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USG & GSE Money Market Fund

Summary

Summary

What is the USG & GSE Money Market Fund?

The Fund seeks to deliver current income and preservation of capital by investing primarily in short-term, liquid securities issued by the U.S. government, its agencies, and its instrumentalities.

Fund Basicsas of 08/31/2016

7 Days Yield(as of 09/28/2016)
0.02%
Total Net Assets
$687.35 M
Inception Date
06/27/1979
Dividend Frequency
Monthly (Daily Accrual)
Fund Expense Ratio
0.65%
Number of Holdings
33
CUSIP
543918106
Minimum Initial Investment
$1,000+

Fund Expense Ratio :

0.65%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 06/27/1979
w/o sales charge 0.01% 0.02% 0.02% 0.02% 0.77% 4.47%
Lipper Category Avg. U.S. Government Money Market Funds 0.02% 0.03% 0.02% 0.02% 0.81% -

Fund Expense Ratio :

0.65%

Fund Expense Ratio :

0.65%

YTD 1-YR 3-YR 5-YR 10-YR Since Inception 06/27/1979
w/o sales charge 0.01% 0.02% 0.02% 0.02% 0.85% 4.49%
Lipper Category Avg. U.S. Government Money Market Funds 0.01% 0.02% 0.01% 0.01% 0.88% -

Fund Expense Ratio :

0.65%

Investment Team

Robert A. Lee
Robert A. Lee

Partner & Chief Investment Officer

25 Years of Industry Experience

Hyun Lee
Hyun Lee, CFA

Portfolio Manager

15 Years of Industry Experience

Kewjin Yuoh
Kewjin Yuoh

Partner & Portfolio Manager

22 Years of Industry Experience

Supported By 45 Investment Professionals and 13 Years Avg. Industry Experience

Your Representative

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Portfolio

Portfolio

Portfolio Positioning (as of 06/30/2016)

  • We continue to utilize a diverse mix of agency discount notes plus repurchase agreements collateralized by Treasuries and overnight cash deposits.
  • Interest rates of agency discount notes of up to six months in maturity remain at historically low levels.
  • Active management and daily monitoring of rates have enabled us to find attractive opportunities in agency discount notes relative to other issues of similar maturity.

Portfolio Details as of 08/31/2016

Total Net Assets
$687.35 M
Number of Issues
33
Average Coupon
-
Average Maturity
48.3 Days
Average Modified Duration
0.1 Years

Ten Largest and Aggregate Holdings

The most recent twelve months of information from the Fund's month-end schedules of portfolio holdings on Form N-MFP may be obtained, 60 days after the end of the month to which the information pertains, from the U.S. Securities and Exchange Commission's website,at the following link: Reports on Form N-MFP

The Fund’s liquidity exposure, net shareholder inflows/outflows and market NAV for the past six months are available at the following link: MMF Activity

Dividends & Cap Gains

Dividends & Cap Gains

Dividend Payments

For
YTD Dividends Paidas of 09/28/2016
$0
Dividend Frequency
Monthly (Daily Accrual)
Record Date Ex-Dividend Date Reinvest & Payable Date Dividend Reinvest Price
Daily Daily 08/31/2016 $0.00002 $1.00
Daily Daily 07/31/2016 $0.00002 $1.00
Daily Daily 06/30/2016 $0.00002 $1.00
Daily Daily 05/31/2016 $0.00002 $1.00
Daily Daily 04/30/2016 $0.00002 $1.00
Daily Daily 03/31/2016 $0.00002 $1.00
Daily Daily 02/29/2016 $0.00002 $1.00
Daily Daily 01/31/2016 $0.00002 $1.00

Upcoming Dividend Payment Dates

Record Date Ex-Dividend Date Reinvest & Payable Date
Daily Daily 09/30/2016
Daily Daily 10/31/2016
Daily Daily 11/30/2016
Daily Daily 12/31/2016

Fees & Expenses

Fees & Expenses

Expense Ratioas of 08/31/2016

0.65%

Fund Review

Fund Review

Market Review as of 06/30/2016

Major categories of U.S. fixed income securities posted positive returns for the second quarter of 2016, with high yield credit outperforming investment grade bonds, driven by the recovery in commodity prices and the continued search for yield. Volatility increased towards the end of the quarter, capped off by the United Kingdom’s decision to exit the European Union. After side-stepping for the most part the landmine that was “Brexit,” securities markets grinded higher into the end of the quarter, buoyed by accommodative central banks.

Following its policy meeting on June 14–15, the U.S. Federal Reserve (Fed) released a statement indicating that the pace of improvement in the labor market had slowed, noting that job gains had diminished despite the lower unemployment rate. On the other side, growth in economic activity appeared to have picked up, driven by growth in household spending. The Fed again noted that inflation is expected to remain low in the near term, in part because of earlier declines in energy prices, but is expected to rise to 2% over the medium term as the transitory effects of past declines in energy and import prices dissipate and the labor market strengthens further. During the June meeting, the Fed decided to maintain its target for the Federal Funds Rate  in the range of 0.25–0.50%, and declared “the stance of monetary policy remains accommodative, thereby supporting further improvement in labor market conditions and a return to 2% inflation.”1 Fed policymakers’ median projected estimate for the fed funds fell to 0.9% for the end of 2016.2

U.S. inflation continued to struggle in reaching the Fed’s 2% inflation target, as the overall Consumer Price Index (CPI)3 increased just 1.0% over the 12-month period ended May 2016. CPI (excluding food and energy prices) increased 2.2% over the same 12-month period.4

The U.S. Bureau of Labor Statistics reported that non-farm payrolls increased by just 38,000 in May, below the trailing three-month average monthly gain of 116,000. The change in total nonfarm payroll employment for March and April were also revised lower, resulting in employment gains that were 59,000 less than had been previously reported over these two months. Despite the slowing pace of job growth, the unemployment rate declined from 5.0 to 4.7%.5

U.S. Treasuries (as represented by the BofA Merrill Lynch U.S. Treasury Index6) posted a return of 2.24% for the three-month period ended June 30, 2016.  The high yield bond market (as represented by the BofA Merrill Lynch U.S. High Yield Constrained Index7) posted a positive return of 5.88% for the quarter, and is now positive 9.32% year to date. The floating rate loan market (as represented by the Credit Suisse Leveraged Loan Index8) returned 2.86%, outperforming the broad Barclays U.S. Aggregate Bond Index9, with performance driven by lower rated loans. The convertible bond market (as represented by the BofA Merrill Lynch All Convertibles, All Qualities Index10) returned 3.63%, also benefitting from a rally in risk assets.

Among higher credit quality securities, investment grade corporate debt (as represented by the Barclays U.S. Corporate Bond Index11) posted a return of 3.57%. Corporate bond spreads continued to tighten during the quarter from the wide levels reached in early February, a period of extreme risk aversion. Agency mortgage-backed securities (as represented by the Barclays MBS Index12) returned 1.11%. Commercial MBS (CMBS) (as represented by the Barclays U.S. CMBS Investment Grade Index13) returned 2.22%.

The municipal bond market (as represented by the BofA Merrill Lynch U.S. Municipal Securities Index14) posted a 2.72% return, outperforming the BofA Merrill Lynch U.S. Treasury Index, even before accounting for the tax exempt status of municipal bonds. Overall creditworthiness in the municipal bond market continues to improve, as most states’ finances experienced rising revenues, while maintaining balanced budgets.

Within emerging markets, the major drivers of strong performance included a dovish Fed, a weaker U.S. dollar, and a strong rally in commodity prices. Thus, U.S. dollar-denominated emerging markets corporate debt (as measured by the JP Morgan Corporate Emerging Markets Bond Index Broad Diversified Index15) returned 3.33%, underperforming most U.S.-centric, fixed income asset classes.                                        

According to J.P. Morgan Securities, high yield new issue volume tapered somewhat in June with the Brexit vote serving as an overhang. High yield issuance totaled $104.1 billion for second quarter 2016, which was a 19% decrease from the year-ago quarter, but a 103% improvement from the first quarter of 2016. June’s institutional loan issuance was the heaviest in more than three years, reaching $73.0 billion, a by-product of a big increase in re-pricing and refinancing activity.  Institutional loan volume has climbed, to $161.0 billion year to date, compared with $207.5 billion a year ago. Default activity fell in June, to a year-to-date-low, as two companies defaulted, totaling $1.4 billion. This marked the lowest number of defaults since October 2015, and is the third consecutive month-over-month decline. Year to date, 37 companies have defaulted, with debt totaling $43.8 billion ($35.2 billion in bonds and $8.6 billion in loans), which is already 16% higher than full-year 2015’s $37.7 billion of total default volume. It should be noted that default activity has been driven by companies in the energy and metals/mining sectors, with over 80% of this year’s default volume coming from commodity-related names, according to J.P. Morgan Securities.

Fund Review as of 06/30/2016

The Fund* ended the second quarter of 2016 with total net assets of $744 million and a seven-day current yield of 0.02%.16

The Fund maintained its strategy of investing in short-term, liquid government and government-sponsored enterprise (GSE) securities, including agency discount notes, Treasury notes, repurchase agreements collateralized by Treasury and GSE securities, and overnight cash deposits.

Rates on discount notes with maturities of six months and less issued by the Federal National Mortgage Association (Fannie Mae), the Federal Home Loan Mortgage Corporation (Freddie Mac), and the Federal Home Loan Banks (FHLB) remained unchanged quarter over quarter. Overnight repo rates experienced volatility during the period, related to “Brexit”; rising from 0.30% at the start of the quarter before ending the quarter at 0.95%. The effective fed funds rate remained range bound at 0.25–0.41%. 

The Fund's yield to maturity as of June 30, 2016 was 0.31%, compared with 0.32% on March 31, 2016. Cash comprised approximately 20% of the portfolio, and was invested in collateralized repurchase agreements that mature at the start of each business day. The average maturity was 51 days as of June 30, 2016, nearly unchanged from the average maturity as of March 31, 2016 and the target maturity profile of the portfolio.

Please refer to www.lordabbett.com under the “Portfolio” tab for a complete list of holdings of the Fund, including the securities discussed above.

Outlook

The United Kingdom’s decision to depart from the European Union has introduced a great deal of uncertainty into the market; as such, we believe central banks will remain accommodative in order to stabilize markets and foster global growth. Further accommodation and a global search for yield should benefit risk assets, as long as central bank actions remain consistent with one another. Although fears have abated to a degree about China’s economic slowdown, and the possibility of a disruptive currency devaluation, the economic situation there remains another area of uncertainty. The Chinese economy is a critical component of the global economy, and particularly for the Asian region.  Further instability has the potential to disrupt global markets.

Broadly speaking, we remain generally optimistic that the U.S. economy will continue to grow at a steady, albeit subpar, pace. We still view credit-sensitive sectors of the market as representing attractive relative value, although we do believe that there is the potential for episodes of further spread widening as the market continues to struggle with low global growth. 

Fund Documents

Fund Documents

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