United States Treasury Inflation Indexed Bonds

NPORT-P false 0000917469 XXXXXXXX S000006643 C000089752 C000182246 C000018130 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Inflation Protected Securities Fund S000006643 J0W1E79QBQJ3ZGHL1O40 2023-09-30 2023-09-30 N 137734924.67 251848.79 137483075.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2243250.17000000 USD N Fund's Securities Portfolio N/A United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810SM1 21394975.30000000 PA USD 12586889.69000000 9.155228459527 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CCM1 23836032.00000000 PA USD 20236185.97000000 14.71903784554 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N MAGELLAN MIDSTREAM PARTN MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AK2 780000.00000000 PA USD 765553.92000000 0.556835025038 Long DBT CORP US N 2 2026-03-01 Fixed 5.00000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 11300.90000000 0.008219848099 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 772000.00000000 EUR 830170.20000000 USD 2023-12-14 11300.90000000 N N N HSBC USA INC 549300LBOHZ4QSIWU288 HSBC USA Inc 40428HVL3 895000.00000000 PA USD 889700.89000000 0.647134845001 Long DBT CORP US N 2 2025-03-17 Fixed 5.62500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 Sempra 816851BP3 385000.00000000 PA USD 346872.20000000 0.252301745345 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AV7 910000.00000000 PA USD 859385.80000000 0.625084792800 Long DBT CORP US N 2 2033-04-20 Fixed 4.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 1322530.19000000 PA USD 1322530.19000000 0.961958540376 Long RA CORP US N 2 Repurchase N 2.50000000 2023-10-02 1359300.00000000 USD 1349049.84000000 USD UST N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CV5 465000.00000000 PA USD 429010.21000000 0.312045833462 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828ZJ2 15147392.00000000 PA USD 14449586.34000000 10.51008369394 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: S40324874 IRS USD R F 3.36000 840324874_FIX CCPOIS / Short: S40324874 IRS USD P V 00MSOFR 840324874_FLO CCPOIS 000000000 10505000.00000000 OU Notional Amount USD -437112.94000000 -0.31793945342 N/A DIR HK N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-18 0.00000000 USD 0.00000000 USD 10505000.00000000 USD -437112.94000000 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828V49 25592917.25000000 PA USD 23804662.06000000 17.31461265878 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBP4 235000.00000000 PA USD 235355.62000000 0.171188794325 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CT4 410000.00000000 PA USD 370534.05000000 0.269512481902 Long DBT CORP DE N 2 2034-02-10 Fixed 7.07900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810QV3 7575456.00000000 PA USD 5735078.89000000 4.171479910011 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFD2 505000.00000000 PA USD 485837.66000000 0.353379975600 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAN2 300000.00000000 PA USD 296736.71000000 0.215835082318 Long DBT CORP US N 2 2027-06-08 Fixed 6.04700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828WU0 559988.55000000 PA USD 546980.48000000 0.397852954990 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N AP MOLLER-MAERSK A/S 549300D2K6PKKKXVNN73 AP Moller - Maersk A/S 00203QAF4 530000.00000000 PA USD 514418.00000000 0.374168236131 Long DBT CORP DK N 2 2033-09-14 Fixed 5.87500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING Groep NV 456837BJ1 720000.00000000 PA USD 722203.20000000 0.525303347613 Long DBT CORP NL N 2 2027-09-11 Floating 6.90500000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 Canadian Pacific Railway Co 13648TAA5 15000.00000000 PA USD 12115.23000000 0.008812161004 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 Blue Owl Credit Income Corp 69120VAL5 1520000.00000000 PA USD 1470300.61000000 1.069441166186 Long DBT CORP US N 2 2025-03-21 Fixed 5.50000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 Allianz SE 018820AC4 400000.00000000 PA USD 386167.16000000 0.280883416033 Long DBT CORP DE N 2 2053-09-06 Fixed 6.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 9128285W6 21790260.00000000 PA USD 20215786.02000000 14.70419969192 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAV7 400000.00000000 PA USD 382193.48000000 0.277993111191 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 Magna International Inc 559222AX2 410000.00000000 PA USD 410275.02000000 0.298418563429 Long DBT CORP CA N 2 2026-03-21 Fixed 5.98000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: B40324875 IRS USD R V 00MSOFR 840324875_FLO CCPOIS / Short: B40324875 IRS USD P F 2.94200 840324875_FIX CCPOIS 000000000 2450000.00000000 OU Notional Amount USD 450104.67000000 0.327389147441 N/A DIR HK N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2053-01-18 0.00000000 USD 0.00000000 USD 2450000.00000000 USD 450104.67000000 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CEZ0 7364350.00000000 PA USD 6416117.99000000 4.666842045053 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797LL9 4220000.00000000 PA USD 4113340.56000000 2.991888662419 Long STIV UST US N 2 2024-03-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CEJ6 18404370.00000000 PA USD 16893917.65000000 12.28799802584 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759BC3 170000.00000000 PA USD 160925.16000000 0.117050887150 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 Abu Dhabi Government International Bond 29135LAJ9 200000.00000000 PA USD 149677.60000000 0.108869836554 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N 2023-10-26 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer