Global Allocation Overview Composite Performance Overview The Global Allocation strategy seeks to provide equity-like returns with less volatility Primary Benchmark65% MSCI All Country World Gross Index, 35% Bloomberg Global Aggregate IndexStrategy Highlights Capital is allocated among global equities, US fixed income, and non-US fixed income by leveraging forward looking bottom-up fundamental research The strategy is free from artificial constraints such as sector, style, or geography. The full capital structure across the globe is canvassed to identify securities supported by multiple return levers A best-ideas approach that focuses on security specific risk and seeks to minimize market risk Fixed income is employed as an alpha driver, and seeks to enhance overall portfolio performance while also potentially providing diversification benefits Strategy Facts as of 3/31/2025Strategy Inception5/1/1996Strategy Assets$7.0 billionComposite Assets$3.2 billionNumber of Composite Accounts3Fact Sheet Portfolio ManagementMatt Eagan David Rolley Eileen Riley Lee Rosenbaum The Composite includes all discretionary separate and commingled accounts with market values greater than $50 million managed by Loomis Sayles with balanced investment objective guidelines seeking a global equity strategy that also incorporates high conviction domestic and foreign fixed income in an effort to capitalize on opportunity, generate attractive risk-return characteristics, and increase yield potential. The Composite inception date is July 1, 1996. The Composite was created in April 2007 Source: MSCI. Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent. Performance Primary Benchmark: 65% MSCI All Country World Gross Index, 35% Bloomberg Global Aggregate Index Quarter-End Performance as of 3/31/2025CumulativeGrossNetIndex3 month-1.80%-1.93%0.15% Year-to-date-1.80%-1.93%0.15%Trailing Performance as of 3/31/2025Annualized Total ReturnGrossNetIndex1 year4.11%3.54%6.07% 3 years6.03%5.48%4.30% 5 years10.98%10.46%9.60% 10 years8.56%8.08%6.43% Since Inception 6/30/19969.99%9.35%6.38% Period PerformanceYearGrossNetIndex202413.57%12.96%10.79% 202323.74%23.08%16.64% 2022-22.46%-22.78%-17.18% 202115.46%15.00%10.26% 202016.38%15.91%14.73% 201928.22%27.71%19.98% 2018-4.26%-4.65%-6.09% 201723.45%22.94%18.34% 20165.64%5.20%6.37% 20152.58%2.09%-2.10% Performance data shown represents past performance and is no guarantee of future results. Current performance may be lower or higher than quoted. Returns are shown in US dollars and are annualized for one and multi-year periods. Gross returns are net of trading costs. Net returns are gross returns less effective management fees. There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return. Monthly Characteristics Monthly as of -1/-1/-1 Credit Quality @ERROR% Duration Distribution @ERROR% Sector Distribution (Fixed) 0.0% Country Distribution @ERROR% Maturity Distribution @ERROR% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents. Due to rounding, market capitalization and sector distribution totals may not equal 100%. This portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in securities referenced. Reference to specific securities or holdings should not be considered recommendations for action by investors. P/E (trailing) is the sum of a company's price-to-earnings, calculated by dividing current stock price by trailing earnings per share for the past 12 months. P/E (forward) measures price-to-earnings ratio using forecasted earnings for the price-to-earnings calculation; the forward measure is not a forecast of the fund’s performance. 3-5 Year EPS Growth is sourced from FactSet and based on long-term EPS growth rate estimates gathered directly from brokers. The portfolio and benchmark statistic is a weighted average of company level estimates. ROE (1-year equal weighted) is the 1-year ROE of all holdings divided by number of holdings. Median active share indicates the proportion of the portfolio’s holdings (by market value) that is different than the benchmark. A higher active share indicates a larger difference between the benchmark and the portfolio. Quarterly Characteristics Quarterly as of -1/-1/-1 Credit QualityFund @ERROR% Duration DistributionFundIndex @ERROR%@ERROR% Sector Distribution (Fixed)FundIndex 0.0%0.0% 0.0%0.0% Country DistributionFundIndex @ERROR%0.0% Maturity DistributionFundIndex @ERROR%@ERROR% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents. Due to rounding, market capitalization and sector distribution totals may not equal 100%. This portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in securities referenced. Reference to specific securities or holdings should not be considered recommendations for action by investors. P/E (trailing) is the sum of a company's price-to-earnings, calculated by dividing current stock price by trailing earnings per share for the past 12 months. P/E (forward) measures price-to-earnings ratio using forecasted earnings for the price-to-earnings calculation; the forward measure is not a forecast of the fund’s performance. 3-5 Year EPS Growth is sourced from FactSet and based on long-term EPS growth rate estimates gathered directly from brokers. The portfolio and benchmark statistic is a weighted average of company level estimates. ROE (1-year equal weighted) is the 1-year ROE of all holdings divided by number of holdings. Median active share indicates the proportion of the portfolio’s holdings (by market value) that is different than the benchmark. A higher active share indicates a larger difference between the benchmark and the portfolio. Holdings Top 10 holdings may not be representative of current or future holdings and will evolve over time. x < Page: / > Download PDF