Natixis Loomis Sayles Short Duration Income ETF
Data updated: 2024-11-26
C000196706 — Natixis Loomis Sayles Short Duration Income ETF. Short Total / Aggregate Bond · $14.55M AUM. Holdings, fees, performance and SEC filings.
C000196706 Fund Overview
Natixis Loomis Sayles Short Duration Income ETF is a US ETF managed by Natixis ETF Trust, categorised as Short Total / Aggregate Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Natixis ETF Trust
- Category: Short Total / Aggregate Bond
- Assets under management: $14.55M
- 1-year return: 7.9%
- SEC CIK: 0001526787
- SEC series ID: S000060082
- Share class ID: C000196706
C000196706 Investment Objective and Strategy
Natixis Loomis Sayles Short Duration Income ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Natixis ETF Trust.
Investment objective
The Fund's investment objective is current income consistent with preservation of capital.
Principal investment strategy
"Under normal circumstances, the Fund will invest at least 80% of its net assets (plus any borrowings made for investment purposes) in fixed-income securities such as bonds, notes and debentures, as well as other investments that Loomis, Sayles & Company, L.P. (""Loomis Sayles"" or the ""Subadviser"") believes have similar economic characteristics (such as loans). It is anticipated that the Fund's weighted average duration will generally be between one and three years. Duration is a measure of the expected life of a fixed-income security that is used to determine the sensitivity of a security's price to changes in interest rates. A fund with a longer average portfolio duration will be more sensitive to changes in interest rates than a fund with a shorter average portfolio duration. By way of example, the price of a bond fund with an average duration of five years would be expected to fall approximately 5% if interest rates rose by one percentage point.
The Fund seeks its objective by investing primarily in investment-grade fixed-income securities. Each security is evaluated on the basis of its expected contribution to risk and return of the portfolio relative to the benchmark. ""Investment-grade fixed-income securities"" are those securities that are rated in one of the top four rating categories at the time of purchase by at least one of the three major rating agencies (Moody's Investors Service, Inc. (""Moody's""), Fitch Investor Services, Inc. (""Fitch"") or S&P Global Ratings (""S&P"")) or, if unrated, securities determined by the Subadviser to be of comparable quality. The Fund may also invest up to 15% of its assets, at the time of purchase, in bonds rated below investment grade (i.e., none of the three major ratings agencies have rated the securities in one of their top four ratings categories) (commonly known as ""junk bonds""), or, if unrated, securities determined by the Subadviser to be of comparable quality.
The Fund may invest in U.S. dollar-denominated foreign securities, including emerging market securities. For the purposes of determining whether a particular country is considered a developed or emerging market, the Fund will use a country's sovereign quality rating. An emerging market country is defined as a country which carries a sovereign quality rating below investment grade by either S&P or Moody's, or is unrated by both S&P and Moody's. In deciding which securities to buy and sell, Loomis Sayles may consider a number of factors related to the bond issue and the current bond market, including for example, the stability and volatility of a country's bond markets, the financial strength of the issuer, current interest rates, current valuations and Loomis Sayles' expectations regarding general trends in interest rates.
Loomis Sayles will also consider how purchasing or selling a bond would impact the overall portfolio's risk profile (for example, its sensitivity to interest rate risk and sector-specific risk) and potential return (income and capital gains). The fixed-income securities in which the Fund may invest include, among other things, corporate bond and other debt securities (including junior and senior bonds), variable and floating rate securities, U.S. government securities, mortgage-backed securities and other asset-backed securities and securities issued pursuant to Rule 144A under the Securities Act of 1933 (""Rule 144A securities""). The Fund may also invest in mortgage-related securities (including mortgage dollar rolls and collateralized mortgage obligations (""CMOs"")). The Fund may also engage in futures transactions for hedging and investment purposes.
The Fund may also engage in active and frequent trading of securities. Frequent trading may produce a high level of taxable gains, including short-term capital gains taxable as ordinary income, as well as increased trading costs, which may lower the Fund's return."
C000196706 Holdings
Top 10 holdings of Natixis Loomis Sayles Short Duration Income ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 12.27% |
| United States Treasury | 7.56% |
| United States Treasury | 3.41% |
| United States Treasury | 2.76% |
| Fixed Income Clearing Corp. | 1.53% |
| Nbn Co. Ltd. | 1.18% |
| HPEFS Equipment Trust | 1.08% |
| World Financial Network Credit Card Master Trust | 1.04% |
| Capital One Multi-Asset Execution Trust | 1.02% |
| Wheels Fleet Lease Funding LLC | 0.98% |
C000196706 Portfolio Allocation
Asset-class allocation of Natixis Loomis Sayles Short Duration Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 71.8% |
| Securitized | 26.2% |
| Cash & Equivalents | 2.7% |
C000196706 Performance
Total returns for C000196706 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 7.9% |
| 3 years (annualised) | 2.0% |
| 5 years (annualised) | 2.5% |
C000196706 Risk Information
Risk metrics for C000196706, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.0%
C000196706 Costs and Fees
C000196706 costs about $35 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.35%
- Gross expense ratio: 1.06%
- Portfolio turnover: 209%
- Brokerage commissions: 0.44 bps of average net assets (SEC N-CEN)
C000196706 Cashflows
Over the 12 months to 2024-09, Natixis Loomis Sayles Short Duration Income ETF had net outflows of $7.20M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2024-09 | −$1.22M |
| 2024-08 | −$1.20M |
| 2024-07 | $0 |
| 2024-06 | −$1.19M |
| 2024-05 | $0 |
| 2024-04 | $0 |
C000196706 Debt Constituents
Largest debt holdings of Natixis Loomis Sayles Short Duration Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 12.27% |
| United States Treasury | 7.56% |
| United States Treasury | 3.41% |
| United States Treasury | 2.76% |
| Nbn Co. Ltd. | 1.18% |
| Transcanada Pipelines | 0.75% |
| Brighthse Fin Glbl Fund | 0.70% |
| Corebridge Glob Funding | 0.57% |
| Starwood Property Trust | 0.56% |
| Mutual Of Omaha Global | 0.54% |
C000196706 Prospectus and SEC Filings
Official Natixis Loomis Sayles Short Duration Income ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2024-04-26
- Prospectus (485BPOS) — filed 2023-04-28
- Prospectus (485BPOS) — filed 2022-04-29
- Portfolio holdings (N-PORT) — filed 2024-11-26
- Portfolio holdings (N-PORT) — filed 2024-08-28
- Portfolio holdings (N-PORT) — filed 2024-05-29
- Annual census (N-CEN) — filed 2024-03-14
- Annual census (N-CEN) — filed 2023-03-15
Related Funds
Other Short Total / Aggregate Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.