NPORT-P false 0000917469 XXXXXXXX S000006646 C000018133 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Investment Grade Fixed Income Fund S000006646 549300WC3NPNL3GIV677 2020-09-30 2019-12-31 N 285347713.23 355300.38 284992412.85 0 0 0 0 0 0 0 0 0 0 0 0 0 30565.72 MXN USD CAD N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAW2 663000.00000000 PA USD 769373.14000000 0.269962674551 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CY1 39000.00000000 PA USD 41882.43000000 0.014695980703 Long DBT CORP US N 2 2024-02-15 Fixed 4.13000000 N N N N N N CONTL AIRLINES 2012-2 B N/A 210795QC7 42317.65000000 PA USD 43027.74000000 0.015097854560 Long DBT CORP US N 2 2020-10-29 Fixed 5.50000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAX8 1302000.00000000 PA USD 1432200.00000000 0.502539694189 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 88190.00000000 NS USD 3446465.20000000 1.209318229048 Long EC CORP US N 1 N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 2528000.00000000 PA USD 2730185.98000000 0.957985496068 Long DBT CORP US N 2 2023-01-20 Fixed 5.13000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 000000000 322000.00000000 PA 431933.69000000 0.151559715460 Long DBT CORP US N 2 2020-04-07 Fixed 6.63000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 20000000.00000000 PA 1128388.21000000 0.395936228166 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 536000.00000000 PA USD 581263.51000000 0.203957538443 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAM4 13664.32000000 PA USD 13709.32000000 0.004810415780 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 2.96000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 465000.00000000 PA USD 516389.37000000 0.181194076303 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N MBIA INSURANCE CO 5493004M1UUDNTDXS107 55276GAA3 87000.00000000 PA USD 59534.54000000 0.020889868401 Long DBT CORP US N 2 2033-01-15 Variable 13.26000000 N Y N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 778000.00000000 PA USD 969280.29000000 0.340107401564 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 104000.00000000 PA USD 134975.72000000 0.047361162583 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CZ8 840000.00000000 PA USD 520800.00000000 0.182741706978 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 61742.48000000 PA USD 62438.27000000 0.021908748157 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780099CE5 2114000.00000000 PA USD 2314009.20000000 0.811954668146 Long DBT CORP GB N 2 2022-12-15 Fixed 6.13000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CF2 12000.00000000 PA USD 13293.04000000 0.004664348733 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AF6 110000.00000000 PA USD 85250.00000000 0.029913077035 Long DBT CORP KY N 2 2031-04-15 Fixed 7.50000000 N N N N N N SAMSUNG ELECTRONICS CO 9884007ER46L6N7EI764 796050AE2 152000.00000000 PA USD 179670.08000000 0.063043811659 Long DBT CORP KR N 2 2027-10-01 Fixed 7.70000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAC1 850000.00000000 PA USD 688500.00000000 0.241585378752 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAA9 780000.00000000 PA USD 1001391.98000000 0.351374961173 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 876000.00000000 PA USD 939510.00000000 0.329661407686 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 290046.31000000 PA USD 291748.88000000 0.102370753341 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MD7 1760000.00000000 PA USD 1790148.80000000 0.628139108019 Long DBT USGA US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AL8 85000.00000000 PA USD 87442.80000000 0.030682501027 Long DBT US N 2 2021-01-15 Fixed 5.75000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAD9 330000.00000000 PA USD 260700.00000000 0.091476119449 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AF7 776000.00000000 PA USD 930138.42000000 0.326373046460 Long DBT CORP US N 2 2034-11-01 Fixed 5.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 3224000.00000000 PA USD 3532029.73000000 1.239341670425 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N N Freddie Mac N/A 31395LFN6 280442.40000000 PA USD 317013.77000000 0.111235863028 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.50000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 329000.00000000 PA USD 368916.19000000 0.129447723295 Long DBT US N 2 2022-09-15 Fixed 3.13000000 N N N N N iStar Inc USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAY6 2255000.00000000 PA USD 2328287.50000000 0.816964731347 Long DBT CORP US N 2 2022-02-13 Fixed 4.13000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 12375.00000000 NS USD 636817.50000000 0.223450685452 Long EP CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AH0 360000.00000000 PA USD 429383.75000000 0.150664975851 Long DBT CORP US N 2 2028-07-15 Fixed 6.60000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 14290000.00000000 PA 559318.50000000 0.196257329943 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097AZ4 710000.00000000 PA USD 789661.94000000 0.277081741265 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N CONN LT & PWR 549300O45IUXEDS1VZ32 207597600 213.00000000 NS USD 10969.50000000 0.003849049836 Long EP CORP US N 2 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 2051000.00000000 PA USD 2363519.98000000 0.829327334143 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912828YJ3 17000000.00000000 PA USD 16974101.52000000 5.955983652425 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 1037000.00000000 PA USD 1306644.49000000 0.458483956444 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 145000.00000000 PA USD 161980.54000000 0.056836790278 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SD2 11565000.00000000 PA USD 11537835.09000000 4.048470966163 Long STIV UST US N 2 2020-02-27 None 0.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 1192000.00000000 PA USD 1285561.00000000 0.451086043710 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AK2 659000.00000000 PA USD 837668.08000000 0.293926449347 Long DBT CORP US N 2 2098-03-01 Fixed 5.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 2105000.00000000 PA USD 2376758.78000000 0.833972650791 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N APL LTD 549300TMJ045M7TR5G76 029103AD0 60000.00000000 PA USD 53406.00000000 0.018739446242 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 398000.00000000 PA USD 432403.12000000 0.151724432126 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N CONTL AIRLINES 2012-B N/A 210795QA1 32414.81000000 PA USD 32708.49000000 0.011476968692 Long DBT CORP US N 2 2020-04-11 Fixed 6.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 57840000.00000000 PA 3186331.65000000 1.118040869276 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 63000.00000000 PA USD 65825.22000000 0.023097183304 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 245000.00000000 PA USD 264117.35000000 0.092675221546 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 1488000.00000000 PA USD 2455827.00000000 0.861716624467 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 26439XAH6 125000.00000000 PA USD 131250.00000000 0.046053857605 Long DBT CORP US N 2 2036-11-03 Fixed 6.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 314000.00000000 PA USD 342514.24000000 0.120183634565 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Global Atlantic Fin Co N/A 34628TAB3 1402000.00000000 PA USD 1498495.97000000 0.525802057330 Long DBT CORP US N 2 2021-04-15 Fixed 8.63000000 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830AT6 680000.00000000 PA USD 482800.00000000 0.169408018680 Long DBT CORP KY N 2 2038-03-15 Fixed 6.80000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PAR3 562000.00000000 PA USD 758758.52000000 0.266238147328 Long DBT CORP US N 2 2034-06-01 Fixed 6.70000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61745M4T7 12590.52000000 PA USD 11054.38000000 0.003878833085 Long ABS-MBS CORP US N 3 2035-07-25 Variable 4.01000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 140000.00000000 PA USD 150850.00000000 0.052931233674 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BP2 552000.00000000 PA USD 726338.27000000 0.254862318170 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EA58 518000.00000000 PA USD 521509.80000000 0.182990766239 Long DBT CORP US N 2 2020-03-15 Fixed 5.38000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MB1 2201000.00000000 PA USD 2203773.26000000 0.773274361223 Long DBT USGA US N 2 2020-08-01 Fixed 1.98000000 N N N N N N US AIRWAYS 2011-1A PTT N/A 903436AA1 252709.61000000 PA USD 284758.24000000 0.099917831900 Long DBT CORP US N 2 2023-10-22 Fixed 7.13000000 N N N N N N PULTE GROUP INC N/A 745867AT8 1989000.00000000 PA USD 2217735.00000000 0.778173347782 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 13089.00000000 NS USD 840182.91000000 0.294808869330 Long EC CORP US N 1 N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 9702355.66000000 PA USD 9702355.66000000 3.404425950492 Long RA CORP US N 2 Repurchase N 0.90000000 2020-01-02 9410000.00000000 USD 9897155.70000000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 912796TM1 4350000.00000000 PA USD 4333231.36000000 1.520472533519 Long STIV UST US N 2 2020-04-02 None 0.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 635000.00000000 PA USD 649823.97000000 0.228014480631 Long DBT CORP US N 2 2023-12-20 Variable 3.00000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AJ9 588000.00000000 PA USD 539745.14000000 0.189389301491 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YP9 2835000.00000000 PA USD 2831124.02000000 0.993403295087 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAU6 239000.00000000 PA USD 299446.15000000 0.105071621733 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N DELTA AIR LINES 2007-1 B N/A 247367BJ3 358794.13000000 PA USD 392470.76000000 0.137712704726 Long DBT CORP US N 2 2022-08-10 Fixed 8.02000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708130AC3 52000.00000000 PA USD 17166.76000000 0.006023584918 Long DBT CORP US N 2 2036-10-15 Fixed 6.38000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XU2 8576000.00000000 PA USD 8716534.91000000 3.058514724245 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 2841000.00000000 PA USD 3156893.63000000 1.107711464466 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 71933.00000000 NS USD 668976.90000000 0.234734985858 Long EC CORP US N 1 N N N CONTL AIRLINES 2007-1 N/A 21079NAA9 421980.66000000 PA USD 443910.83000000 0.155762332604 Long DBT CORP US N 2 2022-04-19 Fixed 5.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DVL0 12089.81000000 PA USD 12788.86000000 0.004487438760 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 4.40000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 337000.00000000 PA USD 339915.05000000 0.119271613795 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N Y Nuance Communications Inc USD XXXX N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 2949000.00000000 PA USD 3248102.21000000 1.139715326986 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Original Wempi Inc N/A 952637AA4 2757000.00000000 PA 2199888.76000000 0.771911342481 Long DBT CORP CA N 2 2024-02-13 Fixed 4.31000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 1727000.00000000 PA USD 2103542.65000000 0.738104789865 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAC5 416000.00000000 PA USD 553848.24000000 0.194337889370 Long DBT CORP NL N 2 2037-09-15 Fixed 6.80000000 N N N N N N CENTRAL BANK OF ICELAND 549300K5GD3JPA2LLG98 000000000 187477471.00000000 PA 1548504.76000000 0.543349468329 Long STIV NUSS IS N 2 2050-01-01 None 0.00000000 N N N N N N Fannie Mae N/A 31358ECH3 16.62000000 PA USD 16.45000000 0.000005772083 Long ABS-MBS USGSE US N 3 2020-04-25 Fixed 7.00000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 205000.00000000 PA USD 189955.05000000 0.066652669136 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAF6 659000.00000000 PA USD 684417.70000000 0.240152954654 Long DBT CORP US N 2 2021-01-25 Fixed 5.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 1470000.00000000 PA USD 700284.52000000 0.245720408131 Long DBT CORP US N 2 2026-09-15 Fixed 5.50000000 N N N N Y Chesapeake Energy Corp USD XXXX N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GL36 224000.00000000 PA USD 215428.53000000 0.075590970245 Long DBT CORP US N 2 2024-05-13 Floating 2.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505682 714.00000000 NS USD 1034586.00000000 0.363022295805 Long EP CORP US N 1 N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 104000.00000000 PA USD 143480.83000000 0.050345491153 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 1535000.00000000 PA USD 1605993.75000000 0.563521580781 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 376000.00000000 PA USD 423191.76000000 0.148492289941 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 43000.00000000 PA USD 54456.51000000 0.019108056055 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 343000.00000000 PA USD 402381.73000000 0.141190330639 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 13730000.00000000 PA 808245.51000000 0.283602465734 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N AIR CANADA 2013-1B PTT N/A 009089AB9 160636.25000000 PA USD 165150.16000000 0.057948967254 Long DBT CORP CA N 2 2021-05-15 Fixed 5.38000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 953000.00000000 PA USD 1042471.20000000 0.365789106304 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N IFM US COLONIAL PIPELINE N/A 449505AA4 476000.00000000 PA USD 497691.67000000 0.174633305154 Long DBT CORP US N 2 2021-05-01 Fixed 6.45000000 N N N N N N CONTL AIRLINES 2000-2 N/A 210805DD6 22868.04000000 PA USD 23399.92000000 0.008210716827 Long DBT CORP US N 2 2021-04-02 Fixed 7.