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Long ABS-MBS USGA US N 3 2062-10-20 Floating 0.68100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DMB3 45802114.29000000 PA USD 3625374.75000000 0.238677133984 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.91300000 N N N N N N GS Mortgage Securities Trust N/A 36248GAJ9 3461000.00000000 PA USD 3597899.51000000 0.236868297107 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.16100000 N N N N N N 2022-01-27 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX