.5.450% 06/15/20230.4%
Westlake Automobile Receivables Trust 2020-11.940% 04/15/20250.4%
Boeing Co0.000% 02/06/20220.4%
JP Morgan Chase Commercial Mortgage Securities Cor4.128% 07/05/20310.4%
Wind River 2013-1 CLO Ltd1.114% 07/20/20300.4%
Romark CLO Ltd1.168% 10/23/20300.4%
Romark CLO Ltd1.788% 10/23/20300.4%
Ballyrock CLO 2019-1 Ltd1.164% 07/15/20320.4%
Boeing Co/The4.875% 05/01/20250.4%
CenterPoint Energy Resources Corp0.000% 09/01/20210.4%
General Motors Co5.400% 10/02/20230.4%
VICI Properties 1 LLC1.865% 12/20/20240.4%
Park Aerospace Holdings Ltd5.500% 02/15/20240.4%
Intesa Sanpaolo SpA5.017% 06/26/20240.4%
MRA Issuance Trust1.239% 10/15/20210.4%
Citigroup Inc3.106% 04/08/20260.4%
Boeing Co/The4.508% 05/01/20230.4%
Santander Drive Auto Receivables Trust 2021-20.900% 06/15/20260.3%
BHMS 2018-ATLS2.346% 07/15/20350.3%
BX Trust 2018-GW0.896% 05/15/20350.3%
FMC Corp0.000% 09/16/20210.3%
Voya CLO 2018-4 Ltd1.166% 01/15/20320.3%
Santander Drive Auto Receivables Trust 2021-30.290% 05/15/20240.3%
Danske Bank A/S5.375% 01/12/20240.3%
SLIDE 2018-FUN2.196% 06/15/20310.3%
Ovintiv Inc0.000% 09/08/20210.3%
Cenovus Energy Inc3.000% 08/15/20220.3%
Cabot Corp0.000% 09/01/20210.3%
Nielsen Finance LLC (VNU, Inc.)3.831% 10/04/20230.3%
XPO Logistics, Inc.2.188% 02/24/20250.3%
COLT 2021-2 Mortgage Loan Trust0.924% 08/25/20660.3%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
MF1 2021-FL6 Ltd1.546% 07/16/20360.3%
Delos Finance Sarl4.081% 10/06/20230.3%
PFS Financing Corp3.520% 10/15/20230.3%
Avolon Holdings Funding Ltd5.125% 10/01/20230.3%
AIB Group PLC4.263% 04/10/20250.3%
Carnival Corp11.500% 04/01/20230.3%
BHMS 2018-ATLS1.996% 07/15/20350.3%
Hudson Yards 2016-10HY Mortgage Trust2.835% 08/10/20380.3%
NextGear Floorplan Master Owner Trust2.070% 10/15/20240.3%
American Transmission Systems Inc5.250% 01/15/20220.3%
Hyundai Capital America3.400% 06/20/20240.3%
General Motors Financial Co Inc0.000% 09/01/20210.3%
One New York Plaza Trust 2020-1NYP1.046% 01/15/20260.2%
Santander Drive Auto Receivables Trust 2020-41.480% 01/15/20270.2%
ONE Gas Inc1.100% 03/11/20240.2%
Stellantis NV5.250% 04/15/20230.2%
BXHPP Trust 2021-FILM0.996% 08/15/20360.2%
BAT Capital Corp3.222% 08/15/20240.2%
Donlen Fleet Lease Funding 2 LLC0.560% 12/11/20340.2%
PVH Corp4.625% 07/10/20250.2%
Ready Capital Mortgage Financing 2021-FL6 LLC1.034% 07/25/20360.2%
Greystone CRE Notes 2021-FL3 Ltd1.107% 07/15/20390.2%
Glencore Funding LLC4.625% 04/29/20240.2%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.2%
CSMC 2021-ADV1.496% 07/15/20380.2%
KIND Trust 2021-KIND1.050% 08/15/20260.2%
Devon Energy Corp8.250% 08/01/20230.2%
GLS Auto Receivables Issuer Trust 2019-42.470% 11/15/20230.2%
BFLD 2019-DPLO2.336% 10/15/20340.2%
Hilton Worldwide Finance, LLC1.995% 06/22/20260.2%
PPD Inc.2.750% 01/06/20280.2%
Ally Financial Inc5.750% 11/20/20250.2%
Enel Finance International NV2.650% 09/10/20240.2%
NXP BV / NXP Funding LLC3.875% 09/01/20220.2%
VASA Trust 2021-VASA1.346% 07/15/20390.2%
Westlake Automobile Receivables Trust 2021-21.230% 12/15/20260.2%
Bain Capital Credit CLO 2017-11.104% 07/20/20300.2%
Dryden Senior Loan Fund1.106% 04/15/20280.2%
Dryden 72 CLO Ltd1.236% 05/15/20320.2%
United Rentals North America Inc3.875% 11/15/20270.2%
BX Commercial Mortgage Trust 2019-IMC1.096% 04/15/20340.2%
General Motors Financial Co Inc5.100% 01/17/20240.2%
PFP 2021-7 Ltd0.946% 04/14/20380.2%
Bank of Ireland Group PLC4.500% 11/25/20230.2%
OCP Clo 2019-17 Ltd1.174% 07/20/20320.2%
Microchip Technology Inc0.972% 02/15/20240.2%
BX Commercial Mortgage Trust 2019-XL1.546% 10/15/20360.2%
Extended Stay America Trust 2021-ESH2.946% 07/15/20380.2%
Ladder Capital Finance Holdings LLC/Ladder Capital5.250% 03/15/20220.2%
CPS Auto Receivables Trust 2020-C1.010% 01/15/20250.2%
DaVita HealthCare Partners Inc. (fka DaVita Inc.)1.856% 08/12/20260.2%
Westlake Automobile Receivables Trust 2021-20.320% 04/15/20250.2%
Lennar Corp5.875% 11/15/20240.2%
Nelnet Student Loan Trust 2021-A1.360% 04/20/20620.2%
Freddie Mac STACR REMIC Trust 2021-DNA51.700% 01/25/20340.2%
Life 2021-BMR Mortgage Trust0.796% 03/15/20380.2%
Carvana Auto Receivables Trust 2021-N20.320% 03/10/20280.2%
Avis Budget Rental Car Funding3.350% 09/22/20250.2%
Cenovus Energy Inc3.800% 09/15/20230.2%
Kia Corp3.000% 04/25/20230.2%
BDS 2021-FL7 Ltd1.166% 06/16/20360.2%
Credit Suisse Group AG2.997% 12/14/20230.2%
Motel Trust 2021-MTL60.000% 09/15/20380.2%
JP Morgan Chase Commercial Mortgage Securities Tru3.905% 05/05/20300.2%
Danske Bank A/S1.171% 12/08/20230.2%
Reynolds Group Hldgs, Inc.4.023% 02/05/20230.2%
Barclays plc4.610% 02/15/20230.2%
Hertz Vehicle Financing LLC3.980% 12/26/20250.2%
Avis Budget Rental Car Funding3.340% 08/20/20260.2%
Navient Corp5.875% 10/25/20240.2%
GS Mortgage Securities Corp Trust 2021-ROSS1.246% 05/15/20260.2%
Apidos CLO XXXI1.229% 04/15/20310.2%
Octagon Investment Partners 32 Ltd1.076% 07/15/20290.2%
KKR Clo 24 Ltd1.214% 04/20/20320.2%
MEG Energy Corp6.500% 01/15/20250.2%
CrownRock LP / CrownRock Finance Inc5.625% 10/15/20250.2%
Tapestry Inc4.250% 04/01/20250.2%
AT&T INC1.092% 01/28/20220.2%
KREF 2021-FL2 Ltd1.163% 02/15/20390.2%
Cabot Corp0.000% 09/02/20210.2%
Macquarie Group Ltd1.155% 11/28/20230.2%
CF Hippolyta LLC1.980% 03/15/20610.2%
BDS 2021-FL81.016% 01/18/20360.2%
Cincinnati Bell Inc4.915% 10/02/20240.2%
Navient Private Education Refi Loan Trust 2021-c1.060% 10/15/20690.2%
ONE Gas Inc0.850% 03/11/20230.2%
Caesars Entertainment Inc8.125% 07/01/20270.2%
US Foods, Inc.3.426% 06/15/20230.2%
Expedia Group Inc6.250% 05/01/20250.2%
CommonSpirit Health0.000% 09/01/20210.2%
Elmwood CLO X Ltd0.000% 10/20/20340.2%
KREF 2021-FL2 Ltd1.393% 02/15/20390.2%
Bank of America Corp1.197% 10/24/20260.2%
UBS AG/Stamford CT7.625% 08/17/20220.2%
Devon Energy Corp5.250% 10/15/20270.2%
J.P. Morgan Chase Commercial Mortgage Securities T2.949% 09/06/20380.2%
COMM 2012-CCRE1 Mortgage Trust4.612% 05/15/20450.2%
Valero Energy Corp2.700% 04/15/20230.2%
AIB Group PLC4.750% 10/12/20230.2%
Ford Credit Auto Owner Trust 2018-REV13.190% 07/15/20310.2%
Cenovus Energy Inc5.375% 07/15/20250.2%
Credit Suisse AG/New York NY3.625% 09/09/20240.2%
Bayer US Finance II LLC3.875% 12/15/20230.2%
NRG Energy Inc3.750% 06/15/20240.2%
Ally Auto Receivables Trust 2019-31.930% 05/15/20240.2%
Pacific Gas and Electric Co3.150% 01/01/20260.2%
TransDigm Inc8.000% 12/15/20250.2%
Drive Auto Receivables Trust 2021-20.360% 05/15/20240.2%
Glencore Funding LLC4.125% 05/30/20230.2%
Plains All American Pipeline LP / PAA Finance Corp4.650% 10/15/20250.2%
Microchip Technology Inc4.333% 06/01/20230.2%
Motel Trust 2021-MTL60.000% 09/15/20380.2%
Honda Auto Receivables 2021-2 Owner Trust0.170% 11/15/20230.2%
Monongahela Power Co4.100% 04/15/20240.2%
Seminole Tribe of Florida4.331% 07/08/20240.2%
Ally Financial Inc1.450% 10/02/20230.2%
Ford Motor Credit Co LLC3.813% 10/12/20210.2%
CSMC 2021-NQM10.809% 05/25/20650.2%
KKR Clo 16 Ltd1.384% 01/20/20290.2%
Diamondback Energy Inc2.875% 12/01/20240.2%
Intesa Sanpaolo SpA3.250% 09/23/20240.2%
Bayer US Finance II LLC4.250% 12/15/20250.2%
Westlake Automobile Receivables Trust 2021-10.950% 03/16/20260.2%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.2%
Verus Securitization Trust 2021-31.046% 06/25/20660.2%
ARES L CLO Ltd1.176% 01/15/20320.2%
Avolon TLB Borrower 1 (US) LLC2.500% 01/15/20250.2%
Vistra Operations Co LLC3.550% 07/15/20240.2%
ABN Amro Bank NV4.750% 07/28/20250.2%
Santander Drive Auto Receivables Trust 2021-21.350% 07/15/20270.2%
Pacific Gas and Electric Co1.367% 03/10/20230.2%
Carlyle US Clo 2017-2 Ltd1.184% 07/20/20310.2%
Benefit Street Partners CLO III Ltd1.134% 07/20/20290.2%
Magnetite XXII Ltd1.186% 04/15/20310.2%
CIFC Funding 2013-II Ltd1.134% 10/18/20300.2%
TCI-Flatiron Clo 2017-1 Ltd1.084% 11/18/20300.2%
Molina Healthcare Inc5.375% 11/15/20220.2%
Edison International3.125% 11/15/20220.2%
Skyworks Solutions Inc1.800% 06/01/20260.2%
HCA Inc5.250% 04/15/20250.2%
NEXSTAR BROADCASTING GROUP3.415% 01/17/20240.2%
Barclays plc5.200% 05/12/20260.2%
Change Healthcare Holdings, LLC4.259% 03/01/20240.2%
ASURION LLC4.267% 11/03/20230.2%
Standard Chartered plc5.200% 01/26/20240.2%
Range Resources Corp9.250% 02/01/20260.2%
Alliance Data Systems Corp7.000% 01/15/20260.1%
Proquest LLC3.357% 10/23/20260.1%
Morgan Stanley0.791% 01/22/20250.1%
UniCredit SpA7.830% 12/04/20230.1%
Vornado Realty LP3.500% 01/15/20250.1%
Drive Auto Receivables Trust 2021-21.390% 03/15/20290.1%
Westlake Automobile Receivables Trust 2020-20.930% 02/15/20240.1%
Hyundai Capital America2.850% 11/01/20220.1%
VeriSign Inc4.750% 07/15/20270.1%
Occidental Petroleum Corp6.950% 07/01/20240.1%
Lundin Energy Finance BV2.000% 07/15/20260.1%
ZF North America Capital Inc4.750% 04/29/20250.1%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.1%
Standard Chartered plc4.247% 01/20/20230.1%
PDC Energy Inc5.750% 05/15/20260.1%
GS Mortgage Securities Trust 2013-GCJ123.777% 06/10/20460.1%
Howmet Aerospace Inc6.875% 05/01/20250.1%
Affirm Asset Securitization Trust 2021-B1.030% 08/17/20260.1%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.1%
ONE Gas Inc0.787% 03/11/20230.1%
Republic of Kenya Government International Bond6.875% 06/24/20240.1%
LFT CRE 2021-FL1 Ltd1.839% 06/15/20390.1%
Baidu Inc4.375% 05/14/20240.1%
Regatta Funding LP 2013-2A0.976% 01/15/20290.1%
Venture 33 CLO Ltd1.186% 07/15/20310.1%
Standard Chartered plc3.200% 04/17/20250.1%
Diamondback Energy Inc0.900% 03/24/20230.1%
SM Energy Co10.000% 01/15/20250.1%
Santander Drive Auto Receivables Trust 2021-20.280% 04/15/20240.1%
CIT Group Inc5.000% 08/01/20230.1%
Cedar Funding V CLO Ltd1.234% 07/17/20310.1%
Hertz Vehicle Financing LLC1.210% 12/26/20250.1%
BBCMS 2018-TALL Mortgage Trust0.818% 03/15/20370.1%
Angel Oak Mortgage Trust LLC1.035% 01/20/20650.1%
Parsley Energy LLC / Parsley Finance Corp5.625% 10/15/20270.1%
Boyd Gaming Corporation3.538% 09/15/20230.1%
BWAY 2015-1740 Mortgage Trust3.342% 01/10/20350.1%
Gentiva Health Services, Inc.2.860% 07/02/20250.1%
Aircastle Ltd5.250% 08/11/20250.1%
OneMain Financial Issuance Trust 2019-23.140% 10/14/20360.1%
BBCMS 2018-TALL Mortgage Trust1.217% 03/15/20370.1%
One New York Plaza Trust 2020-1NYP1.346% 01/15/20260.1%
Comision Federal de Electricidad4.875% 01/15/20240.1%
Exeter Automobile Receivables Trust 2021-30.340% 01/16/20240.1%
Puget Energy Inc3.650% 05/15/20250.1%
Egypt Government International Bond6.125% 01/31/20220.1%
SLIDE 2018-FUN1.246% 06/15/20310.1%
Cedar Funding XI Clo Ltd1.171% 05/29/20320.1%
Synchrony Card Issuance Trust3.380% 09/15/20240.1%
Bayer US Finance II LLC3.375% 07/15/20240.1%
American Axle & Manufacturing Inc6.250% 04/01/20250.1%
JPMorgan Chase & Co0.768% 08/09/20250.1%
Sabre GLBL Inc7.375% 09/01/20250.1%
Fresenius Medical Care US Finance II, Inc.5.875% 01/31/20220.1%
DISH DBS Corp5.875% 07/15/20220.1%
General Motors Financial Co Inc3.950% 04/13/20240.1%
SK Hynix Inc1.000% 01/19/20240.1%
Hertz Vehicle Financing III LP1.680% 12/27/20270.1%
Danske Bank A/S1.226% 06/22/20240.1%
Starwood Mortgage Residential Trust 2021-20.943% 05/25/20650.1%
Devon Energy Corp5.250% 09/15/20240.1%
HCA Inc5.000% 03/15/20240.1%
Danske Bank A/S3.244% 12/20/20250.1%
Atmos Energy Corp0.565% 03/09/20230.1%
Buckeye Partners L.P.2.365% 11/01/20260.1%
Centene Corp4.250% 12/15/20270.1%
iStar Inc5.500% 02/15/20260.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.429% 06/10/20270.1%
Hyundai Capital America0.875% 06/14/20240.1%
Barings CLO Ltd 2019-III1.204% 04/20/20310.1%
Cleveland Electric Illuminating Co.5.500% 08/15/20240.1%
Madison Park Funding XI Ltd1.038% 07/23/20290.1%
Alcoa Nederland Holding BV5.500% 12/15/20270.1%
Newark BSL CLO 2 Ltd1.095% 07/25/20300.1%
DBWF 2018-GLKS Mortgage Trust1.116% 12/19/20300.1%
Arcos Dorados Holdings Inc6.625% 09/27/20230.1%
Welbilt Inc2.684% 10/23/20250.1%
Daimler Finance North America LLC3.650% 02/22/20240.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
Morgan Stanley0.790% 05/30/20250.1%
Aircastle Ltd4.400% 09/25/20230.1%
Great Wolf Trust 2019-WOLF1.729% 12/15/20360.1%
Santander Retail Auto Lease Trust 2021-A0.510% 07/22/20240.1%
Lennar Corp4.750% 05/30/20250.1%
JPMorgan Chase & Co0.824% 06/01/20250.1%
HCA Inc5.250% 06/15/20260.1%
Viterra Finance BV2.000% 04/21/20260.1%
MGM Resorts International5.750% 06/15/20250.1%
Laredo Petroleum Inc9.500% 01/15/20250.1%
Calpine Corp5.250% 06/01/20260.1%
Natwest Group PLC5.125% 05/28/20240.1%
AutoNation Inc0.000% 09/01/20210.1%
Scientific Games International, Inc.8.625% 07/01/20250.1%
Australia & New Zealand Banking Group Ltd.4.500% 03/19/20240.1%
BFLD 2019-DPLO1.186% 10/15/20340.1%
Carnival Corporation3.750% 06/30/20250.1%
CHT 2017-COSMO Mortgage Trust1.496% 11/15/20360.1%
SFO Commercial Mortgage Trust 2021-5551.246% 05/15/20380.1%
Cleco Corporate Holdings LLC3.743% 05/01/20260.1%
Goldman Sachs Group Inc/The0.657% 09/10/20240.1%
Bank of America Corp0.523% 06/14/20240.1%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.1%
CityCenter Holdings, LLC3.000% 04/18/20240.1%
Credit Suisse Group AG2.593% 09/11/20250.1%
Glencore Finance Canada Ltd4.950% 11/15/20210.1%
Skyworks Solutions Inc0.900% 06/01/20230.1%
MPLX LP4.875% 12/01/20240.1%
ABN Amro Bank NV6.250% 04/27/20220.1%
Baffinland Iron Mines Corp / Baffinland Iron Mines8.750% 07/15/20260.1%
Parexel Intl Corp.4.069% 09/27/20240.1%
Australia & New Zealand Banking Group Ltd.4.400% 05/19/20260.1%
BHMS 2018-ATLS1.346% 07/15/20350.1%
Standard Chartered plc2.819% 01/30/20260.1%
Flex Ltd3.750% 02/01/20260.1%
Charter Communications, Inc. CL A4.322% 03/31/20230.1%
CPI Swap0.010% 03/25/20250.1%
BJ's Wholesale Club, Inc.5.142% 02/03/20240.1%
Intesa Sanpaolo SpA5.710% 01/15/20260.1%
Matador Resources Co5.875% 09/15/20260.1%
Aviation Capital Group LLC5.500% 12/15/20240.1%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.1%
GS Mortgage Securities Trust 2013-G13.557% 04/10/20310.1%
OneMain Finance Corp6.125% 03/15/20240.1%
Synovus Financial Corp3.125% 11/01/20220.1%
Great Wolf Trust 2019-WOLF2.828% 12/15/20360.1%
Exeter Automobile Receivables Trust 2021-31.550% 06/15/20270.1%
Grand Avenue CRE 2019-FL11.593% 06/15/20370.1%
Niagara Mohawk Power Corp3.508% 10/01/20240.1%
Standard Chartered plc3.885% 03/15/20240.1%
Alexander Funding Trust1.841% 11/15/20230.1%
Cedar Funding VIII Clo Ltd1.384% 10/17/20300.1%
Global Payments Inc.0.000% 07/09/20240.1%
NRG Energy Inc6.625% 01/15/20270.1%
BB-UBS Trust3.678% 06/05/20300.1%
GM Financial Leasing Trust0.170% 04/20/20230.1%
SCF Equipment Leasing 2019-2 LLC2.760% 08/20/20260.1%
Tronox Inc6.500% 05/01/20250.1%
Grand Avenue CRE 2019-FL11.213% 06/15/20370.1%
Baidu Inc3.875% 09/29/20230.1%
Oasis Petroleum Inc0.000% -0.1%
ABG Intermediate Holdings 2 LLC4.000% 09/27/20240.1%
CNO Financial Group Inc5.250% 05/30/20250.1%
NCL Corp Ltd5.875% 03/15/20260.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
Ford Credit Auto Lease Trust 2021-A0.300% 04/15/20240.1%
IHO Verwaltungs GmbH4.750% 09/15/20260.1%
WOW! (Wide Open West)4.250% 08/18/20230.1%
MF1 2020-FL3 Ltd3.914% 07/15/20350.1%
GS Mortgage Securities Corp Trust 2018-RIVR1.046% 07/15/20350.1%
HAT Holdings I LLC / HAT Holdings II LLC3.375% 06/15/20260.1%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.1%
Lower Cadence Holdings L6.602% 05/08/20260.1%
Cedar Funding XIV CLO Ltd1.188% 07/15/20330.1%
Energy Transfer LP4.250% 03/15/20230.1%
CPI Swap0.010% 04/01/20250.1%
Kemper Corp4.350% 02/15/20250.1%
Select Medical Corp6.250% 08/15/20260.1%
Devon Energy Corp5.875% 06/15/20280.1%
CyrusOne LP / CyrusOne Finance Corp2.900% 11/15/20240.1%
Ford Credit Auto Owner Trust 2021-A0.170% 10/15/20230.1%
NEXSTAR BROADCASTING GROUP1.864% 09/19/20240.1%
Panera Bread Company2.375% 07/18/20220.1%
Origin Energy Finance Ltd5.450% 10/14/20210.1%
American Credit Acceptance Receivables Trust 2020-0.620% 10/13/20230.1%
Citigroup Inc3.875% 03/26/20250.1%
Mitsubishi UFJ Financial Group Inc0.953% 07/19/20250.1%
Continental Resources Inc/OK3.800% 06/01/20240.1%
LFT CRE 2021-FL1 Ltd1.259% 06/15/20390.1%
Dell International LLC / EMC Corp.6.020% 06/15/20260.1%
OneMain Finance Corp8.250% 10/01/20230.1%
Invitation Homes, Inc.0.000% 01/31/20250.1%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.1%
Marathon Oil Corp3.850% 06/01/20250.1%
Live Nation Entertainment Inc4.875% 11/01/20240.1%
LSTAR Commercial Mortgage Trust 2017-54.500% 03/10/20500.1%
CenturyLink, Inc.2.336% 01/28/20250.1%
Santander UK Group Holdings plc3.373% 01/05/20240.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt1.646% 09/15/20280.1%
Plains All American Pipeline LP / PAA Finance Corp3.850% 10/15/20230.1%
Carlyle Global Market Strategies CLO 2015-1 Ltd1.118% 07/20/20310.1%
Royal Caribbean Cruises Ltd11.500% 06/01/20250.1%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.1%
Phillips 661.343% 11/20/20230.1%
Oceaneering International Inc4.650% 11/15/20240.1%
Citigroup Global Markets Holdings Inc/United State0.750% 06/07/20240.1%
Valero Energy Corp2.850% 04/15/20250.1%
Air Lease Corp3.000% 09/15/20230.1%
Standard Chartered plc3.785% 05/21/20250.1%
Standard Chartered plc0.991% 01/12/20250.1%
Suncor Energy Inc9.250% 10/15/20210.1%
MSBAM Commercial Mortgage Securities Trust 2012-CK3.277% 10/15/20300.1%
US Coatings3.306% 06/01/20240.1%
Citigroup Inc4.400% 06/10/20250.1%
Motel 6 Trust 2017-MTL64.346% 08/15/20340.1%
MPT Operating Partnership LP / MPT Finance Corp5.000% 10/15/20270.1%
BankUnited Inc4.875% 11/17/20250.1%
Aviation Capital Group LLC3.875% 05/01/20230.1%
Reynolds American Inc4.450% 06/12/20250.1%
Kia Corp1.750% 10/16/20260.1%
Cimarex Energy Co4.375% 06/01/20240.1%
Intesa Sanpaolo SpA3.375% 01/12/20230.1%
Westinghouse Air Brake Technologies Corp4.375% 08/15/20230.1%
FAGE International SA / FAGE USA Dairy Industry In5.625% 08/15/20260.1%
Century Communities Inc5.875% 07/15/20250.1%
GM Financial Leasing Trust0.260% 02/20/20240.1%
Hess Corporation2.558% 03/16/20230.1%
GM Financial Automobile Leasing Trust 2020-20.800% 07/20/20230.1%
One New York Plaza Trust 2020-1NYP1.596% 01/15/20260.1%
Jefferies Financial Group Inc5.500% 10/18/20230.1%
Aircastle Ltd5.000% 04/01/20230.1%
Westinghouse Air Brake Technologies Corp4.400% 03/15/20240.1%
Arbor Realty Collateralized Loan Obligation Ltd1.196% 05/15/20360.1%
Alliance Data Systems Corp4.750% 12/15/20240.1%
Imperial Brands Finance PLC3.125% 07/26/20240.1%
Glencore Funding LLC4.125% 03/12/20240.1%
BB-UBS Trust3.678% 06/05/20300.1%
TransAlta Corp4.500% 11/15/20220.1%
BX Trust 2017-SLCT4.346% 07/15/20340.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
William Carter Co/The5.500% 05/15/20250.1%
FirstEnergy Corp3.350% 07/15/20220.1%
Verus Securitization Trust 2021-R31.020% 04/25/20640.1%
Occidental Petroleum Corp2.900% 08/15/20240.1%
General Motors Financial Co Inc5.250% 03/01/20260.1%
Dell International LLC / EMC Corp.5.850% 07/15/20250.1%
Crown Castle Int'l Corp.2.422% 06/21/20240.1%
Western Midstream Operating LP3.950% 06/01/20250.1%
OCP CLO 2016-12 Ltd1.254% 10/18/20280.1%
Cenovus Energy Inc3.950% 04/15/20220.1%
Upstart Securitization Trust 2021-20.910% 06/20/20310.1%
United Rentals North America Inc5.875% 09/15/20260.1%
Ashtead Capital Inc4.000% 05/01/20280.1%
CPI Swap0.010% 08/22/20260.1%
Dell International LLC / EMC Corp.4.000% 07/15/20240.1%
Drive Auto Receivables Trust 2020-23.050% 05/15/20280.1%
Westlake Automobile Receivables Trust 2021-20.890% 07/15/20260.1%
Cornerstone OnDemand Inc3.344% 04/22/20270.1%
NextGear Floorplan Master Owner Trust3.690% 10/15/20230.1%
International Game Technology plc4.125% 04/15/20260.1%
AerCap Ireland Capital DAC / AerCap Global Aviatio4.875% 01/16/20240.1%
Pacific Gas and Electric Co3.750% 02/15/20240.1%
Magnolia Oil & Gas Operating LLC / Magnolia Oil &6.000% 08/01/20260.1%
SCF Equipment Leasing 2021-1 LLC0.830% 08/21/20280.1%
Emirates NBD Bank PJSC3.250% 11/14/20220.1%
Lennar Corp4.500% 04/30/20240.1%
Univision Communications Inc5.125% 02/15/20250.1%
Glencore Funding LLC4.000% 04/16/20250.1%
DR Horton Inc5.750% 08/15/20230.1%
WEA Finance LLC / Westfield UK & Europe Finance PL3.750% 09/17/20240.1%
Honda Auto Receivables 2021-1 Owner Trust0.160% 07/21/20230.1%
Ally Financial Inc5.125% 09/30/20240.1%
MPLX LP1.285% 09/09/20220.1%
CSN Resources SA7.625% 04/17/20260.1%
Credit Suisse Group AG3.750% 03/26/20250.1%
VMware Inc2.950% 08/21/20220.1%
Hyundai Capital America1.500% 06/15/20260.1%
Petroleos Mexicanos4.250% 01/15/20250.1%
CPI Swap0.010% 03/31/20250.1%
Navient Corp6.500% 06/15/20220.1%
Exeter Automobile Receivables Trust 2021-33.040% 12/15/20280.1%
Exeter Automobile Receivables Trust 2021-21.400% 04/15/20270.1%
Harvest Operations Corp1.000% 04/26/20240.1%
Cheniere Energy Partners, L.P.0.000% 06/30/20240.1%
Ford Credit Auto Owner Trust 2021-REV11.370% 10/17/20330.1%
Parsley Energy LLC / Parsley Finance Corp4.125% 02/15/20280.1%
Syniverse Holdings, Inc.6.000% 03/09/20230.1%
Broadcom Inc4.250% 04/15/20260.1%
Huntington Ingalls Industries Inc0.670% 08/16/20230.1%
Hudsons Bay Simon JV Trust 2015-HBS2.890% 08/05/20340.1%
Universal Health Services Inc1.650% 09/01/20260.1%
IPALCO Enterprises Inc3.700% 09/01/20240.1%
IHS Markit Ltd4.125% 08/01/20230.1%
Humana Inc0.650% 08/03/20230.1%
SL Green Realty Corp4.500% 12/01/20220.1%
Microchip Technology Inc2.670% 09/01/20230.1%
Irvine Core Office Trust 2013-IRV3.279% 05/15/20480.1%
Banff Merger Sub Inc9.750% 09/01/20260.1%
Central American Bottling Corp.5.750% 01/31/20270.1%
CPI Swap0.010% 04/07/20250.1%
Morocco Government International Bond4.250% 12/11/20220.1%
Ford Credit Auto Lease Trust 2021-A0.190% 07/15/20230.1%
Suncor Energy Inc7.875% 06/15/20260.1%
CPI Swap0.010% 08/04/20260.1%
DBWF 2018-AMXP Mortgage Trust4.122% 05/05/20350.1%
Enel Finance International NV1.375% 07/12/20260.1%
AerCap Ireland Capital DAC / AerCap Global Aviatio4.500% 09/15/20230.1%
Alcoa Nederland Holding BV7.000% 09/30/20260.1%
Fresenius Medical Care US Finance III Inc1.875% 12/01/20260.1%
BBCMS Trust 2018-BXH1.096% 10/15/20370.1%
VMware Inc1.000% 08/15/20240.1%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.1%
General Motors Financial Co Inc2.750% 06/20/20250.1%
IHS Markit Ltd4.750% 02/15/20250.1%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.1%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.1%
GLP Capital LP / GLP Financing II Inc5.250% 06/01/20250.1%
Pertamina Persero PT4.875% 05/03/20220.1%
Tech Data Corporation3.628% 06/30/20250.1%
Petroleos Mexicanos6.875% 08/04/20260.1%
General Motors Co6.125% 10/01/20250.1%
Pacific Gas and Electric Co3.250% 06/15/20230.1%
Ford Credit Auto Lease Trust 2021-A0.260% 02/15/20240.1%
CNH Industrial NV4.500% 08/15/20230.1%
Ladder Capital Finance Holdings LLC/Ladder Capital5.250% 10/01/20250.1%
Octagon Investment Partners XXI Ltd.1.125% 02/14/20310.1%
JFIN CLO 2013 Ltd1.524% 01/20/20300.1%
Nvent Finance Sarl3.950% 04/15/20230.1%
Navient Corp7.250% 09/25/20230.1%
Reliance Industries Ltd5.400% 02/14/20220.1%
National Fuel Gas Co5.500% 01/15/20260.1%
CSMC 2021-NQM31.015% 04/25/20660.1%
Bayer US Finance II LLC1.194% 12/15/20230.1%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.1%
Credit Acceptance Auto Loan Trust 2021-31.000% 05/15/20300.1%
GS Mortgage Securities Corp II3.007% 12/10/20300.1%
Energy Transfer LP5.875% 01/15/20240.1%
Exeter Automobile Receivables Trust 2021-20.270% 01/16/20240.1%
York CLO-2 Ltd1.288% 01/22/20310.1%
Turkiye Vakiflar Bankasi TAO5.625% 05/30/20220.1%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.1%
Drive Auto Receivables Trust 2019-42.840% 11/17/20250.1%
HAT Holdings I LLC / HAT Holdings II LLC6.000% 04/15/20250.1%
Mattel Inc3.150% 03/15/20230.1%
CPI Swap0.010% 05/25/20230.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 11/10/20220.0%
CPI Swap0.010% 02/24/20220.0%
CPI Swap0.010% 12/06/20240.0%
CPI Swap0.010% 07/22/20230.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 09/04/20210.0%
CPI Swap0.010% 04/17/20260.0%
CPI Swap0.010% 06/08/20260.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 10/29/20210.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 02/10/20220.0%
CPI Swap0.010% 07/05/20260.0%
CPI Swap0.010% 04/05/20320.0%
CPI Swap0.010% 02/10/20230.0%
CPI Swap0.010% 03/30/20320.0%
CPI Swap0.010% 10/09/20210.0%
CPI Swap0.010% 12/13/20240.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 11/30/20230.0%
CPI Swap0.010% 04/18/20240.0%
CPI Swap0.010% 10/25/20210.0%
CPI Swap0.010% 09/20/20210.0%
Ally Financial Inc3.875% 05/21/20240.0%
Hyundai Capital America1.250% 09/18/20230.0%
Bank of America Corp3.950% 04/21/20250.0%
AerCap Ireland Capital DAC / AerCap Global Aviatio3.150% 02/15/20240.0%
Santander Holdings USA Inc3.400% 01/18/20230.0%
Macy's Retail Holdings LLC3.625% 06/01/20240.0%
Master Credit Card Trust II Series 2018-10.578% 07/21/20240.0%
DBGS 2018-BIOD Mortgage Trust0.899% 05/15/20350.0%
UBS-BAMLL Trust3.663% 06/10/20300.0%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.0%
Santander Holdings USA Inc3.450% 06/02/20250.0%
NEXSTAR BROADCASTING GROUP1.934% 10/26/20230.0%
Tengizchevroil Finance Co International Ltd2.625% 08/15/20250.0%
EPR Properties4.750% 12/15/20260.0%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.0%
HSBC Holdings plc0.732% 08/17/20240.0%
Verizon Owner Trust 2020-C0.410% 04/21/20250.0%
Credit Suisse Group AG3.574% 01/09/20230.0%
AES Corp/The3.300% 07/15/20250.0%
Anchorage Capital CLO 4-R Ltd1.182% 01/28/20310.0%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.0%
Boeing Co/The2.196% 02/04/20260.0%
WFRBS Commercial Mortgage Trust3.311% 03/15/20450.0%
JP Morgan Chase Commercial Mortgage Securities Cor0.639% 07/05/20310.0%
United Airlines Inc4.375% 04/15/20260.0%
BlueMountain Fuji US Clo I Ltd1.114% 07/20/20290.0%
Kinross Gold Corp5.950% 03/15/20240.0%
GM Financial Consumer Automobile Receivables Trust0.380% 08/18/20250.0%
Ford Motor Co3.335% 12/31/20220.0%
Occidental Petroleum Corp1.575% 08/15/20220.0%
Suzano Austria GmbH5.750% 07/14/20260.0%
Bausch Health Cos Inc6.125% 04/15/20250.0%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.0%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.0%
EQT Corp6.625% 02/01/20250.0%
Caesars Resort Collection, LLC2.835% 12/23/20240.0%
Comstock Resources Inc7.500% 05/15/20250.0%
Capital One Multi-Asset Execution Trust2.290% 07/15/20250.0%
Hyundai Capital America5.875% 04/07/20250.0%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.0%
JPMorgan Chase & Co3.875% 09/10/20240.0%
CPI Swap0.010% 11/14/20210.0%
DBGS 2018-5BP Mortgage Trust0.891% 06/15/20330.0%
Hess Corp3.500% 07/15/20240.0%
Magnetite Xxix Ltd1.116% 01/15/20340.0%
Netflix Inc3.625% 06/15/20250.0%
OCP CLO 2016-12 Ltd1.734% 10/18/20280.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp5.500% 03/01/20250.0%
Sirius XM Radio Inc5.375% 07/15/20260.0%
Avolon Holdings Funding Ltd4.375% 05/01/20260.0%
Wells Fargo Commercial Mortgage Trust 2016-C323.560% 01/15/20590.0%
F&G Global Funding1.750% 06/30/20260.0%
CIT Group Inc5.000% 08/15/20220.0%
CPI Swap0.010% 06/14/20280.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM2.126% 12/15/20330.0%
SYNNEX Corp1.250% 08/09/20240.0%
UBS Group AG1.361% 05/23/20230.0%
Petroleos Mexicanos6.875% 10/16/20250.0%
ASB Bank Ltd3.750% 06/14/20230.0%
Cenovus Energy Inc4.000% 04/15/20240.0%
Commonwealth Bank of Australia3.375% 10/20/20260.0%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.0%
Morgan Stanley Bank of America Merrill Lynch Trust3.325% 05/15/20490.0%
Natwest Group PLC3.875% 09/12/20230.0%
Marriott International Inc/MD5.750% 05/01/20250.0%
Verus Securitization Trust 2021-R20.918% 02/25/20640.0%
Assurant Inc4.200% 09/27/20230.0%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.0%
Hudsons Bay Simon JV Trust 2015-HBS4.666% 08/05/20340.0%
Octane Receivables Trust 0.93% 3/22/20270.930% 03/22/20270.0%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.0%
Weibo Corp3.500% 07/05/20240.0%
Dino Grandparent Inc2.421% 02/19/20230.0%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.0%
CGRBS Commercial Mortgage Trust3.369% 03/13/20350.0%
Morgan Stanley Bank of America Merrill Lynch Trust3.659% 12/15/20480.0%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.0%
Arbor Realty Commercial Real Estate Notes 2018-FL11.246% 06/15/20280.0%
Pacific Gas and Electric Co3.400% 08/15/20240.0%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.0%
BAT International Finance plc1.668% 03/25/20260.0%
Helmerich & Payne Inc4.650% 03/15/20250.0%
Bath & Body Works Inc9.375% 07/01/20250.0%
DBWF 2018-AMXP Mortgage Trust3.956% 05/05/20350.0%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.0%
CenterPoint Energy Inc0.684% 05/13/20240.0%
SCF Equipment Leasing 2021-1 LLC1.370% 08/20/20290.0%
Daimler Finance North America LLC0.846% 11/05/20210.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp4.250% 05/30/20230.0%
GS Mortgage Securities Corp Trust 2019-70P1.096% 10/15/20360.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.396% 06/15/20320.0%
Newell Brands Inc4.350% 04/01/20230.0%
Petroleos Mexicanos3.775% 03/11/20220.0%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.0%
Hyundai Capital America0.800% 01/08/20240.0%
Triton Container International Ltd0.800% 08/01/20230.0%
HMH Trust 2017-NSS3.062% 07/05/20310.0%
Toyota Auto Receivables 2020-D Owner Trust0.350% 01/15/20250.0%
CPI Swap0.010% 02/11/20310.0%
Chobani LLC / Chobani Finance Corp Inc7.500% 04/15/20250.0%
Anchorage Capital CLO 3-R Ltd1.182% 01/28/20310.0%
BBCMS Trust 2015-VFM0.474% 03/12/20360.0%
Exeter Automobile Receivables Trust 2021-20.980% 06/15/20260.0%
Arbor Realty Commercial Real Estate Notes 2019-FL11.246% 05/15/20370.0%
Jersey Central Power & Light Co.4.700% 04/01/20240.0%
CPI Swap0.010% 08/24/20260.0%
World Financial Network Credit Card Master Trust3.140% 12/15/20250.0%
Navient Private Education Refi Loan Trust 2020-F1.220% 07/15/20690.0%
Galaxy XIX CLO Ltd1.075% 07/24/20300.0%
West Fraser Timber Co Ltd4.350% 10/15/20240.0%
Freeport-McMoRan Inc4.550% 11/14/20240.0%
Mercedes-Benz Auto Lease Trust 2021-A0.250% 01/16/20240.0%
Danske Bank A/S5.000% 01/12/20220.0%
Continental Resources Inc/OK4.500% 04/15/20230.0%
Ford Credit Auto Owner Trust 2020-C0.410% 07/15/20250.0%
Towd Point Asset Trust 2018-SL10.684% 01/25/20460.0%
PFS Financing Corp1.000% 10/15/20250.0%
Intesa Sanpaolo SpA3.125% 07/14/20220.0%
Alexandria Real Estate Equities, Inc.0.000% 09/01/20210.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.526% 06/15/20350.0%
Aviation Capital Group LLC2.875% 01/20/20220.0%
Macquarie Group Ltd3.189% 11/28/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.290% 07/05/20330.0%
CPI Swap0.010% 12/30/20230.0%
Caesars Entertainment Inc6.250% 07/01/20250.0%
Sabine Pass Liquefaction LLC5.875% 06/30/20260.0%
JP Morgan Chase Commercial Mortgage Securities Tru2.829% 10/15/20450.0%
GS Mortgage Securities Corp Trust 2017-STAY1.446% 07/15/20320.0%
CPI Swap0.010% 05/21/20250.0%
Meituan2.125% 10/28/20250.0%
N-Star REL CDO VIII Ltd0.516% 02/01/20410.0%
Park Intermediate Holdings LLC / PK Domestic Prope7.500% 06/01/20250.0%
Volkswagen Group of America Finance LLC2.900% 05/13/20220.0%
Drive Auto Receivables Trust 2021-11.020% 06/15/20270.0%
Nutrition & Biosciences2.505% 01/17/20250.0%
Anglo American Capital plc4.875% 05/14/20250.0%
Royalty Pharma PLC1.200% 09/02/20250.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.488% 05/05/20300.0%
CPI Swap0.010% 02/13/20290.0%
Swedbank AB2.800% 03/14/20220.0%
Lennar Corp4.750% 11/15/20220.0%
Aadvantage Loyalty IP5.500% 03/10/20280.0%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.0%
Atrium Hotel Portfolio Trust 2017-ATRM1.596% 12/15/20360.0%
Vail Resorts Inc6.250% 05/15/20250.0%
USI Inc/NY6.875% 05/01/20250.0%
Brinker International Inc5.000% 10/01/20240.0%
Drive Auto Receivables Trust 2021-11.450% 01/16/20290.0%
CARLYLE US CLO 2017-3 Ltd1.034% 07/20/20290.0%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.0%
FirstEnergy Transmission LLC4.350% 01/15/20250.0%
Verizon Owner Trust 2020-B0.470% 02/20/20250.0%
American Airlines 2014-1 Class B Pass Through Trus4.375% 10/01/20220.0%
CPI Swap0.010% 06/14/20290.0%
Morgan Stanley4.100% 05/22/20230.0%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.0%
GM Financial Consumer Automobile Receivables Trust0.350% 10/16/20250.0%
Greystone Commercial Real Estate Notes 2018-HC1 Lt2.246% 09/15/20280.0%
Howmet Aerospace Inc5.125% 10/01/20240.0%
CPI Swap0.010% 04/11/20260.0%
Santander Drive Auto Receivables Trust 2021-10.750% 02/17/20260.0%
Swedbank AB1.300% 06/02/20230.0%
Nexstar Media Inc5.625% 07/15/20270.0%
Uber Technologies Inc8.000% 11/01/20260.0%
XPO Logistics Inc6.250% 05/01/20250.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.696% 06/15/20320.0%
Novelis Corp3.250% 11/15/20260.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.0%
WFRBS Commercial Mortgage Trust3.431% 06/15/20450.0%
CPI Swap0.010% 12/02/20280.0%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.0%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.0%
FMG Resources August 2006 Pty Ltd5.125% 05/15/20240.0%
Altice France SA/France7.375% 05/01/20260.0%
Volkswagen Group of America Finance LLC3.125% 05/12/20230.0%
Weibo Corp1.250% 11/15/20220.0%
Boxer Parent Co Inc9.125% 03/01/20260.0%
CSMC 2021-AFC1 Trust0.830% 03/25/20560.0%
ONEOK Inc7.500% 09/01/20230.0%
Ford Motor Credit Co LLC1.068% 10/12/20210.0%
CSMC 2014-USA OA LLC0.686% 09/15/20370.0%
CPI Swap0.010% 03/22/20410.0%
Ammc Clo 19 Ltd2.676% 10/16/20280.0%
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd8.000% 09/20/20250.0%
VeriSign Inc5.250% 04/01/20250.0%
World Financial Network Credit Card Master Trust3.950% 08/15/20250.0%
GM Financial Consumer Automobile Receivables Trust0.230% 11/16/20230.0%
CPI Swap0.010% 03/16/20310.0%
Navient Corp6.125% 03/25/20240.0%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.0%
Bank of America Corp3.366% 01/23/20260.0%
CPI Swap0.010% 10/14/20260.0%
NextGear Floorplan Master Owner Trust4.010% 10/15/20230.0%
OneMain Finance Corp8.875% 06/01/20250.0%
Prima Capital CRE Securitization4.500% 12/24/20500.0%
Puget Energy Inc5.625% 07/15/20220.0%
Danske Bank A/S3.001% 09/20/20220.0%
BX Trust 2017-SLCT2.146% 07/15/20340.0%
Las Vegas Sands Corp3.200% 08/08/20240.0%
Change Healthcare Holdings LLC / Change Healthcare5.750% 03/01/20250.0%
Octagon Investment Partners XIV Ltd1.076% 07/15/20290.0%
Orbia Advance Corp SAB de CV1.875% 05/11/20260.0%
CPI Swap0.010% 01/11/20250.0%
Greenko Mauritius Ltd6.250% 02/21/20230.0%
SK Hynix Inc1.500% 01/19/20260.0%
OZLM VIII Ltd1.304% 10/17/20290.0%
ENI SpA4.000% 09/12/20230.0%
CPI Swap0.010% 03/02/20240.0%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.555% 07/05/20330.0%
KKR Industrial Portfolio Trust 2021-KDIP0.646% 12/15/20370.0%
Clear Channel International BV6.625% 08/01/20250.0%
CPI Swap0.010% 12/10/20280.0%
JFIN CLO 2013 Ltd2.334% 01/20/20300.0%
CPI Swap0.010% 01/13/20220.0%
Goldman Sachs Group Inc/The0.966% 10/31/20220.0%
BWAY 2013-1515 Mortgage Trust0.534% 03/10/20330.0%
Citigroup Inc1.678% 05/15/20240.0%
Perusahaan Penerbit SBSN Indonesia III4.325% 05/28/20250.0%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.0%
HSBC Holdings plc0.976% 05/24/20250.0%
American Airlines Group Inc3.750% 03/01/20250.0%
Mercedes-Benz Auto Lease Trust 2021-A0.180% 03/15/20230.0%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.0%
Flowserve Corp4.000% 11/15/20230.0%
Glencore Funding LLC1.625% 04/27/20260.0%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.0%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.0%
Halcyon Loan Advisors Funding Ltd.1.775% 07/25/20270.0%
CPI Swap0.010% 06/18/20290.0%
PFP 2019-6 Ltd1.146% 04/14/20370.0%
GS Mortgage Securities Corp Trust 2019-70P1.416% 10/15/20360.0%
Carvana Auto Receivables Trust 2021-N10.700% 01/10/20280.0%
PFS Financing Corp0.970% 02/15/20260.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.546% 04/15/20310.0%
Kratos Defense & Security Solutions Inc6.500% 11/30/20250.0%
CPI Swap0.010% 12/18/20270.0%
Drive Auto Receivables Trust4.090% 01/15/20260.0%
UBS-Barclays Commercial Mortgage Trust3.649% 03/10/20460.0%
CPI Swap0.010% 01/06/20260.0%
OCP CLO 2015-10 Ltd1.425% 10/26/20270.0%
CPI Swap0.010% 04/12/20220.0%
Natwest Group PLC3.498% 05/15/20230.0%
Greenko Dutch BV3.850% 03/29/20260.0%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.0%
Hyundai Auto Lease Securitization Trust 2021-A0.250% 04/17/20230.0%
Travel + Leisure Co6.600% 10/01/20250.0%
Akbank TAS5.000% 10/24/20220.0%
RBS Commercial Funding Inc 2013-GSP Trust3.961% 01/15/20320.0%
State of Illinois4.950% 06/01/20230.0%
CPI Swap0.010% 11/15/20240.0%
CPI Swap0.010% 04/18/20300.0%
CPI Swap0.010% 11/25/20240.0%
Microchip Technology Inc4.250% 09/01/20250.0%
Ovintiv Exploration Inc5.625% 07/01/20240.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
CPI Swap0.010% 07/31/20290.0%
CPI Swap0.010% 07/24/20290.0%
Danske Bank A/S1.621% 09/11/20260.0%
HMH Trust 2017-NSS3.343% 07/05/20310.0%
CPI Swap0.010% 10/15/20290.0%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.0%
NatWest Markets PLC0.800% 08/12/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities T3.795% 06/05/20320.0%
Uber Technologies Inc7.500% 05/15/20250.0%
HMH Trust 2017-NSS4.723% 07/05/20310.0%
Bank of America Corp1.319% 06/19/20260.0%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.0%
Verus Securitization Trust 2021-10.815% 01/25/20660.0%
MGM Resorts International6.750% 05/01/20250.0%
AmeriCredit Automobile Receivables Trust 2020-11.480% 01/21/20250.0%
Broadcom Inc4.700% 04/15/20250.0%
LSTAR Commercial Mortgage Trust 2017-52.776% 03/10/20500.0%
General Motors Financial Co Inc3.700% 05/09/20230.0%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.0%
Morgan Stanley5.000% 11/24/20250.0%
Murphy Oil Corp6.875% 08/15/20240.0%
Toyota Auto Receivables 2020-D Owner Trust0.230% 05/15/20230.0%
CPI Swap0.010% 08/06/20280.0%
NOVA Gas Transmission Ltd7.875% 04/01/20230.0%
DBJPM 16-C3 Mortgage Trust1.600% 08/10/20490.0%
Harvest Operations Corp1.000% 04/26/20240.0%
Air Lease Corp4.250% 02/01/20240.0%
GS Mortgage Securities Corp Trust 2021-ROSS5.996% 05/15/20260.0%
Popular Inc6.125% 09/14/20230.0%
CPI Swap0.010% 06/17/20290.0%
World Omni Automobile Lease Securitization Trust 20.450% 02/15/20240.0%
CPI Swap0.010% 12/09/20240.0%
Valero Energy Corp1.200% 03/15/20240.0%
International Flavors & Fragrances, Inc.1.230% 10/01/20250.0%
Credit Suisse Group AG2.193% 06/05/20260.0%
National Fuel Gas Co3.750% 03/01/20230.0%
LSTAR Commercial Mortgage Trust 2016-40.787% 03/10/20490.0%
CPI Swap0.010% 06/15/20290.0%
Nordea Bank Abp4.250% 09/21/20220.0%
CPI Swap0.010% 06/21/20270.0%
EPR Properties5.250% 07/15/20230.0%
Muthoot Finance Ltd6.125% 10/31/20220.0%
UBS Group AG1.008% 07/30/20240.0%
US Airways 2013-1 Class B Pass Through Trust5.375% 11/15/20210.0%
CPI Swap0.010% 06/28/20300.0%
Atmos Energy Corp0.625% 03/09/20230.0%
CPI Swap0.010% 12/05/20240.0%
Triton Container International Ltd1.150% 06/07/20240.0%
FNB Corp/PA2.200% 02/24/20230.0%
Nielsen Co Luxembourg SARL/The5.000% 02/01/20250.0%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.125% 05/01/20270.0%
Apidos CLO XXIV1.084% 10/20/20300.0%
PDC Energy Inc6.125% 09/15/20240.0%
EQT Corp3.125% 05/15/20260.0%
Sempra Energy4.050% 12/01/20230.0%
TCI-Flatiron Clo 2018-1 Ltd1.190% 01/29/20320.0%
CSMC Trust 2017-PFHP1.046% 12/15/20300.0%
Hyundai Capital America1.300% 01/08/20260.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
CPI Swap0.010% 12/14/20260.0%
Goldman Sachs Group Inc/The3.500% 04/01/20250.0%
CPI Swap0.010% 07/21/20340.0%
Nutrition & Biosciences2.130% 01/17/20230.0%
Enviva Partners LP / Enviva Partners Finance Corp6.500% 01/15/20260.0%
IRB Holding Corp6.750% 02/15/20260.0%
CPI Swap0.010% 09/30/20240.0%
Western Midstream Operating LP2.229% 01/13/20230.0%
CPI Swap0.010% 09/02/20220.0%
Midwest Connector Capital Co LLC3.625% 04/01/20220.0%
CPI Swap0.010% 03/18/20330.0%
Peachtree Corners Funding Trust3.976% 02/15/20250.0%
Ford Motor Credit Co LLC3.219% 01/09/20220.0%
Ford Motor Credit Co LLC3.087% 01/09/20230.0%
Romanian Government International Bond4.875% 01/22/20240.0%
Glencore Finance Canada Ltd4.250% 10/25/20220.0%
CPI Swap0.010% 09/01/20290.0%
CPI Swap0.010% 10/02/20290.0%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.0%
CPI Swap0.010% 05/03/20220.0%
iHeartCommunications Inc6.375% 05/01/20260.0%
Fluor Corp3.500% 12/15/20240.0%
ABN Amro Bank NV4.800% 04/18/20260.0%
Emera US Finance LP0.833% 06/15/20240.0%
POSCO2.375% 11/12/20220.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
Brixmor Operating Partnership L.P.3.650% 06/15/20240.0%
Ally Financial Inc4.625% 03/30/20250.0%
CPI Swap0.010% 03/20/20220.0%
CPI Swap0.010% 04/15/20310.0%
Lloyds Banking Group plc4.582% 12/10/20250.0%
International Game Technology plc6.500% 02/15/20250.0%
AerCap Ireland Capital DAC / AerCap Global Aviatio2.875% 08/14/20240.0%
Square Inc2.750% 06/01/20260.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.171% 06/05/20320.0%
Saudi Arabian Oil Co2.875% 04/16/20240.0%
Florida Gas Transmission Co LLC3.875% 07/15/20220.0%
CPI Swap0.010% 06/25/20300.0%
JP Morgan Chase Commercial Mortgage Securities Tru2.246% 04/15/20310.0%
Toll Brothers Finance Corp4.875% 11/15/20250.0%
CPI Swap0.010% 04/27/20310.0%
CPI Swap0.010% 04/26/20250.0%
CIT Group Inc4.750% 02/16/20240.0%
Muthoot Finance Ltd4.400% 09/02/20230.0%
CPI Swap0.010% 01/08/20270.0%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.0%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Ashtead Capital Inc4.375% 08/15/20270.0%
CPI Swap0.010% 03/31/20310.0%
Credit Suisse Group AG1.305% 02/02/20270.0%
GM Financial Consumer Automobile Receivables Trust3.370% 08/16/20240.0%
CPI Swap0.010% 04/22/20250.0%
CPI Swap0.010% 05/04/20310.0%
CPI Swap0.010% 11/27/20290.0%
Goldman Sachs Group Inc/The1.176% 07/24/20230.0%
CPI Swap0.010% 10/14/20290.0%
CPI Swap0.010% 10/30/20300.0%
BanColombia SA3.000% 01/29/20250.0%
CPI Swap0.010% 02/05/20250.0%
CPI Swap0.010% 04/21/20360.0%
CPI Swap0.010% 12/02/20240.0%
CPI Swap0.010% 03/04/20240.0%
Benchmark 2021-B23 Mortgage Trust1.620% 02/15/20540.0%
Saudi Arabian Oil Co1.625% 11/24/20250.0%
Hudsons Bay Simon JV Trust 2015-HBS5.331% 08/05/20340.0%
CPI Swap0.010% 07/02/20310.0%
Macquarie Group Ltd1.340% 01/12/20270.0%
Fannie Mae Pool2.720% 12/01/20450.0%
Scientific Games International, Inc.2.835% 08/14/20240.0%
Fannie Mae Pool2.177% 03/01/20420.0%
CPI Swap0.010% 11/21/20230.0%
CPI Swap0.010% 06/01/20300.0%
Credit Suisse Mortgage Capital Certificates1.616% 04/25/20650.0%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.0%
People's United Financial Inc3.650% 12/06/20220.0%
CPI Swap0.010% 04/06/20330.0%
Country Garden Holdings Co Ltd7.125% 01/27/20220.0%
Egypt Government International Bond6.125% 01/31/20220.0%
Turkiye Vakiflar Bankasi TAO5.750% 01/30/20230.0%
Verus Securitization Trust 2020-41.502% 05/25/20650.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP1.189% 09/15/20500.0%
General Motors Financial Co Inc5.200% 03/20/20230.0%
CPI Swap0.010% 06/30/20300.0%
CarMax Auto Owner Trust 2017-32.440% 02/15/20230.0%
CPI Swap0.010% 06/22/20250.0%
Deephaven Residential Mortgage Trust 2020-12.339% 01/25/20600.0%
Verus Securitization Trust 2020-12.417% 01/25/20600.0%
Forterra, Inc.4.385% 10/25/20230.0%
CPI Swap0.010% 09/21/20280.0%
CPI Swap0.010% 05/31/20280.0%
CPI Swap0.010% 04/29/20310.0%
CPI Swap0.010% 07/17/20280.0%
Diamondback Energy Inc4.750% 05/31/20250.0%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.0%
CPI Swap0.010% 03/23/20310.0%
Mattel Inc3.375% 04/01/20260.0%
American Airlines, Inc.2.989% 06/27/20250.0%
Hawaiian Airlines 2013-1 Class B Pass Through Cert4.950% 01/15/20220.0%
CPI Swap0.010% 12/08/20290.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
Aviation Capital Group LLC1.950% 01/30/20260.0%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.0%
DR Horton Inc4.375% 09/15/20220.0%
Goldman Sachs Group Inc/The3.272% 09/29/20250.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 06/01/20280.0%
CPI Swap0.010% 02/21/20310.0%
Mountain View CLO X Ltd0.949% 10/13/20270.0%
CPI Swap0.010% 01/15/20460.0%
GS Mortgage Securities Trust 2013-GCJ121.535% 06/10/20460.0%
Toll Brothers Finance Corp4.375% 04/15/20230.0%
Freddie Mac Non Gold Pool2.140% 11/01/20430.0%
HCA Inc8.360% 04/15/20240.0%
CPI Swap0.010% 06/02/20310.0%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.0%
JP Morgan Chase Commercial Mortgage Securities Tru2.646% 04/15/20310.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.127% 10/15/20490.0%
Arcos Dorados Holdings Inc5.875% 04/04/20270.0%
CPI Swap0.010% 04/09/20310.0%
CPI Swap0.010% 12/23/20270.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.990% 07/05/20330.0%
Tanger Properties LP3.875% 12/01/20230.0%
CPI Swap0.010% 11/21/20360.0%
CPI Swap0.010% 12/29/20270.0%
SLIDE 2018-FUN1.596% 06/15/20310.0%
Great Wolf Trust 2019-WOLF1.430% 12/15/20360.0%
CPI Swap0.010% 12/21/20270.0%
CPI Swap0.010% 01/06/20330.0%
CPI Swap0.010% 03/22/20310.0%
CPI Swap0.010% 04/16/20310.0%
CPI Swap0.010% 03/19/20310.0%
CPI Swap0.010% 04/13/20330.0%
GS Mortgage Securities Corp Trust 2017-STAY1.696% 07/15/20320.0%
AOA 2015-1177 Mortgage Trust2.957% 12/13/20290.0%
UBS-Barclays Commercial Mortgage Trust3.525% 05/10/20630.0%
ZF North America Capital Inc4.500% 04/29/20220.0%
Jefferies Group LLC5.125% 01/20/20230.0%
CPI Swap0.010% 04/14/20330.0%
Netflix Inc4.375% 11/15/20260.0%
Oaktree CLO 2015-1 Ltd1.004% 10/20/20270.0%
Ford Motor Credit Co LLC2.979% 08/03/20220.0%
RETL 2019-RVP2.196% 03/15/20360.0%
CPI Swap0.010% 04/28/20310.0%
General Motors Financial Co Inc4.250% 05/15/20230.0%
CPI Swap0.010% 10/25/20320.0%
OGE Energy Corp0.703% 05/26/20230.0%
Verus Securitization Trust 2020-51.218% 05/25/20650.0%
CPI Swap0.010% 04/30/20310.0%
CPI Swap0.010% 03/29/20330.0%
Capital One Multi-Asset Execution Trust1.720% 08/15/20240.0%
Cemig Geracao e Transmissao SA9.250% 12/05/20240.0%
CPI Swap0.010% 06/06/20280.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.746% 06/15/20350.0%
Rumo Luxembourg Sarl5.875% 01/18/20250.0%
CPI Swap0.010% 04/26/20310.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Standard Chartered plc1.319% 10/14/20230.0%
Vornado Realty LP2.150% 06/01/20260.0%
CPI Swap0.010% 09/11/20280.0%
MSCG Trust 2015-ALDR2.612% 06/07/20350.0%
WFRBS Commercial Mortgage Trust4.892% 06/15/20450.0%
Angel Oak Mortgage Trust 2020-61.261% 05/25/20650.0%
CPI Swap0.010% 08/27/20280.0%
CIT Group Inc3.929% 06/19/20240.0%
Columbia Cent CLO 27 Ltd1.725% 10/25/20280.0%
CPI Swap0.010% 12/23/20310.0%
Bausch Health Cos Inc5.500% 11/01/20250.0%
American Airlines, Inc.3.293% 12/14/20230.0%
CPI Swap0.010% 04/07/20330.0%
CPI Swap0.010% 03/26/20360.0%
WFRBS Commercial Mortgage Trust0.792% 08/15/20470.0%
CPI Swap0.010% 08/14/20280.0%
CPI Swap0.010% 07/27/20360.0%
CPI Swap0.010% 04/07/20330.0%
Avolon Holdings Funding Ltd4.250% 04/15/20260.0%
WhiteHorse VIII Ltd1.576% 05/01/20260.0%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.0%
CPI Swap0.010% 02/08/20290.0%
CPI Swap0.010% 01/11/20330.0%
CPI Swap0.010% 12/16/20360.0%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.0%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.0%
CPI Swap0.010% 03/08/20320.0%
CPI Swap0.010% 02/15/20290.0%
GS Mortgage Securities Trust 2012-GCJ74.740% 05/10/20450.0%
CPI Swap0.010% 07/25/20280.0%
BBCMS Trust 2015-VFM2.466% 03/10/20360.0%
Petroleos Mexicanos5.375% 03/13/20220.0%
CPI Swap0.010% 01/19/20330.0%
BBCMS Trust 2013-TYSN3.821% 09/05/20320.0%
COMM 2020-SBX Mortgage Trust1.670% 01/10/20380.0%
Navient Corp5.500% 01/25/20230.0%
CPI Swap0.010% 11/17/20360.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.819% 05/15/20450.0%
CSMC Trust 2016-NXSR0.252% 12/15/20490.0%
CPI Swap0.010% 04/23/20410.0%
SMB Private Education Loan Trust 2021-A0.596% 01/15/20530.0%
CPI Swap0.010% 05/16/20280.0%
SLIDE 2018-FUN1.896% 06/15/20310.0%
Synovus Bank/Columbus GA2.289% 02/10/20230.0%
CPI Swap0.010% 05/28/20310.0%
CPI Swap0.010% 01/30/20380.0%
CPI Swap0.010% 07/06/20280.0%
CPI Swap0.010% 04/19/20360.0%
CPI Swap0.010% 10/01/20280.0%
CPI Swap0.010% 02/27/20290.0%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.0%
BNP Paribas SA1.323% 01/13/20270.0%
CPI Swap0.010% 03/30/20330.0%
CPI Swap0.010% 06/08/20310.0%
CPI Swap0.010% 08/09/20280.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 03/15/20230.0%
Air Lease Corp1.875% 08/15/20260.0%
CPI Swap0.010% 12/08/20310.0%
CPI Swap0.010% 01/18/20290.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
CPI Swap0.010% 01/13/20290.0%
Morgan Stanley Bank of America Merrill Lynch Trust1.466% 11/15/20490.0%
CPI Swap0.010% 10/09/20280.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
Santander UK Group Holdings plc4.750% 09/15/20250.0%
Texas Eastern Transmission LP2.800% 10/15/20220.0%
Volkswagen Group of America Finance LLC3.350% 05/13/20250.0%
Arivo Acceptance Auto Loan Receivables Trust 2019-2.990% 07/15/20240.0%
CPI Swap0.010% 05/11/20280.0%
OneMain Finance Corp5.625% 03/15/20230.0%
US Foods Inc6.250% 04/15/20250.0%
Braskem Finance Ltd6.450% 02/03/20240.0%
KOC Holding AS5.250% 03/15/20230.0%
COMM 2015-LC21 Mortgage Trust3.708% 07/10/20480.0%
GS Mortgage Securities Corp Trust 2017-STAY1.946% 07/15/20320.0%
Morgan Stanley Capital I Trust 2016-UB111.634% 08/15/20490.0%
CPI Swap0.010% 08/03/20280.0%
Summit Materials LLC / Summit Materials Finance Co5.125% 06/01/20250.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
Hyundai Capital America3.000% 06/20/20220.0%
Baidu Inc3.075% 04/07/20250.0%
CPI Swap0.010% 01/24/20290.0%
UBS-Barclays Commercial Mortgage Trust1.241% 04/10/20460.0%
CPI Swap0.010% 04/26/20300.0%
Danske Bank A/S5.000% 01/12/20230.0%
Lloyds Banking Group plc1.326% 06/15/20230.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
Standard Chartered plc1.214% 03/23/20250.0%
CPI Swap0.010% 06/03/20310.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Hasbro Inc3.000% 11/19/20240.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
Ford Motor Credit Co LLC1.198% 08/03/20220.0%
CPI Swap0.010% 05/05/20320.0%
CPI Swap0.010% 05/05/20320.0%
CPI Swap0.010% 03/15/20310.0%
Foursight Capital Automobile Receivables Trust 2022.050% 10/15/20240.0%
Ellington Financial Mortgage Trust 2017-10.797% 02/25/20660.0%
COMM 2013-SFS Mortgage Trust1.873% 04/12/20350.0%
Morgan Stanley Capital I Trust2.084% 08/05/20340.0%
CPI Swap0.010% 05/06/20310.0%
OneMain Finance Corp6.125% 05/15/20220.0%
Exeter Automobile Receivables Trust 2019-42.300% 12/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Cor0.308% 07/05/20310.0%
CPI Swap0.010% 02/01/20320.0%
Residential Mortgage Loan Trust 2020-12.376% 02/25/20240.0%
Government National Mortgage Association3.000% 01/16/20480.0%
Avolon Holdings Funding Ltd3.625% 05/01/20220.0%
WFRBS Commercial Mortgage Trust 2012-C92.870% 11/15/20450.0%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.0%
CPI Swap0.010% 06/07/20330.0%
Interest Rate Swap0.000% 03/12/20250.0%
General Motors Financial Co Inc3.150% 06/30/20220.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.096% 11/15/20490.0%
CPI Swap0.010% 06/04/20330.0%
Government National Mortgage Association0.832% 12/16/20540.0%
CPI Swap0.010% 04/12/20360.0%
CPI Swap0.010% 04/05/20290.0%
DBWF 2016-85T Mortgage Trust0.116% 12/10/20360.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
CPI Swap0.010% 03/28/20290.0%
DR Horton Inc4.750% 02/15/20230.0%
CFCRE Commercial Mortgage Trust5.956% 12/15/20470.0%
CPS Auto Receivables Trust 2019-D2.350% 11/15/20230.0%
Csail 2015-C2 Commercial Mortgage Trust0.119% 06/15/20570.0%
HPEFS Equipment Trust 2020-11.730% 02/20/20300.0%
CPI Swap0.010% 03/16/20290.0%
PGT Innovations Inc6.750% 08/01/20260.0%
Hasbro Inc3.550% 11/19/20260.0%
CPI Swap0.010% 06/11/20360.0%
Freddie Mac Multifamily Structured Pass Through Ce2.143% 02/25/20320.0%
WFRBS Commercial Mortgage Trust1.317% 05/15/20450.0%
Caesars Resort Collection LLC / CRC Finco Inc5.750% 07/01/20250.0%
CPI Swap0.010% 07/29/20330.0%
BX 2021-MFM10.796% 01/15/20340.0%
CPI Swap0.010% 03/10/20320.0%
CPI Swap0.010% 03/23/20320.0%
CPI Swap0.010% 05/28/20360.0%
CPI Swap0.010% 03/06/20320.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 01/23/20330.0%
Freddie Mac Multifamily Structured Pass Through Ce0.297% 11/25/20260.0%
Freddie Mac Non Gold Pool2.029% 02/01/20380.0%
CPI Swap0.010% 04/01/20330.0%
Fannie Mae Pool2.743% 10/01/20450.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 04/11/20220.0%
Fannie Mae Pool2.707% 12/01/20450.0%
CFCRE Commercial Mortgage Trust 2016-C61.242% 11/10/20490.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 02/01/20380.0%
Kraft Heinz Foods Co3.000% 06/01/20260.0%
Freeport-McMoRan Inc3.875% 03/15/20230.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 12/15/20230.0%
CPI Swap0.010% 05/03/20300.0%
Westinghouse Air Brake Technologies Corp3.200% 06/15/20250.0%
CPI Swap0.010% 03/21/20320.0%
CPI Swap0.010% 05/11/20310.0%
CPI Swap0.010% 02/26/20380.0%
CPI Swap0.010% 04/17/20300.0%
CFCRE Commercial Mortgage Trust 2016-C70.835% 12/10/20540.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.864% 08/15/20490.0%
New York Transportation Development Corp1.360% 12/01/20210.0%
New York Transportation Development Corp1.610% 12/01/20220.0%
CPI Swap0.010% 05/21/20280.0%
CPI Swap0.010% 02/26/20380.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.661% 06/05/20320.0%
Morgan Stanley Bank of America Merrill Lynch Trust0.700% 07/15/20500.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/07/20320.0%
CPI Swap0.010% 04/06/20410.0%
Wells Fargo Commercial Mortgage Trust0.095% 06/15/20480.0%
CPI Swap0.010% 02/12/20330.0%
Fannie Mae Pool1.447% 06/01/20380.0%
Albertsons Cos Inc / Safeway Inc / New Albertsons5.750% 03/15/20250.0%
Fannie Mae Pool1.915% 10/01/20350.0%
Halcyon Loan Advisors Funding Ltd.1.205% 07/25/20270.0%
Freddie Mac Non Gold Pool2.324% 09/01/20360.0%
Freddie Mac Non Gold Pool2.240% 12/01/20360.0%
Comm 2013-GAM3.367% 02/10/20280.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.080% 12/15/20470.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.808% 12/15/20490.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Freddie Mac Non Gold Pool2.393% 02/01/20370.0%
CPI Swap0.010% 08/27/20330.0%
Fannie Mae Pool2.238% 12/01/20400.0%
MGM Resorts International6.000% 03/15/20230.0%
UBS-Barclays Commercial Mortgage Trust1.042% 03/10/20460.0%
BWay Holding Company4.923% 04/03/20240.0%
Lennar Corp4.875% 12/15/20230.0%
Citigroup Commercial Mortgage Trust0.482% 06/10/20480.0%
Wells Fargo Commercial Mortgage Trust0.750% 06/15/20480.0%
Fannie Mae Pool1.992% 09/01/20380.0%
COMM 2012-CCRE4 Mortgage Trust1.840% 10/15/20450.0%
COMM 2013-CCRE7 Mortgage Trust1.340% 03/10/20460.0%
Prima Capital CRE Securitization Ltd.2.214% 10/24/20350.0%
SITE Centers Corp3.625% 02/01/20250.0%
West Town Mall Trust 2017-KNOX0.516% 07/05/20300.0%
CFCRE Commercial Mortgage Trust 2016-C41.799% 05/10/20580.0%
Fannie Mae Pool1.903% 03/01/20390.0%
Fannie Mae Pool2.321% 01/01/20380.0%
Forterra Finance LLC / FRTA Finance Corp6.500% 07/15/20250.0%
JPMBB Commercial Mortgage Securities Trust1.054% 11/15/20470.0%
COMM 2013-CCRE8 Mortgage Trust0.432% 06/10/20460.0%
COMM 2014-CCRE19 Mortgage Trust1.113% 08/10/20470.0%
LSTAR Commercial Mortgage Trust 2016-41.921% 03/10/20490.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.500% 05/01/20260.0%
CD 2016-CD1 Mortgage Trust1.525% 08/10/20490.0%
WFRBS Commercial Mortgage Trust1.450% 06/15/20450.0%
Fannie Mae Pool2.213% 04/01/20400.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
Structured Asset Securities Corp. Series5.750% 12/25/20350.0%
Fannie Mae Pool2.214% 12/01/20400.0%
JPMBB Commercial Mortgage Securities Trust0.777% 05/15/20480.0%
CPI Swap0.010% 05/10/20410.0%
Freddie Mac Non Gold Pool2.176% 05/01/20360.0%
Freddie Mac Non Gold Pool2.140% 04/01/20370.0%
Fannie Mae Pool2.218% 12/01/20380.0%
Government National Mortgage Association0.545% 06/16/20540.0%
Government National Mortgage Association2.900% 10/16/20550.0%
GS Mortgage Securities Trust 2015-GS10.910% 11/10/20480.0%
JPMBB Commercial Mortgage Securities Trust0.567% 07/15/20450.0%
Freddie Mac Non Gold Pool2.145% 10/01/20380.0%
Fannie Mae Pool2.295% 10/01/20400.0%
Citigroup Commercial Mortgage Trust0.304% 07/10/20470.0%
Government National Mortgage Association0.406% 08/16/20540.0%
JP Morgan Chase Commercial Mortgage Series Trust1.378% 04/15/20460.0%
Fannie Mae Pool1.978% 08/01/20380.0%
GS Mortgage Securities Trust 2012-GCJ92.079% 11/10/20450.0%
New Century Home Equity Loan Trust4.713% 08/25/20350.0%
Morgan Stanley Capital I Trust2.120% 03/15/20450.0%
Fannie Mae Pool2.276% 03/01/20380.0%
COMM 2010-C1 Mortgage Trust5.850% 07/10/20460.0%
Government National Mortgage Association0.335% 01/16/20550.0%
Sable Permian Resources - Warrants0.000% -0.0%
CPI Swap0.010% 08/12/20360.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
Fannie Mae Pool1.939% 08/01/20370.0%
J.P. Morgan Chase Commercial Mortgage Securities T1.345% 10/05/20310.0%
UTEX Industries0.000% -0.0%
Interest Rate Swap0.173% 10/21/20250.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.791% 10/05/20310.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.503% 06/10/20270.0%
CPI Swap0.010% 08/17/20410.0%
Dommo Energia SA0.000% -0.0%
Fresh Market Inc/The9.750% 05/01/20230.0%
Interest Rate Swap0.000% 10/21/20220.0%
Interest Rate Swap0.049% 10/21/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.160% 06/10/20270.0%
Medline Industries Inc0.000% 08/04/20220.0%
Medline Industries Inc0.000% 08/04/20220.0%
SLIDE 2018-FUN0.000% 12/15/20210.0%
OGX Austria GmbH8.500% 06/01/20220.0%
Unifrax I LLC0.000% 08/12/20220.0%
Unifrax I LLC0.000% 08/12/20220.0%
US 10YR ULTRA FUT DEC210.000% 12/31/20210.0%
UTEX Industries0.000% -0.0%
Government National Mortgage Association2.900% 08/16/20550.0%
Gray Television, Inc.0.000% 05/03/20220.0%
Interest Rate Swap0.000% 10/21/20250.0%
US 5YR NOTE (CBT) DEC210.000% 01/05/20220.0%
CPI Swap0.010% 05/12/20360.0%
US 2YR NOTE (CBT) DEC210.000% 01/05/20220.0%
CPI Swap0.010% 05/17/20360.0%
CPI Swap0.010% 05/21/20460.0%
CPI Swap0.010% 09/01/20360.0%
CPI Swap0.010% 12/08/20240.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 12/05/20220.0%
CPI Swap0.010% 11/21/20220.0%
CPI Swap0.010% 04/10/20220.0%
CPI Swap0.010% 11/30/20310.0%
CPI Swap0.010% 05/22/20220.0%
CPI Swap0.010% 07/10/20250.0%
CPI Swap0.010% 06/09/20220.0%
CPI Swap0.010% 12/07/20310.0%
CPI Swap0.010% 12/11/2024-0.1%
CPI Swap0.010% 10/01/2025-0.1%
CPI Swap0.010% 04/24/2023-0.1%
CPI Swap0.010% 07/08/2022-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 03/22/2032-0.1%
CPI Swap0.010% 04/03/2023-0.1%
CPI Swap0.010% 02/21/2022-0.1%
CPI Swap0.010% 03/12/2022-0.1%
CPI Swap0.010% 06/26/2023-0.1%
CPI Swap0.010% 02/07/2033-0.1%
CPI Swap0.010% 04/11/2022-0.1%
CPI Swap0.010% 04/27/2024-0.1%
CPI Swap0.010% 03/20/2022-0.1%
CPI Swap0.010% 03/25/2022-0.1%
CPI Swap0.010% 02/26/2022-0.1%
CPI Swap0.010% 08/28/2022-0.1%
CPI Swap0.010% 02/15/2033-0.1%
CPI Swap0.010% 03/05/2038-0.1%
CPI Swap0.010% 01/16/2038-0.2%

