Core Plus Fixed Income
As of December 31, 2009
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Assets Under Management
$1.5 Billion
Inception Date
June 01, 1999
Benchmark
Barclays Capital Aggregate Bond Index
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Objective
Babson Capital's Core Plus Fixed Income objective is to build a high-quality, diversified portfolio of fixed income securities through a qualitative and quantitative research approach. We believe fundamental credit analysis along with a quantitative discipline can lead to high-quality portfolios with the opportunity for superior risk-adjusted returns. The fixed income team applies a breadth of expertise across asset classes to uncover relative value opportunities. Credit selection, sector rotation, convexity biases and yield curve positioning are some of the methods used to add value. Core Plus mandates allow for an allocation of up to 25% in below investment grade securities. |
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Annualized |
Core Plus Fixed Income Composite
(Gross of Advisory Fees) |
+1.14% |
+11.80% |
+6.60% |
+5.51% |
+6.65% |
Core Plus Fixed Income Composite
(Net of Advisory Fees) |
+1.03% |
+11.36% |
+6.18% |
+5.09% |
+6.19% |
| Barclays Capital Aggregate Bond Index |
+0.20% |
+5.93% |
+6.04% |
+4.97% |
+6.33% |
Please review carefully the accompanying footnotes for important information regarding the above Performance. The data presented above is qualified in its entirety by these footnotes. Past performance does not guarantee future results.
Babson Capital Management LLC is an SEC registered investment advisor, providing investment management and advisory services to both institutional and individual investors. Babson Capital Management LLC claims compliance with the Global Investment Performance Standards (GIPS®).
Click here for a complete list and description of Babson Capital Management's composites.
Credit Quality Distribution
Sector Weightings
The information presentation above is presented as supplemental information to the presentation of the Core Plus Fixed Income Composite in compliance with the Global Investment Performance Standards (GIPS®).
The portfolio holdings and characteristics data above are derived from the holdings of a single representative account managed in this style by Babson Capital Management LLC. The data is intended to provide investors with information that may be useful, as all accounts managed in this style have substantially similar, although not identical, investment objectives, strategies and policies. The holdings and characteristics of any particular client's portfolio using this discipline may differ from those presented here. This could be due to a number of variables including, but not limited to, the date the account was established, availability of cash flows, investment restrictions, and tax considerations.
The information provided here should not be considered a recommendation to purchase or sell any security. The securities listed do not represent an account's entire portfolio and in the aggregate may not represent a large percentage of an account's portfolio holdings. It should not be assumed that any of the portfolio holdings listed were or will prove to be profitable or that investment recommendations or decisions made in the future will be profitable or will equal the investment performance of the securities listed. There is no assurance that any of these securities are in the Portfolio at the time you receive this report, or that securities sold have not been repurchased. |