KEY FACTS as of 08/31/2020
- This strategy is available as a:
- Separate Account
- Commingled Trust
- Mutual Fund
Portfolio Breakdownas of 08/31/2020
|Investment Grade Corporate|
|U.S. Government Related|
|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 08/31/2020
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 08/31/2020
|Average Life||2.83 Years||3.22 Years|
|Average Effective Duration||2.75 Years||1.74 Years|
|Average Yield to Worst||3.42%||0.3%|
Portfolio data is based on the Inflation Focused Representative Portfolio.
Average Annual Returns as of 08/31/2020
|Gross of Fees||1.26%||4.33%||2.70%||2.57%||-||1.48%|
|Net of Fees||1.09%||4.07%||2.45%||2.30%||-||1.19%|
|Bloomberg Barclays U.S. TIPS 1-5 Year Index||4.37%||5.24%||3.26%||2.62%||-||1.47%|
Inception Date: May 1, 2011
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 08/31/2020
|Gross of Fees||5.56%||-0.57%||2.10%||5.76%||-1.50%||-4.49%||-1.02%||10.69%||-||-|
|Net of Fees||5.30%||-0.82%||1.83%||5.43%||-1.80%||-4.79%||-1.33%||10.36%||-||-|
|Bloomberg Barclays U.S. TIPS 1-5 Year Index||5.08%||0.41%||0.80%||3.13%||-0.14%||-1.13%||-1.96%||2.66%||-||-|