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TH2 14475000.00000000 PA USD 14436939.72000000 5.065727741881 Long STIV UST US N 2 2020-03-05 None 0.00000000 N N N N N N Michigan Tobacco Settlement Finance Authority N/A 594751AB5 395000.00000000 PA USD 408828.95000000 0.143452573319 Long DBT MUN US N 2 2034-06-01 Fixed 7.31000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 211000.00000000 PA USD 259046.69000000 0.090895995233 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAG5 8000.00000000 PA USD 8431.48000000 0.002958492794 Long DBT CORP US N 2 2035-11-01 Fixed 1.50000000 N N N N Y Nuance Communications Inc USD XXXX N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AH8 1416000.00000000 PA USD 1496911.32000000 0.525246024983 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SH3 26130000.00000000 PA USD 26038072.57000000 9.136409039669 Long STIV UST US N 2 2020-03-26 None 0.00000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GQ2 697000.00000000 PA USD 718781.65000000 0.252210801969 Long DBT CORP US N 2 2021-04-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TQ2 5805000.00000000 PA USD 5780897.23000000 2.028438993231 Long STIV UST US N 2 2020-04-09 None 0.00000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 8546000.00000000 PA 1005743.87000000 0.352901980772 Long DBT NUSS NO N 2 2021-05-25 Fixed 3.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 424000.00000000 PA USD 428240.94000000 0.150263979211 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAP9 304000.00000000 PA USD 370553.84000000 0.130022352628 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N PULTE GROUP INC N/A 745867AP6 867000.00000000 PA USD 1012222.50000000 0.355175244799 Long DBT CORP US N 2 2033-05-15 Fixed 6.38000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 20780000.00000000 PA 1141380.58000000 0.400495075846 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N Central Bank of Iceland 549300K5GD3JPA2LLG98 000000000 14535000.00000000 PA 132576.20000000 0.046519203326 Long DBT NUSS IS N 2 2022-10-26 Fixed 7.25000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6S8 51000.00000000 PA USD 52109.38000000 0.018284479744 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 885000.00000000 PA USD 852387.75000000 0.299091383337 Long DBT MUN US N 2 2046-06-01 Fixed 6.71000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 370000.00000000 PA USD 408775.32000000 0.143433755275 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 686000.00000000 PA USD 744310.00000000 0.261168356222 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBB7 27000.00000000 PA USD 27269.49000000 0.009568496833 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 39000.00000000 PA USD 41350.19000000 0.014509224854 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 771000.00000000 PA USD 663060.00000000 0.232658825324 Long DBT CORP US N 2 2033-08-01 Fixed 5.63000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAN0 259000.00000000 PA USD 287585.83000000 0.100909995155 Long DBT CORP US N 2 2025-04-01 Fixed 1.25000000 N N N N Y Nuance Communications Inc USD XXXX N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412EJ23 6092.60000000 PA USD 6316.43000000 0.002216350230 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 3.88000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 589000.00000000 PA 934226.73000000 0.327807579386 Long DBT CORP ES N 2 2026-02-02 Fixed 5.38000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 605000.00000000 PA USD 594627.28000000 0.208646705381 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N RELIANCE HOLDINGS USA LW0V2CUWFIITRBI06W51 759468AC5 500000.00000000 PA USD 529140.00000000 0.185668100672 Long DBT CORP US N 2 2022-02-14 Fixed 5.40000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AW0 10000.00000000 PA USD 12977.52000000 0.004553637014 Long DBT CORP US N 2 2027-05-15 Fixed 7.88000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 582834AP2 137000.00000000 PA USD 188500.56000000 0.066142308181 Long DBT CORP US N 2 2047-03-01 Fixed 7.55000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAJ3 392000.00000000 PA USD 401655.40000000 0.140935471223 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92935VAS7 94890.00000000 PA USD 72522.08000000 0.025447021299 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.68000000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAX4 404000.00000000 PA USD 603563.59000000 0.211782336225 Long DBT CORP US N 2 2045-10-15 Fixed 7.38000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350105 565646.00000000 NS USD 16465955.06000000 5.777681902242 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828YC8 10000000.00000000 PA USD 9984375.00000000 3.503382739264 Long DBT UST US N 2 2021-08-31 Fixed 1.