UAT Investment Grade Intermediate Corporate Bond Overview Composite Performance Overview The Investment Grade Intermediate Corporate Bond strategy seeks total investment return through a combination of current income and capital appreciation within benchmark-aware risk and return objectives Primary BenchmarkBloomberg US Intermediate Corporate IndexPortfolio Management Rick Raczkowski Co-Head & Portfolio Manager, Relative Return Read bio Devon McKenna Portfolio Manager & Strategist Read bio Strategy Highlights Individual investment ideas are evaluated on the basis of their investment return potential and contribution to portfolio risk Risk is managed through carefully monitoring company fundamentals and spread-to-risk analysis Fundamental research from Loomis Sayles’ credit research is a primary source for investment ideas Duration is managed within a narrow range to the benchmark Portfolios may allow opportunistic allocations to high yield corporate debt, emerging markets and non-US dollar per client guidelines Issuer maximum of 5% 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) Strategy Facts as of 9/30/2024Strategy Inception10/1/1996Strategy Assets 1$31.9 billionComposite Assets$1.8 billionNumber of Composite Accounts4Fact Sheet The Composite includes all discretionary separate accounts with market values greater than $20 million managed by Loomis Sayles and invests primarily in investment grade US domestic credit securities with a focus on intermediate duration with a maximum allocation of up to 20% in high yield securities. Prior to June 1, 2015 the Composite minimum account size requirement was $5 million. The Composite inception date is October 1, 1996. The Composite was created in 2001. Performance Primary Benchmark: Bloomberg US Intermediate Corporate Index Quarter-End Performance as of 9/30/2024CumulativeGrossNetIndex3 month4.71%4.63%4.66% Year-to-date6.15%5.90%5.71%Trailing Performance as of 9/30/2024Annualized Total ReturnGrossNetIndex1 year12.43%12.07%11.90% 3 years0.97%0.69%0.72% 5 years2.67%2.41%2.02% 10 years3.34%3.10%2.85% Since Inception 10/1/19965.52%5.27%4.90% Period PerformanceYearGrossNetIndex20238.00%7.66%7.29% 2022-9.79%-9.98%-9.40% 2021-0.27%-0.48%-1.00% 20209.34%9.10%7.47% 201911.16%10.92%10.14% 2018-0.50%-0.72%-0.23% 20174.76%4.53%3.92% 20165.41%5.19%4.04% 20150.23%0.01%1.08% 20144.88%4.65%4.35% 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