Total Return Fund
Daily price w/o sales charge as of 01/24/2020
$10.62
$0.02
YTD Returns w/o sales charge as of 01/24/2020
1.41%
Please click here for performance current to the most recent quarter-end and month-end.
Summary
Summary
The Fund seeks to deliver current income and the opportunity for capital appreciation by investing primarily in U.S. investment grade corporate, government, and mortgage- and asset-backed securities, with select allocations to high yield and foreign debt securities.
Yield
Dividend Yield 1 as of 01/24/2020
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.63% | 2.58% |
30-Day Standardized Yield 2 as of 12/31/2019
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.26% | 2.22% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Basicsas of 12/31/2019
- Total Net Assets
- $4.09 B
- Inception Date
- 12/14/1998
- Dividend Frequency
- Monthly
- Fund Gross Expense Ratio
- 0.48%
- Fund Net Expense Ratio
- 0.44%
- Number of Holdings
- 549
- Minimum Initial Investment
- $1,000,000+
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 12/14/1998 |
|---|
| w/o sales charge | 8.56% | 8.56% | 3.90% | 3.09% | 4.35% | 5.39% |
| Lipper Category Avg. Core Bond Funds | 8.70% | 8.70% | 3.80% | 2.86% | 3.79% | - |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.72% | 8.72% | 4.03% | 3.05% | 3.75% | 4.72% |
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 12/14/1998 |
|---|
| w/o sales charge | 8.56% | 8.56% | 3.90% | 3.09% | 4.35% | 5.39% |
| Lipper Category Avg. Core Bond Funds | 8.70% | 8.70% | 3.80% | 2.86% | 3.79% | - |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.72% | 8.72% | 4.03% | 3.05% | 3.75% | 4.72% |
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.
| Type | Assets |
|---|---|
| MBS | |
| U.S. Government Related | |
| Investment Grade Corporate | |
| ABS | |
| High Yield Corporate | |
| CMBS | |
| Sovereign | |
| Bank Loans | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Maturity | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 12/31/2019 View Portfolio
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. 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
Supported By
64
Investment Professionals with 16
Years Avg. Industry Experience
Contact a Representative
To contact your representative, enter your zip code and select your channel below.
Performance
Performance
Dividend Yield 1 as of 01/24/2020
| Subsidized3 | Un-Subsidized4 | |
|---|---|---|
| w/o sales charge | 2.63% | 2.58% |
30-Day Standardized Yield 2 as of 12/31/2019
| Subsidized5 | Un-Subsidized6 | |
|---|---|---|
| w/o sales charge | 2.26% | 2.22% |
In absence of the fee waiver, yields shown would have been lower. Yields for other share classes will vary.
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 12/14/1998 |
|---|
| w/o sales charge | 8.56% | 8.56% | 3.90% | 3.09% | 4.35% | 5.39% |
| Lipper Category Avg. Core Bond Funds | 8.70% | 8.70% | 3.80% | 2.86% | 3.79% | - |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.72% | 8.72% | 4.03% | 3.05% | 3.75% | 4.72% |
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception 12/14/1998 |
|---|
| w/o sales charge | 8.56% | 8.56% | 3.90% | 3.09% | 4.35% | 5.39% |
| Lipper Category Avg. Core Bond Funds | 8.70% | 8.70% | 3.80% | 2.86% | 3.79% | - |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.72% | 8.72% | 4.03% | 3.05% | 3.75% | 4.72% |
Fund Expense Ratio :
Gross 0.48%
Net 0.44%
Returns with sales charges reflect a maximum sales charge of 2.25%.
The performance quoted represents past performance, which is no indication of future results. Current performance may be higher or lower than the performance data quoted. Returns shown include the reinvestment of all distributions. Returns shown at net asset value do not reflect the current maximum sales charge, had the sales charge been included, returns would have been lower. The investment return and principal value of an investment will fluctuate so that shares, on any given day or when redeemed, may be worth more or less than the original cost. Therefore, there can be no assurance for future results.
| Year | Fund Returns | Bloomberg Barclays U.S. Aggregate Bond Index |
|---|
| 2019 | 8.56% | 8.72% |
| 2018 | -0.60% | 0.01% |
| 2017 | 3.93% | 3.54% |
| 2016 | 4.25% | 2.65% |
| 2015 | -0.44% | 0.55% |
| 2014 | 6.33% | 5.97% |
| 2013 | -1.19% | -2.02% |
| 2012 | 7.93% | 4.22% |
| 2011 | 7.40% | 7.84% |
| 2010 | 7.92% | 6.54% |
| 2009 | 16.07% | - |
| 2008 | -0.97% | - |
| 2007 | 6.06% | - |
| 2006 | 4.63% | - |
| 2005 | 2.67% | - |
| 2004 | 4.57% | - |
| 2003 | 5.42% | - |
| 2002 | 9.21% | - |
| 2001 | 9.50% | - |
| 2000 | 13.01% | - |
| Year | Q1 | Q2 | Q3 | Q4 | Yearly Returns |
|---|
| 2020 | - | - | - | - | 1.43% |
| 2019 | 3.28% | 3.05% | 1.72% | 0.28% | 8.56% |
| 2018 | -1.36% | -0.29% | 0.32% | 0.75% | -0.60% |
| 2017 | 1.19% | 1.48% | 0.89% | 0.32% | 3.93% |
| 2016 | 2.86% | 2.76% | 1.19% | -2.53% | 4.25% |
| 2015 | 1.63% | -1.45% | 0.00% | -0.60% | -0.44% |
| 2014 | 2.38% | 2.55% | 0.11% | 1.16% | 6.33% |
| 2013 | 0.54% | -2.76% | 0.54% | 0.52% | -1.19% |
| 2012 | 1.87% | 1.99% | 2.76% | 1.09% | 7.93% |
| 2011 | 1.06% | 2.14% | 2.43% | 1.58% | 7.40% |
| 2010 | 2.49% | 2.90% | 3.36% | -0.99% | 7.92% |
| 2009 | 2.51% | 5.71% | 6.31% | 0.75% | 16.07% |
| 2008 | 1.07% | 0.05% | -1.96% | -0.10% | -0.97% |
| 2007 | 1.47% | -0.65% | 2.82% | 2.33% | 6.06% |
| 2006 | -0.29% | -0.19% | 3.81% | 1.27% | 4.63% |
| 2005 | -0.19% | 3.01% | -0.62% | 0.48% | 2.67% |
| 2004 | 2.42% | -2.29% | 3.30% | 1.16% | 4.57% |
| 2003 | 1.48% | 3.09% | 0.00% | 0.76% | 5.42% |
| 2002 | 0.13% | 2.41% | 3.66% | 2.75% | 9.21% |
| 2001 | 3.51% | 0.44% | 4.80% | 0.49% | 9.50% |
| 2000 | 2.12% | 2.18% | 3.45% | 4.70% | 13.01% |
| 1999 | 0.10% | -0.80% | 1.00% | 0.39% | 0.69% |
| 1998 | - | - | - | - | 0.40% |
Performance is shown for each quarter and each calendar year. Past performance is no guarantee of future results.
