Loomis Sayles Fixed Income Fund

 LSFIX
Benchmark Morningstar Category
Multisector Bond

Asset Allocation

 

LSFIX

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 09/30/2017
Cash 21.23 21.23 -8.28
US Stock 1.93 0.00 1.93 0.84
Non US Stock 0.02 0.00 0.02 0.06
Bond 67.81 67.81 102.64
Other 9.01 9.01 4.74
 

Style Details

 

LSFIX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 09/30/2017
2017 67.81
2016 78.62
2015 74.28
2014 77.75
2013 71.29
 
Bond Statistics
Detail Value
As of 09/30/2017, *As of 09/30/2017
Average Effective Duration 3.60
Average Effective Maturity (Years)* 5.47
Average Credit Quality BB
Average Weighted Coupon* 5.45
Average Weighted Price* 100.05
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 8.21 21.55
AA 2.01 4.28
A 18.44 12.02
BBB 28.76 22.38
BB 24.36 17.13
B 10.21 13.99
Below B 4.33 4.82
Not Rated 3.70 3.84
As of 09/30/2017
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

LSFIX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 13.79 27.38
U.S. Treasury 3.16 7.49
U.S. Treasury Inflation-Protected 0.00 1.33
U.S. Agency 0.52 0.18
Non-U.S. Government 7.72 8.47
Other Government Related 2.39 9.89
       
Corporate 58.22 36.62
Corporate Bond 51.92 34.49
Bank Loan 0.07 0.64
Convertible 5.23 1.27
Preferred 0.99 0.22
       
Securitized 2.53 34.01
Agency MBS Pass-Through 0.00 12.73
Agency MBS ARM 0.00 0.09
Agency MBS CMO 0.00 3.09
Non-Agency Residential MBS 0.00 5.25
Commercial MBS 0.02 2.87
Asset-Backed 2.46 9.48
Covered Bond 0.00 0.09
       
Municipal 0.68 1.14
       
Cash & Equivalents 21.23 4.61
       
Other 0.00 -16.50
As of 09/30/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 1.36 1.15
0% to 4% 20.71 59.62
4% to 6% 35.87 20.00
6% to 8% 34.76 14.21
8% to 10% 6.07 4.51
10% to 12% 1.23 0.31
More than 12% 0.00 0.21
As of 09/30/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

LSFIX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 72.34 77.50
Canada 9.26 2.29
Netherlands 3.63 1.60
United Kingdom 2.74 2.37
Mexico 2.45 1.97
New Zealand 2.19 0.52
France 1.33 0.90
Brazil 1.14 0.48
Australia 1.12 0.72
Saudi Arabia 0.99 0.07
As of 09/30/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

LSFIX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 18.19 6.59
3 to 5 Years 12.66 15.82
5 to 7 Years 14.06 18.07
7 to 10 Years 18.77 18.06
10 to 15 Years 8.62 5.47
15 to 20 Years 7.45 10.01
20 to 30 Years 7.16 20.33
Over 30 Years 1.30 3.55
As of 09/30/2017

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