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874CU9 56000.00000000 PA USD 59786.90000000 0.020978418127 Long DBT CORP US N 2 2022-06-01 Fixed 4.88000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 733000.00000000 PA USD 875738.22000000 0.307284748826 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N OLD REPUBLIC INTL CORP N/A 680223AJ3 1286000.00000000 PA USD 1410331.26000000 0.494866247805 Long DBT CORP US N 2 2024-10-01 Fixed 4.88000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BY5 1000000.00000000 PA USD 997468.10000000 0.349998124520 Long DBT CORP US N 2 2021-09-01 Fixed 1.55000000 N N N N N N KONINKIJKE AHOLD DLHAIZE 724500C9GNBV20UYRX36 24668PAE7 39000.00000000 PA USD 48158.33000000 0.016898109503 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548508 1860.00000000 NS USD 194370.00000000 0.068201815640 Long EP CORP US N 2 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 353000.00000000 PA USD 365103.48000000 0.128109894698 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 274295.48000000 PA USD 288558.84000000 0.101251411261 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 482000.00000000 PA USD 517140.90000000 0.181457778060 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 523417.68000000 PA USD 564649.17000000 0.198127790264 Long DBT CORP US N 2 2025-06-03 Fixed 4.63000000 N N N N N N Fan Engine Securization Ltd N/A 30709QAB9 2090502.46000000 PA USD 2090443.51000000 0.733508478031 Long ABS-O CORP IE N 2 2043-10-15 Fixed 4.63000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167826 3453.00000000 NS USD 60945.45000000 0.021384937721 Long EP CORP US N 3 N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 858000.00000000 PA USD 806520.00000000 0.282997007511 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BT6 3126000.00000000 PA 831486.32000000 0.291757353006 Long DBT NUSS BR N 2 2024-01-05 Fixed 8.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YT1 8460000.00000000 PA USD 8448764.10000000 2.964557552781 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087E59 23816000.00000000 PA 18218309.22000000 6.392559380024 Long DBT NUSS CA N 2 2020-09-01 Fixed 0.75000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 20000.00000000 PA USD 21575.00000000 0.007570376973 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 8340000.00000000 PA 427310.59000000 0.149937531924 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 5077000.00000000 PA USD 5764273.49000000 2.022605946718 Long DBT CORP US N 2 2028-09-21 Fixed 4.33000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 3370000.00000000 PA USD 3597475.00000000 1.262305534391 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 182000.00000000 PA USD 216580.00000000 0.075995005563 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDD1 1459000.00000000 PA USD 1563904.48000000 0.548753022707 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N NLV FINANCIAL CORP UV78A3V7RXYC94JD0985 65486AAA1 1560000.00000000 PA USD 2104069.72000000 0.738289731631 Long DBT CORP US N 2 2033-08-15 Fixed 7.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1244000.00000000 PA USD 1306378.85000000 0.458390746945 Long DBT CORP US N 2 2028-12-20 Variable 3.42000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 91370000.00000000 PA 5484809.54000000 1.924545809886 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 735000.00000000 PA USD 593512.50000000 0.208255544091 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVL5 4745000.00000000 PA 3705707.79000000 1.300282962953 Long DBT CORP US N 2 2021-02-12 Fixed 3.55000000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 1373000.00000000 PA USD 1635452.09000000 0.573858115605 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N HOUSING URBAN DEVELOPMNT N/A 911759MC9 1452000.00000000 PA USD 1465823.04000000 0.514337566162 Long DBT USGA US N 2 2021-08-01 Fixed 2.35000000 N N N N N N 2020-02-19 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi VP XXXX