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Inflation Focused Fund

Daily price w/o sales charge as of 03/27/2020

$9.56

arrowDown$0.06

YTD Returns w/o sales charge as of 03/27/2020

-15.45%

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

Click here to view all legal text including risk information

Summary

Summary

What is the Inflation Focused Fund?

The Fund seeks to deliver total returns that exceed the rate of inflation in the U.S. over a full inflation cycle and current income by combining investments in inflation-linked derivatives with a portfolio of fixed income securities.
 

EXPERIENCED INVESTMENT TEAM

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

HIGHER INCOME POTENTIAL WITH LOWER DURATION

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

TRUE INFLATION PROTECTION

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

Yield

Dividend Yield 1 as of 03/27/2020  

w/o sales charge 4.01%
w/ sales charge 3.92%

30-Day Standardized Yield 2 as of 02/29/2020  

2.09%

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

Expense Ratioas of 02/29/2020

Fund Basicsas of 02/28/2020

Total Net Assets
$957.65 M
Inception Date
04/29/2011
Dividend Frequency
Monthly (Daily Accrual)
Number of Holdings
1298
Minimum Initial Investment
$1,500+

Fund Expense Ratio :

0.66%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -2.21% 0.01% 0.65% 0.80% - 0.44%
Lipper Category Avg. Inflation Protected Bond Funds 2.20% 8.14% 3.04% 2.18% - -
w/ sales charge -4.39% -2.28% -0.11% 0.35% - 0.18%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 4.86% 4.86% 1.61% 1.49% - 0.71%
Lipper Category Avg. Inflation Protected Bond Funds 7.39% 7.39% 2.68% 2.05% - -
w/ sales charge 2.50% 2.50% 0.84% 1.02% - 0.44%

Fund Expense Ratio :

0.66%

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

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

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

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

Maturity Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years

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

Credit Quality Distribution as of 02/28/2020 View Portfolio

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

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

Investment Team

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

26 Years of Industry Experience

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

Partner & Portfolio Manager

22 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Director of Taxable Fixed Income

19 Years of Industry Experience

Hyun Lee
Hyun Lee, CFA

Portfolio Manager

19 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Chief Investment Officer

29 Years of Industry Experience

Supported By 63 Investment Professionals with 16 Years Avg. Industry Experience

Contact a Representative

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

Performance

Performance

Dividend Yield 1 as of 03/27/2020  

w/o sales charge 4.01%
w/ sales charge 3.92%

30-Day Standardized Yield 2 as of 02/29/2020  

  Subsidized5 Un-Subsidized6
w/o sales charge 2.09% 2.09%

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

Fund Expense Ratio :

0.66%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge -2.21% 0.01% 0.65% 0.80% - 0.44%
Lipper Category Avg. Inflation Protected Bond Funds 2.20% 8.14% 3.04% 2.18% - -
w/ sales charge -4.39% -2.28% -0.11% 0.35% - 0.18%

Fund Expense Ratio :

0.66%

Fund Expense Ratio :

0.66%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 04/29/2011
w/o sales charge 4.86% 4.86% 1.61% 1.49% - 0.71%
Lipper Category Avg. Inflation Protected Bond Funds 7.39% 7.39% 2.68% 2.05% - -
w/ sales charge 2.50% 2.50% 0.84% 1.02% - 0.44%

Fund Expense Ratio :

0.66%

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
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
2020 - - - - -15.43%
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 02/29/2020

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
ABS
High Yield Corporate
Bank Loans
MBS
Sovereign
U.S. Government Related
Other
Cash

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

Rating Assets
Less than 1 year
1-2.99 years
3-4.99 years
5-6.99 years
7-9.99 years

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

Credit Quality Distribution as of 02/28/2020

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

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

Portfolio Positioning as of 12/31/2019

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

Portfolio Details as of 02/28/2020

Total Net Assets
$957.65 M
Number of Issues
1298
Average Coupon
3.69%
Average Life
2.4 Years
Average Maturity
2.4 Years
Average Effective Duration
2.03 Years

