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 12/06/2021

$12.41

arrowUp$0.02

YTD Returns w/o sales charge as of 12/06/2021

9.16%

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 12/06/2021  

w/o sales charge 1.93%
w/ sales charge 1.89%

30-Day Standardized Yield 2 as of 10/31/2021  

0.69%

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

Expense Ratioas of 11/30/2021

Fund Basicsas of 10/29/2021

Total Net Assets
$3.31 B
Inception Date
04/29/2011
Dividend Frequency
Monthly (Daily Accrual)
Number of Holdings
1369
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 9.39% 12.59% 6.11% 4.08% 2.36% 1.99%
Lipper Category Avg. Inflation Protected Bond Funds 5.07% 6.38% 7.36% 4.48% 2.46% -
w/ sales charge 6.91% 10.07% 5.30% 3.61% 2.12% 1.77%

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.

RELATED CONTENT

Inflation Protection: A Closer Look at CPI Swaps
November 8, 2021

With investors increasingly focused on the prospect of higher inflation, we examine a popular alternative to traditional inflation hedging strategies

Investing amid Inflation Uncertainty
May 17, 2021

So far, inflation has not accelerated after massive U.S. fiscal stimulus—but it’s still early in the game. Giulio Martini shares his insights on the implications for investors.

Type Assets
Investment Grade Corporate
CMBS
High Yield Corporate
U.S. Government Related
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

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 10/29/2021 View Portfolio

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

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

INVESTMENT TEAM

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

27 Years of Industry Experience

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

Partner & Portfolio Manager

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 12/06/2021  

w/o sales charge 1.93%
w/ sales charge 1.89%

30-Day Standardized Yield 2 as of 10/31/2021  

  Subsidized5 Un-Subsidized6
w/o sales charge 0.69% 0.69%

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 9.39% 12.59% 6.11% 4.08% 2.36% 1.99%
Lipper Category Avg. Inflation Protected Bond Funds 5.07% 6.38% 7.36% 4.48% 2.46% -
w/ sales charge 6.91% 10.07% 5.30% 3.61% 2.12% 1.77%

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% - 9.16%
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
High Yield Corporate
U.S. Government Related
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

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 10/29/2021

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

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

Portfolio Positioning as of 9/30/2021

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

Portfolio Details as of 10/29/2021

Total Net Assets
$3.31 B
Number of Issues
1369
Average Coupon
2.65%
Average Life
2.23 Years
Average Maturity
2.24 Years
Average Effective Duration
1.63 Years

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

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

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

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

Holding Coupon Maturity Assets
United States Treasury Note/Bond 0.375% 10/31/2023 6.2%
United States Treasury Bill 0.000% 01/27/2022 1.9%
United States Treasury Note/Bond 0.625% 07/31/2026 1.7%
AutoNation Inc 0.000% 11/01/2021 1.0%
MRA Issuance Trust 2021-8 1.238% 05/15/2022 1.0%
Jabil Inc 0.000% 11/01/2021 0.8%
General Motors Financial Co Inc 0.000% 11/01/2021 0.7%
FMC Corp 0.000% 11/01/2021 0.6%
FMC Corp 0.000% 11/05/2021 0.6%
Danske Bank A/S 5.375% 01/12/2024 0.5%
% of Total Assets 15.0%
Holding Coupon Maturity Assets
United States Treasury Note/Bond0.375% 10/31/20236.2%
United States Treasury Bill0.000% 01/27/20221.9%
United States Treasury Note/Bond0.625% 07/31/20261.7%
AutoNation Inc0.000% 11/01/20211.0%
MRA Issuance Trust 2021-81.238% 05/15/20221.0%
Jabil Inc0.000% 11/01/20210.8%
General Motors Financial Co Inc0.000% 11/01/20210.7%
FMC Corp0.000% 11/01/20210.6%
FMC Corp0.000% 11/05/20210.6%
Danske Bank A/S5.375% 01/12/20240.5%
New Economy Assets Phase 1 Sponsor LLC1.910% 10/20/20610.5%
GS Mortgage Securities Corp Trust 2021-RENT1.186% 11/21/20350.5%
AMMC CLO 23 Ltd1.172% 10/17/20310.5%
UBS AG5.125% 05/15/20240.4%
HONO 2021-LULU Mortgage Trust1.240% 10/15/20360.4%
Ford Motor Credit Co LLC5.584% 03/18/20240.4%
Citigroup Inc5.500% 09/13/20250.4%
BXHPP Trust 2021-FILM0.740% 08/15/20360.4%
Suncor Energy Ventures Corp4.500% 04/01/20220.4%
United States Treasury Note/Bond0.125% 08/31/20230.4%
BHMS 2018-ATLS1.990% 07/15/20350.4%
Charter Communications Operating LLC1.840% 04/30/20250.4%
AOA 2021-1177 Mortgage Trust0.962% 10/15/20380.4%
Morgan Stanley Capital I Trust 2014-150E3.912% 09/09/20320.4%
CARLYLE US CLO 2019-1 LTD1.212% 04/20/20310.4%
Jabil Inc0.000% 11/15/20210.4%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
GS Mortgage Securities Corp II1.338% 11/15/20260.3%
Crown Castle International Corp0.000% 11/03/20210.3%
Glencore Funding LLC4.625% 04/29/20240.3%
Dell International LLC2.000% 09/19/20250.3%
Florida Gas Transmission Co LLC3.875% 07/15/20220.3%
Westlake Automobile Receivables Trust 2020-11.940% 04/15/20250.3%
Delos Finance Sarl1.882% 10/06/20230.3%
Atmos Energy Corp0.625% 03/09/20230.3%
Energy Transfer LP0.000% 11/02/20210.3%
Boeing Co/The0.014% 02/07/20220.3%
XPO Logistics Inc1.830% 02/24/20250.3%
Hyundai Capital America1.150% 11/10/20220.3%
BX Trust 2021-ARIA2.332% 10/15/20360.3%
Romark CLO Ltd1.154% 10/23/20300.3%
Romark CLO Ltd1.774% 10/23/20300.3%
Wind River 2013-1 CLO Ltd1.112% 07/20/20300.3%
KKR CLO 30 Ltd1.152% 10/17/20310.3%
Great Wolf Trust 2019-WOLF1.424% 12/15/20360.3%
JP Morgan Chase Commercial Mortgage Securities Corp4.128% 07/05/20310.3%
Ballyrock CLO 2019-1 Ltd1.154% 07/15/20320.3%
Bayview MSR Opportunity Master Fund Trust 2021-INV40.899% 10/25/20510.3%
Boeing Co/The4.875% 05/01/20250.3%
Park Aerospace Holdings Ltd5.500% 02/15/20240.3%
Aviation Capital Group LLC3.875% 05/01/20230.3%
Mortgage Repurchase Agreement Financing Trust Series 2021-10.584% 09/10/20220.3%
Intesa Sanpaolo SpA5.017% 06/26/20240.3%
General Motors Co5.400% 10/02/20230.3%
Sabine Pass Liquefaction LLC5.875% 06/30/20260.3%
UniCredit SpA6.572% 01/14/20220.3%
Citigroup Inc3.106% 04/08/20260.3%
Santander Drive Auto Receivables Trust 2021-20.900% 06/15/20260.3%
VERDE CLO Ltd1.224% 04/15/20320.3%
BHMS 2018-ATLS2.340% 07/15/20350.3%
ACREC 2021-FL1 Ltd1.236% 10/16/20360.3%
AutoNation Inc0.000% 11/02/20210.3%
NatWest Group PLC3.875% 09/12/20230.3%
EQUS 2021-EQAZ Mortgage Trust1.438% 10/15/20360.3%
BX Trust 2018-GW0.890% 05/15/20350.2%
VeriSign Inc4.750% 07/15/20270.2%
NextEra Energy Capital Holdings Inc0.401% 02/22/20230.2%
Voya CLO 2018-4 Ltd1.164% 01/15/20320.2%
Santander Drive Auto Receivables Trust 2021-30.290% 05/15/20240.2%
ZH Trust 2021-22.349% 10/17/20270.2%
DaVita Inc1.837% 08/12/20260.2%
Santander Holdings USA Inc3.450% 06/02/20250.2%
Welbilt Inc2.587% 10/23/20250.2%
MPT Operating Partnership LP / MPT Finance Corp5.000% 10/15/20270.2%
SLIDE 2018-FUN2.190% 06/15/20310.2%
ONE Gas Inc0.850% 03/11/20230.2%
UniCredit SpA7.830% 12/04/20230.2%
Gilead Sciences Inc0.750% 09/29/20230.2%
OneMain Direct Auto Receivables Trust 2019-13.950% 11/14/20280.2%
General Motors Financial Co Inc5.100% 01/17/20240.2%
Nielsen Finance LLC2.086% 10/04/20230.2%
MF1 2021-FL6 Ltd1.536% 07/16/20360.2%
Bain Capital Credit CLO 2019-21.222% 10/17/20320.2%
COLT 2021-2 Mortgage Loan Trust0.924% 08/25/20660.2%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand4.125% 11/09/20220.2%
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd1.160% 08/15/20340.2%
HGI CRE CLO 2021-FL2 Ltd1.086% 09/17/20360.2%
CSMC 2021-NQM61.174% 07/25/20660.2%
Credit Suisse Group AG3.574% 01/09/20230.2%
Deephaven Residential Mortgage Trust 2021-31.194% 08/25/20660.2%
Hundred Acre Wood Trust 2021-INV20.899% 10/25/20510.2%
AIB Group PLC4.263% 04/10/20250.2%
Avolon Holdings Funding Ltd5.125% 10/01/20230.2%
Lendmark Funding Trust 2021-22.000% 04/20/20320.2%
Triton Container International Ltd2.050% 04/15/20260.2%
NextGear Floorplan Master Owner Trust2.070% 10/15/20240.2%
American Transmission Systems Inc5.250% 01/15/20220.2%
Hudson Yards 2016-10HY Mortgage Trust2.835% 08/10/20380.2%
Dell International LLC / EMC Corp5.450% 06/15/20230.2%
Hyundai Capital America3.400% 06/20/20240.2%
UBS AG/Stamford CT7.625% 08/17/20220.2%
Stellantis NV5.250% 04/15/20230.2%
Lundin Energy Finance BV2.000% 07/15/20260.2%
CrownRock LP / CrownRock Finance Inc5.625% 10/15/20250.2%
BXHPP Trust 2021-FILM0.990% 08/15/20360.2%
Santander Drive Auto Receivables Trust 2020-41.480% 01/15/20270.2%
ONE Gas Inc1.100% 03/11/20240.2%
Navient Corp5.875% 10/25/20240.2%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust6.500% 07/15/20250.2%
Centene Corp4.250% 12/15/20270.2%
Santander UK Group Holdings PLC4.796% 11/15/20240.2%
Scientific Games International Inc2.837% 08/14/20240.2%
BAT Capital Corp3.222% 08/15/20240.2%
Donlen Fleet Lease Funding 2 LLC0.560% 12/11/20340.2%
Ready Capital Mortgage Financing 2021-FL6 LLC1.039% 07/25/20360.2%
PVH Corp4.625% 07/10/20250.2%
CSMC 2021-ADV1.490% 07/15/20380.2%
Greystone CRE Notes 2021-FL3 Ltd1.110% 07/15/20390.2%
KIND Trust 2021-KIND1.040% 08/15/20380.2%
Devon Energy Corp5.250% 10/15/20270.2%
BX Commercial Mortgage Trust 2021-XL20.776% 10/15/20360.2%
Devon Energy Corp8.250% 08/01/20230.2%
Hilton Worldwide Finance LLC1.839% 06/22/20260.2%
PPD Inc2.500% 01/13/20280.2%
Ally Financial Inc5.750% 11/20/20250.2%
BFLD 2019-DPLO2.330% 10/15/20340.2%
Dryden 72 CLO Ltd1.205% 05/15/20320.2%
VASA Trust 2021-VASA1.340% 07/15/20390.2%
Dryden Senior Loan Fund1.104% 04/15/20280.2%
Bain Capital Credit CLO 2017-1 Ltd1.102% 07/20/20300.2%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.2%
United Rentals North America Inc3.875% 11/15/20270.2%
Westlake Automobile Receivables Trust 2021-21.230% 12/15/20260.2%
Ashtead Capital Inc4.000% 05/01/20280.2%
NXP BV / NXP Funding LLC3.875% 09/01/20220.2%
BX Commercial Mortgage Trust 2019-IMC1.090% 04/15/20340.2%
GLS Auto Receivables Issuer Trust 2021-30.420% 01/15/20250.2%
Lloyds Banking Group PLC4.582% 12/10/20250.2%
PFP 2021-7 Ltd0.938% 04/14/20380.2%
Bank of Ireland Group PLC4.500% 11/25/20230.2%
OCP Clo 2019-17 Ltd1.172% 07/20/20320.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST2.340% 12/15/20360.2%
WEA Finance LLC / Westfield UK & Europe Finance PLC3.750% 09/17/20240.2%
Microchip Technology Inc0.972% 02/15/20240.2%
BPCE SA5.150% 07/21/20240.2%
Extended Stay America Trust 2021-ESH2.940% 07/15/20380.2%
Marlette Funding Trust 2021-31.300% 12/15/20310.2%
OneMain Direct Auto Receivables Trust 2021-10.870% 07/14/20280.2%
CPS Auto Receivables Trust 2020-C1.010% 01/15/20250.2%
Westlake Automobile Receivables Trust 2021-20.320% 04/15/20250.2%
MF1 2021-FL7 Ltd1.166% 10/16/20360.2%
Lennar Corp5.875% 11/15/20240.2%
Aqua Finance Trust 2021-A1.540% 07/17/20460.2%
Freddie Mac STACR REMIC Trust 2021-DNA51.699% 01/25/20340.2%
MF1 2021-FL7 Ltd1.536% 10/16/20360.2%
Life 2021-BMR Mortgage Trust0.790% 03/15/20380.2%
DISH DBS Corp5.875% 07/15/20220.2%
Hyundai Capital America1.300% 01/08/20260.2%
Nexstar Media Inc2.337% 01/17/20240.2%
BX Commercial Mortgage Trust 2019-XL1.540% 10/15/20360.2%
Avis Budget Rental Car Funding AESOP LLC3.350% 09/22/20250.2%
Diamondback Energy Inc0.900% 03/24/20230.2%
Central American Bottling Corp5.750% 01/31/20270.2%
BDS 2021-FL7 Ltd1.156% 06/16/20360.2%
Range Resources Corp9.250% 02/01/20260.2%
Caesars Entertainment Inc8.125% 07/01/20270.2%
Credit Suisse Group AG2.997% 12/14/20230.2%
Motel Trust 2021-MTL62.790% 09/15/20380.2%
Nelnet Student Loan Trust 2021-A1.360% 04/20/20620.2%
Kia Corp3.000% 04/25/20230.2%
Avolon TLB Borrower 1 US LLC2.500% 01/15/20250.2%
Angel Oak Mortgage Trust 2021-61.458% 09/25/20660.2%
Danske Bank A/S1.171% 12/08/20230.2%
Barclays PLC3.684% 01/10/20230.2%
Barclays PLC4.610% 02/15/20230.2%
GS Mortgage Securities Corp Trust 2021-ROSS1.240% 05/15/20260.2%
One New York Plaza Trust 2020-1NYP1.040% 01/15/20260.2%
