Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS I
Loomis Sayles Intermediate Duration Bond Fund
$315.53M
Avg Monthly Net Assets
$265.80M
Total Assets
$6.04M
Total Liabilities
$259.76M
Net Assets
Loomis Sayles Intermediate Duration 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 $315.53M.
On August 28th, 2024 it reported 453 holdings, the largest
being United States Treasury (6.3%), United States Treasury (5.3%) and United States Treasury (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000089753 | LSDRX | |
| Class C | C000173092 | LSCDX | |
| Class N | C000211126 | LSDNX | |
| Class Y | C000018132 | LSDIX |
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 |
|---|---|---|---|---|---|---|
| ABN AMRO Bank NV | Long | Debt | NL | $405K | – | 0.16 |
| AES Corp/The | Long | Debt | US | $424K | – | 0.16 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $105K | – | 0.04 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $324K | – | 0.12 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $95K | – | 0.04 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $857K | – | 0.33 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $149K | – | 0.06 |
| Agree LP | Long | Debt | US | $183K | – | 0.07 |
| AIB Group PLC | Long | Debt | IE | $715K | – | 0.28 |
| AIB Group PLC | Long | Debt | IE | $206K | – | 0.08 |
| Air Lease Corp | Long | Debt | US | $469K | – | 0.18 |
| Aircastle Ltd | Long | Debt | BM | $502K | – | 0.19 |
| Aircastle Ltd | Long | Debt | BM | $194K | – | 0.07 |
| Aircastle Ltd | Long | Debt | BM | $170K | – | 0.07 |
| Allegion US Holding Co Inc | Long | Debt | US | $80K | – | 0.03 |
| Alliant Energy Finance LLC | Long | Debt | US | $286K | – | 0.11 |
| Allstate Corp/The | Long | Debt | US | $547K | – | 0.21 |
| Ally Auto Receivables Trust 2022-3 | Long | ABS-other | US | $244K | – | 0.09 |
| Ally Financial Inc | Long | Debt | US | $224K | – | 0.09 |
| Altria Group Inc | Long | Debt | US | $570K | – | 0.22 |
| Amcor Flexibles North America Inc | Long | Debt | US | $330K | – | 0.13 |
| Amcor Group Finance PLC | Long | Debt | GB | $963K | – | 0.37 |
| Ameren Corp | Long | Debt | US | $421K | – | 0.16 |
| American Credit Acceptance Receivables Trust 2022-4 | Long | ABS-other | US | $62K | – | 0.02 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $424K | – | 0.16 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $252K | – | 0.10 |
| American Electric Power Co Inc | Long | Debt | US | $565K | – | 0.22 |
| American Express Co | Long | Debt | US | $455K | – | 0.18 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $175K | – | 0.07 |
| AmeriCredit Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $488K | – | 0.19 |
| AmeriCredit Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $301K | – | 0.12 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $873K | – | 0.34 |
| AmeriCredit Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $330K | – | 0.13 |
| Antares Holdings LP | Long | Debt | US | $407K | – | 0.16 |
| ANZ New Zealand Int'l Ltd/London (ANZ NEW ZEALAND INTL/LDN) | Long | Debt | NZ | $328K | – | 0.13 |
| Appalachian Power Co | Long | Debt | US | $168K | – | 0.06 |
| Applied Materials Inc | Long | Debt | US | $374K | – | 0.14 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $209K | – | 0.08 |
| ArcelorMittal SA | Long | Debt | LU | $964K | – | 0.37 |
| Ares Capital Corp | Long | Debt | US | $351K | – | 0.14 |
| Ares Capital Corp | Long | Debt | US | $206K | – | 0.08 |
| Ares Strategic Income Fund | Long | Debt | US | $307K | – | 0.12 |
| Arrow Electronics Inc | Long | Debt | US | $465K | – | 0.18 |
| ASB Bank Ltd (ASB BANK LIMITED) | Long | Debt | NZ | $350K | – | 0.13 |
| Astrazeneca Finance LLC | Long | Debt | US | $384K | – | 0.15 |
| Athene Global Funding | Long | Debt | US | $994K | – | 0.38 |
| Athene Global Funding | Long | Debt | US | $260K | – | 0.10 |
| AutoNation Inc | Long | Debt | US | $342K | – | 0.13 |
| AutoNation Inc | Long | Debt | US | $285K | – | 0.11 |
| AutoZone Inc | Long | Debt | US | $653K | – | 0.25 |
| AutoZone Inc | Long | Debt | US | $523K | – | 0.20 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $171K | – | 0.07 |
| Aviation Capital Group LLC | Long | Debt | US | $494K | – | 0.19 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.43 |
| Avnet Inc | Long | Debt | US | $313K | – | 0.12 |
| BAE Systems PLC | Long | Debt | GB | $473K | – | 0.18 |
| Bain Capital Specialty Finance Inc | Long | Debt | US | $271K | – | 0.10 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $602K | – | 0.23 |
| Banco Santander SA | Long | Debt | ES | $397K | – | 0.15 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $233K | – | 0.09 |
| BANK 2021-BNK37 | Long | ABS-mortgage backed security | US | $723K | – | 0.28 |
| Bank of America Corp | Long | Debt | US | $825K | – | 0.32 |
| Bank of Ireland Group PLC | Long | Debt | IE | $706K | – | 0.27 |
| Bank of Ireland Group PLC | Long | Debt | IE | $317K | – | 0.12 |
| Bank of Montreal | Long | Debt | CA | $975K | – | 0.38 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $566K | – | 0.22 |
| Bank of New Zealand | Long | Debt | NZ | $232K | – | 0.09 |
| Bank of Nova Scotia/The | Long | Debt | CA | $954K | – | 0.37 |
| BANK5 2023-5YR3 | Long | ABS-mortgage backed security | US | $664K | – | 0.26 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $346K | – | 0.13 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| BAT Capital Corp | Long | Debt | US | $482K | – | 0.19 |
| BB-UBS Trust | Long | ABS-mortgage backed security | US | $159K | – | 0.06 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $659K | – | 0.25 |
| BBCMS Mortgage Trust 2021-C12 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $729K | – | 0.28 |
| Benchmark 2020-B16 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $250K | – | 0.10 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $526K | – | 0.20 |
| BHG Securitization Trust 2022-C (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $32K | – | 0.01 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $142K | – | 0.05 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $714K | – | 0.28 |
| Blackstone Secured Lending Fund | Long | Debt | US | $215K | – | 0.08 |
| Blackstone Secured Lending Fund | Long | Debt | US | $199K | – | 0.08 |
| Blue Owl Capital Corp | Long | Debt | US | $253K | – | 0.10 |
| Blue Owl Capital Corp | Long | Debt | US | $44K | – | 0.02 |
| Blue Owl Capital Corp II | Long | Debt | US | $273K | – | 0.11 |
| Blue Owl Credit Income Corp | Long | Debt | US | $393K | – | 0.15 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $344K | – | 0.13 |
| Blue Owl Technology Finance Corp II | Long | Debt | US | $406K | – | 0.16 |
| BMW US Capital LLC | Long | Debt | US | $303K | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $118K | – | 0.05 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $508K | – | 0.20 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $360K | – | 0.14 |
| Brex Commercial Charge Card Master Trust (Brex Inc) | Long | ABS-other | US | $720K | – | 0.28 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.46 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $763K | – | 0.29 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $568K | – | 0.22 |
| Broadcom Inc | Long | Debt | US | $419K | – | 0.16 |
| Brookfield Finance Inc | Long | Debt | CA | $648K | – | 0.25 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $195K | – | 0.07 |
| Cabot Corp | Long | Debt | US | $226K | – | 0.09 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $659K | – | 0.25 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $419K | – | 0.16 |
| Cantor Fitzgerald LP | Long | Debt | US | $319K | – | 0.12 |
| Capital One Financial Corp | Long | Debt | US | $419K | – | 0.16 |
| Carmax Auto Owner Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.40 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $230K | – | 0.09 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $356K | – | 0.14 |
| Carvana Auto Receivables Trust 2023-P1 | Long | ABS-other | US | $677K | – | 0.26 |
| Carvana Auto Receivables Trust 2024-P2 | Long | ABS-other | US | $175K | – | 0.07 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $519K | – | 0.20 |
| CenterPoint Energy Inc | Long | Debt | US | $427K | – | 0.16 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $134K | – | 0.05 |
| CFCRE Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $478K | – | 0.18 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $348K | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $993K | – | 0.38 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $320K | – | 0.12 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $194K | – | 0.07 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $59K | – | 0.02 |
