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Inflation Focused Fund

Daily price w/o sales charge as of 08/23/2019

$11.21

$0.00

YTD Returns w/o sales charge as of 08/23/2019

1.63%

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 08/23/2019  

w/o sales charge 3.95%
w/ sales charge 3.86%

30-Day Standardized Yield 2 as of 07/31/2019  

2.62%

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

Expense Ratioas of 07/31/2019

Fund Basicsas of 07/31/2019

Total Net Assets
$1.21 B
Inception Date
04/29/2011
Dividend Frequency
Monthly (Daily Accrual)
Number of Holdings
1424
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 3.62% 0.46% 3.25% -0.26% - 0.60%
Lipper Category Avg. Inflation Protected Bond Funds 5.80% 4.42% 1.81% 1.17% - -
w/ sales charge 1.30% -1.78% 2.46% -0.72% - 0.32%

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 3.02% 0.34% 3.18% -0.39% - 0.54%
Lipper Category Avg. Inflation Protected Bond Funds 5.51% 3.87% 1.94% 1.09% - -
w/ sales charge 0.71% -1.90% 2.40% -0.84% - 0.25%

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.

RELATED CONTENT

Inflation Protection: Seeking Relief from the “Silent Thief”
September 17, 2018

Here, we spotlight a strategy that may help investors counter inflation’s negative effects without undue interest-rate risk.

Type Assets
Investment Grade Corporate
ABS
CMBS
High Yield Corporate
Bank Loans
Sovereign
MBS
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 07/31/2019 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

25 Years of Industry Experience

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

Partner & Portfolio Manager

21 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Director of Taxable Fixed Income

18 Years of Industry Experience

Hyun Lee
Hyun Lee, CFA

Portfolio Manager

18 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Chief Investment Officer

28 Years of Industry Experience

Supported By 66 Investment Professionals with 15 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 08/23/2019  

w/o sales charge 3.95%
w/ sales charge 3.86%

30-Day Standardized Yield 2 as of 07/31/2019  

  Subsidized5 Un-Subsidized6
w/o sales charge 2.62% 2.62%

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 3.62% 0.46% 3.25% -0.26% - 0.60%
Lipper Category Avg. Inflation Protected Bond Funds 5.80% 4.42% 1.81% 1.17% - -
w/ sales charge 1.30% -1.78% 2.46% -0.72% - 0.32%

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 3.02% 0.34% 3.18% -0.39% - 0.54%
Lipper Category Avg. Inflation Protected Bond Funds 5.51% 3.87% 1.94% 1.09% - -
w/ sales charge 0.71% -1.90% 2.40% -0.84% - 0.25%

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
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
2019 2.60% 0.41% - - 1.66%
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 07/31/2019

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
ABS
CMBS
High Yield Corporate
Bank Loans
Sovereign
MBS
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 07/31/2019

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 06/30/2019

  • 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. CPI swaps detracted from the portfolio’s performance, as inflation expectations decreased during the quarter, primarily due to the decline in oil prices driven by fears of a slowing global economy, high U.S. inventory levels, and the U.S.-China trade conflict.
  • For the underlying bond portfolio, the portfolio maintained diversified exposure to various credit-sensitive sectors of the market. Following the volatility and spread widening that occurred in May, we increased the portfolio’s allocation to investment grade corporate bonds, focusing on the “BBB” credit tier. Given our views on an accommodative Fed policy, we believe further spread tightening will occur. We continue to favor securities within the financials and utilities sectors. We have also increased our allocation to the consumer staples sector, as we believe this sector will be protected in the event of a recessionary environment. Although we believe event risks associated with merger and acquisition activity exist within the sector, we are focusing on issuers that are unlikely to undergo additional leveraging events.
  • During the market volatility and spread widening that occurred within May, we increased the portfolio’s allocation to asset-backed securities (“ABS”), primarily within the auto loan space. ABS experienced stronger performance during the risk-off period and only widened one basis point. We continue to believe ABS provides a good source of liquidity and attractive risk-adjusted spreads.
  • We also continued to increase the portfolio’s allocation to bank loans. We believe short-term bank loans present relatively attractive opportunities for additional yield generation given the inversion within the U.S. Treasury yield curve. Additionally, we believe market expectations for Fed easing from the standpoint of timing or degree are overdone.
  • Following the significant tightening in commercial mortgage-backed security (“CMBS”) spreads, we reduced the portfolio’s allocation to the asset class. While we maintain a positive outlook in the commercial real-estate sector and continue to find attractive relative value, particularly within single-asset, single-borrower deals, we reduced the portfolio’s positioning to take advantage of opportunities within other asset classes, as we do not foresee CMBS spreads accelerating at the same rate.

Portfolio Details as of 07/31/2019

Total Net Assets
$1.21 B
Number of Issues
1424
Average Coupon
4.06%
Average Life
2.41 Years
Average Maturity
2.41 Years
Average Effective Duration
2.10 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
VNO Mortgage Trust 2.996% 11/15/2030 0.8%
Ally Master Owner Trust 3.300% 07/17/2023 0.6%
Sabine Pass Liquefaction LLC 5.625% 04/15/2023 0.6%
California Republic Auto Receivables Trust 2016-1 3.430% 02/15/2022 0.6%
Ford Credit Auto Owner Trust 2015-REV1 2.120% 07/15/2026 0.5%
DBWF 2018-AMXP Mortgage Trust 3.747% 05/05/2035 0.5%
JP Morgan Chase Commercial Mortgage Securities Tru 3.905% 05/05/2030 0.5%
BBCMS 2018-TALL Mortgage Trust 3.047% 03/15/2037 0.5%
Synchrony Credit Card Master Note Trust 3.470% 05/15/2026 0.5%
UBS AG 7.625% 08/17/2022 0.4%
% of Total Assets 5.5%

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.

Holding Coupon Maturity Assets
VNO Mortgage Trust2.996% 11/15/20300.8%
Ally Master Owner Trust3.300% 07/17/20230.6%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.6%
California Republic Auto Receivables Trust 2016-13.430% 02/15/20220.5%
Ford Credit Auto Owner Trust 2015-REV12.120% 07/15/20260.5%
DBWF 2018-AMXP Mortgage Trust3.873% 05/05/20350.5%
JP Morgan Chase Commercial Mortgage Securities Tru3.905% 05/05/20300.5%
BBCMS 2018-TALL Mortgage Trust3.116% 03/15/20370.5%
Synchrony Credit Card Master Note Trust3.470% 05/15/20260.5%
Jefferies Group LLC8.500% 07/15/20190.4%
Synchrony Credit Card Master Note Trust2.640% 03/15/20230.4%
UBS AG7.625% 08/17/20220.4%
JP Morgan Chase Commercial Mortgage Securities Tru3.429% 06/10/20270.4%
Barclays Dryrock Issuance Trust2.694% 05/15/20230.4%
Ford Motor Credit Co. LLC0.000% 12/04/20190.4%
Oasis Petroleum, Inc.6.875% 03/15/20220.4%
World Financial Network Credit Card Master Trust3.550% 08/15/20250.4%
Holcim US Finance Sarl & Cie SCS6.000% 12/30/20190.4%
Synchrony Credit Card Master Note Trust2.190% 06/15/20230.4%
Caesars Palace Las Vegas Trust 2017-VICI4.499% 10/15/20340.4%
Energy Transfer Partners L.P.0.000% 07/01/20190.4%
UBS-Barclays Commercial Mortgage Trust3.347% 03/10/20460.4%
Flagship Credit Auto Trust 2018-33.070% 02/15/20230.4%
Citigroup Commercial Mortgage Trust3.635% 05/10/20350.4%
NBCUniversal Enterprise, Inc.5.250% 06/19/20990.4%
Caesars Palace Las Vegas Trust 2017-VICI4.499% 10/15/20340.3%
BX Commercial Mortgage Trust 2018-BIOA3.065% 03/15/20370.3%
U.S. Treasury Note/Bond2.500% 01/31/20210.3%
Drive Auto Receivables Trust 2017-23.490% 09/15/20230.3%
Synchrony Credit Card Master Note Trust2.210% 05/15/20240.3%
THL Credit Wind River 2012-1 CLO Ltd4.447% 01/15/20260.3%
Ford Credit Floorplan Master Owner Trust A2.840% 03/15/20240.3%
Credit Suisse First Boston Mortgage Securities Cor5.538% 05/15/20230.3%
Petroleos Mexicanos6.375% 02/04/20210.3%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.3%
FREMF 2015-K721 Mortgage Trust3.681% 11/25/20470.3%
Magnetite VII Ltd3.397% 01/15/20280.3%
Lloyds Bank plc6.500% 09/14/20200.3%
Caesars Palace Las Vegas Trust 2017-VICI3.835% 10/15/20340.3%
GS Mortgage Securities Corp. II2.706% 12/10/20270.3%
Discover Card Execution Note Trust1.880% 02/15/20230.3%
National Oilwell Varco, Inc.2.600% 12/01/20220.3%
CSMC Trust 2017-LSTK2.761% 04/05/20330.3%
LTF Merger Sub, Inc.8.500% 06/15/20230.3%
Tesoro Logistics L.P.6.375% 05/01/20240.3%
CarMax Auto Owner Trust 2017-31.970% 04/15/20220.3%
Golden Credit Card Trust3.440% 10/15/20250.3%
DLL 2018-1 LLC3.100% 04/18/20220.3%
First Data Corporation3.974% 10/26/20230.3%
Thacher Park CLO Ltd.3.752% 10/20/20260.3%
Government National Mortgage Association2.700% 08/16/20580.3%
Fresenius Medical Care US Finance II, Inc.5.875% 01/31/20220.3%
Ford Credit Auto Owner Trust 2014-REV22.310% 04/15/20260.3%
Ford Motor Credit Co. LLC5.875% 08/02/20210.3%
American Express Credit Account Master Trust2.040% 05/15/20230.3%
West CLO 2014-2 Ltd3.471% 01/16/20270.3%
Golden Credit Card Trust2.620% 01/15/20230.3%
Ford Credit Auto Owner Trust 2018-REV23.470% 01/15/20300.3%
JPMBB Commercial Mortgage Securities Trust4.079% 02/15/20470.3%
Universal Health Services, Inc.4.750% 08/01/20220.3%
International Lease Finance Corp.8.250% 12/15/20200.3%
BAT Capital Corp3.222% 08/15/20240.3%
Reynolds Group Issuer, Inc.5.750% 10/15/20200.3%
Centene Corp.5.625% 02/15/20210.3%
Vodafone Group plc3.750% 01/16/20240.3%
CSMC Trust3.639% 11/15/20340.3%
GS Mortgage Securities Trust4.243% 08/10/20460.3%
Newmont Mining Corp.3.625% 06/09/20210.3%
FMC Corp.0.000% 07/01/20190.3%
Petroleos Mexicanos4.625% 09/21/20230.3%
Broadcom Corp. / Broadcom Cayman Finance Ltd.3.000% 01/15/20220.3%
COMM 2016-GCT Mortgage Trust3.577% 08/10/20290.3%
International Lease Finance Corp.8.625% 01/15/20220.3%
BB-UBS Trust3.584% 06/05/20300.2%
LMREC 2019-CRE3 Inc3.764% 12/22/20350.2%
Westlake Automobile Receivables Trust 2019-23.060% 02/15/20230.2%
ABN Amro Bank NV6.250% 04/27/20220.2%
Westlake Automobile Receivables Trust 2018-32.980% 01/18/20220.2%
Capital One Multi-Asset Execution Trust2.794% 03/15/20230.2%
Danske Bank A/S2.800% 03/10/20210.2%
Prima Capital CRE Securitization4.500% 12/24/20500.2%
Capital One Multi-Asset Execution Trust2.290% 07/15/20250.2%
World Financial Network Credit Card Master Trust2.030% 04/15/20250.2%
Hyundai Floorplan Master Owner Trust2.680% 04/15/20240.2%
Greystone Commercial Real Estate Notes 2018-HC1 Lt3.944% 09/15/20280.2%
Orec 2018-CRE1 Ltd3.574% 06/15/20360.2%
Wells Fargo Commercial Mortgage Trust4.218% 07/15/20460.2%
Palmer Square Loan Funding 2018-5 Ltd3.442% 01/20/20270.2%
JP Morgan Chase Commercial Mortgage Securities Cor0.639% 07/05/20310.2%
Continental Resources, Inc.5.000% 09/15/20220.2%
GS Mortgage Securities Trust3.557% 04/10/20310.2%
Dell International LLC / EMC Corp.5.450% 06/15/20230.2%
GS Mortgage Securities Corp Trust 2018-FBLU3.344% 11/15/20350.2%
BB-UBS Trust2.892% 06/05/20300.2%
Ford Credit Floorplan Master Owner Trust A3.060% 04/15/20260.2%
Perimeter Master Note Business Trust4.310% 12/15/20220.2%
First National Master Note Trust 2017-22.834% 10/16/20230.2%
Baidu, Inc.4.375% 05/14/20240.2%
Bombardier, Inc.6.125% 01/15/20230.2%
Dryden 30 Senior Loan Fund3.338% 11/15/20280.2%
Continental Resources, Inc.4.500% 04/15/20230.2%
Glencore Finance Canada Ltd.4.250% 10/25/20220.2%
Drive Auto Receivables Trust 2019-32.630% 09/15/20220.2%
Drive Auto Receivables Trust3.660% 11/15/20240.2%
Elm CLO 2014-1 Ltd4.061% 01/17/20290.2%
Prima Capital CRE Securitization 2016-VI Ltd2.850% 08/24/20400.2%
Viterra, Inc.5.950% 08/01/20200.2%
Antero Resources Corp.5.125% 12/01/20220.2%
BBCMS 2018-TALL Mortgage Trust4.831% 03/15/20370.2%
Drive Auto Receivables Trust3.720% 09/16/20240.2%
CenturyLink, Inc.5.152% 11/01/20220.2%
CarMax Auto Owner Trust 2017-42.110% 10/17/20220.2%
Newell Rubbermaid, Inc.3.850% 04/01/20230.2%
Charter Communications, Inc. CL A4.322% 03/31/20230.2%
Barclays Bank plc10.179% 06/12/20210.2%
Dell International LLC / EMC Corp4.420% 06/15/20210.2%
Hudsons Bay Simon JV Trust3.914% 08/05/20340.2%
CSMC Trust 2017-MOON3.303% 07/10/20340.2%
PFS Financing Corp.2.890% 02/15/20230.2%
Caesars Palace Las Vegas Trust 2017-VICI3.531% 10/15/20340.2%
General Motors Financial Co., Inc.4.200% 03/01/20210.2%
UBS-Barclays Commercial Mortgage Trust3.244% 04/10/20460.2%
Anglo American Capital plc3.750% 04/10/20220.2%
TCF Auto Receivables Owner Trust 2015-24.240% 08/15/20220.2%
Capital One Multi-Asset Execution Trust2.840% 12/15/20240.2%
Origin Energy Finance Ltd.5.450% 10/14/20210.2%
Jefferies Group LLC6.875% 04/15/20210.2%
Carrizo Oil & Gas, Inc.6.250% 04/15/20230.2%
Intesa Sanpaolo SpA6.500% 02/24/20210.2%
BlueMountain CLO 2012-2 Ltd3.570% 11/20/20280.2%
Enel Finance International N.V.2.875% 05/25/20220.2%
LSTAR Commercial Mortgage4.500% 03/10/20500.2%
CPI Swap0.010% 09/30/20240.2%
Energy Transfer Operating LP4.250% 03/15/20230.2%
FREED ABS TRUST 2018-23.990% 10/20/20250.2%
Mercedes-Benz Master Owner Trust 2019-BA2.610% 05/15/20240.2%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.2%
Entergy Corp.0.000% 07/01/20190.2%
Motiva Enterprises LLC5.750% 01/15/20200.2%
Nationstar Mortgage Holdings, Inc.8.125% 07/15/20230.2%
Citigroup Commercial Mortgage Trust4.371% 09/10/20460.2%
JPMBB Commercial Mortgage Securities Trust 2013-C14.133% 08/15/20460.2%
BB-UBS Trust3.584% 06/05/20300.2%
PG&E Corp3.875% 04/27/20210.2%
M/I Homes, Inc.6.750% 01/15/20210.2%
Anglo American Capital plc3.625% 09/11/20240.2%
Morgan Stanley Bank of America Merrill Lynch Trust3.277% 10/15/20300.2%
General Electric Co.4.650% 10/17/20210.2%
COMM 2014-LC15 Mortgage Trust3.727% 04/10/20470.2%
Leucadia National Corp.5.500% 10/18/20230.2%
Invitation Homes, Inc.3.589% 02/06/20220.2%
Palmer Square Loan Funding 2018-1 Ltd3.197% 04/15/20260.2%
NextGear Floorplan Master Owner Trust2.540% 04/18/20220.2%
Parallel 2015-1 Ltd3.442% 07/20/20270.2%
DLL 2018-1 LLC3.270% 04/17/20260.2%
HCA, Inc.5.000% 03/15/20240.2%
SCF Equipment Leasing 2018-1 LLC3.630% 10/20/20240.2%
GS Mortgage Securities Corp. II2.954% 11/05/20340.2%
JP Morgan Chase Commercial Mortgage Securities Tru3.742% 09/05/20320.2%
Baidu, Inc.3.875% 09/29/20230.2%
Santander Drive Auto Receivables Trust 2017-23.490% 07/17/20230.2%
Ford Credit Floorplan Master Owner Trust A2.160% 09/15/20220.2%
Chesapeake Funding II LLC1.910% 08/15/20290.2%
TIBCO Software, Inc.11.375% 12/01/20210.2%
Enogex LLC6.250% 03/15/20200.2%
Dell International LLC3.071% 09/07/20210.2%
Griffon Corp.5.250% 03/01/20220.2%
Energy Transfer Partners L.P.0.000% 07/02/20190.2%
Government National Mortgage Association2.750% 03/16/20500.2%
Natixis Commercial Mortgage Securities Trust 2018-3.917% 11/15/20320.2%
Dominion Resources, Inc.4.104% 04/01/20210.2%
Glencore Funding LLC4.125% 05/30/20230.2%
Towd Point Asset Trust 2018-SL13.004% 01/25/20460.2%
General Motors Financial Co., Inc.5.100% 01/17/20240.2%
Hudsons Bay Simon JV Trust5.230% 08/05/20340.2%
Republic of Argentina4.625% 01/11/20230.2%
Solera Finance, Inc.10.500% 03/01/20240.2%
SCF Equipment Leasing 2019-1 LLC3.230% 10/20/20240.2%
Ready Capital Mortgage Financing 2018-Fl2 LLC3.280% 06/25/20350.2%
Myriad International Holdings BV6.000% 07/18/20200.2%
Schlumberger Holdings Corp.3.750% 05/01/20240.2%
Ascentium Equipment Receivables 2019-12.840% 06/10/20220.2%
AmeriCredit Automobile Receivables Trust 2017-42.040% 07/18/20220.2%
NextGear Floorplan Master Owner Trust3.690% 10/15/20230.2%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.2%
Anglo American Capital plc4.125% 09/27/20220.2%
Goldman Sachs Group, Inc.2.876% 10/31/20220.2%
Government National Mortgage Association2.750% 01/16/20570.2%
Marvell Technology Group3.708% 06/04/20210.2%
Brookfield Residential Properties, Inc.6.500% 12/15/20200.2%
California Republic Auto Receivables Trust 2018-13.140% 08/15/20220.2%
Equifax, Inc.3.554% 08/15/20210.2%
Acadia Healthcare Co., Inc.5.125% 07/01/20220.2%
TransAlta Corp.4.500% 11/15/20220.2%
Vistra Operations Co LLC3.550% 07/15/20240.2%
Morgan Stanley Bank of America Merrill Lynch Trust4.299% 08/15/20460.2%
Cox Communications, Inc.2.950% 06/30/20230.2%
Colfax Corp.0.000% 12/17/20200.2%
GS Mortgage Securities Corp Trust 2012-ALOHA3.551% 04/10/20340.2%
Nordea Bank Abp4.875% 05/13/20210.2%
Broadcom Inc3.125% 10/15/20220.2%
Bank of The West Auto Trust 2017-12.110% 01/15/20230.2%
Acadia Healthcare Co., Inc.6.125% 03/15/20210.2%
LCM XXIV Ltd3.902% 03/20/20300.2%
Pentair Finance SA2.650% 12/01/20190.2%
VEREIT Operating Partnership L.P.4.600% 02/06/20240.2%
Santander Drive Auto Receivables Trust 2018-53.520% 12/15/20220.2%
D.R. Horton, Inc.5.750% 08/15/20230.1%
Stonemont Portfolio Trust 2017-STONE5.983% 08/20/20300.1%
BBCMS Trust0.542% 03/12/20360.1%
Bayer US Finance II LLC3.875% 12/15/20230.1%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.1%
Santander Drive Auto Receivables Trust 2017-22.790% 08/15/20220.1%
General Motors Financial Co., Inc.0.000% 07/01/20190.1%
Capital Auto Receivables Asset Trust 2018-23.270% 06/20/20230.1%
Seven Generations Energy Ltd.6.750% 05/01/20230.1%
Santander Drive Auto Receivables Trust 2018-53.810% 12/16/20240.1%
GS Mortgage Securities Corp Trust 2018-RIVR3.344% 07/15/20350.1%
Nissan Master Owner Trust Receivables2.824% 04/18/20220.1%
Greystone Commercial Real Estate Notes 2017-FL1 Lt3.944% 03/15/20270.1%
Discover Financial Services5.200% 04/27/20220.1%
CVS Caremark Corp.3.700% 03/09/20230.1%
Panera Bread Company4.188% 07/18/20220.1%
Magnetite XVIII Ltd3.598% 11/15/20280.1%
Credit Suisse AG6.500% 08/08/20230.1%
West Town Mall Trust 2017-KNOX3.823% 07/05/20300.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.594% 04/15/20310.1%
Goldman Sachs Group, Inc.3.875% 04/26/20220.1%
Standard Chartered plc4.247% 01/20/20230.1%
Petroleos Mexicanos3.500% 01/30/20230.1%
CNOOC Curtis Funding No 1 Pty Ltd.4.500% 10/03/20230.1%
Government National Mortgage Association2.750% 02/16/20580.1%
SCF Equipment Leasing 2019-1 LLC3.040% 03/20/20230.1%
AXIS Equipment Finance Receivables VI LLC3.890% 07/20/20220.1%
CNH Capital LLC4.375% 04/05/20220.1%
Dr. Pepper Snapple Group, Inc.4.057% 05/25/20230.1%
TPG Real Estate Finance 2018-FL2 Issuer LTD3.524% 11/15/20370.1%
Synchrony Credit Card Master Note Trust2.620% 10/15/20250.1%
Chesapeake Funding II LLC2.120% 11/15/20290.1%
CCO Holdings LLC / CCO Holdings Capital Corp.5.250% 03/15/20210.1%
SL Green Realty Corp.4.500% 12/01/20220.1%
Government National Mortgage Association2.750% 04/16/20580.1%
ONEOK, Inc.3.647% 11/19/20210.1%
Towd Point Asset Trust 2018-SL13.404% 12/25/20480.1%
AT&T, Inc.3.777% 06/12/20240.1%
General Electric Co.2.700% 10/09/20220.1%
JP Morgan Chase Commercial Mortgage Securities Tru0.555% 07/05/20330.1%
Aircastle Ltd.5.000% 04/01/20230.1%
ONEOK, Inc.7.500% 09/01/20230.1%
DBWF 2018-AMXP Mortgage Trust4.122% 05/05/20350.1%
Vulcan Materials Co.3.170% 03/01/20210.1%
DBGS 2018-BIOD Mortgage Trust3.197% 05/15/20350.1%
CoreVest American Finance 2018-1 Trust3.804% 06/15/20510.1%
CityLine Commercial Mortgage Trust 2016-CLNE2.871% 11/10/20310.1%
COMM 2014-CCRE18 Mortgage Trust3.828% 07/15/20470.1%
BAMLL Trust4.420% 07/11/20330.1%
N-Star REL CDO Ltd.2.940% 02/01/20410.1%
Goldman Sachs Group, Inc.2.908% 06/05/20230.1%
Bombardier, Inc.8.750% 12/01/20210.1%
Transdigm, Inc.4.830% 06/09/20230.1%
Kinetic Concepts, Inc. / KCI USA, Inc.7.875% 02/15/20210.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.392% 06/05/20320.1%
WhiteHorse VIII Ltd4.029% 05/01/20260.1%
Broadcom Inc3.625% 10/15/20240.1%
OCP CLO 2016-12 Ltd3.721% 10/18/20280.1%
Daimler Finance North America LLC3.750% 11/05/20210.1%
AmeriCredit Automobile Receivables Trust 2016-22.870% 11/08/20210.1%
CGBAM Commercial Mortgage Trust3.213% 04/10/20280.1%
BBCMS Trust 2018-BXH3.394% 10/15/20370.1%
SLIDE 2018-FUN3.294% 06/15/20310.1%
CPI Swap0.010% 04/18/20240.1%
Synovus Financial Corp.3.125% 11/01/20220.1%
American Express Credit Account Master Trust1.770% 11/15/20220.1%
AmeriCredit Automobile Receivables Trust 2017-22.970% 03/20/20230.1%
Range Resources Corp.5.000% 08/15/20220.1%
Macquarie Group Ltd.4.150% 03/27/20240.1%
Hilton Orlando Trust 2018-ORL3.164% 12/15/20340.1%
HCA Healthcare Inc4.010% 03/17/20230.1%
COMM Mortgage Trust3.213% 03/10/20460.1%
Tencent Holdings Ltd.3.280% 04/11/20240.1%
Madison Avenue Trust4.169% 10/12/20320.1%
Government National Mortgage Association2.700% 07/16/20570.1%
T-Mobile USA, Inc.6.000% 04/15/20240.1%
AREIT 2018-CRE2 Trust3.381% 11/14/20350.1%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.1%
Regatta VI Funding Ltd3.672% 07/20/20280.1%
Seven Generations Energy Ltd.6.875% 06/30/20230.1%
Aircastle Ltd.5.500% 02/15/20220.1%
ENI SpA4.000% 09/12/20230.1%
CNH Industrial NV4.500% 08/15/20230.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.884% 01/05/20340.1%
Aircastle Ltd.4.400% 09/25/20230.1%
Puget Energy, Inc.6.000% 09/01/20210.1%
COMM 2016-GCT Mortgage Trust0.784% 08/10/20290.1%
JP Morgan Chase Commercial Mortgage Securities Tru5.350% 07/05/20330.1%
First Data Corporation4.404% 04/26/20240.1%
Mountain Hawk III CLO Ltd.3.801% 04/18/20250.1%
BX Trust 2017-SLCT4.444% 07/15/20340.1%
Government National Mortgage Association1.083% 12/16/20540.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
GS Mortgage Securities Corp. II3.419% 10/10/20320.1%
CSMC Trust 2017-MOON3.196% 07/10/20340.1%
Gates Global LLC6.000% 07/15/20220.1%
Government National Mortgage Association2.750% 06/16/20580.1%
Petroleos Mexicanos4.875% 01/18/20240.1%
Nvent Finance Sarl3.950% 04/15/20230.1%
SESI LLC7.125% 12/15/20210.1%
Government National Mortgage Association2.650% 11/16/20500.1%
Citigroup, Inc.3.455% 10/27/20220.1%
Syneos Health Inc / inVentiv Health Inc / inVentiv7.500% 10/01/20240.1%
Morgan Stanley3.941% 01/20/20220.1%
GS Mortgage Securities Corp. II3.007% 12/10/20300.1%
Dominion Resources, Inc.3.071% 08/15/20240.1%
COMM Mortgage Trust3.807% 05/10/20480.1%
Owens Corning4.200% 12/01/20240.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.488% 05/05/20300.1%
World Omni Select Auto Trust 2018-14.130% 01/15/20250.1%
UBS-BAMLL Trust3.663% 06/10/20300.1%
Emera US Finance L.P.2.700% 06/15/20210.1%
Indonesia Asahan Aluminium Persero PT5.230% 11/15/20210.1%
Drive Auto Receivables Trust3.360% 10/17/20220.1%
Government National Mortgage Association2.650% 11/17/20480.1%
Drive Auto Receivables Trust 2019-23.420% 06/16/20250.1%
Atrium Hotel Portfolio Trust 2018-ATRM3.344% 06/15/20350.1%
NVA Holdings, Inc.5.001% 02/02/20250.1%
Master Credit Card Trust II Series 2018-12.873% 07/21/20240.1%
Concho Resources, Inc.4.375% 01/15/20250.1%
ALM VII Ltd0.000% 07/15/20290.1%
LMREC 2015-CRE, Inc.3.384% 02/22/20320.1%
DLL Securitization Trust 2017-A2.430% 11/17/20250.1%
Comision Federal de Electricidad4.875% 05/26/20210.1%
Santander Drive Auto Receivables Trust 2018-33.030% 02/15/20220.1%
Salem Fields CLO Ltd 2016-24.280% 10/25/20280.1%
PPL WEM Ltd./Western Power Distribution Ltd.5.375% 05/01/20210.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.694% 06/15/20320.1%
UBS-Barclays Commercial Mortgage Trust2.792% 12/10/20450.1%
Nexteer Automotive Group Ltd.5.875% 11/15/20210.1%
Wells Fargo Commercial Mortgage Trust 2014-LC163.548% 08/15/20500.1%
Citibank Credit Card Issuance Trust2.880% 01/23/20230.1%
CNH Capital LLC4.875% 04/01/20210.1%
Broadcom Inc3.125% 04/15/20210.1%
COMM 2013-CCRE9 Mortgage Trust4.374% 07/10/20450.1%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.1%
Broadcom Corp. / Broadcom Cayman Finance Ltd.2.650% 01/15/20230.1%
Laredo Petroleum Holdings, Inc.5.625% 01/15/20220.1%
Ford Motor Credit Co. LLC0.000% 11/25/20190.1%
Anchorage Capital CLO 4-R Ltd3.632% 01/28/20310.1%
Hudsons Bay Simon JV Trust4.666% 08/05/20340.1%
Sophia LP / Sophia Finance, Inc.9.000% 09/30/20230.1%
Royal Caribbean Cruises Ltd.5.250% 11/15/20220.1%
Navient Corp.5.000% 10/26/20200.1%
American Airlines Class B Pass Through Trust4.375% 10/01/20220.1%
BX Trust 2017-SLCT5.544% 07/15/20340.1%
WFRBS Commercial Mortgage Trust3.311% 03/15/20450.1%
General Motors Co.4.875% 10/02/20230.1%
British Telecommunications plc4.500% 12/04/20230.1%
Danske Bank A/S5.000% 01/12/20220.1%
Jamestown CLO VII Ltd.3.410% 07/25/20270.1%
Scientific Games International, Inc.6.625% 05/15/20210.1%
CSMC Trust0.697% 09/15/20370.1%
Statoil ASA7.875% 12/09/20220.1%
Citigroup, Inc.3.352% 04/24/20250.1%
NGPL Pipeco LLC4.375% 08/15/20220.1%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.1%
Westlake Automobile Receivables Trust 2017-22.250% 12/15/20200.1%
Kinross Gold Corp.5.950% 03/15/20240.1%
Silversea Cruise Finance Ltd.7.250% 02/01/20250.1%
Goldman Sachs Group, Inc.5.250% 07/27/20210.1%
PTL Finance Corp.3.450% 07/01/20240.1%
Santander Drive Auto Receivables Trust 2018-43.560% 07/15/20240.1%
Elanco Animal Health Inc4.272% 08/28/20230.1%
American Airlines, Inc.4.402% 04/28/20230.1%
AXA Equitable Holdings Inc3.900% 04/20/20230.1%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.1%
Informatica Corp.7.125% 07/15/20230.1%
Flying Fortress Holding4.456% 10/30/20220.1%
Federal National Mortgage Assoc.4.659% 03/01/20420.1%
Broadcom Corp. / Broadcom Cayman Finance Ltd.3.625% 01/15/20240.1%
World Financial Network Credit Card Master Trust2.550% 06/17/20240.1%
Cox Communications, Inc.3.250% 12/15/20220.1%
OCP CLO 2016-12 Ltd4.201% 10/18/20280.1%
Halcyon Loan Advisors Funding Ltd.3.660% 07/25/20270.1%
UBS Group Funding Switzerland AG3.871% 05/23/20230.1%
Brixmor Operating Partnership L.P.3.250% 09/15/20230.1%
Genesys Telecommunications Laboratories Inc/Greene10.000% 11/30/20240.1%
Commercial Mortgage Pass Through Certificates3.400% 10/05/20300.1%
First Investors Auto Owner Trust 2015-12.710% 06/15/20210.1%
Motel 6 Trust 2017-MTL66.644% 08/15/20340.1%
Hyundai Capital Services, Inc.3.000% 08/29/20220.1%
General Electric Co.3.100% 01/09/20230.1%
Government National Mortgage Association2.700% 04/16/20570.1%
Reliance Holdings USA, Inc.5.400% 02/14/20220.1%
Ford Credit Auto Owner Trust 2016-REV22.030% 12/15/20270.1%
Zions Bancorp NA3.350% 03/04/20220.1%
BWAY Mortgage Trust0.534% 03/10/20330.1%
EPR Properties5.750% 08/15/20220.1%
Altice Financing S.A.6.625% 02/15/20230.1%
Romania6.750% 02/07/20220.1%
Husky Energy, Inc.4.000% 04/15/20240.1%
California Republic Auto Receivables Trust2.510% 02/16/20210.1%
SoFi Professional Loan Program 2017-E LLC1.860% 11/26/20400.1%
ASB Bank Ltd3.750% 06/14/20230.1%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.1%
Illinois, IL4.950% 06/01/20230.1%
Syngenta Finance NV3.933% 04/23/20210.1%
Government National Mortgage Association2.600% 07/16/20580.1%
Citibank Credit Card Issuance Trust1.920% 04/07/20220.1%
Chaparral Energy, Inc.8.750% 07/15/20230.1%
CGRBS Commercial Mortgage Trust3.369% 03/13/20350.1%
DBWF 2018-AMXP Mortgage Trust3.956% 05/05/20350.1%
Assurant, Inc.4.200% 09/27/20230.1%
Irvine Core Office Trust2.068% 05/15/20480.1%
Santander UK Group Holdings plc3.373% 01/05/20240.1%
Willis North America, Inc.7.000% 09/29/20190.1%
Government National Mortgage Association2.750% 02/16/20580.1%
GS Mortgage Securities Trust3.777% 06/10/20460.1%
Reynolds American, Inc.4.850% 09/15/20230.1%
COMM Mortgage Trust3.898% 03/10/20310.1%
Bayer US Finance II LLC2.750% 07/15/20210.1%
Associated Bank NA/Green Bay WI3.500% 08/13/20210.1%
Arbor Realty Commercial Real Estate Notes 2018-FL13.544% 06/15/20280.1%
Morgan Stanley Bank of America Merrill Lynch Trust3.697% 12/15/20480.1%
William Lyon Homes, Inc.7.000% 08/15/20220.1%
Tesoro Logistics L.P.6.250% 10/15/20220.1%
UBS-Barclays Commercial Mortgage Trust2.850% 12/10/20450.1%
Exeter Automobile Receivables Trust 2017-32.810% 09/15/20220.1%
Danske Bank A/S2.750% 09/17/20200.1%
Enel Finance International N.V.2.750% 04/06/20230.1%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.1%
Southern Star Central Corp.5.125% 07/15/20220.1%
Benefit Street Partners CLO IV Ltd3.842% 01/20/20290.1%
Benefit Street Partners CLO IV Ltd4.342% 01/20/20290.1%
Polaris Intermediate Corp8.500% 12/01/20220.1%
Drive Auto Receivables Trust5.150% 08/15/20220.1%
Air Lease Corp.4.250% 02/01/20240.1%
UBS-Barclays Commercial Mortgage Trust3.091% 08/10/20490.1%
UBS Group Funding Switzerland AG3.491% 05/23/20230.1%
Dryden XXV Senior Loan Fund3.947% 10/15/20270.1%
Navient Corp.6.625% 07/26/20210.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.994% 06/15/20320.1%
Marvell Technology Group Ltd.4.200% 06/22/20230.1%
JP Morgan Chase Commercial Mortgage Securities Tru2.829% 10/15/20450.1%
Federal Home Loan Mortgage Corp.3.135% 11/01/20430.1%
HMH Trust 2017-NSS3.062% 07/05/20310.1%
Glencore Funding LLC4.125% 03/12/20240.1%
Newmont Mining Corp.3.700% 03/15/20230.1%
Scientific Games International, Inc.10.000% 12/01/20220.1%
Alliant Holdings Intermediate LLC8.250% 08/01/20230.1%
Midcontinent Express Pipeline LLC6.700% 09/15/20190.1%
General Electric Co.3.450% 05/15/20240.1%
Anchorage Capital CLO 3-R Ltd3.632% 01/28/20310.1%
BDS 2018-FL13.244% 01/15/20350.1%
Government National Mortgage Association2.600% 08/16/20580.1%
Ford Motor Credit Co. LLC3.532% 09/24/20200.1%
Marathon Petroleum Corp.5.375% 10/01/20220.1%
TCF Auto Receivables Owner Trust 2016-12.030% 02/15/20220.1%
NBK SPC Ltd.2.750% 05/30/20220.1%
DLL Securitization Trust 2017-A2.140% 12/15/20210.1%
CNH Capital LLC4.200% 01/15/20240.1%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
Wells Fargo Commercial Mortgage Trust 2018-C474.361% 09/15/20610.1%
BX Trust 2017-APPL3.274% 07/15/20340.1%
Carlyle Global Market Strategies CLO Ltd.3.491% 01/18/20290.1%
BX Trust 2017-APPL5.544% 07/15/20340.1%
UBS Group Funding Switzerland AG2.650% 02/01/20220.1%
Saudi Arabian Oil Co2.750% 04/16/20220.1%
Jamestown CLO VII Ltd.3.880% 07/25/20270.1%
Drive Auto Receivables Trust4.530% 08/15/20230.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.380% 07/05/20330.1%
Wabtec Corp.4.150% 03/15/20240.1%
CPG Merger Sub LLC8.000% 10/01/20210.1%
Ford Motor Credit Co. LLC5.584% 03/18/20240.1%
Petroleos Mexicanos5.500% 01/21/20210.1%
Federal National Mortgage Assoc.2.718% 12/01/20450.1%
BBVA Bancomer SA6.500% 03/10/20210.1%
Chesapeake Funding II LLC1.990% 05/15/20290.1%
AmeriCredit Automobile Receivables 2016-13.590% 02/08/20220.1%
Atrium Hotel Portfolio Trust 2018-ATRM3.824% 06/15/20350.1%
Hyundai Capital America1.750% 09/27/20190.1%
ZF North America Capital, Inc.4.750% 04/29/20250.1%
Midwest Connector Capital Co LLC3.625% 04/01/20220.1%
Sterigenics-Nordion Topco LLC8.125% 11/01/20210.1%
JP Morgan Chase Commercial Mortgage Securities Tru4.549% 07/05/20330.1%
GS Mortgage Securities Trust1.561% 06/10/20460.1%
Dr. Pepper Snapple Group, Inc.3.200% 11/15/20210.1%
GS Mortgage Securities Corp Trust 2017-STAY3.244% 07/15/20320.1%
MSCG Trust3.460% 11/15/20340.1%
Macquarie Group Ltd.3.189% 11/28/20230.1%
BX Trust 2017-SLCT3.594% 07/15/20340.1%
World Omni Auto Receivables Trust 2018-D3.440% 12/16/20240.1%
Trimble Navigation Ltd.4.150% 06/15/20230.1%
American Realty Capital Properties, Inc.3.750% 12/15/20200.1%
Roper Industries, Inc.3.650% 09/15/20230.1%
Bancorp Commercial Mortgage 2018-CRE3 Trust/The3.244% 01/15/20330.1%
IHS Markit Ltd4.125% 08/01/20230.1%
Citigroup, Inc.4.050% 07/30/20220.1%
AES Corporation, The4.156% 05/31/20220.1%
BX Trust 2018-BILT3.194% 05/15/20300.1%
Ashtead Capital, Inc.5.625% 10/01/20240.1%
Eclipse Resources Corp.8.875% 07/15/20230.1%
DBJPM 16-C3 Mortgage Trust1.634% 08/10/20490.1%
Watco Cos. LLC / Watco Finance Corp.6.375% 04/01/20230.1%
General Electric Co.3.150% 09/07/20220.1%
Swedbank AB2.800% 03/14/20220.1%
Atrium Hotel Portfolio Trust 2017-ATRM3.894% 12/15/20360.1%
NXP BV / NXP Funding LLC4.625% 06/01/20230.1%
Diamondback Energy, Inc.4.750% 11/01/20240.1%
APX Group, Inc.8.750% 12/01/20200.1%
Interest Rate Swap0.000% 04/01/20210.1%
CVS Holdings I, LP5.160% 02/06/20250.1%
CSMC 2017-HD Trust3.344% 02/15/20310.1%
JP Morgan Chase Commercial Mortgage Securities Tru3.394% 06/15/20320.1%
Madison Park Funding XXI Ltd4.110% 07/25/20290.1%
Discover Bank8.700% 11/18/20190.1%
Greystone Commercial Real Estate Notes 2018-HC1 Lt4.544% 09/15/20280.1%
Park Aerospace Holdings Ltd5.500% 02/15/20240.1%
AmeriCredit Automobile Receivables Trust 2017-42.360% 12/19/20220.1%
WFRBS Commercial Mortgage Trust3.431% 06/15/20450.1%
PerkinElmer, Inc.5.000% 11/15/20210.1%
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%
Drive Auto Receivables Trust3.720% 10/17/20220.1%
Drive Auto Receivables Trust4.590% 01/17/20230.1%
Dell International LLC / EMC Corp5.875% 06/15/20210.1%
Worldpay, LLC4.360% 08/09/20240.1%
LSTAR Commercial Mortgage Trust 2016-40.756% 03/10/20490.1%
Newell Rubbermaid, Inc.4.000% 12/01/20240.1%
Turkiye Vakiflar Bankasi Tao5.625% 05/30/20220.1%
Oaktree CLO Ltd.3.462% 10/20/20270.1%
Rayonier AM Products, Inc.5.500% 06/01/20240.1%
Pyxus International Inc9.875% 07/15/20210.1%
NRG Energy, Inc.3.750% 06/15/20240.1%
Gazprom OAO Via Gaz Capital SA6.510% 03/07/20220.1%
World Financial Network Credit Card Master Trust3.950% 08/15/20250.1%
Turkiye Vakiflar Bankasi Tao5.750% 01/30/20230.1%
Perusahaan Penerbit SBSN Indonesia III3.400% 03/29/20220.1%
Irvine Core Office Trust3.279% 05/15/20480.1%
NESCO LLC / NESCO Finance Corp6.875% 02/15/20210.1%
Texas Gas Transmission LLC4.500% 02/01/20210.1%
NextGear Floorplan Master Owner Trust4.010% 10/15/20230.1%
The Royal Bank of Scotland Group PLC6.400% 10/21/20190.1%
HT Global IT Solutions Holdings Ltd7.000% 07/14/20210.1%
J.P. Morgan Chase Commercial Mortgage Securities T4.143% 10/05/20310.1%
Range Resources Corp.5.750% 06/01/20210.1%
AIB Group PLC4.263% 04/10/20250.1%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.1%
Aviation Capital Group Corp.3.875% 05/01/20230.1%
COMM Mortgage Trust3.532% 08/10/20470.1%
SABIC Capital II BV4.000% 10/10/20230.1%
Avolon Holdings Funding Ltd5.125% 10/01/20230.1%
CPI Swap0.010% 08/23/20260.1%
Oaktree CLO 2014-13.825% 05/13/20290.1%
OZLM Ltd.3.758% 10/17/20290.1%
Drive Auto Receivables Trust4.090% 01/15/20260.1%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.1%
Tesoro Logistics L.P.5.500% 10/15/20190.1%
Sempra Energy3.097% 01/15/20210.1%
AmeriCredit Automobile Receivables Trust 2016-31.800% 10/08/20210.1%
National Fuel Gas Co.4.900% 12/01/20210.1%
Syngenta Finance NV3.698% 04/24/20200.1%
ACC Trust 2019-13.750% 05/20/20220.1%
AIB Group PLC4.750% 10/12/20230.1%
GCI LLC6.750% 06/01/20210.1%
West Town Mall Trust 2017-KNOX4.322% 07/05/20300.1%
GS Mortgage Securities Corp. II3.550% 12/10/20270.1%
General Electric Co.5.300% 02/11/20210.1%
Synchrony Credit Card Master Note Trust2.550% 05/15/20240.1%
Shelter Growth CRE 2018-FL1 Issuer Ltd3.394% 01/15/20350.1%
Scientific Games International, Inc.6.250% 09/01/20200.1%
Vale Overseas Ltd.4.375% 01/11/20220.1%
GE Capital International Funding Co.2.342% 11/15/20200.1%
AES Corp.4.875% 05/15/20230.1%
Eni Finance USA, Inc.0.000% 07/01/20190.1%
Embraer Overseas Ltd.5.696% 09/16/20230.1%
Hyundai Capital America0.000% 07/01/20190.1%
ZF North America Capital, Inc.4.000% 04/29/20200.1%
Halcyon Loan Advisors Funding Ltd.4.230% 07/25/20270.1%
Reckitt Benckiser Treasury Services PLC2.903% 06/24/20220.1%
Becton, Dickinson & Co.3.476% 12/29/20200.1%
