The Global Disciplined Alpha - Credit AUD Hedged strategy seeks to deliver excess return over the Bloomberg Barclays Global Aggregate Ex Treasury Ex US MBS Hedged (AUD) Index
Bloomberg Barclays Global Aggregate Ex Treasury Ex US MBS Hedged (AUD) Index
Global Disciplined Alpha - Credit AUD Hedged is part of the Disciplined Alpha suite of products.
The Global Disciplined Alpha - Credit AUD Hedged Composite includes all discretionary accounts with market values greater than $75 million, managed by Loomis Sayles with investment guidelines that allow for US dollar-denominated and non-US dollar-denominated fixed income securities, primarily investment grade credit and securitized debt with the following additional considerations. Composite mandates focus on high grade bonds of benchmark-like securities resulting in diversified portfolios. The portfolios and the benchmark associated with the composite are all expressed and hedged to Australian dollar. With a focus on generating alpha from bottom-up security selection, the team seeks to limit top-down macro bets such as duration, curve and country risk. The composite was created in 2014.
Primary Benchmark: Bloomberg Barclays Global Aggregate Ex Treasury Ex US MBS Hedged (AUD) Index
Month-End Performance as of 1/31/2018
Quarter-End Performance as of 12/31/2017
Trailing Performance as of 12/31/2017
Monthly as of -1/-1/-1
Quarterly as of -1/-1/-1
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