| Citibank NA | Long | Debt | US | $1M | – | 0.49 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $953K | – | 0.37 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $487K | – | 0.19 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $160K | – | 0.06 |
| Citizens Financial Group Inc | Long | Debt | US | $278K | – | 0.11 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $359K | – | 0.14 |
| CNO Global Funding | Long | Debt | US | $731K | – | 0.28 |
| Comerica Inc | Long | Debt | US | $182K | – | 0.07 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $115K | – | 0.04 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $276K | – | 0.11 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $505K | – | 0.19 |
| Commercial Mortgage Pass Through Certificates (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $374K | – | 0.14 |
| Conagra Brands Inc | Long | Debt | US | $1M | – | 0.44 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $113K | – | 0.04 |
| Constellation Brands Inc | Long | Debt | US | $305K | – | 0.12 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $732K | – | 0.28 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $171K | – | 0.07 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $1K | – | 0.00 |
| Credit Acceptance Auto Loan Trust 2022-3 | Long | ABS-other | US | $849K | – | 0.33 |
| Credit Acceptance Auto Loan Trust 2023-1 | Long | ABS-other | US | $313K | – | 0.12 |
| Credit Acceptance Auto Loan Trust 2023-2 | Long | ABS-other | US | $468K | – | 0.18 |
| Credit Acceptance Auto Loan Trust 2023-3 | Long | ABS-other | US | $133K | – | 0.05 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $160K | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $479K | – | 0.18 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| CSAIL 2019-C18 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $408K | – | 0.16 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $707K | – | 0.27 |
| CVS Health Corp | Long | Debt | US | $364K | – | 0.14 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $733K | – | 0.28 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $390K | – | 0.15 |
| Danske Bank A/S | Long | Debt | DK | $792K | – | 0.30 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $343K | – | 0.13 |
| Dell Equipment Finance Trust 2023-3 | Long | ABS-other | US | $740K | – | 0.29 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $100K | – | 0.04 |
| Denso Corp | Long | Debt | JP | $608K | – | 0.23 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $255K | – | 0.10 |
| DLLMT 2023-1 LLC (DLLMT LLC) | Long | ABS-other | US | $641K | – | 0.25 |
| DNB Bank ASA | Long | Debt | NO | $558K | – | 0.21 |
| DT Auto Owner Trust 2021-4 | Long | ABS-other | US | $346K | – | 0.13 |
| DT Auto Owner Trust 2022-3 | Long | ABS-other | US | $633K | – | 0.24 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $343K | – | 0.13 |
| DTE Energy Co | Long | Debt | US | $741K | – | 0.29 |
| Duke Energy Corp | Long | Debt | US | $311K | – | 0.12 |
| Edison International | Long | Debt | US | $732K | – | 0.28 |
| Electricite de France SA | Long | Debt | FR | $991K | – | 0.38 |
| Element Fleet Management Corp | Long | Debt | CA | $270K | – | 0.10 |
| Element Fleet Management Corp | Long | Debt | CA | $134K | – | 0.05 |
| Enact Holdings Inc | Long | Debt | US | $575K | – | 0.22 |
| Enbridge Inc | Long | Debt | CA | $309K | – | 0.12 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $414K | – | 0.16 |
| Energy Transfer LP | Long | Debt | US | $224K | – | 0.09 |
| Entergy Arkansas LLC | Long | Debt | US | $406K | – | 0.16 |
| Entergy Corp | Long | Debt | US | $293K | – | 0.11 |
| Enterprise Fleet Financing 2022-3 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $101K | – | 0.04 |
| Enterprise Fleet Financing 2023-2 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $376K | – | 0.14 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $150K | – | 0.06 |
| Equifax Inc | Long | Debt | US | $329K | – | 0.13 |
| Essent Group Ltd | Long | Debt | BM | $465K | – | 0.18 |
| Eversource Energy | Long | Debt | US | $342K | – | 0.13 |
| Exeter Automobile Receivables Trust 2022-5 | Long | ABS-other | US | $525K | – | 0.20 |
| Exeter Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $347K | – | 0.13 |
| Exeter Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $379K | – | 0.15 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $356K | – | 0.14 |
| Expedia Group Inc | Long | Debt | US | $165K | – | 0.06 |
| F&G Global Funding | Long | Debt | US | $867K | – | 0.33 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $728K | – | 0.28 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $7M | – | 2.60 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $30K | – | 0.01 |
| Flagship Credit Auto Trust 2022-4 | Long | ABS-other | US | $492K | – | 0.19 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $427K | – | 0.16 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $450K | – | 0.17 |
| Flex Ltd | Long | Debt | SG | $360K | – | 0.14 |
| Florida Power & Light Co | Long | Debt | US | $454K | – | 0.17 |
| Ford Credit Auto Owner Trust 2018-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $587K | – | 0.23 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $532K | – | 0.20 |
| Foursight Capital Automobile Receivables Trust 2022-1 | Long | ABS-other | US | $129K | – | 0.05 |
| Foursight Capital Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $245K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $337.91 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1.99 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $849K | – | 0.33 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $686K | – | 0.26 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Frontier Issuer LLC | Long | ABS-other | US | $635K | – | 0.24 |
| Frontier Issuer LLC | Long | ABS-other | US | $110K | – | 0.04 |
| FS KKR Capital Corp | Long | Debt | US | $377K | – | 0.15 |
| FS KKR Capital Corp | Long | Debt | US | $304K | – | 0.12 |
| FS KKR Capital Corp | Long | Debt | US | $65K | – | 0.03 |
| GA Global Funding Trust | Long | Debt | US | $920K | – | 0.35 |
| GATX Corp | Long | Debt | US | $190K | – | 0.07 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $754K | – | 0.29 |
| GECU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $381K | – | 0.15 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $546K | – | 0.21 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $271K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $624K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $351K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $249K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $112K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $517K | – | 0.20 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $159K | – | 0.06 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $375K | – | 0.14 |
| GLS Auto Select Receivables Trust 2024-2 | Long | ABS-other | US | $105K | – | 0.04 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $280K | – | 0.11 |
| GM Financial Consumer Automobile Receivables Trust 2024-2 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $455K | – | 0.18 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $629K | – | 0.24 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $1M | – | 0.48 |
| Goldman Sachs BDC Inc | Long | Debt | US | $86K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $660K | – | 0.25 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $636K | – | 0.24 |
| Golub Capital BDC Inc | Long | Debt | US | $442K | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $707K | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $335K | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $221K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $114K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $103K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $145.97 | – | 0.00 |
| Great-West Lifeco US Finance 2020 LP | Long | Debt | US | $532K | – | 0.20 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $355K | – | 0.14 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $470K | – | 0.18 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $376K | – | 0.14 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $216K | – | 0.08 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $271K | – | 0.10 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $176K | – | 0.07 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $145K | – | 0.06 |
| Harley-Davidson Motorcycle Trust 2023-B | Long | ABS-other | US | $266K | – | 0.10 |
| Harley-Davidson Motorcycle Trust 2023-B | Long | ABS-other | US | $218K | – | 0.08 |
| Hasbro Inc | Long | Debt | US | $290K | – | 0.11 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $628K | – | 0.24 |
| Hercules Capital Inc | Long | Debt | US | $431K | – | 0.17 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $719K | – | 0.28 |
| Hilton Grand Vacations Trust 2022-2 | Long | ABS-other | US | $62K | – | 0.02 |
| HPS Corporate Lending Fund | Long | Debt | US | $405K | – | 0.16 |
| HSBC Holdings PLC | Long | Debt | GB | $433K | – | 0.17 |
| HSBC USA Inc | Long | Debt | US | $525K | – | 0.20 |
| Hudson Pacific Properties LP | Long | Debt | US | $412K | – | 0.16 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $220K | – | 0.08 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $168K | – | 0.06 |
| Humana Inc | Long | Debt | US | $776K | – | 0.30 |
| Huntington Auto Trust 2024-1 | Long | ABS-other | US | $259K | – | 0.10 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $296K | – | 0.11 |
| Hyatt Hotels Corp | Long | Debt | US | $404K | – | 0.16 |
| Hyatt Hotels Corp | Long | Debt | US | $377K | – | 0.15 |
| Hyundai Capital America | Long | Debt | US | $602K | – | 0.23 |
| Hyundai Capital America | Long | Debt | US | $257K | – | 0.10 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.50 |
| Ingersoll Rand Inc | Long | Debt | US | $550K | – | 0.21 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $179K | – | 0.07 |
| IQVIA Inc | Long | Debt | US | $323K | – | 0.12 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $293K | – | 0.11 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $152K | – | 0.06 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $456K | – | 0.18 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $288K | – | 0.11 |
| John Deere Capital Corp | Long | Debt | US | $672K | – | 0.26 |
| John Deere Capital Corp | Long | Debt | US | $645K | – | 0.25 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA (JOHNSON CONTROLS/TYCO FI) | Long | Debt | IE | $744K | – | 0.29 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $516K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $508K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $489K | – | 0.19 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $2M | – | 0.65 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $434K | – | 0.17 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $503K | – | 0.19 |
| LAD Auto Receivables Trust 2023-4 | Long | ABS-other | US | $228K | – | 0.09 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $114K | – | 0.04 |
| LAD Auto Receivables Trust 2024-2 | Long | ABS-other | US | $215K | – | 0.08 |
| LeasePlan Corp NV (LEASEPLAN CORPORATION NV) | Long | Debt | NL | $466K | – | 0.18 |
| Liberty Utilities Co | Long | Debt | US | $402K | – | 0.15 |
| LKQ Corp | Long | Debt | US | $500K | – | 0.19 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $1M | – | 0.39 |
| M&T Equipment 2023-LEAF1 Notes (M&T Equipment Notes) | Long | ABS-other | US | $455K | – | 0.18 |
| Main Street Capital Corp | Long | Debt | US | $346K | – | 0.13 |
| Main Street Capital Corp | Long | Debt | US | $145K | – | 0.06 |
| Marlette Funding Trust 2022-3 | Long | ABS-other | US | $6K | – | 0.00 |
| Marriott International Inc/MD | Long | Debt | US | $365K | – | 0.14 |
| Massachusetts Educational Financing Authority | Long | ABS-other | US | $72K | – | 0.03 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $775K | – | 0.30 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $691K | – | 0.27 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $331K | – | 0.13 |
| Met Tower Global Funding | Long | Debt | US | $417K | – | 0.16 |
| MetLife Inc | Long | Debt | US | $962K | – | 0.37 |
| Micron Technology Inc | Long | Debt | US | $372K | – | 0.14 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $231K | – | 0.09 |
| Mitsubishi Corp | Long | Debt | JP | $750K | – | 0.29 |
| Morgan Stanley | Long | Debt | US | $717K | – | 0.28 |
| Morgan Stanley | Long | Debt | US | $558K | – | 0.21 |
| Morgan Stanley Bank NA | Long | Debt | US | $921K | – | 0.35 |
| Morgan Stanley Bank NA | Long | Debt | US | $830K | – | 0.32 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $127K | – | 0.05 |
| Morgan Stanley Capital I Trust 2020-L4 | Long | ABS-mortgage backed security | US | $478K | – | 0.18 |
| MPLX LP | Long | Debt | US | $645K | – | 0.25 |
| MVW 2020-1 LLC | Long | ABS-other | US | $37K | – | 0.01 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $143K | – | 0.05 |
| National Australia Bank Ltd/New York (NATIONAL AUSTRALIA BK/NY) | Long | Debt | AU | $923K | – | 0.36 |
| National Bank of Canada | Long | Debt | CA | $414K | – | 0.16 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $691K | – | 0.27 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $436K | – | 0.17 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $141K | – | 0.05 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $505K | – | 0.19 |
| NatWest Markets PLC | Long | Debt | GB | $859K | – | 0.33 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $37K | – | 0.01 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Issuer LLC) | Long | ABS-other | US | $753K | – | 0.29 |
| New Mountain Finance Corp | Long | Debt | US | $146K | – | 0.06 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $1M | – | 0.40 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $409K | – | 0.16 |
| NiSource Inc | Long | Debt | US | $548K | – | 0.21 |
| NMI Holdings Inc | Long | Debt | US | $282K | – | 0.11 |
| Nomura Holdings Inc | Long | Debt | JP | $374K | – | 0.14 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $833K | – | 0.32 |
| NTT Finance Corp | Long | Debt | JP | $912K | – | 0.35 |
| Nutrien Ltd | Long | Debt | CA | $404K | – | 0.16 |
| O'Reilly Automotive Inc | Long | Debt | US | $378K | – | 0.15 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $395K | – | 0.15 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $233K | – | 0.09 |
| OneMain Financial Issuance Trust 2022-S1 | Long | ABS-other | US | $906K | – | 0.35 |
| ORIX Corp | Long | Debt | JP | $183K | – | 0.07 |
| PayPal Holdings Inc | Long | Debt | US | $686K | – | 0.26 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $347K | – | 0.13 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $172K | – | 0.07 |
| Pernod Ricard International Finance LLC (PERNOD RIC INTL FIN LLC) | Long | Debt | US | $795K | – | 0.31 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $707K | – | 0.27 |
| Pioneer Natural Resources Co | Long | Debt | US | $459K | – | 0.18 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $412K | – | 0.16 |
| Post Road Equipment Finance 2024-1 LLC | Long | ABS-other | US | $100K | – | 0.04 |
| Prestige Auto Receivables Trust 2021-1 | Long | ABS-other | US | $417K | – | 0.16 |
| Prestige Auto Receivables Trust 2023-1 | Long | ABS-other | US | $338K | – | 0.13 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $681K | – | 0.26 |
| Protective Life Global Funding | Long | Debt | US | $544K | – | 0.21 |
| Protective Life Global Funding | Long | Debt | US | $365K | – | 0.14 |
| Puget Sound Energy Inc | Long | Debt | US | $440K | – | 0.17 |
| Qorvo Inc | Long | Debt | US | $196K | – | 0.08 |
| Radian Group Inc | Long | Debt | US | $394K | – | 0.15 |
| Regional Management Issuance Trust 2024-1 | Long | ABS-other | US | $135K | – | 0.05 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $344K | – | 0.13 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $639K | – | 0.25 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $411K | – | 0.16 |
| RGA Global Funding | Long | Debt | US | $637K | – | 0.25 |
| RGA Global Funding | Long | Debt | US | $260K | – | 0.10 |
| Royalty Pharma PLC | Long | Debt | GB | $939K | – | 0.36 |
| Ryder System Inc | Long | Debt | US | $231K | – | 0.09 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $554K | – | 0.21 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $114K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $171K | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $544K | – | 0.21 |
| Santander Drive Auto Receivables Trust 2023-5 | Long | ABS-other | US | $600K | – | 0.23 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $330K | – | 0.13 |
| Santander Holdings USA Inc | Long | Debt | US | $299K | – | 0.12 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $215K | – | 0.08 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $251K | – | 0.10 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $229K | – | 0.09 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $1M | – | 0.45 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $176K | – | 0.07 |
| SCOTT Trust 2023-SFS | Long | ABS-mortgage backed security | US | $467K | – | 0.18 |
| SEB Funding LLC | Long | ABS-other | US | $320K | – | 0.12 |
| Sempra | Long | Debt | US | $155K | – | 0.06 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $421K | – | 0.16 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $43K | – | 0.02 |
| SiriusPoint Ltd | Long | Debt | BM | $400K | – | 0.15 |