NAV Historical Prices
| Date | Net Asset Value |
|---|
Portfolio
Portfolio
| Rating | Assets |
|---|---|
| MBS | |
| U.S. Government Related | |
| Investment Grade Corporate | |
| ABS | |
| High Yield Corporate | |
| CMBS | |
| Sovereign | |
| Bank Loans | |
| Other | |
| Cash |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
| Rating | Assets |
|---|---|
| Less than 1 year | |
| 1-2.99 years | |
| 3-4.99 years | |
| 5-6.99 years | |
| 7-9.99 years | |
| Greater than 10 years |
The Fund's portfolio is actively managed and is subject to change. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distribution as of 12/31/2019
| Rating | Assets |
|---|---|
| U.S. Treasury | |
| Agency | |
| AAA | |
| AA | |
| A | |
| BBB | |
| <BBB | |
| Not Rated |
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. 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 Details as of 12/31/2019
- Total Net Assets
- $4.09 B
- Number of Issues
- 549
- Average Coupon
- 3.26%
- Average Life
- 7.33 Years
- Average Effective Duration
- 5.77 Years
To view definitions for the above Portfolio Details, Click here.
Average Coupon - The weighted average annual rate of interest on a bond’s face value that the issuer agrees to pay the holder until maturity for all the securities in a portfolio.
Average Life - Measures how long it will take, on average, to receive the repayment of the principal amount on a debt security. Average life is often used in connection with mortgage-backed securities as a measurement of the length of time, on average, before the underlying mortgages are paid, refinanced, or otherwise retired.
Average Effective Duration - The change in the value of a fixed income security that will result from a 1% change in interest rates, taking into account anticipated cash flow fluctuations from mortgage prepayments, puts, adjustable coupons, and potential call dates. Duration is expressed as a number of years, and generally, the larger a duration, the greater the interest-rate risk or reward for a portfolio’s underlying bond prices. Where applicable, certain investments, such as common or preferred stock, convertible bonds and convertible preferred stock, ETFs, ADRs, and CPI swaps and related futures, are excluded from these calculations.
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD JAN | 3.500% | 03/01/2049 | 24.5% |
| Japan Treasury Discount Bill | 0.000% | 01/08/2020 | 9.9% |
| United States Treasury Bill | 0.000% | 05/07/2020 | 6.8% |
| 30-YR UMBS-TBA PROD JAN | 3.000% | 05/01/2049 | 6.2% |
| United States Treasury Bill | 0.000% | 01/30/2020 | 4.8% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.4% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 2.6% |
| United States Treasury Bill | 0.000% | 03/26/2020 | 2.2% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.1% |
| 30-YR UMBS-TBA PROD JAN | 4.000% | 03/01/2049 | 1.9% |
| Holding | Coupon | Maturity | Assets |
|---|
| 30-YR UMBS-TBA PROD DEC | 3.500% | 03/01/2049 | 23.3% |
| Japan Treasury Discount Bill | 0.000% | 01/08/2020 | 9.6% |
| United States Treasury Bill | 0.000% | 12/03/2019 | 9.3% |
| 30-YR UMBS-TBA PROD DEC | 3.000% | 05/01/2049 | 6.1% |
| Federal Home Loan Bank | 0.000% | 12/06/2019 | 5.1% |
| U.S. Treasury Note | 0.625% | 04/15/2023 | 4.3% |
| U.S. Treasury Note/Bond | 2.250% | 08/15/2049 | 2.9% |
| U.S. Treasury Note/Bond | 2.500% | 01/31/2021 | 2.5% |
| U.S. Treasury Note/Bond | 2.750% | 11/15/2047 | 2.1% |
| 30-YR UMBS-TBA PROD DEC | 4.000% | 03/01/2049 | 1.8% |
| U.S. Treasury Note/Bond | 1.750% | 11/15/2029 | 1.8% |
| U.S. Treasury Note/Bond | 3.625% | 08/15/2043 | 1.7% |
| J.P.Morgan Securities LLC | 0.010% | - | 1.4% |
| TD Securities (USA) LLC | 0.010% | - | 1.4% |
| U.S. Treasury Note/Bond | 1.500% | 11/30/2024 | 1.3% |
| U.S. Treasury Note/Bond | 1.500% | 11/30/2021 | 1.1% |
| JPMorgan Chase & Co. | 3.782% | 02/01/2028 | 0.7% |
| Bank of America Corp. | 3.593% | 07/21/2028 | 0.7% |
| Drive Auto Receivables Trust | 5.300% | 07/15/2024 | 0.6% |
| Japan Bank for International Cooperation/Japan | 2.125% | 02/10/2025 | 0.6% |
| Santander Drive Auto Receivables Trust 2015-4 | 4.540% | 11/15/2022 | 0.5% |
| Ford Credit Auto Owner Trust 2015-REV1 | 2.120% | 07/15/2026 | 0.5% |
| Toronto-Dominion Bank | 3.625% | 09/15/2031 | 0.5% |
| Synchrony Credit Card Master Note Trust | 2.370% | 03/15/2023 | 0.5% |
| VEREIT Operating Partnership L.P. | 4.875% | 06/01/2026 | 0.4% |
| Santander Drive Auto Receivables Trust 2016-2 | 4.380% | 09/15/2023 | 0.4% |
| Japan Bank for International Cooperation/Japan | 2.500% | 05/23/2024 | 0.4% |
| Broadcom Inc | 3.625% | 10/15/2024 | 0.4% |
| ENI SpA | 5.700% | 10/01/2040 | 0.4% |
| Morgan Stanley | 4.000% | 07/23/2025 | 0.4% |
| Nvent Finance Sarl | 4.550% | 04/15/2028 | 0.4% |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worl | 4.700% | 02/01/2036 | 0.4% |
| SCF Equipment Leasing 2019-1 LLC | 3.920% | 11/20/2026 | 0.3% |
| Santander Drive Auto Receivables Trust 2016-1 | 5.020% | 06/15/2023 | 0.3% |
| Citigroup, Inc. | 3.887% | 01/10/2028 | 0.3% |
| Federal National Mortgage Assoc. | 4.000% | 01/01/2048 | 0.3% |
| Honda Auto Receivables 2019-1 Owner Trust | 2.750% | 09/20/2021 | 0.3% |
| BAT Capital Corp | 4.390% | 08/15/2037 | 0.3% |
| Ford Motor Co. | 7.450% | 07/16/2031 | 0.3% |
| OHA Loan Funding 2016-1 Ltd | 3.766% | 01/20/2028 | 0.3% |
| Wells Fargo Bank, N.A. | 5.850% | 02/01/2037 | 0.3% |
| General Motors Co. | 6.600% | 04/01/2036 | 0.3% |
| United States Treasury Bill | 0.000% | 01/30/2020 | 0.3% |
| Credit Acceptance Auto Loan Trust 2019-3 | 2.860% | 01/16/2029 | 0.3% |
| COMM 2014-UBS4 Mortgage Trust | 4.863% | 08/10/2047 | 0.3% |
| Anglo American Capital plc | 4.750% | 04/10/2027 | 0.3% |
| SOUND POINT CLO XVII | 3.566% | 10/20/2030 | 0.3% |
| AT&T, Inc. | 6.250% | 03/29/2041 | 0.3% |
| Shackleton 2019-XIV Clo Ltd | 4.178% | 07/20/2030 | 0.3% |
| Wells Fargo Bank, N.A. | 6.600% | 01/15/2038 | 0.3% |
| Benefit Street Partners CLO IV Ltd | 3.216% | 01/20/2029 | 0.3% |
| Government National Mortgage Association | 2.700% | 08/16/2058 | 0.3% |
| Federal Home Loan Mortgage Corp. | 4.000% | 10/01/2049 | 0.3% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.531% | 10/15/2034 | 0.3% |
| FX USD/JPY 01/20 | 0.000% | 01/08/2020 | 0.3% |
| Macquarie Group Ltd. | 4.654% | 03/27/2029 | 0.3% |
| Republic of Indonesia | 3.400% | 09/18/2029 | 0.3% |
| AerCap Ireland Capital Ltd. | 3.500% | 01/15/2025 | 0.3% |
| Anglo American Capital plc | 4.000% | 09/11/2027 | 0.3% |
| Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor | 4.080% | 12/15/2047 | 0.3% |
| Royal Caribbean Cruises Ltd. | 3.700% | 03/15/2028 | 0.3% |
| UBS AG Registered Shares | 5.125% | 05/15/2024 | 0.3% |
| Teachers Insurance & Annuity Association of Americ | 4.900% | 09/15/2044 | 0.3% |
| Morgan Stanley | 3.625% | 01/20/2027 | 0.2% |
| Dell International LLC / EMC Corp. | 8.350% | 07/15/2046 | 0.2% |
| Tralee CLO III Ltd | 2.996% | 10/20/2027 | 0.2% |
| UBS AG | 7.625% | 08/17/2022 | 0.2% |
| Ecopetrol S.A. | 4.125% | 01/16/2025 | 0.2% |
| American Express Credit Account Master Trust | 1.930% | 09/15/2022 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.765% | 06/15/2032 | 0.2% |
| ALM VII Ltd | 3.851% | 07/15/2029 | 0.2% |
| World Omni Automobile Lease Securitization Trust 2 | 2.830% | 07/15/2021 | 0.2% |
| BX Trust 2018-GW | 2.565% | 05/15/2035 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 2.760% | 08/20/2026 | 0.2% |
| Citigroup, Inc. | 3.980% | 03/20/2030 | 0.2% |
| Capital Auto Receivables Asset Trust 2018-1 | 2.790% | 01/20/2022 | 0.2% |
| CNAC HK Finbridge Co Ltd | 4.125% | 07/19/2027 | 0.2% |
| Entergy Louisiana LLC | 4.000% | 03/15/2033 | 0.2% |
| Dominion Gas Holdings LLC | 4.600% | 12/15/2044 | 0.2% |
| Cox Communications, Inc. | 8.375% | 03/01/2039 | 0.2% |
| Petroleos Mexicanos | 5.350% | 02/12/2028 | 0.2% |
| CVS Caremark Corp. | 5.050% | 03/25/2048 | 0.2% |
| ICG US CLO 2015-2 Ltd | 2.851% | 01/16/2028 | 0.2% |
| Government National Mortgage Association | 2.600% | 06/16/2057 | 0.2% |
| SLC Student Loan Trust 2008-1 | 3.719% | 12/15/2032 | 0.2% |
| Glencore Finance Canada Ltd. | 5.550% | 10/25/2042 | 0.2% |
| Berkshire Hathaway Energy Co. | 3.800% | 07/15/2048 | 0.2% |
| Ford Credit Floorplan Master Owner Trust A | 2.390% | 08/15/2022 | 0.2% |
| Perimeter Master Note Business Trust | 4.310% | 12/15/2022 | 0.2% |
| Hardee's Funding LLC | 4.959% | 06/20/2048 | 0.2% |
| Flagship Credit Auto Trust 2018-3 | 3.070% | 02/15/2023 | 0.2% |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance | 6.500% | 04/15/2029 | 0.2% |
| Ausgrid Finance Pty Ltd | 4.350% | 08/01/2028 | 0.2% |
| COMM 2015-DC1 Mortgage Trust | 4.408% | 02/10/2048 | 0.2% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.024% | 07/05/2033 | 0.2% |
| Mercedes-Benz Auto Lease Trust 2018-B | 3.040% | 12/15/2020 | 0.2% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.065% | 06/15/2032 | 0.2% |
| Morgan Stanley | 3.875% | 01/27/2026 | 0.2% |
| EPR Properties | 4.950% | 04/15/2028 | 0.2% |
| American Credit Acceptance Receivables Trust 2019- | 3.050% | 05/12/2023 | 0.2% |
| Valero Energy Corp. | 10.500% | 03/15/2039 | 0.2% |
| Wells Fargo Commercial Mortgage Trust | 4.244% | 05/15/2048 | 0.2% |
| Citigroup Commercial Mortgage Trust 2016-GC36 | 2.850% | 02/10/2049 | 0.2% |
| Conn's Receivables Funding 2017-B LLC | 5.950% | 11/15/2022 | 0.2% |
| Phosagro OAO via Phosagro Bond Funding Ltd | 3.949% | 04/24/2023 | 0.2% |
| Tencent Holdings Ltd. | 3.595% | 01/19/2028 | 0.2% |
| Tesla Motors, Inc. | 5.300% | 08/15/2025 | 0.2% |
| SCF Equipment Leasing 2019-2 LLC | 3.110% | 06/21/2027 | 0.2% |
| CIFC Funding 2017-I Ltd | 3.326% | 04/23/2029 | 0.2% |
| TPG Real Estate Finance 2018-FL2 Issuer LTD | 3.008% | 11/15/2037 | 0.2% |
| China Evergrande Group | 10.000% | 04/11/2023 | 0.2% |
| Caesars Palace Las Vegas Trust 2017-VICI | 3.835% | 10/15/2034 | 0.2% |
| Coty, Inc. | 6.500% | 04/15/2026 | 0.2% |
| Americredit Automobile Receivables Trust 2018-2 | 2.860% | 11/18/2021 | 0.2% |
| Petrobras Global Finance BV | 7.250% | 03/17/2044 | 0.2% |
| WEA Finance LLC | 3.500% | 06/15/2029 | 0.2% |
| Orec 2018-CRE1 Ltd | 2.945% | 06/15/2036 | 0.2% |
| World Financial Network Credit Card Master Trust | 2.660% | 08/15/2024 | 0.2% |
| GE Capital International Funding Co. | 4.418% | 11/15/2035 | 0.2% |
| Saudi Arabian Oil Co | 2.875% | 04/16/2024 | 0.2% |
| Global Aircraft Leasing Co Ltd | 6.500% | 09/15/2024 | 0.2% |
| DBWF 2018-GLKS Mortgage Trust | 2.763% | 11/19/2035 | 0.2% |
| Sabine Pass Liquefaction LLC | 5.875% | 06/30/2026 | 0.2% |
| Mattel, Inc. | 6.750% | 12/31/2025 | 0.2% |
| Petroleos Mexicanos | 4.500% | 01/23/2026 | 0.2% |
| AerCap Ireland Capital Ltd. | 3.875% | 01/23/2028 | 0.2% |
| MEG Energy Corp. | 7.000% | 03/31/2024 | 0.2% |
| TransDigm, Inc. | 6.375% | 06/15/2026 | 0.2% |
| Avid Automobile Receivables Trust 2019-1 | 2.620% | 02/15/2024 | 0.2% |
| Transocean Proteus Ltd. | 6.250% | 12/01/2024 | 0.2% |
| BMW Vehicle Lease Trust 2019-1 | 2.790% | 03/22/2021 | 0.2% |
| Wyndham Worldwide Corp. | 5.750% | 04/01/2027 | 0.2% |
| Government National Mortgage Association | 2.900% | 11/16/2055 | 0.1% |
| PerkinElmer, Inc. | 3.300% | 09/15/2029 | 0.1% |
| Qatar Government International Bond | 3.250% | 06/02/2026 | 0.1% |
| FirstEnergy Transmission LLC | 4.550% | 04/01/2049 | 0.1% |
| Drive Auto Receivables Trust 2017-1 | 5.170% | 09/16/2024 | 0.1% |
| Santander UK plc | 7.950% | 10/26/2029 | 0.1% |
| Prosus NV | 5.500% | 07/21/2025 | 0.1% |
| Drive Auto Receivables Trust 2019-3 | 2.630% | 09/15/2022 | 0.1% |
| BSPRT 2018-FL4 Issuer Ltd | 2.815% | 09/15/2035 | 0.1% |
| Centennial Resource Production LLC | 6.875% | 04/01/2027 | 0.1% |
| Kenya Government International Bond | 7.000% | 05/22/2027 | 0.1% |
| Time Warner Entertainment Co. L.P. | 8.375% | 07/15/2033 | 0.1% |
| Netflix, Inc. | 6.375% | 05/15/2029 | 0.1% |
| Healthcare Trust of America Holdings LP | 3.100% | 02/15/2030 | 0.1% |
| Catholic Health Initiatives | 3.347% | 10/01/2029 | 0.1% |
| Entergy Arkansas, Inc. | 4.200% | 04/01/2049 | 0.1% |
| Spirit Realty LP | 3.400% | 01/15/2030 | 0.1% |
| Wingstop Funding 2018-1 LLC | 4.970% | 12/05/2048 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 2.601% | 04/15/2026 | 0.1% |
| Goldman Sachs Group, Inc. | 6.250% | 02/01/2041 | 0.1% |
| United Mexican States, MTN | 4.000% | 10/02/2023 | 0.1% |
| Carnival plc | 7.875% | 06/01/2027 | 0.1% |
| Government National Mortgage Association | 2.900% | 02/16/2049 | 0.1% |
| ME Funding LLC 2019-1 | 6.448% | 07/30/2049 | 0.1% |
| Sound Point Clo XII Ltd | 4.566% | 10/20/2028 | 0.1% |
| Hardee's Funding LLC | 5.710% | 06/20/2048 | 0.1% |
| Longtrain Leasing III LLC 2015-1 | 4.060% | 01/15/2045 | 0.1% |
| Towd Point Asset Trust 2018-SL1 | 2.308% | 01/25/2046 | 0.1% |
| SCF Equipment Leasing 2018-1 LLC | 3.630% | 10/20/2024 | 0.1% |
| South Carolina Electric & Gas Co. | 6.050% | 01/15/2038 | 0.1% |
| Statoil ASA | 7.150% | 11/15/2025 | 0.1% |
| Foursight Capital Automobile Receivables Trust 201 | 3.240% | 09/15/2022 | 0.1% |
| Drive Auto Receivables Trust | 4.530% | 08/15/2023 | 0.1% |
| Jamestown CLO IX Ltd | 4.616% | 10/20/2028 | 0.1% |
| Neuberger Berman Group LLC | 4.875% | 04/15/2045 | 0.1% |
| Exelon Generation Co. LLC | 5.750% | 10/01/2041 | 0.1% |
| KVK CLO 2016-1 Ltd | 5.151% | 01/15/2029 | 0.1% |
| Avery Point VII CLO Ltd | 3.751% | 01/15/2028 | 0.1% |
| Bank of America Corp. | 4.000% | 01/22/2025 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 3.865% | 06/15/2032 | 0.1% |
| Capital Auto Receivables Asset Trust 2018-2 | 3.690% | 12/20/2023 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.023% | 06/20/2022 | 0.1% |
| Flagship Credit Auto Trust 2018-3 | 3.590% | 12/16/2024 | 0.1% |
| Oracle Corp. | 6.125% | 07/08/2039 | 0.1% |
| Corp Nacional del Cobre de Chile | 4.500% | 09/16/2025 | 0.1% |
| PFP 2019-6 Ltd | 0.000% | 04/14/2037 | 0.1% |
| Petrobras Global Finance BV | 5.093% | 01/15/2030 | 0.1% |
| CBB International Sukuk Co 6 Spc | 5.250% | 03/20/2025 | 0.1% |
| Oasis Petroleum, Inc. | 6.875% | 03/15/2022 | 0.1% |
| SURA Asset Management SA | 4.375% | 04/11/2027 | 0.1% |
| CF Trust 2019-BOSS | 4.953% | 12/15/2021 | 0.1% |
| Towd Point Mortgage Trust 2019-HY2 | 2.708% | 05/25/2058 | 0.1% |
| Wells Fargo Commercial Mortgage Trust | 4.420% | 07/15/2046 | 0.1% |
| CSAIL 2019-C18 Commercial Mortgage Trust | 3.321% | 12/15/2052 | 0.1% |
| Aqua America, Inc. | 3.566% | 05/01/2029 | 0.1% |
| Electricite de France SA | 5.000% | 09/21/2048 | 0.1% |
| First Investors Auto Owner Trust 2019-2 | 2.710% | 12/15/2025 | 0.1% |
| Chesapeake Funding II LLC | 1.910% | 08/15/2029 | 0.1% |
| JFIN CLO 2014 Ltd | 3.416% | 04/21/2025 | 0.1% |
| Citigroup, Inc. | 4.450% | 09/29/2027 | 0.1% |
| Northwoods Capital Corp / Northwoods Capital Ltd | 0.000% | 01/25/2030 | 0.1% |
| Jamestown CLO VII Ltd. | 4.540% | 07/25/2027 | 0.1% |
| Americredit Automobile Receivables Trust 2019-1 | 2.930% | 06/20/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| GS Mortgage Securities Corp Trust 2018-RIVR | 2.715% | 07/15/2035 | 0.1% |
| Angolan Government International Bond | 9.500% | 11/12/2025 | 0.1% |
| Republic of Turkey | 5.625% | 03/30/2021 | 0.1% |
| General Electric Co. | 2.667% | 05/05/2026 | 0.1% |
| Centene Corp. | 4.625% | 12/15/2029 | 0.1% |
| Hudsons Bay Simon JV Trust | 4.666% | 08/05/2034 | 0.1% |
| Mountain View CLO X Ltd | 3.351% | 10/13/2027 | 0.1% |
| Radian Group, Inc. | 4.875% | 03/15/2027 | 0.1% |
| Pennsylvania Electric Co. | 3.600% | 06/01/2029 | 0.1% |
| DISH DBS Corp. | 7.750% | 07/01/2026 | 0.1% |
| EPR Properties | 4.750% | 12/15/2026 | 0.1% |
| U.S. Treasury Note/Bond | 2.875% | 10/31/2020 | 0.1% |
| Genesis Sales Finance Master Trust Series 2019-A | 4.680% | 08/20/2023 | 0.1% |
| Republic of Lithuania | 7.375% | 02/11/2020 | 0.1% |
| Aegea Finance Sarl | 5.750% | 10/10/2024 | 0.1% |
| CF Industries, Inc. | 4.950% | 06/01/2043 | 0.1% |
| Scripps Escrow Inc | 5.875% | 07/15/2027 | 0.1% |
| BBCMS 2019-BWAY Mortgage Trust | 2.756% | 11/25/2034 | 0.1% |
| Buckeye Partners L.P. | 6.375% | 01/22/2078 | 0.1% |
| Penn National Gaming, Inc. | 5.625% | 01/15/2027 | 0.1% |
| United Mexican States, MTN | 3.750% | 01/11/2028 | 0.1% |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 02/01/2028 | 0.1% |
| CNAC HK Finbridge Co Ltd | 3.500% | 07/19/2022 | 0.1% |
| Textainer Marine Containers VII Ltd | 3.960% | 04/20/2044 | 0.1% |
| Toll Brothers Finance Corp. | 4.350% | 02/15/2028 | 0.1% |
| Navicure Inc | 5.702% | 09/18/2026 | 0.1% |
| MHP Lux SA | 6.250% | 09/19/2029 | 0.1% |
| Forterra, Inc. | 0.000% | 10/25/2023 | 0.1% |
| TCF Auto Receivables Owner Trust 2016-PT1 | 2.920% | 10/17/2022 | 0.1% |
| Indika Energy Capital III Pte Ltd | 5.875% | 11/09/2024 | 0.1% |
| Century Communities, Inc. | 6.750% | 06/01/2027 | 0.1% |
| PayPal Holdings, Inc. | 2.850% | 10/01/2029 | 0.1% |
| Chobani LLC / Chobani Finance Corp Inc | 7.500% | 04/15/2025 | 0.1% |
| Fibria Overseas Finance Ltd. | 4.000% | 01/14/2025 | 0.1% |
| Helix Gen Funding, LLC | 5.452% | 06/03/2024 | 0.1% |
| Kennametal, Inc. | 4.625% | 06/15/2028 | 0.1% |
| Spectra Energy Partners L.P. | 3.179% | 06/05/2020 | 0.1% |
| ViaSat, Inc. | 5.625% | 04/15/2027 | 0.1% |
| Airxcel, Inc. | 6.202% | 04/28/2025 | 0.1% |
| Hub International Ltd. | 7.000% | 05/01/2026 | 0.1% |
| JPMorgan Chase & Co. | 3.540% | 05/01/2028 | 0.1% |
| Egypt Government International Bond | 6.588% | 02/21/2028 | 0.1% |
| Panther BF Aggregator 2 LP / Panther Finance Co In | 8.500% | 05/15/2027 | 0.1% |
| Planet Fitness Master Issuer LLC | 3.858% | 12/05/2049 | 0.1% |
| Cedar Funding VI CLO Ltd | 3.566% | 10/20/2028 | 0.1% |
| Government National Mortgage Association | 2.700% | 07/16/2057 | 0.1% |
| Gilead Sciences, Inc. | 4.600% | 09/01/2035 | 0.1% |
| Neuberger Berman Group LLC | 4.500% | 03/15/2027 | 0.1% |
| Navient Private Education Refi Loan Trust 2018-D | 4.000% | 12/15/2059 | 0.1% |
| Drive Auto Receivables Trust 2019-2 | 2.930% | 03/15/2022 | 0.1% |
| BWAY Holding Co. | 7.250% | 04/15/2025 | 0.1% |
| Enviva Partners LP / Enviva Partners Finance Corp | 6.500% | 01/15/2026 | 0.1% |
| Warrior Met Coal Inc | 8.000% | 11/01/2024 | 0.1% |
| Westlake Automobile Receivables Trust 2019-2 | 3.200% | 11/15/2024 | 0.1% |
| Northwoods Capital Corp / Northwoods Capital Ltd | 0.000% | 01/25/2030 | 0.1% |
| Banco de Credito e Inversiones | 3.500% | 10/12/2027 | 0.1% |
| UBS-BAMLL Trust | 4.379% | 06/10/2030 | 0.1% |
| First Investors Auto Owner Trust | 2.410% | 12/15/2022 | 0.1% |
| Sound Point CLO XI Ltd. | 3.066% | 07/20/2028 | 0.1% |
| Sprint Capital Corp. | 6.875% | 11/15/2028 | 0.1% |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2.832% | 10/25/2052 | 0.1% |
| Sound Point Clo XV Ltd | 4.434% | 01/23/2029 | 0.1% |
| ProAmpac PG Borrower LLC | 5.389% | 11/20/2023 | 0.1% |
| COMM Mortgage Trust | 4.290% | 07/10/2050 | 0.1% |
| DRB Prime Student Loan Trust | 3.200% | 01/25/2040 | 0.1% |
| VTR Finance B.V. | 6.875% | 01/15/2024 | 0.1% |
| Angolan Government International Bond | 8.250% | 05/09/2028 | 0.1% |
| Hudsons Bay Simon JV Trust | 5.331% | 08/05/2034 | 0.1% |
| Atrium Hotel Portfolio Trust 2018-ATRM | 2.715% | 06/15/2035 | 0.1% |
| ZF North America Capital, Inc. | 4.750% | 04/29/2025 | 0.1% |
| Cox Communications, Inc. | 4.500% | 06/30/2043 | 0.1% |
| Palmer Square Loan Funding 2017-1 Ltd | 3.701% | 10/15/2025 | 0.1% |
| Rumo Luxembourg Sarl | 7.375% | 02/09/2024 | 0.1% |
| Ghana Government International Bond | 8.125% | 03/26/2032 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.785% | 11/15/2050 | 0.1% |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTr | 2.934% | 11/15/2035 | 0.1% |
| Massachusetts Electric Co. | 4.004% | 08/15/2046 | 0.1% |
| Intelsat Jackson Holdings SA | 5.500% | 08/01/2023 | 0.1% |
| Baidu, Inc. | 3.500% | 11/28/2022 | 0.1% |
| Government National Mortgage Association | 2.750% | 02/16/2058 | 0.1% |
| Minerva Luxembourg SA | 5.875% | 01/19/2028 | 0.1% |
| Shackleton 2016-IX CLO Ltd | 3.866% | 10/20/2028 | 0.1% |
| Shimao Property Holdings Ltd. | 4.750% | 07/03/2022 | 0.1% |
| DLL 2018-2 LLC | 3.140% | 10/20/2020 | 0.1% |
| Dominican Republic International Bond | 6.400% | 06/05/2049 | 0.1% |
| MMC Norilsk Nickel OJSC via MMC Finance Ltd. | 4.100% | 04/11/2023 | 0.1% |
| PSEG Power LLC | 8.625% | 04/15/2031 | 0.1% |
| Bermuda Government International Bond | 3.717% | 01/25/2027 | 0.1% |
| Brightsphere Investment Group Inc | 4.800% | 07/27/2026 | 0.1% |
| Ahern Rentals, Inc. | 7.375% | 05/15/2023 | 0.1% |
| SM Energy Co. | 6.750% | 09/15/2026 | 0.1% |
| Time Warner Cable LLC | 7.300% | 07/01/2038 | 0.1% |
| Affiliated Managers Group, Inc. | 3.500% | 08/01/2025 | 0.1% |
| PFS Financing Corp. | 3.080% | 02/15/2023 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.950% | 07/05/2033 | 0.1% |
| World Omni Select Auto Trust 2018-1 | 3.240% | 04/15/2022 | 0.1% |
| Cleco Corp. | 3.375% | 09/15/2029 | 0.1% |
| Cleco Corp. | 4.973% | 05/01/2046 | 0.1% |
| ACC Trust 2019-1 | 4.470% | 10/20/2022 | 0.1% |
| Verizon Communications, Inc. | 3.258% | 05/15/2025 | 0.1% |
| Vistra Operations Co LLC | 4.300% | 07/15/2029 | 0.1% |
| Regatta VI Funding Ltd | 4.016% | 07/20/2028 | 0.1% |
| BBA US Holdings Inc | 4.000% | 03/01/2028 | 0.1% |
| Drive Auto Receivables Trust | 4.160% | 05/15/2024 | 0.1% |
| Bahamas Government International Bond | 6.000% | 11/21/2028 | 0.1% |
| Ashtead Capital, Inc. | 4.250% | 11/01/2029 | 0.1% |
| North Texas Tollway Auth | 8.910% | 02/01/2030 | 0.1% |
| Cox Communications, Inc. | 4.700% | 12/15/2042 | 0.1% |
| China Railway Resources Huitung Ltd. | 3.850% | 02/05/2023 | 0.1% |
| CPS Auto Receivables Trust 2018-B | 4.260% | 03/15/2024 | 0.1% |
| Bank of America Corp. | 3.950% | 04/21/2025 | 0.1% |
| Export Credit Bank of Turkey | 8.250% | 01/24/2024 | 0.1% |
| Government National Mortgage Association | 2.700% | 04/16/2057 | 0.1% |
| El Paso Electric Co. | 5.000% | 12/01/2044 | 0.1% |
| CSMC Trust | 4.373% | 09/15/2037 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.051% | 04/15/2026 | 0.1% |
| Massachusetts Educational Financing Authority | 2.890% | 04/25/2038 | 0.1% |
| Northern Natural Gas | 4.300% | 01/15/2049 | 0.1% |
| Government National Mortgage Association | 2.600% | 07/16/2058 | 0.1% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.1% |
| HCA, Inc. | 5.250% | 06/15/2026 | 0.1% |
| Drive Auto Receivables Trust 2017-3 | 2.800% | 07/15/2022 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 5.037% | 01/15/2059 | 0.1% |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | 4.176% | 07/15/2048 | 0.1% |
| Qatar Government International Bond | 5.103% | 04/23/2048 | 0.1% |
| Republic of Turkey | 5.750% | 03/22/2024 | 0.1% |
| PVH Corp. | 7.750% | 11/15/2023 | 0.1% |
| Berry Petroleum Co. | 7.000% | 02/15/2026 | 0.1% |
| Avery Point VII CLO Ltd | 4.451% | 01/15/2028 | 0.1% |
| Abu Dhabi Crude Oil Pipeline LLC | 4.600% | 11/02/2047 | 0.1% |
| AerCap Ireland Capital Ltd. | 4.875% | 01/16/2024 | 0.1% |
| JPMBB Commercial Mortgage Securities Trust | 4.410% | 07/15/2048 | 0.1% |
| MHP Lux SA | 6.950% | 04/03/2026 | 0.1% |
| Country Garden Holdings Co. Ltd. | 4.750% | 09/28/2023 | 0.1% |
| American Credit Acceptance Receivables Trust 2018- | 3.380% | 12/13/2021 | 0.1% |
| Interest Rate Swap | 0.000% | 04/01/2021 | 0.1% |
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 0.1% |
| First Investors Auto Owner Trust 2018-2 | 3.230% | 12/15/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 2.724% | 07/05/2033 | 0.1% |
| Akbank TAS | 5.000% | 10/24/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 3.110% | 01/18/2022 | 0.1% |
| Americredit Automobile Receivables Trust 2018-3 | 2.013% | 01/18/2022 | 0.1% |
| JP Morgan Chase Commercial Mortgage Securities Tru | 4.549% | 07/05/2033 | 0.1% |
| Westlake Automobile Receivables Trust 2018-1 | 2.670% | 05/17/2021 | 0.1% |
| Arcor | 6.000% | 07/06/2023 | 0.1% |
| South Carolina Electric & Gas Co. | 6.625% | 02/01/2032 | 0.1% |
| Wheels SPV 2 LLC | 3.060% | 04/20/2027 | 0.1% |
| Bayer Corp | 6.650% | 02/15/2028 | 0.1% |
| Drive Auto Receivables Trust | 4.590% | 01/17/2023 | 0.1% |
| TRI Pointe Homes LLC | 5.250% | 06/01/2027 | 0.1% |
| Federal Home Loan Mortgage Corp. | 2.231% | 02/25/2032 | 0.1% |
| Perimeter Master Note Business Trust | 8.060% | 12/15/2022 | 0.1% |
| Elm CLO 2014-1 Ltd | 3.172% | 01/17/2029 | 0.1% |
| EPR Properties | 4.500% | 06/01/2027 | 0.1% |
| CarMax Auto Owner Trust | 2.880% | 10/15/2021 | 0.1% |
| Quality Distribution, Inc. | 10.604% | 08/18/2023 | 0.1% |
| Westgate Resorts 2018-1 LLC | 3.380% | 12/20/2031 | 0.1% |
| Bank of America Corp. | 4.450% | 03/03/2026 | 0.1% |
| Flagship Credit Auto Trust 2017-3 | 2.590% | 07/15/2022 | 0.1% |
| Kinross Gold Corp. | 5.950% | 03/15/2024 | 0.1% |
| Bahamas Government International Bond | 6.950% | 11/20/2029 | 0.1% |
| Surgery Center Holdings, Inc. | 10.000% | 04/15/2027 | 0.1% |
| Latvia Government International Bond | 5.250% | 06/16/2021 | 0.1% |
| CPS Auto Trust | 3.430% | 07/15/2022 | 0.1% |
| QEP Resources, Inc. | 5.625% | 03/01/2026 | 0.1% |
| Bancorp Commercial Mortgage 2018-CRE3 Trust/The | 2.615% | 01/15/2033 | 0.1% |
| Ecopetrol S.A. | 5.875% | 05/28/2045 | 0.1% |
| Navient Corp. | 6.750% | 06/25/2025 | 0.1% |
| Carmax Auto Owner Trust 2019-4 | 2.600% | 09/15/2025 | 0.1% |
| IRB Holding Corp | 6.750% | 02/15/2026 | 0.1% |
| OHA Loan Funding Ltd. | 0.000% | 11/15/2032 | 0.1% |
| Palmer Square Loan Funding 2018-1 Ltd | 3.401% | 04/15/2026 | 0.1% |
| Adani Ports & Special Economic Zone Ltd | 4.000% | 07/30/2027 | 0.1% |
| Ally Financial, Inc. | 8.000% | 11/01/2031 | 0.1% |
| Clear Creek CLO | 4.916% | 10/20/2030 | 0.1% |
| Cliffs Natural Resources, Inc. | 5.750% | 03/01/2025 | 0.1% |
| Tronox Inc | 6.500% | 04/15/2026 | 0.1% |
| Emirates Semb Corp Water & Power Co PJSC | 4.450% | 08/01/2035 | 0.1% |
| Tenet Healthcare Corp. | 6.250% | 02/01/2027 | 0.1% |
| Freeport-McMoRan, Inc. | 3.875% | 03/15/2023 | 0.0% |
| Stars Group Holdings BV / Stars Group US Co-Borrow | 7.000% | 07/15/2026 | 0.0% |
| Nigeria Government International Bond | 7.143% | 02/23/2030 | 0.0% |
| Promontoria Holding 264 BV | 6.750% | 08/15/2023 | 0.0% |
| United Rentals, Inc. | 4.875% | 01/15/2028 | 0.0% |
| Avery Point CLO Ltd. | 3.540% | 04/25/2026 | 0.0% |
| RegionalCare Hospital Partners Holdings Inc / Life | 9.750% | 12/01/2026 | 0.0% |
| COMM 2016-COR1 Mortgage Trust | 3.494% | 10/10/2049 | 0.0% |
| Regatta XVI Funding Ltd | 0.000% | 01/15/2033 | 0.0% |
| Valeant Pharmaceuticals International, Inc. | 9.250% | 04/01/2026 | 0.0% |
| Calpine Corp. | 5.750% | 01/15/2025 | 0.0% |
| Kratos Defense & Security Solutions Inc | 6.500% | 11/30/2025 | 0.0% |
| Diamond Resorts Owner Trust | 4.110% | 10/22/2029 | 0.0% |
| Match Group, Inc. | 5.625% | 02/15/2029 | 0.0% |
| Gray Television, Inc. | 7.000% | 05/15/2027 | 0.0% |
| Chesapeake Funding II LLC | 1.990% | 05/15/2029 | 0.0% |
| JB y Co SA de CV | 3.750% | 05/13/2025 | 0.0% |
| Galaxy XXI CLO Ltd | 2.986% | 04/20/2031 | 0.0% |
| Dell International LLC / EMC Corp. | 5.450% | 06/15/2023 | 0.0% |
| ACC Trust 2018-1 | 4.820% | 05/20/2021 | 0.0% |
| Ares XXIX CLO Ltd. | 3.192% | 04/17/2026 | 0.0% |
| Qtel International Finance Ltd. | 3.750% | 06/22/2026 | 0.0% |
| AMC Networks, Inc. | 4.750% | 08/01/2025 | 0.0% |
| Enterprise Fleet Financing LLC | 2.870% | 10/20/2023 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.0% |
| Acadia Healthcare Co., Inc. | 6.500% | 03/01/2024 | 0.0% |
| Provincia de Mendoza Argentina | 8.375% | 05/19/2024 | 0.0% |
| Williams Scotsman International Inc | 6.875% | 08/15/2023 | 0.0% |
| Minejesa Capital BV | 4.625% | 08/10/2030 | 0.0% |
| Empresas Publicas de Medellin ESP | 4.250% | 07/18/2029 | 0.0% |
| Diebold, Inc. | 8.500% | 04/15/2024 | 0.0% |
| Regatta XVI Funding Ltd | 0.000% | 01/15/2033 | 0.0% |
| Flagship Credit Auto Trust 2018-1 | 2.590% | 06/15/2022 | 0.0% |
| BBCMS 2019-BWAY Mortgage Trust | 3.110% | 11/25/2034 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.530% | 04/17/2023 | 0.0% |
| Drive Auto Receivables Trust | 4.180% | 03/15/2024 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 2.820% | 07/15/2026 | 0.0% |
| Affiliated Managers Group, Inc. | 4.250% | 02/15/2024 | 0.0% |
| Pertamina Persero PT | 5.625% | 05/20/2043 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 6.880% | 08/20/2023 | 0.0% |
| California Republic Auto Receivables Trust 2017-1 | 2.910% | 12/15/2022 | 0.0% |
| Red de Carreteras de Occidente SAPIB de CV | 9.000% | 06/10/2028 | 0.0% |
| Ghana Government International Bond | 7.875% | 08/07/2023 | 0.0% |
| COMM Mortgage Trust | 4.584% | 07/10/2050 | 0.0% |
| Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 01/15/2024 | 0.0% |
| Sinopec Group Overseas Development 2013 Ltd. | 4.375% | 10/17/2023 | 0.0% |
| Aston Martin Capital Holdings Ltd | 6.500% | 04/15/2022 | 0.0% |
| Pennsylvania | 5.350% | 05/01/2030 | 0.0% |
| Dominican Republic International Bond | 6.500% | 02/15/2048 | 0.0% |
| Egypt Government International Bond | 7.903% | 02/21/2048 | 0.0% |
| Palmer Square Loan Funding 2018-5 Ltd | 3.366% | 01/20/2027 | 0.0% |
| Pelabuhan Indonesia III Persero PT | 4.500% | 05/02/2023 | 0.0% |
| PHEAA Student Loan Trust I | 2.210% | 04/25/2038 | 0.0% |
| ACC Trust 2018-1 | 6.810% | 02/21/2023 | 0.0% |
| YPF S.A. | 8.500% | 07/28/2025 | 0.0% |
| Country Garden Holdings Co. Ltd. | 4.750% | 01/17/2023 | 0.0% |
| Interest Rate Swap | 0.000% | 06/07/2021 | 0.0% |
| SCF Equipment Leasing 2017-2 LLC | 3.410% | 12/20/2023 | 0.0% |
| Halcyon Loan Advisors Funding Ltd. | 4.090% | 07/25/2027 | 0.0% |
| Drive Auto Receivables Trust | 3.340% | 09/15/2022 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.715% | 10/15/2057 | 0.0% |
| Gazprom OAO Via Gaz Capital SA | 4.950% | 02/06/2028 | 0.0% |
| Mexichem SAB de CV | 4.875% | 09/19/2022 | 0.0% |
| California Republic Auto Receivables Trust 2016-2 | 1.830% | 12/15/2021 | 0.0% |
| Providence St Joseph Health Obligated Group | 2.532% | 10/01/2029 | 0.0% |
| Burlington Northern Santa Fe LLC | 5.750% | 05/01/2040 | 0.0% |
| Santander Drive Auto Receivables Trust 2017-3 | 2.760% | 12/15/2022 | 0.0% |
| Nine Energy Service Inc | 8.750% | 11/01/2023 | 0.0% |
| GS Mortgage Securities Trust | 4.557% | 07/10/2048 | 0.0% |
| Republic of Turkey | 3.250% | 03/23/2023 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 3.050% | 12/15/2023 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.307% | 10/15/2057 | 0.0% |
| Apidos CLO XVI | 4.966% | 01/19/2025 | 0.0% |
| Syngenta Finance NV | 4.441% | 04/24/2023 | 0.0% |
| Carvana Auto Receivables Trust 2019-1 | 5.640% | 01/15/2026 | 0.0% |
| Perimeter Master Note Business Trust | 6.020% | 12/15/2022 | 0.0% |
| Government National Mortgage Association | 2.900% | 02/16/2053 | 0.0% |
| International Lease Finance Corp. | 5.875% | 08/15/2022 | 0.0% |
| Genesis Sales Finance Master Trust Series 2019-A | 5.420% | 08/20/2023 | 0.0% |
| Turkiye Garanti Bankasi AS | 5.875% | 03/16/2023 | 0.0% |
| CPS Auto Trust | 2.870% | 09/15/2021 | 0.0% |
| CPS Auto Receivables Trust 2018-A | 2.770% | 04/18/2022 | 0.0% |
| Egypt Government International Bond | 6.125% | 01/31/2022 | 0.0% |
| Fairstone Financial Issuance Trust I | 3.948% | 03/21/2033 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.850% | 11/03/2025 | 0.0% |
| Voya CLO 2019-1 Ltd | 5.301% | 04/15/2029 | 0.0% |
| CPS Auto Receivables Trust | 6.580% | 03/15/2022 | 0.0% |
| ACC Trust 2019-1 | 6.410% | 02/20/2024 | 0.0% |
| Sri Lanka (Democratic Socialist Republic of) | 6.250% | 07/27/2021 | 0.0% |
| Dell International LLC / EMC Corp | 6.020% | 06/15/2026 | 0.0% |
| Barrick North America Finance LLC | 7.500% | 09/15/2038 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 3.680% | 08/15/2023 | 0.0% |
| Flagship Credit Auto Trust 2017-4 | 2.070% | 04/15/2022 | 0.0% |
| Fairstone Financial Issuance Trust I | 6.299% | 03/21/2033 | 0.0% |
| KKR CLO 18 Ltd | 5.603% | 07/18/2030 | 0.0% |
| Pertamina Persero PT | 4.700% | 07/30/2049 | 0.0% |
| Grupo de Inversiones Suramericana SA | 5.500% | 04/29/2026 | 0.0% |
| American Credit Acceptance Receivables Trust 2016- | 6.090% | 05/12/2022 | 0.0% |
| Avid Automobile Receivables Trust 2019-1 | 3.140% | 07/15/2026 | 0.0% |
| Morgan Stanley | 7.250% | 04/01/2032 | 0.0% |
| California Republic Auto Receivables Trust | 2.700% | 09/15/2021 | 0.0% |
| Popular, Inc. | 6.125% | 09/14/2023 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 3.872% | 01/05/2043 | 0.0% |
| Exelon Generation Co. LLC | 5.600% | 06/15/2042 | 0.0% |
| Egypt Government International Bond | 4.550% | 11/20/2023 | 0.0% |
| KOC Holding AS | 5.250% | 03/15/2023 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.723% | 08/05/2034 | 0.0% |
| Ascentium Equipment Receivables 2017-1 Trust | 2.290% | 06/10/2021 | 0.0% |
| Ascentium Equipment Receivables 2016-2 Trust | 2.500% | 09/12/2022 | 0.0% |
| Citigroup Commercial Mortgage Trust | 0.332% | 10/10/2047 | 0.0% |