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

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

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

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

Holding Coupon Maturity Assets
BX Commercial Mortgage Trust 2019-XL 2.579% 10/15/2036 1.0%
VNO Mortgage Trust 2.996% 11/15/2030 1.0%
DBWF 2018-AMXP Mortgage Trust 3.747% 05/05/2035 0.7%
JP Morgan Chase Commercial Mortgage Securities Tru 3.905% 05/05/2030 0.7%
Sabine Pass Liquefaction LLC 5.625% 04/15/2023 0.7%
BBCMS 2018-TALL Mortgage Trust 2.381% 03/15/2037 0.6%
AT&T, Inc. 3.312% 06/12/2024 0.6%
Synchrony Credit Card Master Note Trust 2.640% 03/15/2023 0.5%
JP Morgan Chase Commercial Mortgage Securities Tru 3.429% 06/10/2027 0.5%
UBS AG 7.625% 08/17/2022 0.5%
% of Total Assets 6.8%
Holding Coupon Maturity Assets
U.S. Treasury Note/Bond1.375% 01/31/20222.9%
BX Commercial Mortgage Trust 2019-XL2.596% 10/15/20361.1%
VNO Mortgage Trust2.996% 11/15/20301.0%
DBWF 2018-AMXP Mortgage Trust3.873% 05/05/20350.7%
JP Morgan Chase Commercial Mortgage Securities Tru3.905% 05/05/20300.6%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.6%
BBCMS 2018-TALL Mortgage Trust2.398% 03/15/20370.6%
AT&T, Inc.3.312% 06/12/20240.5%
UBS AG7.625% 08/17/20220.5%
Synchrony Credit Card Master Note Trust2.640% 03/15/20230.5%
JP Morgan Chase Commercial Mortgage Securities Tru3.429% 06/10/20270.5%
Barclays Dryrock Issuance Trust1.976% 05/15/20230.5%
Synchrony Credit Card Master Note Trust2.190% 06/15/20230.5%
UBS-Barclays Commercial Mortgage Trust3.347% 03/10/20460.5%
Citigroup Commercial Mortgage Trust3.635% 05/10/20350.5%
NBCUniversal Enterprise, Inc.5.250% 06/19/20990.4%
Dell International LLC / EMC Corp.5.450% 06/15/20230.4%
BX Commercial Mortgage Trust 2018-BIOA2.347% 03/15/20370.4%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.4%
Synchrony Credit Card Master Note Trust2.210% 05/15/20240.4%
Ford Credit Floorplan Master Owner Trust A2.840% 03/15/20240.4%
Continental Resources, Inc.5.000% 09/15/20220.4%
FREMF 2015-K721 Mortgage Trust3.681% 11/25/20470.4%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.4%
Lloyds Bank plc6.500% 09/14/20200.4%
Ford Credit Auto Owner Trust 2018-REV23.470% 01/15/20300.4%
Newell Rubbermaid, Inc.3.850% 04/01/20230.4%
Ford Credit Floorplan Master Owner Trust A2.160% 09/15/20220.4%
CSMC Trust 2017-LSTK2.761% 04/05/20330.4%
MPLX L.P.6.375% 05/01/20240.4%
Ford Motor Credit Co. LLC5.875% 08/02/20210.3%
Energy Transfer Operating LP5.875% 01/15/20240.3%
BAT Capital Corp3.222% 08/15/20240.3%
Fresenius Medical Care US Finance II, Inc.5.875% 01/31/20220.3%
JPMBB Commercial Mortgage Securities Trust4.079% 02/15/20470.3%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.3%
Universal Health Services, Inc.4.750% 08/01/20220.3%
Reynolds Group Issuer, Inc.5.750% 10/15/20200.3%
Benchmark 2019-B12 Mortgage Trust3.555% 08/15/20520.3%
COMM 2016-GCT Mortgage Trust3.577% 08/10/20290.3%
BB-UBS Trust3.584% 06/05/20300.3%
GS Mortgage Securities Corp Trust 2019-70P2.676% 10/15/20360.3%
LMREC 2019-CRE3 Inc3.061% 12/22/20350.3%
DLL 2018-1 LLC3.100% 04/18/20220.3%
Broadcom Inc3.625% 10/15/20240.3%
Golden Credit Card Trust3.440% 10/15/20250.3%
Abe Investment Holdings, Inc.2.896% 11/04/20220.3%
Benchmark 2019-B12 Mortgage Trust3.555% 08/15/20520.3%
ABN Amro Bank NV6.250% 04/27/20220.3%
Westlake Automobile Receivables Trust 2019-23.060% 02/15/20230.3%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.3%
World Financial Network Credit Card Master Trust2.030% 04/15/20250.3%
Flagship Credit Auto Trust 2018-33.070% 02/15/20230.3%
Equinix, Inc.5.375% 05/15/20270.3%
Wells Fargo Commercial Mortgage Trust4.218% 07/15/20460.3%
GS Mortgage Securities Trust3.557% 04/10/20310.3%
Ford Credit Floorplan Master Owner Trust A3.060% 04/15/20260.3%
Baidu, Inc.4.375% 05/14/20240.3%
BB-UBS Trust2.892% 06/05/20300.3%
Perimeter Master Note Business Trust4.310% 12/15/20220.3%
First National Master Note Trust 2017-22.116% 10/16/20230.3%
Vistra Operations Co LLC3.550% 07/15/20240.3%
Continental Resources, Inc.4.500% 04/15/20230.3%
Ares XLI Clo Ltd3.031% 01/15/20290.3%
Elm CLO 2014-1 Ltd3.586% 01/17/20290.3%
Drive Auto Receivables Trust3.660% 11/15/20240.3%
Oasis Petroleum, Inc.6.875% 03/15/20220.3%
BBCMS 2018-TALL Mortgage Trust4.113% 03/15/20370.3%
Bayer US Finance II LLC3.875% 12/15/20230.3%
Viterra, Inc.5.950% 08/01/20200.3%
Drive Auto Receivables Trust3.720% 09/16/20240.3%
CPI Swap0.010% 09/30/20240.3%
CSMC Trust 2017-MOON3.303% 07/10/20340.3%
Hudsons Bay Simon JV Trust3.914% 08/05/20340.3%
Carrizo Oil & Gas, Inc.6.250% 04/15/20230.3%
Anglo American Capital plc3.750% 04/10/20220.3%
CenturyLink, Inc.0.000% 11/01/20220.3%
Barclays Bank plc10.179% 06/12/20210.3%
PFS Financing Corp.2.890% 02/15/20230.3%
CenturyLink, Inc.0.000% 01/28/20250.3%
UBS-Barclays Commercial Mortgage Trust3.244% 04/10/20460.3%
Baidu, Inc.3.875% 09/29/20230.3%
Charter Communications, Inc. CL A4.322% 03/31/20230.3%
TCF Auto Receivables Owner Trust 2015-24.240% 08/15/20220.2%
Origin Energy Finance Ltd.5.450% 10/14/20210.2%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.2%
Enel Finance International N.V.2.875% 05/25/20220.2%
BlueMountain CLO 2012-2 Ltd2.949% 11/20/20280.2%
Jefferies Group LLC6.875% 04/15/20210.2%
Intesa Sanpaolo SpA6.500% 02/24/20210.2%
Diamondback Energy, Inc.5.375% 05/31/20250.2%
JP Morgan Chase Commercial Mortgage Securities Cor0.639% 07/05/20310.2%
UBS AG Registered Shares5.125% 05/15/20240.2%
Parallel 2015-1 Ltd2.669% 07/20/20270.2%
Energy Transfer Operating LP4.250% 03/15/20230.2%
Antero Resources Corp.5.125% 12/01/20220.2%
LSTAR Commercial Mortgage4.500% 03/10/20500.2%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.2%
Greystone Commercial Real Estate Notes 2018-HC1 Lt3.226% 09/15/20280.2%
Prima Capital CRE Securitization4.500% 12/24/20500.2%
Nationstar Mortgage Holdings, Inc.8.125% 07/15/20230.2%
Citigroup Commercial Mortgage Trust4.371% 09/10/20460.2%
Las Vegas Sands Corp.3.200% 08/08/20240.2%
Leucadia National Corp.5.500% 10/18/20230.2%
JPMBB Commercial Mortgage Securities Trust 2013-C14.133% 08/15/20460.2%
BB-UBS Trust3.584% 06/05/20300.2%
Invitation Homes, Inc.3.589% 02/06/20220.2%
COMM 2014-LC15 Mortgage Trust3.727% 04/10/20470.2%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.2%
Morgan Stanley Bank of America Merrill Lynch Trust3.277% 10/15/20300.2%
CarMax Auto Owner Trust 2017-31.970% 04/15/20220.2%
Ally Financial, Inc.5.125% 09/30/20240.2%
NextGear Floorplan Master Owner Trust2.540% 04/18/20220.2%
DLL 2018-1 LLC3.270% 04/17/20260.2%
GS Mortgage Securities Corp. II2.954% 11/05/20340.2%
Palmer Square Loan Funding 2018-5 Ltd2.669% 01/20/20270.2%
Santander Drive Auto Receivables Trust 2017-23.490% 07/17/20230.2%
JP Morgan Chase Commercial Mortgage Securities Tru3.742% 09/05/20320.2%
Glencore Funding LLC4.125% 05/30/20230.2%
Enogex LLC6.250% 03/15/20200.2%
TIBCO Software, Inc.11.375% 12/01/20210.2%
General Motors Financial Co., Inc.5.100% 01/17/20240.2%
Hudsons Bay Simon JV Trust4.504% 08/05/20340.2%
TransAlta Corp.4.500% 11/15/20220.2%
Schlumberger Holdings Corp.3.750% 05/01/20240.2%
CarMax Auto Owner Trust 2017-42.110% 10/17/20220.2%
Solera Finance, Inc.10.500% 03/01/20240.2%
SCF Equipment Leasing 2019-1 LLC3.230% 10/20/20240.2%
Anglo American Capital plc4.125% 09/27/20220.2%
NextGear Floorplan Master Owner Trust3.690% 10/15/20230.2%
Equifax, Inc.3.028% 08/15/20210.2%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.2%
General Electric Co.4.650% 10/17/20210.2%
Morgan Stanley Bank of America Merrill Lynch Trust4.298% 08/15/20460.2%
NGPL Pipeco LLC4.375% 08/15/20220.2%
Dryden XXV Senior Loan Fund3.181% 10/15/20270.2%
Park Aerospace Holdings Ltd4.500% 03/15/20230.2%
Range Resources Corp.5.000% 08/15/20220.2%
Prosus NV6.000% 07/18/20200.2%
Nordea Bank Abp4.875% 05/13/20210.2%
GS Mortgage Securities Corp Trust 2012-ALOHA3.551% 04/10/20340.2%
Acadia Healthcare Co., Inc.6.125% 03/15/20210.2%
Seven Generations Energy Ltd.6.750% 05/01/20230.2%
Ascentium Equipment Receivables 2019-12.840% 06/10/20220.2%
Equinix, Inc.5.875% 01/15/20260.2%
Acadia Healthcare Co., Inc.5.125% 07/01/20220.2%
D.R. Horton, Inc.5.750% 08/15/20230.2%
Santander Drive Auto Receivables Trust 2018-53.520% 12/15/20220.2%
LCM XXIV Ltd3.129% 03/20/20300.2%
Cardinal Health, Inc.3.079% 06/15/20240.2%
CPI Swap0.010% 04/18/20240.2%
Ford Credit Auto Owner Trust 2019-C1.880% 07/15/20220.2%
DTE Energy Co.2.529% 10/01/20240.2%
Reliance Holdings USA, Inc.5.400% 02/14/20220.2%
ZF North America Capital, Inc.4.750% 04/29/20250.2%
AbbVie, Inc.2.600% 11/21/20240.2%
Capital Auto Receivables Asset Trust 2018-23.270% 06/20/20230.2%
West CLO 2014-2 Ltd2.713% 01/16/20270.2%
VEREIT Operating Partnership L.P.4.600% 02/06/20240.2%
Santander Drive Auto Receivables Trust 2018-53.810% 12/16/20240.2%
GS Mortgage Securities Corp Trust 2018-RIVR2.626% 07/15/20350.2%
Nissan Master Owner Trust Receivables2.106% 04/18/20220.2%
Orec 2018-CRE1 Ltd2.856% 06/15/20360.2%
CNOOC Curtis Funding No 1 Pty Ltd.4.500% 10/03/20230.2%
Magnetite XVIII Ltd2.990% 11/15/20280.2%
Bayer US Finance II LLC3.375% 07/15/20240.2%
Towd Point Asset Trust 2018-SL12.308% 01/25/20460.2%
Standard Chartered plc4.247% 01/20/20230.2%
SL Green Realty Corp.4.500% 12/01/20220.2%
Imperial Tobacco Finance plc3.125% 07/26/20240.2%
Aircastle Ltd.5.000% 04/01/20230.2%
TPG Real Estate Finance 2018-FL2 Issuer LTD2.867% 11/15/20370.2%
Panera Bread Company3.438% 07/18/20220.2%
Ford Motor Credit Co. LLC5.584% 03/18/20240.2%
Cardinal Health, Inc.3.500% 11/15/20240.2%
NXP BV / NXP Funding LLC3.875% 09/01/20220.2%
California Republic Auto Receivables Trust 2018-13.140% 08/15/20220.2%
ONEOK, Inc.7.500% 09/01/20230.2%
COMM 2014-CCRE18 Mortgage Trust3.828% 07/15/20470.2%
CityLine Commercial Mortgage Trust 2016-CLNE2.871% 11/10/20310.2%
DBWF 2018-AMXP Mortgage Trust4.122% 05/05/20350.2%
Walgreen Co.3.800% 11/18/20240.2%
DBGS 2018-BIOD Mortgage Trust2.479% 05/15/20350.2%
BBCMS Trust0.525% 03/12/20360.2%
Thacher Park CLO Ltd.2.979% 10/20/20260.2%
BAMLL Trust4.420% 07/11/20330.2%
Apex Credit CLO 2016 Ltd3.094% 10/27/20280.2%
Comision Federal de Electricidad4.875% 01/15/20240.2%
Park Aerospace Holdings Ltd5.500% 02/15/20240.2%
WhiteHorse VIII Ltd3.359% 05/01/20260.2%
Synovus Financial Corp.3.125% 11/01/20220.2%
CoreVest American Finance 2018-1 Trust3.804% 06/15/20510.2%
Santander Drive Auto Receivables Trust 2019-32.490% 10/15/20250.2%
OCP CLO 2016-12 Ltd2.939% 10/18/20280.2%
Macquarie Group Ltd.4.150% 03/27/20240.2%
Discover Card Execution Note Trust1.890% 10/15/20240.2%
Dominion Resources, Inc.4.104% 04/01/20210.2%
BBCMS Trust 2018-BXH2.676% 10/15/20370.2%
SCF Equipment Leasing 2018-1 LLC3.630% 10/20/20240.2%
Tencent Holdings Ltd.3.280% 04/11/20240.2%
HCA, Inc.5.000% 03/15/20240.2%
Parsley Energy LLC6.250% 06/01/20240.2%
Palmer Square Loan Funding 2018-1 Ltd2.431% 04/15/20260.2%
AmeriCredit Automobile Receivables Trust 2017-22.970% 03/20/20230.2%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.2%
Hilton Orlando Trust 2018-ORL2.446% 12/15/20340.2%
SLIDE 2018-FUN2.576% 06/15/20310.2%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.2%
Aircastle Ltd.4.400% 09/25/20230.2%
Madison Avenue Trust4.169% 10/12/20320.2%
ENI SpA4.000% 09/12/20230.2%
CNH Industrial NV4.500% 08/15/20230.2%
Jamestown CLO VII Ltd.2.624% 07/25/20270.1%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.1%
Regatta VI Funding Ltd2.899% 07/20/20280.1%
BankUnited, Inc.4.875% 11/17/20250.1%
Government National Mortgage Association2.700% 07/16/20570.1%
JP Morgan Chase Commercial Mortgage Securities Tru5.350% 07/05/20330.1%
Wells Fargo & Co.2.406% 10/30/20250.1%
Amur Equipment Finance Receivables VI LLC3.890% 07/20/20220.1%
Towd Point Mortgage Trust 2019-HY22.661% 05/25/20580.1%
JFIN CLO 2013 Ltd3.209% 01/20/20300.1%
Owens Corning4.200% 12/01/20240.1%
Nvent Finance Sarl3.950% 04/15/20230.1%
BX Trust 2017-SLCT3.726% 07/15/20340.1%
JP Morgan Chase Commercial Mortgage Securities Tru0.555% 07/05/20330.1%
CNH Capital LLC4.200% 01/15/20240.1%
Government National Mortgage Association2.650% 11/16/20500.1%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.1%
Drive Auto Receivables Trust 2019-32.630% 09/15/20220.1%
ONEOK, Inc.3.647% 11/19/20210.1%
Chesapeake Funding II LLC1.910% 08/15/20290.1%
GS Mortgage Securities Corp. II3.007% 12/10/20300.1%
Sophia LP / Sophia Finance, Inc.9.000% 09/30/20230.1%
Turkiye Vakiflar Bankasi Tao5.625% 05/30/20220.1%
PFP 2019-6 Ltd2.727% 04/14/20370.1%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.1%
COMM Mortgage Trust3.807% 05/10/20480.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.488% 05/05/20300.1%
Drive Auto Receivables Trust 2019-42.840% 11/17/20250.1%
UBS-BAMLL Trust3.663% 06/10/20300.1%
Bank of The West Auto Trust 2017-12.110% 01/15/20230.1%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.1%
SCF Equipment Leasing 2019-2 LLC2.220% 06/20/20240.1%
Government National Mortgage Association2.650% 11/17/20480.1%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.1%
Ally Financial, Inc.3.875% 05/21/20240.1%
Atrium Hotel Portfolio Trust 2018-ATRM2.626% 06/15/20350.1%
Master Credit Card Trust II Series 2018-12.144% 07/21/20240.1%
Dominion Resources, Inc.3.071% 08/15/20240.1%
NRG Energy, Inc.3.750% 06/15/20240.1%
NVA Holdings, Inc.5.099% 02/02/20250.1%
ALM VII Ltd3.001% 07/15/20290.1%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.1%
Wells Fargo Commercial Mortgage Trust 2014-LC163.548% 08/15/20500.1%
DLL Securitization Trust 2017-A2.430% 11/17/20250.1%
Nexteer Automotive Group Ltd.5.875% 11/15/20210.1%
COMM 2013-CCRE9 Mortgage Trust4.363% 07/10/20450.1%
PPL WEM Ltd./Western Power Distribution Ltd.5.375% 05/01/20210.1%
UBS-Barclays Commercial Mortgage Trust2.792% 12/10/20450.1%
Salem Fields CLO Ltd 2016-23.494% 10/25/20280.1%
Transdigm, Inc.4.145% 06/09/20230.1%
Concho Resources, Inc.4.375% 01/15/20250.1%
Hudsons Bay Simon JV Trust4.666% 08/05/20340.1%
Government National Mortgage Association2.750% 06/16/20580.1%
British Telecommunications plc4.500% 12/04/20230.1%
Marvell Technology Group3.708% 06/04/20210.1%
Citibank Credit Card Issuance Trust2.880% 01/23/20230.1%
Royal Caribbean Cruises Ltd.5.250% 11/15/20220.1%
N-Star REL CDO Ltd.2.154% 02/01/20410.1%
WFRBS Commercial Mortgage Trust3.311% 03/15/20450.1%
Anchorage Capital CLO 4-R Ltd2.845% 01/28/20310.1%
Citigroup, Inc.3.352% 04/24/20250.1%
BX Trust 2017-SLCT4.826% 07/15/20340.1%
Kinross Gold Corp.5.950% 03/15/20240.1%
General Motors Financial Co., Inc.3.950% 04/13/20240.1%
Conn's Receivables Funding 2019-B LLC2.660% 06/17/20240.1%
PTL Finance Corp.3.450% 07/01/20240.1%
Spirit AeroSystems, Inc.3.950% 06/15/20230.1%
Danske Bank A/S5.000% 01/12/20220.1%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.1%
Equitable Holdings Inc3.900% 04/20/20230.1%
COMM Mortgage Trust3.213% 03/10/20460.1%
Westlake Automobile Receivables Trust 2019-32.410% 10/15/20240.1%
American Airlines, Inc.3.649% 04/28/20230.1%
Chesapeake Funding II LLC2.120% 11/15/20290.1%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.1%
Silversea Cruise Finance Ltd.7.250% 02/01/20250.1%
SL Green Operating Partnership L.P.3.250% 10/15/20220.1%
Bayer US Finance II LLC3.129% 12/15/20230.1%
Brixmor Operating Partnership L.P.3.250% 09/15/20230.1%
Steel Dynamics, Inc.5.500% 10/01/20240.1%
Westlake Automobile Receivables Trust 2018-32.980% 01/18/20220.1%
Avolon Holdings Funding Ltd5.125% 10/01/20230.1%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.1%
American Airlines Class B Pass Through Trust4.375% 10/01/20220.1%
Highwoods Realty L.P.3.625% 01/15/20230.1%
World Financial Network Credit Card Master Trust2.550% 06/17/20240.1%
Enel Finance International N.V.2.650% 09/10/20240.1%
Hyundai Capital Services, Inc.3.000% 08/29/20220.1%
UBS Group AG3.368% 05/23/20230.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.976% 06/15/20320.1%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.1%
OCP CLO 2016-12 Ltd3.419% 10/18/20280.1%
FREED ABS TRUST 2018-23.990% 10/20/20250.1%
Southern Star Central Corp.5.125% 07/15/20220.1%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.1%
AREIT 2018-CRE2 Trust2.650% 11/14/20350.1%
Government National Mortgage Association2.700% 04/16/20570.1%
Hess Corp.3.500% 07/15/20240.1%
Bank of America Corp.4.000% 01/22/20250.1%
Ford Credit Auto Owner Trust 2016-REV22.030% 12/15/20270.1%
Occidental Petroleum Corp.2.900% 08/15/20240.1%
Occidental Petroleum Corp.6.950% 07/01/20240.1%
Zions Bancorp NA3.350% 03/04/20220.1%
ASB Bank Ltd3.750% 06/14/20230.1%
Husky Energy, Inc.4.000% 04/15/20240.1%
Wabtec Corp.4.150% 03/15/20240.1%
Altice Financing S.A.6.625% 02/15/20230.1%
CSMC Trust0.697% 09/15/20370.1%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.1%
Las Vegas Sands Corp.2.900% 06/25/20250.1%
Assurant, Inc.4.200% 09/27/20230.1%
Illinois, IL4.950% 06/01/20230.1%
Syngenta Finance NV3.933% 04/23/20210.1%
Government National Mortgage Association2.600% 07/16/20580.1%
Reynolds American, Inc.4.850% 09/15/20230.1%
LYB Americas Finance Co3.445% 03/29/20220.1%
CGRBS Commercial Mortgage Trust3.369% 03/13/20350.1%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.1%
GS Mortgage Securities Trust3.777% 06/10/20460.1%
Weibo Corp.3.500% 07/05/20240.1%
Enel Finance International N.V.2.750% 04/06/20230.1%
Associated Bank NA/Green Bay WI3.500% 08/13/20210.1%
Morgan Stanley Bank of America Merrill Lynch Trust3.695% 12/15/20480.1%
National Oilwell Varco, Inc.2.600% 12/01/20220.1%
Government National Mortgage Association2.750% 02/16/20580.1%
UBS-Barclays Commercial Mortgage Trust2.850% 12/10/20450.1%
COMM Mortgage Trust3.898% 03/10/20310.1%
Bayer US Finance II LLC2.750% 07/15/20210.1%
DBWF 2018-AMXP Mortgage Trust3.956% 05/05/20350.1%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.1%
Arbor Realty Commercial Real Estate Notes 2018-FL12.826% 06/15/20280.1%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.1%
MPLX L.P.6.250% 10/15/20220.1%
Romania4.875% 01/22/20240.1%
AmeriCredit Automobile Receivables Trust 2017-42.040% 07/18/20220.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Trimble Navigation Ltd.4.150% 06/15/20230.1%
UBS-Barclays Commercial Mortgage Trust3.091% 08/10/20490.1%
Benefit Street Partners CLO IV Ltd3.069% 01/20/20290.1%
Benefit Street Partners CLO IV Ltd3.569% 01/20/20290.1%
BWAY Mortgage Trust0.534% 03/10/20330.1%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.1%
SCF Equipment Leasing 2019-1 LLC3.040% 03/20/20230.1%
HMH Trust 2017-NSS3.062% 07/05/20310.1%
Motel 6 Trust 2017-MTL65.926% 08/15/20340.1%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
Government National Mortgage Association1.039% 12/16/20540.1%
NBK SPC Ltd.2.750% 05/30/20220.1%
Ford Motor Credit Co. LLC3.065% 09/24/20200.1%
Government National Mortgage Association2.600% 08/16/20580.1%
Anchorage Capital CLO 3-R Ltd2.845% 01/28/20310.1%
Marathon Petroleum Corp.5.375% 10/01/20220.1%
COMM 2016-GCT Mortgage Trust0.784% 08/10/20290.1%
Wells Fargo Commercial Mortgage Trust 2018-C474.361% 09/15/20610.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.829% 10/15/20450.1%
Hyundai Auto Receivables Trust 2019-B1.930% 07/15/20220.1%
Verus Securitization Trust 2020-12.417% 01/25/20600.1%
BX Trust 2017-APPL4.826% 07/15/20340.1%
Bank of America Corp.2.456% 10/22/20250.1%
Carlyle Global Market Strategies CLO Ltd.2.709% 01/18/20290.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.684% 07/05/20330.1%
Jamestown CLO VII Ltd.3.094% 07/25/20270.1%
CPG Merger Sub LLC8.000% 10/01/20210.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)7.659% 08/13/20210.1%
Midwest Connector Capital Co LLC3.625% 04/01/20220.1%
Atrium Hotel Portfolio Trust 2018-ATRM3.106% 06/15/20350.1%
AmeriCredit Automobile Receivables Trust 2016-22.870% 11/08/20210.1%
AmeriCredit Automobile Receivables 2016-13.590% 02/08/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.549% 07/05/20330.1%
Macquarie Group Ltd.3.189% 11/28/20230.1%
Toronto-Dominion Bank2.437% 12/01/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.276% 06/15/20320.1%
Irvine Core Office Trust2.068% 05/15/20480.1%
LTF Merger Sub, Inc.8.500% 06/15/20230.1%
Exeter Automobile Receivables Trust 2019-42.300% 12/15/20230.1%
GS Mortgage Securities Corp Trust 2017-STAY2.526% 07/15/20320.1%
World Omni Auto Receivables Trust 2018-D3.440% 12/16/20240.1%
Swedbank AB2.800% 03/14/20220.1%
BX Trust 2018-BILT2.476% 05/15/20300.1%
Ready Capital Mortgage Financing 2018-Fl2 LLC2.511% 06/25/20350.1%
Watco Cos. LLC / Watco Finance Corp.6.375% 04/01/20230.1%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.1%
Federal National Mortgage Assoc.4.346% 03/01/20420.1%
Santander Drive Auto Receivables Trust 2017-22.790% 08/15/20220.1%
Atrium Hotel Portfolio Trust 2017-ATRM3.176% 12/15/20360.1%
Exeter Automobile Receivables Trust 2017-32.810% 09/15/20220.1%
Federal National Mortgage Assoc.2.710% 12/01/20450.1%
Halcyon Loan Advisors Funding Ltd.2.874% 07/25/20270.1%
CSMC 2017-HD Trust2.626% 02/15/20310.1%
Arivo Acceptance Auto Loan Receivables Trust 2019-2.990% 07/15/20240.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt3.826% 09/15/20280.1%
AmeriCredit Automobile Receivables Trust 2017-42.360% 12/19/20220.1%
Nutrien Ltd3.375% 03/15/20250.1%
WFRBS Commercial Mortgage Trust3.431% 06/15/20450.1%
Eclipse Resources Corp.8.875% 07/15/20230.1%
LSTAR Commercial Mortgage2.776% 03/10/20500.1%
SCANA Corp.4.750% 05/15/20210.1%
CarMax Auto Owner Trust 2017-32.220% 11/15/20220.1%
Illinois, IL6.125% 07/01/20210.1%
Arconic Inc5.125% 10/01/20240.1%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.1%
Puget Energy, Inc.6.000% 09/01/20210.1%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.1%
Kenya Government International Bond6.875% 06/24/20240.1%
DBJPM 16-C3 Mortgage Trust1.625% 08/10/20490.1%
Gazprom OAO Via Gaz Capital SA6.510% 03/07/20220.1%
Citibank Credit Card Issuance Trust2.490% 01/20/20230.1%
Perusahaan Penerbit SBSN Indonesia III3.400% 03/29/20220.1%
AIB Group PLC4.263% 04/10/20250.1%
Itau Unibanco Holding SA (Cayman Islands)2.900% 01/24/20230.1%
Oaktree CLO Ltd.2.671% 10/20/20270.1%
World Financial Network Credit Card Master Trust3.950% 08/15/20250.1%
Weibo Corp.1.250% 11/15/20220.1%
Irvine Core Office Trust3.279% 05/15/20480.1%
SM Energy Co.6.125% 11/15/20220.1%
Texas Gas Transmission LLC4.500% 02/01/20210.1%
NextGear Floorplan Master Owner Trust4.010% 10/15/20230.1%
Ammc Clo 19 Ltd.4.381% 10/16/20280.1%
GS Mortgage Securities Trust1.556% 06/10/20460.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.143% 10/05/20310.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.676% 06/15/20320.1%
Aviation Capital Group Corp.3.875% 05/01/20230.1%
SABIC Capital II BV4.000% 10/10/20230.1%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.1%
Mountain Hawk III CLO Ltd.3.019% 04/18/20250.1%
Greenko Mauritius Ltd6.250% 02/21/20230.1%
Danske Bank A/S3.001% 09/20/20220.1%
AIB Group PLC4.750% 10/12/20230.1%
LSTAR Commercial Mortgage Trust 2016-40.756% 03/10/20490.1%
CPI Swap0.010% 02/16/20280.1%
CPI Swap0.010% 12/08/20240.1%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.1%
CPI Swap0.010% 01/19/20220.1%
Oaktree CLO 2014-13.195% 05/13/20290.1%
Drive Auto Receivables Trust4.090% 01/15/20260.1%
Santander UK Group Holdings plc3.373% 01/05/20240.1%
HT Global IT Solutions Holdings Ltd7.000% 07/14/20210.1%
National Fuel Gas Co.4.900% 12/01/20210.1%
OZLM Ltd.3.006% 10/17/20290.1%
Sempra Energy2.501% 01/15/20210.1%
Federal Home Loan Mortgage Corp.3.144% 11/01/20430.1%
Syngenta Finance NV3.698% 04/24/20200.1%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.1%
PTL Finance Corp.2.700% 11/01/20240.1%
Synchrony Credit Card Master Note Trust2.550% 05/15/20240.1%
Goldman Sachs Group, Inc.2.707% 10/31/20220.1%
JFIN CLO 2013 Ltd4.019% 01/20/20300.1%
HCA, Inc.5.250% 04/15/20250.1%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.1%
COMM Mortgage Trust3.532% 08/10/20470.1%
Northwoods Capital 20 Ltd3.901% 01/25/20300.1%
ZF North America Capital, Inc.4.000% 04/29/20200.1%
Government National Mortgage Association2.600% 10/16/20570.1%
SESI LLC7.125% 12/15/20210.1%
Becton, Dickinson & Co.2.979% 12/29/20200.1%
BAT Capital Corp2.789% 09/06/20240.1%
CPS Auto Receivables Trust 2019-D2.540% 08/15/20240.1%
Government National Mortgage Association2.600% 09/16/20510.1%
BX Trust 2018-GW2.476% 05/15/20350.1%
Halcyon Loan Advisors Funding Ltd.3.444% 07/25/20270.1%
PG&E Corp5.029% 12/31/20200.1%
Hilton Orlando Trust 2018-ORL3.376% 12/15/20340.1%
Palmer Square Loan Funding 2018-5 Ltd3.219% 01/20/20270.1%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.1%
Laredo Petroleum Holdings, Inc.9.500% 01/15/20250.1%
Midwest Connector Capital Co LLC3.900% 04/01/20240.1%
Hyundai Capital America3.250% 09/20/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.876% 04/15/20310.1%
GS Mortgage Securities Corp Trust 2019-70P2.996% 10/15/20360.1%
NextEra Energy Capital Holdings, Inc.2.767% 05/04/20210.1%
Morgan Stanley2.720% 07/22/20250.1%
Catholic Health Initiatives2.760% 10/01/20240.1%
UBS-Barclays Commercial Mortgage Trust3.649% 03/10/20460.1%
AmeriCredit Automobile Receivables Trust 2017-32.240% 06/19/20230.1%
UBS-Barclays Commercial Mortgage Trust3.525% 05/10/20630.1%
Hudson Pacific Properties4.138% 04/01/20220.1%
Drive Auto Receivables Trust 2019-23.170% 11/15/20230.1%
HMH Trust 2017-NSS3.343% 07/05/20310.1%
Energen Corp.4.625% 09/01/20210.1%
Smithfield Foods, Inc.3.350% 02/01/20220.1%
OCP CLO 2015-10 Ltd3.094% 10/26/20270.1%
Sinopec Group Overseas Development 2018 Ltd2.500% 11/12/20240.1%
BX Trust 2017-APPL3.726% 07/15/20340.1%
CPI Swap0.010% 12/11/20240.1%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.1%
HMH Trust 2017-NSS4.723% 07/05/20310.1%
ING Bank NV5.800% 09/25/20230.1%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.1%
Bermuda Government International Bond4.138% 01/03/20230.1%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.1%
Sri Lanka (Democratic Socialist Republic of)5.750% 04/18/20230.1%
RBS Commercial Funding Inc 2013-GSP Trust3.961% 01/15/20320.1%
Akbank TAS5.000% 10/24/20220.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.795% 06/05/20320.1%
TCF Auto Receivables Owner Trust 2016-12.320% 06/15/20220.1%
ENI SpA4.150% 10/01/20200.1%
CPI Swap0.010% 02/10/20230.1%
CNAC HK Finbridge Co Ltd3.500% 07/19/20220.1%
BanColombia SA3.000% 01/29/20250.1%
Drive Auto Receivables Trust4.530% 08/15/20230.1%
Golden Credit Card Trust2.620% 01/15/20230.1%
US Airways Class B Pass Through Trust5.375% 11/15/20210.1%
DLL Securitization Trust 2017-A2.140% 12/15/20210.1%
CenterPoint Energy, Inc.2.500% 09/01/20240.1%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.1%
Duqesne Light Holdings, Inc.6.400% 09/15/20200.1%
Drive Auto Receivables Trust3.360% 10/17/20220.1%
Goldman Sachs Group, Inc.3.272% 09/29/20250.1%
MediArena Acquisition B.V. (fka AP NMT Acquisition B.V.)10.908% 08/13/20220.1%
PFS Financing Corp.2.076% 02/17/20220.1%
BDS 2018-FL12.519% 01/15/20350.1%
Hasbro, Inc.3.000% 11/19/20240.1%
AES Corp.4.875% 05/15/20230.1%
General Motors Financial Co., Inc.3.700% 05/09/20230.1%
Air Lease Corp.4.250% 02/01/20240.1%
Freeport-McMoRan, Inc.4.550% 11/14/20240.1%
MDC-GMTN BV2.500% 11/07/20240.1%
Mountain View CLO X Ltd2.668% 10/13/20270.1%
Chaparral Energy, Inc.8.750% 07/15/20230.1%
Chesapeake Funding II LLC1.990% 05/15/20290.1%
Fresenius Medical Care US Finance, Inc.5.750% 02/15/20210.1%
Global Aircraft Leasing Co Ltd6.500% 09/15/20240.1%
General Motors Financial Co., Inc.2.900% 02/26/20250.1%
Standard Chartered Bank Hong Kong Ltd5.875% 06/24/20200.1%
GS Mortgage Securities Trust3.778% 11/10/20290.1%
Oceaneering International, Inc.4.650% 11/15/20240.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The2.526% 01/15/20330.1%
Asbury Automotive Group, Inc.6.000% 12/15/20240.1%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.1%
GATX Corp.4.350% 02/15/20240.1%
Popular, Inc.6.125% 09/14/20230.1%
RETL 2019-RVP3.776% 03/15/20360.1%
CPS Auto Receivables Trust 2019-D2.350% 11/15/20230.1%
Joseph T Ryerson & Son, Inc.11.000% 05/15/20220.1%
Nissan Motor Acceptance Corp.2.794% 09/28/20220.1%
Synchrony Credit Card Master Note Trust2.370% 03/15/20230.1%
New Residential Mortgage Loan Trust2.464% 01/26/20600.1%
Genesys Telecommunications Laboratories Inc/Greene10.000% 11/30/20240.1%
Aircastle Ltd.7.625% 04/15/20200.1%
CPI Swap0.010% 01/19/20220.1%
National Fuel Gas Co.3.750% 03/01/20230.1%
Hudsons Bay Simon JV Trust5.331% 08/05/20340.1%
Nordea Bank Abp4.250% 09/21/20220.1%
RPI Finance Trust3.869% 05/04/20220.1%
TechnipFMC PLC3.450% 10/01/20220.1%
Eldorado Resorts, Inc.7.000% 08/01/20230.1%
CPI Swap0.010% 11/30/20230.1%
GS Mortgage Securities Corp Trust 2017-STAY3.626% 07/15/20320.1%
Wells Fargo Commercial Mortgage Trust5.820% 11/15/20430.1%
Puget Energy, Inc.5.625% 07/15/20220.1%
Glencore Funding LLC4.625% 04/29/20240.1%
Muthoot Finance Ltd6.125% 10/31/20220.1%
CPS Auto Receivables Trust 2019-B5.000% 03/17/20250.1%
Seminole Tribe of Florida4.331% 07/08/20240.1%
HD Supply Inc.5.575% 08/01/20240.1%
Saudi Arabian Oil Co2.875% 04/16/20240.1%
MSCG Trust4.181% 11/15/20340.1%
UBS-Barclays Commercial Mortgage Trust1.262% 04/10/20460.1%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.1%
Morgan Stanley Bank of America Merrill Lynch Trust2.918% 02/15/20460.1%
NOVA Chemicals Corp.5.250% 08/01/20230.1%
Adani Ports & Special Economic Zone Ltd3.950% 01/19/20220.1%
Williams Scotsman International Inc7.875% 12/15/20220.1%
CSMC 2017-HD Trust5.326% 02/15/20310.1%
Enel Finance International N.V.4.250% 09/14/20230.1%
Cimarex Energy Co.4.375% 06/01/20240.1%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.1%
