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Multi Sector Income

Overview

The Strategy typically invests in a strategic mix of global fixed income sectors to seek high income and total return.

Strategy Inception Date
October 16, 1989
Composite Inception Date
December 31, 2007
Composite AUM
(as of 03/31/2019)
$4.90 BN
Composite Benchmark
Bloomberg Barclays US Aggregate Bond Index
Available Vehicles
Separate Account
Commingled Vehicle
Subadvised Account
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 03/31/2019
as of 03/31/2019

Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Multi Sector Income (gross of fees)
5.30% 1.77% 4.59% 3.15% 7.57% 4.77%
Multi Sector Income (net of fees)
5.17% 1.29% 4.10% 2.66% 7.05% 4.27%
Bloomberg Barclays US Aggregate Bond Index
2.94% 4.48% 2.64% 1.67% 5.10% 4.14%
Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Multi Sector Income (gross of fees)
5.30% 1.77% 4.59% 3.15% 7.57% 4.77%
Multi Sector Income (net of fees)
5.17% 1.29% 4.10% 2.66% 7.05% 4.27%
Bloomberg Barclays US Aggregate Bond Index
2.94% 4.48% 2.64% 1.67% 5.10% 4.14%

OFI Global's Multi Sector Income Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures


Year Multi Sector Income (gross of fees) Multi Sector Income (net of fees) Bloomberg Barclays US Aggregate Bond Index
2008 -15.28% -15.69% -3.55%
2009 22.10% 21.53% 19.00%
2010 16.63% 16.08% 8.50%
2011 1.92% 1.43% 6.63%
2012 14.54% 13.99% 6.38%
2013 0.59% 0.11% -0.04%
2014 3.63% 3.14% 1.36%
2015 -1.25% -1.72% -3.46%
2016 7.30% 6.79% 7.07%
2017 7.14% 6.63% 3.54%
2018 -3.75% -4.22% 0.01%

OFI Global's Multi Sector Income Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures


Date Multi Sector Income (gross of fees) Multi Sector Income (net of fees) Bloomberg Barclays US Aggregate Bond Index
3/31/2009 0.00 0.00 0.00
4/30/2009 4.44 4.40 3.59
5/31/2009 9.79 9.70 7.68
6/30/2009 11.47 11.34 9.16
7/31/2009 16.72 16.54 12.79
8/31/2009 18.98 18.75 14.79
9/30/2009 23.68 23.40 18.41
10/31/2009 25.29 24.95 19.30
11/30/2009 26.72 26.32 22.01
12/31/2009 27.00 26.55 19.72
1/31/2010 28.37 27.87 20.62
2/28/2010 29.46 28.90 20.94
3/31/2010 32.49 31.87 20.97
4/30/2010 36.01 35.32 21.80
5/31/2010 32.86 32.13 19.92
6/30/2010 35.35 34.56 21.71
7/31/2010 40.28 39.40 25.63
8/31/2010 42.16 41.22 27.08
9/30/2010 46.44 45.41 29.89
10/31/2010 49.11 48.00 32.01
11/30/2010 45.78 44.64 27.98
12/31/2010 48.11 46.90 29.90
1/31/2011 49.08 47.79 30.84
2/28/2011 50.98 49.63 31.78
3/31/2011 52.19 50.76 32.23
4/30/2011 57.02 55.48 35.39
5/31/2011 56.89 55.29 35.73
6/30/2011 56.01 54.36 35.57
7/31/2011 57.37 55.64 38.16
8/31/2011 53.32 51.58 38.32
9/30/2011 47.68 45.94 35.68
10/31/2011 51.77 49.93 38.49
11/30/2011 49.38 47.50 36.47
12/31/2011 50.96 49.00 38.51
1/31/2012 55.96 53.88 41.10
2/29/2012 58.98 56.80 41.49
3/31/2012 58.81 56.56 40.69
4/30/2012 60.12 57.80 42.49
5/31/2012 57.27 54.93 41.52
6/30/2012 60.77 58.31 42.52
7/31/2012 64.35 61.77 44.44
8/31/2012 65.80 63.13 45.65
9/30/2012 67.87 65.11 47.39
10/31/2012 69.20 66.34 47.25
11/30/2012 70.85 67.91 47.46
12/31/2012 72.90 69.86 47.35
1/31/2013 74.27 71.13 46.77
2/28/2013 74.83 71.61 46.11
3/31/2013 75.40 72.11 46.35
4/30/2013 78.77 75.34 48.32
5/31/2013 75.27 71.83 44.79
6/30/2013 69.54 66.15 42.81
7/31/2013 71.22 67.73 44.88
8/31/2013 69.18 65.66 44.19
9/30/2013 71.51 67.88 46.45
10/31/2013 73.95 70.20 48.63
11/30/2013 73.08 69.28 47.82
12/31/2013 73.93 70.04 47.30
1/31/2014 74.27 70.31 49.10
2/28/2014 76.78 72.70 51.40
3/31/2014 77.56 73.39 51.45
4/30/2014 78.79 74.52 52.94
5/31/2014 81.31 76.91 53.97
6/30/2014 82.56 78.06 55.08
7/31/2014 82.08 77.52 53.61
8/31/2014 83.83 79.16 54.95
9/30/2014 81.15 76.47 50.91
10/31/2014 82.43 77.65 51.37
11/30/2014 82.40 77.54 50.61
12/31/2014 80.25 75.38 49.30
1/31/2015 82.75 77.75 49.51
2/28/2015 84.87 79.74 49.66
3/31/2015 84.76 79.56 48.47
4/30/2015 85.67 80.36 50.03
5/31/2015 86.06 80.67 48.06
6/30/2015 83.62 78.23 46.99
7/31/2015 84.48 79.00 47.17
8/31/2015 81.93 76.46 46.67
9/30/2015 79.50 74.02 46.38
10/31/2015 81.79 76.18 47.56
11/30/2015 80.09 74.45 44.73
12/31/2015 78.00 72.36 44.14
1/31/2016 77.00 71.33 44.53
2/29/2016 77.11 71.36 47.32
3/31/2016 81.23 75.28 52.13
4/30/2016 84.26 78.14 55.21
5/31/2016 84.37 78.18 54.25
6/30/2016 86.43 80.10 58.51
7/31/2016 89.25 82.75 60.32
8/31/2016 90.92 84.28 60.73
9/30/2016 91.79 85.06 61.75
10/31/2016 91.53 84.72 58.65
11/30/2016 88.56 81.79 53.84
12/31/2016 90.99 84.06 54.33
1/31/2017 93.03 85.96 54.63
2/28/2017 95.21 87.98 55.67
3/31/2017 95.14 87.83 55.59
4/30/2017 97.01 89.56 56.79
5/31/2017 98.82 91.23 58.00
6/30/2017 99.12 91.44 57.84
7/31/2017 101.43 93.58 58.52
8/31/2017 102.48 94.51 59.94
9/30/2017 102.31 94.28 59.18
10/31/2017 102.76 94.63 59.27
11/30/2017 103.04 94.82 59.06
12/31/2017 104.63 96.26 59.79
1/31/2018 105.53 97.05 57.95
2/28/2018 103.76 95.28 56.46
3/31/2018 103.76 95.20 57.46
4/30/2018 102.66 94.07 56.29
5/31/2018 100.47 91.89 57.40
6/30/2018 99.31 90.70 57.21
7/31/2018 102.42 93.60 57.25
8/31/2018 99.12 90.37 58.26
9/30/2018 101.15 92.23 57.24
10/31/2018 98.51 89.64 56.00
11/30/2018 98.53 89.58 56.93
12/31/2018 96.95 87.99 59.81
1/31/2019 105.20 95.79 61.51
2/28/2019 106.90 97.34 61.42
3/31/2019 107.38 97.71 64.52

OFI Global's Multi Sector Income Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures

Portfolio

Top Asset Allocations

(99.9% of assets as of 03/31/2019)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Credit Rating Allocation
Currency
Country Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
United States 57.3% 91.7% -34.5%
Greece 4.4% - -
India 3.4% - -
Mexico 3.1% 0.6% 2.5%
Brazil 2.9% 0.1% 2.8%
United Kingdom 2.8% 1.1% 1.7%
Indonesia 2.6% 0.0% 2.6%
Argentina 2.6% - -
Spain 2.0% 0.1% 1.9%
South Africa 2.0% 0.0% 2.0%
France 1.9% 0.2% 1.7%
China 1.5% 0.2% 1.3%
Canada 1.5% 1.2% 0.4%
Bermuda 1.2% 0.0% 1.2%
Switzerland 1.1% 0.2% 0.9%
Egypt 1.1% - -
Netherlands 0.9% 0.4% 0.5%
Turkey 0.9% - -
Colombia 0.9% 0.2% 0.8%
Italy 0.6% 0.0% 0.6%
Developed Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 60.2% 92.9% -32.7%
Europe 10.2% 3.0% 7.3%
Asia Pacific 0.6% 1.0% -0.4%
Middle East 0.2% 0.0% 0.1%
Supranational 0.2% 1.5% -1.2%
Emerging Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 11.2% 1.1% 10.1%
Asia Pacific 8.9% 0.5% 8.4%
Europe 6.1% 0.1% 6.0%
Africa 4.3% 0.0% 4.3%
Middle East 0.7% - -
Multi -0.3% - -
Credit Rating Allocation Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Treasury 6.8% 38.8% -31.9%
Agency 12.6% 29.2% -16.6%
AAA 1.8% 4.7% -2.9%
AA 2.4% 5.2% -2.9%
A 6.1% 12.0% -6.0%
BBB 16.0% 9.7% 6.3%
BB 29.7% - -
B 17.3% - -
CCC 3.3% - -
CC 0.1% - -
C 0.1% - -
D 0.2% - -
Unrated 10.7% 0.3% 10.4%
Other -4.8% - -
Currency Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
South African Rand 4.2% - -
Japanese Yen 4.1% - -
Russian Ruble 3.1% - -
Brazilian Real 2.8% - -
Mexican Peso 2.5% - -
Indian Rupee 2.4% - -
Indonesian Rupiah 2.0% - -
Argentine Peso 1.9% - -
Chilean Peso 1.9% - -
Swedish Krona 1.6% - -
Colombian Peso 1.4% - -
Korean Won 1.4% - -
Canadian Dollar 1.0% - -
British Pound 0.7% - -
Australian Dollar 0.7% - -
Egyptian Pound 0.7% - -
Chinese Renminbi 0.5% - -
Norwegian Krone 0.5% - -
Turkish New Lira 0.4% - -
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
2.70
1.90
Beta
0.43
0.52
Information Ratio
0.48
0.40
R-Squared
17.77
29.05
Sharpe Ratio
0.86
0.63
Standard Deviation
3.80
3.77
Sortino Ratio
1.61
1.08
Tracking Error
4.10
3.71
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Turnover Ratio
67%
-
Team

    The Composite gross-of-fee returns reflect the reinvestment of income and the impact of transaction costs, but do not include the deduction of investment advisory fees, distribution expenses or any other account expenses, such as custodial fees. Composite net-of-fee returns are calculated by deducting a model investment advisory fee (using the maximum investment advisory fee as determined by the product's fee schedule) from the Composite gross-of-fee returns. Annual fees for the Multi Sector Income product are 0.50% on the first $100 million under management, 0.45% on the next $100 million, and 0.40% on any additional amount. Actual fees may vary depending on, among other things, the vehicle type, applicable fee schedule and portfolio size. While actual portfolios incur transaction expenses, pay investment advisory fees, and may incur other account expenses, the custom benchmark indices are shown without the impact of such charges.

  1. 1. Holdings are subject to change and are dollar-weighted based on assets.
  2. 2. The mention of specific companies does not constitute a recommendation on behalf of OFI Global.
  3. 3. The holdings information shown above is derived from a representative account deemed to appropriately represent this management style. The specific securities identified are not representative of all of the securities purchased, sold or recommended for advisory clients. It should not be assumed that an investment in the securities identified was or will be profitable. Actual holdings will vary for each client and there is no guarantee that a particular client's account will hold any or all of the securities listed.
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