Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS II
Loomis Sayles Global Allocation Fund
$2.86B
Avg Monthly Net Assets
$3.00B
Total Assets
$16.10M
Total Liabilities
$2.98B
Net Assets
Loomis Sayles Global Allocation Fund is a Mutual Fund in LOOMIS SAYLES FUNDS II
from Natixis Loomis Sayles Funds,
based in Massachusetts,
United States of America.
The fund has four share classes
and monthly net assets of $2.86B.
On August 28th, 2024 it reported 536 holdings, the largest
being NVIDIA Corp (3.5%), Amazon.com Inc (3.5%) and S&P Global Inc (3.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000027670 | LGMAX | |
| Class C | C000027671 | LGMCX | |
| Class N | C000182249 | LGMNX | |
| Class Y | C000018226 | LSWWX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $1M | – | 0.04 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $1M | – | 0.04 |
| Accenture PLC | Long | Equity-common | IE | $40M | 133K | 1.36 |
| Adobe Inc | Long | Equity-common | US | $35M | 63K | 1.18 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.09 |
| AES Corp/The | Long | Debt | US | $151K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $2M | – | 0.08 |
| Air Canada 2015-2 Class A Pass Through Trust (AIR CANADA 2015-2A PTT) | Long | Debt | CA | $284K | – | 0.01 |
| Air Canada 2017-1 Class AA Pass Through Trust (AIR CANADA 2017-1AA PTT) | Long | Debt | CA | $588K | – | 0.02 |
| Airbnb Inc | Long | Equity-common | US | $70M | 461K | 2.35 |
| Aircastle Ltd | Long | Debt | BM | $304K | – | 0.01 |
| Albemarle Corp | Long | Debt | US | $2M | – | 0.06 |
| Alfa SAB de CV (ALFA S.A.) | Long | Debt | MX | $636K | – | 0.02 |
| Alphabet Inc | Long | Equity-common | US | $100M | 548K | 3.35 |
| Amazon.com Inc | Long | Equity-common | US | $103M | 532K | 3.45 |
| America Movil SAB de CV | Long | Debt | MX | $785K | – | 0.03 |
| America Movil SAB de CV | Long | Debt | MX | $758K | – | 0.03 |
| American Airlines 2016-3 Class B Pass Through Trust (AMER AIRLINE 16-3 B PTT) | Long | Debt | US | $716K | – | 0.02 |
| American Airlines 2017-1 Class B Pass Through Trust (AMER AIRLINE 17-1B PTT) | Long | Debt | US | $209K | – | 0.01 |
| American Airlines 2017-2 Class B Pass Through Trust (AMER AIRLINE 17-2B PTT) | Long | Debt | US | $241K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.04 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $3M | – | 0.09 |
| Anheuser-Busch InBev SA/NV | Long | Debt | BE | $3M | – | 0.09 |
| Antares Holdings LP | Long | Debt | US | $1M | – | 0.04 |
| Antares Holdings LP | Long | Debt | US | $462K | – | 0.02 |
| Antares Holdings LP | Long | Debt | US | $316K | – | 0.01 |
| Antofagasta PLC | Long | Debt | GB | $976K | – | 0.03 |
| Antofagasta PLC | Long | Debt | GB | $528K | – | 0.02 |
| Antofagasta PLC | Long | Debt | GB | $481K | – | 0.02 |
| Apple Inc | Long | Debt | US | $3M | – | 0.10 |
| Aptiv PLC | Long | Debt | JE | $257K | – | 0.01 |
| ArcelorMittal SA | Long | Debt | LU | $938K | – | 0.03 |
| Ares Capital Corp | Long | Debt | US | $2M | – | 0.06 |
| Asbury Automotive Group Inc | Long | Debt | US | $268K | – | 0.01 |
| Ashland Inc | Long | Debt | US | $358K | – | 0.01 |
| ASML Holding NV | Long | Equity-common | NL | $73M | 72K | 2.44 |
| ASPLUNDH TREE EXPERT LLC 2024 Incremental Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Atlas Copco AB | Long | Equity-common | SE | $77M | 4M | 2.60 |
| Australia Government Bonds | Long | Debt | AU | $3M | – | 0.11 |
| Australia Government Bonds | Long | Debt | AU | $3M | – | 0.11 |
| BAE Systems PLC | Long | Debt | GB | $2M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $199K | – | 0.01 |
| Banco Santander Chile | Long | Debt | CL | $2M | – | 0.07 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $727K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $874K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $701K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $7M | – | 0.22 |
| Bausch + Lomb Corp | Long | Debt | CA | $10K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $9M | – | 0.29 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $2M | – | 0.07 |
| Bharti Airtel Ltd | Long | Debt | IN | $3M | – | 0.09 |
| BioMarin Pharmaceutical Inc | Long | Debt | US | $12M | – | 0.40 |
| BlackRock Inc | Long | Equity-common | US | $51M | 65K | 1.71 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $2M | – | 0.06 |
| Block Inc | Long | Debt | US | $431K | – | 0.01 |
| Blue Owl Capital Corp | Long | Debt | US | $5M | – | 0.16 |