Apidos CLO XXXI1.224% 04/15/20310.2%
Octagon Investment Partners 32 Ltd1.074% 07/15/20290.2%
Enel Finance International NV2.650% 09/10/20240.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.248% 07/05/20330.2%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc2.875% 10/15/20260.2%
MEG Energy Corp6.500% 01/15/20250.2%
Hertz Vehicle Financing LLC3.980% 12/26/20250.2%
KKR Clo 24 Ltd1.212% 04/20/20320.2%
Avis Budget Rental Car Funding AESOP LLC3.340% 08/20/20260.1%
AT&T Inc0.011% 01/28/20220.1%
KREF 2021-FL2 Ltd1.160% 02/15/20390.1%
Macquarie Group Ltd1.141% 11/28/20230.1%
BDS 2021-FL81.006% 01/18/20360.1%
Elmwood CLO X Ltd1.168% 10/20/20340.1%
Expedia Group Inc6.250% 05/01/20250.1%
Tapestry Inc4.250% 04/01/20250.1%
Comstock Resources Inc7.500% 05/15/20250.1%
US Foods Inc1.837% 06/27/20230.1%
KREF 2021-FL2 Ltd1.390% 02/15/20390.1%
Anglo American Capital PLC3.625% 09/11/20240.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.875% 01/16/20240.1%
CF Hippolyta LLC1.980% 03/15/20610.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN3.905% 05/05/20300.1%
Bank of America Corp1.197% 10/24/20260.1%
COMM 2012-CCRE1 Mortgage Trust4.612% 05/15/20450.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
Athabasca Oil Corp9.875% 02/24/20220.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE2.854% 09/06/20380.1%
Navient Private Education Refi Loan Trust 2021-c1.060% 10/15/20690.1%
Pacific Gas and Electric Co3.150% 01/01/20260.1%
Navient Private Education Refi Loan Trust 2021-F1.110% 02/18/20700.1%
Valero Energy Corp2.700% 04/15/20230.1%
Bayer US Finance II LLC3.875% 12/15/20230.1%
CSMC 2021-NQM61.379% 07/25/20660.1%
NRG Energy Inc3.750% 06/15/20240.1%
Barclays PLC5.200% 05/12/20260.1%
CHENIERE CORPUS CHRTI HLDG LLC0.018% 06/30/20240.1%
Ford Credit Auto Owner Trust 2018-REV13.190% 07/15/20310.1%
AIB Group PLC4.750% 10/12/20230.1%
BJ's Wholesale Club Inc2.084% 02/03/20240.1%
Drive Auto Receivables Trust 2021-20.360% 05/15/20240.1%
Credit Suisse AG/New York NY3.625% 09/09/20240.1%
Glencore Funding LLC4.125% 05/30/20230.1%
Microchip Technology Inc4.333% 06/01/20230.1%
Motel Trust 2021-MTL62.190% 09/15/20380.1%
Dominion Energy Inc0.646% 09/15/20230.1%
Honda Auto Receivables 2021-2 Owner Trust0.170% 11/15/20230.1%
TransDigm Inc8.000% 12/15/20250.1%
Lloyds Banking Group PLC2.858% 03/17/20230.1%
Plains All American Pipeline LP / PAA Finance Corp4.650% 10/15/20250.1%
Monongahela Power Co4.100% 04/15/20240.1%
Ally Financial Inc1.450% 10/02/20230.1%
Axalta Coating Systems US Holdings Inc1.882% 06/01/20240.1%
Diamondback Energy Inc2.875% 12/01/20240.1%
UBS Group AG3.491% 05/23/20230.1%
ARES L CLO Ltd1.174% 01/15/20320.1%
Carvana Auto Receivables Trust 2021-N20.320% 03/10/20280.1%
Seminole Tribe of Florida Inc1.837% 07/08/20240.1%
Westlake Automobile Receivables Trust 2021-10.950% 03/16/20260.1%
Cikarang Listrindo Tbk PT4.950% 09/14/20260.1%
Bayer US Finance II LLC4.250% 12/15/20250.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
Four Seasons Hotels Ltd2.087% 11/30/20230.1%
Intesa Sanpaolo SpA3.250% 09/23/20240.1%
Alcoa Nederland Holding BV5.500% 12/15/20270.1%
Bank of America Corp2.816% 07/21/20230.1%
Santander Drive Auto Receivables Trust 2021-41.670% 10/15/20270.1%
Vistra Operations Co LLC3.550% 07/15/20240.1%
Trans Union LLC1.837% 11/16/20260.1%
VMWARE INC0.000% 09/02/20240.1%
Santander Drive Auto Receivables Trust 2021-21.350% 07/15/20270.1%
ABN AMRO Bank NV4.750% 07/28/20250.1%
Pacific Gas and Electric Co1.367% 03/10/20230.1%
TCI-Flatiron Clo 2017-1 Ltd1.085% 11/18/20300.1%
Carlyle US Clo 2017-2 Ltd1.182% 07/20/20310.1%
Cedar Funding X CLO Ltd1.232% 10/20/20320.1%
CIFC Funding 2013-II Ltd1.122% 10/18/20300.1%
Magnetite XXII Ltd1.184% 04/15/20310.1%
Molina Healthcare Inc5.375% 11/15/20220.1%
EQUS 2021-EQAZ Mortgage Trust1.738% 10/15/20360.1%
Edison International3.125% 11/15/20220.1%
Casablanca US Holdings Inc4.084% 03/29/20240.1%
Verus Securitization Trust 2021-51.013% 09/25/20660.1%
Asurion LLC3.212% 11/03/20230.1%
Altice France SA/France8.125% 02/01/20270.1%
Skyworks Solutions Inc1.800% 06/01/20260.1%
CSMC 2021-NQM10.809% 05/25/20650.1%
Standard Chartered PLC5.200% 01/26/20240.1%
Verus Securitization Trust 2021-31.046% 06/25/20660.1%
NCL Corp Ltd5.875% 03/15/20260.1%
HCA Inc5.250% 04/15/20250.1%
Morgan Stanley0.791% 01/22/20250.1%
Change Healthcare Holdings LLC3.500% 03/01/20240.1%
Vornado Realty LP3.500% 01/15/20250.1%
Ally Auto Receivables Trust 2019-31.930% 05/15/20240.1%
Live Nation Entertainment Inc4.875% 11/01/20240.1%
Hyundai Capital America2.850% 11/01/20220.1%
JACKSON FINANCIAL INC0.019% 02/21/20220.1%
Alliance Data Systems Corp7.000% 01/15/20260.1%
Boyd Gaming Corp2.324% 09/15/20230.1%
Drive Auto Receivables Trust 2021-21.390% 03/15/20290.1%
Occidental Petroleum Corp6.950% 07/01/20240.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
Glencore Finance Canada Ltd4.950% 11/15/20210.1%
Hyatt Hotels Corp1.300% 10/01/20230.1%
ProQuest LLC3.337% 10/23/20260.1%
Capital One Prime Auto Receivables Trust 2021-10.320% 02/18/20250.1%
Petroleos Mexicanos6.875% 08/04/20260.1%
Benefit Street Partners CLO III Ltd1.132% 07/20/20290.1%
Endeavor Energy Resources LP / EER Finance Inc6.625% 07/15/20250.1%
PDC Energy Inc5.750% 05/15/20260.1%
Standard Chartered PLC4.247% 01/20/20230.1%
Caesars Resort Collection, LLC2.837% 12/23/20240.1%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.1%
ZF North America Capital Inc4.750% 04/29/20250.1%
GS Mortgage Securities Trust 2013-GCJ123.777% 06/10/20460.1%
ONE Gas Inc0.724% 03/11/20230.1%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.1%
SM Energy Co10.000% 01/15/20250.1%
Howmet Aerospace Inc6.875% 05/01/20250.1%
Affirm Asset Securitization Trust 2021-B1.030% 08/17/20260.1%
LFT CRE 2021-FL1 Ltd1.840% 06/15/20390.1%
Baidu Inc4.375% 05/14/20240.1%
Republic of Kenya Government International Bond6.875% 06/24/20240.1%
Venture 33 CLO Ltd1.184% 07/15/20310.1%
Goldman Sachs Group Inc/The1.948% 10/21/20270.1%
Avolon Holdings Funding Ltd4.250% 04/15/20260.1%
Flex Ltd3.750% 02/01/20260.1%
Standard Chartered PLC3.200% 04/17/20250.1%
Cedar Funding V CLO Ltd1.222% 07/17/20310.1%
People's United Financial Inc3.650% 12/06/20220.1%
Lloyds Banking Group PLC4.650% 03/24/20260.1%
CIT Group Inc5.000% 08/01/20230.1%
BBCMS 2018-TALL Mortgage Trust0.812% 03/15/20370.1%
Hertz Vehicle Financing III LP1.680% 12/27/20270.1%
Hertz Vehicle Financing LLC1.210% 12/26/20250.1%
Mariner Finance Issuance Trust2.100% 11/20/20360.1%
Bombardier Inc7.125% 06/15/20260.1%
BWAY 2015-1740 Mortgage Trust3.342% 01/10/20350.1%
BX Trust 2021-ARIA2.681% 10/15/20360.1%
Aircastle Ltd5.250% 08/11/20250.1%
iStar Inc5.500% 02/15/20260.1%
Parsley Energy LLC / Parsley Finance Corp5.625% 10/15/20270.1%
FirstEnergy Transmission LLC4.350% 01/15/20250.1%
BBCMS 2018-TALL Mortgage Trust1.211% 03/15/20370.1%
Exeter Automobile Receivables Trust 2021-30.340% 01/16/20240.1%
Itau Unibanco Holding SA/Cayman Island2.900% 01/24/20230.1%
Egypt Government International Bond6.125% 01/31/20220.1%
One New York Plaza Trust 2020-1NYP1.340% 01/15/20260.1%
OneMain Financial Issuance Trust 2019-23.140% 10/14/20360.1%
Comision Federal de Electricidad4.875% 01/15/20240.1%
Puget Energy Inc3.650% 05/15/20250.1%
Cedar Funding XI Clo Ltd1.171% 05/29/20320.1%
SLIDE 2018-FUN1.240% 06/15/20310.1%
Laredo Petroleum Inc9.500% 01/15/20250.1%
Santander Drive Auto Receivables Trust 2021-41.260% 02/16/20270.1%
Aquarion Co4.000% 08/15/20240.1%
Bayer US Finance II LLC3.375% 07/15/20240.1%
Santander Retail Auto Lease Trust 2021-C0.500% 03/20/20250.1%
Lumen Technologies Inc2.087% 01/31/20250.1%
TransDigm Inc6.250% 03/15/20260.1%
Lukoil International Finance BV4.563% 04/24/20230.1%
Fresenius Medical Care US Finance II Inc5.875% 01/31/20220.1%
JPMorgan Chase & Co0.768% 08/09/20250.1%
GLS Auto Receivables Issuer Trust 2019-42.470% 11/15/20230.1%
Sabre GLBL Inc7.375% 09/01/20250.1%
First Quantum Minerals Ltd7.250% 04/01/20230.1%
SK Hynix Inc1.000% 01/19/20240.1%
Danske Bank A/S1.226% 06/22/20240.1%
Triton Container International Ltd0.800% 08/01/20230.1%
Angel Oak Mortgage Trust 2021-41.035% 01/20/20650.1%
Tengizchevroil Finance Co International Ltd2.625% 08/15/20250.1%
Buckeye Partners LP2.334% 11/01/20260.1%
CSN Resources SA7.625% 04/17/20260.1%
Atmos Energy Corp0.496% 03/09/20230.1%
Jabil Inc0.000% 11/08/20210.1%
Santander Retail Auto Lease Trust 2021-C0.290% 04/22/20240.1%
Danske Bank A/S3.244% 12/20/20250.1%
CPI Swap0.010% 03/25/20250.1%
Barings CLO Ltd 2019-III1.202% 04/20/20310.1%
General Motors Financial Co Inc3.950% 04/13/20240.1%
Hyundai Capital America0.875% 06/14/20240.1%
CA Magnum Holdings5.375% 10/31/20260.1%
Newark BSL CLO 2 Ltd1.094% 07/25/20300.1%
Devon Energy Corp5.250% 09/15/20240.1%
Madison Park Funding XI Ltd1.024% 07/23/20290.1%
Cleveland Electric Illuminating Co/The5.500% 08/15/20240.1%
DBWF 2018-GLKS Mortgage Trust1.110% 12/19/20300.1%
HCA Inc5.000% 03/15/20240.1%
USI Inc/NY6.875% 05/01/20250.1%
Daimler Finance North America LLC3.650% 02/22/20240.1%
Morgan Stanley0.790% 05/30/20250.1%
Great Wolf Trust 2019-WOLF1.723% 12/15/20360.1%
Freddie Mac STACR REMIC Trust 2021-HQA30.890% 09/25/20410.1%
Westinghouse Air Brake Technologies Corp4.400% 03/15/20240.1%
Santander Retail Auto Lease Trust 2021-A0.510% 07/22/20240.1%
Aircastle Ltd4.400% 09/25/20230.1%
JPMorgan Chase & Co0.824% 06/01/20250.1%
Lennar Corp4.750% 05/30/20250.1%
Univision Communications Inc5.125% 02/15/20250.1%
Calpine Corp5.250% 06/01/20260.1%
Syniverse Holdings Inc6.000% 03/09/20230.1%
Ashtead Capital Inc4.375% 08/15/20270.1%
Arcos Dorados Holdings Inc6.625% 09/27/20230.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.429% 06/10/20270.1%
MGM Resorts International5.750% 06/15/20250.1%
Westlake Automobile Receivables Trust 2020-20.930% 02/15/20240.1%
Scientific Games International Inc8.625% 07/01/20250.1%
NatWest Group PLC5.125% 05/28/20240.1%
CHT 2017-COSMO Mortgage Trust3.831% 11/15/20360.1%
Viterra Finance BV2.000% 04/21/20260.1%
CenterPoint Energy Resources Corp0.620% 03/02/20230.1%
Petroleos Mexicanos3.764% 03/11/20220.1%
Plains All American Pipeline LP / PAA Finance Corp4.500% 12/15/20260.1%
BFLD 2019-DPLO1.180% 10/15/20340.1%
Carnival Corp3.750% 06/30/20250.1%
Air Canada 2015-2 Class B Pass Through Trust5.000% 06/15/20250.1%
CHT 2017-COSMO Mortgage Trust1.490% 11/15/20360.1%
Dell Equipment Finance Trust 2021-20.330% 12/22/20260.1%
Bank of America Corp0.523% 06/14/20240.1%
Goldman Sachs Group Inc/The0.657% 09/10/20240.1%
CPI Swap0.010% 04/01/20250.1%
Starwood Mortgage Residential Trust 2021-20.943% 05/25/20650.1%
Novelis Corp3.250% 11/15/20260.1%
FMG Resources August 2006 Pty Ltd5.125% 05/15/20240.1%
Australia & New Zealand Banking Group Ltd4.500% 03/19/20240.1%
Baffinland Iron Mines Corp / Baffinland Iron Mines LP8.750% 07/15/20260.1%
Navient Corp6.125% 03/25/20240.1%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.1%
HCA Inc5.375% 02/01/20250.1%
NatWest Group PLC3.498% 05/15/20230.1%
PAREXEL International Corp2.837% 09/27/20240.1%
MPLX LP4.875% 12/01/20240.1%
Carvana Co5.625% 10/01/20250.1%
EQUS 2021-EQAZ Mortgage Trust1.188% 10/15/20360.1%
BHMS 2018-ATLS1.340% 07/15/20350.1%
Credit Suisse Group AG2.593% 09/11/20250.1%
Standard Chartered PLC2.819% 01/30/20260.1%
Matador Resources Co5.875% 09/15/20260.1%
BB-UBS Trust3.559% 06/05/20300.1%
Australia & New Zealand Banking Group Ltd4.400% 05/19/20260.1%
ABN AMRO Bank NV6.250% 04/27/20220.1%
Intesa Sanpaolo SpA5.710% 01/15/20260.1%
GS Mortgage Securities Trust 2013-G13.557% 04/10/20310.1%
World Financial Network Credit Card Master Trust2.490% 04/15/20260.1%
Aviation Capital Group LLC5.500% 12/15/20240.1%
Synovus Financial Corp3.125% 11/01/20220.1%
Charter Communications Operating LLC1.590% 03/31/20230.1%
Centrica PLC4.000% 10/16/20230.1%
Great Wolf Trust 2019-WOLF2.822% 12/15/20360.1%
Grand Avenue CRE 2019-FL11.590% 06/15/20370.1%
Boeing Co/The4.508% 05/01/20230.1%
Alexander Funding Trust1.841% 11/15/20230.1%
American Airlines Group Inc3.750% 03/01/20250.1%
Barclays PLC4.375% 09/11/20240.1%
Exeter Automobile Receivables Trust 2021-31.550% 06/15/20270.1%
OneMain Finance Corp6.125% 03/15/20240.1%
Chobani LLC / Chobani Finance Corp Inc7.500% 04/15/20250.1%
Cenovus Energy Inc5.375% 07/15/20250.1%
GLP Capital LP0.000% 05/21/20230.1%
Global Payments Inc1.462% 07/09/20240.1%
Aramark Services Inc5.000% 04/01/20250.1%
Niagara Mohawk Power Corp3.508% 10/01/20240.1%
Standard Chartered PLC3.885% 03/15/20240.1%
Bank of Ireland Group PLC2.029% 09/30/20270.1%
ABG Intermediate Holdings 2 LLC4.000% 09/29/20240.1%
Santander Drive Auto Receivables Trust 2021-20.280% 04/15/20240.1%
CPI Swap0.010% 06/14/20280.1%
BBVA Bancomer SA/Texas4.375% 04/10/20240.1%
CPI Swap0.010% 08/22/20260.1%
SCF Equipment Leasing 2019-2 LLC2.760% 08/20/20260.1%
CNO Financial Group Inc5.250% 05/30/20250.1%
IHO Verwaltungs GmbH4.750% 09/15/20260.1%
Baidu Inc3.875% 09/29/20230.1%
Ford Credit Auto Lease Trust 2021-A0.300% 04/15/20240.1%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.1%
GS Mortgage Securities Corp Trust 2018-RIVR1.040% 07/15/20350.1%
Cedar Funding XIV CLO Ltd1.224% 07/15/20330.1%
MF1 2020-FL3 Ltd3.914% 07/15/20350.1%
HCA Inc5.250% 06/15/20260.1%
HAT Holdings I LLC / HAT Holdings II LLC3.375% 06/15/20260.1%
OGE Energy Corp0.703% 05/26/20230.1%
Devon Energy Corp5.875% 06/15/20280.1%
Hyundai Capital America1.250% 09/18/20230.1%
Select Medical Corp6.250% 08/15/20260.1%
Kemper Corp4.350% 02/15/20250.1%
Energy Transfer LP4.250% 03/15/20230.1%
CyrusOne LP / CyrusOne Finance Corp2.900% 11/15/20240.1%
Steel Dynamics Inc5.000% 12/15/20260.1%
Nexstar Media Inc1.582% 09/19/20240.1%
Invitation Homes Operating Partnership LP1.084% 01/31/20250.1%
LFT CRE 2021-FL1 Ltd1.260% 06/15/20390.1%
Mitsubishi UFJ Financial Group Inc0.953% 07/19/20250.1%
Panera Bread Co2.375% 07/18/20220.1%
Dell International LLC / EMC Corp6.020% 06/15/20260.1%
Continental Resources Inc/OK3.800% 06/01/20240.1%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.1%
Oceaneering International Inc4.650% 11/15/20240.1%
Greystone Commercial Real Estate Notes 2018-HC1 Ltd1.640% 09/15/20280.1%
Santander UK Group Holdings PLC3.373% 01/05/20240.1%
EPR Properties4.500% 06/01/20270.1%
Anglo American Capital PLC4.125% 09/27/20220.1%
Citigroup Inc3.875% 03/26/20250.1%
LSTAR Commercial Mortgage Trust 2017-54.500% 03/10/20500.1%
Royal Caribbean Cruises Ltd11.500% 06/01/20250.1%
Carlyle Global Market Strategies CLO 2015-1 Ltd1.112% 07/20/20310.1%
OneMain Finance Corp8.250% 10/01/20230.1%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.1%
Plains All American Pipeline LP / PAA Finance Corp3.850% 10/15/20230.1%
Cleco Corporate Holdings LLC3.743% 05/01/20260.1%
Citigroup Global Markets Holdings Inc/United States0.750% 06/07/20240.1%
Valero Energy Corp2.850% 04/15/20250.1%
MSBAM Commercial Mortgage Securities Trust 2012-CKSV3.277% 10/15/20300.1%
Pertamina Persero PT4.875% 05/03/20220.1%
Standard Chartered PLC3.785% 05/21/20250.1%
Standard Chartered PLC0.991% 01/12/20250.1%
Air Lease Corp3.000% 09/15/20230.1%
Citigroup Inc4.400% 06/10/20250.1%
BankUnited Inc4.875% 11/17/20250.1%
Reynolds American Inc4.450% 06/12/20250.1%
FAGE International SA / FAGE USA Dairy Industry Inc5.625% 08/15/20260.1%
Westinghouse Air Brake Technologies Corp4.375% 08/15/20230.1%
Intesa Sanpaolo SpA3.375% 01/12/20230.1%
Filtration Group Corp3.088% 03/29/20250.1%
Coterra Energy Inc4.375% 06/01/20240.1%
Danske Bank A/S0.976% 09/10/20250.1%
BB-UBS Trust3.559% 06/05/20300.1%
GM Financial Leasing Trust0.260% 02/20/20240.1%
HESS CORPORATION2.590% 03/16/20230.1%
CPI Swap0.010% 03/31/20250.1%
GM Financial Automobile Leasing Trust 2020-20.800% 07/20/20230.1%
One New York Plaza Trust 2020-1NYP1.590% 01/15/20260.1%
GM Financial Leasing Trust0.170% 04/20/20230.1%
Alliance Data Systems Corp4.750% 12/15/20240.1%
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd1.190% 05/15/20360.1%
Imperial Brands Finance PLC3.125% 07/26/20240.1%
Octagon Investment Partners XXI Ltd1.125% 02/14/20310.1%
BX Trust 2017-SLCT4.340% 07/15/20340.1%
William Carter Co/The5.500% 05/15/20250.1%
FirstEnergy Corp3.350% 07/15/20220.1%
Aircastle Ltd5.000% 04/01/20230.1%
CPI Swap0.010% 08/04/20260.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
TransAlta Corp4.500% 11/15/20220.1%
Western Midstream Operating LP3.950% 06/01/20250.1%
Occidental Petroleum Corp2.900% 08/15/20240.1%
Syniverse Holdings Inc0.000% 03/11/20240.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Oasis Petroleum Inc0.000% -0.1%
Crown Castle International Corp1.215% 06/21/20240.1%
Dell International LLC / EMC Corp5.850% 07/15/20250.1%
CPI Swap0.010% 04/07/20250.1%
National Fuel Gas Co3.750% 03/01/20230.1%
General Motors Financial Co Inc5.250% 03/01/20260.1%
Dell International LLC / EMC Corp4.000% 07/15/20240.1%
Rumo Luxembourg Sarl5.875% 01/18/20250.1%
Westlake Automobile Receivables Trust 2021-20.890% 07/15/20260.1%
Drive Auto Receivables Trust 2020-23.050% 05/15/20280.1%
Macquarie Group Ltd1.201% 10/14/20250.1%
Pacific Gas and Electric Co3.750% 02/15/20240.1%
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp6.000% 08/01/20260.1%
Ford Credit Auto Owner Trust 2021-A0.170% 10/15/20230.1%
Nexstar Media Inc5.625% 07/15/20270.1%
CPI Swap0.010% 02/13/20290.1%
SCF Equipment Leasing 2021-1 LLC0.830% 08/21/20280.1%
Emirates NBD Bank PJSC3.250% 11/14/20220.1%
International Game Technology PLC4.125% 04/15/20260.1%
Ford Credit Auto Owner Trust 2021-REV11.370% 10/17/20330.1%
Lennar Corp4.500% 04/30/20240.1%
OCP CLO 2016-12 Ltd1.242% 10/18/20280.1%
SFO Commercial Mortgage Trust 2021-5551.240% 05/15/20380.1%
Nielsen Co Luxembourg SARL/The5.000% 02/01/20250.1%
Anglo American Capital PLC4.875% 05/14/20250.1%
EPR Properties4.500% 04/01/20250.1%
DR Horton Inc5.750% 08/15/20230.1%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp5.500% 03/01/20250.1%
Hudsons Bay Simon JV Trust 2015-HBS2.875% 08/05/20340.1%
Humana Inc0.013% 05/28/20240.1%
Petroleos Mexicanos4.250% 01/15/20250.1%
Verus Securitization Trust 2021-R31.020% 04/25/20640.1%
Upstart Securitization Trust 2021-20.910% 06/20/20310.1%
VMware Inc2.950% 08/21/20220.1%
Navient Corp6.500% 06/15/20220.1%
Glencore Funding LLC4.000% 04/16/20250.1%
Ally Financial Inc5.125% 09/30/20240.1%
Brinker International Inc5.000% 10/01/20240.1%
Harvest Operations Corp1.000% 04/26/20240.1%
Exeter Automobile Receivables Trust 2021-33.040% 12/15/20280.1%
Hyundai Capital America1.500% 06/15/20260.1%
Exeter Automobile Receivables Trust 2021-21.400% 04/15/20270.1%
Parsley Energy LLC / Parsley Finance Corp4.125% 02/15/20280.0%
Credit Suisse Group AG3.750% 03/26/20250.0%
IHS Markit Ltd4.125% 08/01/20230.0%
SL Green Realty Corp4.500% 12/01/20220.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust1.750% 10/29/20240.0%
IPALCO Enterprises Inc3.700% 09/01/20240.0%
Irvine Core Office Trust 2013-IRV3.173% 05/15/20480.0%
Microchip Technology Inc2.670% 09/01/20230.0%
Morocco Government International Bond4.250% 12/11/20220.0%
UniCredit SpA4.027% 01/14/20220.0%
ZF North America Capital Inc4.500% 04/29/20220.0%
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer7.500% 06/01/20250.0%
CPI Swap0.010% 06/18/20290.0%
Suncor Energy Inc7.875% 06/15/20260.0%
CIT Group Inc4.750% 02/16/20240.0%
DBWF 2018-AMXP Mortgage Trust3.996% 05/05/20350.0%
Credit Agricole SA4.375% 03/17/20250.0%
BBCMS Trust 2018-BXH1.090% 10/15/20370.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.500% 09/15/20230.0%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.0%
CPI Swap0.010% 12/30/20230.0%
IHS Markit Ltd4.750% 02/15/20250.0%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.0%
General Motors Financial Co Inc2.750% 06/20/20250.0%
GLP Capital LP / GLP Financing II Inc5.250% 06/01/20250.0%
CPI Swap0.010% 06/15/20290.0%
CPI Swap0.010% 02/11/20310.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust2.450% 10/29/20260.0%
CPI Swap0.010% 04/18/20300.0%
US 5YR NOTE (CBT) Dec210.000% 01/05/20220.0%
Ford Credit Auto Lease Trust 2021-A0.260% 02/15/20240.0%
CNH Industrial NV4.500% 08/15/20230.0%
Pacific Gas and Electric Co3.250% 06/15/20230.0%
JFIN CLO 2013 Ltd1.522% 01/20/20300.0%
Reliance Industries Ltd5.400% 02/14/20220.0%
CPI Swap0.010% 05/21/20250.0%
Hyundai Capital America0.800% 01/08/20240.0%
National Fuel Gas Co5.500% 01/15/20260.0%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp5.250% 10/01/20250.0%
General Motors Co6.125% 10/01/20250.0%
Honda Auto Receivables 2021-1 Owner Trust0.160% 07/21/20230.0%
nVent Finance Sarl3.950% 04/15/20230.0%
F&G Global Funding0.900% 09/20/20240.0%
Bayer US Finance II LLC1.126% 12/15/20230.0%
Navient Corp7.250% 09/25/20230.0%
Hyatt Hotels Corp1.800% 10/01/20240.0%
CPI Swap0.010% 03/16/20310.0%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.0%
Generate CLO 2 Ltd1.278% 01/22/20310.0%
GS Mortgage Securities Corp II3.007% 12/10/20300.0%
Credit Acceptance Auto Loan Trust 2021-31.000% 05/15/20300.0%
Turkiye Vakiflar Bankasi TAO5.625% 05/30/20220.0%
Energy Transfer LP5.875% 01/15/20240.0%
CPI Swap0.010% 08/06/20280.0%
CNO Global Funding1.750% 10/07/20260.0%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.0%
CPI Swap0.010% 06/17/20290.0%
Ford Credit Auto Lease Trust 2021-A0.190% 07/15/20230.0%
Mattel Inc3.150% 03/15/20230.0%
Ally Financial Inc3.875% 05/21/20240.0%
Drive Auto Receivables Trust 2019-42.510% 11/17/20250.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust3.150% 02/15/20240.0%
Santander Holdings USA Inc3.400% 01/18/20230.0%
Macy's Retail Holdings LLC3.625% 06/01/20240.0%
CSMC 2021-NQM31.015% 04/25/20660.0%
Israel Electric Corp Ltd6.875% 06/21/20230.0%
Master Credit Card Trust II Series 2018-10.576% 07/21/20240.0%
DBGS 2018-BIOD Mortgage Trust0.893% 05/15/20350.0%
HAT Holdings I LLC / HAT Holdings II LLC6.000% 04/15/20250.0%
CPI Swap0.010% 06/28/20300.0%
UBS-BAMLL Trust3.663% 06/10/20300.0%
Bank of America Corp3.950% 04/21/20250.0%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.0%
Nexstar Media Inc1.582% 10/26/20230.0%
EPR Properties4.750% 12/15/20260.0%
CPI Swap0.010% 08/24/20260.0%
HSBC Holdings PLC0.732% 08/17/20240.0%
Verizon Owner Trust 2020-C0.410% 04/21/20250.0%
Anchorage Capital CLO 4-R Ltd1.186% 01/28/20310.0%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.0%
Santander Holdings USA Inc3.500% 06/07/20240.0%
Boeing Co/The2.196% 02/04/20260.0%
AES Corp/The3.300% 07/15/20250.0%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.0%
Lukoil Capital DAC2.800% 04/26/20270.0%
WFRBS Commercial Mortgage Trust 2013-C113.311% 03/15/20450.0%
Gazprom PJSC Via Gaz Capital SA6.510% 03/07/20220.0%
WideOpenWest Finance LLC4.250% 08/18/20230.0%
BlueMountain Fuji US Clo I Ltd1.112% 07/20/20290.0%
FORD MOTOR COMPANY1.840% 12/31/20220.0%
GM Financial Consumer Automobile Receivables Trust 2020-40.380% 08/18/20250.0%
CPI Swap0.010% 05/04/20310.0%
United Airlines Inc4.375% 04/15/20260.0%
CPI Swap0.010% 01/11/20250.0%
CPI Swap0.010% 01/06/20260.0%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.0%
Kinross Gold Corp5.950% 03/15/20240.0%
BNP Paribas SA4.705% 01/10/20250.0%
Suzano Austria GmbH5.750% 07/14/20260.0%
Bausch Health Cos Inc6.125% 04/15/20250.0%
EQT Corp6.625% 02/01/20250.0%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.0%
Capital One Multi-Asset Execution Trust2.290% 07/15/20250.0%
CPI Swap0.010% 06/14/20290.0%
DBGS 2018-5BP Mortgage Trust0.885% 06/15/20330.0%
ABN AMRO Bank NV4.800% 04/18/20260.0%
Alcoa Nederland Holding BV6.125% 05/15/20280.0%
CPI Swap0.010% 07/21/20340.0%
Magnetite Xxix Ltd1.114% 01/15/20340.0%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.0%
Santander Holdings USA Inc3.244% 10/05/20260.0%
Hess Corp3.500% 07/15/20240.0%
Netflix Inc3.625% 06/15/20250.0%
OCP CLO 2016-12 Ltd1.722% 10/18/20280.0%
Avolon Holdings Funding Ltd4.375% 05/01/20260.0%
CIT Group Inc5.000% 08/15/20220.0%
JPMorgan Chase & Co3.875% 09/10/20240.0%
Hyundai Capital America5.875% 04/07/20250.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM2.120% 12/15/20330.0%
CPI Swap0.010% 06/21/20270.0%
UBS Group AG1.351% 05/23/20230.0%
Hudsons Bay Simon JV Trust 2015-HBS4.666% 08/05/20340.0%
ASB Bank Ltd3.750% 06/14/20230.0%
F&G Global Funding1.750% 06/30/20260.0%
Wells Fargo Commercial Mortgage Trust 2016-C323.560% 01/15/20590.0%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.0%
NRG Energy Inc6.625% 01/15/20270.0%
Hyundai Capital America1.000% 09/17/20240.0%
CPI Swap0.010% 04/11/20260.0%
CPI Swap0.010% 12/02/20280.0%
Aviation Capital Group LLC4.375% 01/30/20240.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C293.325% 05/15/20490.0%
People's United Bank NA4.000% 07/15/20240.0%
JBS USA LUX SA2.087% 05/01/20260.0%
JP Morgan Chase Commercial Mortgage Securities Corp0.485% 07/05/20310.0%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.0%
Petroleos Mexicanos6.875% 10/16/20250.0%
CPI Swap0.010% 11/14/20210.0%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.0%
Weibo Corp3.500% 07/05/20240.0%
Assurant Inc4.200% 09/27/20230.0%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.0%
Dino Grandparent Inc1.875% 02/20/20230.0%
CPI Swap0.010% 04/21/20360.0%
CPI Swap0.010% 06/25/20300.0%
CPI Swap0.010% 11/21/20230.0%
CGRBS Commercial Mortgage Trust 2013-VN053.369% 03/13/20350.0%
Fresenius Medical Care US Finance III Inc1.875% 12/01/20260.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C83.525% 12/15/20480.0%
GA Global Funding Trust0.800% 09/13/20240.0%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.0%
Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd1.240% 06/15/20280.0%
Citigroup Inc0.000% 11/03/20250.0%
Pacific Gas and Electric Co3.400% 08/15/20240.0%
CPI Swap0.010% 10/14/20260.0%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.0%
CenterPoint Energy Inc0.699% 05/13/20240.0%
LUXE Trust 2021-TRIP1.830% 10/15/20380.0%
Daimler Finance North America LLC0.791% 11/05/20210.0%
DBWF 2018-AMXP Mortgage Trust3.830% 05/05/20350.0%
Univision Communications Inc3.750% 03/15/20240.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ1.390% 06/15/20320.0%
Meredith Corp0.000% 01/31/20250.0%
BNP Paribas SA3.375% 01/09/20250.0%
Humana Inc0.650% 08/03/20230.0%
CPI Swap0.010% 07/02/20310.0%
Aon Corp8.205% 01/01/20270.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp4.250% 05/30/20230.0%
SCF Equipment Leasing 2021-1 LLC1.370% 08/20/20290.0%
CPI Swap0.010% 12/10/20280.0%
CPI Swap0.010% 06/01/20300.0%
HMH Trust 2017-NSS3.062% 07/05/20310.0%
Toyota Auto Receivables 2020-D Owner Trust0.350% 01/15/20250.0%
Anchorage Capital CLO 3-R Ltd1.186% 01/28/20310.0%
Life Time Inc5.750% 12/16/20240.0%
Newell Brands Inc4.350% 04/01/20230.0%
CPI Swap0.010% 06/30/20300.0%
Octane Receivables Trust 2021-10.930% 03/22/20270.0%
Arbor Realty Commercial Real Estate Notes 2019-FL1 Ltd1.240% 05/15/20370.0%
Exeter Automobile Receivables Trust 2021-20.980% 06/15/20260.0%
British Airways 2013-1 Class A Pass Through Trust4.625% 12/20/20250.0%
Galaxy XIX CLO Ltd1.074% 07/24/20300.0%
CPI Swap0.010% 11/25/20240.0%
Exeter Automobile Receivables Trust 2021-20.270% 01/16/20240.0%
World Financial Network Credit Card Master Trust3.140% 12/15/20250.0%
Verus Securitization Trust 2021-R20.918% 02/25/20640.0%
Freeport-McMoRan Inc4.550% 11/14/20240.0%
CPI Swap0.010% 03/18/20330.0%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.0%
Ziggo BV5.500% 01/15/20270.0%
Jersey Central Power & Light Co4.700% 04/01/20240.0%
Mercedes-Benz Auto Lease Trust 2021-A0.250% 01/16/20240.0%
CPI Swap0.010% 07/24/20290.0%
CPI Swap0.010% 07/31/20290.0%
Danske Bank A/S5.000% 01/12/20220.0%
West Fraser Timber Co Ltd4.350% 10/15/20240.0%
CPI Swap0.010% 06/02/20310.0%
Ford Credit Auto Owner Trust 2020-C0.410% 07/15/20250.0%
CPI Swap0.010% 12/18/20270.0%
Intesa Sanpaolo SpA3.125% 07/14/20220.0%
Aviation Capital Group LLC2.875% 01/20/20220.0%
Continental Resources Inc/OK4.500% 04/15/20230.0%
CPI Swap0.010% 03/22/20410.0%
Fluor Corp3.500% 12/15/20240.0%
Macquarie Group Ltd3.189% 11/28/20230.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.520% 06/15/20350.0%
CPI Swap0.010% 04/12/20220.0%
PFS Financing Corp1.000% 10/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.275% 07/05/20330.0%
BBCMS Trust 2015-VFM0.352% 03/12/20360.0%
CPI Swap0.010% 04/15/20310.0%
Caesars Entertainment Inc6.250% 07/01/20250.0%
CPI Swap0.010% 07/27/20360.0%
GS Mortgage Securities Corp Trust 2017-STAY1.440% 07/15/20320.0%
CPI Swap0.010% 04/27/20310.0%
CPI Swap0.010% 12/09/20240.0%
NUTRITION BIOSCIENCES INC0.017% 01/17/20250.0%
Volkswagen Group of America Finance LLC2.900% 05/13/20220.0%
APi Group DE Inc0.000% 10/07/20280.0%
CPI Swap0.010% 03/31/20310.0%
Drive Auto Receivables Trust 2021-11.020% 06/15/20270.0%
Grand Avenue CRE 2019-FL11.210% 06/15/20370.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN4.342% 05/05/20300.0%
Meituan2.125% 10/28/20250.0%
Navient Private Education Refi Loan Trust 2020-F1.220% 07/15/20690.0%
CPI Swap0.010% 03/02/20240.0%
N-Star REL CDO VIII Ltd0.502% 02/01/20410.0%
AAdvantage Loyalty IP Ltd5.500% 04/20/20280.0%
American Credit Acceptance Receivables Trust 2020-30.620% 10/13/20230.0%
Lennar Corp4.750% 11/15/20220.0%
CPI Swap0.010% 12/05/20240.0%
Bain Capital Credit CLO 2018-21.204% 07/19/20310.0%
CPI Swap0.010% 04/06/20330.0%
Swedbank AB2.800% 03/14/20220.0%
Towd Point Asset Trust 2018-SL10.689% 01/25/20460.0%
Atrium Hotel Portfolio Trust 2017-ATRM1.590% 12/15/20360.0%
Entergy Louisiana LLC0.950% 10/01/20240.0%
Vail Resorts Inc6.250% 05/15/20250.0%
Credit Suisse Group AG4.207% 06/12/20240.0%
CARLYLE US CLO 2017-3 Ltd1.032% 07/20/20290.0%
CPI Swap0.010% 11/15/20240.0%
Drive Auto Receivables Trust 2021-11.450% 01/16/20290.0%
Verizon Owner Trust 2020-B0.470% 02/20/20250.0%
Morgan Stanley4.100% 05/22/20230.0%
CPI Swap0.010% 10/15/20290.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.350% 10/16/20250.0%
Greystone Commercial Real Estate Notes 2018-HC1 Ltd2.240% 09/15/20280.0%
Uber Technologies Inc8.000% 11/01/20260.0%
XPO Logistics Inc6.250% 05/01/20250.0%
CPI Swap0.010% 09/21/20280.0%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.0%
CPI Swap0.010% 07/17/20280.0%
CPI Swap0.010% 04/29/20310.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ1.690% 06/15/20320.0%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.0%
Santander Drive Auto Receivables Trust 2021-10.750% 02/17/20260.0%
Swedbank AB1.300% 06/02/20230.0%
WFRBS Commercial Mortgage Trust 2012-C73.431% 06/15/20450.0%
CPI Swap0.010% 06/07/20330.0%
CPI Swap0.010% 06/04/20330.0%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.0%
Weibo Corp1.250% 11/15/20220.0%
CPI Swap0.010% 01/13/20220.0%
HPEFS Equipment Trust 2020-11.760% 02/20/20300.0%
Volkswagen Group of America Finance LLC3.125% 05/12/20230.0%
Clean Harbors Inc1.837% 06/28/20240.0%
NeuStar Inc0.000% 08/08/20240.0%
CPI Swap0.010% 12/14/20260.0%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.0%
Ammc Clo 19 Ltd2.672% 10/16/20280.0%
Boxer Parent Co Inc9.125% 03/01/20260.0%
CPI Swap0.010% 10/08/20270.0%
ONEOK Inc7.500% 09/01/20230.0%
American Airlines 2014-1 Class B Pass Through Trust4.375% 04/01/20240.0%
CPI Swap0.010% 04/30/20310.0%
OneMain Finance Corp8.875% 06/01/20250.0%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.0%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.0%
Granite US Holdings Corp11.000% 10/01/20270.0%
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd8.000% 09/20/20250.0%
CSMC 2021-AFC1 Trust0.830% 03/25/20560.0%
Puget Energy Inc5.625% 07/15/20220.0%
CSMC 2014-USA OA LLC0.540% 09/15/20370.0%
VeriSign Inc5.250% 04/01/20250.0%
BX Trust 2017-SLCT2.140% 07/15/20340.0%
CPI Swap0.010% 10/30/20300.0%
Greenko Mauritius Ltd6.250% 02/21/20230.0%
BPCE SA2.375% 01/14/20250.0%
Octagon Investment Partners XIV Ltd1.074% 07/15/20290.0%
Prima Capital CRE Securitization4.500% 12/24/20500.0%
OZLM VIII Ltd1.292% 10/17/20290.0%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.0%
Vornado Realty LP2.150% 06/01/20260.0%
CPI Swap0.010% 01/08/20270.0%
BNP Paribas SA4.375% 05/12/20260.0%
Orbia Advance Corp SAB de CV1.875% 05/11/20260.0%
SK Hynix Inc1.500% 01/19/20260.0%
CPI Swap0.010% 08/27/20330.0%
Eni SpA4.000% 09/12/20230.0%
JFIN CLO 2013 Ltd2.332% 01/20/20300.0%
CPI Swap0.010% 05/28/20310.0%
Clear Channel International BV6.625% 08/01/20250.0%
Goldman Sachs Group Inc/The0.909% 10/31/20220.0%
CPI Swap0.010% 06/08/20310.0%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.0%
Citigroup Inc1.678% 05/15/20240.0%
HSBC Holdings PLC0.976% 05/24/20250.0%
CPI Swap0.010% 04/26/20250.0%
CPI Swap0.010% 04/22/20250.0%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.0%
Braskem Finance Ltd6.450% 02/03/20240.0%
Halcyon Loan Advisors Funding 2015-2 Ltd1.774% 07/25/20270.0%
Glencore Funding LLC1.625% 04/27/20260.0%
CPI Swap0.010% 11/21/20360.0%
CPI Swap0.010% 05/31/20280.0%
CPI Swap0.010% 03/23/20310.0%
Kratos Defense & Security Solutions Inc6.500% 11/30/20250.0%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.0%
CPI Swap0.010% 03/20/20220.0%
GS Mortgage Securities Corp Trust 2019-70P1.410% 10/15/20360.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC1.540% 04/15/20310.0%
PFS Financing Corp0.970% 02/15/20260.0%
CPI Swap0.010% 06/03/20310.0%
OCP CLO 2015-10 Ltd1.425% 10/26/20270.0%
CPI Swap0.010% 02/05/20250.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.649% 03/10/20460.0%
BWAY 2013-1515 Mortgage Trust0.403% 03/10/20330.0%
Toll Brothers Finance Corp4.375% 04/15/20230.0%
CPI Swap0.010% 05/03/20220.0%
CPI Swap0.010% 06/01/20280.0%
CPI Swap0.010% 12/02/20240.0%
State of Illinois4.950% 06/01/20230.0%
CPI Swap0.010% 04/09/20310.0%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.0%
CPI Swap0.010% 09/01/20290.0%
CPI Swap0.010% 10/02/20290.0%
Ovintiv Exploration Inc5.625% 07/01/20240.0%
RBS Commercial Funding Inc 2013-GSP Trust3.834% 01/15/20320.0%
CPI Swap0.010% 04/13/20330.0%
Uber Technologies Inc7.500% 05/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT0.376% 07/05/20330.0%
HMH Trust 2017-NSS3.343% 07/05/20310.0%
CPI Swap0.010% 04/14/20330.0%
Travel + Leisure Co6.600% 10/01/20250.0%
Greenko Dutch BV3.850% 03/29/20260.0%
Akbank TAS5.000% 10/24/20220.0%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.0%
CPI Swap0.010% 03/22/20310.0%
CPI Swap0.010% 05/28/20360.0%
CPI Swap0.010% 06/22/20250.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK3.795% 06/05/20320.0%
CPI Swap0.010% 03/19/20310.0%
HMH Trust 2017-NSS4.723% 07/05/20310.0%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.0%
CPI Swap0.010% 04/16/20310.0%
Microchip Technology Inc4.250% 09/01/20250.0%
NatWest Markets PLC0.800% 08/12/20240.0%
CPI Swap0.010% 07/29/20330.0%
CPI Swap0.010% 12/16/20360.0%
Bank of America Corp1.319% 06/19/20260.0%
CPI Swap0.010% 03/29/20330.0%
CPI Swap0.010% 12/23/20310.0%
Danske Bank A/S1.621% 09/11/20260.0%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.0%
CPI Swap0.010% 09/02/20220.0%
Indian Railway Finance Corp Ltd3.730% 03/29/20240.0%
MGM Resorts International6.750% 05/01/20250.0%
CPI Swap0.010% 04/28/20310.0%
CPI Swap0.010% 03/26/20360.0%
AmeriCredit Automobile Receivables Trust 2020-11.480% 01/21/20250.0%
CPI Swap0.010% 03/08/20320.0%
General Motors Financial Co Inc3.700% 05/09/20230.0%
Murphy Oil Corp6.875% 08/15/20240.0%
CPI Swap0.010% 04/07/20330.0%
CPI Swap0.010% 06/06/20280.0%
CPI Swap0.010% 04/26/20310.0%
CPI Swap0.010% 04/07/20330.0%
CPI Swap0.010% 02/08/20290.0%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.0%
CPI Swap0.010% 09/11/20280.0%
CPI Swap0.010% 02/15/20290.0%
GM Financial Consumer Automobile Receivables Trust 2021-10.230% 11/16/20230.0%
CPI Swap0.010% 08/27/20280.0%
CPI Swap0.010% 10/14/20290.0%
CPI Swap0.010% 11/27/20290.0%
Morgan Stanley5.000% 11/24/20250.0%
CPI Swap0.010% 08/14/20280.0%
CPI Swap0.010% 01/30/20380.0%
Harvest Operations Corp1.000% 04/26/20240.0%
Air Lease Corp4.250% 02/01/20240.0%
GS Mortgage Securities Corp Trust 2021-ROSS5.990% 05/15/20260.0%
Bath & Body Works Inc9.375% 07/01/20250.0%
CPI Swap0.010% 04/19/20360.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 12/08/20310.0%
Drive Auto Receivables Trust4.090% 01/15/20260.0%
CPI Swap0.010% 07/25/20280.0%
CPI Swap0.010% 02/27/20290.0%
PFP 2019-6 Ltd1.138% 04/14/20370.0%
World Omni Automobile Lease Securitization Trust 2020-B0.450% 02/15/20240.0%
CPI Swap0.010% 03/30/20330.0%
DBJPM 16-C3 Mortgage Trust1.443% 08/10/20490.0%
NOVA Gas Transmission Ltd7.875% 04/01/20230.0%
CPI Swap0.010% 05/16/20280.0%
CPI Swap0.010% 01/18/20290.0%
Verus Securitization Trust 2021-10.815% 01/25/20660.0%
CPI Swap0.010% 01/13/20290.0%
CPI Swap0.010% 07/06/20280.0%
Popular Inc6.125% 09/14/20230.0%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.0%
CPI Swap0.010% 10/01/20280.0%
CPI Swap0.010% 04/23/20410.0%
EPR Properties5.250% 07/15/20230.0%
Credit Suisse Group AG2.193% 06/05/20260.0%
CPI Swap0.010% 08/09/20280.0%
CPI Swap0.010% 09/09/20340.0%
Hyundai Auto Lease Securitization Trust 2021-A0.250% 04/17/20230.0%
Carvana Auto Receivables Trust 2021-N10.700% 01/10/20280.0%
CPI Swap0.010% 10/09/20280.0%
Muthoot Finance Ltd6.125% 10/31/20220.0%
CPI Swap0.010% 11/17/20360.0%
US Airways 2013-1 Class B Pass Through Trust5.375% 05/15/20230.0%
CPI Swap0.010% 01/24/20290.0%
Nordea Bank Abp4.250% 09/21/20220.0%
UBS Group AG1.008% 07/30/20240.0%
CPI Swap0.010% 05/11/20280.0%
CPI Swap0.010% 04/26/20300.0%
FNB Corp/PA2.200% 02/24/20230.0%
CPI Swap0.010% 08/03/20280.0%
Triton Container International Ltd1.150% 06/07/20240.0%
LSTAR Commercial Mortgage Trust 2016-40.634% 03/10/20490.0%
Apidos CLO XXIV1.082% 10/20/20300.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.125% 05/01/20270.0%
Mercedes-Benz Auto Lease Trust 2021-A0.180% 03/15/20230.0%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.0%
CPI Swap0.010% 12/08/20290.0%
CPI Swap0.010% 03/04/20240.0%
CPI Swap0.010% 02/01/20320.0%
CSMC Trust 2017-PFHP1.040% 12/15/20300.0%
CPI Swap0.010% 05/05/20320.0%
Sempra Energy4.050% 12/01/20230.0%
TCI-Flatiron Clo 2018-1 Ltd1.189% 01/29/20320.0%
West Town Mall Trust 2017-KNOX4.346% 07/05/20300.0%
NUTRITION BIOSCIENCES INC0.014% 01/17/20230.0%
CPI Swap0.010% 05/05/20320.0%
Enviva Partners LP / Enviva Partners Finance Corp6.500% 01/15/20260.0%
EQT Corp3.125% 05/15/20260.0%
Western Midstream Operating LP2.222% 01/13/20230.0%
CPI Swap0.010% 02/21/20310.0%
CPI Swap0.010% 05/06/20310.0%
CPI Swap0.010% 10/01/20350.0%
BPCE SA4.500% 03/15/20250.0%
Ford Motor Credit Co LLC3.087% 01/09/20230.0%
Ford Motor Credit Co LLC3.219% 01/09/20220.0%
IRB Holding Corp6.750% 02/15/20260.0%
Peachtree Corners Funding Trust3.976% 02/15/20250.0%
Avolon Holdings Funding Ltd3.950% 07/01/20240.0%
CPI Swap0.010% 05/12/20360.0%
CPI Swap0.010% 08/12/20360.0%
Howmet Aerospace Inc5.125% 10/01/20240.0%
Romanian Government International Bond4.875% 01/22/20240.0%
CPI Swap0.010% 01/06/20330.0%
iHeartCommunications Inc6.375% 05/01/20260.0%
Glencore Finance Canada Ltd4.250% 10/25/20220.0%
LSTAR Commercial Mortgage Trust 2017-52.776% 03/10/20500.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
POSCO2.375% 11/12/20220.0%
CPI Swap0.010% 06/11/20360.0%
CPI Swap0.010% 09/27/20370.0%
CPI Swap0.010% 12/23/20270.0%
CPI Swap0.010% 09/01/20360.0%
CPI Swap0.010% 10/25/20320.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust2.875% 08/14/20240.0%
International Game Technology PLC6.500% 02/15/20250.0%
Brixmor Operating Partnership LP3.650% 06/15/20240.0%
CPI Swap0.010% 12/21/20270.0%
CPI Swap0.010% 12/29/20270.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK4.036% 06/05/20320.0%
Ally Financial Inc4.625% 03/30/20250.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.240% 04/15/20310.0%
CPI Swap0.010% 09/29/20340.0%
Saudi Arabian Oil Co2.875% 04/16/20240.0%
Toll Brothers Finance Corp4.875% 11/15/20250.0%
CPI Swap0.010% 01/15/20460.0%
Muthoot Finance Ltd4.400% 09/02/20230.0%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.0%
GM Financial Consumer Automobile Receivables Trust 2019-13.370% 08/16/20240.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Goldman Sachs Group Inc/The1.124% 07/24/20230.0%
Credit Suisse Group AG1.305% 02/02/20270.0%
KKR Industrial Portfolio Trust 2021-KDIP0.640% 12/15/20370.0%
CPI Swap0.010% 05/11/20310.0%
CPI Swap0.010% 01/11/20330.0%
Bancolombia SA3.000% 01/29/20250.0%
Hudsons Bay Simon JV Trust 2015-HBS5.159% 08/05/20340.0%
CPI Swap0.010% 01/19/20330.0%
Applied Systems Inc0.000% 09/19/20240.0%
CPI Swap0.010% 10/14/20270.0%
Toyota Auto Receivables 2020-D Owner Trust0.230% 05/15/20230.0%
Saudi Arabian Oil Co1.625% 11/24/20250.0%
Macquarie Group Ltd1.340% 01/12/20270.0%
Benchmark 2021-B23 Mortgage Trust1.620% 02/15/20540.0%
US Foods Inc6.250% 04/15/20250.0%
Egypt Government International Bond6.125% 01/31/20220.0%
Turkiye Vakiflar Bankasi TAO5.750% 01/30/20230.0%
Fannie Mae Pool2.075% 03/01/20420.0%
Fannie Mae Pool2.735% 12/01/20450.0%
CPI Swap0.010% 09/15/20340.0%
American Airlines Inc1.838% 06/27/20250.0%
Forterra Finance LLC4.000% 10/25/20230.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP71.039% 09/15/20500.0%
Diamondback Energy Inc4.750% 05/31/20250.0%
Hawaiian Airlines 2013-1 Class B Pass Through Certificates4.950% 07/15/20230.0%
CPS Auto Receivables Trust 2017-B5.750% 12/15/20230.0%
Mattel Inc3.375% 04/01/20260.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
Fresh Market Inc/The9.750% 05/01/20230.0%
Aviation Capital Group LLC1.950% 01/30/20260.0%
CPI Swap0.010% 03/15/20310.0%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.0%
Goldman Sachs Group Inc/The3.272% 09/29/20250.0%
Verus Securitization Trust 2020-41.502% 05/25/20650.0%
Freddie Mac Non Gold Pool2.140% 11/01/20430.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC2.640% 04/15/20310.0%
Credit Suisse Mortgage Capital Certificates1.616% 04/25/20650.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.975% 07/05/20330.0%
CPI Swap0.010% 04/12/20360.0%
CPI Swap0.010% 05/10/20410.0%
CPI Swap0.010% 04/05/20290.0%
Wells Fargo Commercial Mortgage Trust 2016-LC240.979% 10/15/20490.0%
CPI Swap0.010% 03/28/20290.0%
SLIDE 2018-FUN1.590% 06/15/20310.0%
Deephaven Residential Mortgage Trust 2020-12.339% 01/25/20600.0%
HCA Inc8.360% 04/15/20240.0%
GS Mortgage Securities Corp Trust 2017-STAY1.690% 07/15/20320.0%
Arcos Dorados Holdings Inc5.875% 04/04/20270.0%
CPI Swap0.010% 03/16/20290.0%
Jefferies Group LLC5.125% 01/20/20230.0%
CPI Swap0.010% 09/07/20370.0%
UBS-Barclays Commercial Mortgage Trust 2012-C23.525% 05/10/20630.0%
Ford Motor Credit Co LLC2.979% 08/03/20220.0%
Netflix Inc4.375% 11/15/20260.0%
CPI Swap0.010% 03/23/20320.0%
CPI Swap0.010% 03/10/20320.0%
General Motors Financial Co Inc4.250% 05/15/20230.0%
CPI Swap0.010% 03/06/20320.0%
CPI Swap0.010% 01/23/20330.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 05/17/20360.0%
CPI Swap0.010% 03/15/20290.0%
GS Mortgage Securities Trust 2013-GCJ121.395% 06/10/20460.0%
Capital One Multi-Asset Execution Trust1.720% 08/15/20240.0%
Mountain View CLO X Ltd0.942% 10/13/20270.0%
WFRBS Commercial Mortgage Trust 2012-C74.738% 06/15/20450.0%
Cemig Geracao e Transmissao SA9.250% 12/05/20240.0%
CPI Swap0.010% 04/01/20330.0%
CPI Swap0.010% 02/01/20380.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Atrium Hotel Portfolio Trust 2018-ATRM1.740% 06/15/20350.0%
CPI Swap0.010% 01/26/20290.0%
Standard Chartered PLC1.319% 10/14/20230.0%
CIT Group Inc3.929% 06/19/20240.0%
Columbia Cent CLO 27 Ltd1.724% 10/25/20280.0%
Bausch Health Cos Inc5.500% 11/01/20250.0%
CPI Swap0.010% 03/21/20320.0%
CPI Swap0.010% 08/17/20410.0%
American Airlines Inc2.090% 12/15/20230.0%
CPI Swap0.010% 02/28/20380.0%
CPI Swap0.010% 04/17/20300.0%
CPI Swap0.010% 05/03/20300.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Verus Securitization Trust 2020-12.417% 01/25/20600.0%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.0%
WhiteHorse VIII Ltd1.576% 05/01/20260.0%
MSCG Trust 2015-ALDR2.612% 06/07/20350.0%
CPI Swap0.010% 09/14/20340.0%
CPI Swap0.010% 02/26/20380.0%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/07/20320.0%
Navient Corp5.500% 01/25/20230.0%
CPI Swap0.010% 02/12/20330.0%
Verus Securitization Trust 2020-51.218% 05/25/20650.0%
GS Mortgage Securities Trust 2012-GCJ74.740% 05/10/20450.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C64.819% 05/15/20450.0%
WFRBS Commercial Mortgage Trust 2014-C210.639% 08/15/20470.0%
CPI Swap0.010% 05/21/20280.0%
Petroleos Mexicanos5.375% 03/13/20220.0%
COMM 2020-SBX Mortgage Trust1.670% 01/10/20380.0%
BBCMS Trust 2015-VFM2.466% 03/10/20360.0%
SLIDE 2018-FUN1.890% 06/15/20310.0%
Synovus Bank/Columbus GA2.289% 02/10/20230.0%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.0%
Angel Oak Mortgage Trust 2020-61.261% 05/25/20650.0%
CPI Swap0.010% 04/06/20410.0%
CSMC Trust 2016-NXSR0.103% 12/15/20490.0%
PDC Energy Inc6.125% 09/15/20240.0%
BNP Paribas SA1.323% 01/13/20270.0%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
Glencore Funding LLC4.000% 03/27/20270.0%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.0%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.0%
Volkswagen Group of America Finance LLC3.350% 05/13/20250.0%
Texas Eastern Transmission LP2.800% 10/15/20220.0%
GS Mortgage Securities Corp Trust 2017-STAY1.940% 07/15/20320.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C311.321% 11/15/20490.0%
Morgan Stanley Capital I Trust 2016-UB111.496% 08/15/20490.0%
OneMain Finance Corp5.625% 03/15/20230.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
Santander UK Group Holdings PLC4.750% 09/15/20250.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 09/15/20240.0%
Hyundai Capital America3.000% 06/20/20220.0%
KOC Holding AS5.250% 03/15/20230.0%
BNP Paribas SA4.375% 09/28/20250.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
Baidu Inc3.075% 04/07/20250.0%
SMB Private Education Loan Trust 2021-A0.590% 01/15/20530.0%
Oaktree CLO 2015-1 Ltd1.002% 10/20/20270.0%
Danske Bank A/S5.000% 01/12/20230.0%