Government National Mortgage Association2.600% 10/16/20570.1%
Unitymedia Hessen GmbH & Co. KG4.644% 09/30/20250.1%
Palmer Square Loan Funding 2018-5 Ltd3.992% 01/20/20270.1%
BX Trust 2018-GW3.194% 05/15/20350.1%
Hilton Orlando Trust 2018-ORL4.094% 12/15/20340.1%
PG&E Corp5.029% 12/31/20200.1%
Worldpay, LLC4.383% 01/16/20230.1%
Government National Mortgage Association2.600% 09/16/20510.1%
Bombardier, Inc.6.000% 10/15/20220.1%
NextEra Energy Capital Holdings, Inc.3.045% 05/04/20210.1%
UBS-Barclays Commercial Mortgage Trust3.649% 03/10/20460.1%
MEG Energy Corp.6.500% 01/15/20250.1%
Pelabuhan Indonesia III Persero PT4.500% 05/02/20230.1%
Hudson Pacific Properties4.138% 04/01/20220.1%
Midwest Connector Capital Co LLC3.900% 04/01/20240.1%
AmeriCredit Automobile Receivables Trust 2017-32.240% 06/19/20230.1%
Drive Auto Receivables Trust 2019-23.170% 11/15/20230.1%
Hyundai Capital America3.250% 09/20/20220.1%
UBS-Barclays Commercial Mortgage Trust3.525% 05/10/20630.1%
Cigna Corp0.000% 07/18/20190.1%
OCP CLO 2015-10 Ltd3.886% 10/26/20270.1%
Royal Caribbean Cruises Ltd.0.000% 07/18/20190.1%
BX Trust 2017-APPL4.444% 07/15/20340.1%
HMH Trust 2017-NSS3.343% 07/05/20310.1%
Bermuda Government International Bond4.138% 01/03/20230.1%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.1%
Energen Corp.4.625% 09/01/20210.1%
HMH Trust 2017-NSS4.723% 07/05/20310.1%
UBS-Barclays Commercial Mortgage Trust1.269% 04/10/20460.1%
COMM 2012-CCRE3 Mortgage Trust3.922% 10/15/20450.1%
New Gold, Inc.6.250% 11/15/20220.1%
Delos Finance Sarl4.081% 10/06/20230.1%
ING Bank NV5.800% 09/25/20230.1%
PFS Financing Corp.1.870% 10/15/20210.1%
US Airways Class B Pass Through Trust5.375% 11/15/20210.1%
RBS Commercial Funding Inc 2013-GSP Trust3.961% 01/15/20320.1%
Sri Lanka (Democratic Socialist Republic of)5.750% 04/18/20230.1%
J.P. Morgan Chase Commercial Mortgage Securities T3.795% 06/05/20320.1%
CPI Swap0.010% 01/19/20220.1%
Daimler Finance North America LLC2.875% 03/10/20210.1%
TCF Auto Receivables Owner Trust 2016-12.320% 06/15/20220.1%
CPI Swap0.010% 12/08/20240.1%
Capital One Multi-Asset Execution Trust1.330% 06/15/20220.1%
KLA-Tencor Corp.4.650% 11/01/20240.1%
Kerr-McGee Corp.6.950% 07/01/20240.1%
ENI SpA4.150% 10/01/20200.1%
CNAC HK Finbridge Co Ltd3.500% 07/19/20220.1%
Eterna Capital Pte Ltd7.500% 12/11/20220.1%
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I) (aka Pharmaceutical Product Development4.902% 08/18/20220.1%
Commercial Mortgage Trust5.830% 07/10/20380.1%
California Republic Auto Receivables Trust 2016-12.240% 10/15/20210.1%
Duqesne Light Holdings, Inc.6.400% 09/15/20200.1%
Mountain View CLO X Ltd3.417% 10/13/20270.1%
CommScope, Inc.5.500% 03/01/20240.1%
Morgan Stanley Capital I Trust2.259% 03/15/20450.1%
Shire Acquisitions Investments Ireland Designated1.900% 09/23/20190.1%
General Mills, Inc.3.141% 04/16/20210.1%
CPI Swap0.010% 07/22/20260.0%
Carvana Auto Receivables Trust 2019-23.000% 06/17/20240.0%
PFS Financing Corp.2.794% 02/15/20220.0%
NXP BV / NXP Funding LLC3.875% 09/01/20220.0%
Akbank TAS5.000% 10/24/20220.0%
Grinding Media, Inc. / MC Grinding Media Canada, I7.375% 12/15/20230.0%
CPI Swap0.010% 02/16/20280.0%
Freeport-McMoRan, Inc.4.550% 11/14/20240.0%
Rowan Companies, Inc.7.875% 08/01/20190.0%
CIT Group, Inc.4.125% 03/09/20210.0%
Morgan Stanley Capital I Trust2.084% 08/05/20340.0%
Gulfport Energy Corp.6.625% 05/01/20230.0%
Standard Chartered Bank Hong Kong Ltd5.875% 06/24/20200.0%
Oceaneering International, Inc.4.650% 11/15/20240.0%
General Motors Financial Co., Inc.3.200% 07/06/20210.0%
AutoNation, Inc.3.500% 11/15/20240.0%
Goldman Sachs Group, Inc.5.750% 01/24/20220.0%
Uber Technologies5.904% 07/13/20230.0%
Republic of Argentina3.375% 01/15/20230.0%
GS Mortgage Securities Trust3.778% 11/10/20290.0%
Aircastle Ltd.7.625% 04/15/20200.0%
RPI Finance Trust3.869% 05/04/20220.0%
PNM Resources, Inc.3.250% 03/09/20210.0%
HudBay Minerals, Inc.7.250% 01/15/20230.0%
RETL 2019-RVP4.494% 03/15/20360.0%
Dominion Resources, Inc.2.715% 08/15/20210.0%
UBS AG Registered Shares5.125% 05/15/20240.0%
Synchrony Credit Card Master Note Trust2.370% 03/15/20230.0%
Joseph T Ryerson & Son, Inc.11.000% 05/15/20220.0%
GATX Corp.4.350% 02/15/20240.0%
Popular, Inc.6.125% 09/14/20230.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP1.226% 09/15/20500.0%
Navient Corp.5.875% 03/25/20210.0%
Jersey Central Power & Light Co.4.700% 04/01/20240.0%
Puget Energy, Inc.5.625% 07/15/20220.0%
Wells Fargo Commercial Mortgage Trust5.783% 11/15/20430.0%
Eldorado Resorts, Inc.7.000% 08/01/20230.0%
Hudsons Bay Simon JV Trust5.331% 08/05/20340.0%
Permian Resources LLC / AEPB Finance Corp.13.000% 11/30/20200.0%
National Fuel Gas Co.3.750% 03/01/20230.0%
Nordea Bank Abp4.250% 09/21/20220.0%
TechnipFMC PLC3.450% 10/01/20220.0%
Dominion Resources, Inc.2.962% 07/01/20190.0%
Flagship Credit Auto Trust 2017-42.070% 04/15/20220.0%
CPI Swap0.010% 07/18/20260.0%
GS Mortgage Securities Corp Trust 2017-STAY4.344% 07/15/20320.0%
Adani Ports & Special Economic Zone Ltd3.950% 01/19/20220.0%
Republic of Argentina6.875% 04/22/20210.0%
MSCG Trust4.181% 11/15/20340.0%
Consol Energy, Inc.5.875% 04/15/20220.0%
West Town Mall Trust 2017-KNOX4.491% 07/05/20300.0%
Press Ganey Holdings, Inc.5.336% 10/23/20230.0%
CSMC 2017-HD Trust6.044% 02/15/20310.0%
Drive Auto Receivables Trust 2017-22.750% 09/15/20230.0%
Dell Technologies Inc Class V3.365% 09/07/20230.0%
Morgan Stanley Bank of America Merrill Lynch Trust2.918% 02/15/20460.0%
Texas Eastern Transmission L.P.4.125% 12/01/20200.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.661% 06/05/20320.0%
Aventura Mall Trust3.867% 12/05/20320.0%
Saudi Arabian Oil Co2.875% 04/16/20240.0%
Bank of The West Auto Trust 2017-12.330% 09/15/20230.0%
RP Crown Parent LLC7.375% 10/15/20240.0%
Perimeter Master Note Business Trust6.020% 12/15/20220.0%
SLIDE 2018-FUN0.976% 12/15/20200.0%
Weibo Corp.3.500% 07/05/20240.0%
Daimler Finance North America LLC3.288% 05/04/20210.0%
CHT 2017-COSMO Mortgage Trust3.794% 11/15/20360.0%
Enel Finance International N.V.4.250% 09/14/20230.0%
Studio City Co Ltd7.250% 11/30/20210.0%
Morgan Stanley Capital Barclays Bank Trust 2016-MA2.817% 09/13/20310.0%
CSMC Trust 2017-PFHP3.344% 12/15/20300.0%
CPI Swap0.010% 02/10/20230.0%
SM Energy Co.6.125% 11/15/20220.0%
SCANA Corp.4.125% 02/01/20220.0%
Associated Banc-Corp.2.750% 11/15/20190.0%
Ford Credit Floorplan Master Owner Trust A1.980% 01/15/20220.0%
Seneca Park CLO Ltd.3.708% 07/17/20260.0%
Glencore Funding LLC4.625% 04/29/20240.0%
Discover Bank3.350% 02/06/20230.0%
Bermuda Government International Bond4.854% 02/06/20240.0%
W.R. Berkley Corp.5.375% 09/15/20200.0%
KREF 2018-FL1 Ltd3.532% 06/15/20360.0%
BX Trust 2018-GW4.164% 05/15/20350.0%
Sempra Energy4.050% 12/01/20230.0%
WFRBS Commercial Mortgage Trust0.752% 08/15/20470.0%
Tex Operations Co. LLC4.132% 08/04/20230.0%
NOVA Chemicals Corp.5.250% 08/01/20230.0%
Smithfield Foods, Inc.3.350% 02/01/20220.0%
Drive Auto Receivables Trust4.180% 03/15/20240.0%
Ford Motor Credit Co. LLC3.219% 01/09/20220.0%
Eagle Holding Co. II LLC7.625% 05/15/20220.0%
Elanco Animal Health Inc3.912% 08/27/20210.0%
First Data Corporation4.801% 07/08/20220.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
The Royal Bank of Scotland Group PLC6.125% 12/15/20220.0%
Wells Fargo Commercial Mortgage Trust 2016-LC241.161% 10/15/20490.0%
TCI-Symphony CLO 2016-1 Ltd4.077% 10/13/20290.0%
AerCap Ireland Capital Ltd.4.250% 07/01/20200.0%
CPI Swap0.010% 01/19/20220.0%
Infor (US), Inc. (fka Lawson Software Inc.)5.341% 02/01/20220.0%
HD Supply Inc.5.575% 08/01/20240.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.171% 06/05/20320.0%
TCF Auto Receivables Owner Trust 2016-PT11.930% 06/15/20220.0%
Florida Gas Transmission Co., LLC3.875% 07/15/20220.0%
CPI Swap0.010% 12/11/20240.0%
Huarong Finance Co Ltd4.000% 07/17/20190.0%
Murphy Oil Corp.6.875% 08/15/20240.0%
CarMax Auto Owner Trust 2017-32.720% 05/15/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.294% 04/15/20310.0%
JMC Steel Group9.875% 06/15/20230.0%
Avid Automobile Receivables Trust 2018-12.840% 08/15/20230.0%
Ally Financial, Inc.3.875% 05/21/20240.0%
FirstEnergy Transmission LLC4.350% 01/15/20250.0%
PPL Capital Funding, Inc.3.500% 12/01/20220.0%
Government National Mortgage Association2.300% 02/16/20470.0%
Equian Buyer Corp. (Equian, LLC)5.652% 05/20/20240.0%
COMM 2014-LC15 Mortgage Trust4.006% 04/10/20470.0%
Avis Budget Rental Car Funding2.460% 07/20/20200.0%
Freeport-McMoRan, Inc.3.875% 03/15/20230.0%
SLIDE 2018-FUN4.244% 06/15/20310.0%
Brixmor Operating Partnership L.P.3.650% 06/15/20240.0%
GM Financial Consumer Automobile Receivables Trust3.370% 08/16/20240.0%
Allegro CLO IV Ltd3.997% 01/15/20290.0%
Perusahaan Penerbit SBSN Indonesia III3.750% 03/01/20230.0%
Danske Bank A/S2.000% 09/08/20210.0%
Wyndham Worldwide Corp.5.625% 03/01/20210.0%
California Republic Auto Receivables Trust 2015-43.730% 11/15/20210.0%
MSCG Trust2.612% 06/07/20350.0%
Santander Drive Auto Receivables Trust 2017-32.760% 12/15/20220.0%
COMM Mortgage Trust1.873% 04/12/20350.0%
Energy Transfer Operating LP4.650% 06/01/20210.0%
JP Morgan Chase Commercial Mortgage Securities Cor0.308% 07/05/20310.0%
CPS Auto Receivables Trust 2018-B3.580% 03/15/20230.0%
CPI Swap0.010% 02/24/20220.0%
AerCap Ireland Capital Ltd.5.000% 10/01/20210.0%
LCCM Mortgage Trust2.952% 11/14/20270.0%
Transocean Sentry Ltd5.375% 05/15/20230.0%
Capital Auto Receivables Asset Trust 2017-12.020% 08/20/20210.0%
Bayer US Finance II LLC3.500% 06/25/20210.0%
Triumph Group, Inc.4.875% 04/01/20210.0%
DAE Funding LLC4.000% 08/01/20200.0%
Sempra Global0.000% 07/08/20190.0%
A10 Term Asset Financing 2017-1 LLC2.340% 03/15/20360.0%
Danske Bank A/S5.375% 01/12/20240.0%
