Sage Long Duration LDI (10+ Years) (S:0P0000ZVKI)
14.49
+0.37
(+2.59%)
USD |
May 31 2024
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 |
|---|---|---|---|
| Upgrade | Upgrade | Upgrade | -- |
| Total Market Value (Net) | Beta (vs Category) (3Y) | Max Drawdown (Since Inception) | Fwd Dividend Yield (Long) |
| Upgrade | Upgrade | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The goals of LDI are three-fold: 1) meet benefit payments as they come due without selling assets at inopportune prices, 2) limit funded status, balance sheet, and contribution volatilities, and 3) possibly generate returns in excess of the liability growth rate. We seek to add value to our LDI clients through a comprehensive ongoing process that involves three steps: performing an initial asset/liability analysis and glidepath plan; building and managing the LDI portfolio; and monitoring plan liabilities on an ongoing basis and making the appropriate portfolio adjustments. |
| General | |
| Security Type | Separately Managed Account |
| Equity Style | -- |
| Fixed Income Style | Medium Quality/Extensive Sensitivity |
| Broad Asset Class | Taxable Bond |
| Broad Category | Fixed Income |
| Category Name | Long-Term Bond |
| Category Index | Bloomberg US Govt/Credit Long TR USD |
| Global Category Name | US Fixed Income |
| YCharts Categorization | US Fixed Income |
| YCharts Benchmark | Bloomberg US Aggregate (^BBUSATR) |
| Fund Owner Firm Name | Sage Advisory Services Ltd Co |
| Prospectus Benchmark Index | |
| Bloomberg US Govt/Credit Long TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^BBUSATR | 100.0% |
| Manager Tenure | |
| Jeffrey Timlin | 13.76 yrs |
| Robert Smith | 13.76 yrs |
| Robert Williams | 13.76 yrs |
| Thomas Urano | 13.76 yrs |
| Komson Silapachai | 3.67 yrs |
| Andrew Demand | 1.42 yrs |
| Andrew Poreda | 1.42 yrs |
| Seth Henry | 1.42 yrs |
Annual Total Returns Versus Peers
As of May 31, 2024.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
U.S. Treasury Bond Stripped Principal Payment 0%
|
3.82% | -- | -- |
|
United States Treasury Bonds 2.25%
|
3.64% | -- | -- |
|
U.S. Treasury Bond Stripped Principal Payment 0%
|
3.49% | -- | -- |
|
U.S. Treasury Bond Stripped Principal Payment 0%
|
1.95% | -- | -- |
|
Apple Inc. 3.85%
|
1.44% | -- | -- |
|
Wells Fargo & Co. 4.9%
|
1.42% | -- | -- |
|
U.S. Treasury Bond Stripped Principal Payment 0%
|
1.23% | -- | -- |
|
Berkshire Hathaway Energy Company 3.8%
|
1.19% | -- | -- |
|
Sempra 4%
|
1.11% | -- | -- |
|
Amgen Inc. 4.4%
|
1.07% | -- | -- |
Fees & Availability
| Fees | |
| Negotiable Fee |
|
| Administrative Fee | -- |
| Maximum Management Fee | Upgrade |
| Prospectus Custodian Fee | -- |
| Trustee Fee | -- |
| Purchase Details | |
| Open to New Investors |
|
| Open to Existing Investors |
|
| Minimum Initial Investment | -- |
| Minimum Subsequent Investment | -- |
Basic Info
| Investment Strategy | |
| The goals of LDI are three-fold: 1) meet benefit payments as they come due without selling assets at inopportune prices, 2) limit funded status, balance sheet, and contribution volatilities, and 3) possibly generate returns in excess of the liability growth rate. We seek to add value to our LDI clients through a comprehensive ongoing process that involves three steps: performing an initial asset/liability analysis and glidepath plan; building and managing the LDI portfolio; and monitoring plan liabilities on an ongoing basis and making the appropriate portfolio adjustments. |
| General | |
| Security Type | Separately Managed Account |
| Equity Style | -- |
| Fixed Income Style | Medium Quality/Extensive Sensitivity |
| Broad Asset Class | Taxable Bond |
| Broad Category | Fixed Income |
| Category Name | Long-Term Bond |
| Category Index | Bloomberg US Govt/Credit Long TR USD |
| Global Category Name | US Fixed Income |
| YCharts Categorization | US Fixed Income |
| YCharts Benchmark | Bloomberg US Aggregate (^BBUSATR) |
| Fund Owner Firm Name | Sage Advisory Services Ltd Co |
| Prospectus Benchmark Index | |
| Bloomberg US Govt/Credit Long TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^BBUSATR | 100.0% |
| Manager Tenure | |
| Jeffrey Timlin | 13.76 yrs |
| Robert Smith | 13.76 yrs |
| Robert Williams | 13.76 yrs |
| Thomas Urano | 13.76 yrs |
| Komson Silapachai | 3.67 yrs |
| Andrew Demand | 1.42 yrs |
| Andrew Poreda | 1.42 yrs |
| Seth Henry | 1.42 yrs |
Fundamentals
Fund Details
| Key Dates | |
| Inception Date | 8/31/2010 |
| 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 |