Loomis Sayles Strategic Income Fund

LOOMIS SAYLES FUNDS II · 6 share classes

Actively managed U.S. bond fund
One fund, 6 share classes:NEFZXNECZXNEZYXNEZAXNEZNXLSSTX
$2.69B NAV
624 positions · as of 2026-06-30 · filed 2026-08-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

Loomis Sayles Strategic Income Fund is an actively managed U.S. bond fund. 9% of NEFZX’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 87% of the fund’s equity).

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 high current income with a

Strategy · summarised

The fund invests substantially all its assets in income-producing securities globally, with a core focus on U.S. corporate bonds and a flexible mandate to shift among foreign debt, emerging-market instruments, U.S. government securities, and preferred stocks (up to 35% of assets). The portfolio managers employ in-house credit analysis to identify securities trading at discounts to economic value, with undervalued credit ratings, or offering yield premiums relative to the benchmark. Because security selection depends on the managers' credit assessments and valuations rather than an index, the fund's returns will diverge from any benchmark.

Expenses
0.62% 1.67%across 6 share classes
Share classGrossNetAs of
NEFZX1.00%0.92%2026 Q2
NECZX1.75%1.67%2026 Q2
NEZYX0.75%0.67%2026 Q2
NEZAX1.25%1.17%2026 Q2
NEZNX0.66%0.62%2026 Q2
LSSTX1.00%0.92%2025 Q2

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

Portfolio turnover 100.00% · as of 2026 Q2

Allocation

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

100.55%
of net assets
Bonds75.73%
Securitized9.38%
Stocks6.21%
Loans5.04%
2 smaller4.19%

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
Other27.3%
Government22.9%
International12.2%
Securitized9.3%
12 smaller28.3%

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).

Portfolio growth profile

How much of the fund’s stock holdings are in fast-growing companies · as of 2026 Q2

Revenue growth
9%of stock holdings in top-quartile growers
covering 87% of the fund’s equity

Share of the fund’s equity (by value) in companies whose trailing five-year revenue — or net-income — growth ranks in the top 25% of U.S. public companies. Foreign and newly-listed holdings are excluded, so the figure covers only part of the book. From SEC filings — not investment advice. How we measure this.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 123 new115 exited

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

Largest exited: United States Treasury ×2, Chicago Board of Trade ×2, Canada Government Bonds, IRON MOUNTAIN INC, DISCOVERY HOLDINGS INC, DISCOVERY COMMUNICATIONS

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+8.17%+24.37%+14.56%4.49%-5.54%
+7.30%+21.57%+10.21%4.52%-5.73%
+8.36%+25.25%+15.85%4.50%-5.56%
+7.83%+23.46%+13.11%4.53%-5.61%
+8.41%+25.54%+16.25%4.61%-5.47%

These classes hold the same portfolio, so the 6.04pp spread over 5 years is the cost difference between them — roughly 1.21pp 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
6.48%
Avg maturity
8.68 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.

8%
floating
Fixed rate89.5%
Floating rate7.9%
Zero-coupon or unclassified2.5%
Maturity ladder

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

<1y10y+
<1y9.5%
1-3y6.9%
3-5y26.0%
5-10y33.5%
10y+24.2%
Flagged holdings
Defaulted: 0.01% · $0.14M · 6 positions
In arrears: none reported
Paid in kind: 1.08% · $26.09M · 9 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
4.76 yr
approx. move per 100bp
Credit-spread duration
3.63 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 rates57%
Credit spreads43%

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.

+3.63
yrs total
Investment grade+2.26 yr
High yield+1.37 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 rate4.76 yr total
1 yr30 yr
1 yr0.58 yr12%
5 yr3.93 yr81%
10 yr0.24 yr5%
30 yr0.08 yr2%

3 mo is NEGATIVE (-0.07 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread3.63 yr total
3 mo30 yr
3 mo0.02 yr1%
1 yr0.37 yr10%
5 yr1.31 yr36%
10 yr1.44 yr40%
30 yr0.49 yr13%

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-0.07+0.01+0.01$1.4k$3.9k
1 yr+0.58+0.13+0.24$35.5k$63.4k
5 yr+3.93+0.62+0.70$166.0k$187.3k
10 yr+0.24+1.07+0.37$288.6k$98.2k
30 yr+0.08+0.43+0.06$115.2k$16.4k

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

Rate exposure by currency

Duration contribution in years, summing to the fund's 4.76 yr.

USD+4.56 yr
MYR+0.12 yr
HUF+0.08 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

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

Issuer%NAVValue
United States Treasury4.00% · due 2030-03-316.96%$187.14M
Fixed Income Clearing Corp.3.69%$99.19M
United States Treasury3.50% · due 2030-11-301.51%$40.63M
MALAYSIA GOVERNMENT4.05% · due 2039-04-181.06%$28.39M
ECHOSTAR CORP10.75% · due 2029-11-301.04%$28.02M
BIG SKY FUNDING LLC0.00% · due 2035-10-201.00%$26.86M
NATL LIFE INSURANCE-VRMT10.50% · due 2039-09-150.96%$25.94M
MEX BONOS DESARR FIX RT8.00% · due 2053-07-310.94%$25.35M
SPACE EXPLORATION TECH5.88% · due 2036-07-150.91%$24.58M
ECHOSTAR CORP6.75% · due 2030-11-300.87%$23.46M
Showing 10 of 624Sign in to see more

Top 10 positions are 18.95% of net assets, top 25 29.20%, across 395 issuers.

See more of this fund's book

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