KEY FACTS as of 07/31/2019
- This strategy is available as a:
- Separate Account
- Commingled Trust
- Mutual Fund
Portfolio Breakdownas of 07/31/2019
|Investment Grade Corporate|
|High Yield Corporate|
|U.S. Government Related|
Allocations are reported as of the date a security transaction is initiated; however, certain transactions may not settle until several days later. Accordingly, cash may appear as a negative allocation as a result of forward-settling instruments such as currency forwards, certain mortgage-backed securities, and U.S. treasury futures. "Other" may include municipal bonds and non-index holdings.
Credit Quality Distributionas of 07/31/2019
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. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio.
CHARACTERISTICS as of 07/31/2019
|Average Life||2.41 Years||3.20 Years|
|Average Effective Duration||2.10 Years||2.39 Years|
|Average Yield to Worst||3.23%||1.97%|
Portfolio data is based on the Inflation Focused Representative Portfolio.
Average Annual Returns as of 06/30/2019
|Gross of Fees||3.37%||1.03%||3.94%||0.35%||-||1.28%|
|Net of Fees||3.24%||0.78%||3.67%||0.07%||-||0.99%|
|Bloomberg Barclays U.S. TIPS 1-5 Year Index||3.60%||3.41%||1.60%||0.91%||-||0.97%|
Inception Date: May 1, 2011
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 06/30/2019
|Gross of Fees||-0.57%||2.10%||5.76%||-1.50%||-4.49%||-1.02%||10.69%||-||-||-|
|Net of Fees||-0.82%||1.83%||5.43%||-1.80%||-4.79%||-1.33%||10.36%||-||-||-|
|Bloomberg Barclays U.S. TIPS 1-5 Year Index||0.41%||0.80%||3.13%||-0.14%||-1.13%||-1.96%||2.66%||-||-||-|