NPORT-P false 0000917469 XXXXXXXX S000006643 C000089752 C000182246 C000018130 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Inflation Protected Securities Fund S000006643 J0W1E79QBQJ3ZGHL1O40 2021-09-30 2021-03-31 N 134394418.80 512823.31 133881595.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 275564.36000000 USD N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 1200000.00000000 PA USD 1230546.00000000 0.919130068248 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 30000.00000000 PA USD 29745.87000000 0.022218042660 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 105000.00000000 PA USD 107896.73000000 0.080591159378 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 8947241.45000000 PA USD 9342411.31000000 6.978114710843 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBD2 100000.00000000 PA USD 124170.47000000 0.092746482102 Long DBT CORP US N 2 2030-07-15 Fixed 6.20000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 240000.00000000 PA USD 249201.60000000 0.186135815821 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAY8 355000.00000000 PA USD 354445.34000000 0.264745380948 Long DBT CORP FR N 2 2035-07-08 Fixed 3.65300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FQ6 2784915.00000000 PA USD 4055858.83000000 3.029437179289 Long DBT UST US N 2 2032-04-15 Fixed 3.37500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAM7 200000.00000000 PA USD 198846.14000000 0.148523879829 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N N TRINSEO OP / TRINSEO FIN N/A 89668QAF5 710000.00000000 PA USD 732187.50000000 0.546891824317 Long DBT CORP LU N 2 2029-04-01 Fixed 5.12500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 4447086.23000000 PA USD 4447086.23000000 3.321656134828 Long RA CORP US N 2 Repurchase N 0.00000000 2021-04-01 4321900.00000000 USD 4536043.57571200 USD UST N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AS7 640000.00000000 PA USD 596940.80000000 0.445872188641 Long DBT CORP CH N 2 2030-09-03 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD 97812.62000000 0.073059048663 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNM1 Comdty 2021-06-21 -2453656.37000000 USD 97812.62000000 N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 40000.00000000 PA USD 45928.38000000 0.034305223083 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 1505000.00000000 PA USD 1595204.19000000 1.191503719507 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZJ2 40492274.40000000 PA USD 43832887.04000000 32.74003934564 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 1120000.00000000 PA USD 1146584.52000000 0.856416832951 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD 85437.37000000 0.063815619829 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYM1 Comdty 2021-06-21 -2528124.87000000 USD 85437.37000000 N N N DELL INT LLC / EMC CORP N/A 25272KAR4 535000.00000000 PA USD 813945.26000000 0.607959037999 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AC6 525000.00000000 PA USD 549937.50000000 0.410764077009 Long DBT CORP US N 2 2026-04-01 Fixed 0.25000000 N N N N Y TripAdvisor Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 16092303.10000000 PA USD 17411327.23000000 13.00501922334 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 19191566.50000000 PA USD 21167448.24000000 15.81057363600 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 195000.00000000 PA USD 194844.94000000 0.145535268897 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BY8 1240000.00000000 PA USD 1376331.50000000 1.028021435629 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 1000000.00000000 PA USD 1012050.00000000 0.755929144925 Long DBT CORP DE N 2 2025-10-30 Fixed 6.00000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAA5 15000.00000000 PA USD 14491.20000000 0.010823892520 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 590000.00000000 PA USD 625400.00000000 0.467129180609 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 35000.00000000 PA USD 37683.26000000 0.028146706694 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 35000.00000000 PA USD 35259.00000000 0.026335957433 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 960000.00000000 PA USD 999062.40000000 0.746228334330 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 305000.00000000 PA USD 295738.07000000 0.220895238750 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N AIR CANADA 2020-2A PTT N/A 00909DAA1 445000.00000000 PA USD 478299.35000000 0.357255490009 Long DBT CORP CA N 2 2029-04-01 Fixed 5.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 360000.00000000 PA USD 456810.25000000 0.341204665456 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SG4 4365438.00000000 PA USD 5462652.21000000 4.080211465965 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AW0 305000.00000000 PA USD 304761.43000000 0.227635044895 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828N71 6719956.65000000 PA USD 7472101.78000000 5.581126929846 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 1120000.00000000 PA USD 1118428.40000000 0.835386220119 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 3233748.70000000 PA USD 3509669.99000000 2.621473083850 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CA6 45000.00000000 PA USD 56737.35000000 0.042378752503 Long DBT CORP US N 2 2031-07-16 Fixed 7.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAE7 260000.00000000 PA USD 292259.08000000 0.218296681429 Long DBT CORP DE N 2 2031-07-08 Fixed 5.88200000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BX7 235000.00000000 PA USD 234177.50000000 0.174913885021 Long DBT CORP GB N 2 2031-01-14 Fixed 4.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 445000.00000000 PA USD 425526.80000000 0.317838160235 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAJ9 200000.00000000 PA USD 217120.00000000 0.162173149494 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N 2021-04-28 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer