UAT Intermediate Core Disciplined Alpha Overview Composite Performance Overview The Intermediate Core Disciplined Alpha Strategy seeks to outperform the Bloomberg US Intermediate Aggregate Index consistently over time with a comparable level of risk Primary BenchmarkBloomberg US Intermediate Aggregate IndexStrategy Highlights Investment philosophy is intensely focused on relative value investing on a risk-adjusted basis Real-time risk management helps support entire process from security selection to sector, curve, and duration positioning Portfolio Construction Duration typically managed within a tight range Currency: US dollar only Strategy Facts as of 9/30/2024Strategy Inception1/10/2019 Additional ContentDisciplined Alpha: Building Consistent Alpha, Bond by Bond Portfolio ManagementLynne Royer Seth Timen Timi Ajibola Sudhir Bhat Matthew Boynton Mirsada Durakovic Marc Frank Brian Gibbs Andrew Henwood Jonathan Kimbro Monica Mehra Bruce Saldinger Patrick Scardino Gabriela Servin-Cendejas Brad Stevens Camden Wang Intermediate Core Disciplined Alpha is part of the Disciplined Alpha suite of products. The Composite includes all discretionary accounts with market values greater than $30 million managed by Loomis Sayles with investment guidelines that may allow for up to 10% in securities below investment grade with the following additional considerations. The Composite represents stable value portfolios that seek to add value for clients primarily through security selection, intending to gain an edge through analysis and market information and minimizing duration, curve, and large sector mismatches. The investment universe is primarily investment grade credit bonds, with a bias for liquidity. Portfolio duration is limited to 4.5 years. The Composite inception date is May 1, 2019. The Composite was created in 2020. Performance Primary Benchmark: Bloomberg US Intermediate Aggregate Index Quarter-End Performance as of 9/30/2024CumulativeGrossNetIndex3 monthN/AN/AN/A Year-to-dateN/AN/AN/ATrailing Performance as of 9/30/2024Annualized Total ReturnGrossNetIndexSince Inception 3/1/2019 Period PerformanceYearGrossNetIndex2022-9.51%-9.71%-9.51% 2021-1.10%-1.31%-1.29% 20207.53%7.31%5.60% 2019*5.85%5.67%5.74%* Since Inception 3/1/2019 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