Natixis Sustainable Future 2020 Fund Investments as of May 31, 2018 (Unaudited)

Transcription

1 Investments as of May 31, 2018 (Unaudited) Common Stocks 591 A.O. Smith Corp. 37, % 15 AbbVie, Inc. 1, % 7 Accenture PLC, Class A 1, % 189 Acuity Brands, Inc. 22, % 58 Advanced Micro Devices, Inc % 10 Aetna, Inc. 1, % 7 Affiliated Managers Group, Inc. 1, % 26 Aflac, Inc. 1, % 18 Agilent Technologies, Inc. 1, % 1,597 AIA Group Ltd., Sponsored ADR 58, % 14 Air Products & Chemicals, Inc. 2, % 7 Akamai Technologies, Inc % 23 Allergan PLC 3, % 867 Allianz SE, Sponsored ADR 17, % 10 Allstate Corp. (The) % 85 Alphabet, Inc., Class A 93, % 2 Alphabet, Inc., Class C 2, % 26 Amazon.com, Inc. 42, % 47 American Express Co. 4, % 309 American Water Works Co., Inc. 25, % 14 Ameriprise Financial, Inc. 1, % 14 Amgen, Inc. 2, % 24 Anthem, Inc. 5, % 36 Apple, Inc. 6, % 39 Applied Materials, Inc. 1, % 438 Aptiv PLC 42, % 94 Arconic, Inc. 1, % 109 ASML Holding NV, (Registered) 21, % 427 AT&T, Inc. 13, % 8 Autodesk, Inc. 1, % 5 AvalonBay Communities, Inc % 83 Ball Corp. 3, % 480 Bank of America Corp. 13, % 132 Bank of New York Mellon Corp. (The) 7, % 62 Baxter International, Inc. 4, % 58 Berkshire Hathaway, Inc., Class B 11, % 15 Best Buy Co., Inc. 1, % 13 BlackRock, Inc. 6, % 1 Booking Holdings, Inc. 2, % 17 Boston Properties, Inc. 2, % 24 Brighthouse Financial, Inc. 1, % 65 Bristol-Myers Squibb Co. 3, % 69 Brown-Forman Corp., Class B 3, % 1,761 Byd Co. Ltd., ADR 22, % 80 Campbell Soup Co. 2, % 11 Carnival Corp % 62 Caterpillar, Inc. 9, % 26 CBRE Group, Inc., Class A 1, % 45 CBS Corp., Class B 2, % 23 Charles Schwab Corp. (The) 1, % 522 Chr. Hansen Holding AS, Sponsored ADR 25, % 9 Church & Dwight Co., Inc % 6 Cigna Corp. 1, % 358 Cisco Systems, Inc. 15, % 81 Citizens Financial Group, Inc. 3, % 14 Clorox Co. (The) 1, % 27 CME Group, Inc. 4, % 185 Coca-Cola Co. (The) 7, % 22 Cognizant Technology Solutions Corp., Class A 1, % 60 Colgate-Palmolive Co. 3, % 1,552 Coloplast AS, Sponsored ADR 14, % 66 Conagra Brands, Inc. 2, % 97 Crown Castle International Corp. 10, % 7 Cummins, Inc % 72 CVS Health Corp. 4, % 615 Danaher Corp. 61, % 1,548 Danone S.A., Sponsored ADR 23, % 25 DaVita, Inc. 1, % 34 Deere & Co. 5, % 157 Delphi Technologies PLC 7, % 20 DENTSPLY SIRONA, Inc % 15 Digital Realty Trust, Inc. 1, % 54 Discover Financial Services 3, % 623 Eaton Corp. PLC 47, %

2 Investments as of May 31, 2018 (Unaudited) 446 Ecolab, Inc. 63, % 43 Eli Lilly & Co. 3, % 158 Ellie Mae, Inc. 16, % 7 Envision Healthcare Corp % 2 Equinix, Inc % 45 Equity Residential 2, % 7 Essex Property Trust, Inc. 1, % 783 Essilor International Cie Generale d'optique S.A., Sponsored ADR 53, % 10 Estee Lauder Cos., Inc. (The), Class A 1, % 41 Express Scripts Holding Co. 3, % 328 Facebook, Inc., Class A 62, % 55 Fastenal Co. 2, % 52 First Solar, Inc. 3, % 36 Flowserve Corp. 1, % 42 Fluor Corp. 2, % 101 Franklin Resources, Inc. 3, % 917 Fresenius SE & Co. KGaA, Sponsored ADR 17, % 23 Gap, Inc. (The) % 339 Geberit AG, ADR 14, % 376 General Electric Co. 5, % 25 General Mills, Inc. 1, % 44 Genuine Parts Co. 3, % 458 Gilead Sciences, Inc. 30, % 39 Goldman Sachs Group, Inc. (The) 8, % 12 Goodyear Tire & Rubber Co. (The) % 18 H&R Block, Inc % 18 Hanesbrands, Inc % 72 Hartford Financial Services Group, Inc. (The) 3, % 23 HCA Healthcare, Inc. 2, % 45 HCP, Inc. 1, % 25 Hershey Co. (The) 2, % 176 Hewlett Packard Enterprise Co. 2, % 20 Home Depot, Inc. (The) 3, % 20 Hormel Foods Corp % 74 Host Hotels & Resorts, Inc. 1, % 22 HP, Inc % 4 Humana, Inc. 1, % 211 Huntington Bancshares, Inc. 3, % 34 IHS Markit Ltd. 1, % 42 Illumina, Inc. 11, % 4 Ingersoll-Rand PLC % 208 Intel Corp. 11, % 16 Intercontinental Exchange, Inc. 1, % 46 International Business Machines Corp. 6, % 117 International Flavors & Fragrances, Inc. 14, % 51 International Paper Co. 2, % 18 Interpublic Group of Cos., Inc. (The) % 53 Invesco Ltd. 1, % 32 Iron Mountain, Inc. 1, % 15 J.M. Smucker Co. (The) 1, % 107 Johnson & Johnson 12, % 268 Johnson Controls International PLC 8, % 31 Kansas City Southern 3, % 1,321 KBC Group NV, Sponsored ADR 51, % 37 Kellogg Co. 2, % 200 KeyCorp 3, % 17 Kohl's Corp. 1, % 39 Kroger Co. (The) % 3 Laboratory Corp. of America Holdings % 1,553 Legal & General Group PLC, Sponsored ADR 28, % 15 Legg Mason, Inc % 9 Lennar Corp., Class A % 53 Lincoln National Corp. 3, % 28 Lowe's Cos., Inc. 2, % 7 Macerich Co. (The) % 507 MasterCard, Inc., Class A 96, % 57 Medtronic PLC 4, % 103 Merck & Co., Inc. 6, % 117 MetLife, Inc. 5, % 104 MGM Resorts International 3, % 839 Microsoft Corp. 82, % 4 Mid-America Apartment Communities, Inc % 19 Molson Coors Brewing Co., Class B 1, % 96 Mondelez International, Inc., Class A 3, % 21 Monster Beverage Corp. 1, %

3 Investments as of May 31, 2018 (Unaudited) 8 Moody's Corp. 1, % 12 Motorola Solutions, Inc. 1, % 59 Mylan NV 2, % 17 Nasdaq, Inc. 1, % 111 Navient Corp. 1, % 23 NetApp, Inc. 1, % 6 Netflix, Inc. 2, % 150 Newmont Mining Corp. 5, % 80 News Corp., Class A 1, % 269 NextEra Energy, Inc. 44, % 41 Nielsen Holdings PLC 1, % 51 NIKE, Inc., Class B 3, % 44 Norfolk Southern Corp. 6, % 61 Northern Trust Corp. 6, % 1,101 Novo Nordisk AS, Sponsored ADR 52, % 277 Novozymes AS, Sponsored ADR 14, % 9 NVIDIA Corp. 2, % 5 Omnicom Group, Inc % 557 Oracle Corp. 26, % 74 Ormat Technologies, Inc. 3, % 19 Parker Hannifin Corp. 3, % 230 Pattern Energy Group, Inc. 4, % 22 PayPal Holdings, Inc. 1, % 535 People's United Financial, Inc. 9, % 57 PepsiCo, Inc. 5, % 267 Pfizer, Inc. 9, % 59 Praxair, Inc. 9, % 118 Procter & Gamble Co. (The) 8, % 61 Prudential Financial, Inc. 5, % 775 Prudential PLC, Sponsored ADR 37, % 15 Public Storage 3, % 4 PVH Corp % 19 QUALCOMM, Inc. 1, % 12 Quest Diagnostics, Inc. 1, % 8 Realty Income Corp % 199 Roper Technologies, Inc. 54, % 7 S&P Global, Inc. 1, % 8 Seagate Technology PLC % 1,734 Sekisui House Ltd., Sponsored ADR 31, % 217 Signature Bank 27, % 11 Simon Property Group, Inc. 1, % 21 Starbucks Corp. 1, % 51 State Street Corp. 4, % 12 Stericycle, Inc % 21 Symantec Corp % 2,112 Symrise AG, Sponsored ADR 42, % 53 Synchrony Financial 1, % 103 Sysco Corp. 6, % 23 Target Corp. 1, % 16 TE Connectivity Ltd. 1, % 12 Texas Instruments, Inc. 1, % 363 Thermo Fisher Scientific, Inc. 75, % 14 Tiffany & Co. 1, % 34 Time Warner, Inc. 3, % 91 Torchmark Corp. 7, % 349 Toyota Motor Corp., Sponsored ADR 44, % 8 TripAdvisor, Inc % 88 Twenty-First Century Fox, Inc., Class A 3, % 32 Twenty-First Century Fox, Inc., Class B 1, % 31 U.S. Bancorp 1, % 560 Unilever NV 31, % 59 Union Pacific Corp. 8, % 36 United Parcel Service, Inc., Class B 4, % 23 UnitedHealth Group, Inc. 5, % 3 Universal Health Services, Inc., Class B % 68 Unum Group 2, % 712 Valeo S.A., Sponsored ADR 22, % 36 Ventas, Inc. 1, % 3 Verisk Analytics, Inc % 228 Verizon Communications, Inc. 10, % 1,385 Vestas Wind Systems AS, Sponsored ADR 30, % 9 VF Corp % 433 Visa, Inc., Class A 56, % 22 Vornado Realty Trust 1, % 16 W.W. Grainger, Inc. 4, % 82 Walt Disney Co. (The) 8, %

4 Investments as of May 31, 2018 (Unaudited) 24 Waste Management, Inc. 1, % 217 Watts Water Technologies, Inc., Series A 16, % 162 Wells Fargo & Co. 8, % 88 Welltower, Inc. 5, % 24 Western Digital Corp. 2, % 61 Western Union Co. (The) 1, % 95 Weyerhaeuser Co. 3, % 3 Whirlpool Corp % 18 Xcel Energy, Inc % 39 Xerox Corp. 1, % 1 Xilinx, Inc % 47 Xylem, Inc. 3, % 90 Zions Bancorporation 4, % Total 2,325, % Affiliated Mutual Funds 26,691 Loomis Sayles Inflation Protected Securities Fund, Class N 276, % 45,267 Loomis Sayles Limited Term Government and Agency Fund, Class N 506, % 125,752 Mirova Global Green Bond Fund, Class N 1,241, % Total 2,024, % Total Investments 4,350, % Other assets less liabilities 165, % Net Assets 4,515, % The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.

5 Investments as of April 30, 2018 (Unaudited) Common Stocks 591 A.O. Smith Corp. 36, % 25 Abbott Laboratories 1, % 15 AbbVie, Inc. 1, % 7 Accenture PLC, Class A 1, % 189 Acuity Brands, Inc. 22, % 58 Advanced Micro Devices, Inc % 10 Aetna, Inc. 1, % 7 Affiliated Managers Group, Inc. 1, % 60 Aflac, Inc. 2, % 18 Agilent Technologies, Inc. 1, % 1,597 AIA Group Ltd., Sponsored ADR 57, % 14 Air Products & Chemicals, Inc. 2, % 7 Akamai Technologies, Inc % 21 Allergan PLC 3, % 867 Allianz SE, Sponsored ADR 20, % 10 Allstate Corp. (The) % 85 Alphabet, Inc., Class A 86, % 2 Alphabet, Inc., Class C 2, % 26 Amazon.com, Inc. 40, % 43 American Express Co. 4, % 306 American Water Works Co., Inc. 26, % 12 Ameriprise Financial, Inc. 1, % 14 Amgen, Inc. 2, % 22 Anthem, Inc. 5, % 36 Apple, Inc. 5, % 39 Applied Materials, Inc. 1, % 438 Aptiv PLC 37, % 94 Arconic, Inc. 1, % 109 ASML Holding NV, (Registered) 20, % 416 AT&T, Inc. 13, % 8 Autodesk, Inc. 1, % 5 AvalonBay Communities, Inc % 83 Ball Corp. 3, % 463 Bank of America Corp. 13, % 125 Bank of New York Mellon Corp. (The) 6, % 57 Baxter International, Inc. 3, % 55 Berkshire Hathaway, Inc., Class B 10, % 15 Best Buy Co., Inc. 1, % 13 BlackRock, Inc. 6, % 1 Booking Holdings, Inc. 2, % 17 Boston Properties, Inc. 2, % 24 Brighthouse Financial, Inc. 1, % 65 Bristol-Myers Squibb Co. 3, % 69 Brown-Forman Corp., Class B 3, % 1,761 Byd Co. Ltd., ADR 24, % 73 Campbell Soup Co. 2, % 11 Carnival Corp % 59 Caterpillar, Inc. 8, % 26 CBRE Group, Inc., Class A 1, % 45 CBS Corp., Class B 2, % 23 Charles Schwab Corp. (The) 1, % 522 Chr. Hansen Holding AS, Sponsored ADR 23, % 9 Church & Dwight Co., Inc % 6 Cigna Corp. 1, % 351 Cisco Systems, Inc. 15, % 81 Citizens Financial Group, Inc. 3, % 14 Clorox Co. (The) 1, % 27 CME Group, Inc. 4, % 175 Coca-Cola Co. (The) 7, % 22 Cognizant Technology Solutions Corp., Class A 1, % 56 Colgate-Palmolive Co. 3, % 1,552 Coloplast AS, Sponsored ADR 13, % 66 Conagra Brands, Inc. 2, % 94 Crown Castle International Corp. 9, % 7 Cummins, Inc. 1, % 72 CVS Health Corp. 5, % 612 Danaher Corp. 61, % 1,548 Danone S.A., Sponsored ADR 25, % 25 DaVita, Inc. 1, % 34 Deere & Co. 4, % 157 Delphi Technologies PLC 7, % 20 DENTSPLY SIRONA, Inc. 1, % 15 Digital Realty Trust, Inc. 1, % 50 Discover Financial Services 3, %

6 Investments as of April 30, 2018 (Unaudited) 623 Eaton Corp. PLC 46, % 446 Ecolab, Inc. 64, % 43 Eli Lilly & Co. 3, % 158 Ellie Mae, Inc. 15, % 7 Envision Healthcare Corp % 2 Equinix, Inc % 45 Equity Residential 2, % 7 Essex Property Trust, Inc. 1, % 783 Essilor International Cie Generale d'optique S.A., Sponsored ADR 53, % 10 Estee Lauder Cos., Inc. (The), Class A 1, % 41 Express Scripts Holding Co. 3, % 328 Facebook, Inc., Class A 56, % 55 Fastenal Co. 2, % 52 First Solar, Inc. 3, % 36 Flowserve Corp. 1, % 42 Fluor Corp. 2, % 101 Franklin Resources, Inc. 3, % 917 Fresenius SE & Co. KGaA, Sponsored ADR 17, % 23 Gap, Inc. (The) % 339 Geberit AG, ADR 14, % 350 General Electric Co. 4, % 25 General Mills, Inc. 1, % 41 Genuine Parts Co. 3, % 458 Gilead Sciences, Inc. 33, % 37 Goldman Sachs Group, Inc. (The) 8, % 12 Goodyear Tire & Rubber Co. (The) % 18 H&R Block, Inc % 18 Hanesbrands, Inc % 72 Hartford Financial Services Group, Inc. (The) 3, % 23 HCA Healthcare, Inc. 2, % 45 HCP, Inc. 1, % 25 Hershey Co. (The) 2, % 21 Hewlett Packard Enterprise Co % 20 Home Depot, Inc. (The) 3, % 20 Hormel Foods Corp % 74 Host Hotels & Resorts, Inc. 1, % 22 HP, Inc % 4 Humana, Inc. 1, % 211 Huntington Bancshares, Inc. 3, % 34 IHS Markit Ltd. 1, % 42 Illumina, Inc. 10, % 4 Ingersoll-Rand PLC % 200 Intel Corp. 10, % 16 Intercontinental Exchange, Inc. 1, % 43 International Business Machines Corp. 6, % 117 International Flavors & Fragrances, Inc. 16, % 51 International Paper Co. 2, % 18 Interpublic Group of Cos., Inc. (The) % 53 Invesco Ltd. 1, % 32 Iron Mountain, Inc. 1, % 15 J.M. Smucker Co. (The) 1, % 104 Johnson & Johnson 13, % 259 Johnson Controls International PLC 8, % 31 Kansas City Southern 3, % 1,321 KBC Group NV, Sponsored ADR 57, % 37 Kellogg Co. 2, % 200 KeyCorp 3, % 17 Kohl's Corp. 1, % 25 Kroger Co. (The) % 3 Laboratory Corp. of America Holdings % 1,553 Legal & General Group PLC, Sponsored ADR 29, % 15 Legg Mason, Inc % 9 Lennar Corp., Class A % 53 Lincoln National Corp. 3, % 28 Lowe's Cos., Inc. 2, % 7 Macerich Co. (The) % 507 MasterCard, Inc., Class A 90, % 57 Medtronic PLC 4, % 103 Merck & Co., Inc. 6, % 111 MetLife, Inc. 5, % 104 MGM Resorts International 3, % 839 Microsoft Corp. 78, % 4 Mid-America Apartment Communities, Inc % 19 Molson Coors Brewing Co., Class B 1, % 96 Mondelez International, Inc., Class A 3, %

7 Investments as of April 30, 2018 (Unaudited) 21 Monster Beverage Corp. 1, % 8 Moody's Corp. 1, % 12 Motorola Solutions, Inc. 1, % 59 Mylan NV 2, % 17 Nasdaq, Inc. 1, % 111 Navient Corp. 1, % 23 NetApp, Inc. 1, % 6 Netflix, Inc. 1, % 141 Newmont Mining Corp. 5, % 80 News Corp., Class A 1, % 269 NextEra Energy, Inc. 44, % 41 Nielsen Holdings PLC 1, % 51 NIKE, Inc., Class B 3, % 44 Norfolk Southern Corp. 6, % 57 Northern Trust Corp. 6, % 1,101 Novo Nordisk AS, Sponsored ADR 51, % 277 Novozymes AS, Sponsored ADR 12, % 9 NVIDIA Corp. 2, % 5 Omnicom Group, Inc % 551 Oracle Corp. 25, % 74 Ormat Technologies, Inc. 4, % 17 Parker Hannifin Corp. 2, % 230 Pattern Energy Group, Inc. 4, % 22 PayPal Holdings, Inc. 1, % 512 People's United Financial, Inc. 9, % 52 PepsiCo, Inc. 5, % 258 Pfizer, Inc. 9, % 57 Praxair, Inc. 8, % 112 Procter & Gamble Co. (The) 8, % 57 Prudential Financial, Inc. 6, % 775 Prudential PLC, Sponsored ADR 39, % 13 Public Storage 2, % 4 PVH Corp % 19 QUALCOMM, Inc % 12 Quest Diagnostics, Inc. 1, % 8 Realty Income Corp % 199 Roper Technologies, Inc. 52, % 7 S&P Global, Inc. 1, % 8 Seagate Technology PLC % 1,734 Sekisui House Ltd., Sponsored ADR 32, % 217 Signature Bank 27, % 11 Simon Property Group, Inc. 1, % 21 Starbucks Corp. 1, % 51 State Street Corp. 5, % 12 Stericycle, Inc % 21 Symantec Corp % 2,112 Symrise AG, Sponsored ADR 42, % 53 Synchrony Financial 1, % 98 Sysco Corp. 6, % 23 Target Corp. 1, % 16 TE Connectivity Ltd. 1, % 673 Tencent Holdings Ltd., ADR 33, % 12 Texas Instruments, Inc. 1, % 363 Thermo Fisher Scientific, Inc. 76, % 14 Tiffany & Co. 1, % 31 Time Warner, Inc. 2, % 88 Torchmark Corp. 7, % 349 Toyota Motor Corp., Sponsored ADR 45, % 8 TripAdvisor, Inc % 88 Twenty-First Century Fox, Inc., Class A 3, % 32 Twenty-First Century Fox, Inc., Class B 1, % 31 U.S. Bancorp 1, % 560 Unilever NV 31, % 57 Union Pacific Corp. 7, % 36 United Parcel Service, Inc., Class B 4, % 23 UnitedHealth Group, Inc. 5, % 3 Universal Health Services, Inc., Class B % 68 Unum Group 3, % 712 Valeo S.A., Sponsored ADR 23, % 36 Ventas, Inc. 1, % 3 Verisk Analytics, Inc % 216 Verizon Communications, Inc. 10, % 1,385 Vestas Wind Systems AS, Sponsored ADR 29, % 9 VF Corp % 433 Visa, Inc., Class A 54, % 22 Vornado Realty Trust 1, %

8 Investments as of April 30, 2018 (Unaudited) 16 W.W. Grainger, Inc. 4, % 79 Walt Disney Co. (The) 7, % 24 Waste Management, Inc. 1, % 217 Watts Water Technologies, Inc., Series A 16, % 156 Wells Fargo & Co. 8, % 88 Welltower, Inc. 4, % 24 Western Digital Corp. 1, % 61 Western Union Co. (The) 1, % 95 Weyerhaeuser Co. 3, % 3 Whirlpool Corp % 18 Xcel Energy, Inc % 39 Xerox Corp. 1, % 1 Xilinx, Inc % 47 Xylem, Inc. 3, % 90 Zions Bancorporation 4, % Total 2,319, % Affiliated Mutual Funds 26,711 Loomis Sayles Inflation Protected Securities Fund, Class N 275, % 45,194 Loomis Sayles Limited Term Government and Agency Fund, Class N 504, % 125,753 Mirova Global Green Bond Fund, Class N 1,236, % Total 2,016, % Total Investments 4,336, % Other assets less liabilities 140, % Net Assets 4,476, % The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.

9 Investments as of March 31, 2018 (Unaudited) Common Stocks 591 A.O. Smith Corp. 37, % 25 Abbott Laboratories 1, % 15 AbbVie, Inc. 1, % 7 Accenture PLC, Class A 1, % 189 Acuity Brands, Inc. 26, % 58 Advanced Micro Devices, Inc % 10 Aetna, Inc. 1, % 7 Affiliated Managers Group, Inc. 1, % 60 Aflac, Inc. 2, % 18 Agilent Technologies, Inc. 1, % 1,597 AIA Group Ltd., Sponsored ADR 54, % 14 Air Products & Chemicals, Inc. 2, % 7 Akamai Technologies, Inc % 6 Albemarle Corp % 21 Allergan PLC 3, % 867 Allianz SE, Sponsored ADR 19, % 4 Allstate Corp. (The) % 85 Alphabet, Inc., Class A 88, % 2 Alphabet, Inc., Class C 2, % 26 Amazon.com, Inc. 37, % 43 American Express Co. 4, % 306 American Water Works Co., Inc. 25, % 12 Ameriprise Financial, Inc. 1, % 14 Amgen, Inc. 2, % 22 Anthem, Inc. 4, % 36 Apple, Inc. 6, % 39 Applied Materials, Inc. 2, % 438 Aptiv PLC 37, % 94 Arconic, Inc. 2, % 109 ASML Holding NV, (Registered) 21, % 406 AT&T, Inc. 14, % 8 Autodesk, Inc. 1, % 5 AvalonBay Communities, Inc % 83 Ball Corp. 3, % 450 Bank of America Corp. 13, % 125 Bank of New York Mellon Corp. (The) 6, % 57 Baxter International, Inc. 3, % 53 Berkshire Hathaway, Inc., Class B 10, % 9 Best Buy Co., Inc % 12 BlackRock, Inc. 6, % 1 Booking Holdings, Inc. 2, % 17 Boston Properties, Inc. 2, % 24 Brighthouse Financial, Inc. 1, % 65 Bristol-Myers Squibb Co. 4, % 69 Brown-Forman Corp., Class B 3, % 1,237 Byd Co. Ltd., ADR 19, % 73 Campbell Soup Co. 3, % 11 Carnival Corp % 57 Caterpillar, Inc. 8, % 26 CBRE Group, Inc., Class A 1, % 45 CBS Corp., Class B 2, % 23 Charles Schwab Corp. (The) 1, % 522 Chr. Hansen Holding AS, Sponsored ADR 22, % 9 Church & Dwight Co., Inc % 2,722 Cie Financiere Richemont S.A., Sponsored ADR 24, % 6 Cigna Corp. 1, % 345 Cisco Systems, Inc. 14, % 81 Citizens Financial Group, Inc. 3, % 14 Clorox Co. (The) 1, % 27 CME Group, Inc. 4, % 175 Coca-Cola Co. (The) 7, % 22 Cognizant Technology Solutions Corp., Class A 1, % 56 Colgate-Palmolive Co. 4, % 1,552 Coloplast AS, Sponsored ADR 13, % 66 Conagra Brands, Inc. 2, % 91 Crown Castle International Corp. 9, % 20 CSRA, Inc % 4 Cummins, Inc % 62 CVS Health Corp. 3, % 612 Danaher Corp. 59, % 25 DaVita, Inc. 1, % 32 Deere & Co. 4, % 157 Delphi Technologies PLC 7, % 20 DENTSPLY SIRONA, Inc. 1, %

10 Investments as of March 31, 2018 (Unaudited) 15 Digital Realty Trust, Inc. 1, % 50 Discover Financial Services 3, % 623 Eaton Corp. PLC 49, % 446 Ecolab, Inc. 61, % 43 Eli Lilly & Co. 3, % 158 Ellie Mae, Inc. 14, % 7 Envision Healthcare Corp % 2 Equinix, Inc % 45 Equity Residential 2, % 7 Essex Property Trust, Inc. 1, % 783 Essilor International Cie Generale d'optique S.A., Sponsored ADR 52, % 10 Estee Lauder Cos., Inc. (The), Class A 1, % 22 Eversource Energy 1, % 41 Express Scripts Holding Co. 2, % 328 Facebook, Inc., Class A 52, % 55 Fastenal Co. 3, % 52 First Solar, Inc. 3, % 36 Flowserve Corp. 1, % 31 Fluor Corp. 1, % 101 Franklin Resources, Inc. 3, % 917 Fresenius SE & Co. KGaA, Sponsored ADR 17, % 23 Gap, Inc. (The) % 339 Geberit AG, ADR 14, % 350 General Electric Co. 4, % 25 General Mills, Inc. 1, % 41 Genuine Parts Co. 3, % 458 Gilead Sciences, Inc. 34, % 36 Goldman Sachs Group, Inc. (The) 9, % 12 Goodyear Tire & Rubber Co. (The) % 18 H&R Block, Inc % 18 Hanesbrands, Inc % 72 Hartford Financial Services Group, Inc. (The) 3, % 23 HCA Healthcare, Inc. 2, % 45 HCP, Inc. 1, % 25 Hershey Co. (The) 2, % 21 Hewlett Packard Enterprise Co % 20 Home Depot, Inc. (The) 3, % 20 Hormel Foods Corp % 74 Host Hotels & Resorts, Inc. 1, % 22 HP, Inc % 4 Humana, Inc. 1, % 211 Huntington Bancshares, Inc. 3, % 34 IHS Markit Ltd. 1, % 42 Illumina, Inc. 9, % 4 Ingersoll-Rand PLC % 200 Intel Corp. 10, % 16 Intercontinental Exchange, Inc. 1, % 43 International Business Machines Corp. 6, % 117 International Flavors & Fragrances, Inc. 16, % 51 International Paper Co. 2, % 18 Interpublic Group of Cos., Inc. (The) % 40 Invesco Ltd. 1, % 32 Iron Mountain, Inc. 1, % 15 J.M. Smucker Co. (The) 1, % 100 Johnson & Johnson 12, % 251 Johnson Controls International PLC 8, % 28 Kansas City Southern 3, % 1,321 KBC Group NV, Sponsored ADR 57, % 37 Kellogg Co. 2, % 200 KeyCorp 3, % 17 Kohl's Corp. 1, % 25 Kroger Co. (The) % 3 Laboratory Corp. of America Holdings % 1,553 Legal & General Group PLC, Sponsored ADR 28, % 15 Legg Mason, Inc % 9 Lennar Corp., Class A % 34 Lincoln National Corp. 2, % 28 Lowe's Cos., Inc. 2, % 7 Macerich Co. (The) % 507 MasterCard, Inc., Class A 88, % 18 McDonald's Corp. 2, % 6 McKesson Corp % 57 Medtronic PLC 4, % 103 Merck & Co., Inc. 5, % 111 MetLife, Inc. 5, %

11 Investments as of March 31, 2018 (Unaudited) 26 MGM Resorts International % 839 Microsoft Corp. 76, % 4 Mid-America Apartment Communities, Inc % 19 Molson Coors Brewing Co., Class B 1, % 96 Mondelez International, Inc., Class A 4, % 21 Monster Beverage Corp. 1, % 8 Moody's Corp. 1, % 12 Motorola Solutions, Inc. 1, % 59 Mylan NV 2, % 17 Nasdaq, Inc. 1, % 111 Navient Corp. 1, % 23 NetApp, Inc. 1, % 6 Netflix, Inc. 1, % 141 Newmont Mining Corp. 5, % 64 News Corp., Class A 1, % 269 NextEra Energy, Inc. 43, % 41 Nielsen Holdings PLC 1, % 51 NIKE, Inc., Class B 3, % 44 Norfolk Southern Corp. 5, % 57 Northern Trust Corp. 5, % 1,101 Novo Nordisk AS, Sponsored ADR 54, % 277 Novozymes AS, Sponsored ADR 14, % 9 NVIDIA Corp. 2, % 5 Omnicom Group, Inc % 551 Oracle Corp. 25, % 74 Ormat Technologies, Inc. 4, % 17 Parker Hannifin Corp. 2, % 230 Pattern Energy Group, Inc. 3, % 22 PayPal Holdings, Inc. 1, % 512 People's United Financial, Inc. 9, % 52 PepsiCo, Inc. 5, % 258 Pfizer, Inc. 9, % 55 Praxair, Inc. 7, % 112 Procter & Gamble Co. (The) 8, % 57 Prudential Financial, Inc. 5, % 775 Prudential PLC, Sponsored ADR 39, % 13 Public Storage 2, % 4 PVH Corp % 19 QUALCOMM, Inc. 1, % 12 Quest Diagnostics, Inc. 1, % 8 Realty Income Corp % 199 Roper Technologies, Inc. 55, % 7 S&P Global, Inc. 1, % 8 Seagate Technology PLC % 1,734 Sekisui House Ltd., Sponsored ADR 32, % 217 Signature Bank 30, % 11 Simon Property Group, Inc. 1, % 21 Starbucks Corp. 1, % 51 State Street Corp. 5, % 12 Stericycle, Inc % 11 Symantec Corp % 2,112 Symrise AG, Sponsored ADR 42, % 53 Synchrony Financial 1, % 98 Sysco Corp. 5, % 23 Target Corp. 1, % 16 TE Connectivity Ltd. 1, % 673 Tencent Holdings Ltd., ADR 35, % 12 Texas Instruments, Inc. 1, % 363 Thermo Fisher Scientific, Inc. 74, % 14 Tiffany & Co. 1, % 31 Time Warner, Inc. 2, % 85 Torchmark Corp. 7, % 349 Toyota Motor Corp., Sponsored ADR 45, % 8 TripAdvisor, Inc % 88 Twenty-First Century Fox, Inc., Class A 3, % 32 Twenty-First Century Fox, Inc., Class B 1, % 24 U.S. Bancorp 1, % 560 Unilever NV 31, % 57 Union Pacific Corp. 7, % 36 United Parcel Service, Inc., Class B 3, % 14 UnitedHealth Group, Inc. 2, % 3 Universal Health Services, Inc., Class B % 68 Unum Group 3, % 712 Valeo S.A., Sponsored ADR 23, % 36 Ventas, Inc. 1, % 3 Verisk Analytics, Inc %

12 Investments as of March 31, 2018 (Unaudited) 216 Verizon Communications, Inc. 10, % 883 Vestas Wind Systems AS, Sponsored ADR 21, % 9 VF Corp % 433 Visa, Inc., Class A 51, % 22 Vornado Realty Trust 1, % 16 W.W. Grainger, Inc. 4, % 79 Walt Disney Co. (The) 7, % 24 Waste Management, Inc. 2, % 217 Watts Water Technologies, Inc., Series A 16, % 151 Wells Fargo & Co. 7, % 88 Welltower, Inc. 4, % 24 Western Digital Corp. 2, % 61 Western Union Co. (The) 1, % 95 Weyerhaeuser Co. 3, % 3 Whirlpool Corp % 18 Xcel Energy, Inc % 39 Xerox Corp. 1, % 47 Xylem, Inc. 3, % 90 Zions Bancorporation 4, % Total 2,298, % Affiliated Mutual Funds 26,733 Loomis Sayles Inflation Protected Securities Fund, Class N 276, % 45,141 Loomis Sayles Limited Term Government and Agency Fund, Class N 506, % 125,753 Mirova Global Green Bond Fund, Class N 1,241, % Total 2,023, % Total Investments 4,321, % Other assets less liabilities 164, % Net Assets 4,486, % The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.