Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS I
Loomis Sayles Bond Fund
$4.81B
Avg Monthly Net Assets
$4.50B
Total Assets
$133.88M
Total Liabilities
$4.36B
Net Assets
Loomis Sayles Bond Fund is a Mutual Fund in LOOMIS SAYLES FUNDS I
from Natixis Loomis Sayles Funds,
based in Massachusetts,
United States of America.
The fund has four share classes
and monthly net assets of $4.81B.
On August 28th, 2024 it reported 611 holdings, the largest
being United States Treasury (4.1%), United States Treasury (3.5%) and Fixed Income Clearing Corp. (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Admin Class | C000018124 | LBFAX | |
| Class N | C000125493 | LSBNX | |
| Institutional Class | C000018122 | LSBDX | |
| Retail Class | C000018123 | LSBRX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $6M | – | 0.15 |
| 522 Funding CLO 2018-3A Ltd (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.23 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $17M | – | 0.38 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $7M | – | 0.15 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $4M | – | 0.08 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $4M | – | 0.09 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $3M | – | 0.08 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $550K | – | 0.01 |
| AGFC Capital Trust I | Long | Debt | US | $2M | – | 0.05 |
| Agile Group Holdings Ltd | Long | Debt | KY | $621K | – | 0.01 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.17 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.16 |
| AGL CLO 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Aimco CLO 12 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.18 |
| Air Lease Corp | Long | Debt | US | $16M | – | 0.37 |
| Aircastle Ltd | Long | Debt | BM | $5M | – | 0.12 |
| Aircastle Ltd | Long | Debt | BM | $4M | – | 0.10 |
| Aker BP ASA | Long | Debt | NO | $16M | – | 0.37 |
| Alta Wind Holdings LLC | Long | Debt | US | $26M | – | 0.61 |
| Altice USA Inc | Long | Equity-common | US | $4M | 2M | 0.09 |
| American Credit Acceptance Receivables Trust 2022-1 | Long | ABS-other | US | $4M | – | 0.08 |
| American Credit Acceptance Receivables Trust 2022-4 | Long | ABS-other | US | $1M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $17M | – | 0.39 |
| Apollo Global Management Inc | Long | Equity-preferred | US | $2M | 35K | 0.05 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $10M | – | 0.22 |
| Aqua Finance Trust 2019-A | Long | ABS-other | US | $1M | – | 0.03 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $2M | – | 0.05 |
| ArcelorMittal SA | Long | Debt | LU | $20M | – | 0.47 |
| ArcelorMittal SA | Long | Debt | LU | $505K | – | 0.01 |
| Ares Capital Corp | Long | Debt | US | $14M | – | 0.33 |
| Ares Capital Corp | Long | Debt | US | $11M | – | 0.25 |
| ARES Loan Funding I Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| Arthur J Gallagher & Co | Long | Debt | US | $3M | – | 0.06 |
| Ascent Education Funding Trust 2024-A | Long | ABS-other | US | $2M | – | 0.05 |
| Ashtead Capital Inc | Long | Debt | US | $5M | – | 0.11 |
| Ashtead Capital Inc | Long | Debt | US | $3M | – | 0.08 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.05 |
| ASPLUNDH TREE EXPERT LLC 2024 Incremental Term Loan B | Long | Loan | US | $11M | – | 0.25 |
| Aviation Capital Group LLC | Long | Debt | US | $14M | – | 0.32 |
| Aviation Capital Group LLC | Long | Debt | US | $7M | – | 0.16 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $771K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $15M | – | 0.35 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| Ballyrock CLO 2019-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Bank of America Corp | Long | Equity-preferred | US | $6M | 5K | 0.13 |
| Barclays PLC | Long | Debt | GB | $15M | – | 0.34 |
| Barclays PLC | Long | Debt | GB | $11M | – | 0.26 |
| Battalion Oil Corp | Long | Equity-common | US | $313K | 94K | 0.01 |
| Bausch + Lomb Corp | Long | Debt | CA | $138K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $17M | – | 0.39 |
| BBSG 2016-MRP Mortgage Trust (BBSG Mortgage Trust) | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Benefit Street Partners CLO XVI Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| BHG Securitization Trust 2022-A (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $13M | – | 0.30 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $538K | – | 0.01 |
| BioMarin Pharmaceutical Inc | Long | Debt | US | $28M | – | 0.65 |
| Blackstone Secured Lending Fund | Long | Debt | US | $20M | – | 0.46 |
| Block Inc | Long | Debt | US | $4M | – | 0.08 |
| Blue Owl Capital Corp | Long | Debt | US | $11M | – | 0.26 |
| Blue Owl Capital Corp | Long | Debt | US | $562K | – | 0.01 |
| Blue Owl Finance LLC | Long | Debt | US | $6M | – | 0.14 |
| BNP Paribas SA | Long | Debt | FR | $12M | – | 0.27 |
| Boeing Co/The | Long | Debt | US | $21M | – | 0.49 |
| Boeing Co/The | Long | Debt | US | $11M | – | 0.25 |
| Boeing Co/The | Long | Debt | US | $10M | – | 0.22 |
| Boeing Co/The | Long | Debt | US | $8M | – | 0.19 |
| Boeing Co/The | Long | Debt | US | $7M | – | 0.17 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $496K | – | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $3M | – | 0.06 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $5M | – | 0.12 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.04 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $27M | – | 0.61 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $7M | – | 0.16 |
| Brighthouse Financial Inc | Long | Debt | US | $5M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $13M | – | 0.30 |
| Broadcom Inc | Long | Debt | US | $9M | – | 0.21 |
| Broadcom Inc | Long | Debt | US | $9M | – | 0.21 |
| Broadcom Inc | Long | Debt | US | $6M | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.07 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $3M | – | 0.07 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CAFL 2023-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| CaixaBank SA | Long | Debt | ES | $7M | – | 0.15 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.03 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-other | US | $175K | – | 0.00 |
| Carnival Corp | Long | Debt | PA | $15M | – | 0.35 |
| Carnival Corp | Long | Debt | PA | $13M | – | 0.30 |
| Carnival Corp | Long | Debt | PA | $3M | – | 0.08 |
| Carnival Corp | Long | Debt | PA | $2M | – | 0.04 |
| Carnival Corporation 2024 Term Loan B1 | Long | Loan | PA | $7M | – | 0.16 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $3M | – | 0.07 |
| CarVal CLO III Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $1M | – | 0.03 |
| Carvana Auto Receivables Trust 2021-N4 | Long | ABS-other | US | $3M | – | 0.08 |
| Carvana Auto Receivables Trust 2021-N4 | Long | ABS-other | US | $520K | – | 0.01 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $3M | – | 0.06 |
| Carvana Auto Receivables Trust 2023-N4 | Long | ABS-other | US | $1M | – | 0.02 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $899K | – | 0.02 |
| Castlelake Aircraft Securitization Trust 2018-1 (Castlelake Aircraft Structured Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| Castlelake Aircraft Structured Trust 2019-1 (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $940K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $28M | – | 0.64 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $17M | – | 0.39 |
| Cedar Fair LP 2024 Term Loan B | Long | Loan | US | $2M | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $19M | – | 0.43 |
| Celanese US Holdings LLC | Long | Debt | US | $5M | – | 0.11 |
| Cemex SAB de CV | Long | Debt | MX | $41M | – | 0.93 |
| Cemex SAB de CV | Long | Debt | MX | $15M | – | 0.34 |
| Cemex SAB de CV | Long | Debt | MX | $3M | – | 0.07 |
| Centene Corp | Long | Debt | US | $11M | – | 0.25 |
| Centene Corp | Long | Debt | US | $7M | – | 0.16 |
| Centene Corp | Long | Debt | US | $7M | – | 0.15 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $92K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $86K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $64K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $36K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $24K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $16K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $29M | – | 0.66 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $28M | – | 0.63 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $15M | – | 0.35 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.19 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $840K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $5M | – | 0.11 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.05 |
| Chile Government International Bonds | Long | Debt | CL | $9M | – | 0.22 |
| Chile Government International Bonds | Long | Debt | CL | $6M | – | 0.13 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $2M | – | 0.05 |
| CIFI Holdings Group Co Ltd | Long | Debt | KY | $297K | – | 0.01 |
| CIFI Holdings Group Co Ltd | Long | Debt | KY | $105K | – | 0.00 |
| Cincinnati Bell Telephone Co LLC (CINC BELL TEL) | Long | Debt | US | $4M | – | 0.08 |
| Civitas Resources Inc | Long | Debt | US | $2M | – | 0.05 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.23 |
| Clover CLO 2021-2 LLC | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| Clsec Holdings 22t LLC | Long | ABS-other | US | $9M | – | 0.21 |
| Clsec Holdings 22t LLC | Long | ABS-other | US | $2M | – | 0.05 |
| College Ave Student Loans 2021-A LLC | Long | ABS-other | US | $1M | – | 0.03 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $2M | – | 0.04 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $10M | – | 0.23 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $3M | – | 0.08 |
| College Avenue Student Loans LLC (College Ave Student Loans) | Long | ABS-other | US | $2M | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $15M | – | 0.34 |
| Colombia Government International Bonds | Long | Debt | CO | $7M | – | 0.16 |
| Commercial Mortgage Pass Through Certificates (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| CommScope Inc | Long | Debt | US | $6M | – | 0.14 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $4M | – | 0.09 |
| Continental Resources Inc/OK | Long | Debt | US | $45M | – | 1.02 |
| Continental Resources Inc/OK | Long | Debt | US | $12M | – | 0.27 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.05 |
| CoreVest American Finance 2021-2 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $4M | – | 0.09 |
| CoreVest American Finance 2021-3 Trust (CoreVest American Finance Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| Country Garden Holdings Co Ltd (COUNTRY GARDEN HLDGS) | Long | Debt | KY | $661K | – | 0.02 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $4M | – | 0.09 |
| Credit Acceptance Auto Loan Trust 2021-4 | Long | ABS-other | US | $8M | – | 0.18 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.04 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $23M | – | 0.53 |
| Crown City CLO I | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| CSC Holdings LLC | Long | Debt | US | $17M | – | 0.38 |
| CSC Holdings LLC | Long | Debt | US | $15M | – | 0.34 |
| CSC Holdings LLC | Long | Debt | US | $5M | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $614K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $604K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $526K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $525K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| CSMC 2021-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Datadog Inc | Long | Debt | US | $2M | – | 0.04 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| DCP Midstream Operating LP | Long | Debt | US | $10M | – | 0.22 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $21M | – | 0.49 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.08 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $7M | – | 0.17 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $5M | – | 0.11 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $2M | – | 0.05 |
| DISH DBS Corp | Long | Debt | US | $21M | – | 0.48 |
| DISH DBS Corp | Long | Debt | US | $9M | – | 0.21 |
| DISH DBS Corp | Long | Debt | US | $7M | – | 0.17 |
| DISH DBS Corp | Long | Debt | US | $4M | – | 0.09 |
| DISH Network Corp | Long | Debt | US | $115M | – | 2.63 |
| Dominican Republic International Bond | Long | Debt | DO | $4M | – | 0.10 |
| Dominican Republic International Bonds | Long | Debt | DO | $8M | – | 0.19 |
| Duke Energy Corp | Long | Debt | US | $7M | – | 0.16 |
| Ecopetrol SA | Long | Debt | CO | $6M | – | 0.13 |
| Elara HGV Timeshare Issuer 2021-A LLC | Long | ABS-other | US | $394K | – | 0.01 |
| ELFI Graduate Loan Program 2021-A LLC | Long | ABS-other | US | $491K | – | 0.01 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| Enel Generacion Chile SA/Cayman Islands | Long | Debt | CL | $0 | – | – |
| Energean Israel Finance Ltd | Long | Debt | IL | $11M | – | 0.24 |
| Energy Transfer LP | Long | Debt | US | $18M | – | 0.41 |
| Entegris Inc | Long | Debt | US | $11M | – | 0.25 |
| EPR Properties | Long | Debt | US | $3M | – | 0.08 |
| EQT Corp | Long | Debt | US | $10M | – | 0.24 |
| EQT Corp | Long | Debt | US | $860K | – | 0.02 |
| EverBright Solar Trust 2024-A | Long | ABS-other | US | $3M | – | 0.07 |
| Evergy Inc | Long | Debt | US | $2M | – | 0.05 |
| Exeter Automobile Receivables Trust 2022-6 | Long | ABS-other | US | $2M | – | 0.05 |
| Exeter Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| First Investors Auto Owner Trust 2022-2 | Long | ABS-other | US | $3M | – | 0.07 |
| First Quantum Minerals Ltd | Long | Debt | CA | $28M | – | 0.65 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $7M | – | 0.17 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $5M | – | 0.11 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $3M | – | 0.07 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $139M | – | 3.18 |
| FOCUS Brands Funding (Focus Brands Funding LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Ford Credit Auto Lease Trust 2023-B | Long | ABS-other | US | $2M | – | 0.05 |
| Fortiva Retail Credit Master Note Business Trust | Long | ABS-other | US | $8M | – | 0.18 |
| Foundation Building Materials Holding Company LLC 2024 Term Loan B2 | Long | Loan | US | $2M | – | 0.05 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.03 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $5M | – | 0.12 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREED ABS Trust 2021-2 (Freedom Financial) | Long | ABS-other | US | $155K | – | 0.00 |
| FREED ABS Trust 2021-3FP (Freedom Financial) | Long | ABS-other | US | $2M | – | 0.06 |
| FREED ABS Trust 2022-1FP | Long | ABS-other | US | $3M | – | 0.08 |
| Frontier Issuer LLC | Long | ABS-other | US | $17M | – | 0.38 |
| Frontier Issuer LLC | Long | ABS-other | US | $11M | – | 0.24 |
| Gartner Inc | Long | Debt | US | $5M | – | 0.11 |
| Gartner Inc | Long | Debt | US | $825K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $10M | – | 0.24 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.03 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $9M | – | 0.20 |
| Glencore Funding LLC | Long | Debt | US | $37M | – | 0.84 |
| Glencore Funding LLC | Long | Debt | US | $20M | – | 0.45 |
| Glencore Funding LLC | Long | Debt | US | $16M | – | 0.36 |
| Glencore Funding LLC | Long | Debt | US | $15M | – | 0.36 |
| Global Payments Inc | Long | Debt | US | $7M | – | 0.17 |
| Global Payments Inc | Long | Debt | US | $5M | – | 0.12 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $5M | – | 0.11 |
| GLS Auto Receivables Issuer Trust 2021-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $11M | – | 0.24 |
| GLS Auto Receivables Issuer Trust 2023-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.07 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| GLS Auto Select Receivables Trust 2024-1 | Long | ABS-other | US | $217K | – | 0.00 |
| GLS Auto Select Receivables Trust 2024-2 | Long | ABS-other | US | $780K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2012-TMSQ (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GTCR W MERGER SUB LLC TERM LOAN | Long | Loan | US | $4M | – | 0.09 |
| GTCR W Merger Sub LLC USD Term Loan B | Long | Loan | US | $4M | – | 0.09 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $3M | – | 0.07 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $2M | – | 0.04 |
| HCA Inc | Long | Debt | US | $11M | – | 0.26 |
| HCA Inc | Long | Debt | US | $11M | – | 0.25 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $11M | – | 0.24 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $6M | – | 0.14 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Hess Midstream Operations LP | Long | Debt | US | $3M | – | 0.08 |
| Highwoods Properties Inc | Long | Equity-preferred | US | $2M | 2K | 0.05 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B4 | Long | Loan | US | $3M | – | 0.07 |
| HILTON DOMESTIC OPRTING CO INC 2024 TERM LOAN B4 | Long | Loan | US | $4M | – | 0.09 |
| Hilton Grand Vacations Borrower LLC 2021 Term Loan B | Long | Loan | US | $430K | – | 0.01 |
| Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B | Long | Loan | US | $5M | – | 0.12 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $537K | – | 0.01 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $477K | – | 0.01 |
| HILTON GRND VACATNS BORRWR LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $18M | – | 0.41 |
| HIN Timeshare Trust 2020-A | Long | ABS-other | US | $42K | – | 0.00 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $863K | – | 0.02 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $11M | – | 0.26 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $6M | – | 0.13 |
| Hovnanian Enterprises Inc | Long | Equity-preferred | US | $966K | 53K | 0.02 |
| HPEFS Equipment Trust | Long | ABS-other | US | $4M | – | 0.08 |
| HPEFS Equipment Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.03 |
| HUB International Limited 2024 Term Loan B | Long | Loan | US | $4M | – | 0.08 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $31M | – | 0.72 |
| iHeartCommunications Inc | Long | Debt | US | $4M | – | 0.10 |
| iHeartCommunications Inc | Long | Debt | US | $294K | – | 0.01 |
| iHeartMedia Inc | Long | Equity-common | US | $769K | 706K | 0.02 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $21M | – | 0.49 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $9M | – | 0.20 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $3M | – | 0.07 |
| IQOR US Inc. | Long | Equity-common | US | $41K | 18K | 0.00 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $3M | – | 0.06 |
| Jazz Investments I Ltd | Long | Debt | BM | $2M | – | 0.05 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $12M | – | 0.27 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $6M | – | 0.13 |
| JOL Air Ltd | Long | ABS-other | KY | $6M | – | 0.14 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $484K | – | 0.01 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $780K | – | 0.02 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $633K | – | 0.01 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $78K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $56K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $54K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $42K | – | 0.00 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $521K | – | 0.01 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $160K | – | 0.00 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $129K | – | 0.00 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Leidos Inc | Long | Debt | US | $11M | – | 0.24 |