| Fairstone Financial Issuance Trust I | 7.257% | 03/21/2033 | 0.0% |
| Merrill Lynch Mortgage Investors Trust Series | 6.250% | 10/25/2036 | 0.0% |
| Chrysler Capital Auto Receivables Trust 2016-A | 3.250% | 06/15/2022 | 0.0% |
| Fairstone Financial Issuance Trust I | 5.084% | 03/21/2033 | 0.0% |
| SFAVE Commercial Mortgage Securities Trust | 4.144% | 01/05/2043 | 0.0% |
| Carmax Auto Owner Trust | 1.390% | 05/17/2021 | 0.0% |
| Romania | 6.125% | 01/22/2044 | 0.0% |
| OneMain Financial Issuance Trust 2016-1A | 3.660% | 02/20/2029 | 0.0% |
| Enterprise Fleet Financing LLC | 2.130% | 07/20/2022 | 0.0% |
| Hudsons Bay Simon JV Trust | 0.665% | 08/05/2034 | 0.0% |
| WFRBS Commercial Mortgage Trust | 1.124% | 05/15/2047 | 0.0% |
| Diamond Resorts Owner Trust | 3.080% | 11/20/2028 | 0.0% |
| Flagship Credit Auto Trust 2017-3 | 1.880% | 10/15/2021 | 0.0% |
| New Century Home Equity Loan Trust | 4.679% | 08/25/2035 | 0.0% |
| Sequoia Mortgage Trust 2012-4 | 2.069% | 09/25/2042 | 0.0% |
| General Electric Co. | 6.150% | 08/07/2037 | 0.0% |
| Autoridad del Canal de Panama | 4.950% | 07/29/2035 | 0.0% |
| Mercedes-Benz Auto Receivables Trust 2016-1 | 1.260% | 02/16/2021 | 0.0% |
| Foursight Capital Automobile Receivables Trust 201 | 2.870% | 10/15/2021 | 0.0% |
| Access Point Funding I 2017-1 LLC | 3.060% | 04/15/2029 | 0.0% |
| COMM Mortgage Trust | 1.191% | 08/10/2047 | 0.0% |
| GS Mortgage Securities Trust | 4.667% | 11/10/2047 | 0.0% |
| Trimble Navigation Ltd. | 4.900% | 06/15/2028 | 0.0% |
| California Republic Auto Receivables Trust 2018-1 | 2.860% | 03/15/2021 | 0.0% |
| Government National Mortgage Association | 2.200% | 04/16/2047 | 0.0% |
| DOMMO ENERGIA SA-SP ADR | 0.000% | - | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.909% | 04/15/2047 | 0.0% |
| WFRBS Commercial Mortgage Trust | 0.734% | 05/15/2047 | 0.0% |
| SLM Private Education Loan Trust | 5.015% | 05/16/2044 | 0.0% |
| FX USD/MXN 02/20 | 0.000% | 02/14/2020 | 0.0% |
| Eneva SA | 0.000% | - | 0.0% |
| JPMBB Commercial Mortgage Securities Trust | 0.441% | 04/15/2047 | 0.0% |
| Afren plc | 10.250% | 04/08/2022 | 0.0% |
| FX USD/EUR 12/19 | 0.000% | 12/09/2019 | 0.0% |
| FX USD/CAD 12/19 | 0.000% | 12/13/2019 | 0.0% |
| OGX Austria GmbH | 8.500% | 06/01/2019 | 0.0% |
| US 10YR ULTRA FUT MAR20 | 0.000% | 03/31/2020 | 0.0% |
| US 2YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 0.0% |
| US LONG BOND(CBT) MAR20 | 0.000% | 03/31/2020 | 0.0% |
| US ULTRA BOND CBT MAR20 | 0.000% | 03/31/2020 | 0.0% |
| US 5YR NOTE (CBT) MAR20 | 0.000% | 04/03/2020 | 0.0% |
| Interest Rate Swap | 0.000% | 04/01/2029 | 0.0% |
| Interest Rate Swap | 2.404% | 04/01/2029 | -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 01/24/2020
- $0
- Dividend Frequency
- Monthly (Daily Accrual)
| Record Date | Ex-Dividend Date | Reinvest & Payable Date | Dividend | Reinvest Price |
|---|---|---|---|---|
| Daily | Daily | 12/31/2019 | $0.02323 | $10.49 |
| Daily | Daily | 11/30/2019 | $0.02287 | $10.50 |
| Daily | Daily | 10/31/2019 | $0.02382 | $10.53 |
| Daily | Daily | 09/30/2019 | $0.02783 | $10.53 |
| Daily | Daily | 08/31/2019 | $0.02418 | $10.60 |
| Daily | Daily | 07/31/2019 | $0.02676 | $10.44 |
| Daily | Daily | 06/30/2019 | $0.03000 | $10.43 |
| Daily | Daily | 05/31/2019 | $0.03073 | $10.32 |
| Daily | Daily | 04/30/2019 | $0.02925 | $10.20 |
| Daily | Daily | 03/31/2019 | $0.03112 | $10.21 |
| Daily | Daily | 02/28/2019 | $0.02676 | $10.07 |
| Daily | Daily | 01/31/2019 | $0.02822 | $10.09 |
Upcoming Dividend Payment Dates
| Record Date | Ex-Dividend Date | Reinvest & Payable Date |
|---|---|---|
| Daily | Daily | 01/31/2020 |
| Daily | Daily | 02/29/2020 |
| Daily | Daily | 03/31/2020 |
| Daily | Daily | 04/30/2020 |
| Daily | Daily | 05/31/2020 |
| Daily | Daily | 06/30/2020 |
| Daily | Daily | 07/31/2020 |
| Daily | Daily | 08/31/2020 |
| Daily | Daily | 09/30/2020 |
| Daily | Daily | 10/31/2020 |
| Daily | Daily | 11/30/2020 |
| Daily | Daily | 12/31/2020 |
Capital Gains Distributions
For
| Record Date | Reinvest & Payable Date | Long-term | Short-term * | Total | Reinvest Price |
|---|---|---|---|---|---|
| 12/15/2016 | 12/16/2016 | - | $0.0324 | $0.0324 | $10.19 |
*
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
| Record Date | Ex-Dividend Date |
|---|---|
| 12/17/2020 | 12/18/2020 |
Fees & Expenses
Fees & Expenses
Expense Ratioas of 12/31/2019
| Fund Gross Expense Ratio | Fund Net Expense Ratio | |
|---|---|---|
| 0.48% | 0.44% |
Expense ratio details, Click here.
The net expense ratio for Class I takes into account a contractual fee waiver/expense reimbursement that currently is scheduled to remain in place through 03/31/2020. For periods when fees and expenses were waived and/or reimbursed, the share class benefited by not bearing such expenses. Without such waivers, performance would have been lower.
Fund Documents
Fund Documents
Download fund documents & literature, create email subscriptions, and place direct mail order
|
0Documents selected
|
Order | ||||
|---|---|---|---|---|---|
|
Summary Prospectus
Publish Date:11/03/2015
|
|||||
| n/a |
Statutory Prospectus
Publish Date:11/03/2015
|
||||
| n/a |
Prospectus (XBRL)
Publish Date:11/03/2015
|
||||
|
SAI
Publish Date:11/03/2015
|
|||||
|
Annual Report
Publish Date:11/03/2015
|
|||||
|
Semi-Annual Report
Publish Date:11/03/2015
|
|||||
|
Fact Sheet
Publish Date:11/03/2015
|
|||||
|
Fixed Income Combo Flyer
Publish Date:11/03/2015
|
|||||