Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS I
Loomis Sayles Fixed Income Fund
$421.90M
Avg Monthly Net Assets
$441.19M
Total Assets
$13.62M
Total Liabilities
$427.58M
Net Assets
Loomis Sayles Fixed Income 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 one share class
and monthly net assets of $421.90M.
On August 28th, 2024 it reported 685 holdings, the largest
being United States Treasury (4.0%), Fixed Income Clearing Corp. (3.5%) and United States Treasury (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000018126 | LSFIX |
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 | $540K | – | 0.13 |
| 522 Funding CLO 2021-7 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $555K | – | 0.13 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.37 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $594K | – | 0.14 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $289K | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $192K | – | 0.04 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $384K | – | 0.09 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $334K | – | 0.08 |
| AGFC Capital Trust I | Long | Debt | US | $191K | – | 0.04 |
| Agile Group Holdings Ltd | Long | Debt | KY | $41K | – | 0.01 |
| Aimco CLO 12 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.14 |
| Aimco CLO 14 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.46 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| Air Lease Corp | Long | Debt | US | $935K | – | 0.22 |
| Aircastle Ltd | Long | Debt | BM | $754K | – | 0.18 |
| Aircastle Ltd | Long | Debt | BM | $444K | – | 0.10 |
| Aircastle Ltd | Long | Debt | BM | $245K | – | 0.06 |
| Aker BP ASA | Long | Debt | NO | $1M | – | 0.30 |
| Alta Wind Holdings LLC | Long | Debt | US | $1M | – | 0.25 |
| Altice USA Inc | Long | Equity-common | US | $283K | 139K | 0.07 |
| American Airlines 2016-3 Class B Pass Through Trust (AMER AIRLINE 16-3 B PTT) | Long | Debt | US | $250K | – | 0.06 |
| American Airlines 2017-1 Class B Pass Through Trust (AMER AIRLINE 17-1B PTT) | Long | Debt | US | $817K | – | 0.19 |
| American Credit Acceptance Receivables Trust 2021-3 | Long | ABS-other | US | $511K | – | 0.12 |
| American Credit Acceptance Receivables Trust 2022-4 | Long | ABS-other | US | $97K | – | 0.02 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $518K | – | 0.12 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.28 |
| Amphenol Corp | Long | Debt | US | $279K | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $333K | – | 0.08 |
| Antares Holdings LP | Long | Debt | US | $834K | – | 0.20 |
| Antares Holdings LP | Long | Debt | US | $668K | – | 0.16 |
| Apollo Global Management Inc | Long | Equity-preferred | US | $229K | 3K | 0.05 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $812K | – | 0.19 |
| Aqua Finance Trust 2019-A | Long | ABS-other | US | $118K | – | 0.03 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $136K | – | 0.03 |
| ArcelorMittal SA | Long | Debt | LU | $2M | – | 0.35 |
| Ares Capital Corp | Long | Debt | US | $2M | – | 0.44 |
| Arthur J Gallagher & Co | Long | Debt | US | $248K | – | 0.06 |
| Asbury Automotive Group Inc | Long | Debt | US | $277K | – | 0.06 |
| Ascent Education Funding Trust 2024-A | Long | ABS-other | US | $223K | – | 0.05 |
| Ashland Inc | Long | Debt | US | $652K | – | 0.15 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.41 |
| Ashtead Capital Inc | Long | Debt | US | $268K | – | 0.06 |
| Ashtead Capital Inc | Long | Debt | US | $198K | – | 0.05 |
| Ashtead Capital Inc | Long | Debt | US | $195K | – | 0.05 |
| ASPLUNDH TREE EXPERT LLC 2024 Incremental Term Loan B | Long | Loan | US | $1M | – | 0.25 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.06 |
| Atrium XV (Madison Park XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $987K | – | 0.23 |
| Aviation Capital Group LLC | Long | Debt | US | $844K | – | 0.20 |
| Aviation Capital Group LLC | Long | Debt | US | $602K | – | 0.14 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $650K | – | 0.15 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $611K | – | 0.14 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $134K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $130K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $101K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $2M | – | 0.39 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $578K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.37 |
| Bank of America Corp | Long | Debt | US | $607K | – | 0.14 |
| Bank of America Corp | Long | Equity-preferred | US | $306K | 256 | 0.07 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.23 |
| Barclays PLC | Long | Debt | GB | $945K | – | 0.22 |
| Battalion Oil Corp | Long | Equity-common | US | $3K | 939 | 0.00 |
| Bausch + Lomb Corp | Long | Debt | CA | $15K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.25 |
| BB-UBS Trust | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| BHG Securitization Trust 2023-B (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $412K | – | 0.10 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $196K | – | 0.05 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $101K | – | 0.02 |
| BioMarin Pharmaceutical Inc | Long | Debt | US | $2M | – | 0.50 |
| BioMarin Pharmaceutical Inc | Long | Equity-common | US | $553K | 7K | 0.13 |
| Block Inc | Long | Debt | US | $341K | – | 0.08 |
| Blue Owl Capital Corp | Long | Debt | US | $1M | – | 0.34 |
| Blue Owl Capital Corp | Long | Debt | US | $553K | – | 0.13 |
| Blue Owl Capital Corp | Long | Debt | US | $73K | – | 0.02 |
| Blue Owl Finance LLC | Long | Debt | US | $1M | – | 0.28 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.49 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.26 |
| Boeing Co/The | Long | Debt | US | $946K | – | 0.22 |
| Boeing Co/The | Long | Debt | US | $826K | – | 0.19 |
