Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
Senior Loans 14,375,078
ABG Intermediate Holdings 2 LLC, 2017 1st Lien Add-On Term Loan, 1-month LIBOR + 3.500% 5.577 9/26/2024 14,393,046 0.36%
636,000
ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD, 3-Month LIBOR 5.577 9/29/2024 636,795 0.02%
16,380,918
Academy Ltd., 2015 Term Loan B, 1-month LIBOR + 4.000% 6.092 7/1/2022 13,514,258 0.33%
10,385,715
Access CIG LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 2/27/2025 10,403,890 0.26%
483,039(‡) Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan 7.750 2/27/2026 483,846 0.01% 8,991,961
Access CIG LLC, 2018 2nd Lien Term Loan, 1-month LIBOR + 7.750% 9.827 2/27/2026 9,006,977 0.22%
1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 3.750 2/27/2025 1,299,526 0.03% 3,320,678 Access CIG LLC, 2018 Incremental Term Loan 5.827 2/27/2025 3,326,489 0.08%
17,612,406
Advanced Integration Technology LP, 2017 Term Loan B, 3-month LIBOR + 4.750% 7.220 3/21/2023 17,568,375 0.43%
35,996,740
Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 7/25/2022 31,362,160 0.78%
15,052,903
AI Aqua Merger Sub, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.327 12/13/2023 15,005,938 0.37%
4,738,459
AI Aqua Merger Sub, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 3.250% 5.327 12/13/2023 4,723,675 0.12%
12,650,863
AI Mistral Holdco Ltd., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 3/9/2024 12,571,795 0.31%
9,438,793 Akorn, Inc., Term Loan B, 1-month LIBOR + 4.750% 6.875 4/16/2021 9,257,851 0.23% 6,691,384
Alliant Holdings I, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.078 5/9/2025 6,688,440 0.17%
14,209,985
Allied Universal Holdco LLC, 2015 Term Loan, 1-month LIBOR + 3.750% 5.827 7/28/2022 13,990,867 0.35%
9,147,846
ALM Media Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 7/31/2020 8,416,019 0.21%
23,247,169
Almonde, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.807 6/13/2024 22,916,595 0.57%
14,980,000
Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR + 7.250% 9.557 6/13/2025 14,423,643 0.36%
6,775,564 Alpha Media LLC, 2016 Term Loan, LIBOR + 6.000% 8.077 2/25/2022 6,199,641 0.15% 4,847,543
Alphabet Holding Company, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 9/26/2024 4,542,536 0.11%
11,567,081
American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-
month LIBOR + 3.750% 5.827 3/21/2025 11,576,681 0.29% 8,758,985
AMG Advanced Metallurgical Group NV, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.077 1/29/2025 8,755,306 0.22%
7,578,838
Anemoi Acquisition Holdings LLC, Term Loan B, 3-month LIBOR + 4.250% 6.584 6/26/2022 7,597,785 0.19%
6,993,700
APLP Holdings LP, 2016 Term Loan B, 1-month LIBOR + 3.000% 5.077 4/13/2023 7,005,939 0.17%
7,100,000
Aptean, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.840 12/14/2023 7,100,000 0.18%
15,504,738
Aptean, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.590 12/20/2022 15,498,225 0.38%
11,606,059
AqGen Ascensus, Inc., 2017 Repriced Term Loan, 2-month LIBOR + 3.500% 5.669 12/5/2022 11,627,879 0.29%
1,235,625(‡)
AqGen Ascensus, Inc., 2018 Delayed Draw Term Loan, 3-Month LIBOR 12/5/2022 1,237,170 0.03%
2,054,227
AqGen Ascensus, Inc., 2018 Incremental Term Loan, 2-month LIBOR + 3.500% 5.669 12/5/2022 2,058,089 0.05%
4,366,242
Arctic Glacier U.S.A., Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.577 3/20/2024 4,383,968 0.11%
12,597,293
Argon Medical Devices, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.827 1/23/2025 12,618,330 0.31%
17,284,959 Array Canada, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.334 2/10/2023 17,203,893 0.43% 13,629,734
Ascena Retail Group, Inc., 2015 Term Loan B, 1-month LIBOR + 4.500% 6.625 8/21/2022 12,454,169 0.31%
11,070,423
Ascend Learning LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 7/12/2024 11,056,585 0.27%
1,242,218
ASP Chromaflo Dutch I BV, Term Loan B2, 1-month LIBOR + 3.500% 5.577 11/18/2023 1,248,429 0.03%
3,030,000
ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 11/14/2024 3,018,637 0.07%
955,317
ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1, 1-month LIBOR + 3.500% 5.577 11/18/2023 960,094 0.02%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
6,057,693
ASP MCS Acquisition Corp., Term Loan B, 3-month LIBOR + 4.750% 7.084 5/18/2024 5,694,232 0.14%
33,587,391
Asurion LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 8/4/2025 34,056,271 0.84%
12,500,000 Asurion LLC, 2018 Term Loan B6 11/3/2023 12,477,375 0.31% 10,922,092
At Home Holding III, Inc., Term Loan, 3-month LIBOR + 3.500% 5.842 6/3/2022 10,935,745 0.27%
8,685,704
ATI Holdings Acquisition, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.578 5/10/2023 8,729,132 0.22%
3,081,992
Atkins Nutritionals Holdings II, Inc., 2017 Term Loan B, 3-month LIBOR + 3.500% 5.863 7/7/2024 3,105,107 0.08%
15,484,954
Augusta Sportswear Group, Inc., Term Loan B, 1-month LIBOR + 4.500% 6.577 10/26/2023 14,246,158 0.35%
14,049,055
Autodata, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.329 12/13/2024 14,031,494 0.35%
15,375,052 Avaya, Inc., 2018 Term Loan B, 1-month LIBOR + 4.250% 6.322 12/15/2024 15,441,318 0.38% 15,504,963
Bass Pro Group LLC, Term Loan B, 1-month LIBOR + 5.000% 7.077 9/25/2024 15,626,057 0.39%
15,855,169
BBB Industries U.S. Holdings, Inc., 2018 1st Lien Term Loan 6/26/2025 15,775,893 0.39%
9,807,454
BBB Industries U.S. Holdings, Inc., Term B Loan (First Lien), 3-month LIBOR + 3.500% 8.500 11/3/2021 9,758,417 0.24%
22,078,108 BCP Raptor LLC, Term Loan B, 2-month LIBOR + 4.250% 6.421 6/24/2024 21,105,347 0.52% 10,879,288
BCPE Eagle Buyer LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.327 3/18/2024 10,308,125 0.25%
21,143,377
BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 2/12/2021 20,905,514 0.52%
16,289,814
BI-LO Holding LLC, Exit Term Loan B, 3-month LIBOR + 8.000% 10.280 5/31/2024 15,672,104 0.39%
13,917,884
Big Jack Holdings LP, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.580 4/5/2024 13,917,884 0.34%
13,940,287
Boing U.S. Holdco, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.613 10/3/2024 13,992,563 0.35%
5,920,667
Boing U.S. Holdco, Inc., 2017 2nd Lien Term Loan, 3-month LIBOR + 7.500% 9.863 10/3/2025 5,905,865 0.15%
19,531,000
Brazos Delaware II LLC, Term Loan B, 1-month LIBOR + 4.000% 6.086 5/21/2025 19,197,411 0.47%
13,017,387 Bright Bidco B.V., 2018 Term Loan B, LIBOR + 3.500% 5.751 6/30/2024 12,923,011 0.32% 19,747,315
Broadstreet Partners, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.327 11/8/2023 19,780,293 0.49%
11,738,000 Brookfield WEC Holdings Inc., 2018 1st Lien Term Loan 7/25/2025 11,813,241 0.29% 11,400,000
California Resources Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.831 12/31/2022 11,580,462 0.29%
6,160,000
California Resources Corp., Second Out Term Loan, 3-month LIBOR + 10.375% 12.439 12/31/2021 6,791,400 0.17%
14,755,996
Camelot UK Holdco Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.250% 5.327 10/3/2023 14,774,441 0.37%
17,489,253
Capital Automotive LP, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.080 3/24/2025 17,751,592 0.44%
14,629,485
Capri Finance LLC, USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.592 11/1/2024 14,556,338 0.36%
6,967,612 CareerBuilder, LLC, Term Loan, 3-month LIBOR + 6.750% 9.084 7/31/2023 6,976,321 0.17% 14,533,687
Carestream Dental Equipment, Inc, 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 9/1/2024 14,479,185 0.36%
12,312,156
CDS U.S. Intermediate Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 7/8/2022 12,198,268 0.30%
7,850,316
CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.250% 10.327 7/10/2023 7,673,684 0.19%
20,232,948
Cengage Learning Acquisitions, Inc., 2016 Term Loan B, 1-month LIBOR + 4.250% 6.329 6/7/2023 19,115,887 0.47%
3,311,740
CHG PPC Parent LLC, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.827 3/31/2025 3,307,601 0.08%
13,564,393
CIBT Global, Inc., 2017 Term Loan, 3-month LIBOR + 3.750% 6.084 6/3/2024 13,598,304 0.34%
16,066,065
Clarion Events Ltd., 2018 USD Term Loan B, 2-month LIBOR + 5.000% 7.307 10/31/2024 15,637,583 0.39%
6,562,987
Communications Sales & Leasing, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 10/24/2022 6,273,100 0.16%
19,719,213
Confie Seguros Holding II Co., 2016 Term Loan B, 3-month LIBOR + 5.250% 7.557 4/19/2022 19,554,952 0.48%
13,881,025
Constellis Holdings LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 5.000% 7.334 4/21/2024 13,921,558 0.34%
19,046,015
ConvergeOne Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 4/4/2025 19,034,206 0.47%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
13,489,516
Coral-U.S. Co-Borrower LLC, Term Loan B4, 1-month LIBOR + 3.250% 5.327 1/30/2026 13,486,144 0.33%
11,500,000
Corel Corp., 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.321 6/3/2024 11,557,500 0.29%
17,378,362
Cortes NP Acquisition Corp., 2017 Term Loan B, 1-month LIBOR + 4.000% 6.100 11/30/2023 17,240,726 0.43%
26,100,000
Covia Holdings Corp., Term Loan, 3-month LIBOR + 3.750% 6.050 6/1/2025 26,100,000 0.65%
19,661,868
CPG International, Inc., 2017 Term Loan, 6-month LIBOR + 3.75% 6.251 5/3/2024 19,670,126 0.49%
4,320,353
CPI International, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 7/26/2024 4,328,475 0.11%
9,716,239
CPM Holdings, Inc., Term Loan B, 1-month LIBOR + 3.500% 5.577 4/11/2022 9,783,087 0.24%
4,579,333
Crosby U.S. Acquisition Corp., 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.081 11/22/2021 4,533,540 0.11%
15,643,793
Crown Finance U.S., Inc., 2018 USD Term Loan, 1-month LIBOR + 2.500% 4.577 2/28/2025 15,589,978 0.39%
2,375,000
Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.827 4/27/2025 2,388,846 0.06%
19,948,696
Dayco Products LLC, 2017 Term Loan B, 3-month LIBOR + 5.000% 6.557 5/19/2023 19,948,696 0.49%
11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,079,158 0.27% 13,081,965 Deliver Buyer, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.307 5/1/2024 13,139,264 0.32% 1,180,892
DexKo Global Inc., 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 5.577 7/24/2024 1,181,636 0.03%
11,144,070
DexKo Global, Inc., 2018 USD Term Loan, 1-month LIBOR + 3.500% 5.577 7/24/2024 11,178,951 0.28%
6,706,804
DG Investment Intermediate Holdings 2, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/3/2025 6,635,578 0.16%
1,890,000
DG Investment Intermediate Holdings 2, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.084 2/2/2026 1,892,362 0.05%
720,387(‡)
DG Investment Intermediate Holdings 2, Inc., 2018 Delayed Draw Term Loan, 3-month LIBOR + 3.00% 3.588 2/3/2025 712,737 0.02%
16,051,350
Diamond (BC) B.V., USD Term Loan, 1-month LIBOR + 3.000% 5.077 9/6/2024 15,710,259 0.39%
11,806,000
DigiCert, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 10/31/2025 11,628,910 0.29%
9,143,675
DigiCert, Inc., 2017 Term Loan B1, 1-month LIBOR + 5.250% 7.327 10/31/2024 9,159,676 0.23%
4,073,000
Direct ChassisLink, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.077 6/15/2023 4,093,365 0.10%
19,227,352
DiversiTech Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.340 6/3/2024 19,131,215 0.47%
22,637,992
DTI Holdco, Inc., 2018 Term Loan B, 1-month LIBOR + 4.750% 6.827 9/30/2023 22,524,802 0.56%
33,255,259
DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.490 11/4/2021 33,262,907 0.82%
2,887,457
DuBois Chemicals, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.327 3/15/2024 2,887,457 0.07%
16,842,151
Duff & Phelps Corp., 2017 Term Loan B, 3-month LIBOR + 3.250% 5.584 2/13/2025 16,831,709 0.42%
2,350,000
DuPage Medical Group Ltd., 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.079 8/15/2025 2,350,000 0.06%
12,573,000 EagleView Technology Corp., 2018 Add On Term Loan B 7/30/2025 12,604,432 0.31% 1,903,000
Edelman Financial Center LLC, 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.092 7/20/2026 1,926,787 0.05%
7,943,000
Edelman Financial Center LLC, 2018 Term Loan B, 3-month LIBOR + 3.250% 5.592 7/21/2025 7,986,051 0.20%
2,114,700
EG Finco Ltd., 2018 USD Term Loan, 3-month LIBOR + 4.000% 6.334 2/7/2025 2,105,459 0.05%
13,102,163
EG Group Ltd., 2018 USD Term Loan B, 3-month LIBOR + 4.000% 6.267 2/6/2025 13,044,906 0.32%
25,188,649
EIG Investors Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.075 2/9/2023 25,239,026 0.62%
1,666,823
EIG Management Company LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.079 2/22/2025 1,676,540 0.04%
3,375,519
Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B, 1-month LIBOR + 3.500% 5.577 6/28/2024 3,383,958 0.08%
5,963,055
Encapsys LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 11/7/2024 5,980,467 0.15%
17,804,409
Endo Luxembourg Finance Co. I S.a.r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.375 4/29/2024 17,808,148 0.44%
12,552,817
EnergySolutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/9/2025 12,646,963 0.31%
4,636,267 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.827 8/12/2023 4,643,222 0.11%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
19,555,777
Engineered Machinery Holdings, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 7/19/2024 19,531,332 0.48%
1,586,025
ExamWorks Group, Inc., 2017 Term Loan, 1-month LIBOR + 3.250% 5.327 7/27/2023 1,593,463 0.04%
6,049,951
EXC Holdings III Corp., USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.834 12/2/2024 6,092,785 0.15%
11,229,849
Explorer Holdings, Inc., 2016 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/2/2023 11,293,073 0.28%
1,731,220
Extreme Reach, Inc., 1st Lien Term Loan, 1-month LIBOR + 6.250% 8.330 2/7/2020 1,726,355 0.04%
14,278,000
Extreme Reach, Inc., 2nd Lien Term Loan, 1-month LIBOR + 10.000% 12.081 1/24/2021 13,840,808 0.34%
7,965,803
Eze Castle Software, Inc., New 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 4/5/2021 7,965,803 0.20%
4,662,030
Fastener Acquisition, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.475 3/28/2025 4,673,685 0.12%
10,451,736
FHC Health Systems, Inc., 2014 Term Loan, 1-month LIBOR + 4.000% 6.077 12/23/2021 9,197,527 0.23%
4,117,680
Filtration Group Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 3/29/2025 4,132,257 0.10%
23,566,948
Flex Acquisition Co., Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.751 6/29/2025 23,537,490 0.58%
15,987,677
Flynn Restaurant Group LP, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.592 6/27/2025 15,947,708 0.39%
5,439,066
Garda World Security Corp., 2017 Term Loan, 3-month LIBOR + 2.500% 5.800 5/24/2024 5,435,694 0.13%
2,038,940
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, 3-month LIBOR + 3.000% 5.473 12/1/2023 2,044,670 0.05%
23,593,712
Gavilan Resources LLC, 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.079 3/1/2024 23,180,822 0.57%
2,379,000
Gentiva Health Services, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 7.000% 9.375 7/2/2026 2,420,632 0.06%
13,954,700
GHX Ultimate Parent Corp., 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.334 6/28/2024 13,902,370 0.34%
10,929,501
GI Revelation Acquisition LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.079 4/16/2025 10,943,163 0.27%
19,521,945
Give & Go Prepared Foods Corp., 2017 1st Lien Add-On Term Loan, 3-month LIBOR + 4.250% 6.584 7/29/2023 17,862,580 0.44%
5,806,648
Global Appliance, Inc., Term Loan B, 1-month LIBOR + 4.000% 6.080 9/29/2024 5,821,164 0.14%
7,676,652
Global Brass & Copper, Inc., 2018 Term Loan B, 1-month LIBOR + 2.500% 4.625 5/29/2025 7,676,652 0.19%
3,180,625 GlobalLogic Holdings Inc., 2018 Add On 1st Lien Term Loan 8/27/2025 3,188,577 0.08% 454,375 GlobalLogic Holdings Inc., 2018 Delayed Draw Term Loan 8/27/2025 455,511 0.01%
3,301,160
Golden Nugget, Inc., 2017 Incremental Term Loan B, 1-month LIBOR + 2.750% 4.827 10/4/2023 3,309,875 0.08%
19,321,000
GrafTech Finance, Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.590 2/12/2025 19,296,849 0.48%
6,329,709
Greatbatch Ltd., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.330 10/27/2022 6,355,724 0.16%
18,913,286
Greeneden U.S. Holdings II LLC, 2018 USD Term Loan B, 1-month LIBOR + 3.500% 5.577 12/1/2023 19,001,044 0.47%
5,792,009
Grosvenor Capital Management Holdings, LLP, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.827 3/31/2025 5,806,489 0.14%
14,383,144
GTCR Valor Cos., Inc., USD 2017 Term Loan B1, 3-month LIBOR + 3.250% 5.584 6/16/2023 14,446,142 0.36%
20,545,188
GTT Communications, Inc., 2018 USD Term Loan B, 1-month LIBOR + 2.750% 4.830 5/31/2025 20,325,559 0.50%
18,157,423
Harland Clarke Holdings Corp., Term Loan B7, 3-month LIBOR + 4.750% 7.084 11/3/2023 17,412,969 0.43%
14,794,379
Hayward Industries, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 8/5/2024 14,838,762 0.37%
17,604,696
HC Group Holdings III, Inc., Term Loan B, 1-month LIBOR + 3.750% 5.827 4/7/2022 17,681,805 0.44%
10,904,000
Hearthside Food Solutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.000% 5.064 5/23/2025 10,814,042 0.27%
9,910,029
High Liner Foods, Inc., Refi Term Loan B, 3-month LIBOR + 3.250% 5.584 4/24/2021 9,563,178 0.24%
7,468,021
Highline Aftermarket Acquisition LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.625 4/26/2025 7,454,056 0.18%
3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5.834 5/31/2025 3,518,873 0.09% 11,292,432
Hillman Group, Inc. (The), 2018 Term Loan B, 3-month LIBOR + 3.500% 5.834 5/31/2025 11,303,047 0.28%
14,680,498
Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B, 1-month LIBOR + 3.000% 5.077 5/31/2021 13,660,203 0.34%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
2,801,520
Hudson's Bay Co., 2015 Term Loan B, 2-month LIBOR + 3.250% 5.419 9/30/2022 2,641,610 0.07%
5,312,391
Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 7/1/2022 5,325,672 0.13%
14,143,669
Hyland Software, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.077 7/7/2025 14,296,845 0.35%
17,781,601
Hyperion Insurance Group Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.625 12/20/2024 17,837,257 0.44%
14,071,637
Imagine! Print Solutions, Inc., 2017 Term Loan, 1-month LIBOR + 4.750% 6.830 6/21/2022 13,156,981 0.33%
7,148,975
Informatica LLC, 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.327 8/5/2022 7,178,357 0.18%
15,088,328
Information Resources, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.569 1/18/2024 15,154,415 0.37%
12,514,699
Inmar Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 5/1/2024 12,540,730 0.31%
12,067,796
Innovative Xcessories & Services LLC, Term Loan B, 1-month LIBOR + 4.750% 6.840 11/29/2022 12,037,626 0.30%
16,927,000
Interior Logic Group, Inc., 2018 Term Loan B, 3-month LIBOR + 4.000% 6.342 5/21/2025 16,927,000 0.42%
11,586,000
International Textile Group, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.092 5/1/2024 11,651,229 0.29%
7,828,000
International Textile Group, Inc., 2nd Lien Term Loan, 1-month LIBOR + 9.000% 11.092 5/1/2025 7,593,160 0.19%
9,289,347
IQOR U.S., Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.750% 11.087 4/1/2022 8,834,169 0.22%
12,969,357 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.337 4/1/2021 12,859,896 0.32% 5,194,980
IRB Holding Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.347 2/5/2025 5,225,267 0.13%
15,922,360
Janus International Group LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/12/2025 15,683,525 0.39%
14,142,450
K&N Engineering, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.084 10/19/2023 14,089,416 0.35%
5,289,743
K-Mac Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.329 3/14/2025 5,286,463 0.13%
23,627,276
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.580 7/3/2024 23,686,344 0.59%
18,573,869
Klockner-Pentaplast of America, Inc., USD 2017 Term Loan B2, 1-month LIBOR + 4.250% 6.327 6/30/2022 17,734,702 0.44%
15,712,000 L&W, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.081 5/22/2025 15,672,720 0.39% 10,946,232
Laureate Education, Inc., 2017 Term Loan B, 1-month LIBOR + 3.500% 5.577 4/26/2024 10,955,317 0.27%
13,239,829
LBM Borrower LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 8/20/2022 13,270,148 0.33%
7,416,332
LegalZoom.com, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.831 11/21/2024 7,416,332 0.18%
15,186,120
Leslie's Poolmart, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.577 8/16/2023 15,163,948 0.37%
13,762,202 LifeMiles Ltd., Term Loan B, 3-month LIBOR + 5.500% 7.831 8/18/2022 13,899,824 0.34% 13,879,974
Limetree Bay Terminals LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.067 2/15/2024 13,758,524 0.34%
10,332,000
Loparex Holding B.V., 2018 Term Loan, 3-month LIBOR + 4.250% 6.584 4/11/2025 10,409,490 0.26%
16,497,336
LSC Communications, Inc., 2017 Term Loan B, 1-month LIBOR + 5.500% 7.577 9/30/2022 16,487,108 0.41%
5,125,202
LSF9 Atlantis Holdings LLC, 2017 Term Loan, 1-month LIBOR + 6.000% 8.100 5/1/2023 4,971,446 0.12%
11,029,194
LTI Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.827 5/16/2024 11,015,407 0.27%
3,198,983
LTI Holdings, Inc., 2018 Term Loan, 1-month LIBOR + 2.500% 5.577 5/16/2024 3,194,984 0.08%
16,395,638
Lucid Energy Group II LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.079 2/17/2025 15,883,274 0.39%
1,106,747
MA FinanceCo. LLC, USD Term Loan B3, 1-month LIBOR + 2.500% 4.577 6/21/2024 1,100,173 0.03%
7,075,599
Mannington Mills, Inc., Term Loan B, 3-month LIBOR + 3.750% 6.084 10/1/2021 7,110,977 0.18%
16,454,000
Mayfield Agency Borrower, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.577 2/28/2025 16,474,567 0.41%
12,292,000
McAfee LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.572 9/29/2025 12,558,368 0.31%
9,530,000
McAfee LLC, 2017 USD Term Loan B, 1-month LIBOR + 4.500% 6.572 9/30/2024 9,589,562 0.24%
22,149,209
McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B, 1-month LIBOR + 4.000% 6.077 5/4/2022 21,765,585 0.54%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
11,188,958
Men's Wearhouse, Inc. (The), 2018 Term Loan B2, 1-month LIBOR + 3.500% 5.592 4/9/2025 11,251,951 0.28%
19,468,208 Meredith Corp., Term Loan B, 1-month LIBOR + 3.000% 5.077 1/31/2025 19,514,152 0.48% 15,044,530
Merrill Communications LLC, 2015 Term Loan, 3-month LIBOR + 5.250% 7.592 6/1/2022 15,194,975 0.38%
19,843,271
MH Sub I LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.829 9/13/2024 19,885,736 0.49%
8,830,000
MH Sub I LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 7.500% 9.579 9/15/2025 8,940,375 0.22%
11,143,748
MHVC Acquisition Corp., 2017 Term Loan, 3-month LIBOR + 5.250% 7.590 4/29/2024 11,115,888 0.27%
14,893,079
Mirion Technologies, Inc., Term Loan B, 3-month LIBOR + 4.750% 6.976 3/31/2022 14,790,764 0.37%
13,891,421
Mister Car Wash Holdings, Inc., Term Loan B, 3-month LIBOR + 3.250% 5.703 8/20/2021 13,931,984 0.34%
5,662,581
NAB Holdings LLC, 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 7/1/2024 5,655,502 0.14%
7,244,000
National CineMedia LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.086 10/31/2021 7,248,564 0.18%
16,247,316
National Intergovernmental Purchasing Alliance Co., 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 5/23/2025 16,186,388 0.40%
10,189,394
Neiman Marcus Group Ltd. LLC, 2020 Term Loan, 1-month LIBOR + 3.250% 5.336 10/25/2020 8,980,422 0.22%
9,948,067
NES Global Talent Finance U.S. LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.500% 7.842 5/11/2023 9,948,067 0.25%
20,496,755
NeuStar, Inc., 2018 Term Loan B4, 1-month LIBOR + 3.500% 5.572 8/8/2024 20,567,263 0.51%
12,838,048
NeuStar, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 8/8/2025 12,442,251 0.31%
8,521,469
NMSC Holdings, Inc., 1st Lien Term Loan, 6-month LIBOR + 5.000% 7.501 4/19/2023 8,521,469 0.21%
10,526,424 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.827 10/19/2022 10,513,266 0.26% 6,842,966
Oasis Outsourcing Holdings, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 6/30/2023 6,862,947 0.17%
17,902,546
Oberthur Technologies S.A., 2016 USD Term Loan B1, 3-month LIBOR + 3.750% 6.084 1/10/2024 17,851,345 0.44%
13,741,163
Ocean Bidco, Inc., USD Term Loan B, 3-month LIBOR + 5.000% 7.334 3/21/2025 13,784,172 0.34%
15,477,415
Onex TSG Holdings II Corp., 1st Lien Term Loan, 1-month LIBOR + 4.000% 6.077 7/31/2022 15,400,028 0.38%
3,266,549 Onsite Rental Group Pty Ltd., Notes 6.100 10/26/2023 2,515,243 0.06% 2,389,195
Onsite Rental Group Pty Ltd., Term Loan B, 3-month LIBOR + 4.500% 6.564 10/26/2022 2,341,411 0.06%
6,955,650
Oxbow Carbon LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.827 1/4/2023 7,012,199 0.17%
12,083,607
Ozark Holdings LLC, Term Loan B, 1-month LIBOR + 3.250% 5.327 7/1/2023 12,015,697 0.30%
1,618,496
P2 Upstream Acquisition Co., 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.370 10/30/2020 1,602,311 0.04%
11,532,999
Patterson Medical Holdings, Inc., 1st Lien Term Loan, LIBOR + 4.750% 7.092 8/28/2022 11,114,928 0.27%
15,970,000
Pelican Products, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.592 5/1/2025 16,003,218 0.40%
10,217,840 PetSmart, Inc., Term Loan B2, 1-month LIBOR + 3.000% 5.100 3/11/2022 8,475,596 0.21% 7,827,327
Phoenix Services International LLC, Term Loan, 1-month LIBOR + 3.750% 5.850 3/1/2025 7,869,751 0.19%
9,863,279
Plaskolite, Inc., 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.577 11/3/2022 9,850,950 0.24%
9,063,743
PLZ Aeroscience Corp., USD Term Loan, 3-month LIBOR + 3.500% 5.836 7/31/2022 9,067,550 0.22%
16,393,159
Polyconcept Investments BV, USD 2016 Term Loan B, 1-month LIBOR + 3.750% 5.827 8/16/2023 16,454,633 0.41%
12,600,000 Polymer Additives, Inc., 2018 1st Lien Term Loan 6/1/2025 12,348,000 0.31% 14,387,630
Portillo's Holdings LLC, 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 8/2/2021 14,399,571 0.36%
12,504,000
Portillo's Holdings LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.334 8/1/2022 12,504,000 0.31%
15,212,259
Power Products, LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.347 12/20/2022 15,212,259 0.38%
6,144,723
Presidio, Inc., 2017 Refinanced Term Loan B, 3-month LIBOR + 2.750% 5.082 2/2/2024 6,152,403 0.15%
11,855,142
PricewaterhouseCoopers LLP, 2018 Term Loan, 1-month LIBOR + 3.250% 5.342 5/1/2025 11,869,961 0.29%
15,751,363
Prince Minerals, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.899 3/20/2025 15,817,046 0.39%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
18,881,678
Pro Mach Group, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.097 3/7/2025 18,740,065 0.46%
14,588,904
Proampac PG Borrower LLC, 2016 1st Lien Term Loan, LIBOR + 3.500% 5.631 11/18/2023 14,602,617 0.36%
9,962,813
Project Sunshine IV PTY Limited, 2017 Term Loan B, 1-month LIBOR + 7.000% 9.077 8/21/2022 9,962,813 0.25%
6,042,865
Prometric Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.080 1/29/2025 6,017,666 0.15%
4,501,410
ProQuest LLC, New Term Loan B, 2-month LIBOR + 3.750% 5.919 10/24/2021 4,526,752 0.11%
19,638,840
Quest Software U.S. Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.576 5/16/2025 19,534,558 0.48%
3,941,078
Radio Systems Corp., Term Loan B, 1-month LIBOR + 2.750% 4.827 5/2/2024 3,936,151 0.10%
2,863,481
Recess Holdings, Inc., 2017 1st Lien Term Loan, 6-month LIBOR + 3.750% 6.203 9/29/2024 2,870,639 0.07%
389,881(‡) Recess Holdings, Inc., 2017 Delayed Draw Term Loan 3.750 9/29/2024 390,856 0.01% 21,203,415
Red Lobster Management LLC, Term Loan B, 3-month LIBOR + 5.250% 7.327 7/28/2021 21,123,902 0.52%
13,010,790
Resolute Investment Managers, Inc., 2017 1st Lien Term Loan B, 3-month LIBOR + 3.250% 5.584 4/30/2022 13,059,580 0.32%
11,554,197
Riverbed Technology, Inc., 2016 Term Loan, 1-month LIBOR + 3.250% 5.330 4/24/2022 11,486,143 0.28%
15,847,540
Robertshaw U.S. Holding Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.625 2/28/2025 15,768,302 0.39%
9,362,790
Rocket Software, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 10/14/2023 9,401,833 0.23%
5,657,835
Rocket Software, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.834 10/14/2024 5,657,835 0.14%
2,858,981
Rodan & Fields LLC, 2018 Term Loan B, 1-month LIBOR + 4.000% 6/6/2025 2,876,849 0.07%
5,030,393
Safe Fleet Holdings LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.100 2/1/2025 4,980,089 0.12%
9,584,428
Sage Automotive Interiors, Inc., 2016 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.077 10/27/2022 9,608,389 0.24%
19,401,000 Savage Enterprises LLC, 2018 1st Lien Term Loan B 6/26/2025 19,437,474 0.48% 15,311,604 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 6.077 12/28/2024 15,235,046 0.38% 7,474,133
Seattle Spinco, Inc., USD Term Loan B3, 1-month LIBOR + 2.500% 4.577 6/21/2024 7,429,737 0.18%
24,157,462
Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, 3-month LIBOR + 5.750% 7.879 2/28/2022 24,308,446 0.60%
4,300,608
Serta Simmons Bedding LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.591 11/8/2023 3,589,675 0.09%
16,335,507
Serta Simmons Bedding LLC, 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.097 11/8/2024 11,040,025 0.27%
6,006,963
Sesac Holdco II LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/23/2024 5,939,504 0.15%
4,355,000
Shape Technologies Group, Inc., Term Loan, 6-month LIBOR + 3.000% 5.148 4/21/2025 4,355,000 0.11%
8,718,000 Sigma Bidco BV, 2018 USD Term Loan B 7/2/2025 8,685,307 0.21% 18,270,851
Sirius Computer Solutions, Inc., 2016 Term Loan, 1-month LIBOR + 4.250% 6.327 10/30/2022 18,328,039 0.45%
6,323,368
SiteOne Landscape Supply, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.830 4/29/2022 6,343,160 0.16%
20,199,000
SIWF Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.322 6/15/2025 20,249,497 0.50%
4,455,833
SMG Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/23/2025 4,461,402 0.11%
12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.827 3/3/2023 12,557,031 0.31% 5,000,000 Sophia LP, 2017 Term Loan B 9/30/2022 5,003,550 0.12%
13,768,713
Sotera Health Holdings LLC, 2017 Term Loan, 3-month LIBOR + 3.000% 5.334 5/15/2022 13,760,176 0.34%
14,751,929
Southern Graphics, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.327 12/31/2022 14,756,502 0.36%
10,997,438
Spectrum Holdings III Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/31/2025 10,965,325 0.27%
6,397,558 SRAM LLC, 2018 Term Loan B 3/15/2024 6,413,552 0.16% 8,218,034
St. Georges University, 2018 1st Lien Term Loan B, 1-month LIBOR + 3.500% 5.580 6/21/2025 8,259,125 0.20%
2,556,722(‡) St. Georges University, 2018 Delayed Draw Term Loan 0.500 6/21/2025 2,569,505 0.06% 27,444,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 27,177,550 0.67% 8,684,000
Stars Group Holdings B.V. (The), 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 5.831 7/10/2025 8,757,553 0.22%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
5,251,950
Sterling Infosystems, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 6/20/2022 5,225,690 0.13%
4,565,076
STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan, 3-month LIBOR + 5.250% 7.592 6/30/2022 4,553,663 0.11%
1,892,161
Stiphout Finance LLC, USD 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 10/26/2022 1,892,161 0.05%
15,933,092
Strategic Partners, Inc., 2016 Term Loan, 1-month LIBOR + 3.750% 5.827 6/30/2023 15,953,009 0.39%
14,425,134
Surgery Center Holdings, Inc., 2017 Term Loan B, 1-month LIBOR + 3.250% 5.330 9/2/2024 14,422,105 0.36%
12,319,630
SurveyMonkey, Inc., 2017 Term Loan, 1-month LIBOR + 4.500% 6.580 4/13/2024 12,335,029 0.31%
7,453,026 Tacala LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/31/2025 7,464,205 0.18% 7,377,196
Tecomet Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.600 5/1/2024 7,404,860 0.18%
7,453,506
The Talbots, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.577 3/19/2020 7,304,435 0.18%
8,040,607
The Talbots, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.577 3/19/2021 7,779,287 0.19%
17,869,215
Titan Acquisition Ltd., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.077 3/28/2025 17,559,005 0.43%
11,575,819
TMK Hawk Parent Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.580 8/28/2024 11,572,231 0.29%
15,780,405
Transcendia, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 5/30/2024 15,740,954 0.39%
17,549,950
Transplace Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.822 10/7/2024 17,599,266 0.44%
15,869,925
Trico Group LLC, 2018 Term Loan, 3-month LIBOR + 6.500% 8.807 2/2/2024 15,830,250 0.39%
1,356,706
TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.750% 6.080 11/30/2023 1,356,706 0.03%
13,464,532
TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month Prime + 2.750% 6.084 11/30/2023 13,464,532 0.33%
19,702,540
Truck Hero, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.831 4/21/2024 19,697,614 0.49%
10,039,327 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 6.078 4/13/2023 10,089,524 0.25% 3,090,833
TwentyEighty, Inc., PIK Term Loan B, 3-month LIBOR + 4.00% 6.334 3/31/2020 3,052,197 0.08%
2,269,055
TwentyEighty, Inc., PIK Term Loan C, 3-month LIBOR + 8.75% 2.584 3/31/2020 2,240,691 0.06%
5,513,966
U.S. Anesthesia Partners, Inc., 2017 Term Loan, 1-month LIBOR + 3.000% 5.077 6/23/2024 5,512,808 0.14%
9,783,433
U.S. Farathane LLC, 2017 Term Loan B4, 3-month LIBOR + 3.500% 5.834 12/23/2021 9,758,975 0.24%
13,234,627
U.S. Security Associates Holdings, Inc., 2016 Term Loan, 3-month LIBOR + 3.500% 5.834 7/14/2023 13,241,244 0.33%
14,203,403
U.S. Silica Co., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.125 5/1/2025 14,192,324 0.35%
31,183,211
Uber Technologies, 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.574 7/13/2023 31,274,266 0.77%
12,473,301
Uber Technologies, 2018 Term Loan, 1-month LIBOR + 4.000% 6.100 4/4/2025 12,539,534 0.31%
4,566,525
Unifrax Corp., 2017 USD Term Loan B, 3-month LIBOR + 3.500% 5.834 4/4/2024 4,591,641 0.11%
1,892,234
USI, Inc., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 5/16/2024 1,886,084 0.05%
4,245,915
USS Ultimate Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 8/25/2024 4,272,452 0.11%
6,579,379
Utility One Source LP, Term Loan B, 1-month LIBOR + 5.500% 7.577 4/18/2023 6,743,863 0.17%
10,023,598
UTZ Quality Foods LLC, 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.564 11/21/2024 10,073,716 0.25%
5,305,000
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.092 6/1/2025 5,309,721 0.13%
4,485,600
VC GB Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 2/28/2025 4,485,600 0.11%
17,900,640
Veritas Bermuda Ltd., USD Repriced Term Loan B, 3-month LIBOR + 4.500% 6.641 1/27/2023 16,587,986 0.41%
14,583,354
Verra Mobility Corporation, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.822 2/28/2025 14,619,812 0.36%
15,223,949
Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, 1-month Prime + 4.000% 6.077 12/19/2023 15,185,889 0.38%
6,699,891
Victory Capital Holdings, Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.084 2/12/2025 6,708,266 0.17%
14,662,836
Wall Street Systems Delaware, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 11/21/2024 14,442,894 0.36%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of July 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
13,859,091
Wand Intermediate I LP, 2nd Lien Term Loan, 2-month LIBOR + 7.250% 9.423 9/19/2022 13,911,063 0.34%
14,506,050
Weight Watchers International, Inc., 2017 Term Loan B, 3-month LIBOR + 4.750% 7.050 11/29/2024 14,664,746 0.36%
14,641,852
Wellness Merger Sub, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.827 6/30/2024 14,708,911 0.36%
12,544,285 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 6.077 10/10/2024 12,541,149 0.31% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.577 10/10/2024 3,221,111 0.08%
10,361,502
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, 2-month LIBOR + 2.750% 4.930 5/18/2025 10,314,047 0.26%
15,160,832
Wilsonart LLC, 2017 Term Loan B, 3-month LIBOR + 3.250% 5.590 12/19/2023 15,196,308 0.38%
9,124,919
WireCo WorldGroup, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.077 9/30/2023 9,221,917 0.23%
8,562,032
WP CPP Holdings LLC, 2018 Term Loan, 6-month LIBOR + 3.750% 6.280 4/30/2025 8,558,436 0.21%
6,295,136
Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 2.500% 4.577 12/7/2023 6,300,361 0.16%
21,535,391
York Risk Services Holding Corp., Term Loan B, 1-month LIBOR + 3.750% 5.827 10/1/2021 20,831,615 0.52%
15,718,000
Zacapa LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.337 7/3/2025 15,796,590 0.39%
9,772,300
Zep, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.334 8/12/2024 9,454,701 0.23% ______________ _________
Total 3,657,588,099 90.47%
Bonds and Notes
3,000,000 ARD Finance S.A., PIK 7.125 9/15/2023 3,030,000 0.07% 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,419,847 0.36% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,646,700 0.29% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 7,264,978 0.18% 7,540,000 Blackboard, Inc. 9.750 10/15/2021 5,956,600 0.15%
10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,923,980 0.27% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,752,500 0.22%
13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,659,276 0.31% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,617,000 0.11%
14,085,000 Hertz Corp. (The) 7.625 6/1/2022 13,715,269 0.34% 7,560,000 Iridium Communications, Inc. 10.250 4/15/2023 8,174,250 0.20%
14,035,000 iStar, Inc. 6.000 4/1/2022 14,070,087 0.35% 2,137,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 2,195,981 0.05%
23,930,000
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc. 7.875 10/1/2022 22,075,425 0.55%
9,573,952
Motel 6 Trust, Series 2017-M6MZ, Class M, 1-month LIBOR + 6.927% 8.998 8/15/2019 9,667,787 0.24%
6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,393,975 0.16% 11,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 10,863,125 0.27% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,639,063 0.14% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,267,250 0.11% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,738,325 0.22%
15,130,000 Vizient, Inc. 10.375 3/1/2024 16,605,175 0.41% 18,440,000 Wand Merger Corp. 8.125 7/15/2023 19,179,444 0.47% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 27,602,998 0.68% ______________ _________
Total 248,459,035 6.15%
Common Stocks 61,854 Ameriforge Group, Inc. 3,525,678 0.09%
456,710 Blue Ridge Mountain Resource, Inc. 2,443,399 0.06% 1,790,825 Onsite Rental Group Pty Ltd. — 0.00%
20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________
Total 5,969,077 0.15%
Short-Term Investments 385,365,188
Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation 1.100 8/1/2018 385,365,188 9.53% ______________ _________
Total Investments 4,297,381,399 106.30% Other assets less liabilities (254,767,557) (6.30%) Net Assets 4,042,613,842 100.00%
(‡) Unfunded loan commitment. Represents a contractual obligation for future funding at the option of the Borrower.
The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
Senior Loans 14,375,078
ABG Intermediate Holdings 2 LLC, 2017 1st Lien Add-On Term Loan, 1-month LIBOR + 3.500% 5.594 9/26/2024 14,315,134 0.37%
636,000(‡)
ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD 9/29/2024 633,348 0.02%
16,380,918
Academy Ltd., 2015 Term Loan B, 1-month LIBOR + 4.000% 5.988 7/1/2022 13,591,576 0.35%
10,385,715
Access CIG LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 2/27/2025 10,383,118 0.27%
483,039(‡)
Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan, 3-month LIBOR + 7.750% 7.750 2/27/2026 482,638 0.01%
8,991,961
Access CIG LLC, 2018 2nd Lien Term Loan, 1-month LIBOR + 7.750% 9.844 2/27/2026 8,984,497 0.23%
1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 3.750 2/27/2025 1,296,932 0.03% 3,329,000 Access CIG LLC, 2018 Incremental Term Loan 2/27/2025 3,328,168 0.09%
10,929,501
Advanced Discovery, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.085 4/16/2025 10,993,220 0.28%
12,222,406
Advanced Integration Technology LP, 2017 Term Loan B, 1-month LIBOR + 4.750% 7.220 3/21/2023 12,191,850 0.31%
35,996,740
Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.594 7/25/2022 32,592,168 0.83%
11,481,972
AI Aqua Merger Sub, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.344 12/13/2023 11,417,443 0.29%
4,750,394
AI Aqua Merger Sub, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 3.250% 5.344 12/13/2023 4,723,697 0.12%
12,650,863
AI Mistral Holdco Ltd., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.094 3/9/2024 12,524,354 0.32%
9,438,793 Akorn, Inc., Term Loan B, 1-month LIBOR + 4.250% 6.375 4/16/2021 9,226,420 0.24% 1,481,336
Allflex Holdings III, Inc., New 1st Lien Term Loan, 6-month LIBOR + 3.250% 5.138 7/20/2020 1,483,188 0.04%
6,691,384
Alliant Holdings I, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.046 5/9/2025 6,641,199 0.17%
14,209,985
Allied Universal Holdco LLC, 2015 Term Loan, 1-month LIBOR + 3.750% 5.844 7/28/2022 13,979,073 0.36%
9,147,846
ALM Media Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 7/31/2020 8,072,974 0.21%
23,247,169
Almonde, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.807 6/13/2024 22,814,540 0.58%
14,980,000
Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR +
7.250% 9.557 6/13/2025 14,404,169 0.37% 6,775,564
Alpha Media LLC, 2016 Term Loan, 1-month LIBOR + 6.000% 8.097 2/25/2022 6,369,030 0.16%
7,029,091
Alphabet Holding Company, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 9/26/2024 6,530,026 0.17%
11,567,081
American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 3/21/2025 11,552,622 0.30%
8,758,985
AMG Advanced Metallurgical Group NV, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.094 1/29/2025 8,748,036 0.22%
4,506,884
AmWINS Group, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.844 1/25/2025 4,522,658 0.12%
7,575,222
Anemoi Acquisition Holdings LLC, Term Loan B, 3-month LIBOR + 4.250% 6.584 6/26/2022 7,584,691 0.19%
6,993,700
APLP Holdings LP, 2016 Term Loan B, 1-month LIBOR + 3.000% 5.094 4/13/2023 6,988,455 0.18%
7,100,000
Aptean, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.840 12/14/2023 7,113,348 0.18%
15,504,738
Aptean, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.590 12/20/2022 15,485,357 0.40%
1,297,748
AqGen Ascensus, Inc., 2017 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.500% 5.834 12/5/2022 1,296,125 0.03%
10,337,400
AqGen Ascensus, Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.834 12/5/2022 10,324,478 0.26%
1,235,625(‡)
AqGen Ascensus, Inc., 2018 Delayed Draw Term Loan, 3-month LIBOR + 0.5% 0.500 12/5/2022 1,234,080 0.03%
2,054,227
AqGen Ascensus, Inc., 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.834 12/5/2022 2,051,659 0.05%
4,366,242
Arctic Glacier U.S.A., Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.594 3/20/2024 4,381,261 0.11%
11,664,765
Argon Medical Devices, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.844 1/23/2025 11,686,695 0.30%
17,294,575 Array Canada, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.334 2/10/2023 17,229,720 0.44% 13,629,734
Ascena Retail Group, Inc., 2015 Term Loan B, 1-month LIBOR + 4.500% 6.625 8/21/2022 12,137,278 0.31%
11,070,423
Ascend Learning LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 5.094 7/12/2024 11,028,909 0.28%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
1,242,218
ASP Chromaflo Dutch I BV, Term Loan B2, 1-month LIBOR + 3.500% 5.594 11/18/2023 1,246,106 0.03%
3,030,000
ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.094 11/14/2024 3,022,425 0.08%
955,317
ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1, 1-month LIBOR + 3.500% 5.594 11/18/2023 958,307 0.02%
6,057,693
ASP MCS Acquisition Corp., Term Loan B, 3-month LIBOR + 4.750% 7.084 5/18/2024 5,830,530 0.15%
33,587,391
Asurion LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.094 8/4/2025 34,049,218 0.87%
10,950,314
At Home Holding III, Inc., Term Loan, 3-month LIBOR + 3.500% 5.859 6/3/2022 10,922,939 0.28%
8,685,704
ATI Holdings Acquisition, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.546 5/10/2023 8,674,847 0.22%
12,856,939
Atkins Nutritionals Holdings II, Inc., 2017 Term Loan B, 3-month LIBOR + 3.500% 5.863 7/7/2024 12,985,508 0.33%
2,139,250
Atkore International, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 2.750% 5.090 12/22/2023 2,133,367 0.05%
13,318,354
ATS Consolidated, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 2/28/2025 13,351,650 0.34%
15,484,954
Augusta Sportswear Group, Inc., Term Loan B, 1-month LIBOR + 4.500% 6.594 10/26/2023 14,168,733 0.36%
11,549,055
Autodata, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.335 12/13/2024 11,491,310 0.29%
15,375,052 Avaya, Inc., 2018 Term Loan B 12/15/2024 15,384,738 0.39% 15,504,963
Bass Pro Group LLC, Term Loan B, 1-month LIBOR + 5.000% 7.094 9/25/2024 15,514,731 0.40%
8,530,169
BBB Industries U.S. Holdings, Inc., 2018 1st Lien Term Loan 6/26/2025 8,466,193 0.22%
9,807,454
BBB Industries U.S. Holdings, Inc., Term B Loan (First Lien), 1-month LIBOR + 4.500% 6.594 11/3/2021 9,807,454 0.25%
22,078,108 BCP Raptor LLC, Term Loan B, 2-month LIBOR + 4.250% 6.421 6/24/2024 21,553,753 0.55% 10,879,288
BCPE Eagle Buyer LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.344 3/18/2024 10,280,927 0.26%
21,198,438
BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 2/12/2021 20,906,959 0.53%
15,189,814 BI-LO Holding LLC, Exit Term Loan B 5/15/2024 14,610,778 0.37% 9,475,662
Big Jack Holdings LP, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.600 4/5/2024 9,451,973 0.24%
13,975,225
Boing U.S. Holdco, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.613 10/3/2024 13,992,694 0.36%
5,920,667
Boing U.S. Holdco, Inc., 2017 2nd Lien Term Loan, 3-month LIBOR + 7.500% 9.863 10/3/2025 5,905,865 0.15%
19,531,000
Brazos Delaware II LLC, Term Loan B, 1-month LIBOR + 4.000% 6.088 5/21/2025 19,531,000 0.50%
6,341,617
Brickman Group Ltd. LLC, Initial Term Loan (Second Lien), 1-month LIBOR + 6.500% 8.585 12/17/2021 6,369,901 0.16%
13,017,387
Bright Bidco B.V., 2018 Term Loan B, 3-month LIBOR + 3.500% 5.757 6/30/2024 12,906,740 0.33%
7,203,315
Broadstreet Partners, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.344 11/8/2023 7,149,290 0.18%
17,670,000
California Resources Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.838 12/31/2022 17,968,270 0.46%
6,160,000
California Resources Corp., Second Out Term Loan, 1-month LIBOR + 10.375% 12.466 12/31/2021 6,806,800 0.17%
14,755,996
Camelot UK Holdco Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.250% 5.344 10/3/2023 14,696,972 0.38%
17,489,253
Capital Automotive LP, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.100 3/24/2025 17,562,183 0.45%
14,666,243
Capri Finance LLC, USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.609 11/1/2024 14,528,820 0.37%
7,269,756 CareerBuilder, LLC, Term Loan, 3-month LIBOR + 6.750% 9.084 7/31/2023 7,257,616 0.19% 14,533,687
Carestream Dental Equipment, Inc, 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 9/1/2024 14,515,520 0.37%
12,312,156
CDS U.S. Intermediate Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 7/8/2022 12,204,424 0.31%
4,420,915
CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.250% 10.344 7/10/2023 4,277,235 0.11%
20,232,948
Cengage Learning Acquisitions, Inc., 2016 Term Loan B, 1-month LIBOR + 4.250% 6.335 6/7/2023 18,538,439 0.47%
8,595,269
Chesapeake Energy Corp., Term Loan, 1-month LIBOR + 7.500% 9.594 8/23/2021 8,983,861 0.23%
3,311,740
CHG PPC Parent LLC, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.844 3/31/2025 3,295,182 0.08%
13,564,393
CIBT Holdings, Inc., 2017 Term Loan, 3-month LIBOR + 2.750% 6.084 6/3/2024 13,581,349 0.35%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
14,187,000 Clarion Events Ltd., 2018 USD Term Loan B 10/31/2024 13,678,680 0.35% 6,562,987
Communications Sales & Leasing, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.094 10/24/2022 6,259,449 0.16%
1,646,530
Concentra, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.740 6/1/2022 1,644,472 0.04%
6,295,136 Conduent Business Services LLC, 2018 Term Loan B 12/7/2023 6,274,173 0.16% 19,719,213
Confie Seguros Holding II Co., 2016 Term Loan B, 3-month LIBOR + 5.250% 7.557 4/19/2022 19,497,372 0.50%
10,959,300
Constellis Holdings LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 5.000% 7.334 4/21/2024 10,986,698 0.28%
19,046,015
ConvergeOne Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 4/4/2025 18,962,784 0.49%
13,489,516
Coral-U.S. Co-Borrower LLC, Term Loan B4, 1-month LIBOR + 3.250% 5.344 1/31/2025 13,480,208 0.34%
9,036,000
Corel Corp., 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.321 6/3/2024 9,058,590 0.23%
17,378,362
Cortes NP Acquisition Corp., 2017 Term Loan B, 1-month LIBOR + 4.000% 6.001 11/30/2023 17,248,025 0.44%
19,661,868
CPG International, Inc., 2017 Term Loan, 6-month LIBOR + 3.75% 6.251 5/3/2024 19,629,032 0.50%
4,320,353
CPI International, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 7/26/2024 4,331,153 0.11%
9,716,239
CPM Holdings, Inc., Term Loan B, 1-month LIBOR + 3.500% 5.594 4/11/2022 9,801,256 0.25%
4,579,333
Crosby U.S. Acquisition Corp., 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.084 11/22/2021 4,487,746 0.11%
15,643,793
Crown Finance U.S., Inc., 2018 USD Term Loan, 1-month LIBOR + 2.500% 4.594 2/28/2025 15,515,357 0.40%
469,000
Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.844 4/27/2025 467,438 0.01%
13,948,696
Dayco Products LLC, 2017 Term Loan B, 3-month LIBOR + 5.00% 6.557 5/19/2023 13,913,825 0.36%
11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,065,327 0.28% 13,081,965 Deliver Buyer, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.307 5/1/2024 13,057,501 0.33%
1,180,892(‡)
DexKo Global Inc., 2018 USD Incremental Term Loan, 1-month LIBOR + 3.500% 4.284 7/24/2024 1,180,892 0.03%
11,144,070
DexKo Global, Inc., 2018 USD Term Loan, 1-month LIBOR + 3.500% 5.594 7/24/2024 11,151,091 0.29%
6,706,804
DG Investment Intermediate Holdings 2, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.094 2/3/2025 6,656,503 0.17%
1,890,000
DG Investment Intermediate Holdings 2, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.084 2/2/2026 1,894,725 0.05%
720,387(‡)
DG Investment Intermediate Holdings 2, Inc., 2018 Delayed Draw Term Loan, 3-month LIBOR + 3.00% 3.593 2/3/2025 714,984 0.02%
16,051,350
Diamond (BC) B.V., USD Term Loan, 2-month LIBOR + 3.000% 5.097 9/6/2024 15,730,323 0.40%
11,806,000
DigiCert, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.094 10/31/2025 11,510,850 0.29%
9,143,675
DigiCert, Inc., 2017 Term Loan B1, 1-month LIBOR + 4.750% 6.844 10/31/2024 9,130,325 0.23%
4,073,000
Direct ChassisLink, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.094 6/15/2023 4,103,548 0.11%
19,227,352
DiversiTech Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.340 6/3/2024 19,143,328 0.49%
22,637,992
DTI Holdco, Inc., 2018 Term Loan B, 1-month LIBOR + 4.750% 6.844 10/2/2023 22,595,659 0.58%
30,255,259
DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.574 11/4/2021 30,182,949 0.77%
2,887,457
DuBois Chemicals, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.344 3/15/2024 2,891,067 0.07%
16,842,151
Duff & Phelps Corp., 2017 Term Loan B, 3-month LIBOR + 3.250% 5.584 2/13/2025 16,754,403 0.43%
2,350,000
DuPage Medical Group Ltd., 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.085 8/15/2025 2,350,000 0.06%
9,089,076
Edelman Financial Group (The), 2017 Term Loan B, 6-month LIBOR + 4.250% 6.732 11/11/2024 9,096,620 0.23%
1,903,000 Edelman Financial Group (The), 2018 2nd Lien Term Loan 6/8/2026 1,913,714 0.05% 7,943,000 Edelman Financial Group (The), 2018 Term Loan B 6/8/2027 7,928,147 0.20% 2,114,700
EG Finco Ltd., 2018 USD Term Loan, 3-month LIBOR + 4.00% 6.334 2/7/2025 2,094,082 0.05%
13,123,413
EG Group Ltd., 2018 USD Term Loan B, 3-month LIBOR + 4.00% 6.338 2/6/2025 12,995,459 0.33%
20,688,649
EIG Investors Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.75% 6.075 2/9/2023 20,645,616 0.53%
1,671,000
EIG Management Company LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.079 2/22/2025 1,680,742 0.04%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
3,375,519
Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B 6/28/2024 3,371,299 0.09%
5,963,055
Encapsys LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 11/7/2024 5,963,055 0.15%
17,804,409
Endo Luxembourg Finance Co. I S.a.r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.375 4/29/2024 17,759,898 0.45%
12,552,817
EnergySolutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/9/2025 12,568,508 0.32%
4,676,724 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.844 8/12/2023 4,664,283 0.12% 16,933,905
Engineered Machinery Holdings, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 7/19/2024 16,838,736 0.43%
1,586,025
ExamWorks Group, Inc., 2017 Term Loan, 1-month LIBOR + 3.250% 5.344 7/27/2023 1,585,359 0.04%
6,049,951
EXC Holdings III Corp., USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.834 12/2/2024 6,046,200 0.15%
11,229,849
Explorer Holdings, Inc., 2016 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/2/2023 11,173,699 0.29%
1,731,220
Extreme Reach, Inc., 1st Lien Term Loan, 1-month LIBOR + 6.250% 8.350 2/7/2020 1,727,429 0.04%
14,278,000
Extreme Reach, Inc., 2nd Lien Term Loan, 1-month LIBOR + 10.000% 12.088 1/24/2021 13,849,660 0.35%
7,965,803
Eze Castle Software, Inc., New 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.594 4/5/2021 7,965,803 0.20%
4,662,030
Fastener Acquisition, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.482 3/28/2025 4,656,202 0.12%
10,451,736
FHC Health Systems, Inc., 2014 Term Loan, 1-month LIBOR + 4.000% 6.094 12/23/2021 9,406,562 0.24%
4,117,680
Filtration Group Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.094 3/29/2025 4,113,562 0.11%
8,566,948 Flex Acquisition Co., Inc., 2018 1st Lien Term Loan 12/29/2023 8,541,933 0.22% 13,577,677 Flynn Restaurant Group LP, 1st Lien Term Loan 6/1/2025 13,543,733 0.35% 5,452,836
Garda World Security Corp., 2017 Term Loan, 3-month LIBOR + 2.500% 5.805 5/24/2024 5,447,710 0.14%
2,038,940
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, 3-month LIBOR + 3.000% 5.473 12/1/2023 2,038,940 0.05%
23,593,712
Gavilan Resources LLC, 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.085 3/1/2024 23,136,702 0.59%
2,379,000 Gentiva Health Services, Inc., 2018 2nd Lien Term Loan 6/2/2026 2,402,790 0.06% 13,954,700
GHX Ultimate Parent Corp., 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.334 6/28/2024 13,925,674 0.36%
19,521,945
Give & Go Prepared Foods Corp., 2017 1st Lien Add-On Term Loan, 3-month LIBOR + 4.250% 6.584 7/29/2023 18,301,824 0.47%
7,272,048
Global Appliance, Inc., Term Loan B, 1-month LIBOR + 4.000% 6.100 9/29/2024 7,326,588 0.19%
7,676,652
Global Brass & Copper, Inc., 2018 Term Loan B, 1-month LIBOR + 2.500% 4.625 5/24/2025 7,609,481 0.19%
3,301,160
Golden Nugget, Inc., 2017 Incremental Term Loan B, 1-month LIBOR + 2.750% 4.823 10/4/2023 3,294,755 0.08%
19,321,000
GrafTech Finance, Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.505 2/12/2025 19,188,265 0.49%
7,416,180
Greatbatch Ltd., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.300 10/27/2022 7,424,116 0.19%
18,913,286
Greeneden U.S. Holdings II LLC, 2018 USD Term Loan B, 3-month LIBOR + 3.500% 5.834 12/1/2023 18,889,645 0.48%
5,792,009
Grosvenor Capital Management Holdings, LLP, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.844 3/31/2025 5,755,809 0.15%
14,383,144
GTCR Valor Cos., Inc., USD 2017 Term Loan B1, 3-month LIBOR + 3.250% 5.584 6/16/2023 14,339,995 0.37%
20,545,188
GTT Communications, Inc., 2018 USD Term Loan B, 3-month LIBOR + 2.750% 4.875 5/31/2025 20,221,601 0.52%
18,157,423
Harland Clarke Holdings Corp., Term Loan B7, 3-month LIBOR + 4.750% 7.084 11/3/2023 17,643,023 0.45%
14,794,379
Hayward Industries, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 8/5/2024 14,803,699 0.38%
10,904,000
Hearthside Food Solutions, LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.091 5/23/2025 10,790,598 0.28%
9,910,029
High Liner Foods, Inc., Refi Term Loan B, 3-month LIBOR + 3.250% 5.564 4/24/2021 9,563,178 0.24%
7,468,021
Highline Aftermarket Acquisition LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.625 4/26/2025 7,477,356 0.19%
3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5/31/2025 3,500,205 0.09% 11,292,432
Hillman Group, Inc. (The), 2018 Term Loan B, 3-month LIBOR + 3.500% 5.834 5/31/2025 11,243,084 0.29%
14,680,498
Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B, 1-month LIBOR + 3.000% 5.094 5/31/2021 13,660,203 0.35%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
2,964,324
Hudson's Bay Co., 2015 Term Loan B, 2-month LIBOR + 3.250% 5.419 9/30/2022 2,761,268 0.07%
547,391
Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 7/1/2022 547,960 0.01%
14,143,669
Hyland Software, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.094 7/7/2025 14,296,845 0.37%
17,781,601
Hyperion Insurance Group Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.625 12/20/2024 17,786,046 0.45%
14,071,637
Imagine! Print Solutions, Inc., 2017 Term Loan, 1-month LIBOR + 4.750% 6.850 6/21/2022 12,945,906 0.33%
7,148,975
Informatica Corp., 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.344 8/5/2022 7,152,836 0.18%
15,088,328
Information Resources, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.569 1/18/2024 15,069,467 0.39%
12,514,699
Inmar Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 5/1/2024 12,522,584 0.32%
12,067,796
Innovative Xcessories & Services LLC, Term Loan B, 1-month LIBOR + 4.750% 6.840 11/29/2022 12,037,626 0.31%
13,129,000
Interior Logic Group, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.094 5/21/2025 13,129,000 0.34%
11,586,000
International Textile Group, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 6.983 5/1/2024 11,636,747 0.30%
7,828,000
International Textile Group, Inc., 2nd Lien Term Loan, 1-month LIBOR + 9.000% 10.983 5/1/2025 7,593,160 0.19%
9,289,347
IQOR U.S., Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.750% 11.058 4/1/2022 8,834,169 0.23%
13,003,044 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.308 4/1/2021 12,957,533 0.33% 5,194,980
IRB Holding Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.266 2/5/2025 5,199,292 0.13%
13,422,360
Janus International Group LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.094 2/12/2025 13,187,469 0.34%
5,935,368
Jill Acquisition LLC, 2015 Term Loan, 3-month LIBOR + 5.000% 7.360 5/8/2022 5,831,499 0.15%
14,142,450
K&N Engineering, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.084 10/19/2023 14,142,450 0.36%
5,289,743
K-Mac Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.336 3/14/2025 5,250,069 0.13%
20,594,582
Kingpin Intermediate Holdings LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 4.250% 6.350 6/28/2024 20,543,096 0.53%
20,627,276 Kingpin Intermediate Holdings LLC, 2018 Term Loan B 7/3/2024 20,575,708 0.53% 18,573,869
Klockner-Pentaplast of America, Inc., USD 2017 Term Loan B2, 1-month LIBOR + 4.250% 6.344 6/30/2022 17,746,775 0.45%
15,712,000 L&W, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.084 5/22/2025 15,712,000 0.40% 10,946,232
Laureate Education, Inc., 2017 Term Loan B, 1-month LIBOR + 3.500% 5.594 4/26/2024 10,937,146 0.28%
13,239,829
LBM Borrower LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.847 8/20/2022 13,231,620 0.34%
7,416,332
LegalZoom.com, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.588 11/21/2024 7,434,873 0.19%
15,186,120
Leslie's Poolmart, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.594 8/16/2023 15,155,747 0.39%
11,288,202 LifeMiles Ltd., Term Loan B, 3-month LIBOR + 5.500% 7.831 8/18/2022 11,259,981 0.29% 19,424,974
Limetree Bay Terminals LLC, 2017 Term Loan B, 1-month LIBOR + 4.000% 6.091 2/15/2024 19,224,702 0.49%
10,332,000
Loparex Holding B.V., 2018 Term Loan, 3-month LIBOR + 4.250% 6.584 4/11/2025 10,357,830 0.26%
16,497,336
LSC Communications, Inc., 2017 Term Loan B, 1-month LIBOR + 5.500% 7.594 9/30/2022 16,487,108 0.42%
8,464,384
LSF9 Atlantis Holdings LLC, 2017 Term Loan, 1-month LIBOR + 6.000% 8.001 5/1/2023 8,358,579 0.21%
11,029,194
LTI Holdings, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.844 5/16/2024 11,001,621 0.28%
3,198,983
LTI Holdings, Inc., 2018 Term Loan, 3-month LIBOR + 2.500% 5.594 5/16/2024 3,194,984 0.08%
16,395,638
Lucid Energy Group II LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.085 2/17/2025 16,293,165 0.42%
1,109,527
MA FinanceCo. LLC, USD Term Loan B3, 1-month LIBOR + 2.750% 4.844 6/21/2024 1,103,292 0.03%
7,075,599
Mannington Mills, Inc., Term Loan B, 3-month LIBOR + 3.750% 6.084 10/1/2021 7,106,590 0.18%
16,454,000
Mayfield Agency Borrower, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.594 2/28/2025 16,433,433 0.42%
12,292,000
McAfee LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.594 9/29/2025 12,464,088 0.32%
22,149,209
McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B, 1-month LIBOR + 4.000% 6.094 5/4/2022 21,632,468 0.55%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
11,188,958
Men's Wearhouse, Inc. (The), 2018 Term Loan B2, 1-month LIBOR + 3.500% 5.483 4/9/2025 11,235,615 0.29%
19,468,208 Meredith Corp., Term Loan B, 1-month LIBOR + 3.000% 5.094 1/31/2025 19,443,872 0.50% 15,044,530
Merrill Communications LLC, 2015 Term Loan, 3-month LIBOR + 5.250% 7.609 6/1/2022 15,194,975 0.39%
19,843,271
MH Sub I LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.835 9/13/2024 19,824,023 0.51%
8,830,000
MH Sub I LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 7.500% 9.585 9/15/2025 8,885,188 0.23%
11,143,748
MHVC Acquisition Corp., 2017 Term Loan, 3-month LIBOR + 5.250% 7.590 4/29/2024 11,171,607 0.29%
14,893,079
Mirion Technologies, Inc., Term Loan B, 3-month LIBOR + 4.750% 6.983 3/31/2022 14,855,846 0.38%
13,891,421
Mister Car Wash Holdings, Inc., Term Loan B, 6-month LIBOR + 3.250% 5.703 8/20/2021 13,908,786 0.36%
10,831,619 Morsco, Inc., Term Loan B, 3-month LIBOR + 6.000% 11.000 10/31/2023 10,939,935 0.28% 5,662,581
NAB Holdings LLC, 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 7/1/2024 5,623,679 0.14%
7,244,000 National CineMedia LLC, 2018 Term Loan B 6/15/2025 7,239,509 0.19% 15,602,316
National Intergovernmental Purchasing Alliance Co., 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 5/23/2025 15,563,310 0.40%
10,216,068
Neiman Marcus Group Ltd. LLC, 2020 Term Loan, 1-month LIBOR + 3.250% 5.263 10/25/2020 9,038,666 0.23%
9,973,000
NES Global Talent Finance U.S. LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.500% 7.856 5/11/2023 9,923,135 0.25%
20,496,755
NeuStar, Inc., 2018 Term Loan B4, 1-month LIBOR + 3.500% 5.594 8/8/2024 20,496,755 0.52%
12,838,048
NeuStar, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.094 8/8/2025 12,324,526 0.32%
8,521,469
NMSC Holdings, Inc., 1st Lien Term Loan, 6-month LIBOR + 5.000% 7.453 4/19/2023 8,457,558 0.22%
10,467,315 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.844 10/19/2022 10,441,146 0.27% 571,557
NPC International, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 4/19/2024 574,174 0.01%
6,842,966
Oasis Outsourcing Holdings, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 6/30/2023 6,874,307 0.18%
17,902,546
Oberthur Technologies S.A., 2016 USD Term Loan B1, 3-month LIBOR + 3.750% 6.084 1/10/2024 17,827,892 0.46%
13,772,513
Ocean Bidco, Inc., USD Term Loan B, 3-month LIBOR + 5.000% 7.334 3/21/2025 13,824,159 0.35%
15,477,415
Onex TSG Holdings II Corp., 1st Lien Term Loan, 1-month LIBOR + 4.000% 6.094 7/31/2022 15,371,085 0.39%
3,266,549
Onsite Rental Group Pty Ltd., Notes, 6-month LIBOR + 6.100% 6.100 10/26/2023 2,515,243 0.06%
2,389,195
Onsite Rental Group Pty Ltd., Term Loan B, 1-month LIBOR + 4.500% 6.591 10/26/2022 2,341,411 0.06%
17,604,696 Option Care, Term Loan B, 3-month LIBOR + 3.750% 5.844 6/1/2025 17,626,702 0.45% 6,955,650
Oxbow Carbon LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.844 1/4/2023 7,007,817 0.18%
12,083,607
Ozark Holdings LLC, Term Loan B, 1-month LIBOR + 3.250% 5.344 7/1/2023 12,008,084 0.31%
1,618,496
P2 Upstream Acquisition Co., 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.370 10/30/2020 1,602,311 0.04%
11,532,999
Patterson Medical Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.109 8/28/2022 10,985,182 0.28%
4,970,000
Pelican Products, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.483 5/1/2025 4,957,575 0.13%
10,160,696
Petroleum Geo-Services ASA, New Term Loan B, 3-month LIBOR + 2.500% 4.834 3/19/2021 9,774,589 0.25%
10,244,242 PetSmart, Inc., Term Loan B2, 1-month LIBOR + 3.000% 5.010 3/11/2022 8,447,607 0.22% 7,827,327
Phoenix Services International LLC, Term Loan, 1-month LIBOR + 3.750% 5.751 3/1/2025 7,837,111 0.20%
9,887,999
Plaskolite, Inc., 1st Lien Term Loan, 3-month LIBOR + 2.500% 5.598 11/3/2022 9,850,919 0.25%
9,063,743
PLZ Aeroscience Corp., USD Term Loan, 3-month LIBOR + 3.500% 5.834 7/31/2022 9,071,266 0.23%
13,043,317
Polycom, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.340 9/27/2023 13,043,317 0.33%
16,393,159
Polyconcept Investments BV, USD 2016 Term Loan B, 1-month LIBOR + 3.750% 5.844 8/16/2023 16,434,142 0.42%
14,387,630
Portillo's Holdings LLC, 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 8/2/2021 14,393,672 0.37%
12,504,000
Portillo's Holdings LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.334 8/1/2022 12,504,000 0.32%
15,212,259
Power Products, LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.362 12/20/2022 15,259,873 0.39%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
6,144,723
Presidio, Inc., 2017 Refinanced Term Loan B, 3-month LIBOR + 2.750% 5.054 2/2/2024 6,131,942 0.16%
6,287,000
PricewaterhouseCoopers LLP, 2018 Term Loan, 1-month LIBOR + 3.250% 5.233 5/1/2025 6,294,859 0.16%
6,751,363
Prince Minerals, Inc., 2018 1st Lien Term Loan, 6-month LIBOR + 3.500% 5.899 3/20/2025 6,742,923 0.17%
18,881,678
Pro Mach Group, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.025 3/7/2025 18,617,334 0.48%
14,588,904
Proampac PG Borrower LLC, 2016 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.610 11/18/2023 14,493,200 0.37%
9,962,813
Project Sunshine IV PTY Ltd., 2017 Term Loan B, 1-month LIBOR + 7.000% 9.094 8/21/2022 9,962,813 0.25%
3,644,865
Prometric Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.100 1/29/2025 3,631,197 0.09%
4,501,410
ProQuest LLC, New Term Loan B, 1-month LIBOR + 3.750% 5.844 10/24/2021 4,518,290 0.12%
18,638,840
Quest Software U.S. Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.576 5/16/2025 18,553,474 0.47%
3,941,078
Radio Systems Corp., Term Loan B, 1-month LIBOR + 2.750% 4.844 5/2/2024 3,926,299 0.10%
2,863,481
Recess Holdings, Inc., 2017 1st Lien Term Loan, 6-month LIBOR + 3.750% 6.203 9/29/2024 2,859,901 0.07%
389,881(‡)
Recess Holdings, Inc., 2017 Delayed Draw Term Loan, 3-month LIBOR + 3.750% 3.750 9/29/2024 389,394 0.01%
21,203,415
Red Lobster Management LLC, Term Loan B, 1-month LIBOR + 5.250% 7.344 7/28/2021 21,097,398 0.54%
13,010,790
Resolute Investment Managers, Inc., 2017 1st Lien Term Loan B, 3-month LIBOR + 3.250% 5.584 4/30/2022 13,027,053 0.33%
11,554,197
Riverbed Technology, Inc., 2016 Term Loan, 1-month LIBOR + 3.250% 5.350 4/24/2022 11,399,486 0.29%
14,555,040
Robertshaw U.S. Holding Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.625 2/28/2025 14,518,652 0.37%
9,359,790
Rocket Software, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 10/14/2023 9,392,924 0.24%
5,657,835
Rocket Software, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.834 10/14/2024 5,695,573 0.15%
5,030,393
Safe Fleet Holdings LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.990 2/1/2025 4,976,970 0.13%
9,584,428
Sage Automotive Interiors, Inc., 2016 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.094 10/27/2022 9,608,389 0.25%
15,350,075 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 6.094 12/28/2024 15,273,325 0.39% 7,492,913
Seattle Spinco, Inc., USD Term Loan B3, 1-month LIBOR + 2.750% 4.844 6/21/2024 7,450,802 0.19%
24,157,462
Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, 3-month LIBOR + 5.750% 7.892 2/28/2022 24,233,075 0.62%
4,311,524
Serta Simmons Bedding LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.747 11/8/2023 3,664,795 0.09%
16,335,507
Serta Simmons Bedding LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.331 11/8/2024 10,924,370 0.28%
6,006,963
Sesac Holdco II LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.094 2/23/2024 5,954,281 0.15%
8,718,000 Sigma Bidco BV, 2018 USD Term Loan B 2/23/2025 8,625,415 0.22% 19,007,187
Sirius Computer Solutions, Inc., 2016 Term Loan, 1-month LIBOR + 4.250% 6.344 10/30/2022 19,015,170 0.49%
6,323,368
SiteOne Landscape Supply, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.850 4/29/2022 6,343,160 0.16%
18,199,000
SIWF Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.323 6/15/2025 18,267,246 0.47%
4,455,833
SMG Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 1/23/2025 4,444,693 0.11%
12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.844 3/3/2023 12,475,098 0.32% 13,768,713
Sotera Health Holdings LLC, 2017 Term Loan, 3-month LIBOR + 3.000% 5.334 5/15/2022 13,717,080 0.35%
14,751,929
Southern Graphics, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.344 12/31/2022 14,701,182 0.38%
10,997,438
Spectrum Holdings III Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 1/31/2025 10,942,450 0.28%
1,090,000(‡)
Spectrum Holdings III Corp., Delayed Draw Term Loan, 3-month LIBOR + 1.000% 1.000 1/31/2025 1,084,550 0.03%
6,543,845 SRAM LLC, 2018 Term Loan B 3/15/2024 6,519,305 0.17% 8,218,034 St. Georges University, 2018 1st Lien Term Loan B 6/21/2025 8,197,489 0.21% 2,556,722 St. Georges University, 2018 Delayed Draw Term Loan 6/21/2025 2,550,330 0.07%
27,444,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 27,058,168 0.69% 8,684,000
Stars Group Holdings B.V. (The), 2018 USD Incremental Term Loan 7/28/2025 8,684,000 0.22%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
5,251,950
Sterling Infosystems, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 6/20/2022 5,199,430 0.13%
4,565,076
STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.344 6/30/2022 4,553,663 0.12%
1,892,161
Stiphout Finance LLC, USD 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.094 10/26/2022 1,888,622 0.05%
13,083,092
Strategic Partners, Inc., 2016 Term Loan, 1-month LIBOR + 3.750% 5.844 6/30/2023 13,181,216 0.34%
14,425,134
Surgery Center Holdings, Inc., 2017 Term Loan B, 2-month LIBOR + 3.250% 5.350 9/2/2024 14,374,069 0.37%
12,319,630
SurveyMonkey, Inc., 2017 Term Loan, 1-month LIBOR + 4.500% 6.600 4/13/2024 12,288,831 0.31%
7,453,026 Tacala LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.233 1/31/2025 7,413,897 0.19% 7,377,196
Tecomet Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.511 5/1/2024 7,354,179 0.19%
7,453,506
The Talbots, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.594 3/19/2020 7,327,765 0.19%
8,040,607
The Talbots, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.594 3/19/2021 7,779,287 0.20%
17,869,215
Titan Acquisition Ltd., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.094 3/28/2025 17,576,696 0.45%
11,598,319
TMK Hawk Parent Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.600 8/28/2024 11,558,421 0.30%
13,780,405
Transcendia, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 5/30/2024 13,720,184 0.35%
17,549,950
Transplace Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.807 10/7/2024 17,484,138 0.45%
9,869,925
Trico Group LLC, 2018 Term Loan, 3-month LIBOR + 6.500% 8.807 2/2/2024 9,869,925 0.25%
1,356,706
TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.750% 6.080 11/30/2023 1,353,599 0.03%
13,498,706
TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 11/30/2023 13,467,794 0.34%
14,202,540
Truck Hero, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.838 4/21/2024 14,178,822 0.36%
10,039,327 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 6.046 4/13/2023 10,139,720 0.26% 3,090,833
TwentyEighty, Inc., PIK Term Loan B, 3-month LIBOR + 4.00% 6.334 3/31/2020 3,052,197 0.08%
2,269,055
TwentyEighty, Inc., PIK Term Loan C, 3-month LIBOR + 8.75% 2.584 3/31/2020 2,240,691 0.06%
5,513,966
U.S. Anesthesia Partners, Inc., 2017 Term Loan, 1-month LIBOR + 3.000% 5.094 6/23/2024 5,490,532 0.14%
9,783,433
U.S. Farathane LLC, 2017 Term Loan B4, 3-month LIBOR + 3.500% 5.834 12/23/2021 9,734,516 0.25%
13,234,627
U.S. Security Associates Holdings, Inc., 2016 Term Loan, 3-month LIBOR + 3.500% 5.834 7/14/2023 13,241,244 0.34%
14,203,403
U.S. Silica Co., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.125 5/1/2025 14,182,097 0.36%
24,179,118
Uber Technologies, 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.547 7/13/2023 24,194,350 0.62%
10,777,395
Uber Technologies, 2018 Term Loan, 1-month LIBOR + 4.000% 6.001 4/4/2025 10,799,812 0.28%
4,566,525
Unifrax Corp., 2017 USD Term Loan B, 3-month LIBOR + 3.500% 5.834 4/4/2024 4,575,658 0.12%
23,600,000 Unimin Corp., Term Loan, 3-month LIBOR + 3.750% 6.050 6/1/2025 23,585,368 0.60% 1,892,234
USI, Inc., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 5/16/2024 1,879,461 0.05%
2,260,915
USS Ultimate Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 8/25/2024 2,260,915 0.06%
6,579,379
Utility One Source LP, Term Loan B, 1-month LIBOR + 5.500% 7.594 4/18/2023 6,727,415 0.17%
10,048,783
UTZ Quality Foods LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.591 11/21/2024 10,070,790 0.26%
5,305,000
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 4.983 6/1/2025 5,283,462 0.14%
4,485,600
VC GB Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.094 2/28/2025 4,496,814 0.12%
17,900,640
Veritas Bermuda Ltd., USD Repriced Term Loan B, 3-month LIBOR + 4.500% 6.654 1/27/2023 16,361,185 0.42%
9,030,949
Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, 1-month Prime + 4.000% 6.094 12/19/2023 8,985,794 0.23%
15,246,870 Vestcom Parent Holdings, Inc., 2018 Term Loan B 12/19/2023 15,170,636 0.39% 7,911,755
VF Holding Corp., Reprice Term Loan, 1-month LIBOR + 3.250% 5.344 6/30/2023 7,858,351 0.20%
7,052,517
Victory Capital Management Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.084 2/12/2025 7,034,885 0.18%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
14,662,836
Wall Street Systems Delaware, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.094 11/21/2024 14,442,894 0.37%
13,859,091
Wand Intermediate I LP, 2nd Lien Term Loan, 6-month LIBOR + 7.250% 9.138 9/19/2022 13,893,739 0.36%
4,355,000
Waterjet Holdings, Inc., Term Loan, 6-month LIBOR + 3.000% 5.153 4/3/2025 4,333,225 0.11%
14,506,050
Weight Watchers International, Inc., 2017 Term Loan B, 1-month LIBOR + 4.750% 7.010 11/29/2024 14,646,614 0.37%
14,641,852
Wellness Merger Sub, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.844 6/30/2024 14,782,121 0.38%
9,544,285 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 6.094 10/10/2024 9,501,336 0.24% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.594 10/10/2024 3,211,650 0.08% 5,361,502
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, 2-month LIBOR + 2.750% 4.930 5/18/2025 5,314,589 0.14%
15,160,832
Wilsonart LLC, 2017 Term Loan B, 3-month LIBOR + 3.250% 5.590 12/19/2023 15,115,350 0.39%
9,124,919
WireCo WorldGroup, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.094 9/30/2023 9,159,137 0.23%
5,667,964
WP CPP Holdings LLC, 2018 Term Loan, 6-month LIBOR + 3.750% 6.280 4/30/2025 5,687,802 0.15%
6,295,136
Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 3.000% 12/7/2023 6,274,173 0.16%
21,535,391
York Risk Services Holding Corp., Term Loan B, 1-month LIBOR + 3.750% 5.844 10/1/2021 20,850,781 0.53%
11,718,000 Zacapa LLC, 2018 1st Lien Term Loan B 7/3/2025 11,659,410 0.30% 9,772,300
Zep, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.334 8/12/2024 9,503,562 0.24%
8,768,748
Zodiac Pool Solutions LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 8.000 12/20/2023 8,757,787 0.22% ______________ _________
Total 3,543,565,973 90.60%
Bonds and Notes 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,388,144 0.37% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,594,000 0.30% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 7,093,858 0.18% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 9,318,330 0.24% 10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,835,036 0.28% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,730,000 0.22%
13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,561,500 0.32% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,677,750 0.12%
14,085,000 Hertz Corp. (The) 7.625 6/1/2022 13,521,600 0.34% 7,560,000 Iridium Communications, Inc. 10.250 4/15/2023 8,145,900 0.21%
14,035,000 iStar, Inc. 6.000 4/1/2022 14,035,000 0.36% 11,800,000 MEG Energy Corp. 6.375 1/30/2023 10,974,000 0.28% 2,137,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 2,195,768 0.06%
23,930,000
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc. 7.875 10/1/2022 23,092,450 0.59%
9,600,052
Motel 6 Trust, Series 2017-M6MZ, Class M, 1-month LIBOR + 6.927% 9.000 8/15/2019 9,695,187 0.25%
6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,393,975 0.16% 4,258,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,331,280 0.11% 9,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 9,035,156 0.23% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,639,062 0.14% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,282,566 0.11%
13,270,000 SM Energy Co. 6.500 1/1/2023 13,402,700 0.34% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,578,492 0.22%
15,130,000 Vizient, Inc. 10.375 3/1/2024 16,680,825 0.43% 16,505,000 Wand Merger Corp. 8.125 7/15/2023 16,752,575 0.43% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 27,179,726 0.69% ______________ _________
Total 273,134,880 6.98%
Common Stocks
61,854 Ameriforge Group, Inc. 3,896,802 0.10% 456,710 Blue Ridge Mountain Resource, Inc. 2,549,812 0.07%
1,790,825 Onsite Rental Group Pty Ltd. — 0.00% 20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________
Total 6,446,614 0.17%
Short-Term Investments 362,418,704
Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation 1.100 7/2/2018 362,418,704 9.27% ______________ _________
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of June 30, 2018 (Unaudited)
Total Investments 4,185,566,171 107.02% Other assets less liabilities (274,429,868) (7.02%) Net Assets 3,911,136,303 100.00%
(‡) Unfunded loan commitment. Represents a contractual obligation for future funding at the option of the Borrower.
The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
Senior Loans 13,694,486
ABG Intermediate Holdings 2 LLC, 2017 1st Lien Add-On Term Loan, 3-month LIBOR + 3.500% 5.802 9/26/2024 13,762,958 0.36%
636,000
ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD 9/29/2024 639,180 0.02%
16,426,378
Academy Ltd., 2015 Term Loan B, 3-month LIBOR + 4.000% 5.942 7/1/2022 12,981,931 0.34%
10,411,744
Access CIG LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.730 2/27/2025 10,450,892 0.28%
483,039(‡) Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan 3.875 2/27/2026 484,551 0.01% 8,991,961
Access CIG LLC, 2018 2nd Lien Term Loan, 1-month LIBOR + 7.750% 9.730 2/27/2026 9,020,106 0.24%
1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 0.500 2/27/2025 1,302,134 0.03% 10,929,501
Advanced Discovery, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 6.934 4/16/2025 11,052,458 0.29%
12,253,349
Advanced Integration Technology LP, 2017 Term Loan B, 3-month LIBOR + 4.750% 6.735 3/21/2023 12,253,349 0.32%
35,996,740
Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.480 7/25/2022 33,236,870 0.88%
11,481,972
AI Aqua Merger Sub, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.230 12/13/2023 11,496,324 0.30%
4,750,394
AI Aqua Merger Sub, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 3.250% 5.230 12/13/2023 4,744,456 0.13%
12,682,890
AI Mistral Holdco Ltd., 2017 Term Loan B, 1-month LIBOR + 3.000% 4.980 3/9/2024 12,619,476 0.33%
9,438,793 Akorn, Inc., Term Loan B, 1-month LIBOR + 4.250% 6.250 4/16/2021 9,179,226 0.24% 1,485,224
Allflex Holdings III, Inc., New 1st Lien Term Loan, 6-month LIBOR + 3.250% 5.138 7/20/2020 1,493,274 0.04%
6,691,384
Alliant Holdings I, Inc., 2018 Term Loan B, 3-month LIBOR + 3.000% 4.929 5/9/2025 6,683,020 0.18%
14,246,327
Allied Universal Holdco LLC, 2015 Term Loan, 3-month LIBOR + 3.750% 6.052 7/28/2022 14,017,816 0.37%
9,147,846
ALM Media Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.802 7/31/2020 8,095,844 0.21%
18,192,169
Almonde, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.807 6/13/2024 17,891,999 0.47%
14,980,000
Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR + 7.250% 9.557 6/13/2025 14,484,761 0.38%
6,879,864 Alpha Media LLC, 2016 Term Loan, LIBOR + 6.000% 8.095 2/25/2022 6,467,072 0.17%
12,864,259
Alphabet Holding Company, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 9/26/2024 11,372,005 0.30%
11,596,071
American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.730 3/21/2025 11,661,357 0.31%
8,780,993
AMG Advanced Metallurgical Group NV, 2018 Term Loan B, 3-month LIBOR + 3.000% 5.302 1/29/2025 8,835,874 0.23%
4,506,884
AmWINS Group, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.730 1/25/2025 4,546,319 0.12%
7,860,507
Anemoi Acquisition Holdings LLC, Term Loan B, 3-month LIBOR + 4.250% 6.552 6/26/2022 7,899,810 0.21%
7,279,157
APLP Holdings LP, 2016 Term Loan B, 1-month LIBOR + 3.000% 4.980 4/13/2023 7,299,612 0.19%
7,100,000
Aptean, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.810 12/14/2023 7,122,223 0.19%
15,543,990
Aptean, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.560 12/20/2022 15,547,876 0.41%
1,297,748
AqGen Ascensus, Inc., 2017 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.500% 5.802 12/3/2022 1,300,992 0.03%
10,337,400
AqGen Ascensus, Inc., 2017 Repriced Term Loan, 3-month LIBOR + 3.500% 5.802 12/3/2022 10,363,243 0.27%
4,377,212
Arctic Glacier U.S.A., Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.480 3/20/2024 4,406,408 0.12%
11,694,000
Argon Medical Devices, Inc., 2017 1st Lien Term Loan B, 3-month LIBOR + 3.750% 6.052 1/23/2025 11,767,088 0.31%
15,896,475 Array Canada, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.302 2/10/2023 15,916,346 0.42% 14,524,138
Ascena Retail Group, Inc., 2015 Term Loan B, 1-month LIBOR + 4.500% 6.500 8/21/2022 12,636,000 0.33%
11,098,308
Ascend Learning LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 4.980 7/12/2024 11,112,181 0.29%
1,245,371
ASP Chromaflo Dutch I BV, Term Loan B2, 1-month LIBOR + 3.500% 5.480 11/18/2023 1,250,041 0.03%
3,030,000
ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan, 1-month LIBOR + 8.000% 9.980 11/14/2024 3,022,425 0.08%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
957,742
ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1, 1-month LIBOR + 3.500% 5.480 11/18/2023 961,333 0.03%
6,072,991
ASP MCS Acquisition Corp., Term Loan B, 1-month LIBOR + 4.750% 6.730 5/18/2024 6,042,626 0.16%
28,717,391
Asurion LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 7.980 8/4/2025 29,392,250 0.78%
9,956,388
At Home Holding III, Inc., Term Loan, 3-month LIBOR + 3.500% 5.859 6/3/2022 9,956,388 0.26%
8,707,861
ATI Holdings Acquisition, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.428 5/10/2023 8,705,684 0.23%
12,881,786
Atkins Nutritionals Holdings II, Inc., 2017 Term Loan B, 3-month LIBOR + 3.500% 5.863 7/7/2024 13,010,604 0.34%
2,144,625
Atkore International, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 2.750% 5.060 12/22/2023 2,149,601 0.06%
13,351,733
ATS Consolidated, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.659 2/28/2025 13,451,871 0.36%
15,527,147
Augusta Sportswear Group, Inc., Term Loan B, 1-month LIBOR + 4.500% 6.480 10/26/2023 14,207,340 0.38%
11,578,000
Autodata, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.184 12/13/2024 11,549,055 0.31%
11,498,183 Avaya, Inc., Exit Term Loan B, 1-month LIBOR + 4.750% 6.684 12/15/2024 11,558,893 0.31% 15,544,018
Bass Pro Group LLC, Term Loan B, 1-month LIBOR + 5.000% 6.980 9/25/2024 15,605,573 0.41%
9,833,348
BBB Industries U.S. Holdings, Inc., Term B Loan (First Lien), 1-month LIBOR + 4.500% 6.480 11/3/2021 9,907,098 0.26%
22,133,861 BCP Raptor LLC, Term Loan B, 2-month LIBOR + 4.250% 6.306 6/24/2024 21,562,144 0.57% 10,906,830
BCPE Eagle Buyer LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.230 3/18/2024 10,388,756 0.27%
18,010,234
BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.726 2/12/2021 17,875,157 0.47%
15,189,814 BI-LO Holding LLC, Exit Term Loan B 5/15/2024 14,683,537 0.39% 9,652,952 Big Jack Holdings LP, 2018 Term Loan B 4/5/2024 9,689,151 0.26%
13,975,225
Boing U.S. Holdco, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.613 10/3/2024 14,036,436 0.37%
5,920,667
Boing U.S. Holdco, Inc., 2017 2nd Lien Term Loan, 3-month LIBOR + 7.500% 9.863 10/3/2025 5,905,865 0.16%
10,787,000
Brazos Delaware II LLC, Term Loan B, 1-month LIBOR + 4.000% 5.948 5/21/2025 10,760,033 0.28%
6,341,617
Brickman Group Ltd. LLC, Initial Term Loan (Second Lien), 1-month LIBOR + 6.500% 8.435 12/17/2021 6,369,901 0.17%
13,050,013 Bright Bidco B.V., 2018 Term Loan B, LIBOR + 3.500% 5.746 6/30/2024 13,004,337 0.34% 7,221,597 Broadstreet Partners, Inc., 2018 Term Loan B 11/8/2023 7,221,597 0.19%
17,670,000
California Resources Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.698 12/31/2022 18,060,154 0.48%
6,160,000
California Resources Corp., Second Out Term Loan, 1-month LIBOR + 10.375% 12.336 12/31/2021 6,903,081 0.18%
12,793,164
Camelot UK Holdco Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.250% 5.230 10/3/2023 12,801,224 0.34%
17,489,253
Capital Automotive LP, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 7.990 3/24/2025 17,751,592 0.47%
14,666,243
Capri Finance LLC, USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.609 11/1/2024 14,482,914 0.38%
7,269,756 CareerBuilder LLC, Term Loan, 3-month LIBOR + 6.750% 9.052 7/31/2023 7,257,616 0.19% 14,570,296
Carestream Dental Equipment, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.552 9/1/2024 14,552,083 0.38%
12,343,247
CDS U.S. Intermediate Holdings, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.052 7/8/2022 12,290,788 0.33%
3,931,000
CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.250% 10.552 7/10/2023 3,817,984 0.10%
20,232,948
Cengage Learning Acquisitions, Inc., 2016 Term Loan B, 1-month LIBOR + 4.250% 6.184 6/7/2023 18,113,547 0.48%
8,595,269
Chesapeake Energy Corp., Term Loan, 1-month LIBOR + 7.500% 9.468 8/23/2021 9,023,227 0.24%
3,311,740
CHG PPC Parent LLC, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.730 3/31/2025 3,311,740 0.09%
13,598,647
CIBT Holdings, Inc., 2017 Term Loan, 3-month LIBOR + 3.750% 6.052 6/3/2024 13,632,644 0.36%
14,187,000 Clarion Events Ltd., 2018 USD Term Loan B 10/31/2024 13,820,550 0.37% 6,579,644
Communications Sales & Leasing, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 4.980 10/24/2022 6,390,479 0.17%
1,646,530
Concentra, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.660 6/1/2022 1,650,647 0.04%
19,769,262
Confie Seguros Holding II Co., 2016 Term Loan B, LIBOR + 5.250% 7.556 4/19/2022 19,769,262 0.52%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
10,986,975
Constellis Holdings LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 5.000% 7.302 4/21/2024 11,110,578 0.29%
17,046,015
ConvergeOne Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.730 4/4/2025 17,035,446 0.45%
13,489,516
Coral-U.S. Co-Borrower LLC, Term Loan B4, 1-month LIBOR + 3.250% 5.230 1/31/2025 13,558,448 0.36%
17,378,362
Cortes NP Acquisition Corp., 2017 Term Loan B, 1-month LIBOR + 4.000% 5.909 11/30/2023 17,139,410 0.45%
19,711,645
CPG International, Inc., 2017 Term Loan, 6-month LIBOR + 3.750% 5.593 5/3/2024 19,797,982 0.52%
4,331,235
CPI International, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 7/26/2024 4,342,063 0.11%
9,722,028
CPM Holdings, Inc., Term Loan B, 1-month LIBOR + 3.500% 5.480 4/11/2022 9,813,220 0.26%
4,579,333
Crosby U.S. Acquisition Corp., 2nd Lien Term Loan, 1-month LIBOR + 6.000% 7.953 11/22/2021 4,487,746 0.12%
15,683,000
Crown Finance U.S., Inc., 2018 USD Term Loan, 1-month LIBOR + 2.500% 4.480 2/28/2025 15,614,465 0.41%
469,000
Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.730 4/27/2025 471,054 0.01%
13,948,696
Dayco Products LLC, 2017 Term Loan B, 3-month LIBOR + 5.000% 7.307 5/19/2023 13,983,568 0.37%
11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,106,822 0.29% 13,115,000 Deliver Buyer, Inc., 2018 Term Loan B 5/8/2024 13,065,819 0.35%
1,182,000(‡)
DexKo Global, Inc., 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 4.363 7/24/2024 1,188,655 0.03%
11,172,000
DexKo Global, Inc., 2018 USD Term Loan, 3-month LIBOR + 3.500% 5.802 7/24/2024 11,266,292 0.30%
6,723,613
DG Investment Intermediate Holdings 2, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.302 2/3/2025 6,694,231 0.18%
1,890,000
DG Investment Intermediate Holdings 2, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.052 2/2/2026 1,899,450 0.05%
720,387(‡)
DG Investment Intermediate Holdings 2, Inc., 2018 Delayed Draw Term Loan, 1-month LIBOR + 3.000% 3.561 2/3/2025 717,239 0.02%
16,091,680 Diamond (BC) B.V., USD Term Loan, LIBOR + 3.000% 5.097 9/6/2024 15,924,005 0.42% 11,806,000
DigiCert, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 8.000% 9.980 10/31/2025 11,599,395 0.31%
9,166,591
DigiCert, Inc., 2017 Term Loan B1, 1-month LIBOR + 4.750% 6.730 10/31/2024 9,143,675 0.24%
4,073,000
Direct ChassisLink, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 7.980 6/15/2023 4,134,095 0.11%
15,675,888
DiversiTech Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.310 6/3/2024 15,626,980 0.41%
19,945,656
DTI Holdco, Inc., 2018 Term Loan B, 1-month LIBOR + 4.750% 6.730 10/2/2023 19,870,859 0.53%
30,333,236
DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.572 11/4/2021 30,310,486 0.80%
2,894,711
DuBois Chemicals, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.230 3/15/2024 2,905,566 0.08%
16,884,362
Duff & Phelps Corp., 2017 Term Loan B, 3-month LIBOR + 3.250% 5.552 2/13/2025 16,863,256 0.45%
2,350,000
DuPage Medical Group Ltd., 2nd Lien Term Loan, 1-month LIBOR + 7.000% 8.934 8/15/2025 2,355,875 0.06%
9,111,913
Edelman Financial Group (The), 2017 Term Loan B, 6-month LIBOR + 4.250% 6.732 11/11/2024 9,148,907 0.24%
875,000 EG Finco Ltd., 2018 USD Term Loan 2/7/2025 872,086 0.02% 13,135,000 EG Group Ltd., 2018 USD Term Loan B 2/6/2025 13,091,260 0.35% 21,019,867 EIG Investors Corp., 2017 Term Loan, LIBOR + 4.000% 6.318 2/9/2023 21,098,692 0.56% 1,671,000
EIG Management Company LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.079 2/22/2025 1,683,533 0.04%
5,978,000
Encapsys LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 11/7/2024 5,996,711 0.16%
17,849,370
Endo Luxembourg Finance Co. I S.a r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.250 4/29/2024 17,642,139 0.47%
6,485,362
EnergySolutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 5.773 5/9/2025 6,554,301 0.17%
4,717,180 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.730 8/12/2023 4,714,255 0.12% 16,976,452
Engineered Machinery Holdings, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.552 7/19/2024 16,976,452 0.45%
3,338,005
EWT Holdings III Corp., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.302 12/20/2024 3,358,868 0.09%
1,590,000
ExamWorks Group, Inc., 2017 Term Loan, 1-month LIBOR + 3.250% 5.230 7/27/2023 1,599,445 0.04%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
3,744,335
EXC Holdings III Corp., USD 2017 1st Lien Term Loan, 6-month LIBOR + 3.500% 5.161 12/2/2024 3,773,990 0.10%
11,258,496
Explorer Holdings, Inc., 2016 Term Loan B, 3-month LIBOR + 3.750% 5.806 5/2/2023 11,338,206 0.30%
1,771,569
Extreme Reach, Inc., 1st Lien Term Loan, 1-month LIBOR + 6.250% 8.240 2/7/2020 1,770,099 0.05%
14,278,000
Extreme Reach, Inc., 2nd Lien Term Loan, 1-month LIBOR + 10.000% 11.948 1/24/2021 13,439,168 0.36%
7,965,803
Eze Castle Software, Inc., New 2nd Lien Term Loan, 3-month LIBOR + 6.500% 8.802 4/5/2021 7,965,803 0.21%
4,673,714
Fastener Acquisition, Inc., 2018 1st Lien Term Loan, LIBOR + 4.250% 6.415 3/28/2025 4,685,399 0.12%
12,188,743
FHC Health Systems, Inc., 2014 Term Loan, 1-month LIBOR + 4.000% 5.980 12/23/2021 11,335,531 0.30%
4,128,000
Filtration Group Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.302 3/29/2025 4,146,576 0.11%
5,452,836
Garda World Security Corp., 2017 Term Loan, 3-month LIBOR + 3.500% 5.506 5/24/2024 5,481,790 0.15%
2,038,940
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, 3-month LIBOR + 3.000% 5.473 12/1/2023 2,054,864 0.05%
23,593,712
Gavilan Resources LLC, 2nd Lien Term Loan, 1-month LIBOR + 6.000% 7.934 3/1/2024 23,092,346 0.61%
2,213,275
GHX Ultimate Parent Corp., 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.302 6/28/2024 2,214,669 0.06%
19,571,119
Give & Go Prepared Foods Corp., 2017 1st Lien Add-On Term Loan, 1-month LIBOR + 4.250% 6.218 7/29/2023 18,788,274 0.50%
7,290,365
Global Appliance, Inc., Term Loan B, 1-month LIBOR + 4.000% 5.990 9/29/2024 7,399,720 0.20%
7,696,186 Global Brass & Copper, Inc., 2018 Term Loan B 5/24/2025 7,696,186 0.20% 3,309,566
Golden Nugget, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 2.750% 4.708 10/4/2023 3,327,503 0.09%
16,412,000
GrafTech Finance, Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.423 2/12/2025 16,453,030 0.44%
7,516,611
Greatbatch Ltd., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.180 10/27/2022 7,546,376 0.20%
18,960,807
Greeneden U.S. Holdings II LLC, 2018 USD Term Loan B, 3-month LIBOR + 3.500% 5.802 12/1/2023 19,061,489 0.50%
5,806,525
Grosvenor Capital Management Holdings, LLP, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.730 3/31/2025 5,828,300 0.15%
14,566,533
GTCR Valor Cos., Inc., USD 2017 Term Loan B1, 2-month LIBOR + 3.250% 5.306 6/16/2023 14,650,290 0.39%
20,545,188 GTT Communications, Inc., 2018 USD Term Loan B 4/28/2025 20,280,976 0.54% 18,422,268
Harland Clarke Holdings Corp., Term Loan B7, 3-month LIBOR + 4.750% 7.052 11/3/2023 18,135,986 0.48%
14,831,644
Hayward Industries, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 8/5/2024 14,905,803 0.39%
17,604,696
HC Group Holdings III, Inc., Term Loan B, 1-month LIBOR + 5.000% 6.980 4/7/2022 17,714,726 0.47%
10,904,000
Hearthside Food Solutions LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 4.961 5/23/2025 10,852,860 0.29%
9,910,029
High Liner Foods, Inc., Refi Term Loan B, 3-month LIBOR + 3.250% 5.534 4/24/2021 9,625,116 0.25%
7,468,021
Highline Aftermarket Acquisition LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.250 4/26/2025 7,477,356 0.20%
3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5/23/2025 3,515,568 0.09% 11,292,432 Hillman Group, Inc. (The), 2018 Term Loan B 5/23/2025 11,292,432 0.30% 14,718,334
Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B, 1-month LIBOR + 3.000% 4.976 5/31/2021 13,651,255 0.36%
5,332,379
Hudson's Bay Co., 2015 Term Loan B, 1-month LIBOR + 3.250% 5.218 9/30/2022 4,965,778 0.13%
548,777
Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 7/1/2022 552,503 0.01%
14,143,669
Hyland Software, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 7.000% 8.980 7/7/2025 14,373,504 0.38%
17,826,278
Hyperion Insurance Group Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.500 12/20/2024 17,861,931 0.47%
14,107,262
Imagine! Print Solutions, Inc., 2017 Term Loan, 3-month LIBOR + 4.750% 7.060 6/21/2022 12,696,535 0.34%
7,166,988
Informatica Corp., 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.230 8/5/2022 7,211,781 0.19%
15,126,526
Information Resources, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.569 1/18/2024 15,192,780 0.40%
12,546,302
Inmar Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 5/1/2024 12,601,255 0.33%
12,098,347
Innovative Xcessories & Services LLC, Term Loan B, 1-month LIBOR + 4.750% 6.700 11/29/2022 12,098,347 0.32%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
10,664,000 Interior Logic Group, Inc., 2018 Term Loan B 5/21/2025 10,637,340 0.28% 11,586,000
International Textile Group, Inc., 1st Lien Term Loan, 3-month LIBOR + 5.000% 6.907 5/1/2024 11,694,677 0.31%
4,728,000
International Textile Group, Inc., 2nd Lien Term Loan, 3-month LIBOR + 9.000% 10.907 5/1/2025 4,586,160 0.12%
9,289,347
IQOR U.S., Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.750% 11.058 4/1/2022 8,875,228 0.23%
13,003,044 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.308 4/1/2021 12,990,041 0.34% 5,208,000 IRB Holding Corp., 1st Lien Term Loan, LIBOR + 3.250% 5.215 2/5/2025 5,224,926 0.14%
13,456,000
Janus International Group LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.980 2/12/2025 13,313,097 0.35%
6,719,741
Jill Acquisition LLC, 2015 Term Loan, 3-month LIBOR + 5.000% 7.360 5/8/2022 6,585,346 0.17%
14,142,450
K&N Engineering, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.730 10/19/2023 14,071,738 0.37%
5,303,000
K-Mac Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.184 3/14/2025 5,326,864 0.14%
20,646,588
Kingpin Intermediate Holdings LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 4.250% 6.230 6/28/2024 20,827,246 0.55%
18,620,655
Klockner-Pentaplast of America, Inc., USD 2017 Term Loan B2, 1-month LIBOR + 4.250% 6.230 6/30/2022 17,919,401 0.47%
11,712,000 L&W, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 5.953 5/17/2025 11,682,720 0.31% 10,946,232
Laureate Education, Inc., 2017 Term Loan B, 1-month LIBOR + 3.500% 5.480 4/26/2024 10,998,992 0.29%
13,239,829
LBM Borrower LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.847 8/20/2022 13,289,478 0.35%
7,435,365
LegalZoom.com, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.448 11/21/2024 7,491,130 0.20%
12,999,276
Leslie's Poolmart, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.480 8/16/2023 12,966,777 0.34%
11,593,288 LifeMiles Ltd., Term Loan B, 3-month LIBOR + 5.500% 7.821 8/18/2022 11,738,205 0.31% 17,474,144
Limetree Bay Terminals LLC, 2017 Term Loan B, 1-month LIBOR + 4.000% 5.961 2/15/2024 17,412,985 0.46%
10,332,000
Loparex Holding B.V., 2018 Term Loan, 1-month LIBOR + 4.250% 6.587 4/11/2025 10,422,405 0.28%
17,214,611
LSC Communications, Inc., 2017 Term Loan B, 1-month LIBOR + 5.500% 7.480 9/30/2022 17,236,130 0.46%
8,518,642
LSF9 Atlantis Holdings LLC, 2017 Term Loan, 1-month LIBOR + 6.000% 7.917 5/1/2023 8,440,526 0.22%
11,057,046
LTI Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.730 5/16/2024 11,070,867 0.29%
3,207,000
LTI Holdings, Inc., 2018 Term Loan, 1-month LIBOR + 3.500% 5.480 5/16/2024 3,207,000 0.08%
16,436,730
Lucid Energy Group II LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.934 2/17/2025 16,272,362 0.43%
1,109,527
MA FinanceCo. LLC, USD Term Loan B3, 1-month LIBOR + 2.750% 4.730 6/21/2024 1,105,167 0.03%
7,095,480
Mannington Mills, Inc., Term Loan B, 3-month LIBOR + 3.750% 6.052 10/1/2021 7,130,957 0.19%
16,454,000
Mayfield Agency Borrower, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.480 2/28/2025 16,474,567 0.44%
12,292,000
McAfee LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.468 9/29/2025 12,464,826 0.33%
22,205,717
McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B, 1-month LIBOR + 4.000% 5.980 5/4/2022 21,595,060 0.57%
11,188,958
Men's Wearhouse, Inc. (The), 2018 Term Loan, 1-month LIBOR + 3.500% 5.407 4/9/2025 11,258,888 0.30%
19,517,000 Meredith Corp., Term Loan B, 1-month LIBOR + 3.000% 4.980 1/31/2025 19,580,430 0.52% 15,044,530
Merrill Communications LLC, 2015 Term Loan, 3-month LIBOR + 5.250% 7.609 6/1/2022 15,157,363 0.40%
19,893,254
MH Sub I LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.684 9/13/2024 19,893,254 0.53%
8,830,000
MH Sub I LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 7.500% 9.434 9/15/2025 8,874,150 0.23%
11,171,889
MHVC Acquisition Corp., 2017 Term Loan, 3-month LIBOR + 5.250% 7.560 4/29/2024 11,213,783 0.30%
14,931,562
Mirion Technologies, Inc., Term Loan B, 3-month LIBOR + 4.750% 7.052 3/31/2022 14,884,976 0.39%
13,927,579
Mister Car Wash Holdings, Inc., Term Loan B, 6-month LIBOR + 3.250% 5.703 8/20/2021 13,971,172 0.37%
10,978,362 Morsco, Inc., Term Loan B, 1-month LIBOR + 7.000% 8.980 10/31/2023 11,088,146 0.29% 5,676,773
NAB Holdings LLC, 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.302 7/1/2024 5,676,773 0.15%
7,796,000
National Intergovernmental Purchasing Alliance Co., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.748 5/23/2025 7,776,510 0.21%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
10,216,068
Neiman Marcus Group Ltd. LLC, 2020 Term Loan, 1-month LIBOR + 3.250% 5.173 10/25/2020 9,036,929 0.24%
9,973,000
NES Global Talent Finance U.S. LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.500% 7.856 5/11/2023 9,923,135 0.26%
20,548,384
NeuStar, Inc., 2018 Term Loan B4, 1-month LIBOR + 3.500% 5.480 8/8/2024 20,561,329 0.54%
9,840,268
NeuStar, Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.302 8/8/2025 9,717,265 0.26%
8,521,469
NMSC Holdings, Inc., 1st Lien Term Loan, 6-month LIBOR + 5.000% 7.453 4/19/2023 8,414,951 0.22%
10,526,424 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.726 10/19/2022 10,513,266 0.28% 573,000
NPC International, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 4/19/2024 578,375 0.02%
5,097,938
Oasis Outsourcing Holdings, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 6/30/2023 5,117,055 0.14%
17,957,324
Oberthur Technologies S.A., 2016 USD Term Loan B1, 3-month LIBOR + 3.750% 6.052 1/10/2024 17,902,734 0.47%
9,665,000
Ocean Bidco, Inc., USD Term Loan B, 3-month LIBOR + 5.000% 7.223 3/21/2025 9,713,325 0.26%
15,477,415
Onex TSG Holdings II Corp., 1st Lien Term Loan, 1-month LIBOR + 4.000% 5.980 7/31/2022 15,400,028 0.41%
3,266,549 Onsite Rental Group Pty Ltd., PIK Term Loan B 6.100 10/26/2023 2,515,243 0.07% 2,389,195