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 10/27/2021
$0.233
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 09/30/2021 $0.02022 $12.36
Daily Daily 08/31/2021 $0.02267 $12.29
Daily Daily 07/31/2021 $0.02194 $12.28
Daily Daily 06/30/2021 $0.02336 $12.15
Daily Daily 05/31/2021 $0.02329 $12.20
Daily Daily 04/30/2021 $0.02792 $12.13
Daily Daily 03/31/2021 $0.02993 $12.03
Daily Daily 02/28/2021 $0.03384 $11.86
Daily Daily 01/31/2021 $0.03027 $11.84

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 10/31/2021
Daily Daily 11/30/2021
Daily Daily 12/31/2021

Fees & Expenses

Fees & Expenses

Sales Charge Schedule as of 10/27/2021

  Sales Charge Dealer's Concession Prices at Breakpoint
Less than $100,000 2.25% 2.00% $12.91
$100,000 to $249,999 1.75% 1.50% $12.84
$250,000 to $499,999 1.25% 1.00% $12.78
$500,000 to $999,999 0.00% 1.00% $12.62
$1,000,000 to $5,000,000 0.00% 1.00% $12.62

Class A shares purchased without a sales charge (commissionable NAV) will be subject to a CDSC of 1% if they are redeemed before the first day of the month in which the one-year anniversary of the purchase falls.

For Sales Charge Reductions and Waivers Click here.

SALES CHARGE REDUCTIONS AND WAIVERS

Please inform the fund company or your financial intermediary at the time of your purchase of fund shares if you believe you qualify for a reduced front-end sales charge.

Reducing Your Class A Share Front-End Sales Charge
You may purchase Class A shares at a discount if you qualify under the circumstances outlined below. To receive a reduced front-end sales charge, you must let the fund or your financial intermediary know at the time of your purchase of fund shares that you believe you qualify for a discount. If you or a related party have holdings of eligible funds (as defined below) in other accounts with your financial intermediary or with other financial intermediaries that may be combined with your current purchases in determining the sales charge as described below, you must inform a fund or your financial intermediary. You may be asked to provide supporting account statements or other information to allow us or your financial intermediary to verify your eligibility for a discount. If you or your financial intermediary do not notify a fund or provide the requested information, you may not receive the reduced sales charge for which you otherwise qualify. Class A shares may be purchased at a discount if you qualify under either of the following conditions:

  • Rights of Accumulation - A Purchaser (as defined below) may combine thevalue of Class A, A1, C, F, and P shares of any Eligible Fund currentlyowned with a new purchase of Class A shares of any Eligible Fund in orderto reduce the sales charge on the new purchase. Class F3, I, R2, R3, R4, R5,and R6 share holdings may not be combined for these purposes.To the extent that your financial intermediary is able to do so, the value ofClass A, A1, C, F, and P shares of Eligible Funds determined for the purposeof reducing the sales charge of a new purchase under the Rights ofAccumulation will be calculated at the higher of: (1) the aggregate currentmaximum offering price of your existing Class A, A1, C, F, and P shares ofEligible Funds; or (2) the aggregate amount you invested in such shares(including dividend reinvestments but excluding capital appreciation) less anyredemptions. You should retain any information and account recordsnecessary to substantiate the historical amounts you and any relatedPurchasers have invested in Eligible Funds. You must inform the Fund and/or your financial intermediary at the time of purchase if you believe yourpurchase qualifies for a reduced sales charge and you may be requested toprovide documentation of your holdings in order to verify your eligibility. Ifyou do not do so, you may not receive all sales charge reductions for whichyou are eligible.

  • Letter of Intention — In order to reduce your Class A front-end salescharge, a Purchaser may combine purchases of Class A, A1, C, F, and Pshares of any Eligible Fund the Purchaser intends to make over the next13 months in determining the applicable sales charge. The 13-month Letterof Intention period commences on the day that the Letter of Intention isreceived by the Fund, and the Purchaser must tell the Fund that laterpurchases are subject to the Letter of Intention. Purchases submitted prior tothe date the Letter of Intention is received by the Fund are not countedtoward the sales charge reduction. Current holdings under Rights ofAccumulation may be included in a Letter of Intention in order to reduce thesales charge for purchases during the 13-month period covered by the Letterof Intention. Shares purchased through reinvestment of dividends ordistributions are not included. Class F3, I, R2, R3, R4, R5, and R6 shareholdings may not be combined for these purposes. Class A and A1 shares valued at up to 5% of the amount of intended purchases are escrowed andmay be redeemed to cover the additional sales charges payable if the intendedpurchases under the Letter of Intention are not completed. The Letter ofIntention is neither a binding obligation on you to buy, nor on the Fund tosell, any or all of the intended purchase amount.

Purchaser — A Purchaser includes: (1) an individual; (2) an individual, his or her spouse, domestic partner, and childrenunder the age of 21; (3) retirement and benefit plansincluding a 401(k) plan, profit-sharing plan, moneypurchase plan, defined benefit plan, and 457(b) plan sponsored by a governmental entity, non-profitorganization, school district or church to which employer contributions are made, as well as SIMPLE IRAplans and SEP-IRA plans; or (4) a trustee or other fiduciary purchasing shares for a single trust, estate orsingle fiduciary account or a trust established by the individual as grantor. An individual may include underitem (1) his or her holdings in Eligible Funds as described below in IRAs, as a sole participant of aretirement and benefit plan sponsored by the individual’s business, and as a participant in a 403(b) plan towhich only pre-tax salary deferrals are made. An individual, his or her spouse, and domestic partner mayinclude under item (2) their holdings in IRAs, and as the sole participants in retirement and benefit planssponsored by a business owned by either or both of them. A retirement and benefit plan under item (3)includes all qualified retirement and benefit plans of a single employer and its consolidated subsidiaries,and all qualified retirement and benefit plans of multiple employers registered in the name of a singlebank trustee.

Eligible fund — An eligible fund is any Lord Abbett-sponsored fund except for (1) each portfolio of Lord Abbett Series Fund, Inc., (2) Lord Abbett U.S. Government & Government Sponsored Enterprises Money Market Fund, Inc. ("Money Market Fund") (except for holdings in Money Market Fund, which are attributable to any shares exchanged from the Lord Abbett-sponsored funds), and (3) any other fund the shares of which are not available to the investor at the time of the transaction due to a limitation on the offering of a fund's shares.

Front-end Sales Charge Waivers
Class A shares may be purchased without a front-end sales charge under any of the following conditions:

  • purchases of $1 million or more (may be subject to a CDSC);
  • purchases by retirement and benefit plans with at least 100 eligible employees (may be subject to a CDSC);
  • purchases for retirement and benefit plans made through financial intermediaries that perform participant recordkeeping or other administrative services for the plans and that have entered into special arrangements with a fund and/or Lord Abbett Distributor specifically for such purchases (may be subject to a CDSC);
  • purchases made by or on behalf of financial intermediaries for clients that pay the financial intermediaries fees in connection with fee-based advisory program, provided that the financial intermediaries or their trading agents have entered into special arrangements with a fund and/or Lord Abbett Distributor specifically for such purchases; and
  • certain other types of investors may qualify to purchase Class A share without a front-end sales charge as described in the Statement of Additional Information (SAI).

 

Expense Ratioas of 09/30/2021

Fund Documents

Fund Documents

Download fund documents & literature, create email subscriptions, and place direct mail order

0Documents selected
Order
n/a
Portfolio Holdings 1Q
Publish Date:11/03/2015
n/a
Portfolio Holdings 3Q
Publish Date:11/03/2015
Summary Prospectus
Publish Date:11/03/2015
n/a
Statutory Prospectus
Publish Date:11/03/2015
n/a
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

To order literature visit full website

You may add to your cart by selecting quantities in each row below.

No rows selected. Please Go back and select at least one fund document

 
 Quantity
Quantity
 Remove
Remove

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

Source: Barron’s, “Barron’s Best Fund Families of 2020,” February 20, 2021. Barron’s rankings are based on asset weighted returns in funds in five categories: general equity, world equity (including international and global portfolios), mixed asset (which invest in stocks, bonds and other securities), taxable bond, and tax-exempt (each a "Barron's ranking category"). Rankings also take into account an individual fund's performance within its Lipper peer universe. Lipper calculated each fund's net total return for the year ended December 31, 2020, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer "universe," as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2020 weighting of their Barron's ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron's ranking category. The process is repeated for the five- and ten-year rankings as well.

Barron's Fund Family Rankings are awarded annually.

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

© Refinitiv Lipper 2021. All Rights Reserved. Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data and infrastructure. Lipper provides global, independent fund performance data. Although Lipper makes reasonable efforts to ensure the accuracy and reliability of the data contained herein, the accuracy is not guaranteed by Lipper.

+

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 A  Except as noted below, returns with sales charges reflect a maximum sales charge of 5.75% for equity funds, 2.25% for all tax-free income funds, fixed income funds and multi-asset class funds. There are also ongoing 12b-1 service fees (and, in certain cases, distribution fees).

Class A Shares purchased subject to a front-end sales charge have no contingent deferred sales charge (CDSC). However, certain purchases of Class A shares made without a front-end sales charge may be subject to a CDSC of 1% if the shares are redeemed before the first day of the month in which the one year anniversary of the purchase falls. The CDSC is not reflected in the performance with maximum sales charge.

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.

    Please confirm your literature shipping address

    Please review the address information below and make any necessary changes.

    All literature orders will be shipped to the address that you enter below. This information can be edited at any time.

    Current Literature Shipping Address

    * Required field