Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS I
Loomis Sayles Investment Grade Fixed Income Fund
$192.52M
Avg Monthly Net Assets
$212.45M
Total Assets
$6.20M
Total Liabilities
$206.24M
Net Assets
Loomis Sayles Investment Grade 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 $192.52M.
On August 28th, 2024 it reported 644 holdings, the largest
being United States Treasury (4.9%), Fixed Income Clearing Corp. (4.0%) and United States Treasury (3.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000018133 | LSIGX |
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 |
|---|---|---|---|---|---|---|
| 522 Funding CLO 2021-7 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $395K | – | 0.19 |
| Aaset 2021-1 Trust | Long | ABS-other | US | $172K | – | 0.08 |
| AbbVie Inc | Long | Equity-common | US | $276K | 2K | 0.13 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $473K | – | 0.23 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $126K | – | 0.06 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $182K | – | 0.09 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $57K | – | 0.03 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $284K | – | 0.14 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $105K | – | 0.05 |
| AGL CLO 5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| Air Lease Corp | Long | Debt | US | $197K | – | 0.10 |
| Air Lease Corp | Long | Debt | US | $185K | – | 0.09 |
| Air Lease Corp | Long | Debt | US | $111K | – | 0.05 |
| Aircastle Ltd | Long | Debt | BM | $428K | – | 0.21 |
| Aircastle Ltd | Long | Debt | BM | $125K | – | 0.06 |
| Alcon Finance Corp | Long | Debt | US | $200K | – | 0.10 |
| Alinea CLO 2018-1 Ltd (Alinea CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.29 |
| American Airlines 2016-3 Class B Pass Through Trust (AMER AIRLINE 16-3 B PTT) | Long | Debt | US | $29K | – | 0.01 |
| American Credit Acceptance Receivables Trust 2022-1 | Long | ABS-other | US | $98K | – | 0.05 |
| American Credit Acceptance Receivables Trust 2022-4 | Long | ABS-other | US | $47K | – | 0.02 |
| American Credit Acceptance Receivables Trust 2023-2 | Long | ABS-other | US | $330K | – | 0.16 |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $106K | – | 0.05 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $207K | – | 0.10 |
| American Homes 4 Rent LP | Long | Debt | US | $69K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $568K | – | 0.28 |
| American Tower Corp | Long | Debt | US | $223K | – | 0.11 |
| Amphenol Corp | Long | Debt | US | $120K | – | 0.06 |
| Amphenol Corp | Long | Debt | US | $62K | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $259K | – | 0.13 |
| Antares Holdings LP | Long | Debt | US | $874K | – | 0.42 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $367K | – | 0.18 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $85K | – | 0.04 |
| ArcelorMittal SA | Long | Debt | LU | $674K | – | 0.33 |
| Ares Capital Corp | Long | Debt | US | $466K | – | 0.23 |
| Ares Capital Corp | Long | Debt | US | $350K | – | 0.17 |
| Arrow Electronics Inc | Long | Debt | US | $42K | – | 0.02 |
| Arthur J Gallagher & Co | Long | Debt | US | $109K | – | 0.05 |
| Ashtead Capital Inc | Long | Debt | US | $200K | – | 0.10 |
| Ashtead Capital Inc | Long | Debt | US | $198K | – | 0.10 |
| Ashtead Capital Inc | Long | Debt | US | $195K | – | 0.09 |
| ASPLUNDH TREE EXPERT LLC 2024 Incremental Term Loan B | Long | Loan | US | $504K | – | 0.24 |
| Athene Global Funding | Long | Debt | US | $454K | – | 0.22 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $609K | – | 0.30 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $360K | – | 0.17 |
| AutoNation Inc | Long | Debt | US | $44K | – | 0.02 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $100K | – | 0.05 |
| Aviation Capital Group LLC | Long | Debt | US | $573K | – | 0.28 |
| Aviation Capital Group LLC | Long | Debt | US | $329K | – | 0.16 |
| Aviation Capital Group LLC | Long | Debt | US | $173K | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $570K | – | 0.28 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $196K | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $104K | – | 0.05 |
| BAE Systems PLC | Long | Debt | GB | $609K | – | 0.30 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.57 |
| Bank of America Corp | Long | Debt | US | $517K | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $487K | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $329K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $303K | – | 0.15 |
| Bank of America Corp | Long | Equity-preferred | US | $301K | 252 | 0.15 |
| Bank of America Corp | Long | Debt | US | $290K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $194K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $44K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.52 |
| Barclays PLC | Long | Debt | GB | $466K | – | 0.23 |
| Barclays PLC | Long | Debt | GB | $205K | – | 0.10 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| Bausch Health Cos Inc | Long | Debt | CA | $75K | – | 0.04 |
| BB-UBS Trust | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| BHG Securitization Trust 2022-A (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $414K | – | 0.20 |
| BHG Securitization Trust 2023-B (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $180K | – | 0.09 |
| BINOM Securitization Trust 2022-RPL1 | Long | ABS-mortgage backed security | US | $235K | – | 0.11 |
| BioMarin Pharmaceutical Inc | Long | Debt | US | $520K | – | 0.25 |
| Blackstone Secured Lending Fund | Long | Debt | US | $1M | – | 0.49 |
| Blue Owl Capital Corp | Long | Debt | US | $509K | – | 0.25 |
| Blue Owl Capital Corp | Long | Debt | US | $475K | – | 0.23 |
| Blue Owl Capital Corp | Long | Debt | US | $18K | – | 0.01 |
| Blue Owl Finance LLC | Long | Debt | US | $556K | – | 0.27 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $99K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $982K | – | 0.48 |
| BNP Paribas SA | Long | Debt | FR | $775K | – | 0.38 |
| Boeing Co/The | Long | Debt | US | $964K | – | 0.47 |
| Boeing Co/The | Long | Debt | US | $490K | – | 0.24 |
| Boeing Co/The | Long | Debt | US | $418K | – | 0.20 |
| Boeing Co/The | Long | Debt | US | $375K | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $369K | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $179K | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $117K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $108K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $22K | – | 0.01 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $102K | – | 0.05 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $290K | – | 0.14 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $169K | – | 0.08 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $148K | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $1M | – | 0.55 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 | Long | ABS-other | US | $465K | – | 0.23 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $203K | – | 0.10 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $203K | – | 0.10 |
| Brighthouse Financial Inc | Long | Debt | US | $123K | – | 0.06 |
| Brixmor Operating Partnership LP | Long | Debt | US | $140K | – | 0.07 |
| Brixmor Operating Partnership LP | Long | Debt | US | $62K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $372K | – | 0.18 |
| Broadcom Inc | Long | Debt | US | $359K | – | 0.17 |
| Broadcom Inc | Long | Debt | US | $341K | – | 0.17 |
| Broadcom Inc | Long | Debt | US | $224K | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $190K | – | 0.09 |
| Broadcom Inc | Long | Debt | US | $139K | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $120K | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $118K | – | 0.06 |
| Broadcom Inc | Long | Debt | US | $79K | – | 0.04 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $66K | – | 0.03 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $98K | – | 0.05 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| CAFL 2021-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $244K | – | 0.12 |
| CAFL 2023-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $211K | – | 0.10 |
| CaixaBank SA | Long | Debt | ES | $301K | – | 0.15 |
| Canyon CLO 2021-4 Ltd (CANYON CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.12 |
| Carlyle US CLO 2021-9 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.13 |
| CarMax Auto Owner Trust 2021-3 | Long | ABS-other | US | $95K | – | 0.05 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $94K | – | 0.05 |
| Carmax Auto Owner Trust 2023-2 | Long | ABS-other | US | $41K | – | 0.02 |
| CarMax Auto Owner Trust 2023-4 | Long | ABS-other | US | $67K | – | 0.03 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $196K | – | 0.10 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $5K | – | 0.00 |
| Carnival Corp | Long | Debt | PA | $263K | – | 0.13 |
| Carnival Corp | Long | Debt | PA | $122K | – | 0.06 |
| Carnival Corp | Long | Debt | PA | $73K | – | 0.04 |
| Carnival Corporation 2024 Term Loan B1 | Long | Loan | PA | $69K | – | 0.03 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $71K | – | 0.03 |
| Carrier Global Corp | Long | Debt | US | $89K | – | 0.04 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $100K | – | 0.05 |
| Carvana Auto Receivables Trust 2024-N2 | Long | ABS-other | US | $100K | – | 0.05 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $913K | – | 0.44 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $230K | – | 0.11 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $124K | – | 0.06 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $36K | – | 0.02 |
| Celanese US Holdings LLC | Long | Debt | US | $678K | – | 0.33 |
| Celanese US Holdings LLC | Long | Debt | US | $183K | – | 0.09 |
| Celanese US Holdings LLC | Long | Debt | US | $113K | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $62K | – | 0.03 |
| Cemex SAB de CV | Long | Debt | MX | $1M | – | 0.54 |
| Cemex SAB de CV | Long | Debt | MX | $379K | – | 0.18 |
| Cemex SAB de CV | Long | Debt | MX | $298K | – | 0.14 |
| Cemex SAB de CV | Long | Debt | MX | $197K | – | 0.10 |
| Centene Corp | Long | Debt | US | $615K | – | 0.30 |
| Centene Corp | Long | Debt | US | $427K | – | 0.21 |
| Centene Corp | Long | Debt | US | $222K | – | 0.11 |
| Centene Corp | Long | Debt | US | $195K | – | 0.09 |
| Centene Corp | Long | Debt | US | $18K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.51 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $936K | – | 0.45 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $541K | – | 0.26 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $251K | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $194K | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $127K | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $18K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $737K | – | 0.36 |
| Cheniere Energy Partners LP | Long | Debt | US | $175K | – | 0.08 |
| Cheniere Energy Partners LP | Long | Debt | US | $86K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $71K | – | 0.03 |
| Chile Government International Bonds | Long | Debt | CL | $347K | – | 0.17 |
| Chile Government International Bonds | Long | Debt | CL | $144K | – | 0.07 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $94K | – | 0.05 |
| CIFC Funding 2021-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.12 |
| CIFI Holdings Group Co Ltd | Long | Debt | KY | $21K | – | 0.01 |
| CIM Trust 2021-NR2 | Long | ABS-other | US | $199K | – | 0.10 |
| CNA Financial Corp | Long | Debt | US | $82K | – | 0.04 |
| College Ave Student Loans 2021-A LLC | Long | ABS-other | US | $54K | – | 0.03 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $466K | – | 0.23 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $100K | – | 0.05 |
| College Avenue Student Loans LLC (College Ave Student Loans) | Long | ABS-other | US | $101K | – | 0.05 |
| Colombia Government International Bonds | Long | Debt | CO | $617K | – | 0.30 |
| Colombia Government International Bonds | Long | Debt | CO | $200K | – | 0.10 |
| COLT 2021-6 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $388K | – | 0.19 |
| CommScope Inc | Long | Debt | US | $204K | – | 0.10 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $52K | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $1M | – | 0.66 |
| Continental Resources Inc/OK | Long | Debt | US | $803K | – | 0.39 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $70K | – | 0.03 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $82K | – | 0.04 |
| CoreVest American Finance 2021-2 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $129K | – | 0.06 |
| CoreVest American Finance 2021-3 Trust (CoreVest American Finance Trust) | Long | ABS-other | US | $82K | – | 0.04 |
| Country Garden Holdings Co Ltd (COUNTRY GARDEN HLDGS) | Long | Debt | KY | $17K | – | 0.01 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $101K | – | 0.05 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $220K | – | 0.11 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $105K | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $714K | – | 0.35 |
| Credit Agricole SA | Long | Debt | FR | $433K | – | 0.21 |
| Credit Agricole SA | Long | Debt | FR | $232K | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $291K | – | 0.14 |
| CSC Holdings LLC | Long | Debt | US | $250K | – | 0.12 |
| CSC Holdings LLC | Long | Debt | US | $129K | – | 0.06 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $169K | – | 0.08 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $446K | – | 0.22 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $281K | – | 0.14 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $208K | – | 0.10 |
| DCP Midstream Operating LP | Long | Debt | US | $206K | – | 0.10 |
| DCP Midstream Operating LP | Long | Debt | US | $132K | – | 0.06 |
| DCP Midstream Operating LP | Long | Debt | US | $50K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $46K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $337K | – | 0.16 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $218K | – | 0.11 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $208K | – | 0.10 |
| DISH DBS Corp | Long | Debt | US | $184K | – | 0.09 |
| DISH DBS Corp | Long | Debt | US | $134K | – | 0.07 |
| DISH DBS Corp | Long | Debt | US | $50K | – | 0.02 |
| DISH Network Corp | Long | Debt | US | $598K | – | 0.29 |
| DISH Network Corp | Long | Debt | US | $132K | – | 0.06 |
| Dollar Tree Inc | Long | Debt | US | $42K | – | 0.02 |
| Dominican Republic International Bonds | Long | Debt | DO | $268K | – | 0.13 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LLC) | Long | ABS-other | US | $154K | – | 0.07 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $456K | – | 0.22 |
| DT Auto Owner Trust 2021-3 | Long | ABS-other | US | $654K | – | 0.32 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $269K | – | 0.13 |
| Duke Energy Corp | Long | Debt | US | $326K | – | 0.16 |
| El Paso Energy Capital Trust I (EL PASO ENERGY CAP TRST) | Long | Equity-preferred | US | $565K | 12K | 0.27 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $280K | – | 0.14 |
| Energean Israel Finance Ltd | Long | Debt | IL | $314K | – | 0.15 |
| Energean Israel Finance Ltd | Long | Debt | IL | $248K | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $508K | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $417K | – | 0.20 |
| Energy Transfer LP | Long | Debt | US | $374K | – | 0.18 |
| Energy Transfer LP | Long | Debt | US | $159K | – | 0.08 |
| EnLink Midstream LLC | Long | Debt | US | $148K | – | 0.07 |
| Entegris Inc | Long | Debt | US | $684K | – | 0.33 |
| EQT Corp | Long | Debt | US | $340K | – | 0.16 |
| EQT Corp | Long | Debt | US | $106K | – | 0.05 |
| EQT Corp | Long | Debt | US | $44K | – | 0.02 |
| Equinix Inc | Long | Debt | US | $985K | – | 0.48 |
| ERAC USA Finance LLC | Long | Debt | US | $617K | – | 0.30 |
| Etsy Inc | Long | Debt | US | $271K | – | 0.13 |
| Etsy Inc | Long | Debt | US | $125K | – | 0.06 |
| EverBright Solar Trust 2024-A | Long | ABS-other | US | $136K | – | 0.07 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $23K | – | 0.01 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $93K | – | 0.05 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $471K | – | 0.23 |
| Exeter Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $103K | – | 0.05 |
| Exeter Automobile Receivables Trust 2022-6 | Long | ABS-other | US | $75K | – | 0.04 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $71K | – | 0.03 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $293K | – | 0.14 |
| Expedia Group Inc | Long | Debt | US | $1M | – | 0.54 |
| Expedia Group Inc | Long | Debt | US | $285K | – | 0.14 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $363K | – | 0.18 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $127K | – | 0.06 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $113K | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $266K | – | 0.13 |
| Extra Space Storage LP | Long | Debt | US | $100K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| First Investors Auto Owner Trust 2021-1 | Long | ABS-other | US | $275K | – | 0.13 |
| First Quantum Minerals Ltd | Long | Debt | CA | $340K | – | 0.16 |
| First Quantum Minerals Ltd | Long | Debt | CA | $195K | – | 0.09 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $187K | – | 0.09 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $96K | – | 0.05 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $342K | – | 0.17 |
| Fiserv Inc | Long | Debt | US | $771K | – | 0.37 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $8M | – | 4.03 |
| Flagship Credit Auto Trust 2021-1 | Long | ABS-other | US | $156K | – | 0.08 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $162K | – | 0.08 |
| Flagship Credit Auto Trust 2021-3 | Long | ABS-other | US | $193K | – | 0.09 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $278K | – | 0.13 |
| Flagship Credit Auto Trust 2023-3 | Long | ABS-other | US | $40K | – | 0.02 |
| Ford Credit Auto Lease Trust 2023-B | Long | ABS-other | US | $92K | – | 0.04 |
| Ford Credit Auto Owner Trust 2021-A | Long | ABS-other | US | $31K | – | 0.01 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $134K | – | 0.07 |
| Foursight Capital Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $232K | – | 0.11 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $165K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $169K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $112K | – | 0.05 |
| FREED ABS Trust 2021-2 (Freedom Financial) | Long | ABS-other | US | $10K | – | 0.00 |
| FREED ABS Trust 2021-3FP (Freedom Financial) | Long | ABS-other | US | $153K | – | 0.07 |
| Frontier Issuer LLC | Long | ABS-other | US | $1M | – | 0.56 |
| Frontier Issuer LLC | Long | ABS-other | US | $295K | – | 0.14 |
| Gartner Inc | Long | Debt | US | $105K | – | 0.05 |
| GCAT 2019-RPL1 Trust | Long | ABS-mortgage backed security | US | $104K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $839K | – | 0.41 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $81K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $40K | – | 0.02 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $420K | – | 0.20 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.68 |
| Glencore Funding LLC | Long | Debt | US | $875K | – | 0.42 |
| Glencore Funding LLC | Long | Debt | US | $678K | – | 0.33 |
| Glencore Funding LLC | Long | Debt | US | $563K | – | 0.27 |
| Glencore Funding LLC | Long | Debt | US | $543K | – | 0.26 |
| Glencore Funding LLC | Long | Debt | US | $249K | – | 0.12 |
| Global Payments Inc | Long | Debt | US | $274K | – | 0.13 |
| Global Payments Inc | Long | Debt | US | $197K | – | 0.10 |
| Global Payments Inc | Long | Debt | US | $161K | – | 0.08 |
| Global Payments Inc | Long | Debt | US | $129K | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $160K | – | 0.08 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $53K | – | 0.03 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $81K | – | 0.04 |
| GLS Auto Receivables Issuer Trust 2023-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $103K | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $99K | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $25K | – | 0.01 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $100K | – | 0.05 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $100K | – | 0.05 |
| GM Financial Consumer Automobile Receivables Trust 2021-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $5K | – | 0.00 |
| GM Financial Consumer Automobile Receivables Trust 2021-2 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $153K | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 1.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $43K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| GTCR W Merger Sub LLC USD Term Loan B | Long | Loan | US | $420K | – | 0.20 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $83K | – | 0.04 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $77K | – | 0.04 |
| HCA Inc | Long | Debt | US | $810K | – | 0.39 |
| HCA Inc | Long | Debt | US | $176K | – | 0.09 |
| HCA Inc | Long | Debt | US | $50K | – | 0.02 |
| HCA Inc | Long | Debt | US | $45K | – | 0.02 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $529K | – | 0.26 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $243K | – | 0.12 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B4 | Long | Loan | US | $148K | – | 0.07 |
| HILTON DOMESTIC OPRTING CO INC 2024 TERM LOAN B4 | Long | Loan | US | $175K | – | 0.08 |
| Hilton Grand Vacations Borrower LLC 2021 Term Loan B | Long | Loan | US | $20K | – | 0.01 |
| Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B | Long | Loan | US | $229K | – | 0.11 |
| HILTON GRND VACATNS BORRWR LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $819K | – | 0.40 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $94K | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $153K | – | 0.07 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $69K | – | 0.03 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $362K | – | 0.18 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $188K | – | 0.09 |
| Honda Auto Receivables 2021-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $33K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $206K | – | 0.10 |
| Ingersoll Rand Inc | Long | Debt | US | $567K | – | 0.28 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $284K | – | 0.14 |
| Invesco CLO 2021-1 Ltd (INVESCO CLO 2021-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.12 |
| Jabil Inc | Long | Debt | US | $339K | – | 0.16 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $93K | – | 0.05 |
| Jacobs Engineering Group Inc | Long | Debt | US | $516K | – | 0.25 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $197K | – | 0.10 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $165K | – | 0.08 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $740K | – | 0.36 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $111K | – | 0.05 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $91K | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $217K | – | 0.10 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $195K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $44K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACLN) | Long | ABS-other | US | $4K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $179K | – | 0.09 |
| LAD Auto Receivables Trust 2023-3 | Long | ABS-other | US | $122K | – | 0.06 |
| LAD Auto Receivables Trust 2023-4 | Long | ABS-other | US | $51K | – | 0.02 |
| Legacy Mortgage Asset Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $433K | – | 0.21 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $190K | – | 0.09 |
| Leidos Inc | Long | Debt | US | $600K | – | 0.29 |
| Leidos Inc | Long | Debt | US | $103K | – | 0.05 |
| Leidos Inc | Long | Debt | US | $52K | – | 0.03 |
| Lockheed Martin Corp | Long | Equity-common | US | $94K | 201 | 0.05 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $254K | – | 0.12 |
| Magnetite XV Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $183K | – | 0.09 |
| Marlette Funding Trust 2021-2 | Long | ABS-other | US | $29K | – | 0.01 |
| Marlette Funding Trust 2021-3 | Long | ABS-other | US | $103K | – | 0.05 |
| Marlette Funding Trust 2023-2 | Long | ABS-other | US | $125K | – | 0.06 |
| Marriott International Inc/MD | Long | Debt | US | $191K | – | 0.09 |
| Marriott International Inc/MD | Long | Debt | US | $141K | – | 0.07 |
| Marriott Ownership Resorts Inc | Long | Debt | US | $37K | – | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $216K | – | 0.10 |
| Marvell Technology Inc | Long | Debt | US | $5K | – | 0.00 |
| Masco Corp | Long | Debt | US | $224K | – | 0.11 |
| MDC Holdings Inc | Long | Debt | US | $536K | – | 0.26 |
| MDC Holdings Inc | Long | Debt | US | $166K | – | 0.08 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $224K | – | 0.11 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $199K | – | 0.10 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $271K | – | 0.13 |
| Meritage Homes Corp | Long | Debt | US | $262K | – | 0.13 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $764K | – | 0.37 |
| Microchip Technology Inc | Long | Debt | US | $471K | – | 0.23 |
| Micron Technology Inc | Long | Debt | US | $1M | – | 0.52 |
| Micron Technology Inc | Long | Debt | US | $434K | – | 0.21 |
| Micron Technology Inc | Long | Debt | US | $294K | – | 0.14 |
| Micron Technology Inc | Long | Debt | US | $116K | – | 0.06 |
| Micron Technology Inc | Long | Debt | US | $46K | – | 0.02 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $182K | – | 0.09 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $111K | – | 0.05 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $101K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $967K | – | 0.47 |
| Morgan Stanley | Long | Debt | US | $649K | – | 0.31 |
| Morgan Stanley | Long | Debt | US | $420K | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $330K | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $308K | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $236K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $149K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $59K | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $401K | – | 0.19 |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $532K | – | 0.26 |
| Morgan Stanley Mortgage Loan Trust 2005-3AR | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Mosaic Solar Loan Trust 2024-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $672K | – | 0.33 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $91K | – | 0.04 |
| Motorola Solutions Inc | Long | Debt | US | $511K | – | 0.25 |
| Motorola Solutions Inc | Long | Debt | US | $40K | – | 0.02 |
| MPLX LP | Long | Debt | US | $43K | – | 0.02 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $28K | – | 0.01 |
| National Life Insurance Co (NATL LIFE INSURANCE-VRMT) | Long | Debt | US | $2M | – | 0.90 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $22K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $123K | – | 0.06 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $102K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2021-E (Navient Student Loan Trust) | Long | ABS-other | US | $66K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $139K | – | 0.07 |
| Navient Student Loan Trust | Long | ABS-other | US | $125K | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $419K | – | 0.20 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $247K | – | 0.12 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $79K | – | 0.04 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $91K | – | 0.04 |
| Netflix Inc | Long | Debt | US | $920K | – | 0.45 |
| Netflix Inc | Long | Debt | US | $679K | – | 0.33 |
| Netflix Inc | Long | Debt | US | $438K | – | 0.21 |
| Netflix Inc | Long | Debt | US | $61K | – | 0.03 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| New Residential Mortgage Loan Trust 2024-RPL1 | Long | ABS-mortgage backed security | US | $429K | – | 0.21 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $265K | – | 0.13 |
| New Zealand Government Bonds | Long | Debt | NZ | $973K | – | 0.47 |
| NLT 2023-1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $228K | – | 0.11 |
| NLV Financial Corp | Long | Debt | US | $2M | – | 0.80 |
| Nordson Corp | Long | Debt | US | $87K | – | 0.04 |
| Norway Government Bonds | Long | Debt | NO | $958K | – | 0.46 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $226K | – | 0.11 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $205K | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $136K | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $132K | – | 0.06 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.15 |
| Octagon Investment Partners XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $217K | – | 0.11 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $120K | – | 0.06 |
| OHA Credit Partners XVI (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| OneMain Financial Issuance Trust 2018-2 | Long | ABS-other | US | $144K | – | 0.07 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $204K | – | 0.10 |
| OneMain Financial Issuance Trust 2022-S1 | Long | ABS-other | US | $297K | – | 0.14 |
| ONEOK Partners LP | Long | Debt | US | $43K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $444K | – | 0.22 |
| Oracle Corp | Long | Debt | US | $44K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $460K | – | 0.22 |
| Ovintiv Inc | Long | Debt | US | $44K | – | 0.02 |
| Owens Corning | Long | Debt | US | $865K | – | 0.42 |
| Owens Corning | Long | Debt | US | $91K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $154K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $120K | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $100K | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $43K | – | 0.02 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $690K | – | 0.33 |
| Palmer Square Loan Funding 2021-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $61K | – | 0.03 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $200K | – | 0.10 |
| Philippines Government International Bonds | Long | Debt | PH | $416K | – | 0.20 |
| Philippines Government International Bonds | Long | Debt | PH | $131K | – | 0.06 |
| Pilgrim's Pride Corp | Long | Debt | US | $255K | – | 0.12 |
| Pilgrim's Pride Corp | Long | Debt | US | $5K | – | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $347K | – | 0.17 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $210K | – | 0.10 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $4K | – | 0.00 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $510K | – | 0.25 |
| PPL Capital Funding Inc | Long | Debt | US | $469K | – | 0.23 |
| Prestige Auto Receivables Trust 2023-1 | Long | ABS-other | US | $140K | – | 0.07 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $219K | – | 0.11 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $93K | – | 0.05 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $92K | – | 0.04 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $92K | – | 0.04 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $92K | – | 0.04 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $110K | – | 0.05 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $142K | – | 0.07 |
| Progress Residential 2021-SFR7 Trust (Progress Residential Trust) | Long | ABS-other | US | $85K | – | 0.04 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $87K | – | 0.04 |
| Progress Residential Trust | Long | ABS-other | US | $138K | – | 0.07 |
| Progress Residential Trust | Long | ABS-other | US | $92K | – | 0.04 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $82K | – | 0.04 |
| PRPM 2024-2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $154K | – | 0.07 |
| PRPM 2024-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $161K | – | 0.08 |
| PulteGroup Inc | Long | Debt | US | $1M | – | 0.49 |
| Qatar Government International Bonds | Long | Debt | QA | $195K | – | 0.09 |
| Rad CLO 15 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.17 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $128K | – | 0.06 |
| Republic of Poland Government International Bond | Long | Debt | PL | $997K | – | 0.48 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $221K | – | 0.11 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $710K | – | 0.34 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $371K | – | 0.18 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $183K | – | 0.09 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $407K | – | 0.20 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $353K | – | 0.17 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $162K | – | 0.08 |
| Resideo Funding Inc 2024 M&A Term Loan B | Long | Loan | US | $474K | – | 0.23 |
| Resideo Funding Inc 2024 Term Loan B | Long | Loan | US | $230K | – | 0.11 |
| Roche Holdings Inc | Long | Debt | US | $580K | – | 0.28 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $867K | – | 0.42 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $729K | – | 0.35 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $350K | – | 0.17 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $299K | – | 0.15 |
| Romania Government International Bonds | Long | Debt | RO | $164K | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $317K | – | 0.15 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $232K | – | 0.11 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $187K | – | 0.09 |
| RTX Corp | Long | Debt | US | $554K | – | 0.27 |
| RTX Corp | Long | Debt | US | $57K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2021-3 | Long | ABS-other | US | $41K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $351K | – | 0.17 |
| SBA Senior Finance II LLC 2024 Term Loan B | Long | Loan | US | $205K | – | 0.10 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $95K | – | 0.05 |
| SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $117K | – | 0.06 |
| SEB Funding LLC | Long | ABS-other | US | $203K | – | 0.10 |
| Sensata Technologies Inc | Long | Debt | US | $122K | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $344K | – | 0.17 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LTD) | Long | ABS-other | KY | $44K | – | 0.02 |
| Shimao Group Holdings Ltd (SHIMAO GROUP HLDGS LTD) | Long | Debt | KY | $10K | – | 0.00 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $9K | – | 0.00 |
| Shimao Group Holdings Ltd (SHIMAO GROUP HLDGS LTD) | Long | Debt | KY | $9K | – | 0.00 |
| Shimao Group Holdings Ltd | Long | Debt | KY | $9K | – | 0.00 |
| Sierra Timeshare 2019-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $26K | – | 0.01 |
| Sierra Timeshare 2019-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $18K | – | 0.01 |
| Sierra Timeshare 2021-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $18K | – | 0.01 |
| Sierra Timeshare 2023-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $100K | – | 0.05 |
| Sino-Ocean Land Treasure IV Ltd (SINO OCEAN LAND IV) | Long | Debt | VG | $13K | – | 0.01 |
| Sixth Street CLO XVIII Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $311K | – | 0.15 |
| Slam 2021-1 Ltd (SLAM 2021-1 LLC) | Long | ABS-other | US | $397K | – | 0.19 |
| SMB Private Education Loan Trust 2018-C | Long | ABS-other | US | $72K | – | 0.03 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $296K | – | 0.14 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $120K | – | 0.06 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-other | US | $177K | – | 0.09 |
| SMB Private Education Loan Trust 2023-C | Long | ABS-other | US | $102K | – | 0.05 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $122K | – | 0.06 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $300K | – | 0.15 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.69 |
| Societe Generale SA | Long | Debt | FR | $198K | – | 0.10 |
| Solventum Corp | Long | Debt | US | $220K | – | 0.11 |
| Southern Co Gas Capital Corp | Long | Debt | US | $118K | – | 0.06 |
| Southern Co/The | Long | Debt | US | $397K | – | 0.19 |
| Southwest Airlines Co | Long | Debt | US | $265K | – | 0.13 |
| Southwestern Energy Co | Long | Debt | US | $60K | – | 0.03 |
| Sprint Capital Corp | Long | Debt | US | $704K | – | 0.34 |
| Steel Dynamics Inc | Long | Debt | US | $324K | – | 0.16 |
| Stewart Information Services Corp | Long | Debt | US | $459K | – | 0.22 |
| Subway Funding LLC | Long | ABS-other | US | $580K | – | 0.28 |
| Summit Materials LLC 2023 Incremental Term Loan B | Long | Loan | US | $191K | – | 0.09 |
| Sunnova Helios X Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $174K | – | 0.08 |
| Synchrony Bank | Long | Debt | US | $253K | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.51 |
| T-Mobile USA Inc | Long | Debt | US | $274K | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $231K | – | 0.11 |
| T-Mobile USA Inc | Long | Debt | US | $192K | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $88K | – | 0.04 |
| Tapestry Inc | Long | Debt | US | $101K | – | 0.05 |
| Targa Resources Corp | Long | Debt | US | $431K | – | 0.21 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $157K | – | 0.08 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $149K | – | 0.07 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $67K | – | 0.03 |
| TD SYNNEX Corp | Long | Debt | US | $291K | – | 0.14 |
| Teladoc Health Inc | Long | Debt | US | $348K | – | 0.17 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $196K | – | 0.10 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $684K | – | 0.33 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $430K | – | 0.21 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $231K | – | 0.11 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $222K | – | 0.11 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $192K | – | 0.09 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Limited) | Long | ABS-other | BM | $280K | – | 0.14 |
| Textron Inc | Long | Debt | US | $990K | – | 0.48 |
| Textron Inc | Long | Debt | US | $42K | – | 0.02 |
| TIF Funding II LLC | Long | ABS-other | US | $183K | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $121K | – | 0.06 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $5K | – | 0.00 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $4K | – | 0.00 |
| TOBACCO SETTLEMENT FING CORP VA (Tobacco Settlement Financing Corp/VA) | Long | Debt | US | $668K | – | 0.32 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $187K | – | 0.09 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $539K | – | 0.26 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $843K | – | 0.41 |
| Trimble Inc | Long | Debt | US | $466K | – | 0.23 |
| U.K. Gilts | Long | Debt | GB | $1M | – | 0.69 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 2.87 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.77 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.70 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 4.85 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 3.84 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $1M | – | 0.56 |
| Uber Technologies Inc | Long | Debt | US | $382K | – | 0.19 |
| Uber Technologies Inc | Long | Debt | US | $200K | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $525K | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $335K | – | 0.16 |
| UBS Group AG | Long | Debt | CH | $301K | – | 0.15 |
| UniCredit SpA | Long | Debt | IT | $506K | – | 0.25 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $282K | – | 0.14 |
| United Rentals North America Inc | Long | Debt | US | $473K | – | 0.23 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $106K | – | 0.05 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-316K | – | -0.15 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $59K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-91K | – | -0.04 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $320K | – | 0.16 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $332K | – | 0.16 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $106K | – | 0.05 | |
| Var Energi ASA | Long | Debt | NO | $431K | – | 0.21 |
| VCAT 2021-NPL1 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $38K | – | 0.02 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $217K | – | 0.11 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $141K | – | 0.07 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $76K | – | 0.04 |
| Veralto Corp | Long | Debt | US | $704K | – | 0.34 |
| Verizon Communications Inc | Long | Debt | US | $45K | – | 0.02 |
| Verus Securitization Trust 2021-3 | Long | ABS-mortgage backed security | US | $193K | – | 0.09 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $102K | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $43K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $352K | – | 0.17 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $287K | – | 0.14 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $262K | – | 0.13 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $74K | – | 0.04 |
| Viper Energy Inc | Long | Debt | US | $98K | – | 0.05 |
| VMware LLC | Long | Debt | US | $374K | – | 0.18 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $44K | – | 0.02 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $135K | – | 0.07 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $123K | – | 0.06 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $82K | – | 0.04 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $184K | – | 0.09 |
| WAVE 2017-1 Trust (WAVE 2017-1 LLC) | Long | ABS-other | US | $120K | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $1K | 1 | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2013-LC12 | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Western Digital Corp | Long | Debt | US | $259K | – | 0.13 |
| Western Digital Corp | Long | Debt | US | $121K | – | 0.06 |
| Western Midstream Operating LP | Long | Debt | US | $349K | – | 0.17 |
| Western Midstream Operating LP | Long | Debt | US | $222K | – | 0.11 |
| Western Midstream Operating LP | Long | Debt | US | $168K | – | 0.08 |
| Western Midstream Operating LP | Long | Debt | US | $105K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $79K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $32K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $22K | – | 0.01 |
| Westlake Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $43K | – | 0.02 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $187K | – | 0.09 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $277K | – | 0.13 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $100K | – | 0.05 |
| WestRock MWV LLC | Long | Debt | US | $156K | – | 0.08 |
| WestRock MWV LLC | Long | Debt | US | $119K | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2011-C3 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2013-C15 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $127K | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $612K | – | 0.30 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $551K | – | 0.27 |
| Willis Engine Structured Trust VII (Willis Engine Securitization Trust) | Long | ABS-other | US | $488K | – | 0.24 |
| World Omni Auto Receivables Trust 2021-B | Long | ABS-other | US | $270K | – | 0.13 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $940K | – | 0.46 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $238K | – | 0.12 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $158K | – | 0.08 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $305K | – | 0.15 |
Address
LOOMIS SAYLES FUNDS I
888 BOYLSTON STREET
Suite 800
BOSTON
Massachusetts
02199-8197
United States of America
Websites
Directors
Richard A. Goglia
Maureen B. Mitchell
Cynthia L. Walker
Edmond J. English
Kevin P. Charleston
Erik R. Sirri
James P. Palermo
Martin T. Meehan
Peter J. Smail
Kirk A. Sykes
David L. Giunta
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
Chicago Mercantile Exchange Inc.
Merrill Lynch Valuations LLC
ICE Data Services, Inc.
S&P Global Inc.
The London Clearing House Limited
London Stock Exchange Group PLC
Bloomberg L.P.
PricingDirect Inc.
Custodians
Intesa Sanpaolo S.p.A.
J.P. Morgan Securities LLC
State Street Bank and Trust Company
Royal Bank of Canada
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Standard Chartered Bank (Thai) Public Company Limited
Bank Hapoalim B.M.
Euroclear Bank
Landsbankinn hf.
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank, National Association (Singapore, SG, Branch)
State Street Trust Company Canada
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Natixis Advisors, LLC
State Street Bank and Trust Company
Brokers
J.P. Morgan Securities LLC
RBC Capital Markets, LLC
BofA Securities, Inc.
Goldman Sachs & Co. LLC