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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 4.36 | 4.36 | 0.00 |
Bonds | 95.64 | 95.64 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Government | 43.69 | 24.63 |
Securitized | 30.74 | 40.65 |
Corporate | 22.45 | 29.80 |
Cash | 3.02 | 11.03 |
Municipal | 0.09 | 0.82 |
Number of long holdings: 783
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Dec 24 | - | 5.02 | - | - | |
United States Treasury Notes 3.625% | - | 2.49 | - | - | |
United States Treasury Notes 3.625% | - | 2.20 | - | - | |
United States Treasury Notes 4% | - | 2.06 | - | - | |
United States Treasury Bonds 2% | - | 1.99 | - | - | |
United States Treasury Notes 3.375% | - | 1.78 | - | - | |
United States Treasury Notes 3.875% | - | 1.65 | - | - | |
United States Treasury Notes 3.5% | - | 1.43 | - | - | |
Federal National Mortgage Association 2.5% | - | 1.36 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 1.29 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Loomis Sayles Investment Grade BonY | 14.93B | 4.48 | -0.05 | 2.63 | ||
Loomis Sayles Investment Grade BonN | 14.93B | 4.43 | -0.03 | 2.70 | ||
Loomis Sayles Investment Grade BonA | 14.93B | 4.15 | -0.30 | 2.37 | ||
Loomis Sayles Investment Grade BonC | 14.93B | 3.51 | -1.05 | 1.60 | ||
Loomis Sayles Core Plus Bond Y | 7.64B | 2.82 | -1.54 | 1.94 |
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