| Liberty Media Corp-Liberty Formula One | Long | Debt | US | $2M | – | 0.05 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $5M | – | 0.11 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $2M | – | 0.06 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $424K | – | 0.01 |
| Light and Wonder International Inc 2024 Term Loan | Long | Loan | US | $523K | – | 0.01 |
| LIGHT AND WONDER INTRNTNL INC 2024 TERM LOAN B2 | Long | Loan | US | $523K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $14M | – | 0.31 |
| Logan Group Co Ltd | Long | Debt | KY | $511K | – | 0.01 |
| Logan Group Co Ltd | Long | Debt | KY | $428K | – | 0.01 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $1M | – | 0.03 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $661K | – | 0.02 |
| Madison Park Funding XXXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| MAPS 2021-1 Trust (Maps LTD) | Long | ABS-other | US | $7M | – | 0.17 |
| Marlette Funding Trust 2021-2 | Long | ABS-other | US | $501K | – | 0.01 |
| Marlette Funding Trust 2021-3 | Long | ABS-other | US | $3M | – | 0.07 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $5M | – | 0.12 |
| Marriott Ownership Resorts Inc | Long | Debt | US | $6M | – | 0.13 |
| Matador Resources Co | Long | Debt | US | $2M | – | 0.05 |
| MBIA Insurance Corp | Long | Debt | US | $699K | – | 0.02 |
| MBIA Insurance Corp | Long | Debt | US | $4K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $7M | – | 0.16 |
| MetLife Inc | Long | Debt | US | $14M | – | 0.31 |
| MetLife Inc | Long | Debt | US | $2M | – | 0.05 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $819K | – | 0.02 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $17M | – | 0.38 |
| Micron Technology Inc | Long | Debt | US | $41M | – | 0.93 |
| Micron Technology Inc | Long | Debt | US | $16M | – | 0.36 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $4M | – | 0.09 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $4M | – | 0.09 |
| Molina Healthcare Inc | Long | Debt | US | $6M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $18M | – | 0.40 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Motorola Solutions Inc | Long | Debt | US | $12M | – | 0.28 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Mutual of Omaha Insurance Co (MUTUAL OF OMAHA INS CO) | Long | Debt | US | $61M | – | 1.40 |
| MVW 2021-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $6M | – | 0.14 |
| National Life Insurance Co (NATL LIFE INSURANCE-VRMT) | Long | Debt | US | $48M | – | 1.10 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $5M | – | 0.10 |
| NatWest Group PLC | Long | Debt | GB | $11M | – | 0.26 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.10 |
| Navigator Aircraft ABS Ltd (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $12M | – | 0.28 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $10M | – | 0.23 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $8M | – | 0.19 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $8M | – | 0.17 |
| NCL Finance Ltd | Long | Debt | BM | $4M | – | 0.08 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $3M | – | 0.06 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $2M | – | 0.04 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $2M | – | 0.04 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $679K | – | 0.02 |
| Netflix Inc | Long | Debt | US | $22M | – | 0.50 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.21 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| New Zealand Government Bonds | Long | Debt | NZ | $23M | – | 0.52 |
| NGPL PipeCo LLC | Long | Debt | US | $237K | – | 0.01 |
| NLV Financial Corp | Long | Debt | US | $14M | – | 0.32 |
| Norway Government Bonds | Long | Debt | NO | $22M | – | 0.51 |
| NRG Energy Inc | Long | Debt | US | $3M | – | 0.07 |
| Nutanix Inc | Long | Debt | US | $2M | – | 0.04 |
| NYMT Loan Trust 2024-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.27 |
| Octagon Investment Partners 42 Ltd (Octagon Investment Partners 42, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.24 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.29 |
| ON Semiconductor Corp | Long | Debt | US | $4M | – | 0.10 |
| OneMain Finance Corp | Long | Debt | US | $4M | – | 0.10 |
| OneMain Finance Corp | Long | Debt | US | $3M | – | 0.07 |
| OneMain Finance Corp | Long | Debt | US | $2M | – | 0.05 |
| OneMain Finance Corp | Long | Debt | US | $789K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $749K | – | 0.02 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $5M | – | 0.11 |
| Ovintiv Inc | Long | Debt | US | $7M | – | 0.16 |
| Ovintiv Inc | Long | Debt | US | $4M | – | 0.10 |
| Ovintiv Inc | Long | Debt | US | $2M | – | 0.05 |
| Ovintiv Inc | Long | Debt | US | $851K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $596K | – | 0.01 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.15 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Palmer Square CLO 2018-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| Palo Alto Networks Inc | Long | Debt | US | $2M | – | 0.05 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $5M | – | 0.12 |
| Paramount Global | Long | Debt | US | $13M | – | 0.30 |
| Paramount Global | Long | Debt | US | $11M | – | 0.25 |
| Paramount Global | Long | Equity-common | US | $9M | 876K | 0.21 |
| Paramount Global | Long | Debt | US | $3M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $11M | – | 0.26 |
| Philippines Government International Bonds | Long | Debt | PH | $6M | – | 0.14 |
| Philippines Government International Bonds | Long | Debt | PH | $5M | – | 0.11 |
| Pilgrim's Pride Corp | Long | Debt | US | $15M | – | 0.35 |
| Pilgrim's Pride Corp | Long | Debt | US | $906K | – | 0.02 |
| PK Alift Loan Funding 3 LP | Long | ABS-other | US | $2M | – | 0.05 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $11M | – | 0.25 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $691K | – | 0.02 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $188K | – | 0.00 |
| PPL Capital Funding Inc | Long | Debt | US | $10M | – | 0.23 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $9M | – | 0.20 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.07 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $847K | – | 0.02 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.10 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| Progress Residential 2023-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $591K | – | 0.01 |
| Progress Residential Trust | Long | ABS-other | US | $4M | – | 0.09 |
| Progress Residential Trust | Long | ABS-other | US | $2M | – | 0.05 |
| Prologis Inc | Long | Equity-preferred | US | $9M | 168K | 0.21 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $5M | – | 0.12 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $9M | – | 0.22 |
| PRPM 2021-8 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $5M | – | 0.13 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $6M | – | 0.13 |
| PRPM 2024-2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $188K | – | 0.00 | |
| Qatar Government International Bonds | Long | Debt | QA | $8M | – | 0.18 |
| Rand Parent LLC | Long | Debt | US | $4M | – | 0.08 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $1M | – | 0.03 |
| Republic Finance Issuance Trust 2021-A | Long | ABS-other | US | $738K | – | 0.02 |
| Republic of Poland Government International Bond | Long | Debt | PL | $22M | – | 0.51 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $5M | – | 0.12 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $15M | – | 0.35 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $9M | – | 0.21 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $3M | – | 0.08 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $8M | – | 0.18 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $7M | – | 0.15 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $4M | – | 0.09 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $2M | – | 0.04 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $949K | – | 0.02 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $191K | – | 0.00 |
| Resideo Funding Inc 2024 M&A Term Loan B | Long | Loan | US | $11M | – | 0.24 |
| Resideo Funding Inc 2024 Term Loan B | Long | Loan | US | $5M | – | 0.11 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $25M | – | 0.57 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $22M | – | 0.52 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $13M | – | 0.30 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $11M | – | 0.26 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| Romania Government International Bonds | Long | Debt | RO | $8M | – | 0.18 |
| Romanian Government International Bond | Long | Debt | RO | $15M | – | 0.34 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $19M | – | 0.42 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $4M | – | 0.10 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $3M | – | 0.06 |
| SANCHEZ ENERGY CORP | Long | Debt | US | $1M | – | 0.03 |
| SANCHEZ ENERGY CORP | Long | Debt | US | $528K | – | 0.01 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Linked Notes) | Long | ABS-other | US | $423K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $8M | – | 0.17 |
| SBA Senior Finance II LLC 2024 Term Loan B | Long | Loan | US | $5M | – | 0.11 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $505K | – | 0.01 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $311K | – | 0.01 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $687K | – | 0.02 |
| SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $4M | – | 0.09 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $713K | – | 0.02 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $704K | – | 0.02 |
| SEB Funding LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Sensata Technologies BV | Long | Debt | NL | $1M | – | 0.02 |
| Sensata Technologies Inc | Long | Debt | US | $824K | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $7M | – | 0.17 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LTD) | Long | ABS-other | KY | $876K | – | 0.02 |
| Shift4 Payments Inc | Long | Debt | US | $2M | – | 0.05 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $283K | – | 0.01 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $213K | – | 0.00 |
| Shimao Group Holdings Ltd (SHIMAO GROUP HLDGS LTD) | Long | Debt | KY | $70K | – | 0.00 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $67K | – | 0.00 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $20K | – | 0.00 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.14 |
| Sino-Ocean Land Treasure IV Ltd (SINO OCEAN LAND IV) | Long | Debt | VG | $350K | – | 0.01 |
| Sino-Ocean Land Treasure IV Ltd (SINO OCEAN LAND IV) | Long | Debt | VG | $184K | – | 0.00 |
| Slam 2021-1 Ltd (SLAM 2021-1 LLC) | Long | ABS-other | US | $12M | – | 0.28 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-other | US | $5M | – | 0.11 |
| SMB Private Education Loan Trust 2021-E | Long | ABS-other | US | $6M | – | 0.13 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $2M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $13M | – | 0.30 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRUST) | Long | ABS-other | US | $1M | – | 0.03 |
| SoftBank Group Corp | Long | Debt | JP | $7M | – | 0.15 |
| Southern Co Gas Capital Corp | Long | Debt | US | $3M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $9M | – | 0.21 |
| Southwest Airlines Co | Long | Debt | US | $18M | – | 0.41 |
| Sprint Capital Corp | Long | Debt | US | $11M | – | 0.25 |
| Star Parent Inc Term Loan B | Long | Loan | US | $7M | – | 0.16 |
| Steel Dynamics Inc | Long | Debt | US | $2M | – | 0.05 |
| Stewart Information Services Corp | Long | Debt | US | $14M | – | 0.32 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $609K | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $13M | – | 0.29 |
| Summit Materials LLC 2023 Incremental Term Loan B | Long | Loan | US | $5M | – | 0.11 |
| Sunac China Holdings Ltd | Long | Debt | KY | $481K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $415K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $334K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $204K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $186K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $182K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $114K | – | 0.00 |
| Sunnova Helios XIII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $5M | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $6M | – | 0.13 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $5M | – | 0.11 |
| TD SYNNEX Corp | Long | Debt | US | $7M | – | 0.15 |
| Teladoc Health Inc | Long | Debt | US | $20M | – | 0.47 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $9M | – | 0.21 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $9M | – | 0.20 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $8M | – | 0.18 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $19M | – | 0.43 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $15M | – | 0.34 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $10M | – | 0.23 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $6M | – | 0.14 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $5M | – | 0.11 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $4M | – | 0.10 |
| THL Credit Wind River 2018-3 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.02 |
| TIF Funding III LLC | Long | ABS-other | US | $4M | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $5M | – | 0.10 |
| Time Warner Cable LLC | Long | Debt | US | $464K | – | 0.01 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $159K | – | 0.00 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $26K | – | 0.00 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $9K | – | 0.00 |
| TOBACCO SETTLEMENT FING CORP VA (Tobacco Settlement Financing Corp/VA) | Long | Debt | US | $54M | – | 1.24 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Towd Point Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $760K | – | 0.02 |
| Towd Point Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $10M | – | 0.24 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $2M | – | 0.04 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $18M | – | 0.42 |
| TransDigm Inc 2023 Term Loan J | Long | Loan | US | $1M | – | 0.02 |
| TransDigm Inc 2024 Term Loan I | Long | Loan | US | $2M | – | 0.04 |
| Travel + Leisure Co | Long | Debt | US | $10M | – | 0.22 |
| Travel + Leisure Co | Long | Debt | US | $10M | – | 0.22 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $5M | – | 0.11 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $2M | – | 0.04 |
| TriNet Group Inc | Long | Debt | US | $5M | – | 0.12 |
| Truist Insurance Holdings LLC 1st Lien Term Loan | Long | Loan | US | $6M | – | 0.14 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $17M | – | 0.38 |