| Boeing Co/The | Long | Debt | US | $605K | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $379K | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $260K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $235K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $49K | – | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $252K | – | 0.06 |
| Boost Newco Borrower LLC | Long | Debt | US | $417K | – | 0.10 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $703K | – | 0.16 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $571K | – | 0.13 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $521K | – | 0.12 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $169K | – | 0.04 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $3M | – | 0.61 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.24 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $714K | – | 0.17 |
| Brighthouse Financial Inc | Long | Debt | US | $2M | – | 0.41 |
| Brighthouse Financial Inc | Long | Debt | US | $337K | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $878K | – | 0.21 |
| Broadcom Inc | Long | Debt | US | $746K | – | 0.17 |
| Broadcom Inc | Long | Debt | US | $733K | – | 0.17 |
| Broadcom Inc | Long | Debt | US | $675K | – | 0.16 |
| Broadcom Inc | Long | Debt | US | $586K | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $345K | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $304K | – | 0.07 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $64K | – | 0.01 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $314K | – | 0.07 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $285K | – | 0.07 |
| CAFL 2021-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $550K | – | 0.13 |
| CAFL 2023-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $512K | – | 0.12 |
| CaixaBank SA | Long | Debt | ES | $401K | – | 0.09 |
| CAL Funding IV Ltd | Long | ABS-other | BM | $579K | – | 0.14 |
| CARLYLE US CLO 2018-4 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $371K | – | 0.09 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $94K | – | 0.02 |
| CarMax Auto Owner Trust 2023-4 | Long | ABS-other | US | $206K | – | 0.05 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-other | US | $100K | – | 0.02 |
| Carnival Corp | Long | Debt | PA | $1M | – | 0.30 |
| Carnival Corp | Long | Debt | PA | $613K | – | 0.14 |
| Carnival Corp | Long | Debt | PA | $390K | – | 0.09 |
| Carnival Corp | Long | Debt | PA | $155K | – | 0.04 |
| Carnival Corp | Long | Debt | PA | $122K | – | 0.03 |
| Carnival Corporation 2024 Term Loan B1 | Long | Loan | PA | $598K | – | 0.14 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $249K | – | 0.06 |
| CarVal CLO I Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $307K | – | 0.07 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $81K | – | 0.02 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $262K | – | 0.06 |
| Carvana Auto Receivables Trust 2023-N4 | Long | ABS-other | US | $102K | – | 0.02 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $100K | – | 0.02 |
| Castlelake Aircraft Securitization Trust 2018-1 (Castlelake Aircraft Structured Trust) | Long | ABS-other | US | $165K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.60 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $306K | – | 0.07 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $2M | – | 0.43 |
| Cedar Fair LP 2024 Term Loan B | Long | Loan | US | $239K | – | 0.06 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.31 |
| Celanese US Holdings LLC | Long | Debt | US | $334K | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $236K | – | 0.06 |
| Cemex SAB de CV | Long | Debt | MX | $4M | – | 0.93 |
| Cemex SAB de CV | Long | Debt | MX | $1M | – | 0.27 |
| Cemex SAB de CV | Long | Equity-common | MX | $534K | 84K | 0.12 |
| Cemex SAB de CV | Long | Debt | MX | $224K | – | 0.05 |
| Centene Corp | Long | Debt | US | $1M | – | 0.34 |
| Centene Corp | Long | Debt | US | $1M | – | 0.27 |
| Centene Corp | Long | Debt | US | $324K | – | 0.08 |
| Centene Corp | Long | Debt | US | $265K | – | 0.06 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $5K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $5K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $5K | – | 0.00 |
| Central China Real Estate Ltd (CENTRAL CHN REAL ESTATE) | Long | Debt | KY | $5K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.36 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.34 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $203K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $109K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $39K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $946K | – | 0.22 |
| Cheniere Energy Partners LP | Long | Debt | US | $654K | – | 0.15 |
| Cheniere Energy Partners LP | Long | Debt | US | $388K | – | 0.09 |
| Chile Government International Bonds | Long | Debt | CL | $936K | – | 0.22 |
| Chile Government International Bonds | Long | Debt | CL | $761K | – | 0.18 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $192K | – | 0.04 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.12 |
| CIFI Holdings Group Co Ltd | Long | Debt | KY | $21K | – | 0.00 |
| CIFI Holdings Group Co Ltd | Long | Debt | KY | $21K | – | 0.00 |
| CIM Trust 2021-NR2 | Long | ABS-other | US | $280K | – | 0.07 |
| Civitas Resources Inc | Long | Debt | US | $198K | – | 0.05 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $615K | – | 0.14 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.26 |
| College Ave Student Loans 2021-A LLC | Long | ABS-other | US | $172K | – | 0.04 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $1M | – | 0.26 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $306K | – | 0.07 |
| College Avenue Student Loans LLC (College Ave Student Loans) | Long | ABS-other | US | $172K | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.30 |