| Blue Owl Finance LLC | Long | Debt | US | $1M | – | 0.04 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $3M | – | 0.08 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $860K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $199K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $9M | – | 0.29 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $960K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $829K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $54K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Debt | US | $1M | – | 0.05 |
| BPR Trust 2021-NRD | Long | ABS-mortgage backed security | US | $831K | – | 0.03 |
| Brazil Government International Bonds | Long | Debt | BR | $2M | – | 0.08 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $9M | – | 0.29 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $4M | – | 0.13 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.15 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.13 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.09 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $546K | – | 0.02 |
| Brookfield Finance I UK Plc / Brookfield Finance Inc (BROOKFIELD FIN I UK PLC) | Long | Debt | GB | $1M | – | 0.05 |
| Brookfield Finance Inc | Long | Debt | CA | $969K | – | 0.03 |
| Brookfield Renewable Partners ULC | Long | Debt | CA | $2M | – | 0.07 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.04 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.04 |
| Canada Government Bonds | Long | Debt | CA | $15M | – | 0.51 |
| Canada Government Bonds | Long | Debt | CA | $12M | – | 0.39 |
| Carnival Corp | Long | Debt | PA | $5M | – | 0.17 |
| Carnival Corp | Long | Debt | PA | $687K | – | 0.02 |
| Carnival Corp | Long | Debt | PA | $155K | – | 0.01 |
| Carnival Corporation 2024 Term Loan B1 | Long | Loan | PA | $2M | – | 0.06 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $1M | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $9M | – | 0.29 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $5M | – | 0.16 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.04 |
| Cedar Fair LP 2024 Term Loan B | Long | Loan | US | $244K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $381K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $277K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $205K | – | 0.01 |
| Cellnex Telecom SA | Long | Debt | ES | $3M | – | 0.12 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $947K | – | 0.03 |
| Cemex SAB de CV | Long | Debt | MX | $2M | – | 0.06 |
| Cemex SAB de CV | Long | Debt | MX | $2M | – | 0.06 |
| Cemex SAB de CV | Long | Debt | MX | $840K | – | 0.03 |
| Cemex SAB de CV | Long | Debt | MX | $778K | – | 0.03 |
| Centene Corp | Long | Debt | US | $2M | – | 0.07 |
| Centene Corp | Long | Debt | US | $1M | – | 0.04 |
| Centrais Eletricas Brasileiras SA | Long | Debt | BR | $584K | – | 0.02 |
| CEZ AS | Long | Debt | CZ | $2M | – | 0.05 |
| CEZ AS | Long | Debt | CZ | $1M | – | 0.04 |
| CGI Inc | Long | Equity-common | CA | $27M | 276K | 0.92 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $789K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $637K | – | 0.02 |
| Chile Government International Bonds | Long | Debt | CL | $843K | – | 0.03 |
| Civitas Resources Inc | Long | Debt | US | $284K | – | 0.01 |
| CK Hutchison International 19 Ltd (CK HUTCHISON INTL 19 LTD) | Long | Debt | KY | $1M | – | 0.04 |
| Coca-Cola Femsa SAB de CV (COCA-COLA FEMSA SAB CV) | Long | Debt | MX | $2M | – | 0.05 |
| Colbun SA | Long | Debt | CL | $2M | – | 0.08 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $541K | – | 0.02 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $7M | – | 0.23 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $2M | – | 0.06 |
| CommScope Inc | Long | Debt | US | $998K | – | 0.03 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $1M | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $5M | – | 0.15 |
| Continental Resources Inc/OK | Long | Debt | US | $2M | – | 0.07 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $857K | – | 0.03 |
| Corp Financiera de Desarrollo SA | Long | Debt | PE | $3M | – | 0.10 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $2M | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $273K | – | 0.01 |
| Costco Wholesale Corp | Long | Equity-common | US | $64M | 75K | 2.14 |
| CSC Holdings LLC | Long | Debt | US | $8M | – | 0.28 |
| CSC Holdings LLC | Long | Debt | US | $7M | – | 0.25 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $814K | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $671K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $452K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $187K | – | 0.01 |
