Core Fixed Income Managed Account Overview Overview The Core Fixed Income Managed Account strategy seeks to outperform the Bloomberg US Aggregate Index while maintaining a benchmark-aware risk return objective Primary BenchmarkBloomberg US Aggregate IndexStrategy FactsStrategy Inception: 7/1/2019 Composite Inception: 9/1/2019Portfolio Management Chris Harms Portfolio Manager Read bio Cliff Rowe Portfolio Manager Read bio Dan Conklin Portfolio Manager Read bio 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. Performance Primary Benchmark: Bloomberg US Aggregate Index Year-to-Date Performance as of 12/20/2024 Class NA N/A Month-End Performance as of -1/-1/-1Cumulative Total ReturnClass NA3 monthN/AYear-to-dateN/AAnnualized Total ReturnClass NAInception DateN/ASince InceptionN/AQuarter-End Performance as of -1/-1/-1Cumulative Total ReturnClass NA3 monthN/AYear-to-dateN/AAnnualized Total ReturnClass NAInception DateN/ASince InceptionN/A Gross Expense Ratio: (I) NA; Net Expense Ratio: (I) NA 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 Characteristics Monthly as of -1/-1/-1 Duration Distribution @ERROR% Sector Distribution (Fixed) * 0.0% Country Distribution @ERROR% Maturity Distribution @ERROR% 1 Quarterly Characteristics Quarterly as of -1/-1/-1 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% 1 Holdings Top 10 holdings may not be representative of current or future holdings and will evolve over time. x < Page: / > Download PDF