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N/A 3137BNGU2 16713603.00000000 PA USD 907613.83000000 0.060494659310 Long ABS-MBS USGSE US N 2 2026-01-25 Variable 1.31000000 N N N N N N Colony American Finance Ltd N/A 21872BAA4 1429792.20000000 PA USD 1502480.55000000 0.100143966507 Long ABS-O CORP US N 2 2051-06-15 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180SRH9 3901308.42000000 PA USD 4281993.41000000 0.285405228465 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380NJB6 32876142.39000000 PA USD 2491804.47000000 0.166084801156 Long ABS-MBS USGA US N 2 2061-08-16 Variable 0.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181PDF3 732158.75000000 PA USD 793986.19000000 0.052921101986 Long ABS-MBS USGA US N 2 2063-09-20 Variable 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL77 5627621.40000000 PA USD 6164369.35000000 0.410870142530 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N 2020-10-29 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer