Fund Portfolio for Loomis Sayles Ltd Term Govt and Agency C (NECLX)

  • Style Box Details

    Details
    Average Eff Duration 2.13 Yrs
    Average Eff Maturity 3.48 Yrs
    Average Credit Quality AAA

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    Style Box Detail calculations do not include the fund´s short positions (if any)
    Data as of 09/30/2009

  • Asset Allocation


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  • Sector Weightings

    Bonds Relative to Category Average Net Assets
    US Government 35.23% 0.65 35.23%
    US Treasuries 5.45% 0.14 5.45%
    TIPS 10.13% 7.34 10.13%
    US Agency 19.65% 1.29 19.65%
    Mortgage 53.72% 2.58 53.72%
    Mortgage Pass-Thru 41.66% 2.88 41.66%
    Mortgage CMO 12.06% 1.90 12.06%
    Mortgage ARM 0.00% — 0.00%
    Credit 10.52% 1.84 10.52%
    US Corporate 3.99% 0.78 3.99%
    Asset-Backed 6.53% 15.55 6.53%
    Convertible 0.00% — 0.00%
    Municipal 0.00% 0.00 0.00%
    Inflation Proof 0.00% — 0.00%
    Foreign 0.00% 0.00 0.00%
    Foreign Corp 0.00% 0.00 0.00%
    Foreign Govt 0.00% 0.00 0.00%
    Cash 0.54% 0.03 0.54%
    Data as of 09/30/2009

  • Bond Quality

    AAA 95.80%
    AA 1.20%
    A 1.39%
    BBB 0.63%
    BB 0.00%
    B 0.07%
    Below B 0.92%
    Not Rated 0.00%
    Data as of 09/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): —
    Total Number of Stock Holdings (long): 0
    Total Number of Bond Holdings (short): —
    Total Number of Bond Holdings (long): 139
    Total Number of Other Holdings (short): —
    Total Number of Other Holdings (long): 2
    Assets in Top 10 Holdings: 37.79%
    Turnover: 52.00%
    30 Day SEC Yield % 1.47
    Summary data as of 08/31/2009
    Holdings Maturity Date Total Holdings Value of Holdings Net Assets
    + US Treasury Note 0.625% 04/15/2013 15.8 M 15.56 M 7.84%
    - FNMA 12/01/2022 7.78 M 8.29 M 4.18%
    - FHLMC 4.5% 07/01/2024 6.97 M 7.17 M 3.61%
    = FHLBA 1.125% 06/03/2011 6.8 M 6.82 M 3.44%
    = FHLMC 2.125% 03/23/2012 6 M 6.09 M 3.07%
    - FHLMC 5.5% 09/01/2023 5.75 M 6.05 M 3.05%
    = FNMA 03/23/2011 5 M 5.06 M 2.55%
    = FHLBA 1.625% 07/27/2011 5 M 5.04 M 2.54%
    - FHLMC 6% 09/01/2021 4.44 M 4.72 M 2.38%
    + US TREASURY NOTE 07/15/2018 4.7 M 4.55 M 2.29%
    - FHLMC 5.5% 09/15/2011 4.1 M 4.46 M 2.25%
    - FNMA 6% 09/01/2022 3.9 M 4.15 M 2.09%
    - FNMA 6% 12/01/2022 3.83 M 4.08 M 2.06%
    = Federal Hm Ln Bks 5% 09/18/2009 3.95 M 3.96 M 1.99%
    = Wachovia Cmbs 2006-C29 CMO 5.308% 11/15/2048 4.68 M 3.95 M 1.99%
    - FHLMC 5.5% 10/01/2023 3.72 M 3.92 M 1.97%
    = FNMA 5% 10/15/2011 3.5 M 3.79 M 1.91%
    * State Street/Ficc Repo 09/01/2009 3.66 M 3.66 M 1.85%
    - FHLMC 5.5% 12/01/2023 3.44 M 3.63 M 1.83%
    = FNMA 01/09/2012 3.42 M 3.46 M 1.75%
    = US Treasury Note 3.625% 12/31/2012 3.03 M 3.23 M 1.63%
    - FNMA 6% 05/01/2021 3 M 3.19 M 1.61%
    = FHLBA 10/20/2010 3 M 3.09 M 1.56%
    * FHLMC — 2.9 M 3.02 M 1.52%
    * FHLBA 09/16/2009 3 M 3 M 1.51%
    + Increase - Decrease = No change * New since last portfolio
    Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    Data as of 10/31/2009