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Morgan Chase Commercial Mortgage Securities Trust N/A 46639YAX5 62000.00000000 PA USD 13671.00000000 0.052012793387 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.29579360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDYC6 650233.92000000 PA USD 113125.36000000 0.430397628309 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N CD Mortgage Trust N/A 12515GAH0 134000.00000000 PA USD 62677.75000000 0.238464257243 Long ABS-MBS CORP US N 2 2050-02-10 Variable 4.68172080 N N N N N N FHLMC Multifamily Structured Credit Risk N/A 35563GAB5 148000.00000000 PA USD 152994.73000000 0.582084944841 Long ABS-MBS USGSE US N 2 2051-11-25 Floating 8.30517120 N N N N N N FHLMC 5493007222WHFWMBOC78 35563KBE9 32000.00000000 PA USD 39625.56000000 0.150759715102 Long ABS-MBS CORP US N 2 2049-01-25 Floating 15.16965120 N N N N N N Cross Mortgage Trust N/A 22757AAA4 172359.91000000 PA USD 173528.04000000 0.660206136459 Long ABS-MBS CORP US N 2 2068-12-25 Fixed 6.08500080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H050672 1000000.00000000 PA USD 982459.72000000 3.737873924973 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 19000.00000000 PA USD 1761.28000000 0.006700979645 N/A DCR GB N 2 GOLDMAN SACHS INTL W22LROWP2IHZNBB6K528 Markit CMBX North American Index Series BB-6 137BEMAE8 Y Payout of notional amount upon default event with regard to the reference instrument 2063-05-11 0.00000000 USD 3298.42000000 USD 19000.00000000 USD 1761.28000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397PUB4 7725.90000000 PA USD 8993.72000000 0.034217577364 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 8.01425160 N N N N N N Morgan Stanley Capital I Trust N/A 61767YBE9 88000.00000000 PA USD 82369.62000000 0.313384099663 Long ABS-MBS CORP US N 2 2051-07-15 Variable 5.01239160 N N N N N N CD Mortgage Trust N/A 12515GAG2 60000.00000000 PA USD 39914.66000000 0.151859627220 Long ABS-MBS CORP US N 2 2050-02-10 Variable 3.98400120 N N N N N N 2025-07-30 Putnam Variable Trust Monica Krogh Monica Krogh Assistant Treasurer