High Grade Corporate Only
The High Grade Corporate Only strategy seeks to outperform the Barclays Corporate Index
Primary Benchmark:
Barclays Corporate Index
Portfolio Construction
- Max. < BB: 5%
- Max. Non-US dollar: 0%
- Duration typically within -3/+.5 years relative to index
- 1.5% maximum per issuer relative to the index
- 5% maximum per corporate industry relative to the index
High Grade Corporate Only Strategy, which was created in 2008, includes all discretionary accounts managed by Loomis Sayles in the High Grade Corporate Only style.
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Primary Benchmark: Barclays Corporate Index
|
Month-End Performance as of 8/31/2011 | Cumulative | Gross | Net | Index |
|---|
| 3 month | 0.69% | 0.69% | 1.69% | | Year-to-date | 5.31% | 5.31% | 5.83% |
Quarter-End Performance as of 6/30/2011 | Cumulative | Gross | Net | Index |
|---|
| 3 month | 2.00% | 2.00% | 2.28% | | Year-to-date | 3.35% | 3.35% | 3.16% |
| Average Annual Total Return | Gross | Net | Index |
|---|
| Since Inception (10/31/2008) | 7.28% | 7.28% | 6.29% |
|
Calendar Year Performance | Year | Gross | Net | Index |
|---|
| 2010 | 9.69% | 9.69% | 9.00% |
|
Past performance does not guarantee future results. Gross returns are net of trading costs. Net returns are gross returns less effective management fees. Returns for multi-year periods are annualized.
Monthly as of 8/31/2011
| Characteristics | |
|---|
| Number of Issues | | | Average Maturity | | | Weighted Average Duration | @ERROR | | Annual Turnover (-1/-1/-1) | % |
| Currency Distribution | |
|---|
| @ERROR% |
| Duration Distribution | |
|---|
| @ERROR% |
Top Ten Holdings
as of 8/31/2011 | % Assets |
|---|
| @ERROR% | |
| Sector Distribution | |
|---|
| 0.00% | | 0.00% |
| Country Distribution | |
|---|
| @ERROR% |
| Maturity Distribution | |
|---|
| @ERROR% |
|
Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody's, S&P or Fitch ratings are subject to change. The Fund's shares are not rated by any rating agency and no credit rating for Fund shares is implied.
Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. In the Sector, Duration and Maturity distributions, the calculations are based on the specific traits of each security related to that distribution, which can result in variations of the Cash & Equivalents weightings.
Due to rounding, quality, maturity, sector, currency, country and duration totals may not equal 100.00%.
Quarterly as of 6/30/2011
| Characteristics | Fund | Index |
|---|
| Number of Issues | | | | Average Maturity | | | | Weighted Average Duration | | | | Annual Turnover (-1/-1/-1) | % | |
| Currency Distribution | Fund | Index |
|---|
| @ERROR% | 0.00% |
| Duration Distribution | Fund | Index |
|---|
| @ERROR% | @ERROR% |
Top Ten Holdings
as of 6/30/2011 | % Assets |
|---|
| @ERROR% | |
| Sector Distribution | Fund | Index |
|---|
| 0.00% | 0.00% | | 0.00% | 0.00% |
| Country Distribution | Fund | Index |
|---|
| @ERROR% | 0.00% |
| Maturity Distribution | Fund | Index |
|---|
| @ERROR% | @ERROR% |
| Credit Quality | Fund | Index |
|---|
| @ERROR% | @ERROR% |
|
Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody's, S&P or Fitch ratings are subject to change. The Fund's shares are not rated by any rating agency and no credit rating for Fund shares is implied.
Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. In the Sector, Duration and Maturity distributions, the calculations are based on the specific traits of each security related to that distribution, which can result in variations of the Cash & Equivalents weightings.
Due to rounding, quality, maturity, sector, currency, country and duration totals may not equal 100.00%.