Biography

Ian Anderson is the Agency MBS Strategist for the Structured Finance Team at Loomis, Sayles & Company, where he is responsible for developing agency MBS research and relative value recommendations across all fixed income products. He is the lead Portfolio Manager for the dedicated agency MBS strategies and a Co-Agency MBS Portfolio Manager for select core plus fixed income products.

Ian joined Loomis Sayles in 2011 from Fannie Mae, where he held several positions over his 11 year tenure. Most recently, he was a senior portfolio manager for Fannie Mae’s investment portfolio, developing and implementing relative value alpha strategies for the agency MBS, CMO, CMBS, reverse mortgage and hybrid sub-portfolios. Prior to this, Ian was responsible for agency CMO structured book, conducting hedging of assets and assisting researchers to develop accurate prepayment and term structure models. He began as a financial analyst and later became a senior securities analyst and assisted traders with inquiries into various model risk analytics and forecasts in various asset classes, helped design and implement a short horizon portfolio tracking system, compared internal model prepayment speeds and risk analytics, and designed and produced return attribution reports for the portfolio. Previously, Ian was a research analyst for the Federal Reserve Board of Governors, where he developed econometric and empirical models, worked with economists on producing empirical distribution of market expectations of probable Federal Reserve interest rate action.

Ian earned a BS in economics from the University of Chicago and an MS in finance from the George Washington University.

Latest Insights by Ian Anderson

Alpha Engine Perspectives
August 31, 2023 • 16 min read

Securitized Assets: Technicals Create Opportunity

Our Structured Finance Team breaks down the technicals driving securitized markets and how these factors have created potential opportunity in segments with[…]
Structured Finance
Alpha Engine Perspectives
December 24, 2019 • 3 min read

What Will the Fed’s Balance Sheet Changes Mean for Agency MBS?

The Federal Reserve’s balance sheet has been grabbing headlines recently, and with good reason: the Fed’s three massive bond buying programs, used[…]
Structured Finance