UAT Core Total Return Managed Account Overview Overview The Core Total Return 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: 10/31/2020 Composite Inception: 11/1/2020Portfolio Management Dan Conklin Portfolio Manager Read bio Chris Harms Portfolio Manager Read bio Cliff Rowe Portfolio Manager Read bio Strategy Highlights Investment universe typically includes US Treasurys, agencies, asset-backed securities (ABS), commercial mortgaged backed securities (CMBS), investment grade corporate bonds, mortgage-backed securities (MBS), Yankee bonds and high yield corporate bonds Securities rated below investment grade are limited to 10% of the portfolios Duration bands: +/- 2 years 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 0.50%, 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 with up to 10% in high yield, may invest up to 45% combined in the Loomis Sayles Securitized Asset Fund and Loomis Sayles High Income Opportunities 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. 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