Onsite Rental Group Pty Ltd., Term Loan B, 1-month LIBOR + 4.500% 5.500 10/26/2022 2,341,411 0.06%
7,044,825
Oxbow Carbon LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.730 1/4/2023 7,115,273 0.19%
12,113,968
Ozark Holdings LLC, Term Loan B, 1-month LIBOR + 3.250% 5.557 7/1/2023 12,174,538 0.32%
1,622,753
P2 Upstream Acquisition Co., 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.370 10/30/2020 1,610,582 0.04%
11,562,571
Patterson Medical Holdings, Inc., 1st Lien Term Loan, LIBOR + 4.750% 7.108 8/28/2022 10,955,536 0.29%
4,970,000
Pelican Products, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.407 5/1/2025 4,988,638 0.13%
10,187,225
Petroleum Geo-Services ASA, New Term Loan B, 3-month LIBOR + 2.500% 4.802 3/19/2021 9,840,859 0.26%
10,244,242 PetSmart, Inc., Term Loan B2, 1-month LIBOR + 3.000% 4.920 3/11/2022 7,983,440 0.21% 7,846,944
Phoenix Services International LLC, Term Loan, 1-month LIBOR + 3.750% 5.659 3/1/2025 7,915,605 0.21%
9,887,999
Plaskolite, Inc., 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.811 11/3/2022 9,875,639 0.26%
9,063,743 PLZ Aeroscience Corp., USD Term Loan, LIBOR + 3.500% 5.762 7/31/2022 9,093,925 0.24% 13,153,244
Polycom, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.211 9/27/2023 13,186,128 0.35%
16,434,348
Polyconcept Investments BV, USD 2016 Term Loan B, 1-month LIBOR + 3.750% 5.730 8/16/2023 16,454,891 0.44%
14,425,000
Portillo's Holdings LLC, 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.802 8/2/2021 14,398,025 0.38%
12,504,000
Portillo's Holdings LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.302 8/1/2022 12,504,000 0.33%
15,212,259
Power Products LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.362 12/20/2022 15,278,888 0.40%
6,189,468
Presidio, Inc., 2017 Refinanced Term Loan B, LIBOR + 2.750% 5.051 2/2/2024 6,198,753 0.16%
6,287,000
PricewaterhouseCoopers LLP, 2018 Term Loan, 3-month LIBOR + 3.250% 5.157 5/1/2025 6,318,435 0.17%
6,768,283
Prince Minerals, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.802 3/20/2025 6,812,683 0.18%
11,829,000
Pro Mach Group, Inc., 2018 Term Loan B, 3-month LIBOR + 3.000% 5.035 3/7/2025 11,778,727 0.31%
14,625,931
Proampac PG Borrower LLC, 2016 1st Lien Term Loan, LIBOR + 3.500% 5.514 11/18/2023 14,689,993 0.39%
11,460,491
Project Sunshine IV Pty Ltd., 2017 Term Loan B, 1-month LIBOR + 7.000% 8.980 8/21/2022 11,460,491 0.30%
3,654,000
Prometric Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.990 1/29/2025 3,672,270 0.10%
4,513,295
ProQuest LLC, New Term Loan B, 1-month LIBOR + 3.750% 5.730 10/24/2021 4,558,428 0.12%
18,638,840
Quest Software U.S. Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.576 5/18/2025 18,657,479 0.49%
5,951,030
Radio Systems Corp., Term Loan B, 1-month LIBOR + 2.750% 4.730 5/2/2024 5,970,847 0.16%
2,870,693
Recess Holdings, Inc., 2017 1st Lien Term Loan, 6-month LIBOR + 3.750% 6.203 9/29/2024 2,885,047 0.08%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
389,881(‡) Recess Holdings, Inc., 2017 Delayed Draw Term Loan 3.750 9/29/2024 391,830 0.01% 21,258,489
Red Lobster Management LLC, Term Loan B, 1-month LIBOR + 5.250% 7.230 7/28/2021 21,152,196 0.56%
13,045,648
Resolute Investment Managers, Inc., 2017 1st Lien Term Loan B, 3-month LIBOR + 3.250% 5.552 4/30/2022 13,078,262 0.35%
11,554,197
Riverbed Technology, Inc., 2016 Term Loan, 1-month LIBOR + 3.250% 5.240 4/24/2022 11,453,098 0.30%
6,584,000
Robertshaw U.S. Holding Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.500 2/28/2025 6,596,378 0.17%
9,386,255
Rocket Software, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.052 10/14/2023 9,477,208 0.25%
5,657,835
Rocket Software, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.802 10/14/2024 5,709,095 0.15%
5,043,000
Safe Fleet Holdings LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.910 2/1/2025 5,020,962 0.13%
9,608,754
Sage Automotive Interiors, Inc., 2016 1st Lien Term Loan, 1-month LIBOR + 5.000% 6.980 10/27/2022 9,656,797 0.26%
13,940,075 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 5.980 12/28/2024 13,905,225 0.37% 7,492,913
Seattle Spinco, Inc., USD Term Loan B3, 1-month LIBOR + 2.750% 4.730 6/21/2024 7,463,465 0.20%
10,125,984
Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, LIBOR + 5.750% 7.805 2/28/2022 10,125,984 0.27%
14,031,478
Sedgwick Claims Management Services, Inc., Incremental 2nd Lien Term Loan, 3-month LIBOR + 5.750% 8.057 2/28/2022 14,031,478 0.37%
4,311,524
Serta Simmons Bedding LLC, 1st Lien Term Loan, LIBOR + 3.500% 5.724 11/8/2023 3,791,985 0.10%
16,335,507
Serta Simmons Bedding LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.331 11/8/2024 12,343,599 0.33%
6,022,170
Sesac Holdco II LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.980 2/23/2024 6,003,381 0.16%
8,718,000 Sigma Bidco BV, 2018 USD Term Loan B 2/23/2025 8,700,913 0.23% 19,007,187
Sirius Computer Solutions, Inc., 2016 Term Loan, 1-month LIBOR + 4.250% 6.230 10/30/2022 19,102,223 0.51%
6,339,296
SiteOne Landscape Supply, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.740 4/29/2022 6,367,062 0.17%
9,203,000 SIWF Holdings, Inc., 1st Lien Term Loan 5/17/2025 9,226,008 0.24% 4,467,000
SMG Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 1/23/2025 4,480,044 0.12%
12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.730 3/3/2023 12,578,612 0.33% 13,803,570
Sotera Health Holdings LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 4.980 5/15/2022 13,833,800 0.37%
8,115,029
Southern Graphics, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 12/31/2022 8,118,437 0.21%
11,025,000
Spectrum Holdings III Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 1/31/2025 11,015,849 0.29%
1,090,000(‡) Spectrum Holdings III Corp., Delayed Draw Term Loan 1.000 1/31/2025 1,089,095 0.03% 6,557,337 SRAM LLC, 2018 Term Loan B 3/15/2024 6,573,731 0.17%
24,574,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 24,021,115 0.64% 5,265,212
Sterling Infosystems, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 6/20/2022 5,238,886 0.14%
4,565,076
STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.230 6/30/2022 4,553,663 0.12%
1,897,000
Stiphout Finance LLC, USD 1st Lien Term Loan, 1-month LIBOR + 3.000% 4.980 10/26/2022 1,896,412 0.05%
13,115,882
Strategic Partners, Inc., 2016 Term Loan, 1-month LIBOR + 3.750% 5.730 6/30/2023 13,214,251 0.35%
14,461,469
Surgery Center Holdings, Inc., 2017 Term Loan B, 2-month LIBOR + 3.250% 5.350 9/2/2024 14,434,426 0.38%
12,350,740
SurveyMonkey, Inc., 2017 Term Loan, 3-month LIBOR + 4.500% 6.810 4/13/2024 12,304,425 0.33%
7,471,705 Tacala LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.159 1/31/2025 7,509,064 0.20% 7,395,825
Tecomet, Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.414 5/1/2024 7,432,804 0.20%
7,472,966
The Talbots, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.476 3/19/2020 7,374,921 0.20%
8,040,607
The Talbots, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.480 3/19/2021 7,779,287 0.21%
17,914,000
Titan Acquisition Ltd., 2018 Term Loan B, 2-month LIBOR + 3.000% 5.056 3/28/2025 17,777,137 0.47%
11,287,340
TKC Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.230 2/1/2023 11,343,777 0.30%
2,648,974
TMK Hawk Parent Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.490 8/28/2024 2,644,021 0.07%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
13,135,836
Transcendia, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 5/30/2024 13,185,095 0.35%
17,593,935
Transplace Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.668 10/7/2024 17,686,303 0.47%
9,932,000
Trico Group LLC, 2018 Term Loan, 3-month LIBOR + 6.500% 8.807 2/2/2024 9,981,660 0.26%
1,360,123
TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month Prime + 2.750% 5.973 11/30/2023 1,364,095 0.04%
13,498,706
TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.052 11/30/2023 13,538,122 0.36%
14,238,405 Truck Hero, Inc., 2018 1st Lien Term Loan 4/22/2024 14,256,203 0.38% 10,064,615 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 5.929 4/13/2023 10,165,261 0.27% 3,059,894 TwentyEighty, Inc., PIK Term Loan B 4.000 3/31/2020 2,937,498 0.08% 2,219,953 TwentyEighty, Inc., PIK Term Loan C 0.250 3/31/2020 2,131,155 0.06% 5,527,891
U.S. Anesthesia Partners, Inc., 2017 Term Loan, 1-month LIBOR + 3.000% 4.980 6/23/2024 5,542,761 0.15%
9,910,491
U.S. Farathane LLC, 2017 Term Loan B4, 3-month LIBOR + 3.500% 5.802 12/23/2021 9,885,715 0.26%
13,268,047
U.S. Security Associates Holdings, Inc., 2016 Term Loan, 3-month LIBOR + 3.500% 5.802 7/14/2023 13,327,754 0.35%
14,239,000
U.S. Silica Co., 2018 Term Loan B, 1-week LIBOR + 4.000% 5.813 5/1/2025 14,336,964 0.38%
10,777,395
Uber Technologies, 2018 Term Loan, 1-month LIBOR + 4.000% 5.917 4/4/2025 10,840,227 0.29%
20,729,133
Uber Technologies, Term Loan B, 1-month LIBOR + 4.000% 5.980 7/13/2023 20,763,750 0.55%
4,578,027
Unifrax Corp., 2017 USD Term Loan B, 3-month LIBOR + 3.500% 5.802 4/4/2024 4,602,840 0.12%
19,408,000 Unimin Corp., Term Loan 4/9/2025 19,408,000 0.51% 1,897,000
USI, Inc., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.302 5/16/2024 1,893,054 0.05%
2,266,610
USS Ultimate Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.730 8/25/2024 2,273,229 0.06%
6,595,993
Utility One Source LP, Term Loan B, 1-month LIBOR + 5.500% 7.480 4/18/2023 6,711,423 0.18%
10,048,783
UTZ Quality Foods LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.461 11/21/2024 10,107,368 0.27%
5,305,000
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B 5/17/2025 5,313,647 0.14%
4,485,600
VC GB Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 9.980 2/28/2025 4,530,456 0.12%
17,945,958
Veritas Bermuda Ltd., USD Repriced Term Loan B, 3-month LIBOR + 4.500% 6.802 1/27/2023 16,963,955 0.45%
9,053,870
Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, Prime + 3.000% 5.985 12/19/2023 9,053,870 0.24%
7,931,887
VF Holding Corp., Reprice Term Loan, 1-month LIBOR + 3.250% 5.230 6/30/2023 7,934,346 0.21%
7,170,059
Victory Capital Management, Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.052 2/12/2025 7,187,984 0.19%
14,699,678
Wall Street Systems Delaware, Inc., 2017 Term Loan B, 3-month LIBOR + 3.000% 5.302 11/21/2024 14,681,303 0.39%
13,859,091
Wand Intermediate I LP, 2nd Lien Term Loan, 6-month LIBOR + 7.250% 9.138 9/19/2022 13,928,386 0.37%
4,355,000 Waterjet Holdings, Inc., Term Loan, LIBOR + 3.000% 5.041 4/3/2025 4,365,888 0.12% 14,692,025
Weight Watchers International, Inc., 2017 Term Loan B, 1-month LIBOR + 4.750% 6.989 11/29/2024 14,849,964 0.39%
14,678,826
Wellness Merger Sub, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.052 6/30/2024 14,825,614 0.39%
9,568,266 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 5.980 10/10/2024 9,549,512 0.25% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.480 10/10/2024 3,210,484 0.09% 5,361,502
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.740 5/18/2025 5,324,669 0.14%
15,199,117
Wilsonart LLC, 2017 Term Loan B, 3-month LIBOR + 3.250% 5.560 12/19/2023 15,234,379 0.40%
9,148,137
WireCo WorldGroup, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 6.980 9/30/2023 9,205,313 0.24%
5,667,964
WP CPP Holdings LLC, 2018 Term Loan, 6-month LIBOR + 3.750% 6.280 4/30/2024 5,690,976 0.15%
6,311,113
Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 3.000% 4.980 12/7/2023 6,347,907 0.17%
20,341,328
York Risk Services Holding Corp., Term Loan B, 1-month LIBOR + 3.750% 5.730 10/1/2021 19,751,429 0.52%
Loomis Sayles Senior Floating Rate and Fixed Income Fund
Investments as of May 31, 2018 (Unaudited)
Principal Amount Security Description
Interest Rate
Maturity Date Market Value ($) % of Fund
12,696,916
Zep, Inc., 2017 1st Lien Term Loan, 2-month LIBOR + 4.000% 6.056 8/12/2024 12,379,493 0.33%
8,790,948
Zodiac Pool Solutions LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.302 12/20/2023 8,779,959 0.23% ______________ _________
Total 3,305,262,435 87.39%
Bonds and Notes 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,596,817 0.39% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,356,850 0.30% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 8,083,217 0.21% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 7,923,750 0.21% 10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,900,000 0.29% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,876,250 0.23%
17,475,000 Frontier Communications Corp. 8.125 10/1/2018 17,693,437 0.47% 13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,723,102 0.34% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,726,350 0.13%
14,085,000 Hertz Corp. (The) 7.625 6/1/2022 13,768,088 0.36% 7,560,000 Iridium Communications, Inc. 10.250 4/15/2023 8,032,500 0.21%
14,035,000 iStar, Inc. 6.000 4/1/2022 14,035,000 0.37% 11,800,000 MEG Energy Corp. 6.375 1/30/2023 10,649,500 0.28% 3,775,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 3,878,813 0.10%
23,930,000
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc. 7.875 10/1/2022 23,451,400 0.62%
9,606,249
Motel 6 Trust, Series 2017-M6MZ, Class M, 1-month LIBOR + 6.927% 8.845 8/15/2019 9,702,279 0.26%
6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,490,125 0.17% 4,258,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,321,870 0.11% 9,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 9,300,000 0.25% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,596,875 0.15% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,283,094 0.11%
13,270,000 SM Energy Co. 6.500 1/1/2023 13,469,050 0.36% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,584,481 0.23%
15,130,000 Vizient, Inc. 10.375 3/1/2024 16,643,000 0.44% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 26,215,487 0.69% ______________ _________
Total 275,301,335 7.28%
Common Stocks 61,854 Ameriforge Group, Inc. 3,556,605 0.09%
456,710 Blue Ridge Mountain Resource, Inc. 3,303,383 0.09% 1,790,825 Onsite Rental Group Pty Ltd. — 0.00%
20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________
Total 6,859,988 0.18%
Short-Term Investments 383,262,017
Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation 0.900 6/1/2018 383,262,017 10.14% ______________ _________
Total Investments 3,970,685,775 104.99% Other assets less liabilities (188,637,671) (4.99%) Net Assets 3,782,048,104 100.00%
(‡) Unfunded loan commitment. Represents a contractual obligation for future funding at the option of the Borrower.
The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.
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