Lloyds Banking Group PLC1.326% 06/15/20230.0%
CSMC Trust 2017-MOON3.196% 07/10/20340.0%
Ford Motor Credit Co LLC1.198% 08/03/20220.0%
Santander UK Group Holdings PLC1.089% 03/15/20250.0%
Standard Chartered PLC1.214% 03/23/20250.0%
Hasbro Inc3.000% 11/19/20240.0%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.0%
OneMain Finance Corp6.125% 05/15/20220.0%
Arivo Acceptance Auto Loan Receivables Trust 2019-12.990% 07/15/20240.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
Avolon Holdings Funding Ltd3.625% 05/01/20220.0%
UBS-Barclays Commercial Mortgage Trust 2013-C61.090% 04/10/20460.0%
Government National Mortgage Association3.000% 01/16/20480.0%
COMM 2013-SFS Mortgage Trust1.873% 04/12/20350.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
General Motors Financial Co Inc3.150% 06/30/20220.0%
Ellington Financial Mortgage Trust 2017-10.797% 02/25/20660.0%
CSAIL 2016-C7 Commercial Mortgage Trust0.951% 11/15/20490.0%
Residential Mortgage Loan Trust 2020-12.376% 02/25/20240.0%
JP Morgan Chase Commercial Mortgage Securities Corp0.154% 07/05/20310.0%
Morgan Stanley Capital I Trust 2012-STAR2.084% 08/05/20340.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
DR Horton Inc4.750% 02/15/20230.0%
Foursight Capital Automobile Receivables Trust 2020-12.050% 10/15/20240.0%
DBWF 2016-85T Mortgage Trust0.014% 12/10/20360.0%
Caesars Resort Collection LLC / CRC Finco Inc5.750% 07/01/20250.0%
CPI Swap0.010% 10/22/20290.0%
Freddie Mac Multifamily Structured Pass Through Certificates2.142% 02/25/20320.0%
Csail 2015-C2 Commercial Mortgage Trust0.000% 06/15/20570.0%
BX 2021-MFM10.790% 01/15/20340.0%
CPI Swap0.010% 05/21/20460.0%
Government National Mortgage Association0.792% 12/16/20540.0%
Freddie Mac Multifamily Structured Pass Through Certificates0.171% 11/25/20260.0%
Freddie Mac Non Gold Pool2.031% 02/01/20380.0%
WFRBS Commercial Mortgage Trust 2013-C131.177% 05/15/20450.0%
Fannie Mae Pool2.722% 12/01/20450.0%
Freeport-McMoRan Inc3.875% 03/15/20230.0%
Westinghouse Air Brake Technologies Corp3.200% 06/15/20250.0%
CFCRE Commercial Mortgage Trust 2016-C61.101% 11/10/20490.0%
Fannie Mae Pool2.776% 10/01/20450.0%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 10/11/20230.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.721% 08/15/20490.0%
CFCRE Commercial Mortgage Trust 2016-C70.687% 12/10/20540.0%
Marriott International Inc/MD5.750% 05/01/20250.0%
New York Transportation Development Corp1.610% 12/01/20220.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
New York Transportation Development Corp1.360% 12/01/20210.0%
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC5.750% 03/15/20250.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C230.561% 07/15/20500.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.012% 06/15/20480.0%
Freddie Mac Non Gold Pool2.231% 09/01/20360.0%
Freddie Mac Non Gold Pool2.055% 12/01/20360.0%
Fannie Mae Pool1.786% 10/01/20350.0%
COMM 2013-GAM3.367% 02/10/20280.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Freddie Mac Non Gold Pool2.363% 02/01/20370.0%
Fannie Mae Pool2.100% 12/01/20400.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP40.671% 12/15/20490.0%
MGM Resorts International6.000% 03/15/20230.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Fannie Mae Pool1.861% 06/01/20380.0%
Lennar Corp4.875% 12/15/20230.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK0.527% 06/05/20320.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C100.941% 12/15/20470.0%
Citigroup Commercial Mortgage Trust 2015-GC310.358% 06/10/20480.0%
Fannie Mae Pool1.911% 09/01/20380.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.605% 06/15/20480.0%
Prima Capital CRE Securitization 2013-III Ltd2.214% 10/24/20350.0%
UBS-Barclays Commercial Mortgage Trust 2013-C50.903% 03/10/20460.0%
SITE Centers Corp3.625% 02/01/20250.0%
Fannie Mae Pool1.836% 03/01/20390.0%
Forterra Finance LLC / FRTA Finance Corp6.500% 07/15/20250.0%
COMM 2013-CCRE7 Mortgage Trust1.176% 03/10/20460.0%
CFCRE Commercial Mortgage Trust 2016-C41.636% 05/10/20580.0%
HPEFS Equipment Trust 2020-11.730% 02/20/20300.0%
Fannie Mae Pool2.322% 01/01/20380.0%
COMM 2012-CCRE4 Mortgage Trust1.686% 10/15/20450.0%
CCO Holdings LLC / CCO Holdings Capital Corp5.500% 05/01/20260.0%
JPMBB Commercial Mortgage Securities Trust 2014-C240.907% 11/15/20470.0%
LSTAR Commercial Mortgage Trust 2016-41.767% 03/10/20490.0%
COMM 2014-CCRE19 Mortgage Trust0.955% 08/10/20470.0%
CD 2016-CD1 Mortgage Trust1.390% 08/10/20490.0%
COMM 2013-CCRE8 Mortgage Trust0.330% 06/10/20460.0%
Fannie Mae Pool2.170% 04/01/20400.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
Fannie Mae Pool2.137% 12/01/20400.0%
West Town Mall Trust 2017-KNOX0.371% 07/05/20300.0%
Structured Asset Securities Corp Series 2006-3H5.750% 12/25/20350.0%
Freddie Mac Non Gold Pool2.081% 04/01/20370.0%
Fannie Mae Pool2.189% 12/01/20380.0%
Freddie Mac Non Gold Pool2.157% 05/01/20360.0%
WFRBS Commercial Mortgage Trust 2012-C71.295% 06/15/20450.0%
JPMBB Commercial Mortgage Securities Trust 2015-C290.620% 05/15/20480.0%
Government National Mortgage Association2.900% 10/16/20550.0%
Government National Mortgage Association0.546% 06/16/20540.0%
GS Mortgage Securities Trust 2015-GS10.761% 11/10/20480.0%
Halcyon Loan Advisors Funding 2015-2 Ltd1.204% 07/25/20270.0%
Freddie Mac Non Gold Pool2.136% 10/01/20380.0%
JPMBB Commercial Mortgage Securities Trust 2013-C120.455% 07/15/20450.0%
Fannie Mae Pool2.054% 10/01/20400.0%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.0%
Fannie Mae Pool1.981% 08/01/20380.0%
Citigroup Commercial Mortgage Trust 2014-GC230.211% 07/10/20470.0%
Government National Mortgage Association0.260% 08/16/20540.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC111.231% 04/15/20460.0%
New Century Home Equity Loan Trust Series 2005-A5.454% 08/25/20350.0%
GS Mortgage Securities Trust 2012-GCJ91.919% 11/10/20450.0%
Fannie Mae Pool2.267% 03/01/20380.0%
SABLE PERMIAN RESOURCES WARR0.000% -0.0%
CPS Auto Receivables Trust 2019-D2.350% 11/15/20230.0%
COMM 2010-C1 Mortgage Trust5.547% 07/10/20460.0%
Government National Mortgage Association0.327% 01/16/20550.0%
Fannie Mae Pool1.914% 08/01/20370.0%
Morgan Stanley Capital I Trust 2012-C41.825% 03/15/20450.0%
DBWF Mortgage Trust0.423% 06/10/20340.0%
UTEX INDUSTRIES0.000% -0.0%
Interest Rate Swap0.173% 10/21/20250.0%
Interest Rate Swap0.049% 10/21/20220.0%
Interest Rate Swap0.080% 10/21/20220.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.376% 06/10/20270.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.034% 06/10/20270.0%
OGX Austria GmbH8.500% 06/01/20180.0%
Dommo Energia SA0.000% -0.0%
UTEX INDUSTRIES0.000% -0.0%
GRAY TELEVISION INC0.000% 08/12/20220.0%
Interest Rate Swap0.080% 10/21/20250.0%
CPI Swap0.010% 09/30/20240.0%
CPI Swap0.010% 11/30/20310.0%
CPI Swap0.010% 04/17/20260.0%
CPI Swap0.010% 10/20/20340.0%
CPI Swap0.010% 12/07/20310.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 12/05/20220.0%
CPI Swap0.010% 04/10/20220.0%
CPI Swap0.010% 11/21/20220.0%
CPI Swap0.010% 05/22/20220.0%
CPI Swap0.010% 06/09/20220.0%
CPI Swap0.010% 06/08/20260.0%
CPI Swap0.010% 07/22/20230.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 05/25/20230.0%
CPI Swap0.010% 12/08/20240.0%
CPI Swap0.010% 07/10/20250.0%
CPI Swap0.010% 04/05/20320.0%
CPI Swap0.010% 03/30/20320.0%
CPI Swap0.010% 07/05/20260.0%
CPI Swap0.010% 11/10/20220.0%
CPI Swap0.010% 04/24/20230.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 02/24/20220.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 12/06/20240.0%
CPI Swap0.010% 02/10/20220.0%
CPI Swap0.010% 07/08/20220.0%
CPI Swap0.010% 03/22/20320.0%
CPI Swap0.010% 01/19/20220.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 02/10/20230.0%
CPI Swap0.010% 12/13/20240.0%
CPI Swap0.010% 06/26/20230.0%
CPI Swap0.010% 04/03/20230.0%
CPI Swap0.010% 11/30/2023-0.1%
CPI Swap0.010% 10/01/2025-0.1%
CPI Swap0.010% 02/07/2033-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 04/20/2023-0.1%
CPI Swap0.010% 02/21/2022-0.1%
CPI Swap0.010% 03/12/2022-0.1%
CPI Swap0.010% 04/11/2022-0.1%
CPI Swap0.010% 03/20/2022-0.1%
CPI Swap0.010% 03/25/2022-0.1%
CPI Swap0.010% 02/26/2022-0.1%
US 2YR NOTE (CBT) Dec210.000% 01/05/2022-0.1%
CPI Swap0.010% 02/15/2033-0.1%
CPI Swap0.010% 03/05/2038-0.1%
CPI Swap0.010% 01/16/2038-0.1%
CPI Swap0.010% 08/28/2022-0.1%

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

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

For
YTD Dividends Paidas of 12/06/2021
$0.272
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 11/30/2021 $0.01998 $12.44
Daily Daily 10/31/2021 $0.01891 $12.49
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 12/31/2021

Fees & Expenses

Fees & Expenses

Sales Charge Schedule as of 12/06/2021

  Sales Charge Dealer's Concession Prices at Breakpoint
Less than $100,000 2.25% 2.00% $12.70
$100,000 to $249,999 1.75% 1.50% $12.63
$250,000 to $499,999 1.25% 1.00% $12.57
$500,000 to $999,999 0.00% 1.00% $12.41
$1,000,000 to $5,000,000 0.00% 1.00% $12.41

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 11/30/2021

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 derivat