| Colombia Government International Bonds | Long | Debt | CO | $680K | – | 0.16 |
| COMM 2012-LC4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Commercial Mortgage Pass Through Certificates (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| CommScope Inc | Long | Debt | US | $589K | – | 0.14 |
| Continental Resources Inc/OK | Long | Debt | US | $4M | – | 0.95 |
| Continental Resources Inc/OK | Long | Debt | US | $864K | – | 0.20 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $172K | – | 0.04 |
| CoreVest American Finance 2021-2 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $242K | – | 0.06 |
| CoreVest American Finance 2021-3 Trust (CoreVest American Finance Trust) | Long | ABS-other | US | $123K | – | 0.03 |
| Country Garden Holdings Co Ltd (COUNTRY GARDEN HLDGS) | Long | Debt | KY | $51K | – | 0.01 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $330K | – | 0.08 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $167K | – | 0.04 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $221K | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.49 |
| Credit Agricole SA | Long | Debt | FR | $601K | – | 0.14 |
| Credit Agricole SA | Long | Debt | FR | $460K | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.31 |
| CSC Holdings LLC | Long | Debt | US | $987K | – | 0.23 |
| CSC Holdings LLC | Long | Debt | US | $808K | – | 0.19 |
| CSC Holdings LLC | Long | Debt | US | $129K | – | 0.03 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.04 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $444K | – | 0.10 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| Datadog Inc | Long | Debt | US | $188K | – | 0.04 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $555K | – | 0.13 |
| DCP Midstream Operating LP | Long | Debt | US | $605K | – | 0.14 |
| DCP Midstream Operating LP | Long | Debt | US | $454K | – | 0.11 |
| DCP Midstream Operating LP | Long | Debt | US | $10K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.24 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $304K | – | 0.07 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $221K | – | 0.05 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $1M | – | 0.25 |
| DISH DBS Corp | Long | Debt | US | $2M | – | 0.44 |
| DISH DBS Corp | Long | Debt | US | $2M | – | 0.41 |
| DISH DBS Corp | Long | Debt | US | $404K | – | 0.09 |
| DISH DBS Corp | Long | Debt | US | $168K | – | 0.04 |
| DISH Network Corp | Long | Debt | US | $3M | – | 0.60 |
| Dominican Republic International Bond | Long | Debt | DO | $408K | – | 0.10 |
| Dominican Republic International Bonds | Long | Debt | DO | $939K | – | 0.22 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $128K | – | 0.03 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $54K | – | 0.01 |
| DT Auto Owner Trust 2021-3 | Long | ABS-other | US | $1M | – | 0.31 |
| DT Auto Owner Trust 2023-3 | Long | ABS-other | US | $392K | – | 0.09 |
| Duke Energy Corp | Long | Debt | US | $598K | – | 0.14 |
| Ecopetrol SA | Long | Debt | CO | $540K | – | 0.13 |
| El Paso Energy Capital Trust I (EL PASO ENERGY CAP TRST) | Long | Equity-preferred | US | $243K | 5K | 0.06 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $346K | – | 0.08 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $107K | – | 0.02 |
| Energean Israel Finance Ltd | Long | Debt | IL | $656K | – | 0.15 |
| Energean Israel Finance Ltd | Long | Debt | IL | $339K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.29 |
| Energy Transfer LP | Long | Debt | US | $898K | – | 0.21 |
| Energy Transfer LP | Long | Debt | US | $461K | – | 0.11 |
| EnLink Midstream LLC | Long | Debt | US | $97K | – | 0.02 |
| Entegris Inc | Long | Debt | US | $1M | – | 0.29 |
| EPR Properties | Long | Debt | US | $225K | – | 0.05 |
| EQT Corp | Long | Debt | US | $741K | – | 0.17 |
| EQT Corp | Long | Debt | US | $350K | – | 0.08 |
| Etsy Inc | Long | Debt | US | $598K | – | 0.14 |
| Etsy Inc | Long | Debt | US | $267K | – | 0.06 |
| EverBright Solar Trust 2024-A | Long | ABS-other | US | $314K | – | 0.07 |
| Evergy Inc | Long | Debt | US | $217K | – | 0.05 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $506K | – | 0.12 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $951K | – | 0.22 |
| Exeter Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $98K | – | 0.02 |
| Exeter Automobile Receivables Trust 2022-6 | Long | ABS-other | US | $160K | – | 0.04 |
| Exeter Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $338K | – | 0.08 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $162K | – | 0.04 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $700K | – | 0.16 |
| Expedia Group Inc | Long | Debt | US | $663K | – | 0.15 |
| Expedia Group Inc | Long | Debt | US | $605K | – | 0.14 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $458K | – | 0.11 |
| First Investors Auto Owner Trust 2022-2 | Long | ABS-other | US | $224K | – | 0.05 |
| First Quantum Minerals Ltd | Long | Debt | CA | $3M | – | 0.61 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $618K | – | 0.14 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $287K | – | 0.07 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $187K | – | 0.04 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $285K | – | 0.07 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $15M | – | 3.47 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $402K | – | 0.09 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $384K | – | 0.09 |
| FOCUS Brands Funding (Focus Brands Funding LLC) | Long | ABS-other | US | $263K | – | 0.06 |
| Ford Credit Auto Lease Trust 2023-B | Long | ABS-other | US | $204K | – | 0.05 |
| Foundation Building Materials Holding Company LLC 2024 Term Loan B2 | Long | Loan | US | $224K | – | 0.05 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $117K | – | 0.03 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $324K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $195K | – | 0.05 |
