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3Rd Fiscal Quarter Holdings’ As a result of a fiscal year end change from September 30th to December 31st, and a requirement to make available the most recent four quarters of portfolio holdings pursuant to SEC Rule 30e-3, the June 30, 2020 Portfolio of Investments is being shown as ‘3rd Fiscal Quarter Holdings’. PORTFOLIO OF INVESTMENTS – as of June 30, 2020 (Unaudited) Loomis Sayles Bond Fund Principal ________________________________Amount (‡) Description ____________________________________________________________ Value (†) Bonds and Notes – 84.7% of Net Assets Non-Convertible Bonds – 79.7% ABS Other – 0.3% $ 21,324,711 FAN Engine Securitization Ltd., Series 2013-1A, Class 1A, 4.625%, 10/15/2043, 144A(a)(b)(c) $ 14,287,557 20,406,608 GCA2014 Holdings Ltd., Series 2014-1, Class C, 6.000%, 1/05/2030, 144A(a)(b)(d)(e) 6,300,744 9,140,499 GCA2014 Holdings Ltd., Series 2014-1, Class D, 7.500%, 1/05/2030, 144A(a)(b)(d)(e) 933,611 32,585,000 GCA2014 Holdings Ltd., Series 2014-1, Class E, Zero Coupon, 1/05/2030, 144A(a)(b)(d)(e)(f) — 8,689,623 Global Container Assets Ltd., Series 2015-1A, Class B, 4.500%, 2/05/2030, 144A(a)(b)(c) ______________6,876,359 ______________28,398,271 Aerospace & Defense – 1.6% 260,000 Boeing Co. (The), 3.100%, 5/01/2026 264,936 560,000 Boeing Co. (The), 3.250%, 2/01/2035 510,609 3,715,000 Boeing Co. (The), 3.550%, 3/01/2038 3,383,247 45,000 Boeing Co. (The), 3.625%, 3/01/2048 39,543 2,050,000 Boeing Co. (The), 3.750%, 2/01/2050 1,840,593 1,200,000 Boeing Co. (The), 3.850%, 11/01/2048 1,073,010 7,515,000 Boeing Co. (The), 3.950%, 8/01/2059 6,585,547 26,680,000 Bombardier, Inc., 6.000%, 10/15/2022, 144A 18,676,000 1,510,000 Bombardier, Inc., 7.350%, 12/22/2026, 144A, (CAD) 722,722 11,844,000 Bombardier, Inc., 7.450%, 5/01/2034, 144A 7,224,840 10,075,000 Bombardier, Inc., 7.875%, 4/15/2027, 144A 6,599,125 4,055,000 Embraer Netherlands Finance BV, 5.400%, 2/01/2027 3,588,675 10,576,000 Leonardo U.S. Holdings, Inc., 6.250%, 1/15/2040, 144A 12,252,084 10,821,000 Leonardo U.S. Holdings, Inc., 7.375%, 7/15/2039, 144A 13,624,396 328,000 Leonardo U.S. Holdings, Inc., 7.375%, 7/15/2039 412,975 6,995,000 Textron Financial Corp., 3-month LIBOR + 1.735%, 2.127%, 2/15/2067, 144A(g) 4,351,240 9,030,000 TransDigm, Inc., 5.500%, 11/15/2027 7,880,481 25,941,000 TransDigm, Inc., 6.500%, 7/15/2024 24,768,207 Principal ________________________________Amount (‡) Description ____________________________________________________________ Value (†) Bonds and Notes – continued Non-Convertible Bonds – continued Aerospace & Defense – continued $ 400,000 TransDigm, Inc., 7.500%, 3/15/2027 $ 383,800 29,130,000 TransDigm, Inc., 8.000%, 12/15/2025, 144A ______________30,615,339 ______________144,797,369 Airlines – 1.0% 345,000 American Airlines Group, Inc., 3.750%, 3/01/2025, 144A 160,387 29,295,000 American Airlines Group, Inc., 5.000%, 6/01/2022, 144A 16,991,100 4,062,700 American Airlines Pass Through Certificates, Series 2016-3, Class B, 3.750%, 4/15/2027 2,847,912 3,913,148 American Airlines Pass Through Certificates, Series 2017-2, Class B, 3.700%, 4/15/2027 2,718,042 18,745,000 American Airlines, Inc., 11.750%, 7/15/2025, 144A 17,755,077 2,027,265 Continental Airlines Pass Through Certificates, Series 2012-2, Class B, 5.500%, 4/29/2022 1,945,444 284,489 Continental Airlines Pass Through Trust, Series 2001-1, Class A-1, 6.703%, 12/15/2022 286,393 41,995,000 Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.500%, 6/20/2027, 144A 42,099,987 5,005,001 United Airlines Pass Through Trust, Series 2014-1, Class A, 4.000%, 10/11/2027 ______________4,591,333 ______________89,395,675 Automotive – 2.4% 3,641,000 Allison Transmission, Inc., 4.750%, 10/01/2027, 144A 3,613,692 3,172,000 Cummins, Inc., 6.750%, 2/15/2027 4,034,404 1,000,000 Dana, Inc., 5.625%, 6/15/2028 992,700 22,650,000 Ford Motor Co., 4.750%, 1/15/2043 17,843,670 1,560,000 Ford Motor Co., 6.625%, 2/15/2028 1,540,313 1,580,000 Ford Motor Co., 7.500%, 8/01/2026 1,649,125 6,430,000 Ford Motor Credit Co. LLC, 5.125%, 6/16/2025 6,432,572 26,145,000 Ford Motor Credit Co. LLC, 5.596%, 1/07/2022 26,341,087 3,505,000 General Motors Co., 5.200%, 4/01/2045 3,394,869 3,170,000 General Motors Co., 6.250%, 10/02/2043 3,368,673 88,950,000 General Motors Financial Co., Inc., 3.600%, 6/21/2030 86,571,858 37,875,000 General Motors Financial Co., Inc., 4.375%, 9/25/2021 38,898,761 Principal ________________________________Amount (‡) Description ____________________________________________________________ Value (†) Bonds and Notes – continued Non-Convertible Bonds – continued Automotive – continued $ 17,724,000 Goodyear Tire & Rubber Co. (The), 4.875%, 3/15/2027 $ 16,235,184 6,201,000 Goodyear Tire & Rubber Co. (The), 7.000%, 3/15/2028 ______________6,158,709 ______________217,075,617 Banking – 5.6% 4,423,000 Bank of America Corp., (fixed rate to 12/20/2027, variable rate thereafter), 3.419%, 12/20/2028 4,926,568 59,285,000 Bank of America Corp., Series L, MTN, 4.183%, 11/25/2027 67,849,182 22,200,000 BNP Paribas S.A., (fixed rate to 6/25/2037, variable rate thereafter), 7.195%, 144A(h) 23,976,000 7,340,000 Citigroup, Inc., 4.500%, 1/14/2022 7,778,963 4,045,000 Cooperatieve Rabobank UA, 3.950%, 11/09/2022 4,279,692 2,275,000 Deutsche Bank AG, (fixed rate to 12/01/2027, variable rate thereafter), 4.875%, 12/01/2032 2,113,452 27,405,000 Goldman Sachs Group, Inc. (The), Series MPLE, 3.550%, 2/12/2021, (CAD) 20,492,585 26,445,000 Intesa Sanpaolo SpA, 5.017%, 6/26/2024, 144A 27,097,191 6,600,000 Morgan Stanley, 3.950%, 4/23/2027 7,428,165 47,205,000 Morgan Stanley, GMTN, 4.350%, 9/08/2026 54,431,163 75,000,000 Morgan Stanley, GMTN, 5.000%, 9/30/2021, (AUD) 54,141,518 139,740,000 Morgan Stanley, MTN, 4.100%, 5/22/2023 151,019,542 15,000,000 Morgan Stanley, MTN, 6.250%, 8/09/2026 19,196,819 68,800,000 Morgan Stanley, Series MPLE, 3.125%, 8/05/2021, (CAD) 51,780,413 2,250,000 National Australia Bank Ltd., 5.000%, 3/11/2024, (AUD) 1,785,392 15,445,000 UniCredit SpA, (fixed rate to 6/30/2030, variable rate thereafter), 5.459%, 6/30/2035, 144A ______________15,570,576 ______________513,867,221 Brokerage – 1.2% 2,010,000 Jefferies Finance LLC/JFIN Co-Issuer Corp., 7.250%, 8/15/2024, 144A 1,768,800 51,270,000 Jefferies Group LLC, 5.125%, 1/20/2023 55,639,250 21,725,000 Jefferies Group LLC, 6.250%, 1/15/2036 24,890,032 22,428,000 Jefferies Group LLC, 6.450%, 6/08/2027 ______________26,318,620 ______________108,616,702 Principal ________________________________Amount (‡) Description ____________________________________________________________ Value (†) Bonds and Notes – continued Non-Convertible Bonds – continued Building Materials – 0.3% $ 7,794,000 American Woodmark Corp., 4.875%, 3/15/2026, 144A $ 7,618,635 4,835,000 JELD-WEN, Inc., 4.875%, 12/15/2027, 144A 4,641,600 4,057,000 Masco Corp., 6.500%, 8/15/2032 4,929,819 4,534,000 Masco Corp., 7.750%, 8/01/2029 5,816,139 650,000 Owens Corning, 4.400%, 1/30/2048 676,686 6,344,000 Owens Corning, 7.000%, 12/01/2036 ______________8,106,088 ______________31,788,967 Cable Satellite – 0.9% 24,710,000 CSC Holdings LLC, 5.375%, 2/01/2028, 144A 25,821,950 9,330,000 DISH DBS Corp., 5.000%, 3/15/2023 9,307,608 8,654,000 DISH DBS Corp., 7.750%, 7/01/2026 9,173,240 6,190,000 Time Warner Cable LLC, 4.500%, 9/15/2042 6,590,506 535,000 Time Warner Cable LLC, 5.875%, 11/15/2040 660,177 15,800,000 Videotron Ltd., 5.625%, 6/15/2025, 144A, (CAD) 12,276,656 17,637,000 Ziggo BV, 5.500%, 1/15/2027, 144A ______________17,858,521 ______________81,688,658 Chemicals – 0.3% 18,254,000 Consolidated Energy Finance S.A., 6.500%, 5/15/2026, 144A 15,333,360 9,275,000 Minerals Technologies, Inc., 5.000%, 7/01/2028, 144A ______________9,413,940 ______________24,747,300 Construction Machinery – 0.5% 27,030,000 Toro Co. (The), 6.625%, 5/01/2037(a)(c) 33,087,423 3,280,000 United Rentals North America, Inc., 4.875%, 1/15/2028 3,362,000 9,505,000 United Rentals North America, Inc., 6.500%, 12/15/2026 ______________9,980,250 ______________46,429,673 Consumer Cyclical Services – 0.1% 8,919,000 ServiceMaster Co. LLC (The), 7.450%, 8/15/2027 ______________9,652,142 Principal ________________________________Amount (‡) Description ____________________________________________________________ Value (†) Bonds and Notes – continued Non-Convertible Bonds – continued Consumer Products – 0.2% $ 15,473,000 Avon Products, Inc., 8.950%, 3/15/2043 $ 17,484,490 3,435,000 Whirlpool Corp., 4.600%, 5/15/2050 ______________3,910,661 ______________21,395,151 Diversified Manufacturing – 0.2% 8,950,000 General Electric Co., 4.500%, 3/11/2044 8,950,251 11,695,000 General Electric Co., Series A, MTN, 3-month LIBOR + 0.300%, 1.519%, 5/13/2024(g) 10,920,435 2,080,000 General Electric Co., Series D, (fixed rate to 1/21/2021, variable rate thereafter), 5.000%(h) ______________1,624,646 ______________21,495,332 Electric – 0.6% 36,874,232 Alta Wind Holdings LLC, 7.000%, 6/30/2035, 144A 44,619,831 1,230,000 Edison International, 4.950%, 4/15/2025 1,347,869 8,663,000 Empresa Nacional de Electricidad S.A., 7.875%, 2/01/2027 ______________9,888,259 ______________55,855,959 Finance Companies – 4.9% 3,100,000 AGFC Capital Trust I, 3-month LIBOR + 1.750%, 2.969%, 1/15/2067, 144A(a)(b)(e)(g) 824,973 15,585,000 Antares Holdings LP, 6.000%, 8/15/2023, 144A 14,948,993 27,210,000 Antares Holdings LP, 8.500%, 5/18/2025, 144A 27,171,648 42,435,000 GE Capital Funding LLC, 4.550%, 5/15/2032, 144A 43,812,907 445,000 Navient Corp., 5.000%, 3/15/2027 373,800 27,420,000 Navient Corp., 5.500%, 1/25/2023 26,288,925 5,365,000 Navient Corp., 5.875%, 10/25/2024
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