Why choose this strategy?
- For the potential to outperform the benchmark while maintaining moderate volatility.
- As an actively managed, benchmark-aware fixed income allocation.
Investment strategy
- Portfolio managers seek to identify the best opportunities using Loomis in-house research, emphasizing bottom up security selection combined with top-down macro analysis.
- Investment ideas are evaluated on a potential return versus contribution to portfolio risk basis, emphasizing diversification.
- Risk is managed on an overall portfolio basis, and kept within defined ranges to capitalize on potential market opportunities.
- Duration is typically managed within a close range to the index. Duration bands are +/- 2 years, but typically it is managed closer.
- Investment flexibility offers access to a broad range of fixed income markets, including below investment grade securities.
- Strategy holdings are typically between 50–90 individual securities, and also utilizes no-fee funds for access to higher minimum securities and provide additional diversification.