| Sixth Street Lending Partners | Long | Debt | US | $326K | – | 0.13 |
| Sixth Street Specialty Lending Inc | Long | Debt | US | $143K | – | 0.06 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $565K | – | 0.22 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $285K | – | 0.11 |
| SPGN 2022-TFLM Mortgage Trust (SPGN TFLM Mortgage Trust) | Long | ABS-mortgage backed security | US | $972K | – | 0.37 |
| Standard Chartered PLC | Long | Debt | GB | $438K | – | 0.17 |
| Steel Dynamics Inc | Long | Debt | US | $59K | – | 0.02 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $125K | – | 0.05 |
| Sumitomo Mitsui Trust Bank Ltd (SUMITOMO MITSUI TR BK LT) | Long | Debt | JP | $400K | – | 0.15 |
| Suntory Holdings Ltd | Long | Debt | JP | $436K | – | 0.17 |
| Swedbank AB | Long | Debt | SE | $380K | – | 0.15 |
| Swedbank AB | Long | Debt | SE | $329K | – | 0.13 |
| Synchrony Bank | Long | Debt | US | $556K | – | 0.21 |
| Synchrony Financial | Long | Debt | US | $282K | – | 0.11 |
| Take-Two Interactive Software Inc | Long | Debt | US | $545K | – | 0.21 |
| Take-Two Interactive Software Inc | Long | Debt | US | $121K | – | 0.05 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $650K | – | 0.25 |
| Tapestry Inc | Long | Debt | US | $700K | – | 0.27 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $684K | – | 0.26 |
| Toyota Auto Loan Extended Note Trust 2020-1 | Long | ABS-other | US | $424K | – | 0.16 |
| Toyota Auto Receivables 2023-C Owner Trust (Toyota Auto Receivables Owner Trust) | Long | ABS-other | US | $368K | – | 0.14 |
| Toyota Motor Credit Corp | Long | Debt | US | $702K | – | 0.27 |
| Toyota Motor Credit Corp | Long | Debt | US | $369K | – | 0.14 |
| Truist Financial Corp | Long | Debt | US | $557K | – | 0.21 |
| Trustage Financial Group Inc | Long | Debt | US | $211K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 6.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $14M | – | 5.28 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 3.60 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 3.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 2.76 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 2.71 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 1.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.67 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.46 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.42 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.41 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $332K | – | 0.13 |
| UniCredit SpA | Long | Debt | IT | $561K | – | 0.22 |
| United Auto Credit Securitization Trust 2022-2 | Long | ABS-other | US | $320K | – | 0.12 |
| United Parcel Service Inc | Long | Debt | US | $967K | – | 0.37 |
| Unum Group | Long | Debt | US | $269K | – | 0.10 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $110K | – | 0.04 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $48K | – | 0.02 | |
| USAA Capital Corp | Long | Debt | US | $511K | – | 0.20 |
| Vistra Operations Co LLC | Long | Debt | US | $725K | – | 0.28 |
| Vodafone Group PLC | Long | Debt | GB | $625K | – | 0.24 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $959K | – | 0.37 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $91K | – | 0.03 |
| Waste Management Inc | Long | Debt | US | $650K | – | 0.25 |
| WEC Energy Group Inc | Long | Debt | US | $821K | – | 0.32 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $645K | – | 0.25 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $454K | – | 0.17 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | Long | ABS-mortgage backed security | US | $194K | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $403K | – | 0.16 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $754K | – | 0.29 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $696K | – | 0.27 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $185K | – | 0.07 |
| Westpac Banking Corp | Long | Debt | AU | $712K | – | 0.27 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $825K | – | 0.32 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $266K | – | 0.10 |
| Whirlpool Corp | Long | Debt | US | $245K | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $599K | – | 0.23 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $350K | – | 0.13 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $809K | – | 0.31 |
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