LDLQX | Short Duration Income Fund Class R2 | Lord Abbett

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Short Duration Income Fund

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Daily price w/o sales charge as of 10/06/2022

$3.84

$0.00

YTD Returns w/o sales charge as of 10/06/2022

-5.91%

Overall Morningstar Ratings

Short-Term Bond
as of 08/31/2022

Morningstar rated the Lord Abbett Short Duration Income Fund class R2 share 3, 3 and 4 stars among 550, 487 and 335 Short-Term Bond Funds for the overall rating and the 3, 5 and 10 year periods ended 8/31/2022, respectively.

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

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Summary

Summary

What is the Short Duration Income Fund?

The Fund seeks to deliver a high level of current income consistent with the preservation of capital by investing in a variety of short maturity debt securities including, corporate bonds, U.S. government securities, and mortgage- and other asset-backed debt securities.
 

EXPERIENCED, TENURED TEAM

Managed through collaboration among 70+ investment professionals in portfolio management, credit research, and trading.

FLEXIBLE APPROACH

Pursues an agile, multi-sector approach designed to provide a higher yield than a typical short duration strategy, and a lower duration than a traditional core bond strategy.

STRONG PERFORMANCE

Has offered a track record of solid performance in many market environments. 

 

Yield

Dividend Yield 1 as of 10/06/2022  

w/o sales charge 3.15%

30-Day Standardized Yield 2 as of 08/31/2022  

3.10%

Fund Basicsas of 08/31/2022

Total Net Assets
$54.73 B
Inception Date
07/21/2009
Dividend Frequency
Monthly
Fund Expense Ratio
0.98%
Number of Holdings
1280
 
Inflation Resource Center

Flexible Fixed-Income Solutions for a Number of Market Outcomes

In today's market environment, many are focused on the potential investment implications of rising inflation. While Lord Abbett's experts say they don't think now is the time to make drastic changes to a portfolio, this Reource Center provides thoughtful insights and potential solutions for a number of situation-based outcomes.

Learn More

 

 

Fund Expense Ratio :

0.98%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 07/21/2009
w/o sales charge -6.21% -6.47% -0.89% 0.53% 1.17% 2.25%
Lipper Category Avg. Short Investment Grade Debt Funds -5.46% -5.91% -0.43% 0.70% 0.92% -
ICE BofA 1-3 Year U.S. Corporate Index -5.34% -5.86% -0.18% 1.10% 1.44% 2.23%

Fund Expense Ratio :

0.98%

Fund Expense Ratio :

0.98%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 07/21/2009
w/o sales charge -6.21% -6.47% -0.89% 0.53% 1.17% 2.25%
Lipper Category Avg. Short Investment Grade Debt Funds -5.46% -5.91% -0.43% 0.70% 0.92% -
ICE BofA 1-3 Year U.S. Corporate Index -5.34% -5.86% -0.18% 1.10% 1.44% 2.23%

Fund Expense Ratio :

0.98%

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

Podcast: Addressing a Core Issue for Fixed-Income Investors
October 26, 2021

In this podcast, investment strategist Joseph Graham discusses why investors may wish to rethink their current allocations to core bonds

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

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

Maturity Assets
Less than 1 year
1-3 years
3-5 years
5-7 years
7-10 years

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

Credit Quality Distribution as of 08/31/2022 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

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

Partner & Portfolio Manager

24 Years of Industry Experience

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

28 Years of Industry Experience

Steven F. Rocco
Steven F. Rocco, CFA

Partner & Co-Head of Taxable Fixed Income

21 Years of Industry Experience

Robert A. Lee
Robert A. Lee

Partner & Co-Head of Taxable Fixed Income

31 Years of Industry Experience

Adam C. Castle
Adam C. Castle, CFA

Partner, Portfolio Manager

14 Years of Industry Experience

Harris Trifon
Harris Trifon

Managing Director, Portfolio Manager

22 Years of Industry Experience

Yoana N. Koleva
Yoana N. Koleva, CFA

Partner, Portfolio Manager

19 Years of Industry Experience

Supported By 71 Investment Professionals with 16 Years Avg. Industry Experience

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Performance

Performance

Dividend Yield 1 as of 10/06/2022  

w/o sales charge 3.15%

30-Day Standardized Yield 2 as of 08/31/2022  

  Subsidized3 Un-Subsidized4
w/o sales charge 3.10% 3.10%

Fund Expense Ratio :

0.98%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 07/21/2009
w/o sales charge -6.21% -6.47% -0.89% 0.53% 1.17% 2.25%
Lipper Category Avg. Short Investment Grade Debt Funds -5.46% -5.91% -0.43% 0.70% 0.92% -
ICE BofA 1-3 Year U.S. Corporate Index -5.34% -5.86% -0.18% 1.10% 1.44% 2.23%

Fund Expense Ratio :

0.98%

Fund Expense Ratio :

0.98%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 07/21/2009
w/o sales charge -6.21% -6.47% -0.89% 0.53% 1.17% 2.25%
Lipper Category Avg. Short Investment Grade Debt Funds -5.46% -5.91% -0.43% 0.70% 0.92% -
ICE BofA 1-3 Year U.S. Corporate Index -5.34% -5.86% -0.18% 1.10% 1.44% 2.23%

Fund Expense Ratio :

0.98%

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 ICE BofA 1-3 Year U.S. Corporate Index
2021 0.73% -0.01%
2020 2.54% 4.16%
2019 5.01% 5.43%
2018 0.83% 1.62%
2017 1.89% 1.91%
2016 3.60% 2.39%
2015 0.04% 1.01%
2014 1.33% 1.19%
2013 1.23% 1.78%
2012 5.99% 4.49%
2011 2.97% -
2010 5.95% -
2009 16.51% -
Year Q1 Q2 Q3 Q4 Yearly Returns
2022 -2.87% -1.89% -1.57% - -5.91%
2021 0.52% 0.50% -0.01% -0.27% 0.73%
2020 -5.28% 5.52% 1.07% 1.50% 2.54%
2019 2.08% 1.56% 0.80% 0.49% 5.01%
2018 -0.13% 0.17% 0.64% 0.15% 0.83%
2017 0.62% 0.59% 0.58% 0.08% 1.89%
2016 1.15% 1.59% 0.88% -0.06% 3.60%
2015 0.87% 0.42% -0.49% -0.75% 0.04%
2014 0.81% 1.05% -0.25% -0.27% 1.33%
2013 0.81% -1.13% 0.85% 0.71% 1.23%
2012 2.10% 0.70% 1.98% 1.09% 5.99%
2011 0.98% 0.99% -0.72% 1.71% 2.97%
2010 2.13% 1.20% 2.28% 0.23% 5.95%
2009 - 5.46% 4.68% 1.50% 16.51%

NAV Historical Prices

Date Net Asset Value

Portfolio

Portfolio

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

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

Maturity Assets
Less than 1 year
1-3 years
3-5 years
5-7 years
7-10 years

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

Credit Quality Distribution as of 08/31/2022

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

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

Portfolio Positioning as of 6/30/2022

  • During the quarter we focused on shifting the Fund’s overall positioning to be higher in quality and liquidity. Specifically, we used less volatile market days to take gains in lower quality holdings and reposition the portfolio to a higher quality profile.
  • The sales of lower quality holdings were primarily within the high yield bond and bank loan allocations. Within both leveraged credit sectors, we focused on selling securities at the bottom of the credit stack as well as consumer cyclical issues. Overall, while we took down the Fund’s weight and risk within each leveraged credit sector, we have maintained these allocations with a bias for BB’s and basic industry names while remaining cautious of exposure to securities further down the credit stack and those within the consumer cyclical category.
  • We increased the allocations to both cash equivalents and short-term, high-quality asset-backed securities (ABS). Both additions are consistent with the up-in-liquidity, up-in-quality theme during the quarter. Within ABS, we specifically focused on adding to AAA-rated consumer-backed credit card receivables and auto-loans. Any sales within the ABS sector were “whole business” ABS with labor-intensive business collateral.
  • We maintained the Fund’s allocation to commercial mortgage-backed securities (CMBS), despite taking down overall credit risk within the sector. Specifically, we allowed specific retail and leisure property-backed commercial real estate assets to roll off while reinvesting in high quality industrial-backed properties. We continue to favor private-label, industrial-backed single-asset/single-borrower (SASB) deals, and commercial real estate collateralized loan obligations (CRE CLO) backed by multi-family properties.
  • Lastly, we reduced the Fund’s duration underweight versus the benchmark over the quarter as we believe that performance sourced from duration positioning will be increasingly difficult to generate given the opposing forces of a more hawkish Fed and increasing concerns around slower growth.  Furthermore, we believe that the 2-year Treasury yield has priced in several Fed rate hikes that the market expects in the future, making it an attractive part of the yield curve to invest in.

Portfolio Details as of 08/31/2022

Total Net Assets
$54.73 B
Number of Issues
1280
Average Coupon
3.58%
Average Life
2.18 Years
Average Maturity
2.18 Years
Average Effective Duration
2.16 Years

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

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

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

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

Holding Coupon Maturity Assets
United States Treasury Note/Bond 3.000% 06/30/2024 2.1%
United States Treasury Note/Bond 3.250% 08/31/2024 2.0%
United States Treasury Note/Bond 3.125% 08/15/2025 1.0%
United States Treasury Bill 0.000% 10/27/2022 0.6%
Comcast Hulu Holdings LLC 3.399% 03/15/2024 0.5%
Charter Communications Operating LLC 4.280% 04/30/2025 0.5%
Invitation Homes Operating Partnership LP 3.358% 01/31/2025 0.5%
SMRT 2022-MINI 2.883% 01/15/2024 0.4%
Citigroup Inc 3.106% 04/08/2026 0.4%
United States Treasury Bill 0.000% 02/16/2023 0.4%
% of Total Assets 8.4%
Holding Coupon Maturity Assets
United States Treasury Note/Bond3.000% 06/30/20242.1%
United States Treasury Note/Bond3.250% 08/31/20242.0%
United States Treasury Note/Bond3.125% 08/15/20251.0%
United States Treasury Bill0.000% 10/27/20220.6%
Comcast Hulu Holdings LLC3.399% 03/15/20240.5%
Charter Communications Operating LLC4.280% 04/30/20250.5%
Invitation Homes Operating Partnership LP3.358% 01/31/20250.5%
SMRT 2022-MINI2.883% 01/15/20240.4%
Citigroup Inc3.106% 04/08/20260.4%
United States Treasury Bill0.000% 02/16/20230.4%
Morgan Stanley3.737% 04/24/20240.4%
General Motors Financial Co Inc5.100% 01/17/20240.4%
HCA Inc5.250% 04/15/20250.4%
BX Trust 2021-ARIA4.636% 10/15/20360.4%
Capital One Multi-Asset Execution Trust3.490% 05/15/20270.4%
SHOW Trust 2022-BIZ1.000% 01/15/20240.3%
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd3.741% 11/15/20360.3%
Cheniere Corpus Christi Holdings LLC5.875% 03/31/20250.3%
XPO Logistics Inc4.123% 02/24/20250.3%
American Express Credit Account Master Trust3.390% 05/17/20270.3%
Freddie Mac STACR REMIC Trust 2021-HQA43.133% 12/25/20410.3%
Carvana Auto Receivables Trust 2022-P13.350% 02/10/20270.3%
Citigroup Inc4.400% 06/10/20250.3%
Ford Motor Credit Co LLC5.584% 03/18/20240.3%
Nielsen Finance LLC4.369% 10/04/20230.3%
Toyota Auto Loan Extended Note Trust 2020-11.350% 05/25/20330.3%
Cheniere Corpus Christi Holdings LLC7.000% 06/30/20240.3%
American Express Credit Account Master Trust3.750% 08/16/20270.3%
BAT Capital Corp3.222% 08/15/20240.3%
Imperial Brands Finance PLC3.125% 07/26/20240.3%
Intesa Sanpaolo SpA5.017% 06/26/20240.3%
BX Trust 2021-RISE3.139% 11/15/20360.3%
Netflix Inc4.375% 11/15/20260.3%
OCP Clo 2019-17 Ltd3.750% 07/20/20320.3%
Santander Retail Auto Lease Trust 2021-A0.510% 07/22/20240.3%
United States Treasury Note/Bond3.000% 07/31/20240.3%
Continental Resources Inc/OK3.800% 06/01/20240.3%
Master Credit Card Trust II Series 2018-12.858% 07/21/20240.3%
Federal Home Loan Bank Discount Notes0.000% 09/23/20220.3%
Ally Financial Inc5.750% 11/20/20250.3%
BXHPP Trust 2021-FILM3.041% 08/15/20360.3%
Danske Bank A/S1.171% 12/08/20230.3%
Vistra Operations Co LLC3.550% 07/15/20240.3%
Discover Card Execution Note Trust3.560% 07/15/20270.3%
Pagaya AI Debt Trust 2022-12.030% 10/15/20290.3%
Mortgage Repurchase Agreement Financing Trust Series 2021-12.889% 09/10/20220.3%
Celanese US Holdings LLC5.900% 07/05/20240.3%
Sabine Pass Liquefaction LLC5.750% 05/15/20240.3%
Bayer US Finance II LLC3.875% 12/15/20230.3%
Ballyrock CLO 2019-1 Ltd3.542% 07/15/20320.3%
CSMC 2021-4SZN5.850% 11/15/20230.2%
GM Financial Automobile Leasing Trust 2022-34.010% 10/21/20240.2%
Wind River 2013-1 CLO Ltd3.690% 07/20/20300.2%
CARLYLE US CLO 2019-1 LTD3.790% 04/20/20310.2%
Danske Bank A/S3.244% 12/20/20250.2%
SCF Equipment Leasing 2021-1 LLC0.830% 08/21/20280.2%
Sabine Pass Liquefaction LLC5.625% 04/15/20230.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE3.287% 01/10/20370.2%
KKR Clo 24 Ltd3.790% 04/20/20320.2%
Bank of America Corp3.864% 07/23/20240.2%
BX Commercial Mortgage Trust 2019-XL3.311% 10/15/20360.2%
Tenneco Inc5.524% 10/01/20250.2%
Capital One Prime Auto Receivables Trust 2022-23.660% 05/17/20270.2%
MF1 2022-FL9 LLC4.451% 06/19/20370.2%
Bayer US Finance II LLC2.839% 12/15/20230.2%
Microchip Technology Inc2.670% 09/01/20230.2%
Barings CLO Ltd 2019-III3.780% 04/20/20310.2%
LoanCore 2022-CRE7 Issuer Ltd3.533% 01/17/20370.2%
Capital One Prime Auto Receivables Trust 2022-23.740% 09/15/20250.2%
Park Aerospace Holdings Ltd5.500% 02/15/20240.2%
Lumen Technologies Inc4.524% 01/31/20250.2%
FirstEnergy Transmission LLC4.350% 01/15/20250.2%
Life 2022-BMR Mortgage Trust3.603% 05/15/20390.2%
GM Financial Automobile Leasing Trust 2022-34.010% 09/22/20250.2%
CrownRock LP / CrownRock Finance Inc5.625% 10/15/20250.2%
Altice France SA/France8.125% 02/01/20270.2%
Octagon Investment Partners 32 Ltd3.462% 07/15/20290.2%
GS Mortgage Securities Corp II3.641% 11/15/20360.2%
Lendmark Funding Trust 2021-22.000% 04/20/20320.2%
ARES L CLO Ltd3.562% 01/15/20320.2%
Truist Financial Corp4.260% 07/28/20260.2%
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd3.333% 01/15/20370.2%
AMMC CLO 23 Ltd3.780% 10/17/20310.2%
Ford Credit Auto Owner Trust 2022-REV13.880% 11/15/20340.2%
Avolon Holdings Funding Ltd5.125% 10/01/20230.2%
Anglo American Capital PLC3.625% 09/11/20240.2%
BX Commercial Mortgage Trust 2021-XL23.080% 10/15/20380.2%
MF1 2021-FL7 Ltd3.467% 10/16/20360.2%
Pacific Gas and Electric Co3.150% 01/01/20260.2%
Matador Resources Co5.875% 09/15/20260.2%
OneMain Direct Auto Receivables Trust 2021-10.870% 07/14/20280.2%
National Fuel Gas Co5.500% 01/15/20260.2%
Hertz Vehicle Financing III LP1.680% 12/27/20270.2%
Four Seasons Hotels Ltd4.524% 11/30/20230.2%
Bank of America Corp3.384% 04/02/20260.2%
EQT Corp6.125% 02/01/20250.2%
SCF Equipment Leasing 2022-1 LLC2.920% 07/20/20290.2%
Navient Private Education Refi Loan Trust 2021-c1.060% 10/15/20690.2%
Verizon Owner Trust 2020-C0.410% 04/21/20250.2%
Rad CLO 15 Ltd3.800% 01/20/20340.2%
AIB Group PLC4.263% 04/10/20250.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.248% 07/05/20330.2%
Navient Corp6.125% 03/25/20240.2%
Mitsubishi UFJ Financial Group Inc4.788% 07/18/20250.2%
Caesars Resort Collection LLC5.274% 12/23/20240.2%
UBS AG5.125% 05/15/20240.2%
ACREC 2021-FL1 Ltd3.537% 10/16/20360.2%
Rad CLO 2 Ltd3.592% 10/15/20310.2%
Change Healthcare Holdings LLC5.024% 03/01/20240.2%
Bank of America Corp3.950% 04/21/20250.2%
KKR CLO 38 Ltd3.832% 04/15/20330.2%
Dryden 72 CLO Ltd3.985% 05/15/20320.2%
Ford Credit Auto Owner Trust 2018-REV23.470% 01/15/20300.2%
Hyundai Capital America1.250% 09/18/20230.2%
JPMorgan Chase & Co3.845% 06/14/20250.2%
Hilton Worldwide Finance LLC4.194% 06/22/20260.2%
Cedar Funding XIV CLO Ltd3.612% 07/15/20330.2%
Standard Chartered PLC0.991% 01/12/20250.2%
Greystone CRE Notes 2021-FL3 Ltd3.411% 07/15/20390.2%
Glencore Funding LLC4.625% 04/29/20240.2%
Hyundai Capital America0.800% 01/08/20240.2%
Barclays PLC5.200% 05/12/20260.2%
Navient Private Education Refi Loan Trust 2022-A2.230% 07/15/20700.2%
Ally Financial Inc5.125% 09/30/20240.2%
Bayer US Finance II LLC4.250% 12/15/20250.2%
Bank of America Corp1.197% 10/24/20260.2%
Coterra Energy Inc4.375% 06/01/20240.2%
GM Financial Automobile Leasing Trust 2021-10.260% 02/20/20240.2%
Morgan Stanley0.791% 01/22/20250.2%
Bain Capital Credit CLO 2017-1 Ltd3.680% 07/20/20300.2%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.429% 06/10/20270.2%
CNO Financial Group Inc5.250% 05/30/20250.2%
Octane Receivables Trust 2022-14.180% 03/20/20280.2%
GM Financial Automobile Leasing Trust 2022-23.420% 06/20/20250.2%
Microchip Technology Inc0.972% 02/15/20240.2%
ABN AMRO Bank NV4.750% 07/28/20250.2%
Credit Agricole SA4.375% 03/17/20250.2%
Toronto-Dominion Bank/The3.766% 06/06/20250.2%
TransDigm Inc8.000% 12/15/20250.2%
Carlyle US Clo 2017-2 Ltd3.760% 07/20/20310.2%
Energy Transfer LP5.875% 01/15/20240.2%
Targa Resources Partners LP / Targa Resources Partners Finance Corp6.500% 07/15/20270.2%
Axalta Coating Systems US Holdings Inc4.000% 06/01/20240.2%
Ford Credit Auto Owner Trust 2019-REV13.520% 07/15/20300.2%
Glencore Funding LLC4.125% 05/30/20230.2%
Goldman Sachs Group Inc/The1.948% 10/21/20270.2%
Hyatt Hotels Corp1.300% 10/01/20230.2%
NRG Energy Inc3.750% 06/15/20240.2%
Morgan Stanley0.790% 05/30/20250.2%
Dryden Senior Loan Fund3.492% 04/15/20280.2%
Netflix Inc5.875% 02/15/20250.2%
Buckeye Partners LP4.623% 11/01/20260.2%
Energy Transfer LP0.000% 09/01/20220.2%
One New York Plaza Trust 2020-1NYP3.341% 01/15/20360.2%
Alcoa Nederland Holding BV5.500% 12/15/20270.2%
Aker BP ASA2.000% 07/15/20260.2%
SCF Equipment Leasing 2019-2 LLC2.470% 04/20/20260.2%
MF1 2021-FL7 Ltd3.837% 10/16/20360.2%
JPMorgan Chase & Co0.824% 06/01/20250.2%
Petroleos Mexicanos6.875% 08/04/20260.2%
Drive Auto Receivables Trust 2021-21.390% 03/15/20290.2%
Ford Credit Floorplan Master Owner Trust A3.060% 04/15/20260.2%
Perimeter Master Note Business Trust2.130% 05/15/20270.2%
WEA Finance LLC / Westfield UK & Europe Finance PLC3.750% 09/17/20240.2%
Apidos CLO XXXI3.612% 04/15/20310.2%
Hertz Vehicle Financing LLC1.210% 12/26/20250.2%
Clarios Global LP / Clarios US Finance Co8.500% 05/15/20270.2%
Affirm Asset Securitization Trust 2021-B1.030% 08/17/20260.2%
Glencore Funding LLC4.125% 03/12/20240.2%
Imperial Brands Finance PLC6.125% 07/27/20270.2%
GS Mortgage Securities Corp Trust 2021-RNT25.468% 11/21/20230.2%
DBGS 2021-W52 Mortgage Trust3.786% 10/15/20360.2%
Alexander Funding Trust1.841% 11/15/20230.2%
Macquarie Group Ltd5.108% 08/09/20260.2%
Ready Capital Mortgage Financing 2022-FL8 LLC3.833% 01/25/20370.2%
ONEOK Inc7.500% 09/01/20230.1%
Triton Container International Ltd1.150% 06/07/20240.1%
GS Mortgage Securities Corp Trust 2019-70P3.711% 10/15/20360.1%
Eni SpA4.000% 09/12/20230.1%
Atrium Hotel Portfolio Trust 2017-ATRM3.891% 12/15/20360.1%
IHO Verwaltungs GmbH4.750% 09/15/20260.1%
Ammc Clo 19 Ltd4.540% 10/16/20280.1%
FNB Corp/PA2.200% 02/24/20230.1%
Adani Ports & Special Economic Zone Ltd3.375% 07/24/20240.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust1.750% 10/29/20240.1%
Macquarie Group Ltd1.340% 01/12/20270.1%
GS Mortgage Securities Corp Trust 2017-GPTX3.104% 05/10/20340.1%
Lloyds Banking Group PLC4.650% 03/24/20260.1%
Morgan Stanley4.100% 05/22/20230.1%
Madison Park Funding XVII Ltd3.732% 07/21/20300.1%
FactSet Research Systems Inc2.900% 03/01/20270.1%
JPMorgan Chase & Co3.559% 04/23/20240.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust2.875% 08/14/20240.1%
F&G Global Funding0.900% 09/20/20240.1%
HCA Inc5.000% 03/15/20240.1%
Exeter Automobile Receivables Trust 2021-10.980% 06/15/20260.1%
HSBC Holdings PLC0.732% 08/17/20240.1%
MHC Commercial Mortgage Trust 2021-MHC3.192% 04/15/20380.1%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand5.375% 04/17/20250.1%
Jackson National Life Global Funding1.750% 01/12/20250.1%
General Motors Financial Co Inc2.900% 02/26/20250.1%
Devon Energy Corp5.875% 06/15/20280.1%
Qorvo Inc1.750% 12/15/20240.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE3.640% 01/10/20370.1%
Santander Retail Auto Lease Trust 2021-C0.290% 04/22/20240.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust4.875% 01/16/20240.1%
General Motors Financial Co Inc3.700% 05/09/20230.1%
Citigroup Inc4.140% 05/24/20250.1%
Devon Energy Corp8.250% 08/01/20230.1%
Upstart Securitization Trust 2021-20.910% 06/20/20310.1%
BB-UBS Trust2.892% 06/05/20300.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON3.735% 01/05/20310.1%
GS Mortgage Securities Trust 2016-GS23.050% 05/10/20490.1%
Elmwood CLO X Ltd3.750% 10/20/20340.1%
CIFC Funding 2021-IV Ltd3.562% 07/15/20330.1%
Devon Energy Corp5.250% 10/15/20270.1%
Lendmark Funding Trust 2022-15.120% 07/20/20320.1%
Capital One Prime Auto Receivables Trust 2022-13.170% 04/15/20270.1%
GM Financial Consumer Automobile Receivables Trust 2020-40.380% 08/18/20250.1%
Bank of America Corp3.550% 03/05/20240.1%
Aqua Finance Trust 2021-A1.540% 07/17/20460.1%
BX Trust 2022-LBA62.883% 01/15/20390.1%
Baidu Inc3.875% 09/29/20230.1%
BX Commercial Mortgage Trust 2021-ACNT3.241% 11/15/20380.1%
KIND Trust 2021-KIND3.341% 08/15/20380.1%
Octagon Investment Partners 49 Ltd3.732% 01/15/20330.1%
Goldman Sachs Group Inc/The3.500% 04/01/20250.1%
CS Master Trust6.340% 04/15/20250.1%
Navient Corp5.875% 10/25/20240.1%
Apidos CLO XXII3.770% 04/20/20310.1%
Hyundai Capital America0.875% 06/14/20240.1%
Ready Capital Mortgage Financing 2021-FL6 LLC3.394% 07/25/20360.1%
Magnetite Xxix Ltd3.502% 01/15/20340.1%
Devon Energy Corp5.250% 09/15/20240.1%
GS Mortgage Securities Corp Trust 2019-70P3.391% 10/15/20360.1%
Carlyle Global Market Strategies CLO 2015-1 Ltd3.690% 07/20/20310.1%
JPMorgan Chase & Co4.851% 07/25/20280.1%
Intesa Sanpaolo SpA5.710% 01/15/20260.1%
Bank of America Corp4.948% 07/22/20280.1%
Nissan Auto Lease Trust 2022-A3.810% 05/15/20250.1%
Wells Fargo & Co4.808% 07/25/20280.1%
Glencore Finance Canada Ltd4.250% 10/25/20220.1%
Benefit Street Partners CLO IV Ltd3.890% 01/20/20320.1%
Bread Financial Holdings Inc4.750% 12/15/20240.1%
Canadian Imperial Bank of Commerce3.945% 08/04/20250.1%
American Express Co3.950% 08/01/20250.1%
Delos Finance Sarl4.000% 10/06/20230.1%
Bank of America Corp0.523% 06/14/20240.1%
Verizon Owner Trust 2020-B0.470% 02/20/20250.1%
Goldman Sachs Group Inc/The2.851% 01/24/20250.1%
Goldman Sachs Group Inc/The0.657% 09/10/20240.1%
Caesars Entertainment Inc8.125% 07/01/20270.1%
NextEra Energy Capital Holdings Inc4.255% 09/01/20240.1%
World Financial Network Credit Card Master Trust2.210% 07/15/20260.1%
NYO Commercial Mortgage Trust 2021-12903.486% 11/15/20380.1%
Gracie Point International Funding 2020-B3.762% 05/02/20230.1%
Ausgrid Finance Pty Ltd3.850% 05/01/20230.1%
Romark CLO Ltd3.813% 10/23/20300.1%
Bank of America Corp1.319% 06/19/20260.1%
Wells Fargo & Co4.540% 08/15/20260.1%
BHP Trust 2019-BXHP3.366% 08/15/20360.1%
Ford Motor Co9.000% 04/22/20250.1%
VICI Properties LP / VICI Note Co Inc3.500% 02/15/20250.1%
Ford Credit Auto Lease Trust 2021-A0.260% 02/15/20240.1%
JPMorgan Chase & Co0.768% 08/09/20250.1%
MTN Commercial Mortgage Trust 2022-LPFL3.704% 03/15/20390.1%
Ally Financial Inc3.875% 05/21/20240.1%
JBS USA LUX SA5.070% 05/01/20260.1%
Ford Credit Auto Owner Trust 2020-C0.410% 07/15/20250.1%
KREF 2021-FL2 Ltd3.461% 02/15/20390.1%
AES Corp/The3.300% 07/15/20250.1%
Univision Communications Inc5.125% 02/15/20250.1%
Octagon Investment Partners XXI Ltd3.905% 02/14/20310.1%
Bain Capital Credit CLO 2020-5 Ltd3.930% 01/20/20320.1%
Angel Oak Mortgage Trust 2021-61.458% 09/25/20660.1%
Laredo Petroleum Inc9.500% 01/15/20250.1%
BDS 2021-FL10 Ltd3.457% 06/16/20360.1%
JFIN CLO 2013 Ltd4.100% 01/20/20300.1%
AMERICAN TOWER CORPORATION0.035% 12/08/20230.1%
Societe Generale SA2.226% 01/21/20260.1%
AIB Group PLC4.750% 10/12/20230.1%
General Motors Financial Co Inc2.750% 06/20/20250.1%
Goldman Sachs Group Inc/The0.627% 11/17/20230.1%
Santander Retail Auto Lease Trust 2021-C0.500% 03/20/20250.1%
Carvana Auto Receivables Trust 2022-P24.680% 02/10/20280.1%
Ford Credit Auto Owner Trust 2021-REV11.370% 10/17/20330.1%
OneMain Financial Issuance Trust 2019-23.140% 10/14/20360.1%
Royal Bank of Canada4.240% 08/03/20270.1%
Deephaven Residential Mortgage Trust 2021-31.194% 08/25/20660.1%
Westlake Automobile Receivables Trust 2021-20.320% 04/15/20250.1%
BlueMountain Fuji US Clo I Ltd3.690% 07/20/20290.1%
Freddie Mac STACR REMIC Trust 2021-HQA33.033% 09/25/20410.1%
PFS Financing Corp1.000% 10/15/20250.1%
Goldman Sachs Group Inc/The4.482% 08/23/20280.1%
Octane Receivables Trust 2022-25.110% 02/22/20280.1%
Comision Federal de Electricidad4.875% 01/15/20240.1%
AIMCO CLO Series 2018-B3.612% 01/15/20320.1%
Aon Corp8.205% 01/01/20270.1%
Applied Systems Inc5.250% 09/19/20240.1%
Venture 33 CLO Ltd3.572% 07/15/20310.1%
Danske Bank A/S5.375% 01/12/20240.1%
BankUnited Inc4.875% 11/17/20250.1%
FirstEnergy Corp2.050% 03/01/20250.1%
Energy Transfer LP4.250% 03/15/20230.1%
Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd4.157% 05/15/20370.1%
Weibo Corp1.250% 11/15/20220.1%
Cenovus Energy Inc5.375% 07/15/20250.1%
MTK 2021-GRNY Mortgage Trust4.141% 12/15/20380.1%
Newark BSL CLO 1 Ltd3.832% 12/21/20290.1%
Fells Point Funding Trust3.046% 01/31/20270.1%
Microchip Technology Inc4.333% 06/01/20230.1%
BX Trust 2022-PSB4.831% 08/15/20390.1%
Dell International LLC / EMC Corp5.450% 06/15/20230.1%
NUTRITION BIOSCIENCES INC0.044% 01/17/20250.1%
MF1 2021-FL6 Ltd3.837% 07/16/20360.1%
Great Wolf Trust 2019-WOLF4.024% 12/15/20360.1%
BX Trust 2021-ARIA4.985% 10/15/20360.1%
ACAM 2019-FL1 ltd3.398% 11/17/20340.1%
CSMC 2021-BPNY6.105% 08/15/20230.1%
Bank of Montreal3.700% 06/07/20250.1%
American Airlines Inc4.391% 12/15/20230.1%
Charming Shoppes Master Trust6.291% 08/15/20230.1%
Dell International LLC / EMC Corp6.020% 06/15/20260.1%
SFO Commercial Mortgage Trust 2021-5553.541% 05/15/20380.1%
Svenska Handelsbanken AB3.650% 06/10/20250.1%
New Economy Assets Phase 1 Sponsor LLC1.910% 10/20/20610.1%
SREIT Trust 2021-MFP3.122% 11/15/20380.1%
Santander UK Group Holdings PLC3.373% 01/05/20240.1%
Aircastle Ltd5.250% 08/11/20250.1%
Cushman & Wakefield US Borrower LLC5.274% 08/21/20250.1%
KIND Trust 2021-KIND5.641% 08/15/20380.1%
Continental Resources Inc/OK2.268% 11/15/20260.1%
CSMC 2022-NQM12.265% 11/25/20660.1%
Prosus NV3.257% 01/19/20270.1%
Navient Corp5.500% 01/25/20230.1%
Aviation Capital Group LLC3.875% 05/01/20230.1%
Royal Bank of Canada3.970% 07/26/20240.1%
Oracle Corp2.500% 04/01/20250.1%
Sabre GLBL Inc7.375% 09/01/20250.1%
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd3.461% 08/15/20340.1%
Bank of America Corp3.366% 01/23/20260.1%
Caesars Entertainment Inc6.250% 07/01/20250.1%
Vistra Operations Co LLC4.875% 05/13/20240.1%
US Bancorp4.548% 07/22/20280.1%
Citizens Bank NA/Providence RI4.575% 08/09/20280.1%
Toyota Auto Receivables 2020-D Owner Trust0.350% 01/15/20250.1%
CF Trust 2019-BOSS5.641% 12/15/20240.1%
One New York Plaza Trust 2020-1NYP3.641% 01/15/20360.1%
Ovintiv Exploration Inc5.375% 01/01/20260.1%
LSTAR Commercial Mortgage Trust 2017-54.500% 03/10/20500.1%
NatWest Markets PLC3.479% 03/22/20250.1%
TCI-Flatiron Clo 2017-1 Ltd3.921% 11/18/20300.1%
TICP CLO XIV Ltd3.790% 10/20/20320.1%
GA Global Funding Trust3.850% 04/11/20250.1%
Newell Brands Inc4.100% 04/01/20230.1%
RBS Commercial Funding Inc 2013-SMV Trust3.260% 03/11/20310.1%
Santander Drive Auto Receivables Trust 2021-10.750% 02/17/20260.1%
JPMorgan Chase & Co3.198% 02/24/20260.1%
Honda Auto Receivables 2020-3 Owner Trust0.370% 10/18/20240.1%
Santander Drive Auto Receivables Trust 2022-53.980% 01/15/20250.1%
BX Trust 2021-RISE3.641% 11/15/20360.1%
BSPRT 2021-FL7 Issuer Ltd3.711% 12/15/20380.1%
CNH Equipment Trust 2022-B3.940% 12/15/20250.1%
Morgan Stanley4.183% 10/24/20230.1%
Exeter Automobile Receivables Trust 2021-31.550% 06/15/20270.1%
Exeter Automobile Receivables Trust 2022-34.860% 12/15/20260.1%
Morocco Government International Bond4.250% 12/11/20220.1%
GM Financial Consumer Automobile Receivables Trust 2021-10.350% 10/16/20250.1%
BXMT 2021-FL4 Ltd3.441% 05/15/20380.1%
Aviation Capital Group LLC5.500% 12/15/20240.1%
Hudsons Bay Simon JV Trust 2015-HBS3.914% 08/05/20340.1%
Bank of America Corp3.841% 04/25/20250.1%
First Quantum Minerals Ltd7.500% 04/01/20250.1%
Netflix Inc3.625% 06/15/20250.1%
Avis Budget Rental Car Funding AESOP LLC3.040% 03/20/20250.1%
BBCMS 2019-BWAY Mortgage Trust3.347% 11/15/20340.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN3.905% 05/05/20300.1%
Microchip Technology Inc4.250% 09/01/20250.1%
Mariner Finance Issuance Trust 2021-B2.100% 11/20/20360.1%
Credit Suisse Mortgage Capital Certificates 2019-ICE43.371% 05/15/20360.1%
Park Aerospace Holdings Ltd4.500% 03/15/20230.1%
Mitsubishi UFJ Financial Group Inc0.953% 07/19/20250.1%
TCW CLO 2022-1 Ltd2.087% 04/22/20330.1%
Citigroup Global Markets Holdings Inc/United States0.750% 06/07/20240.1%
Calpine Corp5.250% 06/01/20260.1%
Angel Oak Mortgage Trust 2021-71.978% 10/25/20660.1%
Exeter Automobile Receivables Trust 2022-34.210% 01/15/20260.1%
Life 2021-BMR Mortgage Trust3.091% 03/15/20380.1%
Galaxy XIX CLO Ltd3.733% 07/24/20300.1%
Brooklyn Union Gas Co/The4.632% 08/05/20270.1%
Westinghouse Air Brake Technologies Corp4.400% 03/15/20240.1%
Aircastle Ltd4.400% 09/25/20230.1%
Bread Financial Holdings Inc7.000% 01/15/20260.1%
VICI Properties LP / VICI Note Co Inc5.625% 05/01/20240.1%
Avolon TLB Borrower 1 US LLC4.118% 01/15/20250.1%
BPCE SA4.500% 03/15/20250.1%
F&G Global Funding2.300% 04/11/20270.1%
PFS Financing Corp0.970% 02/15/20260.1%
Golden Credit Card Trust3.440% 08/15/20250.1%
HONO 2021-LULU Mortgage Trust3.541% 10/15/20360.1%
T-Mobile USA Inc2.250% 02/15/20260.1%
Mercedes-Benz Auto Lease Trust 2021-A0.250% 01/16/20240.1%
Connecticut Avenue Securities Trust 2022-R054.083% 04/25/20420.1%
Madison Park Funding XXV Ltd3.753% 04/25/20290.1%
JPMorgan Chase & Co3.797% 07/23/20240.1%
BDS 2021-FL83.297% 01/18/20360.1%
Houston Galleria Mall Trust 2015-HGLR3.087% 03/05/20370.1%
Bank of America Corp3.004% 12/20/20230.1%
Freeport-McMoRan Inc4.550% 11/14/20240.1%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC1.862% 09/15/20290.1%
Fidelity & Guaranty Life Holdings Inc5.500% 05/01/20250.1%
Jersey Central Power & Light Co4.700% 04/01/20240.1%
General Motors Co6.125% 10/01/20250.1%
Plains All American Pipeline LP / PAA Finance Corp4.650% 10/15/20250.1%
EQT Corp3.125% 05/15/20260.1%
Fontainebleau Miami Beach Trust 2019-FBLU3.144% 12/10/20360.1%
Anglo American Capital PLC4.875% 05/14/20250.1%
TIBCO Software Inc6.280% 06/30/20260.1%
NextEra Energy Capital Holdings Inc4.450% 06/20/20250.1%
Westlake Automobile Receivables Trust 2021-20.890% 07/15/20260.1%
EPR Properties4.500% 06/01/20270.1%
Centene Corp4.250% 12/15/20270.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT3.691% 08/15/20330.1%
DTE Energy Co0.000% 11/01/20240.1%
Glencore Funding LLC4.000% 03/27/20270.1%
BA Credit Card Trust3.530% 11/15/20270.1%
Bank of Ireland Group PLC2.029% 09/30/20270.1%
FMC Corp0.000% 09/01/20220.1%
Citigroup Inc4.044% 06/01/20240.1%
BX Commercial Mortgage Trust 2021-ACNT4.241% 11/15/20380.1%
NBM US Holdings Inc7.000% 05/14/20260.1%
Ashtead Capital Inc4.375% 08/15/20270.1%
OneMain Finance Corp6.125% 03/15/20240.1%
Exeter Automobile Receivables Trust 2021-11.400% 04/15/20270.1%
AAdvantage Loyalty IP Ltd7.460% 04/20/20280.1%
BBVA Bancomer SA/Texas6.750% 09/30/20220.1%
Citigroup Inc1.678% 05/15/20240.1%
Bank of America Corp4.200% 08/26/20240.1%
Tengizchevroil Finance Co International Ltd2.625% 08/15/20250.1%
Bank of New York Mellon Corp/The4.414% 07/24/20260.1%
Southern Co/The5.113% 08/01/20270.1%
MF1 2022-FL8 Ltd3.783% 02/19/20370.1%
CNH Industrial NV4.500% 08/15/20230.1%
WAIKIKI BEACH HOTEL TRUST 2019-WBM3.441% 12/15/20330.1%
Capital One Financial Corp2.424% 12/06/20240.1%
Danske Bank A/S1.226% 06/22/20240.1%
Dell Equipment Finance Trust 2021-20.330% 12/22/20260.1%
American Tower Corp3.650% 03/15/20270.1%
Freddie Mac STACR REMIC Trust 2022-DNA13.183% 01/25/20420.1%
Capital One Prime Auto Receivables Trust 2021-10.320% 02/18/20250.1%
ABN AMRO Bank NV4.800% 04/18/20260.1%
Newark BSL CLO 2 Ltd3.753% 07/25/20300.1%
Ford Credit Auto Owner Trust 2018-REV13.190% 07/15/20310.1%
Newell Brands Inc3.400% 09/06/20220.1%
ONE Gas Inc1.100% 03/11/20240.1%
Bank of America Corp4.000% 01/22/20250.1%
CS Master Trust6.568% 04/15/20230.1%
Natixis Commercial Mortgage Securities Trust 2018-285M3.917% 11/15/20320.1%
Goldman Sachs Group Inc/The3.708% 02/23/20230.1%
Magnetite XXII Ltd3.572% 04/15/20310.1%
Viper Energy Partners LP5.375% 11/01/20270.1%
LMREC 2019-CRE3 Inc3.768% 12/22/20350.1%
Avolon Holdings Funding Ltd5.250% 05/15/20240.1%
Enterprise Fleet Financing 2020-2 LLC0.610% 07/20/20260.1%
Macquarie Group Ltd4.150% 03/27/20240.1%
SL Green Realty Corp4.500% 12/01/20220.1%
Drive Auto Receivables Trust 2019-42.700% 02/16/20270.1%
Morgan Stanley3.620% 04/17/20250.1%
Credit Acceptance Auto Loan Trust 2021-31.000% 05/15/20300.1%
GS Mortgage Securities Corp Trust 2021-ROSS3.541% 05/15/20260.1%
GS Mortgage Securities Corp Trust 2018-RIVR3.341% 07/15/20350.1%
Kinross Gold Corp5.950% 03/15/20240.1%
US Foods Inc6.250% 04/15/20250.1%
COMM 2015-PC1 Mortgage Trust3.902% 07/10/20500.1%
ELP Commercial Mortgage Trust 2021-ELP3.910% 11/15/20380.1%
American Airlines Group Inc3.750% 03/01/20250.1%
Bank of America Corp3.093% 10/01/20250.1%
GLS Auto Receivables Issuer Trust 2021-30.420% 01/15/20250.1%
Capital One Financial Corp4.166% 05/09/20250.1%
Citigroup Commercial Mortgage Trust 2016-GC373.314% 04/10/20490.1%
Freddie Mac STACR REMIC Trust 2021-DNA73.983% 11/25/20410.1%
Navient Private Education Refi Loan Trust 2020-F1.220% 07/15/20690.1%
M&T Bank Corp4.553% 08/16/20280.1%
Cigna Corp3.402% 07/15/20230.1%
Nelnet Student Loan Trust 2021-A1.360% 04/20/20620.1%
GS Mortgage Securities Corp II3.007% 12/10/20300.1%
Danske Bank A/S0.976% 09/10/20250.1%
SCF Equipment Leasing 2022-1 LLC3.220% 10/21/20300.1%
SLIDE 2018-FUN3.541% 06/15/20310.1%
Perimeter Master Note Business Trust3.190% 05/15/20240.1%
Santander UK Group Holdings PLC4.750% 09/15/20250.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP2.904% 04/15/20370.1%
EQT Corp3.900% 10/01/20270.1%
Continental Resources Inc/OK4.500% 04/15/20230.1%
Viterra Finance BV2.000% 04/21/20260.1%
Enviva Partners LP / Enviva Partners Finance Corp6.500% 01/15/20260.1%
Hyundai Capital America1.500% 06/15/20260.1%
Reynolds American Inc4.450% 06/12/20250.1%
BBCMS 2018-TALL Mortgage Trust3.113% 03/15/20370.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT4.841% 08/15/20330.1%
Connecticut Avenue Securities Trust 2021-R033.833% 12/25/20410.1%
Syniverse Holdings LLC/DE9.455% 05/13/20270.1%
Citigroup Inc3.352% 04/24/20250.1%
PDC Energy Inc5.750% 05/15/20260.1%
Barclays PLC2.852% 05/07/20260.1%
Angel Oak Mortgage Trust 2021-41.035% 01/20/20650.1%
Danske Bank A/S1.621% 09/11/20260.1%
World Omni Automobile Lease Securitization Trust 2020-B0.450% 02/15/20240.1%
Connecticut Avenue Securities Trust 2022-R084.733% 07/25/20420.1%
Freddie Mac STACR REMIC Trust 2021-DNA73.033% 11/25/20410.1%
Santander Holdings USA Inc3.244% 10/05/20260.1%
Verus Securitization Trust 2021-51.013% 09/25/20660.1%
Octagon Investment Partners XIV Ltd3.462% 07/15/20290.1%
M&T Bank Corp3.650% 12/06/20220.1%
Enterprise Fleet Financing 2022-3 LLC4.380% 07/20/20290.1%
ONE Gas Inc0.850% 03/11/20230.1%
Aircastle Ltd5.000% 04/01/20230.1%
Upstart Securitization Trust 2021-51.310% 11/20/20310.1%
Anchorage Capital CLO 4-R Ltd3.843% 01/28/20310.1%
GS Mortgage Securities Corp Trust 2017-GPTX2.856% 05/10/20340.1%
SL Green Operating Partnership LP3.250% 10/15/20220.1%
UniCredit SpA7.830% 12/04/20230.1%
Irvine Core Office Trust 2013-IRV3.279% 05/15/20480.1%
BXP Trust 2017-CQHP3.241% 11/15/20340.1%
Newell Brands Inc4.450% 04/01/20260.1%
Trans Union LLC4.274% 11/16/20260.1%
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd3.491% 05/15/20360.1%
Macquarie Group Ltd3.189% 11/28/20230.1%
CSMC 2021-ADV3.791% 07/15/20380.1%
Dell International LLC / EMC Corp5.850% 07/15/20250.1%
Bombardier Inc7.875% 04/15/20270.1%
HAT Holdings I LLC / HAT Holdings II LLC6.000% 04/15/20250.1%
Hyundai Capital America2.375% 02/10/20230.1%
Citigroup Inc5.500% 09/13/20250.1%
Humana Inc0.038% 05/28/20240.1%
Western Midstream Operating LP3.555% 01/13/20230.1%
OHA Credit Funding 5 Ltd3.910% 04/18/20330.1%
Drive Auto Receivables Trust 2021-11.020% 06/15/20270.1%
Metropolitan Life Global Funding I4.050% 08/25/20250.1%
Affirm Asset Securitization Trust 2022-X11.750% 02/15/20270.1%
Brixmor Operating Partnership LP3.650% 06/15/20240.1%
Wells Fargo & Co4.036% 10/31/20230.1%
NextEra Energy Capital Holdings Inc4.200% 06/20/20240.1%
Nationwide Building Society3.572% 02/16/20280.1%
Nissan Auto Lease Trust 2020-B0.430% 10/16/20230.1%
Ford Credit Auto Owner Trust 2017-REV22.360% 03/15/20290.1%
Credit Suisse Group AG2.193% 06/05/20260.1%
CSMC 2021-NQM71.756% 10/25/20660.1%
Bank of America Corp1.530% 12/06/20250.1%
Triton Container International Ltd0.800% 08/01/20230.1%
JPMorgan Chase & Co3.458% 02/24/20280.1%
Standard Chartered PLC1.319% 10/14/20230.1%
GS Mortgage Securities Trust 2011-GC55.302% 08/10/20440.1%
Mountain View CLO 2017-1 LLC3.830% 10/16/20290.1%
Jackson Financial Inc5.170% 06/08/20270.1%
Hyatt Hotels Corp1.800% 10/01/20240.1%
BB-UBS Trust 2012-SHOW3.430% 11/05/20360.1%
Endeavor Energy Resources LP / EER Finance Inc5.750% 01/30/20280.1%
OneMain Finance Corp8.250% 10/01/20230.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT6.341% 08/15/20330.1%
Signal Peak CLO 8 Ltd3.980% 04/20/20330.1%
SREIT Trust 2021-MFP3.969% 11/15/20380.1%
BHMS 2018-ATLS4.641% 07/15/20350.1%
Progress Residential 2021-SFR8 Trust3.181% 10/17/20380.1%
Nordea Bank Abp3.600% 06/06/20250.1%
JFIN CLO 2013 Ltd4.910% 01/20/20300.1%
Exeter Automobile Receivables Trust 2021-33.040% 12/15/20280.1%
Macquarie Group Ltd1.201% 10/14/20250.1%
Toyota Auto Loan Extended Note Trust 2022-13.820% 04/25/20350.1%
Great Wolf Trust 2019-WOLF3.725% 12/15/20360.1%
GREYWOLF CLO VII Ltd3.890% 10/20/20310.1%
CIFC Funding 2013-II Ltd3.740% 10/18/20300.1%
Synchrony Credit Card Master Note Trust2.820% 10/15/20250.1%
VICI Properties LP / VICI Note Co Inc3.750% 02/15/20270.1%
Parker-Hannifin Corp3.650% 06/15/20240.1%
Verus Securitization Trust 2021-31.046% 06/25/20660.1%
NUTRITION BIOSCIENCES INC0.041% 01/17/20230.1%
Life Time Inc7.820% 12/16/20240.1%
Mountain View CLO 2017-1 LLC4.490% 10/16/20290.1%
General Motors Financial Co Inc3.950% 04/13/20240.1%
Westlake Automobile Receivables Trust 2019-23.200% 11/15/20240.1%
BXHPP Trust 2021-FILM3.291% 08/15/20360.1%
PFP 2019-6 Ltd4.091% 04/14/20370.1%
AmeriCredit Automobile Receivables Trust 2020-11.480% 01/21/20250.1%
Santander Drive Auto Receivables Trust 2021-21.350% 07/15/20270.1%
Viterra Finance BV4.900% 04/21/20270.1%
GS Mortgage Securities Trust 2015-GC343.506% 10/10/20480.1%
Danske Bank A/S4.298% 04/01/20280.1%
Bank of Ireland Group PLC4.500% 11/25/20230.1%
American Electric Power Co Inc2.031% 03/15/20240.1%
Take-Two Interactive Software Inc3.300% 03/28/20240.1%
BNP Paribas SA2.819% 11/19/20250.1%
Duke Energy Corp4.300% 03/15/20280.1%
KREF 2021-FL2 Ltd3.691% 02/15/20390.1%
CarMax Auto Owner Trust 2020-22.050% 05/15/20250.1%
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer7.500% 06/01/20250.1%
Drive Auto Receivables Trust 2021-11.450% 01/16/20290.1%
Goldman Sachs Group Inc/The0.673% 03/08/20240.1%
Hyundai Capital America1.300% 01/08/20260.1%
Prima Capital CRE Securitization 2013-III Ltd5.000% 10/24/20350.1%
EQUS 2021-EQAZ Mortgage Trust4.041% 10/15/20380.1%
Goldman Sachs Group Inc/The2.640% 02/24/20280.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2021-14403.691% 03/15/20360.1%
Goldman Sachs Group Inc/The3.272% 09/29/20250.1%
Octagon Investment Partners 30 Ltd3.740% 03/17/20300.1%
Hawaii Hotel Trust 2019-MAUI3.841% 05/15/20380.1%
Carvana Auto Receivables Trust 2022-P34.610% 11/10/20270.1%
Lennar Corp4.500% 04/30/20240.1%
MRA Issuance Trust 2020-133.480% 10/15/20220.1%
CF Hippolyta Issuer LLC1.530% 03/15/20610.1%
VERDE CLO Ltd3.612% 04/15/20320.1%
Santander Drive Auto Receivables Trust 2022-23.760% 07/16/20290.1%
CSMC 2021-NQM61.174% 07/25/20660.1%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp5.250% 10/01/20250.1%
Hyundai Capital America3.250% 09/20/20220.1%
Honda Auto Receivables 2021-2 Owner Trust0.170% 11/15/20230.1%
Santander UK Group Holdings PLC2.469% 01/11/20280.1%
Freddie Mac STACR REMIC Trust 2022-DNA34.183% 04/25/20420.1%
Citigroup Inc3.875% 03/26/20250.1%
Huntington Bancshares Inc/OH4.443% 08/04/20280.1%
Orbia Advance Corp SAB de CV1.875% 05/11/20260.1%
Macquarie Bank Ltd4.875% 06/10/20250.1%
Scientific Games International Inc8.625% 07/01/20250.1%
COMM 2015-DC1 Mortgage Trust3.350% 02/10/20480.1%
Santander Holdings USA Inc3.500% 06/07/20240.1%
Israel Electric Corp Ltd6.875% 06/21/20230.1%
Volkswagen Auto Loan Enhanced Trust 2020-10.980% 11/20/20240.1%
New Orleans Hotel Trust 2019-HNLA3.380% 04/15/20320.1%
Americredit Automobile Receivables Trust 2019-13.360% 02/18/20250.1%
HMH Trust 2017-NSS3.062% 07/05/20310.1%
BlueMountain CLO 2016-2 Ltd4.104% 08/20/20320.1%
PFP 2019-6 Ltd3.841% 04/14/20370.1%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON3.884% 01/05/20340.1%
Atmos Energy Corp0.625% 03/09/20230.1%
VMC Finance 2019-FL3 LLC3.491% 09/15/20360.1%
Continental Resources Inc/OK4.375% 01/15/20280.1%
TCI-Flatiron Clo 2018-1 Ltd3.866% 01/29/20320.1%
Navient Corp7.250% 09/25/20230.1%
Freddie Mac STACR REMIC Trust 2022-DNA44.383% 05/25/20420.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.950% 07/05/20330.1%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT3.576% 07/05/20330.1%
Perimeter Master Note Business Trust4.230% 05/15/20240.1%
Freeport Indonesia PT4.763% 04/14/20270.1%
Fannie Mae Connecticut Avenue Securities3.083% 11/25/20410.1%
Anchorage Capital CLO 3-R Ltd3.843% 01/28/20310.1%
BBCMS 2018-TALL Mortgage Trust4.828% 03/15/20370.1%
WAIKIKI BEACH HOTEL TRUST 2019-WBM3.621% 12/15/20330.1%
Santander Holdings USA Inc2.490% 01/06/20280.1%
Seminole Tribe of Florida Inc4.274% 07/08/20240.0%
Atrium Hotel Portfolio Trust 2018-ATRM3.821% 06/15/20350.0%
Avolon Holdings Funding Ltd5.500% 01/15/20230.0%
Verus Securitization Trust 2021-R31.020% 04/25/20640.0%
Freeport-McMoRan Inc3.875% 03/15/20230.0%
Greenko Dutch BV3.850% 03/29/20260.0%
Ashtead Capital Inc4.000% 05/01/20280.0%
BAT Capital Corp2.789% 09/06/20240.0%
Oceaneering International Inc4.650% 11/15/20240.0%
Suncor Energy Inc7.875% 06/15/20260.0%
Huntington Ingalls Industries Inc3.844% 05/01/20250.0%
Ammc Clo 19 Ltd3.880% 10/16/20280.0%
BBVA Bancomer SA/Texas4.375% 04/10/20240.0%
KeyBank NA/Cleveland OH4.150% 08/08/20250.0%
Palisades Center Trust 2016-PLSD3.998% 04/13/20330.0%
F&G Global Funding1.750% 06/30/20260.0%
EPR Properties4.750% 12/15/20260.0%
Fairstone Financial Issuance Trust I2.509% 10/20/20390.0%
WFRBS Commercial Mortgage Trust 2013-C123.560% 03/15/20480.0%
CNO Global Funding1.750% 10/07/20260.0%
Benchmark 2021-B23 Mortgage Trust1.620% 02/15/20540.0%
Fifth Third Auto Trust 2019-12.690% 11/16/20260.0%
Drive Auto Receivables Trust 2019-23.690% 08/17/20260.0%
LUXE Trust 2021-TRIP4.641% 10/15/20380.0%
Muthoot Finance Ltd6.125% 10/31/20220.0%
CSAIL 2016-C7 Commercial Mortgage Trust3.502% 11/15/20490.0%
Credit Suisse Group AG2.593% 09/11/20250.0%
Project Alpha Intermediate Holding Inc6.530% 04/26/20240.0%
Freddie Mac STACR REMIC Trust 2021-DNA63.683% 10/25/20410.0%
Westinghouse Air Brake Technologies Corp4.375% 08/15/20230.0%
HGI CRE CLO 2021-FL2 Ltd3.380% 09/17/20360.0%
Bain Capital Credit CLO 2019-23.840% 10/17/20320.0%
General Motors Co5.400% 10/02/20230.0%
Goldman Sachs Group Inc/The4.250% 10/21/20250.0%
Eleven Madison Trust 2015-11MD Mortgage Trust3.673% 09/10/20350.0%
WFRBS Commercial Mortgage Trust 2014-C194.101% 03/15/20470.0%
COMM 2014-UBS5 Mortgage Trust3.838% 09/10/20470.0%
Glencore Funding LLC1.625% 04/27/20260.0%
World Omni Select Auto Trust 2019-A2.590% 12/15/20250.0%
CSMC 2021-NQM31.015% 04/25/20660.0%
EQUS 2021-EQAZ Mortgage Trust3.491% 10/15/20380.0%
Morgan Stanley5.000% 11/24/20250.0%
GLP Capital LP / GLP Financing II Inc5.250% 06/01/20250.0%
BX Trust 2019-OC110.873% 12/09/20410.0%
Planet Fitness Master Issuer LLC4.666% 09/05/20480.0%
RESORTS WORLD LAS VEGAS LLC4.024% 04/16/20240.0%
Take-Two Interactive Software Inc3.550% 04/14/20250.0%
Australia & New Zealand Banking Group Ltd4.400% 05/19/20260.0%
Kemper Corp4.350% 02/15/20250.0%
Progress Residential 2021-SFR8 Trust1.681% 10/17/20380.0%
Targa Resources Corp0.000% 09/07/20220.0%
NatWest Group PLC4.519% 06/25/20240.0%
CSMC 2021-SRDC6.536% 11/15/20230.0%
Hasbro Inc3.000% 11/19/20240.0%
New Economy Assets Phase 1 Sponsor LLC2.410% 10/20/20610.0%
Connecticut Avenue Securities Trust 2022-R044.183% 03/25/20420.0%
ACAM 2019-FL1 ltd3.847% 11/17/20340.0%
CARLYLE US CLO 2017-3 Ltd3.610% 07/20/20290.0%
Parsley Energy LLC / Parsley Finance Corp4.125% 02/15/20280.0%
BBCMS 2019-BWAY Mortgage Trust3.701% 11/15/20340.0%
UBS Group AG4.488% 05/12/20260.0%
Goldman Sachs Group Inc/The4.387% 06/15/20270.0%
Targa Resources Corp0.000% 09/01/20220.0%
Fidelity National Information Services Inc4.500% 07/15/20250.0%
Corebridge Financial Inc3.500% 04/04/20250.0%
DBGS 2018-BIOD Mortgage Trust3.194% 05/15/20350.0%
Air Lease Corp4.250% 02/01/20240.0%
Toll Brothers Finance Corp4.875% 11/15/20250.0%
LUXE Trust 2021-TRIP3.441% 10/15/20380.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC3.841% 04/15/20310.0%
Capital One Financial Corp3.526% 01/30/20230.0%
Louisiana Local Government Environmental Facilities & Community Development Auth3.615% 02/01/20290.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust6.500% 07/15/20250.0%
Aviation Capital Group LLC1.950% 01/30/20260.0%
TransAlta Corp4.500% 11/15/20220.0%
DBWF 2018-GLKS Mortgage Trust3.396% 12/19/20300.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.347% 03/10/20460.0%
BX Commercial Mortgage Trust 2019-XL4.391% 10/15/20360.0%
BFLD 2019-DPLO4.631% 10/15/20340.0%
Bombardier Inc7.125% 06/15/20260.0%
Verus Securitization Trust 2021-10.815% 01/25/20660.0%
Gates Global LLC / Gates Corp6.250% 01/15/20260.0%
Ellington Financial Mortgage Trust 2021-31.241% 09/25/20660.0%
Barclays PLC4.338% 05/16/20240.0%
Hyundai Capital America1.000% 09/17/20240.0%
Apidos CLO XXIV3.660% 10/20/20300.0%
Eversource Energy4.200% 06/27/20240.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG3.491% 05/15/20340.0%
Global Payments Inc4.950% 08/15/20270.0%
Hertz Vehicle Financing LLC3.980% 12/26/20250.0%
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In8.500% 11/15/20270.0%
CSMC 2021-GATE4.348% 12/15/20360.0%
Wells Fargo Commercial Mortgage Trust 2018-C474.361% 09/15/20610.0%
Halcyon Loan Advisors Funding 2017-2 Ltd4.440% 01/17/20300.0%
Stellantis NV5.250% 04/15/20230.0%
Vornado Realty LP3.500% 01/15/20250.0%
GA Global Funding Trust0.800% 09/13/20240.0%
Citizens Bank NA/Providence RI3.182% 03/29/20230.0%
Specialty Building Products Holdings LLC / SBP Finance Corp6.375% 09/30/20260.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.185% 03/10/20460.0%
BPCE SA4.875% 04/01/20260.0%
Morgan Stanley Capital I Trust 2015-4203.727% 10/12/20500.0%
COMM 2012-CCRE5 Mortgage Trust3.223% 12/10/20450.0%
POSCO2.375% 11/12/20220.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust3.500% 01/15/20250.0%
Avis Budget Rental Car Funding AESOP LLC4.000% 03/20/20250.0%
BX Commercial Mortgage Trust 2019-XL3.471% 10/15/20360.0%
NatWest Markets PLC0.800% 08/12/20240.0%
Octane Receivables Trust 2021-10.930% 03/22/20270.0%
GS Mortgage Securities Corp Trust 2019-SMP3.541% 08/15/20320.0%
MTK 2021-GRNY Mortgage Trust5.041% 12/15/20380.0%
Peachtree Corners Funding Trust3.976% 02/15/20250.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM3.871% 12/15/20330.0%
First-Citizens Bank & Trust Co3.929% 06/19/20240.0%
Standard Chartered PLC3.885% 03/15/20240.0%
HSBC Holdings PLC0.976% 05/24/20250.0%
Avolon Holdings Funding Ltd4.250% 04/15/20260.0%
BX Trust 2018-BILT3.191% 05/15/20300.0%
Towd Point Asset Trust 2018-SL13.044% 01/25/20460.0%
Pelabuhan Indonesia Persero PT4.500% 05/02/20230.0%
Avis Budget Rental Car Funding AESOP LLC2.020% 02/20/20270.0%
HMH Trust 2017-NSS3.343% 07/05/20310.0%
American Airlines Inc4.243% 06/27/20250.0%
OneMain Finance Corp5.625% 03/15/20230.0%
Greenko Mauritius Ltd6.250% 02/21/20230.0%
LoanCore 2019-CRE3 Issuer Ltd3.761% 04/15/20340.0%
State of Illinois4.950% 06/01/20230.0%
Avolon Holdings Funding Ltd2.125% 02/21/20260.0%
ReadyCap Commercial Mortgage Trust 2019-62.833% 10/25/20520.0%
Dryden 55 CLO Ltd3.532% 04/15/20310.0%
Intesa Sanpaolo SpA3.250% 09/23/20240.0%
Wells Fargo Commercial Mortgage Trust 2018-C444.178% 05/15/20510.0%
PVH Corp4.625% 07/10/20250.0%
Ford Motor Credit Co LLC2.300% 02/10/20250.0%
HMH Trust 2017-NSS4.723% 07/05/20310.0%
Avolon Holdings Funding Ltd5.500% 01/15/20260.0%
VASA Trust 2021-VASA3.641% 07/15/20390.0%
CSMC 2020-AFC1 Trust2.240% 02/25/20500.0%
Dell International LLC / EMC Corp4.900% 10/01/20260.0%
Avolon Holdings Funding Ltd3.950% 07/01/20240.0%
BAT International Finance PLC3.950% 06/15/20250.0%
Nationwide Building Society3.766% 03/08/20240.0%
BBCMS Trust 2015-MSQ3.593% 09/15/20320.0%
Suzano Austria GmbH5.750% 07/14/20260.0%
Newday Funding Master Issuer PLC - Series 2021-13.380% 03/15/20290.0%
OneMain Financial Issuance Trust 2020-21.750% 09/14/20350.0%
Santander Retail Auto Lease Trust 2019-B3.310% 06/20/20240.0%
HCA Inc5.250% 06/15/20260.0%
International Game Technology PLC6.500% 02/15/20250.0%
CSMC 2021-AFC1 Trust0.830% 03/25/20560.0%
Atrium Hotel Portfolio Trust 2017-ATRM3.321% 12/15/20360.0%
Honda Auto Receivables 2020-2 Owner Trust0.820% 07/15/20240.0%
Avolon Holdings Funding Ltd4.375% 05/01/20260.0%
CSMC Trust 2017-PFHP3.341% 12/15/20300.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust3.150% 02/15/20240.0%
GS Mortgage Securities Corp Trust 2021-ROSS8.291% 05/15/20260.0%
Nationwide Building Society4.000% 09/14/20260.0%
SK Hynix Inc1.500% 01/19/20260.0%
Wynn Resorts Finance LLC4.280% 09/20/20240.0%
Nordea Bank Abp4.250% 09/21/20220.0%
Ford Motor Credit Co LLC3.370% 11/17/20230.0%
IPALCO Enterprises Inc3.700% 09/01/20240.0%
LUXE Trust 2021-TRIP3.791% 10/15/20380.0%
BNP Paribas SA1.323% 01/13/20270.0%
Live Nation Entertainment Inc4.875% 11/01/20240.0%
Lloyds Banking Group PLC4.582% 12/10/20250.0%
Bank of America Corp0.981% 09/25/20250.0%
Discover Bank4.250% 03/13/20260.0%
Wells Fargo Commercial Mortgage Trust 2016-C323.560% 01/15/20590.0%
KKR CLO 30 Ltd3.760% 10/17/20310.0%
Palisades Center Trust 2016-PLSD4.737% 04/13/20330.0%
General Motors Financial Co Inc4.250% 05/15/20230.0%
Fannie Mae Connecticut Avenue Securities4.183% 11/25/20410.0%
WFRBS Commercial Mortgage Trust 2014-C193.829% 03/15/20470.0%
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd3.791% 08/15/20340.0%
Signal Peak CLO 1 LTD3.900% 04/17/20340.0%
COMM 2015-LC21 Mortgage Trust3.708% 07/10/20480.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C293.325% 05/15/20490.0%
BX Trust 2019-RP3.886% 06/15/20340.0%
Credit Suisse Group AG4.207% 06/12/20240.0%
Natixis Commercial Mortgage Securities Trust 2018-285M3.917% 11/15/20320.0%
Huntington National Bank/The4.008% 05/16/20250.0%
PDC Energy Inc6.125% 09/15/20240.0%
Citigroup Inc3.700% 01/12/20260.0%
Citigroup Inc3.887% 01/10/20280.0%
COMM 2014-UBS6 Mortgage Trust3.644% 12/10/20470.0%
Granite US Holdings Corp11.000% 10/01/20270.0%
Citigroup Commercial Mortgage Trust 2016-GC363.616% 02/10/20490.0%
Toll Brothers Finance Corp4.375% 04/15/20230.0%
Pricoa Global Funding I4.200% 08/28/20250.0%
ROYAL CARIBBEAN CRUISES LTD0.000% 10/12/20220.0%
Wells Fargo Commercial Mortgage Trust 2017-SMP3.516% 12/15/20340.0%
Sprint Corp7.875% 09/15/20230.0%
DBGS 2018-5BP Mortgage Trust3.186% 06/15/20330.0%
Drive Auto Receivables Trust 2018-44.090% 01/15/20260.0%
Fontainebleau Miami Beach Trust 2019-FBLU3.447% 12/10/20360.0%
Texas Eastern Transmission LP2.800% 10/15/20220.0%
Vornado Realty LP2.150% 06/01/20260.0%
Carvana Auto Receivables Trust 2021-N10.700% 01/10/20280.0%
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op5.500% 05/01/20250.0%
Lennar Corp4.875% 12/15/20230.0%
Citigroup Inc3.290% 03/17/20260.0%
SLC Student Loan Trust 2008-13.429% 12/15/20320.0%
MGM Resorts International6.750% 05/01/20250.0%
Clear Channel International BV6.625% 08/01/20250.0%
Aqua Finance Trust 2019-A3.140% 07/16/20400.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC2.762% 09/15/20290.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp5.500% 03/01/20250.0%
COMM 2013-CCRE12 Mortgage Trust3.765% 10/10/20460.0%
HMH Trust 2017-NSS3.787% 07/05/20310.0%
Standard Chartered PLC5.200% 01/26/20240.0%
CSMC 2021-NQM10.809% 05/25/20650.0%
CSMC 2020-NQM1 Trust1.208% 05/25/20650.0%
KKR Industrial Portfolio Trust 2021-KDIP2.941% 12/15/20370.0%
CSMC 2021-NQM72.064% 10/25/20660.0%
BBCMS Trust 2015-VFM2.466% 03/10/20360.0%
Howmet Aerospace Inc6.875% 05/01/20250.0%
MSBAM Commercial Mortgage Securities Trust 2012-CKSV3.277% 10/15/20300.0%
GS Mortgage Securities Trust 2020-GC452.898% 02/13/20530.0%
Univision Communications Inc5.274% 03/15/20240.0%
GS Mortgage Securities Corp II3.573% 12/10/20300.0%
Nielsen Co Luxembourg SARL/The5.000% 02/01/20250.0%
FirstEnergy Corp1.600% 01/15/20260.0%
Hyundai Capital America5.875% 04/07/20250.0%
Verus Securitization Trust 2020-51.218% 05/25/20650.0%
WAIKIKI BEACH HOTEL TRUST 2019-WBM4.421% 12/15/20330.0%
MPLX LP4.000% 02/15/20250.0%
Oracle Corp2.650% 07/15/20260.0%
Celanese US Holdings LLC4.625% 11/15/20220.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC4.462% 09/15/20290.0%
OZLM XVII Ltd3.960% 07/20/20300.0%
Popular Inc6.125% 09/14/20230.0%
GS Mortgage Securities Corp Trust 2021-ROSS7.041% 05/15/20260.0%
JPMDB Commercial Mortgage Securities Trust 2020-COR72.215% 05/13/20530.0%
UBS Commercial Mortgage Trust 2017-C61.231% 12/15/20500.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC4.541% 04/15/20310.0%
SCF Equipment Leasing 2021-1 LLC1.370% 08/20/20290.0%
Verus Securitization Trust 2020-41.502% 05/25/20650.0%
WFRBS Commercial Mortgage Trust 2014-C213.410% 08/15/20470.0%
Madison Park Funding XI Ltd3.683% 07/23/20290.0%
GM Financial Consumer Automobile Receivables Trust 2019-13.370% 08/16/20240.0%
BPCE SA2.375% 01/14/20250.0%
CSMC 2021-INV1Trust2.500% 07/25/20560.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON4.235% 01/05/20340.0%
J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN3.661% 11/15/20350.0%
GS Mortgage Securities Trust 2014-GC184.074% 01/10/20470.0%
COMM 2014-UBS3 Mortgage Trust3.819% 06/10/20470.0%
Australia & New Zealand Banking Group Ltd4.500% 03/19/20240.0%
Wells Fargo Commercial Mortgage Trust 2014-LC163.817% 08/15/20500.0%
Great Wolf Trust 2019-WOLF5.123% 12/15/20360.0%
Ammc Clo 19 Ltd5.290% 10/16/20280.0%
ONEOK Partners LP4.900% 03/15/20250.0%
Baffinland Iron Mines Corp / Baffinland Iron Mines LP8.750% 07/15/20260.0%
Wells Fargo & Co3.550% 09/29/20250.0%
CSMC 2021-INV1Trust2.330% 07/25/20560.0%
Santander UK Group Holdings PLC1.089% 03/15/20250.0%
American Express Credit Account Master Trust2.200% 04/15/20250.0%
Sally Holdings LLC / Sally Capital Inc5.625% 12/01/20250.0%
Volkswagen Group of America Finance LLC3.350% 05/13/20250.0%
Mattel Inc3.150% 03/15/20230.0%
GS Mortgage Securities Corp Trust 2017-SLP3.419% 10/10/20320.0%
Alcoa Nederland Holding BV6.125% 05/15/20280.0%
BNP Paribas SA2.219% 06/09/20260.0%
BBCMS Mortgage Trust 2020-C72.021% 04/15/20530.0%
BB-UBS Trust3.678% 06/05/20300.0%
COMM 2013-GAM3.367% 02/10/20280.0%
OneMain Financial Issuance Trust 2020-22.760% 09/14/20350.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON4.536% 01/05/20340.0%
BBCMS Trust 2018-BXH3.391% 10/15/20370.0%
Diamond Resorts Owner Trust 2018-13.700% 01/21/20310.0%
Master Credit Card Trust II1.990% 09/21/20240.0%
CIFC Funding 2021-I Ltd3.893% 04/25/20330.0%
Kinder Morgan Inc3.792% 01/15/20230.0%
CSAIL 2018-C14 Commercial Mortgage Trust4.261% 11/15/20510.0%
Angel Oak Mortgage Trust 2020-61.261% 05/25/20650.0%
UBS-Barclays Commercial Mortgage Trust 2013-C53.649% 03/10/20460.0%
NOVA Gas Transmission Ltd7.875% 04/01/20230.0%
Ally Financial Inc1.450% 10/02/20230.0%
COMM 2010-C1 Mortgage Trust5.985% 07/10/20460.0%
KAR Auction Services Inc5.125% 06/01/20250.0%
Barclays PLC3.932% 05/07/20250.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC3.462% 09/15/20290.0%
Fortress Transportation and Infrastructure Investors LLC6.500% 10/01/20250.0%
CPS Auto Receivables Trust 2020-A4.090% 12/15/20250.0%
VICI Properties LP / VICI Note Co Inc4.625% 06/15/20250.0%
BNP Paribas SA4.375% 05/12/20260.0%
Newell Brands Inc4.875% 06/01/20250.0%
Caesars Resort Collection LLC / CRC Finco Inc5.750% 07/01/20250.0%
CSMC 2021-GATE5.948% 12/15/20360.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG3.791% 05/15/20340.0%
GLP Capital LP / GLP Financing II Inc5.375% 04/15/20260.0%
BX 2021-MFM13.091% 01/15/20340.0%
COMM 2014-CCRE19 Mortgage Trust3.532% 08/10/20470.0%
CSMC 2021-NQM5 Trust0.938% 05/25/20660.0%
CSMC 2021-GATE5.098% 12/15/20360.0%
Great Wolf Trust 2019-WOLF4.324% 12/15/20360.0%
AMC Networks Inc5.000% 04/01/20240.0%
General Motors Financial Co Inc4.300% 07/13/20250.0%
Cleveland Electric Illuminating Co/The5.500% 08/15/20240.0%
Fortune Brands Home & Security Inc0.000% 09/07/20220.0%
LCM XXII Ltd3.870% 10/20/20280.0%
Cedar Funding X CLO Ltd3.810% 10/20/20320.0%
VeriSign Inc5.250% 04/01/20250.0%
M360 2019-CRE2 LLC4.248% 09/15/20340.0%
SeaWorld Parks & Entertainment Inc8.750% 05/01/20250.0%
Israel Electric Corp Ltd5.000% 11/12/20240.0%
Santander UK Group Holdings PLC4.796% 11/15/20240.0%
Hyundai Capital America2.850% 11/01/20220.0%
Kilroy Realty LP4.375% 10/01/20250.0%
BAMLL Commercial Mortgage Securities Trust 2019-AHT3.991% 03/15/20340.0%
COMM 2014-CCRE19 Mortgage Trust3.796% 08/10/20470.0%
Cowen Inc4.635% 03/24/20280.0%
GS Mortgage Securities Trust 2013-GCJ144.243% 08/10/20460.0%
Ellington Financial Mortgage Trust 2020-21.178% 10/25/20650.0%
SOUND POINT CLO III-R LTD3.962% 04/15/20290.0%
Wells Fargo Commercial Mortgage Trust 2016-BNK11.859% 08/15/20490.0%
MSCG Trust 2015-ALDR2.612% 06/07/20350.0%
Royal Caribbean Cruises Ltd5.250% 11/15/20220.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC4.941% 04/15/20310.0%
COLT 2021-2 Mortgage Loan Trust0.924% 08/25/20660.0%
CFCRE Commercial Mortgage Trust 2018-TAN4.236% 02/15/20330.0%
Barclays PLC4.836% 05/09/20280.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP73.379% 09/15/20500.0%
Madison Park Funding XVII Ltd4.232% 07/21/20300.0%
National Fuel Gas Co5.200% 07/15/20250.0%
Standard Chartered PLC1.214% 03/23/20250.0%
JPMorgan Chase & Co3.875% 09/10/20240.0%
Parsley Energy LLC / Parsley Finance Corp5.625% 10/15/20270.0%
American Airlines 2014-1 Class B Pass Through Trust4.375% 04/01/20240.0%
J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN3.991% 11/15/20350.0%
JPMCC Commercial Mortgage Securities Trust 2017-JP71.136% 09/15/20500.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C311.417% 11/15/20490.0%
Hyundai Capital America1.800% 10/15/20250.0%
Tenneco Inc4.524% 09/29/20230.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE3.817% 01/10/20370.0%
Goldman Sachs Group Inc/The3.500% 01/23/20250.0%
Hess Corp3.500% 07/15/20240.0%
BBCMS 2019-BWAY Mortgage Trust4.001% 11/15/20340.0%
CSN Resources SA7.625% 04/17/20260.0%
WFRBS Commercial Mortgage Trust 2012-C94.543% 11/15/20450.0%
BSPRT 2019-FL5 Issuer Ltd3.541% 05/15/20290.0%
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE2.949% 09/06/20380.0%
OGE Energy Corp0.703% 05/26/20230.0%
Ally Auto Receivables Trust 2019-31.930% 05/15/20240.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT4.276% 07/05/20330.0%
WFRBS Commercial Mortgage Trust 2014-C203.995% 05/15/20470.0%
MTK 2021-GRNY Mortgage Trust5.791% 12/15/20380.0%
DBWF Mortgage Trust2.998% 06/10/20340.0%
Starwood Mortgage Residential Trust 2021-20.943% 05/25/20650.0%
GS Mortgage Securities Corp II2.954% 11/05/20340.0%
World Omni Select Auto Trust 2019-A2.380% 12/15/20250.0%
Atrium Hotel Portfolio Trust 2018-ATRM4.041% 06/15/20350.0%
HCA Inc5.375% 02/01/20250.0%
American Tower Corp1.600% 04/15/20260.0%
Verus Securitization Trust 2021-R20.918% 02/25/20640.0%
CSMC 2014-USA OA LLC3.304% 09/15/20370.0%
DBJPM 2016-C3 Mortgage Trust1.583% 08/10/20490.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC5.462% 09/15/20290.0%
GS Mortgage Securities Trust 2016-GS21.894% 05/10/20490.0%
HAT Holdings I LLC / HAT Holdings II LLC3.375% 06/15/20260.0%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp4.250% 05/30/20230.0%
J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN4.341% 11/15/20350.0%
SLIDE 2018-FUN3.891% 06/15/20310.0%
GreatAmerica Leasing Receivables Funding LLC Series 2019-13.210% 02/18/20250.0%
JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG4.101% 05/15/20340.0%
BHP Trust 2019-BXHP3.714% 08/15/20360.0%
ONEOK Partners LP5.000% 09/15/20230.0%
Key Commercial Mortgage Securities Trust 2019-S21.639% 06/15/20520.0%
UBS-Barclays Commercial Mortgage Trust 2012-C24.799% 05/10/20630.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C83.134% 12/15/20480.0%
Standard Chartered PLC2.819% 01/30/20260.0%
COMM 2014-CCRE17 Mortgage Trust3.977% 05/10/20470.0%
Credit Suisse Mortgage Capital Certificates1.616% 04/25/20650.0%
Rad CLO 7 Ltd3.940% 04/17/20330.0%
Prima Capital CRE Securitization 2019-VII Ltd2.250% 12/25/20500.0%
Government National Mortgage Association3.000% 01/16/20480.0%
OneMain Financial Issuance Trust 2018-23.570% 03/14/20330.0%
COMM 2012-CCRE3 Mortgage Trust3.416% 10/15/20450.0%
WFLD 2014-MONT Mortgage Trust3.880% 08/10/20310.0%
Westlake Automobile Receivables Trust 2019-32.490% 10/15/20240.0%
Hyundai Capital America0.800% 04/03/20230.0%
Diamond Resorts Owner Trust 2018-14.190% 01/21/20310.0%
Dell International LLC / EMC Corp4.000% 07/15/20240.0%
Drive Auto Receivables Trust 2019-42.510% 11/17/20250.0%
Halcyon Loan Advisors Funding 2015-2 Ltd4.433% 07/25/20270.0%
Equinor ASA7.875% 12/09/20220.0%
BB-UBS Trust3.678% 06/05/20300.0%
Drive Chassis Holdco LLC9.178% 04/10/20260.0%
EPR Properties4.500% 04/01/20250.0%
CSAIL 2016-C6 Commercial Mortgage Trust2.028% 01/15/20490.0%
Mortgage Repurchase Agreement Financing Trust Series 2021-12.889% 09/10/20220.0%
Angel Oak Mortgage Trust 2020-12.466% 12/25/20590.0%
New Residential Mortgage Loan Trust 2020-NQM12.464% 01/26/20600.0%
Air Canada 2015-1 Class B Pass Through Trust3.875% 09/15/20240.0%
DBUBS 2011-LC3 Mortgage Trust5.268% 05/10/20440.0%
Key Commercial Mortgage Securities Trust 2019-S22.656% 06/15/20520.0%
SLIDE 2018-FUN4.191% 06/15/20310.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES3.810% 05/05/20320.0%
Wells Fargo Commercial Mortgage Trust 2016-C342.256% 06/15/20490.0%
UBS-BAMLL Trust4.379% 06/10/20300.0%
CSAIL 2016-C7 Commercial Mortgage Trust1.085% 11/15/20490.0%
Palisades Center Trust 2016-PLSD2.713% 04/13/20330.0%
Ellington Financial Mortgage Trust 2017-10.797% 02/25/20660.0%
Morgan Stanley Capital I Trust 2015-UBS83.626% 12/15/20480.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.771% 06/10/20270.0%
Verus Securitization Trust 2020-12.417% 01/25/20600.0%
Amur Equipment Finance Receivables VII LLC2.630% 06/20/20240.0%
GS Mortgage Securities Trust 2013-GCJ123.777% 06/10/20460.0%
Orange Lake Timeshare Trust 2019-A3.060% 04/09/20380.0%
M&T Bank Corp4.000% 07/15/20240.0%
COMM 2014-UBS3 Mortgage Trust3.546% 06/10/20470.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C173.443% 08/15/20470.0%
Aramark Services Inc5.000% 04/01/20250.0%
Fannie Mae Pool2.609% 11/01/20400.0%
Credit Suisse AG/New York NY3.625% 09/09/20240.0%
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust3.575% 02/15/20360.0%
Citigroup Commercial Mortgage Trust 2018-B23.788% 03/10/20510.0%
Irvine Core Office Trust 2013-IRV2.068% 05/15/20480.0%
Hudsons Bay Simon JV Trust 2015-HBS1.474% 08/05/20340.0%
Fontainebleau Miami Beach Trust 2019-FBLU0.774% 12/10/20360.0%
Cantor Commercial Real Estate Lending 2019-CF14.411% 05/15/20520.0%
CFCRE Commercial Mortgage Trust 2016-C61.235% 11/10/20490.0%
