KEY FACTS as of 01/31/2020
- This strategy is available as a:
- Separate Account
Portfolio Breakdownas of 01/31/2020
|U.S. Government Related|
|Investment Grade 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 01/31/2020
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 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 01/31/2020
|Average Life||4.39 Years||4.26 Years|
|Average Effective Duration||3.75 Years||3.93 Years|
|Average Yield to Worst||1.87%||1.64%|
Portfolio data is based on the Intermediate Government/Credit Representative Portfolio.
Average Annual Returns as of 01/31/2020
|Gross of Fees||1.53%||7.46%||3.78%||2.78%||-||2.88%|
|Net of Fees||1.52%||7.24%||3.56%||2.55%||-||2.63%|
|Bloomberg Barclays Intermediate Govt/Credit Index||1.42%||7.39%||3.63%||2.52%||-||2.41%|
Inception Date: February 1, 2012
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 01/31/2020
|Gross of Fees||6.77%||0.93%||2.50%||2.85%||0.92%||3.73%||-0.36%||-||-||-|
|Net of Fees||6.55%||0.71%||2.27%||2.59%||0.66%||3.48%||-0.65%||-||-||-|
|Bloomberg Barclays Intermediate Govt/Credit Index||6.80%||0.88%||2.14%||2.08%||1.07%||3.13%||-0.86%||-||-||-|