Short Duration Fixed Income Overview Composite Performance Overview The Short Duration Fixed Income strategy seeks to outperform the Bloomberg US Government/Credit 1-3 Year Index while maintaining a benchmark-aware risk return objective Primary BenchmarkBloomberg US Government/Credit 1-3 Year IndexPortfolio Management Chris Harms Portfolio Manager Read bio Cliff Rowe Portfolio Manager Read bio Dan Conklin Portfolio Manager Read bio Strategy Highlights Individual investment ideas are evaluated on the basis of their investment return potential and contribution to portfolio risk Top-down macroeconomic analysis combined with bottom-up security selection helps drive portfolio construction Seeks to create portfolios diversified by sector, industry and issuer Investment flexibility is restrained to the investment grade portion of the US fixed income markets Duration is managed within a narrow range to the benchmark All investments must be US dollar denominated Issuer maximum of 3% or the benchmark weight plus 2% (whichever is greater at the time of purchase), Treasurys and GSEs excluded Industry maximum of 25% or the benchmark weight plus 10% (whichever is greater at the time of purchase), Treasurys and GSEs excluded Investment universe typically includes US Treasurys, agencies, mortgage-backed securities (MBS), asset-backed securities (ABS), commercial mortgage-backed securities (CMBS), investment grade corporate bonds, and Yankee bonds (including emerging markets) Strategy Facts as of 9/30/2024Strategy Inception8/1/2007Strategy Assets$6.2 billionComposite Assets$1.7 billionNumber of Composite Accounts7Fact Sheet Additional ContentShort-Duration Credit Solutions The Composite includes all discretionary separate accounts with market values greater than $5 million managed by Loomis Sayles and invests primarily in investment grade fixed income securities of all major fixed income sectors such as corporates, governments, and mortgages with short term maturities. As of December 1, 2022 the Composite was redefined to exclude stable value accounts previously stable value accounts were included. The Composite inception date is August 1, 2007. The Composite was created in 2009. Performance Primary Benchmark: Bloomberg US Government/Credit 1-3 Year Index Quarter-End Performance as of 9/30/2024CumulativeGrossNetIndex3 month3.16%3.10%2.96% Year-to-date5.40%5.21%4.38%Trailing Performance as of 9/30/2024Annualized Total ReturnGrossNetIndex1 year8.93%8.67%7.19% 3 years2.74%2.51%1.50% 5 years2.94%2.73%1.70% 10 years2.77%2.55%1.64% Since Inception 8/1/20073.62%3.37%2.09% Period PerformanceYearGrossNetIndex20236.64%6.38%4.61% 2022-3.12%-3.32%-3.69% 20210.13%-0.05%-0.47% 20205.16%4.96%3.33% 20195.76%5.56%4.03% 20181.60%1.40%1.60% 20172.32%2.08%0.84% 20162.98%2.74%1.28% 20150.99%0.75%0.65% 20141.55%1.25%0.77% Performance data shown represents past performance and is no guarantee of, and not necessarily indicative 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 Currency Distribution @ERROR% Duration Distribution @ERROR% Sector Distribution (Fixed) 0.0% Country Distribution @ERROR% Maturity Distribution @ERROR% Credit Quality @ERROR% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents. Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody’s, S&P or Fitch; ratings are subject to change. The fund’s shares are not rated by any rating agency and no credit rating for fund shares is implied. Bond credit ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest).Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. ABS/RMBS: Asset-Backed Securities/Residential Mortgage-Backed Securities. Agency MBS: Agency Mortgage-Backed Securities. CMBS: Commercial Mortgage-Backed Securities. Due to rounding, Sector, Currency, Country, Duration, Maturity and Quality distribution totals may not equal 100%. Quarterly Characteristics Quarterly as of -1/-1/-1 Currency DistributionFundIndex @ERROR%0.0% 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% Credit QualityFundIndex@ERROR%0.0% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents. Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody’s, S&P or Fitch; ratings are subject to change. The fund’s shares are not rated by any rating agency and no credit rating for fund shares is implied. Bond credit ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest).Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. ABS/RMBS: Asset-Backed Securities/Residential Mortgage-Backed Securities. Agency MBS: Agency Mortgage-Backed Securities. CMBS: Commercial Mortgage-Backed Securities. Due to rounding, Sector, Currency, Country, Duration, Maturity and Quality distribution totals may not equal 100%. Holdings Top Ten Holdingsas of 9/30/2024% Assets @ERROR% Top 10 holdings may not be representative of current or future holdings and will evolve over time. x < Page: / > Download PDF