| CT Trust | Long | Debt | GT | $924K | – | 0.03 |
| Cummins Inc | Long | Equity-common | US | $41M | 148K | 1.38 |
| Danaher Corp | Long | Equity-common | US | $52M | 208K | 1.74 |
| Danske Bank AS | Long | Debt | DK | $2M | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.06 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.05 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $716K | – | 0.02 |
| DH Europe Finance II Sarl | Long | Debt | LU | $834K | – | 0.03 |
| Diageo Capital PLC | Long | Debt | GB | $1M | – | 0.04 |
| Diamondback Energy Inc | Long | Equity-common | US | $32M | 162K | 1.09 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $52K | – | 0.00 |
| Dillard's Inc (DILLARDS INC) | Long | Debt | US | $8K | – | 0.00 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $334K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $3M | – | 0.11 |
| DISH DBS Corp | Long | Debt | US | $1M | – | 0.05 |
| DISH DBS Corp | Long | Debt | US | $1M | – | 0.04 |
| DISH DBS Corp | Long | Debt | US | $551K | – | 0.02 |
| DISH Network Corp | Long | Debt | US | $15M | – | 0.49 |
| DISH Network Corp | Long | Debt | US | $5M | – | 0.16 |
| DNB Bank ASA | Long | Debt | NO | $3M | – | 0.11 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $1M | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $988K | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $587K | – | 0.02 |
| Dominican Republic International Bond | Long | Debt | DO | $439K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.06 |
| EDP Finance BV | Long | Debt | NL | $3M | – | 0.11 |
| El Paso Energy Capital Trust I (EL PASO ENERGY CAP TRST) | Long | Equity-preferred | US | $1M | 23K | 0.04 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.04 |
| Empresa Nacional de Telecomunicaciones SA (ENTEL CHILE SA) | Long | Debt | CL | $480K | – | 0.02 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $2M | – | 0.06 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $1M | – | 0.04 |
| Enbridge Gas Inc | Long | Debt | CA | $3M | – | 0.11 |
| Enbridge Inc | Long | Debt | CA | $3M | – | 0.11 |
| Enel Chile SA | Long | Debt | CL | $508K | – | 0.02 |
| Engie Energia Chile SA | Long | Debt | CL | $2M | – | 0.08 |
| Engie Energia Chile SA | Long | Debt | CL | $1M | – | 0.04 |
| Engie SA | Long | Debt | FR | $960K | – | 0.03 |
| EnLink Midstream LLC | Long | Debt | US | $82K | – | 0.00 |
| EnLink Midstream Partners LP | Long | Debt | US | $499K | – | 0.02 |
| EPR Properties | Long | Debt | US | $233K | – | 0.01 |
| EQT Corp | Long | Debt | US | $1M | – | 0.04 |
| Equinor ASA | Long | Debt | NO | $2M | – | 0.08 |
| Etsy Inc | Long | Debt | US | $586K | – | 0.02 |
| Etsy Inc | Long | Debt | US | $267K | – | 0.01 |
| Everi Holdings Inc | Long | Debt | US | $113K | – | 0.00 |
| Expedia Group Inc | Long | Debt | US | $2M | – | 0.07 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $2M | – | 0.08 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $2M | – | 0.07 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $28M | – | 0.94 |
| Fonterra Co-operative Group Ltd (FONTERRA COOPERATIVE GRP) | Long | Debt | NZ | $3M | – | 0.09 |
| Fonterra Co-operative Group Ltd (FONTERRA COOPERATIVE GRP) | Long | Debt | NZ | $451K | – | 0.02 |
| Foundation Building Materials Holding Company LLC 2024 Term Loan B2 | Long | Loan | US | $208K | – | 0.01 |
| Fraport AG Frankfurt Airport Services Worldwide | Long | Debt | DE | $3M | – | 0.11 |
| Freeport-McMoRan Inc | Long | Debt | US | $5M | – | 0.16 |
| Freeport-McMoRan Inc | Long | Debt | US | $3M | – | 0.09 |
| GAIF Bond Issuer Pty Ltd (GAIF BOND ISSUER P/L) | Long | Debt | AU | $641K | – | 0.02 |
| Gartner Inc | Long | Debt | US | $357K | – | 0.01 |
| Gartner Inc | Long | Debt | US | $76K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $789K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $479K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $17M | – | 0.58 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $387K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $37M | 82K | 1.24 |
| Grupo Televisa SAB | Long | Debt | MX | $329K | – | 0.01 |
| GTCR W MERGER SUB LLC TERM LOAN | Long | Loan | US | $341K | – | 0.01 |
| GTCR W Merger Sub LLC USD Term Loan B | Long | Loan | US | $341K | – | 0.01 |
| Halma PLC | Long | Equity-common | GB | $30M | 868K | 0.99 |
| Hess Midstream Operations LP | Long | Debt | US | $881K | – | 0.03 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B4 | Long | Loan | US | $323K | – | 0.01 |
