LOM News
02/13/09 - LOM Asset Management will launch a new Euro Fixed Income Fund on February 26th, 2009 12/03/08 - LOM Securities Cayman Ltd. Receives Cayman Islands Chamber of Commerce Corporate Citizen Award 1/21/09 - LOM's Bermuda office has repaired the telephone outage, you should be able to get through without any problems
USD Fixed Income Fund
Investment Objective
The LOM Fixed Income Fund is an absolute return, investment grade bond fund. The fund’s objective is to outperform short-term interest rates while preserving capital.
Management Style
The Fund invests in U.S government bonds and notes, corporate bonds, asset-backed securities, and foreign bonds. The Fund will focus on U.S Securities, but may invest up to 30% of total assets in US dollar denominated foreign debt. The average portfolio duration of this Fund normally varies within a two to five-year time frame based on LOM’s forecast for interest rates.
Fund Performance
| 1 Year Total Return | 2.28% |
| 3 Year Total Return | 10.97% |
| 5 Year Total Return | 14.85% |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2009 | 0.62% | -0.01% | 0.88% | 1.00% | 1.16% | - | - | - | - | - | - | - | 2.65% |
2008 | 1.17% | 0.53% | -0.64% | -0.98% | 1.28% | 0.13% | 0.41% | 0.68% | -1.19% | 0.16% | 0.32% | 1.56% | 3.43% |
2007 | -0.03% | 0.63% | 0.53% | 0.28% | -0.19% | 0.06% | 0.79% | 0.61% | 0.54% | 0.72% | 1.21% | 0.06% | 5.20% |
2006 | 0.14% | 0.09% | 0.09% | 0.10% | 0.21% | 0.06% | 0.61% | 0.65% | 0.49% | 0.20% | 0.41% | 0.30% | 3.35% |
2005 | 0.01% | 0.03% | -0.35% | 0.72% | 0.31% | 0.23% | -0.23% | 0.22% | 0.31% | -0.12% | 0.25% | 0.33% | 1.71% |
2004 | 0.26% | 0.73% | -0.12% | -0.97% | -0.21% | 0.16% | 0.67% | 0.19% | 0.26% | 0.35% | -0.29% | 0.20% | 1.23% |
2003 | 0.32% | 0.78% | 0.08% | -0.01% | 0.77% | 0.14% | -1.01% | -0.24% | 0.88% | -0.02% | 0.06% | 0.63% | 2.38% |
2002 | 0.74% | 0.89% | -0.80% | 1.21% | 0.82% | 0.79% | 1.09% | 0.46% | 0.88% | -0.53% | 0.32% | 0.91% | 6.79% |
Top 10 Holdings
| Issuer | Maturity |
|---|---|
| Hewlett Packard | 03/01/2014 |
| Ontario Province | 07/17/2012 |
| Hydro Quebec | 05/11/2011 |
| Canada Mort'g & Housing | 09/01/2011 |
| Everest Re Holdings | 03/15/2010 |
| American Express | 05/20/2014 |
| Georgia Electric | 01/01/2011 |
| Anheuser- Busch | 01/15/2014 |
| US Treasury Note/Bond | 02/28/2011 |
| Goldman Sachs | 03/01/2013 |
Current Monthly Strategy Allocation

Analytics (1 Year)
| Fixed Income | Peer Group | |
|---|---|---|
| Annualized Return | 2.12% | 0.55% |
| 3 Year Annualized Return | 3.85% | 1.47% |
| Maximum Periodic Change | 1.03% | 3.20% |
| Minimum Periodic Change | -1.13% | -3.92% |
| Duration | 1.70 Years | 2.62 Years |
| Annualized Sharpe Ratio | 0.80% | -2.95% |
| Average Credit Quality | AA- | n/a |
| Volatility | 2.64% | 9.10% |
| Downside Risk | 1.97% | 6.71% |
| % Periods Up | 61.54% | 61.03% |
| Maximum Drawdown | -2.71% | -2.71% |
|
|