CarMax Auto Owner Trust 2020-21.700% 11/15/20240.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C72.918% 02/15/20460.0%
Freddie Mac Non Gold Pool2.855% 09/01/20360.0%
Freddie Mac Non Gold Pool2.629% 12/01/20360.0%
Fluor Corp3.500% 12/15/20240.0%
Discover Card Execution Note Trust2.721% 08/15/20250.0%
Range Resources Corp5.000% 03/15/20230.0%
ReadyCap Commercial Mortgage Trust 2018-43.390% 02/27/20510.0%
Fannie Mae Pool1.737% 12/01/20350.0%
Fannie Mae Pool2.853% 05/01/20420.0%
Fannie Mae Pool2.824% 01/01/20410.0%
Fannie Mae Pool3.463% 08/01/20340.0%
Fannie Mae Pool3.383% 01/01/20420.0%
WFRBS Commercial Mortgage Trust 2013-C113.311% 03/15/20450.0%
BPCE SA5.150% 07/21/20240.0%
Air Canada 2015-2 Class B Pass Through Trust5.000% 06/15/20250.0%
Benchmark 2018-B3 Mortgage Trust3.746% 04/10/20510.0%
CPS Auto Receivables Trust 2019-C3.170% 06/16/20250.0%
MF1 2022-FL8 Ltd3.383% 02/19/20370.0%
COMM 2013-CCRE6 Mortgage Trust3.101% 03/10/20460.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C291.678% 05/15/20490.0%
VeriSign Inc4.750% 07/15/20270.0%
Mitsubishi UFJ Financial Group Inc0.962% 10/11/20250.0%
Residential Mortgage Loan Trust 2020-12.376% 01/26/20600.0%
COMM 2014-CCRE21 Mortgage Trust3.528% 12/10/20470.0%
Applebee's Funding LLC / IHOP Funding LLC4.723% 06/05/20490.0%
EQUS 2021-EQAZ Mortgage Trust3.741% 10/15/20380.0%
Hudsons Bay Simon JV Trust 2015-HBS4.666% 08/05/20340.0%
BWAY 2013-1515 Mortgage Trust2.809% 03/10/20330.0%
HPEFS Equipment Trust 2020-11.890% 02/20/20300.0%
National Fuel Gas Co7.395% 03/30/20230.0%
CD 2016-CD1 Mortgage Trust1.503% 08/10/20490.0%
Fannie Mae Pool2.916% 12/01/20450.0%
GCAT 2019-NQM2 Trust2.247% 01/25/20600.0%
Citigroup Commercial Mortgage Trust 2015-GC272.944% 02/10/20480.0%
Citigroup Commercial Mortgage Trust 2014-GC193.753% 03/10/20470.0%
Morgan Stanley Capital I Trust 2016-UB111.020% 08/15/20490.0%
Fannie Mae Pool3.466% 10/01/20350.0%
Freddie Mac Non Gold Pool2.824% 06/01/20420.0%
ONE 2021-PARK Mortgage Trust3.091% 03/15/20360.0%
Freddie Mac Multifamily Structured Pass Through Certificates0.294% 11/25/20260.0%
BX Commercial Mortgage Trust 2019-IMC3.391% 04/15/20340.0%
BX Commercial Mortgage Trust 2019-XL3.841% 10/15/20360.0%
CPS Auto Receivables Trust 2019-B5.000% 03/17/20250.0%
PFP 2021-7 Ltd3.241% 04/14/20380.0%
Freddie Mac Non Gold Pool2.306% 04/01/20370.0%
Fannie Mae Pool2.716% 08/01/20370.0%
CFCRE Commercial Mortgage Trust 2016-C70.808% 12/10/20540.0%
Structured Asset Securities Corp Series 2006-3H5.750% 12/25/20350.0%
Hudsons Bay Simon JV Trust 2015-HBS5.331% 08/05/20340.0%
UBS-Barclays Commercial Mortgage Trust 2012-C42.850% 12/10/20450.0%
Morgan Stanley Capital I Trust 2016-UB111.579% 08/15/20490.0%
Fannie Mae Pool2.738% 12/01/20450.0%
Fannie Mae Pool2.667% 11/01/20380.0%
Fannie Mae Pool2.400% 12/01/20400.0%
Citigroup Commercial Mortgage Trust 2016-GC361.373% 02/10/20490.0%
COMM 2013-SFS Mortgage Trust1.873% 04/12/20350.0%
MVW Owner Trust 2017-12.420% 12/20/20340.0%
One Bryant Park Trust 2019-OBP2.516% 09/15/20540.0%
GM Financial Automobile Leasing Trust 2020-20.800% 07/20/20230.0%
Citigroup Commercial Mortgage Trust 2015-GC350.870% 11/10/20480.0%
TRTX 2019-FL3 Issuer Ltd3.561% 10/15/20340.0%
Fannie Mae Pool3.174% 10/01/20450.0%
CFCRE Commercial Mortgage Trust 2016-C41.770% 05/10/20580.0%
Freddie Mac Non Gold Pool2.208% 02/01/20370.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP40.723% 12/15/20490.0%
Citigroup Commercial Mortgage Trust 2016-GC371.842% 04/10/20490.0%
Freddie Mac Non Gold Pool2.402% 12/01/20400.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.931% 06/10/20270.0%
Fannie Mae Pool2.835% 03/01/20420.0%
Citigroup Commercial Mortgage Trust 2015-GC271.470% 02/10/20480.0%
COMM 2014-UBS5 Mortgage Trust1.004% 09/10/20470.0%
Fannie Mae Pool2.650% 04/01/20380.0%
Citigroup Commercial Mortgage Trust 2014-GC211.302% 05/10/20470.0%
Freddie Mac Non Gold Pool3.033% 12/01/20350.0%
Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS101.914% 07/15/20490.0%
Fannie Mae Pool2.403% 03/01/20380.0%
JPMBB Commercial Mortgage Securities Trust 2014-C261.087% 01/15/20480.0%
Fannie Mae Pool2.217% 03/01/20390.0%
Fannie Mae Pool2.274% 02/01/20360.0%
Wells Fargo Commercial Mortgage Trust 2015-SG10.806% 09/15/20480.0%
Shops at Crystals Trust 2016-CSTL0.730% 07/05/20360.0%
Fannie Mae Pool2.896% 09/01/20380.0%
Government National Mortgage Association2.800% 04/16/20500.0%
JPMBB Commercial Mortgage Securities Trust 2014-C250.966% 11/15/20470.0%
Freddie Mac Non Gold Pool2.385% 10/01/20380.0%
Fannie Mae Pool3.085% 10/01/20360.0%
Freddie Mac Non Gold Pool2.098% 02/01/20380.0%
Fannie Mae Pool2.460% 12/01/20360.0%
Government National Mortgage Association2.900% 10/16/20550.0%
GS Mortgage Securities Trust 2013-GCJ121.517% 06/10/20460.0%
Freddie Mac Non Gold Pool2.241% 05/01/20360.0%
Structured Asset Securities Corp Series 2006-3H5.750% 12/25/20350.0%
Synovus Financial Corp3.125% 11/01/20220.0%
WFRBS Commercial Mortgage Trust 2013-C153.881% 08/15/20460.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY3.931% 06/10/20270.0%
Fannie Mae Pool2.612% 10/01/20360.0%
Fannie Mae Pool3.000% 09/01/20360.0%
GS Mortgage Securities Trust 2015-GS10.906% 11/10/20480.0%
Citigroup Commercial Mortgage Trust 2015-GC310.458% 06/10/20480.0%
Ready Capital Mortgage Trust 2019-53.777% 02/25/20520.0%
ARI Fleet Lease Trust 2020-A1.770% 08/15/20280.0%
Freddie Mac Non Gold Pool2.804% 05/01/20370.0%
Fannie Mae Pool2.084% 01/01/20410.0%
Wells Fargo Commercial Mortgage Trust 2015-C290.739% 06/15/20480.0%
Starwood Mortgage Residential Trust 2020-12.275% 02/25/20500.0%
Fannie Mae Pool3.265% 08/01/20410.0%
LSTAR Commercial Mortgage Trust 2016-41.854% 03/10/20490.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C191.103% 12/15/20470.0%
Fannie Mae Pool3.839% 06/01/20420.0%
Citigroup Commercial Mortgage Trust 2013-GC111.256% 04/10/20460.0%
Freddie Mac Non Gold Pool2.570% 06/01/20410.0%
COMM 2014-CCRE21 Mortgage Trust0.995% 12/10/20470.0%
Freddie Mac Non Gold Pool2.500% 09/01/20350.0%
1211 Avenue of the Americas Trust 2015-12110.380% 08/10/20350.0%
CSMC 2014-USA OA LLC0.686% 09/15/20370.0%
Fannie Mae Pool2.790% 12/01/20380.0%
WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust2.841% 01/25/20360.0%
Fannie Mae Pool2.585% 12/01/20400.0%
IMT Trust 2017-APTS3.478% 06/15/20340.0%
WFRBS Commercial Mortgage Trust 2012-C74.749% 06/15/20450.0%
GS Mortgage Securities Trust 2014-GC261.088% 11/10/20470.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT1.295% 07/05/20330.0%
JPMBB Commercial Mortgage Securities Trust 2014-C241.007% 11/15/20470.0%
JPMBB Commercial Mortgage Securities Trust 2015-C300.579% 07/15/20480.0%
COMM 2015-PC1 Mortgage Trust0.550% 07/10/20500.0%
Fannie Mae Pool2.647% 01/01/20380.0%
Fannie Mae Pool2.232% 04/01/20400.0%
Fannie Mae Pool2.765% 01/01/20380.0%
UBS-Barclays Commercial Mortgage Trust 2012-C23.525% 05/10/20630.0%
COMM 2014-CCRE19 Mortgage Trust1.091% 08/10/20470.0%
WFRBS Commercial Mortgage Trust 2013-C131.307% 05/15/20450.0%
BWAY 2013-1515 Mortgage Trust0.534% 03/10/20330.0%
WFRBS Commercial Mortgage Trust 2014-C220.940% 09/15/20570.0%
Chesapeake Funding II LLC2.940% 04/15/20310.0%
COMM 2014-LC17 Mortgage Trust0.817% 10/10/20470.0%
WFRBS Commercial Mortgage Trust 2014-C210.799% 08/15/20470.0%
Arivo Acceptance Auto Loan Receivables Trust 2019-12.990% 07/15/20240.0%
Fannie Mae Pool2.987% 08/01/20380.0%
UBS-Barclays Commercial Mortgage Trust 2013-C61.222% 04/10/20460.0%
Fannie Mae Pool3.042% 11/01/20360.0%
M360 2019-CRE2 LLC3.398% 09/15/20340.0%
Commercial Mortgage Pass Through Certificates2.150% 10/05/20300.0%
Fannie Mae Pool2.471% 06/01/20380.0%
Fannie Mae Pool3.447% 10/01/20400.0%
JPMBB Commercial Mortgage Securities Trust 2015-C290.717% 05/15/20480.0%
Fannie Mae Pool2.405% 07/01/20400.0%
Freddie Mac Multifamily Structured Pass Through Certificates1.445% 03/25/20230.0%
FX USD/CAD 10/220.000% 10/20/20220.0%
Freddie Mac Non Gold Pool1.890% 11/01/20430.0%
Citigroup Commercial Mortgage Trust 2014-GC230.303% 07/10/20470.0%
COMM 2013-CCRE7 Mortgage Trust1.295% 03/10/20460.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C91.133% 05/15/20460.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC111.355% 04/15/20460.0%
COMM 2013-CCRE8 Mortgage Trust0.391% 06/10/20460.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C101.038% 12/15/20470.0%
Hudsons Bay Simon JV Trust 2015-HBS1.417% 08/05/20340.0%
Freddie Mac Non Gold Pool2.142% 12/01/20400.0%
UBS-Barclays Commercial Mortgage Trust 2013-C50.995% 03/10/20460.0%
WFRBS Commercial Mortgage Trust 2014-C220.496% 09/15/20570.0%
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C90.391% 05/15/20460.0%
Fannie Mae Pool2.578% 03/01/20380.0%
JPMBB Commercial Mortgage Securities Trust 2013-C120.527% 07/15/20450.0%
COMM 2013-WWP Mortgage Trust0.389% 03/10/20310.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
DBWF Mortgage Trust0.537% 06/10/20340.0%
COMM 2012-CCRE4 Mortgage Trust1.745% 10/15/20450.0%
Earthstone Energy Inc0.000% -0.0%
Government National Mortgage Association0.191% 01/16/20550.0%
Commercial Mortgage Backed Index Swap1.500% 01/17/20470.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.503% 06/10/20270.0%
Government National Mortgage Association0.002% 03/16/20560.0%
Government National Mortgage Association0.564% 06/16/20540.0%
Government National Mortgage Association0.579% 08/16/20540.0%
WFRBS Commercial Mortgage Trust 2012-C101.589% 12/15/20450.0%
GS Mortgage Securities Trust 2012-GCJ90.383% 11/10/20450.0%
GS Mortgage Securities Trust 2012-GCJ91.920% 11/10/20450.0%
Irvine Core Office Trust 2013-IRV1.211% 05/15/20480.0%
Citigroup Commercial Mortgage Trust 2012-GC80.192% 09/10/20450.0%
Commercial Mortgage Backed Index Swap1.500% 10/17/20570.0%
APi Group DE Inc5.274% 01/03/20290.0%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY0.160% 06/10/20270.0%
Filtration Group Corp0.000% 03/29/20250.0%
UBS-Barclays Commercial Mortgage Trust 2012-C20.807% 05/10/20630.0%
MSBAM Commercial Mortgage Securities Trust 2012-CKSV2.117% 10/15/20300.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 01/17/20470.0%
Commercial Mortgage Backed Index Swap1.500% 01/17/20470.0%
DaVita Inc4.274% 08/12/20260.0%
OGX Austria GmbH8.500% 06/01/20180.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 05/11/20630.0%
Commercial Mortgage Backed Index Swap1.500% 09/17/20580.0%
Commercial Mortgage Backed Index Swap1.500% 10/17/20570.0%
Commercial Mortgage Backed Index Swap2.000% 05/11/20630.0%
LAC0.010% 12/31/20500.0%
Commercial Mortgage Backed Index Swap2.000% 11/17/20590.0%
Commercial Mortgage Backed Index Swap2.000% 11/17/20590.0%
Commercial Mortgage Backed Index Swap2.000% 11/17/20590.0%
Commercial Mortgage Backed Index Swap3.000% 11/17/20590.0%
LAC0.010% 12/31/20500.0%
Commercial Mortgage Backed Index Swap3.000% 08/17/20610.0%
Commercial Mortgage Backed Index Swap3.000% 08/17/20610.0%
US 5YR NOTE (CBT) Dec220.000% 01/05/20230.0%
US 2YR NOTE (CBT) Dec220.000% 01/05/2023-0.1%