| U.K. Gilts | Long | Debt | GB | $31M | – | 0.71 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $177M | – | 4.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $153M | – | 3.50 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $99M | – | 2.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23M | – | 0.52 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $20M | – | 0.45 |
| Uber Technologies Inc | Long | Debt | US | $32M | – | 0.73 |
| Uber Technologies Inc | Long | Debt | US | $13M | – | 0.29 |
| Uber Technologies Inc | Long | Debt | US | $5M | – | 0.11 |
| Uber Technologies Inc 2023 Term Loan B | Long | Loan | US | $6M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.21 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $7M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $435K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $21M | – | 0.48 |
| United Rentals North America Inc | Long | Debt | US | $11M | – | 0.26 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.08 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-7M | – | -0.15 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $501K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-681K | – | -0.02 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $7M | – | 0.17 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2M | – | 0.05 | |
| VCAT 2021-NPL1 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $94K | – | 0.00 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $7M | – | 0.15 |
| VCAT 2021-NPL6 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $11M | – | 0.26 |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| Vibrant CLO XIV Ltd (VIBRANT CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Viper Energy Inc | Long | Debt | US | $3M | – | 0.07 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $4M | – | 0.10 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $685K | – | 0.02 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $443K | – | 0.01 |
| WAVE 2017-1 Trust (WAVE 2017-1 LLC) | Long | ABS-other | US | $6M | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $56K | 47 | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Western Digital Corp | Long | Debt | US | $6M | – | 0.13 |
| Western Midstream Operating LP | Long | Debt | US | $5M | – | 0.12 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $730K | – | 0.02 |
| Westlake Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $6M | – | 0.13 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $6M | – | 0.15 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.04 |
| WFRBS Commercial Mortgage Trust 2012-C10 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2013-C15 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Willis Engine Structured Trust IV (Willis Engine Securitization Trust) | Long | ABS-other | US | $390K | – | 0.01 |
| Willis Engine Structured Trust VI (Willis Engine Securitization Trust) | Long | ABS-other | US | $10M | – | 0.24 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $21M | – | 0.47 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $353K | – | 0.01 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $231K | – | 0.01 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $180K | – | 0.00 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $89K | – | 0.00 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $5M | – | 0.12 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $4M | – | 0.08 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $3M | – | 0.08 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $3M | – | 0.08 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $7M | – | 0.15 |
| Zscaler Inc (ZSCALER INC.) | Long | Debt | US | $2M | – | 0.04 |
Address
LOOMIS SAYLES FUNDS I
888 BOYLSTON STREET
Suite 800
BOSTON
Massachusetts
02199-8197
United States of America
Websites
Directors
Richard A. Goglia
Maureen B. Mitchell
Cynthia L. Walker
Edmond J. English
Kevin P. Charleston
Erik R. Sirri
James P. Palermo
Martin T. Meehan
Peter J. Smail
Kirk A. Sykes
David L. Giunta
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
Chicago Mercantile Exchange Inc.
Merrill Lynch Valuations LLC
ICE Data Services, Inc.
S&P Global Inc.
The London Clearing House Limited
London Stock Exchange Group PLC
Bloomberg L.P.
PricingDirect Inc.
Custodians
Intesa Sanpaolo S.p.A.
J.P. Morgan Securities LLC
State Street Bank and Trust Company
Royal Bank of Canada
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank (Thai) Public Company Limited
Bank Hapoalim B.M.
Euroclear Bank
Landsbankinn hf.
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank, National Association (Singapore, SG, Branch)
State Street Trust Company Canada
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Natixis Advisors, LLC
State Street Bank and Trust Company
Brokers
J.P. Morgan Securities LLC
RBC Capital Markets, LLC
BofA Securities, Inc.
Goldman Sachs & Co. LLC