Returns Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Key Stats

Maximum Management Fee Annualized Total Returns Since Inception (Daily) Alpha (vs Category) (3Y) Forecasted Dividend Yield
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Total Market Value (Net) Beta (vs Category) (3Y) Max Drawdown (Since Inception) Fwd Dividend Yield (Long)
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Basic Info

Investment Strategy
The unconstrained nature of this strategy allows the portfolio management team to manage alpha and beta separately. The portfolio management team develops a view of broad economic conditions and an outlook on credit cycles, interest rates and county/currencies in collaboration with the Global Macro Strategies Group, Yield Curve, Sectors and Global Asset Allocation Teams. We believe that the portfolio's exposure to movements in broad markets can be managed by taking long or short positions in physical or derivative instruments based on the Team's outlook.
General
Security Type Separately Managed Account
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Nontraditional Bond
Category Index ICE BofA USD 3M Dep OR CM TR USD
Global Category Name US Fixed Income
YCharts Categorization US Fixed Income
YCharts Benchmark Bloomberg US Aggregate (^BBUSATR)
Fund Owner Firm Name Loomis, Sayles & Company LP
Prospectus Benchmark Index
ICE BofAML 3M US Trsy Bill 100.0%
Broad Asset Class Benchmark Index
^BBUSATR 100.0%
Manager Tenure
Brian Kennedy 13.23 yrs
Matthew Eagan 13.23 yrs
Todd Vandam 13.23 yrs
Scott Darci 1.01 yrs

Annual Total Returns Versus Peers

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Name
2017
2018
2019
2020
2021
2022
2023
YTD
3.44%
0.69%
4.44%
11.82%
1.35%
-7.82%
8.42%
0.46%
3.54%
0.01%
8.72%
7.51%
-1.54%
-13.01%
5.53%
-3.28%
4.94%
1.53%
9.33%
10.88%
0.60%
-11.04%
6.62%
-2.43%
4.42%
-1.58%
8.30%
2.07%
2.16%
-1.74%
9.70%
--
7.94%
0.20%
9.35%
5.32%
0.28%
-5.97%
8.50%
0.32%
6.49%
-4.61%
10.42%
11.25%
5.83%
-5.42%
3.54%
2.96%
As of April 30, 2024.

Fundamentals

Number of Holdings Upgrade
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield Upgrade
Forecasted PE Ratio Upgrade
Forecasted Price to Sales Ratio Upgrade
Forecasted Price to Book Ratio Upgrade
Bond
Current Yield 5.17%
Yield to Maturity Upgrade
Effective Duration Upgrade
Average Coupon Upgrade
Average Credit Score Upgrade
Average Price --
As of March 31, 2024

Fund Details

Key Dates
Inception Date 3/14/2011
Last Annual Report Date 12/31/2023
Last Prospectus Date --
Attributes
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No

Asset Allocation

As of March 31, 2024.
Type % Net % Long % Short
Cash 8.91% Upgrade Upgrade
Stock 13.54% Upgrade Upgrade
Bond 74.58% Upgrade Upgrade
Convertible 2.88% Upgrade Upgrade
Preferred 0.09% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Top 10 Holdings

Name % Weight Price % Change
Us 2yr Note (Cbt) Jun24
28.00% -- --
Us 5yr Note (Cbt) Jun24
10.17% -- --
United States Treasury Bills
3.88% -- --
United States Treasury Bills
2.00% -- --
Us Treasury N/B
1.74% -- --
Glencore Funding LLC
1.03% -- --
Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated
0.74% -- --
CCO Holdings, LLC/ CCO Holdings Capital Corp.
0.74% -- --
Uber Technologie
0.65% -- --
CEMEX S.A.B. de C.V.
0.57% -- --

Fees & Availability

Fees
Negotiable Fee No
Administrative Fee --
Maximum Management Fee Upgrade
Prospectus Custodian Fee --
Trustee Fee --
Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment --
Minimum Subsequent Investment --

Basic Info

Investment Strategy
The unconstrained nature of this strategy allows the portfolio management team to manage alpha and beta separately. The portfolio management team develops a view of broad economic conditions and an outlook on credit cycles, interest rates and county/currencies in collaboration with the Global Macro Strategies Group, Yield Curve, Sectors and Global Asset Allocation Teams. We believe that the portfolio's exposure to movements in broad markets can be managed by taking long or short positions in physical or derivative instruments based on the Team's outlook.
General
Security Type Separately Managed Account
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Nontraditional Bond
Category Index ICE BofA USD 3M Dep OR CM TR USD
Global Category Name US Fixed Income
YCharts Categorization US Fixed Income
YCharts Benchmark Bloomberg US Aggregate (^BBUSATR)
Fund Owner Firm Name Loomis, Sayles & Company LP
Prospectus Benchmark Index
ICE BofAML 3M US Trsy Bill 100.0%
Broad Asset Class Benchmark Index
^BBUSATR 100.0%
Manager Tenure
Brian Kennedy 13.23 yrs
Matthew Eagan 13.23 yrs
Todd Vandam 13.23 yrs
Scott Darci 1.01 yrs

Fundamentals

Number of Holdings Upgrade
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield Upgrade
Forecasted PE Ratio Upgrade
Forecasted Price to Sales Ratio Upgrade
Forecasted Price to Book Ratio Upgrade
Bond
Current Yield 5.17%
Yield to Maturity Upgrade
Effective Duration Upgrade
Average Coupon Upgrade
Average Credit Score Upgrade
Average Price --
As of March 31, 2024

Fund Details

Key Dates
Inception Date 3/14/2011
Last Annual Report Date 12/31/2023
Last Prospectus Date --
Attributes
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No

Top Portfolio Holders

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