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

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

For
YTD Dividends Paidas of 10/06/2022
$0.073
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 09/30/2022 $0.01009 $3.83
Daily Daily 08/31/2022 $0.01010 $3.91
Daily Daily 07/31/2022 $0.00866 $3.95
Daily Daily 06/30/2022 $0.00839 $3.92
Daily Daily 05/31/2022 $0.00783 $3.98
Daily Daily 04/30/2022 $0.00779 $3.98
Daily Daily 03/31/2022 $0.00732 $4.02
Daily Daily 02/28/2022 $0.00699 $4.09
Daily Daily 01/31/2022 $0.00645 $4.12

Upcoming Dividend Payment Dates

This section lists all anticipated income and Capital Gain distribution dates and any actual distributions are subject to adequacy of earnings and must be approved by the Board of Directors/Trustees. Please note that dates are subject to change.

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 10/31/2022
Daily Daily 11/30/2022
Daily Daily 12/31/2022

Capital Gains Distributions

For
Record Date Reinvest & Payable Date Long-term Short-term * Total Reinvest Price
12/17/2013 12/18/2013 $0.0056 $0.0005 $0.0061 $4.56
*

Taxed as ordinary income

Lord Abbett does not provide tax advice. It is strongly recommended that you discuss the impact of dividends and distributions with your tax advisor. 

Upcoming Capital Gain Distribution

This section lists all anticipated income and Capital Gain distribution dates and any actual distributions are subject to adequacy of earnings and must be approved by the Board of Directors/Trustees. Please note that dates are subject to change.

Record Date Ex-Dividend Date
12/19/2022 12/20/2022

Fees & Expenses

Fees & Expenses

Expense Ratioas of 09/30/2022

0.98%

Fund Documents

Fund Documents

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*"Barron's Best Fund Families of 2021", #4 ranking in the Taxable Bond category based on the net total return of the one-year period ending 12/31/2021, among 51 qualifying fund families. Ranking for the ten-year period ending 12/31/2021 is #2 out of 45 qualifying fund families.

Source: Barron’s, “Barron’s Best Fund Families of 2021,” February 18, 2022. Barron’s rankings are based on asset weighted returns in funds in five categories: general equity, world equity (including international and global portfolios), mixed asset (which invest in stocks, bonds and other securities), taxable bond, and tax-exempt (each a "Barron's ranking category"). Rankings also take into account an individual fund's performance within its Lipper peer universe. Lipper calculated each fund's net total return for the year ended December 31, 2021, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer "universe," as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2020 weighting of their Barron's ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron's ranking category. The process is repeated for the five- and ten-year rankings as well.

Barron's Fund Family Rankings are awarded annually.

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

© Refinitiv Lipper 2022. All Rights Reserved. Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data and infrastructure. Lipper provides global, independent fund performance data. Although Lipper makes reasonable efforts to ensure the accuracy and reliability of the data contained herein, the accuracy is not guaranteed by Lipper.

The Short Duration Income Fund A share rankings within the Lipper Short Investment Grade Debt Funds Funds Average as of 12/31/2019 for the one-year time period was 16% (56/365); five-year, 9% (24/273); and 10-year, 6% (9/175). Source: Lipper Analytical Services. Lipper Funds Average ranking reflect all share classes within the category and are based on total return and do not reflect the effect of sales charges.

 

+

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.

 

 

IMPORTANT INFORMATION

 

A Note about Risk: The Fund is subject to the general risks associated with investing in debt securities, including market, credit, liquidity, and interest rate risk. The value of an investment will change as interest rates fluctuate and in response to market movements. When interest rates fall, the prices of debt securities tend to rise, and when interest rates rise, the prices of debt securities are likely to decline. Debt securities are subject to credit risk, which is the risk that the issuer will fail to make timely payments of interest and principal to the Fund. The Fund may invest in high yield, lower-rated debt securities, sometimes called junk bonds and may involve greater risks than higher rated debt securities. These securities carry increased risks of price volatility, illiquidity, and the possibility of default in the timely payment of interest and principal. The Fund may invest in foreign or emerging market securities, which may be adversely affected by economic, political, or regulatory factors and subject to currency volatility and greater liquidity risk. The Fund may invest in derivatives, which are subject to greater liquidity, leverage, and counterparty risk. These factors can affect Fund performance. Past performance is no guarantee of future results.

 

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.

 

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.   

 

The ICE BofA ML U.S. Treasury Bill Index tracks the performance of US dollar denominated US Treasury Bills publicly issued in the US domestic market. Qualifying securities must have at least one month remaining term to final maturity and a minimum amount outstanding of $1 billion. The benchmark has not been examined by Deloitte & Touche LLP. 
 

Source: ICE Data Indices, LLC. 

Source ICE Data Indices, LLC (“ICE”), used with permission. ICE PERMITS USE OF THE ICE BofAML INDICES AND RELATED DATA ON AN "AS IS" BASIS, MAKES NO WARRANTIES REGARDING SAME, DOES NOT GUARANTEE THE SUITABILITY, QUALITY, ACCURACY, TIMELINESS, AND/OR COMPLETENESS OF THE ICE BofAML INDICES OR ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM, ASSUMES NO LIABILITY IN CONNECTION WITH THE USE OF THE FOREGOING, AND DOES NOT SPONSOR, ENDORSE, OR RECOMMEND LORD ABBETT, OR ANY OF ITS PRODUCTS OR SERVICES.

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.

 

The Overall Morningstar RatingTM is derived from a weighted average of the performance figures associated with a fund's three-, five-, and 10-year (as applicable) Morningstar RatingTM metrics. © Morningstar, Inc. All rights reserved. The information contained herein (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

 

Morningstar proprietary ratings reflect historical risk-adjusted performance. For each fund with at least a three-year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar risk-adjusted return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. Load-waived ratings do not include any front-end sales charges (which are only available for certain defined contribution plans and certain mutual fund advisory programs) and should only be considered by investors who are not subject to sales loads. Not all funds with a load-waived rating may waive their front-end load. An investor should check with their advisor to determine if they are eligible to purchase the load-waived Class A share. The top 10% of the funds in an investment category receive 5 stars, 22.5% receive 4 stars, 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages). The Overall Morningstar rating is a weighted average of funds' three-, five-, and 10-year (as applicable) ratings. Past performance is no guarantee of future results. Morningstar Rating is for the Class A share only; other classes may have different performance characteristics.

 

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.