KEY FACTS as of 06/29/2018
- This strategy is available as a:
- Separate Account
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||4.51 Years||4.32 Years|
|Average Effective Duration||3.81 Years||3.93 Years|
|Average Yield to Worst||3.22%||3.03%|
Portfolio data is based on the Intermediate Government/Credit Representative Portfolio.
Average Annual Returns as of 05/31/2018
|Gross of Fees||-0.87%||-0.29%||1.32%||1.71%||-||2.05%|
|Net of Fees||-0.96%||-0.51%||1.07%||1.46%||-||1.79%|
|Bloomberg Barclays Intermediate Govt/Credit Index||-0.91%||-0.69%||0.98%||1.37%||-||1.48%|
Inception Date: February 1, 2012
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 05/31/2018
|Gross of Fees||2.50%||2.85%||0.92%||3.73%||-0.36%||-||-||-||-||-|
|Net of Fees||2.27%||2.59%||0.66%||3.48%||-0.65%||-||-||-||-||-|
|Bloomberg Barclays Intermediate Govt/Credit Index||2.14%||2.08%||1.07%||3.13%||-0.86%||-||-||-||-||-|