UAT Investment Grade CLO Overview Composite Performance Overview The Investment Grade CLO strategy seeks high current income and total potential returns through exposure to a diversified portfolio of Collateralized Loan ObligationsView factsheet Primary BenchmarkJP Morgan CLO Investment Grade Index Portfolio Management Michael Herald Portfolio Manager, CLO Strategist, Mortgage and Structured Finance Read bio Steve LaPlante Portfolio Manager Read bio Strategy Highlights The strategy seeks to outperform the JP Morgan Collateralized Loan Obligation Investment Grade Index Invests in US Broadly Syndicated and Middle Market CLOs. Has ability to invest up to 15% in Agency MBS and Treasurys to be used as reserves or defensive purposes Minimum average credit quality of the fund will be BBB- or higher at time of purchase Duration will not exceed 1 year Strategy Facts as of 6/30/2024Strategy Inception5/1/2022Strategy Assets$1.1 billionComposite Assets$1.1 billionFact Sheet The Composite includes all discretionary accounts with market values greater than $50 million managed by Loomis Sayles, with a credit focused strategy and guidelines that allow for investment grade average credit risk profile with the following additional considerations. The Composite seeks a high level of current income and total return through diversified exposure to a diversified portfolio of Collateralized Loan Obligations (“CLOs”). The Composite inception date is May 1, 2022. The Composite was created in 2022. Performance Primary Benchmark: JP Morgan CLO Investment Grade Index Month-End Performance as of 6/30/2024CumulativeGrossNetIndex3 month2.11%1.99%1.89% Year-to-date4.48%4.24%4.00%Quarter-End Performance as of 6/30/2024CumulativeGrossNetIndex3 month2.11%1.99%1.89% Year-to-date4.48%4.24%4.00%Trailing Performance as of 6/30/2024Average Annualized ReturnGrossNetIndexSince Inception 5/1/202211.46%10.95%9.59% Period PerformanceYearGrossNetIndex202311.74%11.22%9.87% 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 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