Core Fixed Income Managed Account
The Core Fixed Income Managed Account strategy seeks to outperform the Bloomberg US Aggregate Index while maintaining a benchmark-aware risk return objective
Portfolio Management
Chris Harms
Cliff Rowe, CFA
Dan Conklin, CFA
Primary Benchmark
Bloomberg US Aggregate Index
Strategy Facts
Strategy Inception: 7/1/2019
Composite Inception: 9/1/2019
Strategy Highlights
- Create portfolios diversified by sector, industry and issuer
- Investment flexibility is constrained to the investment grade portion of the US fixed income markets
- Duration bands: +/- 1 year (typically within +/- 0.25 year) relative to the index
- Typical portfolio: approximately 50 to 70 issuers, 70 to 90 issues
- All investments must be US dollar denominated
- Issuer maximum of 1%, Treasurys and GSEs excluded
- Industry maximum of 25% or the benchmark weight plus 10% (whichever is greater at the time of purchase)
The Composite includes all discretionary Managed Accounts with market values greater than $100,000 managed by Loomis Sayles with investment guidelines prescribing investment in liquid U.S. dollar denominated bonds that do not allow high yield and has a benchmark of the Bloomberg U.S. Aggregate Index. Proprietary quantitative models are employed in portfolio construction and risk assessment. Loomis Sayles’s security level research and tactical sector allocation are primary alpha sources for this product. Yield curve and duration management are additional tools utilized by the portfolio management team. The Composite inception date is September 1, 2019. The Composite was created in 2019.
/US~Production~Adobe/$FILE/get_adobe_reader.GIF)
Year-to-Date Performance as of 3/24/2023 Month-End Performance as of -1/-1/-1 Cumulative
Total Return | Class NA |
|---|
| 3 month | N/A | | Year-to-date | N/A |
Average Annualized
Total Return | Class NA |
|---|
| Inception Date | N/A | | Since Inception | N/A |
Quarter-End Performance as of -1/-1/-1 Cumulative
Total Return | Class NA |
|---|
| 3 month | N/A | | Year-to-date | N/A |
Average Annualized
Total Return | Class NA |
|---|
| Inception Date | N/A | | Since Inception | N/A |
|
|
Performance data shown represents past performance and is no guarantee of, and not necessarily indicative of, future results. Total return and value will vary and you may have a gain or loss when shares are sold. Current performance may be lower or higher than quoted. Returns include changes in share price and reinvestment of dividends and capital gains, if any.
Monthly as of -1/-1/-1
| Duration Distribution | |
|---|
| @ERROR% |
|
| Sector Distribution (Fixed) * | |
|---|
| 0.0% | | Country Distribution | |
|---|
| @ERROR% | | Maturity Distribution | |
|---|
| @ERROR% | |
1
Quarterly as of -1/-1/-1
| Duration Distribution | Fund | Index |
|---|
| @ERROR% | @ERROR% |
|
| Sector Distribution (Fixed) * | Fund | Index |
|---|
| 0.0% | 0.0% | | 0.0% | 0.0% | | Country Distribution | Fund | Index |
|---|
| @ERROR% | 0.0% | | Maturity Distribution | Fund | Index |
|---|
| @ERROR% | @ERROR% | |
1