CSMC Trust 2017-PFHP3.994% 12/15/20300.0%
Capital One Multi-Asset Execution Trust2.000% 01/17/20230.0%
Drive Auto Receivables Trust3.020% 11/15/20210.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
WFRBS Commercial Mortgage Trust1.335% 05/15/20450.0%
Century Aluminum Co.7.500% 06/01/20210.0%
Santander UK Group Holdings plc3.571% 01/10/20230.0%
Avery Point CLO Ltd.3.568% 07/17/20260.0%
CPI Swap0.010% 11/30/20230.0%
CPI Swap0.010% 02/10/20220.0%
LSTAR Commercial Mortgage2.417% 03/10/20500.0%
CPI Swap0.010% 11/07/20190.0%
CPI Swap0.010% 08/04/20260.0%
Smithfield Foods, Inc.2.700% 01/31/20200.0%
Zions Bancorp NA3.500% 08/27/20210.0%
Fairstone Financial Issuance Trust I3.948% 03/21/20330.0%
Wabtec Corp.3.911% 09/15/20210.0%
Newell Rubbermaid, Inc.5.000% 11/15/20230.0%
West Town Mall Trust 2017-KNOX0.521% 07/05/20300.0%
Titan International, Inc.6.500% 11/30/20230.0%
Braskem Netherlands Finance BV3.500% 01/10/20230.0%
People's United Financial, Inc.3.650% 12/06/20220.0%
LMREC 2015-CRE, Inc.4.654% 02/22/20320.0%
General Electric Co.3.375% 03/11/20240.0%
Duqesne Light Holdings, Inc.5.900% 12/01/20210.0%
DuPont de Nemours Inc4.205% 11/15/20230.0%
Boral Finance Pty Ltd3.000% 11/01/20220.0%
CarMax Auto Owner Trust 2017-32.440% 02/15/20230.0%
Swedbank AB2.650% 03/10/20210.0%
Morgan Stanley Bank of America Merrill Lynch Trust1.568% 11/15/20490.0%
CGBAM Commercial Mortgage Trust3.516% 04/10/20280.0%
BBCMS Trust2.466% 03/10/20360.0%
CDW LLC (fka CDW Corporation)4.545% 08/17/20230.0%
DaVita HealthCare Partners Inc. (fka DaVita Inc.)5.343% 06/24/20210.0%
CEC Entertainment, Inc.5.652% 02/12/20210.0%
Morgan Stanley Capital I Trust 2016-UB111.771% 08/15/20490.0%
Phillips 663.246% 02/26/20210.0%
J.P. Morgan Chase Commercial Mortgage Securities T3.201% 10/05/20310.0%
IHS Markit Ltd3.625% 05/01/20240.0%
Comfort Holding, LLC7.152% 02/05/20240.0%
Prima Capital CRE Securitization Ltd.2.214% 10/24/20350.0%
BX Trust 2018-BILT4.164% 05/15/20300.0%
SCANA Corp.6.250% 04/01/20200.0%
Park Aerospace Holdings Ltd5.250% 08/15/20220.0%
Park Aerospace Holdings Ltd3.625% 03/15/20210.0%
Seminole Tribe of Florida4.331% 07/08/20240.0%
CSMC 2017-HD Trust4.894% 02/15/20310.0%
CSMC Trust 2017-LSTK3.030% 04/05/20330.0%
CPI Swap0.010% 08/22/20260.0%
PSEG Power LLC3.850% 06/01/20230.0%
Federal National Mortgage Assoc.2.829% 10/01/20450.0%
CSMC 2017-HD Trust3.744% 02/15/20310.0%
Taylor Morrison Communities Inc6.625% 05/15/20220.0%
World Omni Select Auto Trust 2018-13.680% 07/15/20230.0%
Cenovus Energy, Inc.5.700% 10/15/20190.0%
BX Trust 2017-SLCT3.314% 07/15/20340.0%
Range Resources Corp.5.000% 03/15/20230.0%
Dollar Tree, Inc.3.700% 05/15/20230.0%
D.R. Horton, Inc.4.375% 09/15/20220.0%
Caesars Palace Las Vegas Trust 2017-VICI0.968% 10/15/20340.0%
Manufacturers & Traders Trust Co3.645% 12/28/20200.0%
SL Green Operating Partnership L.P.3.250% 10/15/20220.0%
ACC Trust 2018-13.700% 12/21/20200.0%
Madison Park Funding XVI Ltd4.492% 04/20/20260.0%
NCL Corp. Ltd.4.750% 12/15/20210.0%
VEREIT Operating Partnership L.P.4.125% 06/01/20210.0%
AmeriCredit Automobile Receivables Trust 2015-22.400% 01/08/20210.0%
Capital Auto Receivables Asset Trust 2016-12.670% 12/21/20200.0%
WFRBS Commercial Mortgage Trust1.518% 06/15/20450.0%
Newmont Mining Corp.3.500% 03/15/20220.0%
CPI Swap0.010% 10/17/20200.0%
Macquarie Group Ltd.7.625% 08/13/20190.0%
Sophia, L.P.5.580% 09/30/20220.0%
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 Tru4.694% 04/15/20310.0%
Freeport-McMoRan, Inc.6.875% 02/15/20230.0%
Ascentium Equipment Receivables 2017-1 Trust2.290% 06/10/20210.0%
Royal Caribbean Cruises Ltd.0.000% 07/30/20190.0%
SLIDE 2018-FUN3.644% 06/15/20310.0%
First Investors Auto Owner Trust 2018-24.030% 01/15/20250.0%
Hecla Mining Co.6.875% 05/01/20210.0%
Parsley Energy LLC6.250% 06/01/20240.0%
CarMax Auto Owner Trust1.600% 06/15/20220.0%
Fairstone Financial Issuance Trust I6.299% 03/21/20330.0%
Walgreen Co.0.000% 07/01/20190.0%
Citigroup Commercial Mortgage Trust3.753% 03/10/20470.0%
CSMC Trust 2016-NXSR0.255% 12/15/20490.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.680% 07/05/20330.0%
Santander UK Group Holdings plc2.875% 08/05/20210.0%
CPI Swap0.010% 11/08/20200.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.080% 07/05/20330.0%
Flowserve Corp.4.000% 11/15/20230.0%
CA, Inc.3.600% 08/01/20200.0%
Macquarie Bank Ltd.6.625% 04/07/20210.0%
Illinois, IL6.200% 07/01/20210.0%
GS Mortgage Securities Trust2.636% 11/10/20290.0%
CPI Swap0.010% 11/06/20200.0%
WFRBS Commercial Mortgage Trust4.905% 06/15/20450.0%
AOA 2015-1177 Mortgage Trust2.957% 12/13/20290.0%
INFOR US, Inc.6.500% 05/15/20220.0%
GS Mortgage Securities Corp Trust 2017-STAY3.494% 07/15/20320.0%
Spectra Energy Partners L.P.4.600% 06/15/20210.0%
UBS-Barclays Commercial Mortgage Trust1.093% 03/10/20460.0%
Americold LLC Trust3.847% 01/14/20290.0%
Willis Group Holdings5.750% 03/15/20210.0%
Petroleos Mexicanos0.850% 02/14/20200.0%
CHT 2017-COSMO Mortgage Trust4.644% 11/15/20360.0%
Ford Motor Credit Co. LLC2.979% 08/03/20220.0%
AerCap Ireland Capital Ltd.4.625% 10/30/20200.0%
CPI Swap0.010% 01/11/20290.0%
AerCap Ireland Capital Ltd.4.875% 01/16/20240.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 03/15/20230.0%
Union Pacific Corp.0.000% 07/01/20190.0%
Government National Mortgage Association2.900% 05/16/20540.0%
CNH Capital LLC4.375% 11/06/20200.0%
XPO Logistics, Inc.6.500% 06/15/20220.0%
Select Medical Corp.6.375% 06/01/20210.0%
Williams Cos., Inc.4.500% 11/15/20230.0%
Zimmer Biomet Holdings, Inc.3.700% 03/19/20230.0%
Atrium Hotel Portfolio Trust 2018-ATRM4.044% 06/15/20350.0%
Federal National Mortgage Assoc.2.664% 12/01/20450.0%
Hyundai Capital America3.450% 03/12/20210.0%
Santander Drive Auto Receivables Trust 2016-14.020% 04/15/20220.0%
Avis Budget Rental Car Funding2.630% 12/20/20210.0%
American Airlines, Inc.4.394% 12/14/20230.0%
Chesapeake Funding II LLC1.880% 06/15/20280.0%
Avolon Holdings Funding Ltd5.500% 01/15/20230.0%
Cimarex Energy Co.4.375% 06/01/20240.0%
Alibaba Group Holding Ltd.2.800% 06/06/20230.0%
WFRBS Commercial Mortgage Trust 2012-C102.875% 12/15/20450.0%
Columbia Cent CLO 27 Ltd4.180% 10/25/20280.0%
AerCap Ireland Capital Ltd.3.500% 05/26/20220.0%
CSMC Trust 2017-LSTK3.442% 04/05/20330.0%
CPI Swap0.010% 01/10/20290.0%
CPI Swap0.010% 07/10/20250.0%
GS Mortgage Securities Trust4.740% 05/10/20450.0%
Government National Mortgage Association3.000% 01/16/20480.0%
American Airlines Class B Pass Through Trust5.625% 01/15/20210.0%
Kinross Gold Corp.5.125% 09/01/20210.0%
First Investors Auto Owner Trust 2018-13.510% 05/15/20230.0%
SLIDE 2018-FUN3.944% 06/15/20310.0%
CPI Swap0.010% 03/21/20240.0%
Harvest Operations Corp.4.200% 06/01/20230.0%
JP Morgan Chase Commercial Mortgage Securities Tru4.819% 05/15/20450.0%
Welltower, Inc.3.625% 03/15/20240.0%
CPI Swap0.010% 12/06/20240.0%
BBCMS Trust3.821% 09/05/20320.0%
JP Morgan Chase Commercial Mortgage Securities Tru1.130% 12/15/20470.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.169% 11/15/20490.0%
Syngenta Finance NV4.441% 04/24/20230.0%
Globo Comunicacao e Participacoes SA4.875% 04/11/20220.0%
Trimble Navigation Ltd.4.750% 12/01/20240.0%
CPI Swap0.010% 11/02/20200.0%
GS Mortgage Securities Corp Trust 2016-RENT4.202% 02/10/20290.0%
Avolon Holdings Funding Ltd5.250% 05/15/20240.0%
Santander Drive Auto Receivables Trust 2017-22.210% 10/15/20210.0%
Csail Commercial Mortgage Trust0.135% 06/15/20570.0%
HCP, Inc.4.200% 03/01/20240.0%
JBS USA LLC/JBS USA Finance, Inc.5.875% 07/15/20240.0%
Conn's Receivables Funding 2018-A LLC3.250% 01/15/20230.0%
Bain Capital Credit CLO4.017% 01/15/20290.0%
CSMC Trust 2017-LSTK3.229% 04/05/20330.0%
WGL Holdings, Inc.3.147% 03/12/20200.0%
RELX Investments PLC0.000% 07/01/20190.0%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.0%
CPI Swap0.010% 12/13/20240.0%
UTEX Industries6.402% 05/22/20210.0%
SoFi Professional Loan Program 2017-D LLC1.720% 09/25/20400.0%
CPI Swap0.010% 12/04/20190.0%
Huntington Bancshares, Inc.7.000% 12/15/20200.0%
COMM Mortgage Trust1.375% 03/10/20460.0%
CarMax Auto Owner Trust1.400% 08/15/20210.0%
WPX Energy, Inc.5.250% 09/15/20240.0%
Laureate Education, Inc.8.250% 05/01/20250.0%
Ford Credit Auto Owner Trust 2017-REV22.600% 03/15/20290.0%
Master Credit Card Trust3.570% 07/21/20220.0%
LSTAR Commercial Mortgage Trust2.729% 04/20/20480.0%
Continental Resources, Inc.3.800% 06/01/20240.0%
Healthcare Trust of America Holdings LP2.950% 07/01/20220.0%
CPS Auto Receivables Trust 2017-D3.730% 09/15/20230.0%
Government National Mortgage Association0.889% 06/16/20540.0%
DBWF 2016-85T Mortgage Trust0.116% 12/10/20360.0%
CPS Auto Receivables Trust6.580% 03/15/20220.0%
Martin Marietta Materials, Inc.3.313% 05/22/20200.0%
San Diego Gas & Electric Co1.914% 02/01/20220.0%
COMM 2016-COR1 Mortgage Trust2.499% 10/10/20490.0%
Glencore Funding LLC3.000% 10/27/20220.0%
CPI Swap0.010% 03/02/20240.0%
Credit Suisse First Boston Mortgage Securities Cor5.466% 05/15/20230.0%
Medco Straits Services Pte Ltd8.500% 08/17/20220.0%
CPI Swap0.010% 11/20/20200.0%
GS Mortgage Securities Corp Trust 2017-STAY3.744% 07/15/20320.0%
PG&E Corp5.029% 12/31/20200.0%
Range Resources Corp.5.875% 07/01/20220.0%
WFRBS Commercial Mortgage Trust1.138% 05/15/20470.0%
Turkiye Halk Bankasi AS3.875% 02/05/20200.0%
Williams Cos., Inc.7.875% 09/01/20210.0%
Capital Auto Receivables Asset Trust 2016-21.630% 01/20/20210.0%
COMM Mortgage Trust1.915% 10/15/20450.0%
CFCRE Commercial Mortgage Trust5.939% 12/15/20470.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
BBCMS Trust0.286% 09/10/20280.0%
TCF Auto Receivables Owner Trust 2015-23.000% 09/15/20210.0%
Fiat Chrysler Automobiles N.V.5.250% 04/15/20230.0%
Hyundai Capital America3.000% 06/20/20220.0%
