The Core Fixed Income with Securitized Asset Fund Managed Account strategy seeks to outperform the Bloomberg US Aggregate Index while maintaining a benchmarkaware risk return objective

Portfolio Management

Dan Conklin, CFA
Chris Harms
Cliff Rowe, CFA

Strategy Highlights

Primary Benchmark

Bloomberg US Aggregate Index

Strategy Facts

Strategy Inception: 3/1/2007
Composite Inception: 11/1/2020

Strategy Highlights

• Investment flexibility is constrained to the investment grade portion of the US fixed income markets
• May invest up to 45% in the Loomis Sayles Securitized Asset Fund for diversification purposes
• Duration bands: +/- 1 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, may invest up to 45% in the Loomis Sayles Securitized Asset Fund 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 November 1, 2020. The Composite was created in 2020.