Enterprise Development Authority/The12.000% 07/15/20240.1%
Perimeter Master Note Business Trust6.020% 12/15/20220.1%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.1%
Texas Eastern Transmission L.P.4.125% 12/01/20200.1%
Kemper Corp.4.350% 02/15/20250.1%
Daimler Finance North America LLC2.452% 05/04/20210.1%
SCANA Corp.4.125% 02/01/20220.1%
JPMCC Commercial Mortgage Securities Trust 2017-JP1.218% 09/15/20500.1%
Aventura Mall Trust3.867% 12/05/20320.1%
RP Crown Parent LLC7.375% 10/15/20240.1%
Bermuda Government International Bond4.854% 02/06/20240.1%
CSMC Trust 2017-PFHP2.626% 12/15/20300.1%
Delos Finance Sarl4.081% 10/06/20230.1%
Discover Bank3.350% 02/06/20230.1%
Sempra Energy4.050% 12/01/20230.1%
Morgan Stanley Capital Barclays Bank Trust 2016-MA2.817% 09/13/20310.1%
CHT 2017-COSMO Mortgage Trust3.076% 11/15/20360.1%
Ingles Markets, Inc.5.750% 06/15/20230.1%
Studio City Co Ltd7.250% 11/30/20210.1%
Albertsons Cos Inc / Safeway Inc / New Albertsons5.750% 03/15/20250.1%
Western Gas Partners L.P.2.698% 01/13/20230.1%
NXP BV / NXP Funding LLC4.625% 06/01/20230.1%
Range Resources Corp.5.000% 03/15/20230.1%
KREF 2018-FL1 Ltd2.769% 06/15/20360.1%
Numericable Group S.A.7.375% 05/01/20260.1%
BX Trust 2018-GW3.446% 05/15/20350.1%
Calpine Corp.5.750% 01/15/20250.1%
Ford Motor Co3.335% 12/31/20220.1%
Eagle Holding Co. II LLC7.625% 05/15/20220.1%
Peachtree Corners Funding Trust3.976% 02/15/20250.1%
SoFi Professional Loan Program 2017-E LLC1.860% 11/26/20400.1%
CPI Swap0.010% 02/24/20220.1%
CPI Swap0.010% 08/23/20260.1%
CPI Swap0.010% 01/11/20290.1%
Ford Motor Credit Co. LLC3.219% 01/09/20220.1%
The Royal Bank of Scotland Group PLC6.125% 12/15/20220.1%
HMH Trust 2017-NSS3.787% 07/05/20310.1%
Morgan Stanley Capital I Trust2.084% 08/05/20340.0%
Ford Motor Credit Co. LLC3.087% 01/09/20230.0%
H&E Equipment Services, Inc.5.625% 09/01/20250.0%
CPI Swap0.010% 02/10/20220.0%
JBS USA LLC/JBS USA Finance, Inc.5.875% 07/15/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.171% 06/05/20320.0%
CarMax Auto Owner Trust 2017-32.720% 05/15/20230.0%
Florida Gas Transmission Co., LLC3.875% 07/15/20220.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
CPI Swap0.010% 01/10/20290.0%
POSCO2.375% 11/12/20220.0%
Brixmor Operating Partnership L.P.3.650% 06/15/20240.0%
Citigroup, Inc.4.400% 06/10/20250.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.576% 04/15/20310.0%
Select Medical Corp.6.250% 08/15/20260.0%
PPL Capital Funding, Inc.3.500% 12/01/20220.0%
Drive Auto Receivables Trust3.720% 10/17/20220.0%
FirstEnergy Transmission LLC4.350% 01/15/20250.0%
Morgan Stanley Capital I Trust2.252% 03/15/20450.0%
COMM 2014-LC15 Mortgage Trust4.006% 04/10/20470.0%
ACC Trust 2019-13.750% 05/20/20220.0%
TCF Auto Receivables Owner Trust 2016-12.030% 02/15/20220.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.160% 10/15/20490.0%
GM Financial Consumer Automobile Receivables Trust3.370% 08/16/20240.0%
WFRBS Commercial Mortgage Trust0.794% 08/15/20470.0%
Morgan Stanley4.100% 05/22/20230.0%
Drive Auto Receivables Trust4.180% 03/15/20240.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
SLIDE 2018-FUN3.526% 06/15/20310.0%
Petroleos Mexicanos4.250% 01/15/20250.0%
Wyndham Worldwide Corp.5.625% 03/01/20210.0%
Boral Finance Pty Ltd3.000% 11/01/20220.0%
California Republic Auto Receivables Trust 2015-43.730% 11/15/20210.0%
Northwoods Capital 20 Ltd3.221% 01/25/20300.0%
China Overseas Finance Cayman V Ltd.3.950% 11/15/20220.0%
CPS Auto Receivables Trust 2018-B3.580% 03/15/20230.0%
Comision Federal de Electricidad4.875% 05/26/20210.0%
Transocean Sentry Ltd5.375% 05/15/20230.0%
DAE Funding LLC4.000% 08/01/20200.0%
Danske Bank A/S5.375% 01/12/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.661% 06/05/20320.0%
Capital One Multi-Asset Execution Trust2.000% 01/17/20230.0%
CSMC Trust 2017-PFHP3.276% 12/15/20300.0%
Santander Drive Auto Receivables Trust 2017-32.760% 12/15/20220.0%
KazMunayGas National Co.3.875% 04/19/20220.0%
People's United Financial, Inc.3.650% 12/06/20220.0%
Commercial Mortgage Trust5.807% 07/10/20380.0%
Wabtec Corp.3.419% 09/15/20210.0%
MSCG Trust2.612% 06/07/20350.0%
Titan International, Inc.6.500% 11/30/20230.0%
Fairstone Financial Issuance Trust I3.948% 03/21/20330.0%
General Mills, Inc.3.012% 10/17/20230.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
CPI Swap0.010% 07/22/20260.0%
Jersey Central Power & Light Co.4.700% 04/01/20240.0%
LMREC 2015-CRE, Inc.3.911% 02/22/20320.0%
Duqesne Light Holdings, Inc.5.900% 12/01/20210.0%
CarMax Auto Owner Trust 2017-32.440% 02/15/20230.0%
Evergy Inc2.450% 09/15/20240.0%
Turkiye Vakiflar Bankasi Tao5.750% 01/30/20230.0%
Banco de Credito del Peru2.700% 01/11/20250.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Park Aerospace Holdings Ltd5.250% 08/15/20220.0%
Phillips 662.732% 02/26/20210.0%
CPI Swap0.010% 12/13/20240.0%
CommScope, Inc.5.500% 03/01/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities T3.201% 10/05/20310.0%
COMM Mortgage Trust1.873% 04/12/20350.0%
BX Trust 2018-BILT3.446% 05/15/20300.0%
Park Aerospace Holdings Ltd3.625% 03/15/20210.0%
CPI Swap0.010% 12/06/20240.0%
SCANA Corp.6.250% 04/01/20200.0%
D.R. Horton, Inc.4.375% 09/15/20220.0%
JP Morgan Chase Commercial Mortgage Securities Cor0.308% 07/05/20310.0%
CSMC 2017-HD Trust4.176% 02/15/20310.0%
CSMC Trust 2017-LSTK3.030% 04/05/20330.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
Murphy Oil Corp.6.875% 08/15/20240.0%
Volkswagen Group of America Finance LLC4.250% 11/13/20230.0%
CSMC 2017-HD Trust3.026% 02/15/20310.0%
CPI Swap0.010% 07/10/20250.0%
World Omni Select Auto Trust 2018-13.680% 07/15/20230.0%
Manufacturers & Traders Trust Co3.020% 12/28/20200.0%
Embraer Overseas Ltd.5.696% 09/16/20230.0%
Hecla Mining Co.6.875% 05/01/20210.0%
BBCMS Trust2.466% 03/10/20360.0%
ENVA 2019-A LLC3.960% 06/22/20260.0%
Morgan Stanley Bank of America Merrill Lynch Trust1.553% 11/15/20490.0%
Madison Park Funding XVI Ltd3.719% 04/20/20260.0%
MSCG Trust5.205% 11/15/20340.0%
Capital Auto Receivables Asset Trust 2017-12.220% 03/21/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.976% 04/15/20310.0%
Bayer US Finance II LLC4.250% 12/15/20250.0%
CarMax Auto Owner Trust1.600% 06/15/20220.0%
First Investors Auto Owner Trust 2018-24.030% 01/15/20250.0%
Flowserve Corp.4.000% 11/15/20230.0%
Citigroup Commercial Mortgage Trust3.753% 03/10/20470.0%
Comfort Holding, LLC6.150% 02/05/20240.0%
Government National Mortgage Association2.300% 02/16/20470.0%
Morgan Stanley Capital I Trust 2016-UB111.757% 08/15/20490.0%
LMREC 2015-CRE, Inc.2.641% 02/22/20320.0%
XPO Logistics, Inc.6.500% 06/15/20220.0%
Fairstone Financial Issuance Trust I6.299% 03/21/20330.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.984% 07/05/20330.0%
CNO Financial Group, Inc.5.250% 05/30/20250.0%
CPI Swap0.010% 03/21/20240.0%
SLIDE 2018-FUN2.926% 06/15/20310.0%
JP Morgan Chase Commercial Mortgage Securities Tru3.384% 07/05/20330.0%
WFRBS Commercial Mortgage Trust1.333% 05/15/20450.0%
Shelter Growth CRE 2018-FL1 Issuer Ltd2.676% 01/15/20350.0%
GS Mortgage Securities Trust2.636% 11/10/20290.0%
Macquarie Bank Ltd.6.625% 04/07/20210.0%
WFRBS Commercial Mortgage Trust4.903% 06/15/20450.0%
ZF North America Capital, Inc.4.500% 04/29/20220.0%
AOA 2015-1177 Mortgage Trust2.957% 12/13/20290.0%
Viking Cruises Ltd.6.250% 05/15/20250.0%
CSMC Trust 2016-NXSR0.254% 12/15/20490.0%
GS Mortgage Securities Corp Trust 2017-STAY2.776% 07/15/20320.0%
CPI Swap0.010% 01/16/20400.0%
CPI Swap0.010% 10/17/20200.0%
SLIDE 2018-FUN0.976% 12/15/20200.0%
INFOR US, Inc.6.500% 05/15/20220.0%
Spectra Energy Partners L.P.4.600% 06/15/20210.0%
CPI Swap0.010% 07/18/20260.0%
GE Capital International Funding Co.2.342% 11/15/20200.0%
Ford Motor Credit Co. LLC2.979% 08/03/20220.0%
CPI Swap0.010% 08/04/20260.0%
Federal National Mortgage Assoc.2.820% 10/01/20450.0%
CHT 2017-COSMO Mortgage Trust3.926% 11/15/20360.0%
Broadcom Corp. / Broadcom Cayman Finance Ltd.2.650% 01/15/20230.0%
CPI Swap0.010% 11/08/20200.0%
General Motors Financial Co., Inc.4.250% 05/15/20230.0%
AerCap Ireland Capital Ltd.4.875% 01/16/20240.0%
Government National Mortgage Association2.900% 05/16/20540.0%
West Town Mall Trust 2017-KNOX0.521% 07/05/20300.0%
Williams Cos., Inc.4.500% 11/15/20230.0%
CPI Swap0.010% 12/19/20240.0%
Gulfport Energy Corp.6.625% 05/01/20230.0%
Dollar Tree, Inc.4.000% 05/15/20250.0%
CPI Swap0.010% 11/06/20200.0%
Atrium Hotel Portfolio Trust 2018-ATRM3.326% 06/15/20350.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 03/15/20230.0%
Hyundai Capital America3.450% 03/12/20210.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
Occidental Petroleum Corp.2.700% 08/15/20220.0%
American Airlines, Inc.3.676% 12/14/20230.0%
Avis Budget Rental Car Funding2.630% 12/20/20210.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
WFRBS Commercial Mortgage Trust 2012-C102.875% 12/15/20450.0%
Columbia Cent CLO 27 Ltd3.394% 10/25/20280.0%
CSMC Trust 2017-LSTK3.442% 04/05/20330.0%
Santander Drive Auto Receivables Trust 2016-14.020% 04/15/20220.0%
Trimble Navigation Ltd.4.750% 12/01/20240.0%
CPI Swap0.010% 12/19/20240.0%
GS Mortgage Securities Trust4.740% 05/10/20450.0%
Kinross Gold Corp.5.125% 09/01/20210.0%
First Investors Auto Owner Trust 2018-13.510% 05/15/20230.0%
Harvest Operations Corp.4.200% 06/01/20230.0%
Government National Mortgage Association3.000% 01/16/20480.0%
Syngenta Finance NV4.441% 04/24/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.819% 05/15/20450.0%
Avery Point CLO Ltd.2.816% 07/17/20260.0%
SLIDE 2018-FUN3.226% 06/15/20310.0%
BBCMS Trust3.821% 09/05/20320.0%
LSTAR Commercial Mortgage2.417% 03/10/20500.0%
Federal National Mortgage Assoc.2.657% 12/01/20450.0%
Aston Martin Capital Holdings Ltd6.500% 04/15/20220.0%
GS Mortgage Securities Corp Trust 2016-RENT4.202% 02/10/20290.0%
WFRBS Commercial Mortgage Trust1.496% 06/15/20450.0%