Protective Life Corp.7.375% 10/15/20190.0%
Government National Mortgage Association2.900% 10/16/20550.0%
First Investors Auto Owner Trust 2018-24.280% 01/15/20250.0%
NRG Yield, Inc.3.250% 06/01/20200.0%
Virgin Media Finance plc6.000% 10/15/20240.0%
Peabody Energy Corp.6.000% 03/31/20220.0%
Lukoil International Finance BV6.125% 11/09/20200.0%
Altice Luxembourg SA7.750% 05/15/20220.0%
Brixmor Operating Partnership L.P.3.875% 08/15/20220.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
Anglo American Capital plc4.125% 04/15/20210.0%
GTH Finance BV6.250% 04/26/20200.0%
Government National Mortgage Association0.776% 08/16/20540.0%
Federal Home Loan Mortgage Corp.0.304% 11/25/20260.0%
Morgan Stanley Capital I Trust3.350% 07/13/20290.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Xerox Corp.5.625% 12/15/20190.0%
Ford Motor Credit Co. LLC3.339% 03/28/20220.0%
CNAC HK Finbridge Co Ltd3.000% 07/19/20200.0%
COMM Mortgage Trust0.551% 06/10/20460.0%
Equate Petrochemical BV3.000% 03/03/20220.0%
Banco de Credito del Peru2.250% 10/25/20190.0%
Greystone Commercial Real Estate Notes 2017-FL1 Lt5.144% 03/15/20270.0%
Blue Cube Spinco, Inc.9.750% 10/15/20230.0%
Callon Petroleum Co.6.125% 10/01/20240.0%
Bayer US Finance II LLC3.621% 12/15/20230.0%
Federal Home Loan Mortgage Corp.2.248% 02/25/20320.0%
California Republic Auto Receivables Trust 2016-21.830% 12/15/20210.0%
Fairstone Financial Issuance Trust I7.257% 03/21/20330.0%
CPI Swap0.010% 12/05/20190.0%
Federal National Mortgage Assoc.4.177% 06/01/20380.0%
CFCRE Commercial Mortgage Trust 2016-C61.316% 11/10/20490.0%
California Republic Auto Receivables Trust 2015-42.580% 06/15/20210.0%
Flowserve Corp.3.212% 10/14/20200.0%
Toyota Auto Receivables 2016-D Owner Trust1.230% 10/15/20200.0%
CPI Swap0.010% 08/24/20260.0%
EPR Properties5.250% 07/15/20230.0%
Morgan Stanley Bank of America Merrill Lynch Trust0.810% 07/15/20500.0%
FHC Health Systems, Inc.6.402% 12/23/20210.0%
DBUBS Mortgage Trust4.998% 07/10/20440.0%
Flagship Credit Auto Trust3.050% 08/16/20210.0%
Sofi Professional Loan Program 2017-C LLC1.750% 07/25/20400.0%
United Airlines 2014-1 Class B Pass Through Trust4.750% 04/11/20220.0%
Federal Home Loan Mortgage Corp.4.756% 02/01/20380.0%
Federal National Mortgage Assoc.4.316% 10/01/20350.0%
California Republic Auto Receivables Trust2.130% 05/17/20210.0%
SolarCity Corp.1.625% 11/01/20190.0%
WFRBS Commercial Mortgage Trust 2012-C92.870% 11/15/20450.0%
CPI Swap0.010% 12/19/20240.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.916% 08/15/20490.0%
Berry Plastics Corporation4.162% 01/06/20210.0%
JP Morgan Chase Commercial Mortgage Securities Tru5.514% 04/15/20310.0%
Fairstone Financial Issuance Trust I5.084% 03/21/20330.0%
Teva Pharmaceutical Finance Co. B.V.3.650% 11/10/20210.0%
Scotts Miracle-Gro Co.6.000% 10/15/20230.0%
Federal Home Loan Mortgage Corp.4.593% 12/01/20360.0%
CFCRE Commercial Mortgage Trust 2016-C70.892% 12/10/20540.0%
Federal Home Loan Mortgage Corp.4.791% 09/01/20360.0%
Exeter Automobile Receivables Trust 2017-32.050% 12/15/20210.0%
Federal National Mortgage Assoc.4.690% 12/01/20400.0%
TCF Auto Receivables Owner Trust 2016-12.510% 09/15/20220.0%
General Motors Financial Co., Inc.3.150% 06/30/20220.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 12/15/20230.0%
GLP Capital L.P. / GLP Financing II, Inc.4.875% 11/01/20200.0%
Wells Fargo Commercial Mortgage Trust0.100% 06/15/20480.0%
Engs Commercial Finance Trust2.630% 02/22/20220.0%
DDR Corp.4.625% 07/15/20220.0%
Orchestra Borrower LLC / Orchestra Co-Issuer Inc6.750% 06/15/20220.0%
D.R. Horton, Inc.4.750% 02/15/20230.0%
Nationstar Mortgage LLC / Nationstar Capital Corp.6.500% 07/01/20210.0%
CPI Swap0.010% 12/14/20240.0%
JP Morgan Chase Commercial Mortgage Securities Tru5.394% 06/15/20350.0%
Highwoods Realty L.P.3.200% 06/15/20210.0%
CPI Swap0.010% 12/19/20240.0%
ZF North America Capital, Inc.4.500% 04/29/20220.0%
Government National Mortgage Association2.900% 08/16/20550.0%
Cigna Corp2.965% 03/17/20200.0%
PTL Finance Corp.3.900% 02/01/20240.0%
CPS Auto Receivables Trust 2017-D2.430% 01/18/20220.0%
CSMC Trust 2017-MOON3.303% 07/10/20340.0%
Welltower, Inc.4.500% 01/15/20240.0%
DBUBS Mortgage Trust3.527% 07/10/20440.0%
CPI Swap0.010% 12/21/20250.0%
Newell Rubbermaid, Inc.4.700% 08/15/20200.0%
Morgan Stanley Capital I Trust0.188% 07/13/20290.0%
WFRBS Commercial Mortgage Trust4.869% 02/15/20440.0%
Federal Home Loan Mortgage Corp.4.819% 02/01/20370.0%
Canadian Oil Sands Ltd.9.400% 09/01/20210.0%
Citigroup Mortgage Loan Trust2.570% 07/25/20360.0%
Kinetic Concepts, Inc. / KCI USA, Inc.12.500% 11/01/20210.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.881% 12/15/20490.0%
CPS Auto Receivables Trust 2017-C2.300% 07/15/20210.0%
Gol Luxco S.A.6.500% 08/31/20200.0%
Equinix, Inc.5.375% 01/01/20220.0%
J.P. Morgan Chase Commercial Mortgage Securities T4.143% 10/05/20310.0%
TCF Auto Receivables Owner Trust 2015-23.750% 12/15/20210.0%
FMG Finance Pty Ltd.4.750% 05/15/20220.0%
GLP Financing, LLC3.902% 04/28/20210.0%
Acadia Healthcare Co., Inc.5.625% 02/15/20230.0%
CPI Swap0.010% 11/10/20220.0%
Federal National Mortgage Assoc.4.760% 01/01/20380.0%
Continental Credit Card 2016-111.330% 01/15/20250.0%
Bill Barrett Corp.7.000% 10/15/20220.0%
Ascentium Equipment Receivables 2017-2 Trust2.000% 05/11/20200.0%
Boardwalk Pipelines L.P.5.750% 09/15/20190.0%
Nissan Auto Receivables 2016-A Owner Trust1.340% 10/15/20200.0%
Mattel, Inc.2.350% 08/15/20210.0%
Fresenius Medical Care US Finance II, Inc.4.125% 10/15/20200.0%
Fresenius Medical Care US Finance, Inc.5.750% 02/15/20210.0%
Glencore Funding LLC2.875% 04/16/20200.0%
Wells Fargo Commercial Mortgage Trust0.819% 06/15/20480.0%
Sabine Pass Liquefaction LLC5.625% 02/01/20210.0%
COMM Mortgage Trust1.286% 08/10/20470.0%
Government National Mortgage Association2.200% 04/16/20470.0%
Citigroup Commercial Mortgage Trust0.507% 06/10/20480.0%
GS Mortgage Securities Corp Trust 2012-ALOHA4.267% 04/10/20340.0%
RAIT 2017-FL7 Trust3.344% 06/15/20370.0%
UAL 2007-1 Pass Through Trust7.336% 07/02/20190.0%
Federal National Mortgage Assoc.4.554% 09/01/20380.0%
CVS Caremark Corp.4.000% 12/05/20230.0%
HCP, Inc.4.250% 11/15/20230.0%
Bear Stearns Deutsche Bank Trust5.008% 09/15/20270.0%
Caesars Palace Las Vegas Trust 2017-VICI0.538% 10/15/20340.0%
CPS Auto Receivables Trust 2019-A3.890% 12/16/20240.0%
VeriSign, Inc.4.625% 05/01/20230.0%
CPI Swap0.010% 12/05/20220.0%
Hyundai Capital America2.000% 07/01/20190.0%
Pioneer Natural Resources Co.7.500% 01/15/20200.0%
CPI Swap0.010% 03/04/20240.0%
Drive Auto Receivables Trust2.610% 08/16/20210.0%
COMM Mortgage Trust6.152% 07/10/20460.0%
CIT Group, Inc.4.750% 02/16/20240.0%
Morgan Stanley Capital I Trust3.469% 08/11/20330.0%
Comm 2013-GAM3.367% 02/10/20280.0%
UTEX Industries9.652% 05/22/20220.0%
Berry Plastics Corporation4.162% 02/08/20200.0%
Federal National Mortgage Assoc.4.437% 03/01/20390.0%
LSTAR Commercial Mortgage Trust 2016-42.033% 03/10/20490.0%
JPMBB Commercial Mortgage Securities Trust1.110% 11/15/20470.0%
Brandywine Operating Partnership L.P.4.100% 10/01/20240.0%
SLM Private Education Loan Trust5.644% 05/16/20440.0%
Government National Mortgage Association0.905% 01/16/20550.0%
CPI Swap0.010% 12/27/20250.0%
CFCRE Commercial Mortgage Trust 2016-C41.882% 05/10/20580.0%
Del Frisco's Restaurant Grou8.438% 06/27/20250.0%
Federal National Mortgage Assoc.4.660% 12/01/20400.0%
OneMain Financial Issuance Trust 2016-25.940% 03/20/20280.0%
CPI Swap0.010% 12/27/20250.0%
CPI Swap0.010% 11/21/20220.0%
WPX Energy, Inc.6.000% 01/15/20220.0%
Federal National Mortgage Assoc.4.823% 04/01/20400.0%
Reynolds Group Issuer, Inc.6.875% 02/15/20210.0%
Government National Mortgage Association2.750% 09/16/20460.0%
CPI Swap0.010% 02/01/20260.0%
DLL Securitization Trust 2017-A1.890% 07/15/20200.0%
Dell Equipment Finance Trust2.140% 04/22/20220.0%
Cherrywood SB Commercial Mortgage Loan Trust 2016-3.730% 03/25/20490.0%
Capital Auto Receivables Asset Trust 2016-22.110% 03/22/20210.0%
JPMBB Commercial Mortgage Securities Trust0.615% 07/15/20450.0%
GS Mortgage Securities Trust2.111% 11/10/20450.0%
Chesapeake Funding II LLC2.110% 03/15/20280.0%
Nexen, Inc.6.200% 07/30/20190.0%
CD 2016-CD1 Mortgage Trust1.552% 08/10/20490.0%
Vornado DP LLC Trust2.970% 09/13/20280.0%
CEC Entertainment, Inc.8.000% 02/15/20220.0%
Diamond Resorts Owner Trust3.080% 11/20/20280.0%
CPI Swap0.010% 05/25/20230.0%
CPI Swap0.010% 12/28/20250.0%
CPI Swap0.010% 01/03/20260.0%
JPMBB Commercial Mortgage Securities Trust0.909% 05/15/20480.0%
CPI Swap0.010% 04/11/20260.0%
CPI Swap0.010% 02/13/20260.0%
CPI Swap0.010% 01/15/20290.0%
Ascentium Equipment Receivables 2016-2 Trust1.650% 05/10/20220.0%
Federal Home Loan Mortgage Corp.4.606% 04/01/20370.0%
Republic of Angola Via Northern Lights III BV7.000% 08/17/20190.0%
Federal National Mortgage Assoc.4.884% 12/01/20380.0%
Structured Asset Securities Corp. Series5.750% 12/25/20350.0%
AmeriCredit Automobile Receivables Trust 2017-41.830% 05/18/20210.0%
Sequoia Mortgage Trust 2012-43.000% 09/25/20420.0%
Federal Home Loan Mortgage Corp.4.713% 05/01/20360.0%
JP Morgan Chase Commercial Mortgage Series Trust1.403% 04/15/20460.0%
New Century Home Equity Loan Trust4.678% 08/25/20350.0%
J.P. Morgan Chase Commercial Mortgage Securities T1.345% 10/05/20310.0%
TransDigm, Inc.6.000% 07/15/20220.0%
CPI Swap0.010% 03/22/20410.0%
CPI Swap0.010% 04/01/20260.0%
CPI Swap0.010% 05/26/20360.0%
Sempra Energy2.875% 10/01/20220.0%
GS Mortgage Securities Trust0.943% 11/10/20480.0%
PSEG Power LLC5.125% 04/15/20200.0%
FREMF Mortgage Trust3.159% 10/25/20470.0%
Federal National Mortgage Assoc.4.578% 10/01/20400.0%
JPMBB Commercial Mortgage Securities Trust0.955% 04/15/20470.0%
