KEY FACTS as of 06/29/2018
- This strategy is available as a:
- Separate Account
- Commingled Trust
- Mutual Fund
Portfolio Breakdownas of 06/29/2018
|U.S. Government Related|
|Investment Grade Corporate|
|High Yield Corporate|
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 06/29/2018
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. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio.
CHARACTERISTICS as of 06/29/2018
|Average Life||8.90 Years||8.35 Years|
|Average Effective Duration||5.93 Years||6.01 Years|
|Average Yield to Worst||3.43%||3.29%|
Portfolio data is based on the Core Fixed Income Representative Portfolio.
Average Annual Returns as of 05/31/2018
|Gross of Fees||-1.43%||0.05%||1.65%||2.38%||4.70%||5.66%|
|Net of Fees||-1.54%||-0.23%||1.36%||2.10%||4.41%||5.37%|
|Bloomberg Barclays U.S. Aggregate Bond Index||-1.50%||-0.37%||1.39%||1.98%||3.72%||4.80%|
Inception Date: January 1, 1998
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 05/31/2018
|Gross of Fees||4.10%||3.32%||0.15%||6.99%||-1.35%||6.66%||8.41%||7.63%||13.50%||1.72%|
|Net of Fees||3.81%||3.03%||-0.12%||6.68%||-1.64%||6.35%||8.11%||7.34%||13.16%||1.45%|
|Bloomberg Barclays U.S. Aggregate Bond Index||3.54%||2.65%||0.55%||5.97%||-2.02%||4.22%||7.84%||6.54%||5.93%||5.24%|