CPI Swap0.010% 12/21/20250.0%
CPI Swap0.010% 12/14/20240.0%
CSMC Trust 2017-LSTK3.229% 04/05/20330.0%
WGL Holdings, Inc.2.682% 03/12/20200.0%
Prestige Auto Receivables Trust 2019-13.010% 08/15/20250.0%
Cigna Corp4.125% 11/15/20250.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
WPX Energy, Inc.5.250% 10/15/20270.0%
CPI Swap0.010% 01/03/20260.0%
General Electric Co.3.375% 03/11/20240.0%
TCF Auto Receivables Owner Trust 2016-PT11.930% 06/15/20220.0%
Australia & New Zealand Banking Group Ltd.4.500% 03/19/20240.0%
Centene Corp.5.375% 06/01/20260.0%
Continental Resources, Inc.3.800% 06/01/20240.0%
CPI Swap0.010% 11/02/20200.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Laureate Education, Inc.8.250% 05/01/20250.0%
Master Credit Card Trust3.570% 07/21/20220.0%
California Republic Auto Receivables Trust 2016-12.240% 10/15/20210.0%
UBS-Barclays Commercial Mortgage Trust1.087% 03/10/20460.0%
Martin Marietta Materials, Inc.2.800% 05/22/20200.0%
Glencore Funding LLC3.000% 10/27/20220.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.110% 11/15/20490.0%
COMM 2016-COR1 Mortgage Trust2.499% 10/10/20490.0%
Texas Eastern Transmission L.P.2.800% 10/15/20220.0%
CPI Swap0.010% 08/22/20260.0%
CPS Auto Receivables Trust6.580% 03/15/20220.0%
GS Mortgage Securities Corp Trust 2017-STAY3.026% 07/15/20320.0%
Csail Commercial Mortgage Trust0.124% 06/15/20570.0%
Avid Automobile Receivables Trust 2018-12.840% 08/15/20230.0%
UTEX Industries5.645% 05/22/20210.0%
ABN Amro Bank NV4.750% 07/28/20250.0%
Bombardier, Inc.8.750% 12/01/20210.0%
Turkiye Halk Bankasi AS3.875% 02/05/20200.0%
PG&E Corp5.029% 12/31/20200.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
BBVA Bancomer SA6.500% 03/10/20210.0%
GLP Financing, LLC3.281% 04/28/20210.0%
Medco Straits Services Pte Ltd8.500% 08/17/20220.0%
Hyundai Capital America3.000% 06/20/20220.0%
GM Financial Automobile Leasing Trust 2017-22.430% 06/21/20210.0%
Williams Cos., Inc.7.875% 09/01/20210.0%
CFCRE Commercial Mortgage Trust5.933% 12/15/20470.0%
DBWF 2016-85T Mortgage Trust0.116% 12/10/20360.0%
Morgan Stanley5.000% 11/24/20250.0%
Capitol Investment Merger Sub 2 LLC10.000% 08/01/20240.0%
First Investors Auto Owner Trust 2018-24.280% 01/15/20250.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.115% 12/15/20470.0%
Virgin Media Finance plc6.000% 10/15/20240.0%
CPI Swap0.010% 11/20/20200.0%
Lukoil International Finance BV6.125% 11/09/20200.0%
Illinois, IL6.200% 07/01/20210.0%
Anglo American Capital plc4.125% 04/15/20210.0%
Government National Mortgage Association0.888% 06/16/20540.0%
Arconic Inc5.400% 04/15/20210.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Ford Motor Credit Co. LLC3.339% 03/28/20220.0%
Equate Petrochemical BV3.000% 03/03/20220.0%
Viper Energy Partners LP5.375% 11/01/20270.0%
GTH Finance BV6.250% 04/26/20200.0%
Morgan Stanley Capital I Trust3.350% 07/13/20290.0%
Aviation Capital Group Corp.2.875% 01/20/20220.0%
CNAC HK Finbridge Co Ltd3.000% 07/19/20200.0%
American Airlines Class B Pass Through Trust5.625% 01/15/20210.0%
American Energy-Permian Basin LLC12.000% 10/01/20240.0%
Flagship Credit Auto Trust 2017-42.070% 04/15/20220.0%
Government National Mortgage Association2.900% 10/16/20550.0%
CPI Swap0.010% 12/27/20250.0%
Dell International LLC / EMC Corp.4.000% 07/15/20240.0%
Seneca Park CLO Ltd.2.956% 07/17/20260.0%
Blue Cube Spinco, Inc.9.750% 10/15/20230.0%
Citigroup, Inc.5.500% 09/13/20250.0%
Americold LLC Trust3.847% 01/14/20290.0%
CPI Swap0.010% 03/02/20240.0%
CPI Swap0.010% 08/02/20240.0%
Fairstone Financial Issuance Trust I7.257% 03/21/20330.0%
Foursight Capital Automobile Receivables Trust 2022.050% 10/15/20240.0%
Uber Technologies5.145% 07/13/20230.0%
CPI Swap0.010% 12/27/20250.0%
Callon Petroleum Co.6.125% 10/01/20240.0%
Federal Home Loan Mortgage Corp.0.303% 11/25/20260.0%
Government National Mortgage Association0.773% 08/16/20540.0%
EPR Properties5.250% 07/15/20230.0%
IHS Markit Ltd4.125% 08/01/20230.0%
FHC Health Systems, Inc.5.945% 12/23/20210.0%
CPS Auto Receivables Trust 2019-C2.840% 06/16/20250.0%
CPI Swap0.010% 01/04/20260.0%
Federal Home Loan Mortgage Corp.2.224% 02/25/20320.0%
Freeport-McMoRan, Inc.3.875% 03/15/20230.0%
WFRBS Commercial Mortgage Trust1.123% 05/15/20470.0%
Ascentium Equipment Receivables 2017-1 Trust2.290% 06/10/20210.0%
DBUBS Mortgage Trust4.998% 07/10/20440.0%
WFRBS Commercial Mortgage Trust 2012-C92.870% 11/15/20450.0%
CPI Swap0.010% 11/10/20220.0%
JMC Steel Group9.875% 06/15/20230.0%
CPI Swap0.010% 01/21/20400.0%
CFCRE Commercial Mortgage Trust 2016-C61.302% 11/10/20490.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.796% 04/15/20310.0%
CPI Swap0.010% 12/28/20250.0%
Fairstone Financial Issuance Trust I5.084% 03/21/20330.0%
TCF Auto Receivables Owner Trust 2016-12.510% 09/15/20220.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 04/11/20220.0%
M/I Homes, Inc.5.625% 08/01/20250.0%
General Motors Financial Co., Inc.3.150% 06/30/20220.0%
Energy Transfer Partners LP / Regency Energy Finan4.500% 11/01/20230.0%
COMM Mortgage Trust1.345% 03/10/20460.0%
D.R. Horton, Inc.4.750% 02/15/20230.0%
COMM Mortgage Trust0.528% 06/10/20460.0%
DDR Corp.4.625% 07/15/20220.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.904% 08/15/20490.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
CFCRE Commercial Mortgage Trust 2016-C70.882% 12/10/20540.0%
COMM Mortgage Trust1.852% 10/15/20450.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 12/15/20230.0%
Morgan Stanley Bank of America Merrill Lynch Trust0.794% 07/15/20500.0%
Federal Home Loan Mortgage Corp.4.636% 02/01/20380.0%
Highwoods Realty L.P.3.200% 06/15/20210.0%
PTL Finance Corp.3.900% 02/01/20240.0%
Federal National Mortgage Assoc.3.994% 12/01/20400.0%
Cigna Corp2.489% 03/17/20200.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/01/20260.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Federal National Mortgage Assoc.3.830% 06/01/20380.0%
Welltower, Inc.4.500% 01/15/20240.0%
Wells Fargo Commercial Mortgage Trust0.099% 06/15/20480.0%
Federal Home Loan Mortgage Corp.4.206% 12/01/20360.0%
Newell Rubbermaid, Inc.4.700% 08/15/20200.0%
Federal National Mortgage Assoc.4.051% 10/01/20350.0%
William Lyon Homes, Inc.7.000% 08/15/20220.0%
Government National Mortgage Association2.900% 08/16/20550.0%
Federal Home Loan Mortgage Corp.4.479% 09/01/20360.0%
Suncor Energy Ventures Corp9.400% 09/01/20210.0%
CPI Swap0.010% 12/05/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.676% 06/15/20350.0%
CPI Swap0.010% 02/13/20260.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.143% 10/05/20310.0%
Federal Home Loan Mortgage Corp.4.034% 02/01/20370.0%
TCF Auto Receivables Owner Trust 2015-23.750% 12/15/20210.0%
Kinetic Concepts, Inc. / KCI USA, Inc.12.500% 11/01/20210.0%
Acadia Healthcare Co., Inc.5.625% 02/15/20230.0%
WFRBS Commercial Mortgage Trust4.869% 02/15/20440.0%
Continental Credit Card 2016-111.330% 01/15/20250.0%
Bill Barrett Corp.7.000% 10/15/20220.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.869% 12/15/20490.0%
Conn's Receivables Funding 2018-A LLC3.250% 01/15/20230.0%
CPI Swap0.010% 08/24/20260.0%
Fresenius Medical Care US Finance II, Inc.4.125% 10/15/20200.0%
QEP Resources, Inc.6.875% 03/01/20210.0%
Capital Auto Receivables Asset Trust 2017-12.020% 08/20/20210.0%
CPI Swap0.010% 11/21/20220.0%
GS Mortgage Securities Corp Trust 2012-ALOHA4.267% 04/10/20340.0%
CPI Swap0.010% 04/01/20260.0%
Morgan Stanley Capital I Trust0.188% 07/13/20290.0%
CPI Swap0.010% 01/15/20290.0%
CPS Auto Receivables Trust 2019-A3.890% 12/16/20240.0%
AmeriCredit Automobile Receivables Trust 2016-31.800% 10/08/20210.0%
CPI Swap0.010% 05/25/20230.0%
VeriSign, Inc.4.625% 05/01/20230.0%
Federal National Mortgage Assoc.4.278% 09/01/20380.0%
Helmerich & Payne, Inc.4.650% 03/15/20250.0%
CPI Swap0.010% 08/02/20240.0%
Wells Fargo Commercial Mortgage Trust0.782% 06/15/20480.0%
Parsley Energy LLC5.375% 01/15/20250.0%
Citigroup Commercial Mortgage Trust0.493% 06/10/20480.0%
Federal National Mortgage Assoc.4.422% 01/01/20380.0%
MSCG Trust3.460% 11/15/20340.0%
CIT Group, Inc.4.750% 02/16/20240.0%
CPI Swap0.010% 06/28/20250.0%
COMM Mortgage Trust6.129% 07/10/20460.0%
Morgan Stanley Capital I Trust3.469% 08/11/20330.0%
Comm 2013-GAM3.367% 02/10/20280.0%
CPS Auto Receivables Trust 2020-A2.900% 12/15/20250.0%
Brandywine Operating Partnership L.P.4.100% 10/01/20240.0%
Sunoco Logistics Partners L.P.4.250% 04/01/20240.0%
COMM Mortgage Trust1.190% 08/10/20470.0%
DBUBS Mortgage Trust3.527% 07/10/20440.0%
CarMax Auto Owner Trust1.400% 08/15/20210.0%
CPI Swap0.010% 01/07/20260.0%
Citigroup Mortgage Loan Trust1.932% 07/25/20360.0%
CPI Swap0.010% 01/04/20260.0%
CPI Swap0.010% 12/10/20340.0%
BBCMS Trust0.286% 09/10/20280.0%
Federal National Mortgage Assoc.4.027% 03/01/20390.0%
CFCRE Commercial Mortgage Trust 2016-C41.868% 05/10/20580.0%
California Republic Auto Receivables Trust 2016-21.830% 12/15/20210.0%
CPI Swap0.010% 03/04/20240.0%
Federal National Mortgage Assoc.3.989% 12/01/20400.0%
Valeant Pharmaceuticals International, Inc.6.500% 03/15/20220.0%
LSTAR Commercial Mortgage Trust 2016-41.995% 03/10/20490.0%
Government National Mortgage Association0.899% 01/16/20550.0%
Range Resources Corp.5.875% 07/01/20220.0%
JPMBB Commercial Mortgage Securities Trust1.072% 11/15/20470.0%
Federal National Mortgage Assoc.4.334% 04/01/20400.0%
CD 2016-CD1 Mortgage Trust1.541% 08/10/20490.0%
Government National Mortgage Association2.750% 09/16/20460.0%
Prima Capital CRE Securitization Ltd.2.214% 10/24/20350.0%
Shea Homes LP / Shea Homes Funding Corp.5.875% 04/01/20230.0%
CPI Swap0.010% 09/07/20220.0%
GS Mortgage Securities Trust2.103% 11/10/20450.0%
Jacobs Entertainment, Inc.7.875% 02/01/20240.0%
CPI Swap0.010% 06/17/20390.0%
JPMBB Commercial Mortgage Securities Trust0.598% 07/15/20450.0%
CPI Swap0.010% 05/22/20220.0%
UTEX Industries8.895% 05/22/20220.0%