Spectrum Brands, Inc.6.625% 11/15/20220.0%
COMM Mortgage Trust3.826% 10/15/20310.0%
Continental Airlines 2012-1 Class B Pass Thru Trus6.250% 04/11/20200.0%
DRB Prime Student Loan Trust3.200% 01/25/20400.0%
Federal Home Loan Mortgage Corp.4.665% 10/01/20380.0%
GS Mortgage Securities Trust3.849% 12/10/20430.0%
Doncasters US Finance LLC (Doncasters US LLC)10.580% 10/09/20200.0%
Citigroup Commercial Mortgage Trust0.313% 07/10/20470.0%
Federal National Mortgage Assoc.4.665% 03/01/20380.0%
WFRBS Commercial Mortgage Trust0.736% 05/15/20470.0%
SLM Student Loan Trust2.924% 03/25/20260.0%
CPI Swap0.010% 09/02/20220.0%
CPI Swap0.010% 05/22/20220.0%
CPI Swap0.010% 04/10/20220.0%
CPI Swap0.010% 01/10/20210.0%
Federal National Mortgage Assoc.4.562% 08/01/20380.0%
CPI Swap0.010% 04/03/20210.0%
CPI Swap0.010% 06/09/20220.0%
US Airways Class B Pass Through Trust6.750% 06/03/20210.0%
CPI Swap0.010% 12/13/20190.0%
Navient Student Loan Trust 2018-12.594% 03/25/20670.0%
CPI Swap0.010% 01/07/20260.0%
CPI Swap0.010% 01/04/20260.0%
JPMBB Commercial Mortgage Securities Trust3.046% 04/15/20470.0%
Government National Mortgage Association2.500% 03/16/20490.0%
J.P. Morgan Chase Commercial Mortgage Securities T0.791% 10/05/20310.0%
Capital Auto Receivables Asset Trust 2016-11.980% 10/20/20200.0%
CPI Swap0.010% 01/04/20260.0%
JPMBB Commercial Mortgage Securities Trust0.460% 04/15/20470.0%
CPI Swap0.010% 12/14/20190.0%
CPI Swap0.010% 06/28/20250.0%
Federal National Mortgage Assoc.4.487% 08/01/20370.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
Santander Drive Auto Receivables Trust 2015-42.970% 03/15/20210.0%
Templar Energy LLC0.000% -0.0%
CPI Swap0.010% 06/17/20390.0%
Boyd Gaming Corp.6.875% 05/15/20230.0%
Afren plc11.500% 02/01/20160.0%
DOMMO ENERGIA SA-SP ADR0.000% -0.0%
Eneva SA0.000% -0.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.503% 06/10/20270.0%
Afren plc10.250% 04/08/20190.0%
Afren plc6.625% 12/09/20200.0%
US LONG BOND(CBT) SEP190.000% 09/30/20190.0%
JP Morgan Chase Commercial Mortgage Securities Tru0.160% 06/10/20270.0%
OGX Austria GmbH8.500% 06/01/20190.0%
Templar Energy LLC0.000% -0.0%
US 5YR NOTE (CBT) SEP190.000% 10/03/20190.0%
US 10YR NOTE (CBT)SEP190.000% 09/30/20190.0%
CPI Swap0.010% 06/14/20290.0%
CPI Swap0.010% 09/07/20220.0%
US 2YR NOTE (CBT) SEP190.000% 10/03/20190.0%
FX USD/EUR 09/190.000% 09/20/20190.0%
CPI Swap0.010% 10/14/20260.0%
CPI Swap0.010% 01/10/20200.0%
CPI Swap0.010% 06/04/20200.0%
CPI Swap0.010% 02/04/20210.0%
FX USD/CAD 09/190.000% 09/19/20190.0%
CPI Swap0.010% 03/04/20210.0%
CPI Swap0.010% 10/25/20190.0%
CPI Swap0.010% 08/27/20230.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 03/31/20260.0%
CPI Swap0.010% 06/23/20220.0%
CPI Swap0.010% 05/02/20210.0%
CPI Swap0.010% 02/21/20310.0%
CPI Swap0.010% 02/19/20310.0%
CPI Swap0.010% 01/09/20390.0%
CPI Swap0.010% 07/20/20290.0%
CPI Swap0.010% 03/25/20290.0%
CPI Swap0.010% 08/18/20190.0%
CPI Swap0.010% 04/28/20200.0%
CPI Swap0.010% 01/08/20210.0%
CPI Swap0.010% 12/01/20240.0%
CPI Swap0.010% 06/30/20420.0%
CPI Swap0.010% 11/09/20200.0%
CPI Swap0.010% 01/11/20210.0%
CPI Swap0.010% 10/25/20320.0%
CPI Swap0.010% 05/03/20220.0%
CPI Swap0.010% 10/22/20220.0%
CPI Swap0.010% 11/14/20210.0%
CPI Swap0.010% 04/26/20250.0%
CPI Swap0.010% 06/30/20260.0%
CPI Swap0.010% 09/01/20190.0%
CPI Swap0.010% 12/02/20240.0%
CPI Swap0.010% 08/25/20230.0%
CPI Swap0.010% 07/24/20290.0%
CPI Swap0.010% 07/31/20290.0%
CPI Swap0.010% 02/05/20250.0%
CPI Swap0.010% 04/22/20250.0%
CPI Swap0.010% 12/14/20260.0%
CPI Swap0.010% 04/05/20290.0%
CPI Swap0.010% 03/28/20290.0%
CPI Swap0.010% 01/21/20210.0%
CPI Swap0.010% 03/16/20290.0%
CPI Swap0.010% 01/20/20260.0%
CPI Swap0.010% 01/20/20210.0%
CPI Swap0.010% 08/06/20200.0%
CPI Swap0.010% 05/24/20280.0%
CPI Swap0.010% 02/09/20210.0%
CPI Swap0.010% 03/15/20290.0%
CPI Swap0.010% 12/14/20240.0%
CPI Swap0.010% 01/26/20290.0%
CPI Swap0.010% 05/21/20280.0%
CPI Swap0.010% 08/20/20210.0%
CPI Swap0.010% 10/01/20250.0%
CPI Swap0.010% 05/03/20300.0%
CPI Swap0.010% 04/17/20300.0%
CPI Swap0.010% 01/08/20270.0%
CPI Swap0.010% 06/22/20250.0%
CPI Swap0.010% 03/23/20320.0%
CPI Swap0.010% 03/10/20320.0%
CPI Swap0.010% 02/11/20310.0%
CPI Swap0.010% 01/23/20330.0%
CPI Swap0.010% 03/06/20320.0%
CPI Swap0.010% 01/25/20330.0%
CPI Swap0.010% 11/25/20240.0%
CPI Swap0.010% 03/21/20320.0%
CPI Swap0.010% 02/07/20320.0%
CPI Swap0.010% 12/13/20310.0%
CPI Swap0.010% 02/12/20330.0%
CPI Swap0.010% 02/17/20210.0%
CPI Swap0.010% 07/29/20210.0%
CPI Swap0.010% 02/03/20210.0%
CPI Swap0.010% 12/16/20200.0%
CPI Swap0.010% 03/20/20220.0%
CPI Swap0.010% 12/09/20240.0%
CPI Swap0.010% 11/22/20240.0%
CPI Swap0.010% 12/05/20240.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 01/26/20210.0%
CPI Swap0.010% 02/01/20380.0%
CPI Swap0.010% 04/12/20220.0%
CPI Swap0.010% 01/14/20210.0%
CPI Swap0.010% 02/20/20380.0%
CPI Swap0.010% 04/20/20230.0%
CPI Swap0.010% 02/26/20380.0%
CPI Swap0.010% 10/30/20300.0%
CPI Swap0.010% 05/31/20280.0%
CPI Swap0.010% 02/26/20380.0%
CPI Swap0.010% 04/27/20240.0%
CPI Swap0.010% 01/19/20210.0%
CPI Swap0.010% 06/01/20280.0%
CPI Swap0.010% 05/21/20250.0%
CPI Swap0.010% 02/06/20380.0%
CPI Swap0.010% 04/27/20230.0%
CPI Swap0.010% 05/04/20200.0%
CPI Swap0.010% 05/04/20200.0%
CPI Swap0.010% 06/06/20280.0%
CPI Swap0.010% 09/11/20280.0%
CPI Swap0.010% 08/27/20280.0%
CPI Swap0.010% 11/21/20240.0%
CPI Swap0.010% 08/14/20280.0%
CPI Swap0.010% 06/27/20200.0%
CPI Swap0.010% 07/25/20280.0%
CPI Swap0.010% 05/16/20280.0%
CPI Swap0.010% 01/11/20250.0%
CPI Swap0.010% 06/03/20200.0%
CPI Swap0.010% 07/06/20280.0%
CPI Swap0.010% 06/13/20200.0%
CPI Swap0.010% 10/01/20280.0%
CPI Swap0.010% 08/09/20280.0%
CPI Swap0.010% 03/14/20290.0%
CPI Swap0.010% 02/08/20290.0%
CPI Swap0.010% 10/09/20280.0%
CPI Swap0.010% 02/15/20290.0%
CPI Swap0.010% 09/26/20280.0%
CPI Swap0.010% 05/11/20280.0%
CPI Swap0.010% 08/03/20280.0%
CPI Swap0.010% 02/27/20290.0%
CPI Swap0.010% 01/18/20290.0%
CPI Swap0.010% 01/13/20290.0%
CPI Swap0.010% 11/17/20360.0%
CPI Swap0.010% 01/24/20210.0%
CPI Swap0.010% 01/24/20290.0%
CPI Swap0.010% 12/23/20310.0%
CPI Swap0.010% 04/26/2030-0.1%
CPI Swap0.010% 03/08/2032-0.1%
CPI Swap0.010% 07/11/2019-0.1%
CPI Swap0.010% 12/08/2031-0.1%
CPI Swap0.010% 04/11/2020-0.1%
CPI Swap0.010% 02/01/2032-0.1%
CPI Swap0.010% 01/06/2026-0.1%
CPI Swap0.010% 02/11/2021-0.1%
CPI Swap0.010% 11/21/2036-0.1%
CPI Swap0.010% 12/30/2023-0.1%
CPI Swap0.010% 12/16/2036-0.1%
CPI Swap0.010% 04/26/2020-0.1%
CPI Swap0.010% 09/21/2028-0.1%
CPI Swap0.010% 07/17/2028-0.1%
CPI Swap0.010% 11/30/2031-0.1%
CPI Swap0.010% 04/17/2021-0.1%
CPI Swap0.010% 04/20/2021-0.1%
CPI Swap0.010% 01/30/2038-0.1%
CPI Swap0.010% 12/07/2031-0.1%
CPI Swap0.010% 07/22/2023-0.1%
Interest Rate Swap2.404% 04/01/2029-0.1%
CPI Swap0.010% 06/20/2021-0.1%
CPI Swap0.010% 09/04/2021-0.1%
CPI Swap0.010% 06/21/2027-0.1%
CPI Swap0.010% 06/08/2026-0.1%
CPI Swap0.010% 05/09/2021-0.1%
CPI Swap0.010% 05/02/2021-0.1%
CPI Swap0.010% 11/14/2024-0.1%
CPI Swap0.010% 10/29/2021-0.1%
CPI Swap0.010% 08/02/2021-0.1%
CPI Swap0.010% 07/05/2026-0.1%
CPI Swap0.010% 10/05/2019-0.1%
CPI Swap0.010% 10/18/2019-0.1%
CPI Swap0.010% 04/05/2032-0.1%
CPI Swap0.010% 01/04/2020-0.1%
CPI Swap0.010% 05/13/2020-0.1%
CPI Swap0.010% 08/06/2028-0.1%
CPI Swap0.010% 03/30/2032-0.1%
CPI Swap0.010% 04/18/2030-0.1%
CPI Swap0.010% 11/21/2023-0.1%
CPI Swap0.010% 01/28/2021-0.1%
CPI Swap0.010% 10/11/2020-0.1%
CPI Swap0.010% 12/17/2020-0.1%
CPI Swap0.010% 12/27/2020-0.1%
CPI Swap0.010% 02/13/2029-0.1%
CPI Swap0.010% 12/13/2020-0.1%
CPI Swap0.010% 06/07/2021-0.1%
CPI Swap0.010% 02/04/2021-0.1%
CPI Swap0.010% 04/17/2026-0.1%
CPI Swap0.010% 03/28/2032-0.1%
CPI Swap0.010% 09/20/2021-0.1%
CPI Swap0.010% 10/25/2021-0.1%
CPI Swap0.010% 08/01/2019-0.2%
CPI Swap0.010% 02/28/2021-0.2%
CPI Swap0.010% 03/22/2032-0.2%
CPI Swap0.010% 06/13/2028-0.2%
CPI Swap0.010% 02/19/2021-0.2%
CPI Swap0.010% 09/14/2024-0.2%
CPI Swap0.010% 06/14/2028-0.2%
CPI Swap0.010% 04/24/2023-0.2%
CPI Swap0.010% 04/23/2023-0.2%
CPI Swap0.010% 07/08/2022-0.2%
CPI Swap0.010% 05/02/2021-0.2%
CPI Swap0.010% 04/03/2023-0.2%
CPI Swap0.010% 02/07/2033-0.2%
CPI Swap0.010% 07/23/2023-0.2%
CPI Swap0.010% 02/21/2022-0.2%
CPI Swap0.010% 03/12/2022-0.3%
CPI Swap0.010% 04/24/2023-0.3%
CPI Swap0.010% 04/11/2022-0.3%
CPI Swap0.010% 03/20/2022-0.3%
CPI Swap0.010% 02/26/2022-0.3%
CPI Swap0.010% 03/25/2022-0.3%
CPI Swap0.010% 06/26/2023-0.3%
CPI Swap0.010% 02/15/2033-0.4%
CPI Swap0.010% 03/05/2038-0.4%
CPI Swap0.010% 01/16/2038-0.4%

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

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

Dividend Payments

For
YTD Dividends Paidas of 08/23/2019
$0.268
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 07/31/2019 $0.03692 $11.46
Daily Daily 06/30/2019 $0.03820 $11.43
Daily Daily 05/31/2019 $0.03691 $11.41
Daily Daily 04/30/2019 $0.04258 $11.59
Daily Daily 03/31/2019 $0.03817 $11.50
Daily Daily 02/28/2019 $0.03783 $11.53
Daily Daily 01/31/2019 $0.03747 $11.48

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 08/31/2019
Daily Daily 09/30/2019
Daily Daily 10/31/2019
Daily Daily 11/30/2019
Daily Daily 12/31/2019

Fees & Expenses

Fees & Expenses

Sales Charge Schedule as of 08/23/2019

  Sales Charge Dealer's Concession Prices at Breakpoint
Less than $100,000 2.25% 2.00% $11.47
$100,000 to $249,999 1.75% 1.50% $11.41
$250,000 to $499,999 1.25% 1.00% $11.35
$500,000 to $999,999 0.00% 1.00% $11.21
$1,000,000 to $5,000,000 0.00% 1.00% $11.21

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 07/31/2019

Fund Documents

Fund Documents

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0Documents selected
Order
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