Loomis Sayles Income Fund

LOOMIS SAYLES FUNDS I · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:LSBDXLSBRXLBFAXLSBNX
$4.32B NAV
752 positions · as of 2026-06-30 · filed 2026-08-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

Loomis Sayles Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Mixed credit
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q2

The Fund seeks to provide income with a

Strategy · summarised

The fund invests in fixed-income securities selected by Loomis Sayles' credit research team for attractive valuations relative to assessed credit risk, with at least 55% in investment-grade bonds and up to 35% in below-investment-grade securities. The manager also seeks securities whose prices respond more to issuer-specific events than to interest rate or market-wide default movements, and analyzes yield spreads across sectors and geographies to identify relative value. The fund may hold up to 40% in foreign securities and employs derivatives including credit default swaps to manage risk and enhance returns. Because security selection depends on the manager's credit assessments and relative-value judgments, fund performance will diverge from any benchmark.

Expenses
0.59% 1.14%across 4 share classes
Share classGrossNet
LSBDX0.71%0.64%
LSBRX0.96%0.89%
LBFAX1.20%1.14%
LSBNX0.63%0.59%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 104.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

101.07%
of net assets
Bonds72.83%
Securitized16.73%
Loans7.47%
Cash & short-term3.65%
Stocks0.47%
Derivatives-0.07%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other29.4%
Government19.5%
Securitized16.5%
International10.3%
11 smaller24.3%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 114 new71 exited

Largest new: BIG SKY FUNDING LLC, SPACE EXPLORATION TECH ×2, MEDLINE BORROWER LP, ROMANIA, DISCOVERY GLOBAL HOLDINGS INC, BIOMARIN PHARMACEUTICAL INC, HUNGARY GOVERNMENT BOND

Largest exited: United States Treasury ×2, Chicago Board of Trade ×2, BROADCOM INC, Canada Government Bonds, CEMEX SAB DE CV, DISH DBS CORP

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+6.52%+22.17%+13.87%3.56%-4.99%
+6.20%+21.23%+12.43%3.51%-5.08%
+6.03%+20.36%+11.17%3.56%-5.16%
+6.58%+22.38%+14.19%3.56%-5.07%

These classes hold the same portfolio, so the 3.03pp spread over 5 years is the cost difference between them — roughly 0.61pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
6.12%
Avg maturity
9.37 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

14%
floating
Fixed rate84.5%
Floating rate14.2%
Zero-coupon or unclassified1.3%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y6.1%
1-3y5.5%
3-5y27.6%
5-10y34.4%
10y+26.4%
Flagged holdings
Defaulted: 0.00% · $0.00M · 2 positions
In arrears: none reported
Paid in kind: 0.38% · $16.11M · 2 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
4.59 yr
approx. move per 100bp
Credit-spread duration
4.05 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -8.5%
of value
Interest rates53%
Credit spreads47%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+4.05
yrs total
Investment grade+2.98 yr
High yield+1.07 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate4.59 yr total
1 yr30 yr
1 yr0.53 yr11%
5 yr3.90 yr84%
10 yr0.15 yr3%
30 yr0.06 yr1%

3 mo is NEGATIVE (-0.05 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread4.05 yr total
3 mo30 yr
3 mo0.02 yr1%
1 yr0.41 yr10%
5 yr1.55 yr38%
10 yr1.63 yr40%
30 yr0.43 yr11%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.05+0.01+0.01$3.4k$5.4k
1 yr+0.53+0.22+0.20$93.7k$84.5k
5 yr+3.90+1.06+0.49$457.9k$211.5k
10 yr+0.15+1.31+0.32$568.1k$138.3k
30 yr+0.06+0.38+0.06$163.3k$24.5k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
United States Treasury3.50% · due 2031-02-285.61%$242.67M
United States Treasury4.88% · due 2030-10-315.48%$236.77M
Fixed Income Clearing Corp.3.65%$157.63M
MUTUAL OF OMAHA INS CO6.80% · due 2036-06-151.45%$62.78M
GLENCORE FUNDING LLC6.50% · due 2033-10-061.26%$54.42M
NATL LIFE INSURANCE-VRMT10.50% · due 2039-09-151.15%$49.90M
ECHOSTAR CORP10.75% · due 2029-11-301.02%$44.33M
BIG SKY FUNDING LLC0.00% · due 2035-10-200.99%$42.91M
CONTINENTAL RESOURCES5.75% · due 2031-01-150.98%$42.61M
SPACE EXPLORATION TECH5.88% · due 2036-07-150.92%$39.57M
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Top 10 positions are 22.52% of net assets, top 25 31.68%, across 418 issuers.

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