CPI Swap0.010% 12/30/20340.0%
CPI Swap0.010% 04/10/20220.0%
Government National Mortgage Association2.200% 04/16/20470.0%
JPMBB Commercial Mortgage Securities Trust0.900% 05/15/20480.0%
Diamond Resorts Owner Trust3.080% 11/20/20280.0%
World Omni Automobile Lease Securitization Trust 22.480% 08/15/20220.0%
CPI Swap0.010% 12/11/20310.0%
Engs Commercial Finance Trust2.630% 02/22/20220.0%
Federal National Mortgage Assoc.4.781% 12/01/20380.0%
Structured Asset Securities Corp. Series5.750% 12/25/20350.0%
TCF Auto Receivables Owner Trust 2015-23.000% 09/15/20210.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-3.730% 03/25/20490.0%
CPI Swap0.010% 10/24/20390.0%
CPI Swap0.010% 06/09/20220.0%
Federal Home Loan Mortgage Corp.4.138% 04/01/20370.0%
JP Morgan Chase Commercial Mortgage Series Trust1.397% 04/15/20460.0%
CPI Swap0.010% 04/03/20210.0%
Centene Corp.6.125% 02/15/20240.0%
Federal Home Loan Mortgage Corp.4.091% 05/01/20360.0%
New Century Home Equity Loan Trust4.671% 08/25/20350.0%
GS Mortgage Securities Trust0.930% 11/10/20480.0%
AES Corporation, The4.059% 05/31/20220.0%
DDR Corp.3.625% 02/01/20250.0%
Vornado DP LLC Trust2.970% 09/13/20280.0%
JPMBB Commercial Mortgage Securities Trust0.907% 04/15/20470.0%
Continental Airlines 2012-1 Class B Pass Thru Trus6.250% 04/11/20200.0%
CPI Swap0.010% 11/27/20340.0%
COMM Mortgage Trust3.126% 10/15/20310.0%
CPS Auto Receivables Trust 2017-D2.430% 01/18/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T1.345% 10/05/20310.0%
Federal Home Loan Mortgage Corp.4.126% 10/01/20380.0%
Citigroup Commercial Mortgage Trust0.309% 07/10/20470.0%
Federal National Mortgage Assoc.4.129% 10/01/20400.0%
Federal National Mortgage Assoc.4.655% 03/01/20380.0%
WFRBS Commercial Mortgage Trust0.733% 05/15/20470.0%
DRB Prime Student Loan Trust3.200% 01/25/20400.0%
CPI Swap0.010% 12/09/20340.0%
CPI Swap0.010% 12/12/20310.0%
Federal National Mortgage Assoc.4.271% 08/01/20380.0%
California Republic Auto Receivables Trust 2015-42.580% 06/15/20210.0%
Smithfield Foods, Inc.2.650% 10/03/20210.0%
US Airways Class B Pass Through Trust6.750% 06/03/20210.0%
GS Mortgage Securities Trust3.849% 12/10/20430.0%
Doncasters US Finance LLC (Doncasters US LLC)10.195% 10/09/20200.0%
Government National Mortgage Association2.500% 03/16/20490.0%
CPI Swap0.010% 01/10/20210.0%
SLM Student Loan Trust2.181% 03/25/20260.0%
CPI Swap0.010% 09/23/20270.0%
JPMBB Commercial Mortgage Securities Trust0.441% 04/15/20470.0%
California Republic Auto Receivables Trust2.130% 05/17/20210.0%
CPI Swap0.010% 09/02/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.791% 10/05/20310.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
Federal National Mortgage Assoc.4.154% 08/01/20370.0%
Drive Auto Receivables Trust 2017-22.750% 09/15/20230.0%
Dell Technologies Inc Class V3.871% 09/12/20250.0%
CPI Swap0.010% 09/24/20290.0%
CPI Swap0.010% 08/08/20240.0%
CPI Swap0.010% 04/11/20260.0%
FX USD/CAD 03/200.000% 03/13/20200.0%
JPMBB Commercial Mortgage Securities Trust3.046% 04/15/20470.0%
CPI Swap0.010% 03/22/20410.0%
Afren plc11.500% 02/01/20220.0%
CPI Swap0.010% 08/07/20240.0%
Afren plc10.250% 04/08/20220.0%
ACC Trust 2018-13.700% 12/21/20200.0%
Afren plc6.625% 12/09/20200.0%
Templar Energy LLC0.000% -0.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.503% 06/10/20270.0%
CPI Swap0.010% 05/26/20360.0%
Templar Energy LLC0.000% -0.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.160% 06/10/20270.0%
OGX Austria GmbH8.500% 06/01/20190.0%
US 10YR NOTE (CBT)MAR200.000% 03/31/20200.0%
US 5YR NOTE (CBT) MAR200.000% 04/03/20200.0%
US LONG BOND(CBT) MAR200.000% 03/31/20200.0%
US 2YR NOTE (CBT) MAR200.000% 04/03/20200.0%
CPI Swap0.010% 04/28/20200.0%
CPI Swap0.010% 09/23/20220.0%
CPI Swap0.010% 11/15/20240.0%
CPI Swap0.010% 11/08/20240.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 08/21/20240.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 02/04/20210.0%
CPI Swap0.010% 06/23/20220.0%
CPI Swap0.010% 10/09/20290.0%
CPI Swap0.010% 03/04/20210.0%
CPI Swap0.010% 10/09/20210.0%
CPI Swap0.010% 01/07/20290.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 06/14/20290.0%
CPI Swap0.010% 01/13/20350.0%
CPI Swap0.010% 10/14/20260.0%
CPI Swap0.010% 01/13/20220.0%
CPI Swap0.010% 06/04/20200.0%
CPI Swap0.010% 05/02/20210.0%
CPI Swap0.010% 12/23/20390.0%
CPI Swap0.010% 01/08/20210.0%
CPI Swap0.010% 02/21/20310.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 09/06/20290.0%
CPI Swap0.010% 02/19/20310.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 07/20/20290.0%
CPI Swap0.010% 03/25/20290.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 11/09/20200.0%
CPI Swap0.010% 01/09/20390.0%
CPI Swap0.010% 10/01/20250.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 05/03/20220.0%
CPI Swap0.010% 12/01/20240.0%
CPI Swap0.010% 10/25/20320.0%
CPI Swap0.010% 12/23/20260.0%
CPI Swap0.010% 06/30/20420.0%
CPI Swap0.010% 01/21/20210.0%
CPI Swap0.010% 08/20/20210.0%
CPI Swap0.010% 11/14/20210.0%
CPI Swap0.010% 01/20/20210.0%
CPI Swap0.010% 02/09/20210.0%
CPI Swap0.010% 12/02/20240.0%
CPI Swap0.010% 04/26/20250.0%
CPI Swap0.010% 04/27/20240.0%
CPI Swap0.010% 02/05/20250.0%
CPI Swap0.010% 04/05/20290.0%
CPI Swap0.010% 03/28/20290.0%
CPI Swap0.010% 04/22/20250.0%
CPI Swap0.010% 03/16/20290.0%
CPI Swap0.010% 12/14/20260.0%
CPI Swap0.010% 05/24/20280.0%
CPI Swap0.010% 08/06/20200.0%
CPI Swap0.010% 07/24/20290.0%
CPI Swap0.010% 07/31/20290.0%
CPI Swap0.010% 07/29/20210.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 05/21/20280.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 02/17/20210.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 02/03/20210.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 05/03/20300.0%
CPI Swap0.010% 04/17/20300.0%
CPI Swap0.010% 04/27/20230.0%
CPI Swap0.010% 12/16/20200.0%
CPI Swap0.010% 06/22/20250.0%
CPI Swap0.010% 03/10/20320.0%
CPI Swap0.010% 03/23/20320.0%
CPI Swap0.010% 03/06/20320.0%
CPI Swap0.010% 01/08/20270.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 01/23/20330.0%
CPI Swap0.010% 03/21/20320.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/07/20320.0%
CPI Swap0.010% 11/25/20240.0%
CPI Swap0.010% 01/26/20210.0%
CPI Swap0.010% 01/14/20210.0%
CPI Swap0.010% 02/12/20330.0%
CPI Swap0.010% 03/20/20220.0%
CPI Swap0.010% 01/19/20210.0%
CPI Swap0.010% 02/11/20310.0%
CPI Swap0.010% 05/04/20200.0%
CPI Swap0.010% 05/04/20200.0%
CPI Swap0.010% 12/09/20240.0%
CPI Swap0.010% 04/12/20220.0%
CPI Swap0.010% 06/27/2020-0.1%
CPI Swap0.010% 12/05/2024-0.1%
CPI Swap0.010% 06/03/2020-0.1%
CPI Swap0.010% 11/22/2024-0.1%
CPI Swap0.010% 02/01/2038-0.1%
CPI Swap0.010% 06/13/2020-0.1%
CPI Swap0.010% 02/20/2038-0.1%
CPI Swap0.010% 05/31/2028-0.1%
CPI Swap0.010% 02/26/2038-0.1%
CPI Swap0.010% 02/26/2038-0.1%
CPI Swap0.010% 10/30/2030-0.1%
CPI Swap0.010% 06/01/2028-0.1%
CPI Swap0.010% 02/06/2038-0.1%
CPI Swap0.010% 06/06/2028-0.1%
CPI Swap0.010% 01/24/2021-0.1%
CPI Swap0.010% 09/11/2028-0.1%
CPI Swap0.010% 08/27/2028-0.1%
CPI Swap0.010% 05/21/2025-0.1%
CPI Swap0.010% 08/14/2028-0.1%
CPI Swap0.010% 07/25/2028-0.1%
CPI Swap0.010% 04/11/2020-0.1%
CPI Swap0.010% 05/16/2028-0.1%
CPI Swap0.010% 07/06/2028-0.1%
CPI Swap0.010% 08/09/2028-0.1%
CPI Swap0.010% 10/01/2028-0.1%
CPI Swap0.010% 10/09/2028-0.1%
CPI Swap0.010% 09/26/2028-0.1%
CPI Swap0.010% 03/14/2029-0.1%
CPI Swap0.010% 05/11/2028-0.1%
CPI Swap0.010% 08/03/2028-0.1%
CPI Swap0.010% 11/21/2024-0.1%
CPI Swap0.010% 02/08/2029-0.1%
CPI Swap0.010% 01/11/2025-0.1%
CPI Swap0.010% 02/15/2029-0.1%
CPI Swap0.010% 02/27/2029-0.1%
CPI Swap0.010% 01/18/2029-0.1%
CPI Swap0.010% 01/13/2029-0.1%
CPI Swap0.010% 01/24/2029-0.1%
CPI Swap0.010% 02/11/2021-0.1%
CPI Swap0.010% 04/26/2030-0.1%
CPI Swap0.010% 12/23/2031-0.1%
CPI Swap0.010% 11/17/2036-0.1%
CPI Swap0.010% 04/26/2020-0.1%
CPI Swap0.010% 03/08/2032-0.1%
CPI Swap0.010% 12/08/2031-0.1%
CPI Swap0.010% 04/17/2021-0.1%
CPI Swap0.010% 04/20/2021-0.1%
CPI Swap0.010% 02/01/2032-0.1%
CPI Swap0.010% 01/06/2026-0.1%
CPI Swap0.010% 12/30/2023-0.1%
CPI Swap0.010% 11/30/2031-0.1%
CPI Swap0.010% 07/22/2023-0.1%
CPI Swap0.010% 11/21/2036-0.1%
CPI Swap0.010% 06/20/2021-0.1%
CPI Swap0.010% 07/17/2028-0.1%
CPI Swap0.010% 09/21/2028-0.1%
CPI Swap0.010% 12/07/2031-0.1%
CPI Swap0.010% 09/04/2021-0.1%
CPI Swap0.010% 12/16/2036-0.1%
CPI Swap0.010% 01/30/2038-0.1%
CPI Swap0.010% 05/09/2021-0.1%
CPI Swap0.010% 05/02/2021-0.1%
CPI Swap0.010% 06/08/2026-0.1%
CPI Swap0.010% 10/29/2021-0.1%
CPI Swap0.010% 06/21/2027-0.1%
CPI Swap0.010% 08/02/2021-0.1%
CPI Swap0.010% 07/05/2026-0.1%
CPI Swap0.010% 05/13/2020-0.1%
CPI Swap0.010% 04/05/2032-0.1%
CPI Swap0.010% 11/14/2024-0.1%
CPI Swap0.010% 03/30/2032-0.2%
CPI Swap0.010% 10/11/2020-0.2%
CPI Swap0.010% 01/28/2021-0.2%
CPI Swap0.010% 12/17/2020-0.2%
CPI Swap0.010% 12/27/2020-0.2%
CPI Swap0.010% 12/13/2020-0.2%
CPI Swap0.010% 08/06/2028-0.2%
CPI Swap0.010% 06/07/2021-0.2%
CPI Swap0.010% 02/04/2021-0.2%
CPI Swap0.010% 11/21/2023-0.2%
CPI Swap0.010% 04/18/2030-0.2%
CPI Swap0.010% 09/20/2021-0.2%
CPI Swap0.010% 04/17/2026-0.2%
CPI Swap0.010% 10/25/2021-0.2%
CPI Swap0.010% 02/13/2029-0.2%
CPI Swap0.010% 03/28/2032-0.2%
CPI Swap0.010% 02/28/2021-0.2%
CPI Swap0.010% 02/19/2021-0.2%
CPI Swap0.010% 03/22/2032-0.2%
CPI Swap0.010% 09/14/2024-0.3%
CPI Swap0.010% 06/13/2028-0.3%
CPI Swap0.010% 04/24/2023-0.3%
CPI Swap0.010% 05/02/2021-0.3%
CPI Swap0.010% 04/23/2023-0.3%
CPI Swap0.010% 07/08/2022-0.3%
CPI Swap0.010% 04/03/2023-0.3%
CPI Swap0.010% 06/14/2028-0.3%
CPI Swap0.010% 07/23/2023-0.3%
CPI Swap0.010% 02/21/2022-0.3%
CPI Swap0.010% 02/07/2033-0.3%
CPI Swap0.010% 03/12/2022-0.3%
CPI Swap0.010% 04/24/2023-0.4%
CPI Swap0.010% 04/11/2022-0.4%
CPI Swap0.010% 03/20/2022-0.4%
CPI Swap0.010% 02/26/2022-0.4%
CPI Swap0.010% 03/25/2022-0.4%
CPI Swap0.010% 06/26/2023-0.4%
CPI Swap0.010% 02/15/2033-0.5%
CPI Swap0.010% 03/05/2038-0.6%
CPI Swap0.010% 01/16/2038-0.6%

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 03/27/2020
$0.068
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 02/29/2020 $0.03197 $11.09
Daily Daily 01/31/2020 $0.03608 $11.30

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 03/31/2020
Daily Daily 04/30/2020
Daily Daily 05/31/2020
Daily Daily 06/30/2020
Daily Daily 07/31/2020
Daily Daily 08/31/2020
Daily Daily 09/30/2020
Daily Daily 10/31/2020
Daily Daily 11/30/2020
Daily Daily 12/31/2020

Fees & Expenses

Fees & Expenses

Sales Charge Schedule as of 03/27/2020

  Sales Charge Dealer's Concession Prices at Breakpoint
Less than $100,000 2.25% 2.00% $9.78
$100,000 to $249,999 1.75% 1.50% $9.73
$250,000 to $499,999 1.25% 1.00% $9.68
$500,000 to $999,999 0.00% 1.00% $9.56
$1,000,000 to $5,000,000 0.00% 1.00% $9.56

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 may combine the value of Class A, B, C, F, and P shares of any eligible fund currently owned with a new purchase of Class A shares of any eligible fund in order to reduce the sales charge on the new purchase. Class I, R2, and R3 share holdings may not be combined for these purposes.

    To the extent that your financial intermediary is able to do so, the value of Class A, B, C, F, and P shares of eligible funds determined for the purpose of reducing the sales charge of a new purchase under the Rights of Accumulation will be calculated at the higher of: 1) the aggregate current maximum offering price of your existing Class A, B, C, F, and P shares of eligible funds or 2) the aggregate amount you invested in such shares (including dividend reinvestments but excluding capital appreciation) less any withdrawals. You should retain any information and account records necessary to substantiate the historical amounts you and any related purchasers have invested in eligible funds. You must inform a fund and/or your financial intermediary at the time of purchase if you believe your purchase qualifies for a reduced sales charge; you may be requested to provide documentation of your holdings in order to verify your eligibility. If you do not do so, you may not receive all sales charge reductions for which you are eligible.

  • Letter of Intention — In order to reduce your Class A front-end sales charge, a purchaser may combine purchases of Class A, B, C, F, and P shares of any eligible fund the purchaser intends to make over the next 13 months in determining the applicable sales charge. The 13-month Letter of Intention period commences on the day that the Letter of Intention is received by a fund, and the purchaser must tell a fund that later purchases are subject to the Letter of Intention. Purchases submitted prior to the date the Letter of Intention is received by a fund are not counted toward the sales charge reduction. Current holdings under Rights of Accumulation may be included in a Letter of Intention in order to reduce the sales charge for purchases during the 13-month period covered by the Letter of Intention. Shares purchased through reinvestment of dividends or distributions are not included. Class I, R2, and R3 share holdings may not be combined for these purposes. Class A shares valued at 5% of the amount of intended purchases are escrowed and may be redeemed to cover the additional sales charges payable if the intended purchases under the Letter of Intention is not completed. The Letter of Intention is neither a binding obligation on you to buy nor on a fund to sell any or all of an intended purchase amount.

Purchaser — A purchaser includes: 1) an individual; 2) an individual, his or her spouse, and children under the age of 21; 3) retirement and benefit plans, including a 401(k) plan, profit-sharing plan, money purchase plan, defined benefit plan, and 457(b) plan sponsored by a governmental entity, nonprofit organization, school district, or church to which employer contributions are made, as well as SIMPLE IRA plans and SEP-IRA plans; or 4) a trustee or other fiduciary purchasing shares for a single trust, estate, or single fiduciary account. An individual may include under item (1) his or her holdings in eligible funds as described above in IRAs, as a sole participant of a retirement and benefit plan sponsored by the individual's business, and as a participant in a 403(b) plan to which only pretax salary deferrals are made. An individual and his or her spouse may include under item (2) their holdings in IRAs, and as the sole participants in retirement and benefit plans sponsored 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 single bank 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 02/29/2020

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* Barron’s Top Fund Families of 2019, February 14, 2020, #5 in the Taxable Bond Category among 55 fund families. Based on the net total return of the one−year period ending 12/31/2019. #14 Overall ranking among 55 qualifying fund families based on the net total return of the one-year period ending 12/31/2019. Five-year Overall ranking is #30 out of 52 fund families; 10-year Overall ranking is #33 out of 45 fund families.

 

Source: Barron’s, “Barron’s Top Fund Families of 2019,” February 14, 2020. Barron’s rankings are based on asset weighted returns in funds in five categories: U.S. equity, world equity (including international and global portfolios), mixed asset (which invest in stocks, bonds and other securities), taxable bond, and tax-exempt (each a "Barron's ranking category"). Rankings also take into account an individual fund's performance within its Lipper peer universe. Lipper calculated each fund's net total return for the year ended December 31, 2019, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer "universe," as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2019 weighting of their Barron's ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron's ranking category. The process is repeated for the five- and ten-year rankings as well. Barron's Fund Family Rankings are awarded annually.

 

© Reuters 2020. All Rights Reserved. Lipper Analytical Services, Inc. is an independent mutual fund research and rating service. Although Lipper makes reasonable efforts to ensure the accuracy and reliability of the data contained herein, the accuracy is not guaranteed by Lipper.

 

+

Minimum initial investment varies depending on the class of shares you buy and the type of account. IRAs, SIMPLEs, and SEP accounts with payroll deductions have no minimums. Please see Fund prospectuses for additional information.      

                    

1

Dividend Yield is a financial ratio that shows how much a mutual fund pays out in dividends each year relative to value with maximum sales charges and without sales charges. The dividend yield is calculated by annualizing the last dividend and dividing it by the fund’s net asset value with maximum sales charges and without sales charges.

 

2

The 30-Day Standardized Yield represents net investment income earned by a fund over a 30-day period. It is expressed as an annual percentage rate using a method of calculation adopted by the Securities and Exchange Commission (SEC). Yields for other share classes will vary.

 

3

The Fund’s Dividend Yield, 12-Month Dividend Yield and 7 Day Yield are shown with and without sales charges and with maximum sales charges. The Fund’s Subsidized Dividend yield takes into account any fee waiver or expense limitation arrangements, if any. Without such fee waivers or expense limitation arrangements, the Fund’s dividend yield would have been lower. Information regarding any fee waivers or expense limitation arrangements applicable to the Fund is provided with the Fund’s expense ratio information.

 

4

The Fund’s Unsubsidized Dividend yield is shown without sales charges and with maximum sales charges. The Fund’s unsubsidized dividend yield reflects what the yield would have been without the effect of fee waivers or expense limitation arrangements.

 

5

The 30-day Standardized Subsidized yield reflects fee waivers in effect. Without such fee waivers, yields would be reduced.  

 

6

The 30-day Standardized Unsubsidized yield does not reflect fee waivers.

 

IMPORTANT INFORMATION

 

A Note about Risk: Although the Fund invests in inflation-linked investments, there is no guarantee that the Fund will generate returns that exceed the rate of inflation in the U.S. over time. During periods of deflation or when inflation is lower than anticipated, the Fund is likely to underperform funds that hold fixed income securities similar to those held by the Fund but do not hold inflation-linked investments. The Fund may invest substantially in inflation-linked derivatives and other types of derivatives and is exposed to the risk that the value of a derivative instrument does not move in correlation to the value of an underlying securities, market index or interest rate, or moves in an opposite direction than anticipated by the Fund. Investing in derivatives also involves greater liquidity, leverage, and counterparty risk. Because derivatives may involve a small amount of cash relative to the total amount of the transaction, the magnitude of losses from derivatives may be greater than the amount originally invested by the Fund. In addition, the Fund must also be able to correctly forecast market movements and other factors to be successful with its derivatives investments. The Fund is subject to the general risks associated with investing in fixed income securities, including market, credit, liquidity, and interest rate risk. These factors can affect the Fund’s performance.  

 

Performance data quoted is historical. Past performance is not indicative of future results. Current performance may be higher or lower than the performance quoted. The investment return and principal value of an investment in the Fund will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than their original cost. To obtain performance data current to the most recent quarter-end, go to quarter ending performance on our Website or call Lord Abbett at (888) 522-2388.

 

 

CUSIP identifiers have been provided by CUSIP Global Services, managed on behalf of the American Bankers Association by Standard & Poor’s Financial Services, LLC, and are not for use or dissemination in a manner that would serve as a substitute for any CUSIP service. The CUSIP Database, © 2011 American Bankers Association. “CUSIP” is a registered trademark of the American Bankers Association.

 

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

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

Except as noted below, returns with sales charges reflect a maximum sales charge of 2.50%. There are also ongoing 12b-1 service and distribution fees.

Class A Shares purchased subject to a front-end sales charge have no contingent deferred sales charge (CDSC). However, certain purchases of Class A shares made without a front-end sales charge may be subject to a CDSC of 1.50% if the shares are repurchased before the first day of the month in which the one year anniversary of the purchase falls. The CDSC is not reflected in the performance with maximum sales charge.

 

Except as noted below, returns with sales charges reflect a maximum sales charge of 2.50%. There are also ongoing 12b-1 service and distribution fees.

Class A Shares purchased subject to a front-end sales charge have no contingent deferred sales charge (CDSC). However, certain purchases of Class A shares made without a front-end sales charge may be subject to a CDSC of 1.50% if the shares are repurchased before the first day of the month in which the one year anniversary of the purchase falls. The CDSC is not reflected in the performance with maximum sales charge.

With Sales Charge - Returns with sales charges reflect applicable fees and expenses and include all distributions reinvested.

 

Without Sales Charge - Returns shown are without sales charges and have all distributions reinvested. If a sales charge had been deducted, the results would have been lower.

 

Returns shown at less than a year reflect aggregate total returns.

 

Double-Digit Returns - instances of high double-digit returns were achieved primarily during favorable market conditions and may not be sustainable over time.   

 

Indexes reflect total return, unless otherwise specified, with all dividends reinvested. Indexes are unmanaged, do not reflect the deduction of fees or expenses, and are not available for direct investment.

 

Lipper Category Average - Peer group averages are based on universes of funds with the same investment objectives. The average return for the peer group is based on the returns of each individual fund within the group for the period shown. This average assumes reinvestment of dividends.

 

Fund Expense Ratio Detail: Reflects expenses for the Fund's fiscal year-end and is subject to change. Fund expenses may fluctuate with market volatility. A substantial reduction in Fund assets (since its most recently completed fiscal year), whether caused by market conditions or significant redemptions or both, will likely cause total operating expenses (as a percentage of Fund assets) to become higher than those shown.

 

 

Lipper Category Average Expense Ratio reflects the average net expenses of Class A shares of all funds with in the peer group based on Lipper data available.

 

The Fund's portfolio is actively managed and portfolio characteristics, such as individual holdings and sector weightings may change significantly over time. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.  

 

Dividends and Capital Gains: The information presented in this section is intended for general information and is not intended to be relied upon and should not be relied upon, as financial, legal or tax advice for any particular investor. We strongly recommend that you contact your financial, legal or tax advisor regarding your particular tax situation.

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