| FREED ABS Trust 2021-2 (Freedom Financial) | Long | ABS-other | US | $13K | – | 0.00 |
| FREED ABS Trust 2021-3FP (Freedom Financial) | Long | ABS-other | US | $264K | – | 0.06 |
| Frontier Issuer LLC | Long | ABS-other | US | $2M | – | 0.35 |
| Frontier Issuer LLC | Long | ABS-other | US | $1M | – | 0.24 |
| Gartner Inc | Long | Debt | US | $81K | – | 0.02 |
| GCAT 2019-RPL1 Trust | Long | ABS-mortgage backed security | US | $214K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.48 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $296K | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $109K | – | 0.03 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $850K | – | 0.20 |
| Glencore Funding LLC | Long | Debt | US | $3M | – | 0.77 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.57 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.28 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.28 |
| Glencore Funding LLC | Long | Debt | US | $275K | – | 0.06 |
| Global Payments Inc | Long | Debt | US | $534K | – | 0.12 |
| Global Payments Inc | Long | Debt | US | $444K | – | 0.10 |
| Global Payments Inc | Long | Debt | US | $379K | – | 0.09 |
| Global Payments Inc | Long | Debt | US | $253K | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $324K | – | 0.08 |
| GLS Auto Receivables Issuer Trust 2021-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.32 |
| GLS Auto Receivables Issuer Trust 2021-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $699K | – | 0.16 |
| GLS Auto Receivables Issuer Trust 2023-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $257K | – | 0.06 |
| GLS Auto Receivables Issuer Trust 2023-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $314K | – | 0.07 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $199K | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $218K | – | 0.05 |
| GLS Auto Select Receivables Trust 2024-2 | Long | ABS-other | US | $75K | – | 0.02 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $912K | – | 0.21 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $252K | – | 0.06 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $250K | – | 0.06 |
| GTCR W MERGER SUB LLC TERM LOAN | Long | Loan | US | $349K | – | 0.08 |
| GTCR W Merger Sub LLC USD Term Loan B | Long | Loan | US | $349K | – | 0.08 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $250K | – | 0.06 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $163K | – | 0.04 |
| HCA Inc | Long | Debt | US | $1M | – | 0.24 |
| HCA Inc | Long | Debt | US | $765K | – | 0.18 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $903K | – | 0.21 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $254K | – | 0.06 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $443K | – | 0.10 |
| Hess Midstream Operations LP | Long | Debt | US | $505K | – | 0.12 |
| Hess Midstream Operations LP | Long | Debt | US | $283K | – | 0.07 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B4 | Long | Loan | US | $312K | – | 0.07 |
| HILTON DOMESTIC OPRTING CO INC 2024 TERM LOAN B4 | Long | Loan | US | $368K | – | 0.09 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $639K | – | 0.15 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $177K | – | 0.04 |
| Hilton Grand Vacations Borrower LLC 2021 Term Loan B | Long | Loan | US | $40K | – | 0.01 |
| Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B | Long | Loan | US | $533K | – | 0.12 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $58K | – | 0.01 |
| HILTON GRND VACATNS BORRWR LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $2M | – | 0.41 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $84K | – | 0.02 |
| Hologic Inc | Long | Debt | US | $336K | – | 0.08 |
| Home Depot Inc/The | Long | Debt | US | $287K | – | 0.07 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $69K | – | 0.02 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $725K | – | 0.17 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $375K | – | 0.09 |
| HPEFS Equipment Trust 2023-2 | Long | ABS-other | US | $117K | – | 0.03 |
| HUB International Limited 2024 Term Loan B | Long | Loan | US | $320K | – | 0.07 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $2M | – | 0.50 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $38K | – | 0.01 |
| Icon Investments Six DAC | Long | Debt | IE | $204K | – | 0.05 |
| iHeartCommunications Inc | Long | Debt | US | $292K | – | 0.07 |
| iHeartCommunications Inc | Long | Debt | US | $76K | – | 0.02 |
| iHeartMedia Inc | Long | Equity-common | US | $38K | 35K | 0.01 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $2M | – | 0.48 |
| ING Groep NV | Long | Debt | NL | $309K | – | 0.07 |
| Ingersoll Rand Inc | Long | Debt | US | $123K | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $691K | – | 0.16 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $366K | – | 0.09 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $246K | – | 0.06 |
| Invesco CLO 2021-1 Ltd (INVESCO CLO 2021-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $362K | – | 0.08 |
| Iron Mountain Inc | Long | Debt | US | $1M | – | 0.27 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $280K | – | 0.07 |
| Jazz Investments I Ltd | Long | Debt | BM | $207K | – | 0.05 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $312K | – | 0.07 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.39 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $365K | – | 0.09 |
| John Deere Capital Corp | Long | Debt | US | $631K | – | 0.15 |
| JOL Air Ltd | Long | ABS-other | KY | $562K | – | 0.13 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $531K | – | 0.12 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $34K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACLN) | Long | ABS-other | US | $6K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $59K | – | 0.01 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $42K | – | 0.01 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $7K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $6K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $392K | – | 0.09 |
| LAD Auto Receivables Trust 2023-4 | Long | ABS-other | US | $138K | – | 0.03 |
| LAD Auto Receivables Trust 2023-4 | Long | ABS-other | US | $78K | – | 0.02 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $99K | – | 0.02 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $99K | – | 0.02 |
| Legacy Mortgage Asset Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $491K | – | 0.11 |
| Leidos Inc | Long | Debt | US | $1M | – | 0.25 |
| Leidos Inc | Long | Debt | US | $227K | – | 0.05 |
| Leidos Inc | Long | Debt | US | $109K | – | 0.03 |
| Leviathan Bond Ltd | Long | Debt | IL | $321K | – | 0.08 |
| Leviathan Bond Ltd | Long | Debt | IL | $308K | – | 0.07 |
| Liberty Media Corp-Liberty Formula One | Long | Debt | US | $223K | – | 0.05 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $1M | – | 0.30 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $222K | – | 0.05 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $31K | – | 0.01 |
| Light and Wonder International Inc 2024 Term Loan | Long | Loan | US | $50K | – | 0.01 |
| LIGHT AND WONDER INTRNTNL INC 2024 TERM LOAN B2 | Long | Loan | US | $50K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $1M | – | 0.30 |
| Lithia Motors Inc | Long | Debt | US | $111K | – | 0.03 |
| Logan Group Co Ltd | Long | Debt | KY | $34K | – | 0.01 |
| Logan Group Co Ltd | Long | Debt | KY | $33K | – | 0.01 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $139K | – | 0.03 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $66K | – | 0.02 |
| Madison Park Funding XXXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.12 |
| MAPS 2021-1 Trust (Maps LTD) | Long | ABS-other | US | $630K | – | 0.15 |
| Marlette Funding Trust 2021-2 | Long | ABS-other | US | $32K | – | 0.01 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $111K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $511K | – | 0.12 |
| Marriott Ownership Resorts Inc | Long | Debt | US | $487K | – | 0.11 |
| Marvell Technology Inc | Long | Debt | US | $243K | – | 0.06 |
| Masco Corp | Long | Debt | US | $227K | – | 0.05 |
| Matador Resources Co | Long | Debt | US | $178K | – | 0.04 |
| MBIA Insurance Corp | Long | Debt | US | $82K | – | 0.02 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $398K | – | 0.09 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $582K | – | 0.14 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $832K | – | 0.19 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $254K | – | 0.06 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $672K | – | 0.16 |
| MetLife Inc | Long | Debt | US | $3M | – | 0.61 |
| MetLife Inc | Long | Debt | US | $1M | – | 0.35 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $81K | – | 0.02 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.38 |
| Micron Technology Inc | Long | Debt | US | $4M | – | 0.85 |
| Micron Technology Inc | Long | Debt | US | $1M | – | 0.32 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $389K | – | 0.09 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $385K | – | 0.09 |
| Molina Healthcare Inc | Long | Debt | US | $572K | – | 0.13 |
| Molina Healthcare Inc | Long | Debt | US | $169K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.34 |
| Morgan Stanley | Long | Debt | US | $989K | – | 0.23 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $117K | – | 0.03 |
| Motorola Solutions Inc | Long | Debt | US | $1M | – | 0.28 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| MSCI Inc | Long | Debt | US | $240K | – | 0.06 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $436K | – | 0.10 |
| Navient Corp | Long | Debt | US | $619K | – | 0.14 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $54K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $157K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $76K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $113K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $274K | – | 0.06 |
| Navient Student Loan Trust | Long | ABS-other | US | $276K | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $786K | – | 0.18 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $761K | – | 0.18 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $479K | – | 0.11 |
| NCL Finance Ltd | Long | Debt | BM | $277K | – | 0.06 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $190K | – | 0.04 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.35 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.29 |
| Netflix Inc | Long | Debt | US | $943K | – | 0.22 |
| Netflix Inc | Long | Debt | US | $202K | – | 0.05 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $580K | – | 0.14 |
| New Zealand Government Bonds | Long | Debt | NZ | $2M | – | 0.52 |
| NGPL PipeCo LLC | Long | Debt | US | $110K | – | 0.03 |
| Nordson Corp | Long | Debt | US | $190K | – | 0.04 |
| Norway Government Bonds | Long | Debt | NO | $2M | – | 0.51 |
| NRG Energy Inc | Long | Debt | US | $288K | – | 0.07 |
| Nutanix Inc | Long | Debt | US | $169K | – | 0.04 |
| NYMT Loan Trust 2024-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $267K | – | 0.06 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $568K | – | 0.13 |
| Oaktree CLO 2019-2 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.45 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.26 |
| Occidental Petroleum Corp | Long | Debt | US | $73K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $46K | – | 0.01 |
| OCP CLO 2018-15 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $256K | – | 0.06 |
| ON Semiconductor Corp | Long | Debt | US | $426K | – | 0.10 |
| OneMain Finance Corp | Long | Debt | US | $277K | – | 0.06 |
| OneMain Finance Corp | Long | Debt | US | $193K | – | 0.05 |
| OneMain Finance Corp | Long | Debt | US | $76K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $66K | – | 0.02 |
| OneMain Financial Issuance Trust 2018-2 | Long | ABS-other | US | $36K | – | 0.01 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $294K | – | 0.07 |
| OneMain Financial Issuance Trust 2022-S1 | Long | ABS-other | US | $364K | – | 0.09 |
| Ovintiv Inc | Long | Debt | US | $1M | – | 0.25 |
| Ovintiv Inc | Long | Debt | US | $323K | – | 0.08 |
| Ovintiv Inc | Long | Debt | US | $136K | – | 0.03 |
| Ovintiv Inc | Long | Debt | US | $67K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $43K | – | 0.01 |
| Owens Corning | Long | Debt | US | $2M | – | 0.38 |
| OZLM XXIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.43 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $890K | – | 0.21 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.15 |
| Palo Alto Networks Inc | Long | Debt | US | $221K | – | 0.05 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $610K | – | 0.14 |
| Paramount Global | Long | Debt | US | $1M | – | 0.30 |
| Paramount Global | Long | Debt | US | $1M | – | 0.25 |
| Paramount Global | Long | Equity-common | US | $883K | 85K | 0.21 |
| Paramount Global | Long | Debt | US | $338K | – | 0.08 |
| Penn Mutual Life Insurance Co/The (PENN MUTUAL LIFE INS CO) | Long | Debt | US | $1M | – | 0.28 |
| Philippines Government International Bonds | Long | Debt | PH | $587K | – | 0.14 |
| Philippines Government International Bonds | Long | Debt | PH | $509K | – | 0.12 |
| Pilgrim's Pride Corp | Long | Debt | US | $1M | – | 0.24 |
| Pilgrim's Pride Corp | Long | Debt | US | $255K | – | 0.06 |
| PK Alift Loan Funding 3 LP | Long | ABS-other | US | $250K | – | 0.06 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $1M | – | 0.25 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $298K | – | 0.07 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $86K | – | 0.02 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $46K | – | 0.01 |
| PPL Capital Funding Inc | Long | Debt | US | $961K | – | 0.22 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $650K | – | 0.15 |
| Prestige Auto Receivables Trust 2023-2 | Long | ABS-other | US | $103K | – | 0.02 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $657K | – | 0.15 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $223K | – | 0.05 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $184K | – | 0.04 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $115K | – | 0.03 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $92K | – | 0.02 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $271K | – | 0.06 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $92K | – | 0.02 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $293K | – | 0.07 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $85K | – | 0.02 |
| Progress Residential 2023-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $95K | – | 0.02 |
| Progress Residential Trust | Long | ABS-other | US | $350K | – | 0.08 |
| Progress Residential Trust | Long | ABS-other | US | $183K | – | 0.04 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $414K | – | 0.10 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $146K | – | 0.03 |
| PRPM 2024-2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $447K | – | 0.10 |
| PulteGroup Inc | Long | Debt | US | $1M | – | 0.25 |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| Qatar Government International Bonds | Long | Debt | QA | $974K | – | 0.23 |
| Rand Parent LLC | Long | Debt | US | $344K | – | 0.08 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-mortgage backed security | US | $292K | – | 0.07 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $288K | – | 0.07 |
| Republic of Poland Government International Bond | Long | Debt | PL | $2M | – | 0.51 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $549K | – | 0.13 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $1M | – | 0.34 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $954K | – | 0.22 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $389K | – | 0.09 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $834K | – | 0.19 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $753K | – | 0.18 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $346K | – | 0.08 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $164K | – | 0.04 |
| Resideo Funding Inc 2024 M&A Term Loan B | Long | Loan | US | $1M | – | 0.24 |
| Resideo Funding Inc 2024 Term Loan B | Long | Loan | US | $485K | – | 0.11 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $3M | – | 0.68 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $2M | – | 0.47 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $1M | – | 0.29 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $910K | – | 0.21 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $626K | – | 0.15 |
| Romania Government International Bonds | Long | Debt | RO | $764K | – | 0.18 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.34 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $2M | – | 0.39 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $413K | – | 0.10 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $274K | – | 0.06 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $135K | – | 0.03 |
| RTX Corp | Long | Debt | US | $1M | – | 0.28 |
| RTX Corp | Long | Debt | US | $127K | – | 0.03 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Linked Notes) | Long | ABS-other | US | $28K | – | 0.01 |
| SBA Senior Finance II LLC 2024 Term Loan B | Long | Loan | US | $469K | – | 0.11 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $95K | – | 0.02 |
| SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $319K | – | 0.07 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $101K | – | 0.02 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $101K | – | 0.02 |
| SEB Funding LLC | Long | ABS-other | US | $406K | – | 0.09 |
| Sensata Technologies BV | Long | Debt | NL | $565K | – | 0.13 |
| Sensata Technologies BV | Long | Debt | NL | $196K | – | 0.05 |
| Sensata Technologies Inc | Long | Debt | US | $61K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $708K | – | 0.17 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LTD) | Long | ABS-other | KY | $140K | – | 0.03 |
| Shift4 Payments Inc | Long | Debt | US | $227K | – | 0.05 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $19K | – | 0.00 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $18K | – | 0.00 |
| Shimao Group Holdings Ltd (SHIMAO GROUP HLDGS LTD) | Long | Debt | KY | $10K | – | 0.00 |
| Sierra Timeshare 2019-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $68K | – | 0.02 |
| Sierra Timeshare 2019-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $46K | – | 0.01 |
| Sierra Timeshare 2021-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $38K | – | 0.01 |
| Sierra Timeshare 2023-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $67K | – | 0.02 |
| Sierra Timeshare 2023-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $214K | – | 0.05 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $471K | – | 0.11 |
| Sino-Ocean Land Treasure IV Ltd (SINO OCEAN LAND IV) | Long | Debt | VG | $27K | – | 0.01 |
| Sino-Ocean Land Treasure IV Ltd (SINO OCEAN LAND IV) | Long | Debt | VG | $13K | – | 0.00 |
| Sixth Street CLO XVIII Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $576K | – | 0.13 |
| SK Hynix Inc | Long | Debt | KR | $211K | – | 0.05 |
| Slam 2021-1 Ltd (SLAM 2021-1 LLC) | Long | ABS-other | US | $1M | – | 0.24 |
| SMB Private Education Loan Trust 2016-C | Long | ABS-other | US | $53K | – | 0.01 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $44K | – | 0.01 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $619K | – | 0.14 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-other | US | $400K | – | 0.09 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $170K | – | 0.04 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $655K | – | 0.15 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.31 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRUST) | Long | ABS-other | US | $96K | – | 0.02 |
| SoftBank Group Corp | Long | Debt | JP | $557K | – | 0.13 |
| Solventum Corp | Long | Debt | US | $492K | – | 0.12 |
| Southern Co Gas Capital Corp | Long | Debt | US | $251K | – | 0.06 |
| Southern Co/The | Long | Debt | US | $895K | – | 0.21 |
| Southwest Airlines Co | Long | Debt | US | $1M | – | 0.29 |
| Southwestern Energy Co | Long | Debt | US | $120K | – | 0.03 |
| Spotify USA Inc | Long | Debt | US | $514K | – | 0.12 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.37 |
| Star Parent Inc Term Loan B | Long | Loan | US | $662K | – | 0.15 |
| Steel Dynamics Inc | Long | Debt | US | $197K | – | 0.05 |
| Stewart Information Services Corp | Long | Debt | US | $938K | – | 0.22 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $100K | – | 0.02 |
| Subway Funding LLC | Long | ABS-other | US | $1M | – | 0.29 |
| Summit Materials LLC 2023 Incremental Term Loan B | Long | Loan | US | $448K | – | 0.10 |
| Sunac China Holdings Ltd | Long | Debt | KY | $30K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $26K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $21K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $13K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $12K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $11K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $7K | – | 0.00 |
| Sunnova Helios X Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $466K | – | 0.11 |
| Sunnova Helios XIII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $509K | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.65 |
| T-Mobile USA Inc | Long | Debt | US | $642K | – | 0.15 |
| T-Mobile USA Inc | Long | Debt | US | $514K | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $222K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $133K | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $472K | – | 0.11 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $355K | – | 0.08 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $95K | – | 0.02 |
| TD SYNNEX Corp | Long | Debt | US | $657K | – | 0.15 |
| Teladoc Health Inc | Long | Debt | US | $1M | – | 0.32 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $608K | – | 0.14 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $723K | – | 0.17 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $641K | – | 0.15 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $2M | – | 0.37 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $1M | – | 0.26 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $693K | – | 0.16 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $669K | – | 0.16 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $511K | – | 0.12 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $319K | – | 0.07 |
| TIF Funding II LLC | Long | ABS-other | US | $481K | – | 0.11 |
| TIF Funding III LLC | Long | ABS-other | US | $371K | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.33 |
| Time Warner Cable LLC | Long | Debt | US | $274K | – | 0.06 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $8K | – | 0.00 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $5K | – | 0.00 |
| TOBACCO SETTLEMENT FING CORP VA (Tobacco Settlement Financing Corp/VA) | Long | Debt | US | $3M | – | 0.65 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| TopBuild Corp | Long | Debt | US | $348K | – | 0.08 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $234K | – | 0.05 |
| Towd Point Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $220K | – | 0.05 |
| Towd Point Mortgage Trust 2018-5 | Long | ABS-mortgage backed security | US | $412K | – | 0.10 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $491K | – | 0.11 |
| Towd Point Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $1M | – | 0.23 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $201K | – | 0.05 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $2M | – | 0.42 |
| TransDigm Inc | Long | Debt | US | $441K | – | 0.10 |
| TransDigm Inc 2023 Term Loan J | Long | Loan | US | $100K | – | 0.02 |
| TransDigm Inc 2024 Term Loan I | Long | Loan | US | $163K | – | 0.04 |
| Travel + Leisure Co | Long | Debt | US | $742K | – | 0.17 |
| Travel + Leisure Co | Long | Debt | US | $571K | – | 0.13 |
| Trimble Inc | Long | Debt | US | $1M | – | 0.24 |
| Truist Insurance Holdings LLC 1st Lien Term Loan | Long | Loan | US | $591K | – | 0.14 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $2M | – | 0.38 |
| U.K. Gilts | Long | Debt | GB | $3M | – | 0.71 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 2.57 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 1.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $17M | – | 3.99 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 1.01 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $2M | – | 0.45 |
| Uber Technologies Inc | Long | Debt | US | $3M | – | 0.75 |
| Uber Technologies Inc | Long | Debt | US | $1M | – | 0.33 |
| Uber Technologies Inc | Long | Debt | US | $398K | – | 0.09 |
| Uber Technologies Inc | Long | Debt | US | $386K | – | 0.09 |
| Uber Technologies Inc 2023 Term Loan B | Long | Loan | US | $482K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $899K | – | 0.21 |
| UBS Group AG | Long | Debt | CH | $434K | – | 0.10 |
| UKG Inc | Long | Debt | US | $694K | – | 0.16 |
| UniCredit SpA | Long | Debt | IT | $396K | – | 0.09 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $1M | – | 0.26 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.26 |
| Unity Software Inc | Long | Debt | US | $689K | – | 0.16 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-621K | – | -0.15 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $79K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $76K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $908K | – | 0.21 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $253K | – | 0.06 | |
| Var Energi ASA | Long | Debt | NO | $789K | – | 0.18 |
| VCAT 2021-NPL1 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $86K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $1M | – | 0.33 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $370K | – | 0.09 |
| Veralto Corp | Long | Debt | US | $1M | – | 0.26 |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $411K | – | 0.10 |
| Viper Energy Inc | Long | Debt | US | $311K | – | 0.07 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $116K | – | 0.03 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $370K | – | 0.09 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $320K | – | 0.07 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $213K | – | 0.05 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $543K | – | 0.13 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $103K | – | 0.02 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $101K | – | 0.02 |
| WAVE 2017-1 Trust (WAVE 2017-1 LLC) | Long | ABS-other | US | $697K | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $4K | 3 | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $119K | – | 0.03 |
| Western Digital Corp | Long | Debt | US | $793K | – | 0.19 |
| Western Midstream Operating LP | Long | Debt | US | $350K | – | 0.08 |
| Western Midstream Operating LP | Long | Debt | US | $202K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $158K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $103K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $72K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $48K | – | 0.01 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $203K | – | 0.05 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $657K | – | 0.15 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $100K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2013-C15 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $368K | – | 0.09 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $340K | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $824K | – | 0.19 |
| Willis Engine Structured Trust VI (Willis Engine Securitization Trust) | Long | ABS-other | US | $969K | – | 0.23 |
| Willis Engine Structured Trust VII (Willis Engine Securitization Trust) | Long | ABS-other | US | $1M | – | 0.25 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $2M | – | 0.47 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $23K | – | 0.01 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $21K | – | 0.00 |
| Yuzhou Group Holdings Co Ltd | Long | Debt | KY | $13K | – | 0.00 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $527K | – | 0.12 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $341K | – | 0.08 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $310K | – | 0.07 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $291K | – | 0.07 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $611K | – | 0.14 |
| Zscaler Inc (ZSCALER INC.) | Long | Debt | US | $168K | – | 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
PricingDirect Inc.
Bloomberg L.P.
The London Clearing House Limited
S&P Global Inc.
Refinitiv US Holdings Inc.
Chicago Mercantile Exchange Inc.
Merrill Lynch Valuations LLC
ICE Data Services, Inc.
Custodians
J.P. Morgan Securities LLC
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
State Street Bank and Trust Company
Natixis Advisors, LLC
Brokers
J.P. Morgan Securities LLC