| HILTON DOMESTIC OPRTING CO INC 2024 TERM LOAN B4 | Long | Loan | US | $386K | – | 0.01 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $438K | – | 0.01 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $420K | – | 0.01 |
| Hilton Grand Vacations Borrower LLC 2021 Term Loan B | Long | Loan | US | $30K | – | 0.00 |
| Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B | Long | Loan | US | $1M | – | 0.03 |
| HILTON GRND VACATNS BORRWR LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $2M | – | 0.06 |
| Hologic Inc | Long | Debt | US | $1M | – | 0.04 |
| Home Depot Inc/The | Long | Equity-common | US | $59M | 172K | 1.98 |
| HUB International Limited 2024 Term Loan B | Long | Loan | US | $270K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.05 |
| Hyundai Capital America | Long | Debt | US | $317K | – | 0.01 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $7M | – | 0.22 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $3M | – | 0.11 |
| iHeartCommunications Inc | Long | Debt | US | $977K | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $3M | – | 0.11 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $3M | – | 0.09 |
| ING Groep NV | Long | Debt | NL | $2M | – | 0.06 |
| Ingersoll Rand Inc | Long | Debt | US | $1M | – | 0.04 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | XX | $7M | – | 0.23 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $198K | – | 0.01 |
| IQVIA Holdings Inc | Long | Equity-common | US | $36M | 169K | 1.20 |
| Ireland Government Bonds | Long | Debt | IE | $3M | – | 0.11 |
| Iron Mountain Inc | Long | Debt | US | $1M | – | 0.04 |
| Israel Electric Corp Ltd | Long | Debt | IL | $1M | – | 0.04 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $7M | – | 0.22 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $3M | – | 0.11 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $3M | – | 0.08 |
| Japan Government Ten Year Bonds | Long | Debt | JP | $4M | – | 0.14 |
| Japanese Government CPI Linked Bond (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $7M | – | 0.23 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $696K | – | 0.02 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.06 |
| JELD-WEN Inc | Long | Debt | US | $689K | – | 0.02 |
| JPMorgan Chase & Co | Long | Equity-common | US | $50M | 245K | 1.66 |
| Kia Corp | Long | Debt | KR | $992K | – | 0.03 |
| Kimberly-Clark de Mexico SAB de CV | Long | Debt | MX | $1M | – | 0.04 |
| Kimberly-Clark de Mexico SAB de CV | Long | Debt | MX | $712K | – | 0.02 |
| Korea East-West Power Co Ltd | Long | Debt | KR | $1M | – | 0.05 |
| Korea National Oil Corp | Long | Debt | KR | $2M | – | 0.07 |
| Korea Treasury Bond | Long | Debt | KR | $9M | – | 0.29 |
| Korea Treasury Bond | Long | Debt | KR | $3M | – | 0.11 |
| Korea Treasury Bond | Long | Debt | KR | $3M | – | 0.11 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $218K | – | 0.01 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $1M | – | 0.05 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $536K | – | 0.02 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $217K | – | 0.01 |
| Light and Wonder International Inc 2024 Term Loan | Long | Loan | US | $100K | – | 0.00 |
| LIGHT AND WONDER INTRNTNL INC 2024 TERM LOAN B2 | Long | Loan | US | $100K | – | 0.00 |
| Linde PLC | Long | Equity-common | IE | $76M | 173K | 2.54 |
| Lithia Motors Inc | Long | Debt | US | $1M | – | 0.04 |
| Lithia Motors Inc | Long | Debt | US | $107K | – | 0.00 |
| Logicor Financing Sarl | Long | Debt | LU | $1M | – | 0.05 |
| Logicor Financing Sarl | Long | Debt | LU | $808K | – | 0.03 |
| Logicor Financing Sarl | Long | Debt | LU | $237K | – | 0.01 |
| London Stock Exchange Group PLC | Long | Equity-common | GB | $33M | 276K | 1.10 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $46M | 60K | 1.55 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $139K | – | 0.00 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $66K | – | 0.00 |
| Macquarie Group Ltd | Long | Debt | AU | $4M | – | 0.14 |
| Macquarie Group Ltd | Long | Debt | AU | $4M | – | 0.12 |
| Marriott Ownership Resorts Inc | Long | Debt | US | $914K | – | 0.03 |
| Mastercard Inc | Long | Equity-common | US | $76M | 171K | 2.53 |
| Matador Resources Co | Long | Debt | US | $157K | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $587K | – | 0.02 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $621K | – | 0.02 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $64M | 46K | 2.14 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $9M | – | 0.29 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $5M | – | 0.18 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $4M | – | 0.12 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $730K | – | 0.02 |
| Mexico Government International Bond (United Mexican States) | Long | Debt | MX | $154K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.08 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $746K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $330K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $6M | – | 0.21 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $2M | – | 0.07 |
| Mizuho Financial Group Inc | Long | Debt | JP | $2M | – | 0.06 |
| Molina Healthcare Inc | Long | Debt | US | $568K | – | 0.02 |
| Molina Healthcare Inc | Long | Debt | US | $409K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.04 |
| MSCI Inc | Long | Debt | US | $285K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $1M | – | 0.04 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $477K | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $411K | – | 0.01 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $1M | – | 0.04 |
| Naturgy Finance Iberia SA (NATURGY FINANCE SA) | Long | Debt | ES | $700K | – | 0.02 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $5M | – | 0.15 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $749K | – | 0.03 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $607K | – | 0.02 |
| NCL Finance Ltd | Long | Debt | BM | $2M | – | 0.06 |
| Netflix Inc | Long | Debt | US | $2M | – | 0.07 |
| Netherlands Government Bonds | Long | Debt | NL | $2M | – | 0.06 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $6M | – | 0.21 |
| New Zealand Government Bonds | Long | Debt | NZ | $9M | – | 0.29 |
| New Zealand Government Bonds | Long | Debt | NZ | $3M | – | 0.11 |
| NGPL PipeCo LLC | Long | Debt | US | $23K | – | 0.00 |
| NIKE Inc | Long | Equity-common | US | $39M | 519K | 1.31 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.07 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.06 |
| Nomura Research Institute Ltd | Long | Equity-common | JP | $49M | 2M | 1.63 |
| Nordic Investment Bank | Long | Debt | XX | $2M | – | 0.05 |
| Northern Oil & Gas Inc | Long | Debt | US | $397K | – | 0.01 |
| Norway Government Bonds | Long | Debt | NO | $4M | – | 0.13 |
| Norway Government Bonds | Long | Debt | NO | $4M | – | 0.12 |
| Norway Government Bonds | Long | Debt | NO | $3M | – | 0.11 |
| Norway Government Bonds | Long | Debt | NO | $1M | – | 0.05 |
| Novartis Capital Corp | Long | Debt | US | $1M | – | 0.04 |
| NVIDIA Corp | Long | Equity-common | US | $104M | 838K | 3.48 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $65M | 62K | 2.20 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $3M | – | 0.11 |
| OneMain Finance Corp | Long | Debt | US | $2M | – | 0.06 |
| OneMain Finance Corp | Long | Debt | US | $272K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $185K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $76K | – | 0.00 |
| OneMain Finance Corp | Long | Debt | US | $66K | – | 0.00 |
| Ontario Power Generation Inc | Long | Debt | CA | $3M | – | 0.11 |
| Ooredoo International Finance Ltd (OOREDOO INTL FINANCE) | Long | Debt | BM | $2M | – | 0.05 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $2M | – | 0.06 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $1M | – | 0.04 |
| Orsted AS (ORSTED A/S) | Long | Debt | DK | $2M | – | 0.08 |
| Ovintiv Inc | Long | Debt | US | $1M | – | 0.04 |
| Ovintiv Inc | Long | Debt | US | $412K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $239K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $147K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $125K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $46K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $32K | – | 0.00 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $1M | – | 0.05 |
| Paraguay Government International Bond (Republic of Paraguay) | Long | Debt | PY | $606K | – | 0.02 |
| Parker-Hannifin Corp | Long | Equity-common | US | $55M | 110K | 1.86 |
| Pilgrim's Pride Corp | Long | Debt | US | $1M | – | 0.04 |
| Pilgrim's Pride Corp | Long | Debt | US | $287K | – | 0.01 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $630K | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $438K | – | 0.01 |
| Post Holdings Inc | Long | Debt | US | $668K | – | 0.02 |
| Power Finance Corp Ltd | Long | Debt | IN | $1M | – | 0.04 |
| Prologis Euro Finance LLC | Long | Debt | US | $2M | – | 0.07 |
| Prologis Euro Finance LLC | Long | Debt | US | $1M | – | 0.05 |
| Prologis LP | Long | Debt | US | $407K | – | 0.01 |
| Province of Quebec Canada | Long | Debt | CA | $2M | – | 0.08 |
| PURCHASED AUD / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD NOK (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-24K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $753.07 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-1M | – | -0.03 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $-127K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Bank of America NA) | Derivative-foreign exchange | JP | $-1M | – | -0.04 | |
| PURCHASED MXN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-90K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Bank of America NA) | Derivative-foreign exchange | US | $135K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-304K | – | -0.01 | |
| PURCHASED USD / SOLD COP (UBS AG) | Derivative-foreign exchange | US | $381K | – | 0.01 | |
| PURCHASED USD / SOLD IDR (HSBC Bank USA NA) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (Bank of America NA) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Bank of America NA) | Derivative-foreign exchange | US | $-354K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of America NA) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $1M | – | 0.04 |
| Raizen Fuels Finance SA | Long | Debt | LU | $565K | – | 0.02 |
| Rand Parent LLC | Long | Debt | US | $1M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $1M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $496K | – | 0.02 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $5M | – | 0.17 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $3M | – | 0.11 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $5M | – | 0.18 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $2M | – | 0.06 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $6M | – | 0.19 |
| Resideo Funding Inc 2024 M&A Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Resideo Funding Inc 2024 Term Loan B | Long | Loan | US | $495K | – | 0.02 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $7M | – | 0.24 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $6M | – | 0.21 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $6M | – | 0.20 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $4M | – | 0.13 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $2M | – | 0.08 |
| Rogers Communications Inc | Long | Debt | CA | $2M | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $884K | – | 0.03 |
| Roper Technologies Inc | Long | Equity-common | US | $64M | 114K | 2.15 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $3M | – | 0.11 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $3M | – | 0.10 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $403K | – | 0.01 |
| S&P Global Inc | Long | Equity-common | US | $101M | 227K | 3.40 |
| Salesforce Inc | Long | Equity-common | US | $41M | 158K | 1.36 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $881K | – | 0.03 |
| Schneider Electric SE | Long | Equity-common | FR | $32M | 134K | 1.08 |
| Sensata Technologies BV | Long | Debt | NL | $399K | – | 0.01 |
| Sensata Technologies Inc | Long | Debt | US | $917K | – | 0.03 |
| Sensata Technologies Inc | Long | Debt | US | $92K | – | 0.00 |
| Shinhan Bank Co Ltd | Long | Debt | KR | $747K | – | 0.03 |
| Shriram Finance Ltd | Long | Debt | IN | $2M | – | 0.08 |
| Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT) | Long | Debt | NL | $1M | – | 0.05 |
| Sigma Finance Netherlands BV (SIGMA FINANCE NL) | Long | Debt | NL | $2M | – | 0.07 |
| Silgan Holdings Inc | Long | Debt | US | $148K | – | 0.00 |
| Singapore Government Bonds | Long | Debt | SG | $7M | – | 0.24 |
| SK Hynix Inc | Long | Debt | KR | $2M | – | 0.08 |
| SK Hynix Inc | Long | Debt | KR | $206K | – | 0.01 |
| SK Telecom Co Ltd | Long | Debt | KR | $145K | – | 0.00 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $905K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $995K | – | 0.03 |
| Southwest Airlines Co | Long | Debt | US | $7M | – | 0.23 |
| Southwestern Energy Co | Long | Debt | US | $290K | – | 0.01 |
| Spain Government Bonds | Long | Debt | ES | $3M | – | 0.09 |
| Spotify USA Inc | Long | Debt | US | $623K | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.04 |
| Standard Chartered PLC | Long | Debt | GB | $267K | – | 0.01 |
| Star Parent Inc Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $1M | – | 0.04 |
| Summit Materials LLC 2023 Incremental Term Loan B | Long | Loan | US | $850K | – | 0.03 |
| Suzano Austria GmbH | Long | Debt | AT | $2M | – | 0.07 |
| Suzano Austria GmbH | Long | Debt | AT | $970K | – | 0.03 |
| Suzano Austria GmbH | Long | Debt | AT | $479K | – | 0.02 |
| Swedbank AB | Long | Debt | SE | $1M | – | 0.04 |
| Sweden Government Bonds | Long | Debt | SE | $3M | – | 0.10 |
| Sweden Government Bonds | Long | Debt | SE | $240K | – | 0.01 |
| Sydney Airport Finance Co Pty Ltd | Long | Debt | AU | $93K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.09 |
| Taiwan Semiconductor Manufacturing Co Ltd | Long | Equity-common | TW | $68M | 2M | 2.30 |
| Tapestry Inc | Long | Debt | US | $206K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $899K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $238K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $157K | – | 0.01 |
| TC Ziraat Bankasi AS | Long | Debt | TR | $1M | – | 0.04 |
| TD SYNNEX Corp | Long | Debt | US | $667K | – | 0.02 |
| Teladoc Health Inc | Long | Debt | US | $8M | – | 0.27 |
| Tencent Holdings Ltd | Long | Debt | KY | $543K | – | 0.02 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $3M | – | 0.09 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $12M | – | 0.42 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $5M | – | 0.16 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $4M | – | 0.14 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $4M | – | 0.12 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $3M | – | 0.09 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $491K | – | 0.02 |
| Texas Instruments Inc | Long | Equity-common | US | $29M | 149K | 0.97 |
| Thermo Fisher Scientific Finance I BV (THERMO FISHER SC FNCE I) | Long | Debt | NL | $179K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $79K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $71K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $66K | – | 0.00 |
| TOBACCO SETTLEMENT FING CORP VA (Tobacco Settlement Financing Corp/VA) | Long | Debt | US | $97K | – | 0.00 |
| TopBuild Corp | Long | Debt | US | $352K | – | 0.01 |
| Toronto-Dominion Bank/The (TORONTO DOMINION BANK) | Long | Debt | CA | $3M | – | 0.09 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $2M | – | 0.05 |
| Trane Technologies PLC | Long | Equity-common | IE | $26M | 79K | 0.87 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $2M | – | 0.06 |
| TransDigm Inc | Long | Debt | US | $410K | – | 0.01 |
| TransDigm Inc 2023 Term Loan J | Long | Loan | US | $95K | – | 0.00 |
| TransDigm Inc 2024 Term Loan I | Long | Loan | US | $163K | – | 0.01 |
| Transelec SA | Long | Debt | CL | $1M | – | 0.04 |
| Transportadora de Gas del Peru SA (TRANSPORT DE GAS PERU) | Long | Debt | PE | $810K | – | 0.03 |
| Travel + Leisure Co | Long | Debt | US | $4M | – | 0.13 |
| Travel + Leisure Co | Long | Debt | US | $482K | – | 0.02 |
| TriNet Group Inc | Long | Debt | US | $214K | – | 0.01 |
| Trinidad Generation UnLtd (TRINIDAD GEN UNLTD) | Long | Debt | TT | $404K | – | 0.01 |
| Truist Insurance Holdings LLC 1st Lien Term Loan | Long | Loan | US | $596K | – | 0.02 |
| TSMC Arizona Corp | Long | Debt | US | $2M | – | 0.05 |
| Turkcell Iletisim Hizmetleri AS | Long | Debt | TR | $1M | – | 0.05 |
| Turkiye Government International Bonds | Long | Debt | TR | $3M | – | 0.11 |
| Turkiye Government International Bonds | Long | Debt | TR | $694K | – | 0.02 |
| U.K. Gilts | Long | Debt | GB | $2M | – | 0.08 |
| U.K. Gilts | Long | Debt | GB | $290K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.27 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.15 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $20M | – | 0.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.36 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.17 |
| Uber Technologies Inc | Long | Debt | US | $12M | – | 0.42 |
| Uber Technologies Inc | Long | Debt | US | $9M | – | 0.29 |
| Uber Technologies Inc | Long | Debt | US | $2M | – | 0.05 |
| Uber Technologies Inc | Long | Debt | US | $1M | – | 0.04 |
| Uber Technologies Inc | Long | Debt | US | $141K | – | 0.00 |
| Uber Technologies Inc 2023 Term Loan B | Long | Loan | US | $446K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $787K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $392K | – | 0.01 |
| UKG Inc | Long | Debt | US | $653K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.05 |
| UniCredit SpA | Long | Debt | IT | $847K | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $564K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $187K | – | 0.01 |
| United Airlines 2016-2 Class B Pass Through Trust (UNITED AIR 2016-2 B PTT) | Long | Debt | US | $217K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.04 |
| UnitedHealth Group Inc | Long | Equity-common | US | $70M | 138K | 2.36 |
| Unity Software Inc | Long | Debt | US | $310K | – | 0.01 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $2M | – | 0.07 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $528K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-674K | – | -0.02 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-393K | – | -0.01 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $191K | – | 0.01 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.04 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $271K | – | 0.01 | |
| Var Energi ASA | Long | Debt | NO | $509K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $1M | – | 0.03 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $763K | – | 0.03 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $178K | – | 0.01 |
| Veralto Corp | Long | Equity-common | US | $7M | 69K | 0.22 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $863K | – | 0.03 |
| Videotron Ltd (VIDEOTRON LTD / LTEE) | Long | Debt | CA | $2M | – | 0.05 |
| Viper Energy Inc | Long | Debt | US | $295K | – | 0.01 |
| VMware LLC | Long | Debt | US | $2M | – | 0.05 |
| Western Digital Corp | Long | Debt | US | $113K | – | 0.00 |
| Western Digital Corp | Long | Debt | US | $73K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $656K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $416K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $406K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $335K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $135K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $100K | – | 0.00 |
| Willow No 2 Ireland PLC for Zurich Insurance Co Ltd (WILLOW NO.2 FOR ZURICH I) | Long | Debt | IE | $329K | – | 0.01 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $2M | – | 0.07 |
| Yum! Brands Inc | Long | Debt | US | $2M | – | 0.05 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $713K | – | 0.02 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $346K | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $274K | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $255K | – | 0.01 |
| Zillow Group Inc | Long | Debt | US | $145K | – | 0.00 |
Address
LOOMIS SAYLES FUNDS II
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
Refinitiv US Holdings Inc.
S&P Global Inc.
Bloomberg L.P.
Merrill Lynch Valuations LLC
The London Clearing House Limited
PricingDirect Inc.
Chicago Mercantile Exchange Inc.
ICE Data Services, Inc.
Custodians
Banco de Chile
Citibank Europe Public Limited Company (Budapest, HU, Branch)
UniCredit Bank Austria AG
BNP Paribas (Athens, Attica, GR, Branch)
State Street Trust Company Canada
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
FirstRand Bank Limited
Skandinaviska Enskilda Banken AB
Bank Hapoalim B.M.
Euroclear Bank
Intesa Sanpaolo S.p.A.
State Street Bank and Trust Company
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Citibank, National Association (Singapore, SG, Branch)
BNP Paribas
Standard Chartered Bank (Taiwan) Limited
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
The Hongkong and Shanghai Banking Corporation Limited
Ceskoslovenska obchodni banka, a. s.
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
J.P. Morgan Securities LLC
UBS Switzerland AG
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Cititrust Colombia S A Sociedad Fiduciaria
Standard Chartered Bank (Hong Kong) Limited
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
State Street Bank International GmbH
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Standard Chartered Bank Malaysia Berhad
Citibank del Peru S.A.
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Bank Handlowy w Warszawie Spolka Akcyjna
Royal Bank of Canada
Citibank, Anonim Sirketi
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
Citibank Europe Public Limited Company
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Natixis Advisors, LLC
State Street Bank and Trust Company
Brokers
Morgan Stanley & Co. LLC
Sanford C. Bernstein & Co., LLC
Robert W. Baird & Co. Incorporated
Goldman Sachs & Co. LLC
Barclays Capital Inc.
RBC Capital Markets, LLC
BofA Securities, Inc.
J.P. Morgan Securities LLC
Citigroup Global Markets Inc.
UBS Securities LLC