# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-066755
**Filing Date:** 2026-6
**Character Count:** 198898
**Document Hash:** efcc90157e946dd3c3970c0e7c71128b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066755.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066755

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261121684

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares CMBS ETF (Series ID: S000035914)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000110079 | iShares CMBS ETF | CMBS            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

**Item A.2. Information about the Series.**

- **a. Name of Series:** iShares CMBS ETF

- **b. EDGAR series identifier (if any):** S000035914

- **c. LEI of Series:** 5493008QF1WFU4PEB467

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $480668821.68

**Total Liabilities:** $101848.85

**Net Assets:** $480566972.83

**Cash Not Reported:** $6284.89

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 15.20000000 | **1-Year:** 17656.56000000 | **5-Year:** 144281.80000000 | **10-Year:** 21256.86000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000110079 | 1.22%                | -1.29%               | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91580.16                | $4649749.37                                |
| Month 2  | $-18741.19               | $-8215687.43                               |
| Month 3  | $-172801.99              | $-563227.91                                |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2026-5C40                               | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $917918.29    | 0.19%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BMST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $880673.73    | 0.18%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK4                                               | CUSIP: 06541FBD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490939.77    | 0.10%             | 2050-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C17                                | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $774255.46    | 0.16%             | 2055-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2026-C14 Mortgage Trust                                  | CUSIP: 096942BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242728.78    | 0.05%             | 2059-02-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $814896.50    | 0.17%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $445592.97    | 0.09%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B6WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888322 | PA      | $828860.76    | 0.17%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C6                        | CUSIP: 90276UBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486003.91    | 0.10%             | 2050-12-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F4D58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1236360.29   | 0.26%             | 2028-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C21                                | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $529065.96    | 0.11%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F9CT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2525000 | PA      | $2248611.03   | 0.47%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                              | CUSIP: 06644VBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $161859.90    | 0.03%             | 2057-08-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B30 Mortgage Trust                            | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204623.08    | 0.04%             | 2054-11-15      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1456717.19   | 0.30%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B23 Mortgage Trust                            | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $426367.05    | 0.09%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B15 Mortgage Trust                            | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469607.47    | 0.10%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V13 Mortgage Trust                            | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008597.83   | 0.21%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-C8 Mortgage Trust                                   | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $115736.25    | 0.02%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1924914.94   | 0.40%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B8TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187804 | PA      | $2044513.75   | 0.43%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1488066 | PA      | $1469225.76   | 0.31%             | 2028-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BPVM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858547 | PA      | $830998.67    | 0.17%             | 2030-05-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2023-C7 Mortgage Trust                                   | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $534125.90    | 0.11%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B13 Mortgage Trust                            | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $411406.93    | 0.09%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C44               | CUSIP: 95001JAW7<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   1190890 | PA      | $1178310.00   | 0.25%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HPUE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3420324.50   | 0.71%             | 2035-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488949 | PA      | $461540.77    | 0.10%             | 2029-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2021-L7                       | CUSIP: 61772TBC7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444107.73    | 0.09%             | 2054-10-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2020-C6                                 | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1391693.16   | 0.29%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                        | CUSIP: 066043AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $364417.55    | 0.08%             | 2057-05-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR7                                              | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $937390.81    | 0.20%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F72P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $1954087.76   | 0.41%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659307 | PA      | $630191.61    | 0.13%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-IG1 Mortgage Trust                            | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $660210.75    | 0.14%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                               | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683240 | PA      | $673663.65    | 0.14%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2022-C62               | CUSIP: 95003MBS6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475716.58    | 0.10%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $434077.57    | 0.09%             | 2054-07-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1248510.61   | 0.26%             | 2030-07-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $962214.15    | 0.20%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2020-L4                       | CUSIP: 61770KAW5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    980103 | PA      | $909337.34    | 0.19%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                              | CUSIP: 06540CCL9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $858319.97    | 0.18%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC47                       | CUSIP: 36258RAZ6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1859549.92   | 0.39%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1026259.10   | 0.21%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                               | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3471350 | PA      | $3461669.29   | 0.72%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849813 | PA      | $841340.25    | 0.18%             | 2026-12-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V14 Mortgage Trust                            | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012740.12   | 0.21%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385187 | PA      | $380111.44    | 0.08%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59               | CUSIP: 95003CAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    441352 | PA      | $422888.78    | 0.09%             | 2054-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1740091.60   | 0.36%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1108494 | PA      | $1068192.32   | 0.22%             | 2029-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK31                                              | CUSIP: 06541ABG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1328936.87   | 0.28%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $513230.01    | 0.11%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C17                                | CUSIP: 054976AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967253.62    | 0.20%             | 2055-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C28                                | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501694.77    | 0.10%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4258123.02   | 0.89%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V14 Mortgage Trust                            | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515863.57    | 0.11%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B25 Mortgage Trust                            | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $898605.27    | 0.19%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP6          | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $388292.63    | 0.08%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C41               | CUSIP: 95001ABJ4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234667.92    | 0.05%             | 2050-11-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1533282.47   | 0.32%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4R28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1082565 | PA      | $1007190.29   | 0.21%             | 2030-10-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C37                               | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1918867.49   | 0.40%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H6LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $682724.32    | 0.14%             | 2032-01-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | Bank 2019-BNK19                                              | CUSIP: 06540WBD4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1797000 | PA      | $1703875.81   | 0.35%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $236482.12    | 0.05%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                              | CUSIP: 06540CAY3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469234.19    | 0.10%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1785581.82   | 0.37%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010000 | PA      | $996140.25    | 0.21%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C18                                | CUSIP: 054975AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2042174.46   | 0.42%             | 2055-12-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B7 Mortgage Trust                             | CUSIP: 08162TBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758000 | PA      | $723578.01    | 0.15%             | 2053-05-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C5 Mortgage Trust                                  | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515597.03    | 0.11%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3420000 | PA      | $3290305.67   | 0.68%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C45               | CUSIP: 95001NBB3<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $341826.89    | 0.07%             | 2051-06-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1882000 | PA      | $1901334.05   | 0.40%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2023-BNK45                                              | CUSIP: 06541BBK3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506911.75    | 0.11%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4CD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $898391.58    | 0.19%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2820000 | PA      | $2807404.19   | 0.58%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2020-C19 Commercial Mortgage Trust                     | CUSIP: 12597NAS2<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1361174.70   | 0.28%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK21                                              | CUSIP: 06540BBC2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    840483 | PA      | $790085.07    | 0.16%             | 2052-10-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788396 | PA      | $778691.41    | 0.16%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC45                       | CUSIP: 36258YBF4<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $727775.44    | 0.15%             | 2053-02-13      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $897033.87    | 0.19%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-C11 Mortgage Trust                                  | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520231.18    | 0.11%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H73Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2118983 | PA      | $2000185.78   | 0.42%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C5               | CUSIP: 95004MAC1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030924.06   | 0.21%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2165000 | PA      | $1933007.24   | 0.40%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2019-CD8 Mortgage Trust                                   | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $942259.71    | 0.20%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2237285.35   | 0.47%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $988668.66    | 0.21%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C10 Mortgage Trust                                 | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $308323.05    | 0.06%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C42               | CUSIP: 95001GAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $463443.67    | 0.10%             | 2050-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B9KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901648 | PA      | $823601.35    | 0.17%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2018-GS10                       | CUSIP: 36250SAD1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $662068.61    | 0.14%             | 2051-07-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B27 Mortgage Trust                            | CUSIP: 08163HAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425499.05    | 0.09%             | 2054-07-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C7 Commercial Mortgage Trust                      | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988398.70    | 0.21%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK43                                              | CUSIP: 06541QAZ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1944328.20   | 0.40%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B3 Mortgage Trust                             | CUSIP: 08161BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653928 | PA      | $646516.14    | 0.13%             | 2051-04-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                              | CUSIP: 06540CBA4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $704875.34    | 0.15%             | 2064-06-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1570169.29   | 0.33%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                       | CUSIP: 36261PAS1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238924.26    | 0.05%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                     | CUSIP: 22945DAS2<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943429.83    | 0.20%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR5                                              | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944182 | PA      | $967155.45    | 0.20%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HA4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1990712.20   | 0.41%             | 2030-04-25      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C3               | CUSIP: 95004JAC8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1043413.63   | 0.22%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530000 | PA      | $2388373.38   | 0.50%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                     | Benchmark 2024-V8 Mortgage Trust                             | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1169344.17   | 0.24%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C14                                | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1350036.08   | 0.28%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                       | CUSIP: 36261PAZ5<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $447168.78    | 0.09%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR8                                              | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033272.30   | 0.22%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC47                       | CUSIP: 36258RBA0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1379539.70   | 0.29%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B8TH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $928701.29    | 0.19%             | 2030-01-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B16 Mortgage Trust                            | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $920861.90    | 0.19%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                               | CUSIP: 06650AAE7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $733828.28    | 0.15%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115000 | PA      | $118308.20    | 0.02%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C15                       | CUSIP: 90278LBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $719933.18    | 0.15%             | 2051-12-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B34 Mortgage Trust                            | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1388796.62   | 0.29%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C8 Mortgage Trust                                  | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3032107.05   | 0.63%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK17                                              | CUSIP: 065403BC0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $175848.50    | 0.04%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2019-COR5         | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $484600.57    | 0.10%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                     | CUSIP: 12597DAC9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475092.45    | 0.10%             | 2052-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1450000 | PA      | $1291516.48   | 0.27%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                              | CUSIP: 06540CAZ0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $765389.56    | 0.16%             | 2064-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1092841.39   | 0.23%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | MSBAM                                                        | CUSIP: 61778GAE6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $927515.86    | 0.19%             | 2058-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK25                                              | CUSIP: 06539WAY2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    290273 | PA      | $286203.79    | 0.06%             | 2063-01-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1483940.93   | 0.31%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144396 | PA      | $2095188.98   | 0.44%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BJRY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1755268.22   | 0.37%             | 2031-10-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1008932.80   | 0.21%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $647537.56    | 0.13%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B5 Mortgage Trust                             | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1799550.14   | 0.37%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C18                                | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $415080.67    | 0.09%             | 2055-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK41                                              | CUSIP: 06540MBH7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473297.60    | 0.10%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B32 Mortgage Trust                            | CUSIP: 08163NBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $528852.75    | 0.11%             | 2055-01-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2020-HR8                      | CUSIP: 61692BBP4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1011442.41   | 0.21%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $687381.11    | 0.14%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2022-C3 MORTGAGE TRUST                                   | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014647.14   | 0.21%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2020-L4                       | CUSIP: 61770KAX3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464562.75    | 0.10%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $498584.58    | 0.10%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $898367.51    | 0.19%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-NXS6              | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494538.30    | 0.10%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C6               | CUSIP: 95004TAG7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511355.28    | 0.11%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1189329.59   | 0.25%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2020-GC46                | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $204806.55    | 0.04%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1007023.89   | 0.21%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-C12 Mortgage Trust                                  | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $526763.02    | 0.11%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS8                        | CUSIP: 36254KAL6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   3390000 | PA      | $3341326.55   | 0.70%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B11 Mortgage Trust                            | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464606.78    | 0.10%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK36                                              | CUSIP: 06540DBV6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $205505.05    | 0.04%             | 2064-09-15      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-5C23                               | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $521410.71    | 0.11%             | 2056-12-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2319777.07   | 0.48%             | 2027-09-25      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C9 Mortgage Trust                                  | CUSIP: 096933AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495267.07    | 0.10%             | 2058-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B33 Mortgage Trust                            | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926501.95    | 0.19%             | 2055-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK7                                               | CUSIP: 06541XAK6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $520836.04    | 0.11%             | 2060-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B29 Mortgage Trust                            | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $443279.92    | 0.09%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625014 | PA      | $1603366.65   | 0.33%             | 2028-09-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK25                                              | CUSIP: 06539WBG0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431541.97    | 0.09%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C4               | CUSIP: 949931AF6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1240253.32   | 0.26%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501807.07    | 0.10%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2023-B38 Mortgage Trust                            | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2029834.48   | 0.42%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C30                                | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511103.68    | 0.11%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2019-L3                       | CUSIP: 61691UBK4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $216314.24    | 0.05%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B10 Mortgage Trust                            | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788358 | PA      | $767392.82    | 0.16%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B32 Mortgage Trust                            | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1222753.93   | 0.25%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-C32                                | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1979000 | PA      | $2074861.69   | 0.43%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2019-C7                  | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1421218.74   | 0.30%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1488694.65   | 0.31%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $891314.68    | 0.19%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V12 Mortgage Trust                            | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514081.18    | 0.11%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-C1 Mortgage Trust                                  | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1392367.65   | 0.29%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9ZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1469787.03   | 0.31%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK13                                              | CUSIP: 06539LBF6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240841.41    | 0.05%             | 2061-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345000 | PA      | $326068.33    | 0.07%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK22                                              | CUSIP: 06540XBG5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $433190.98    | 0.09%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                     | CUSIP: 22945DAG8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   3248000 | PA      | $3190186.80   | 0.66%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK29                                              | CUSIP: 06541TBA6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1964628 | PA      | $1739703.06   | 0.36%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5753000 | PA      | $5216997.36   | 1.09%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B20 Mortgage Trust                            | CUSIP: 08162XBM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $398954.57    | 0.08%             | 2053-10-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C14                       | CUSIP: 90278KBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493159.88    | 0.10%             | 2051-12-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1485000 | PA      | $1366524.16   | 0.28%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854700 | PA      | $852597.16    | 0.18%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865824 | PA      | $763639.43    | 0.16%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK16                                              | CUSIP: 065405AD4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $587196.86    | 0.12%             | 2052-02-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HJ6B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1885899 | PA      | $1859418.57   | 0.39%             | 2034-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H93D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1891948.82   | 0.39%             | 2032-09-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2020-C8                                 | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446678.83    | 0.09%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2024-BNK48                                              | CUSIP: 06541GAC1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    473022 | PA      | $464762.86    | 0.10%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2019-COR6         | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $872558.99    | 0.18%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B7FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539716 | PA      | $1449525.79   | 0.30%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | CCUBS Commercial Mortgage Trust 2017-C1                      | CUSIP: 12508GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1557412.95   | 0.32%             | 2050-11-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2019-GC41                | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $691619.58    | 0.14%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1387000 | PA      | $1395936.18   | 0.29%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C51               | CUSIP: 95001VAX8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    492000 | PA      | $461089.16    | 0.10%             | 2052-06-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2584708.06   | 0.54%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $788098.11    | 0.16%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $984586.61    | 0.20%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR1                                              | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54380 | PA      | $55132.19     | 0.01%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK16                                              | CUSIP: 065405AF9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    262417 | PA      | $256427.22    | 0.05%             | 2052-02-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68998 | PA      | $67655.22     | 0.01%             | 2030-09-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK20                                              | CUSIP: 06540AAH4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $850969.82    | 0.18%             | 2062-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C27                               | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $519653.33    | 0.11%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK32                                              | CUSIP: 06542BBH9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $978749.19    | 0.20%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-C64               | CUSIP: 95004BAW1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520720.55    | 0.11%             | 2058-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2021-L5                       | CUSIP: 61691YAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $137646.05    | 0.03%             | 2054-05-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1009635.74   | 0.21%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C21                                | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1044515.42   | 0.22%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                        | CUSIP: 066043AM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $893257.13    | 0.19%             | 2057-05-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35  | CUSIP: 61779CAH7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520209.55    | 0.11%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V9 Mortgage Trust                             | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1333159.07   | 0.28%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C38               | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543443 | PA      | $537910.07    | 0.11%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2021-L7                       | CUSIP: 61772TBH6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $890628.50    | 0.19%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FPJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015000 | PA      | $892814.58    | 0.19%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $959867.53    | 0.20%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $908076.85    | 0.19%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C58               | CUSIP: 95002UAC5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    459059 | PA      | $437583.34    | 0.09%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FXQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $395893.20    | 0.08%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK17                                              | CUSIP: 065403BB2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    635439 | PA      | $619335.77    | 0.13%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1024152.81   | 0.21%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H3EV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1794000 | PA      | $1597524.51   | 0.33%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                       | MSWF Commercial Mortgage Trust 2023-1                        | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $762192.55    | 0.16%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-C8 Mortgage Trust                                   | CUSIP: 05593HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $234290.96    | 0.05%             | 2057-03-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2504350.04   | 0.52%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1640000 | PA      | $1481410.23   | 0.31%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $840145.32    | 0.17%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2017-CD6 Mortgage Trust                                   | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490470.31    | 0.10%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C20                                | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037071.58   | 0.22%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR15                                             | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $584352.47    | 0.12%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C30                                | CUSIP: 05493YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $930927.19    | 0.19%             | 2057-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V14 Mortgage Trust                            | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258512.15    | 0.05%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2017-C4                  | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832248 | PA      | $822317.86    | 0.17%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C8                        | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1311471.46   | 0.27%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4100546.72   | 0.85%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2017-CD6 Mortgage Trust                                   | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475704 | PA      | $469020.43    | 0.10%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1116000 | PA      | $1012413.65   | 0.21%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-H3                       | CUSIP: 61767YAZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $367391.10    | 0.08%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-C12 Mortgage Trust                                  | CUSIP: 05615DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $309751.06    | 0.06%             | 2058-06-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-C9 Mortgage Trust                                   | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1568104.59   | 0.33%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $992363.07    | 0.21%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR1                                              | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512284.68    | 0.11%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $898439.86    | 0.19%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $493061.57    | 0.10%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS7                        | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1975579.56   | 0.41%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1271150.74   | 0.26%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C55               | CUSIP: 95002EBB2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1479333 | PA      | $1382530.74   | 0.29%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9M71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278443 | PA      | $275622.07    | 0.06%             | 2032-01-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2025-BNK49                                              | CUSIP: 05494FBT4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1042141.66   | 0.22%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK29                                              | CUSIP: 06541TBU2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $424381.71    | 0.09%             | 2053-11-15      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C56               | CUSIP: 95002RAV0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    403638 | PA      | $387906.93    | 0.08%             | 2053-06-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $999395.36    | 0.21%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2021-C11                                | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $441283.89    | 0.09%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AY2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231264 | PA      | $1206194.11   | 0.25%             | 2027-11-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4683000 | PA      | $4166186.56   | 0.87%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49               | CUSIP: 95001WBF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486693.84    | 0.10%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B4KJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21709 | PA      | $21601.65     | 0.00%             | 2029-01-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C61               | CUSIP: 95003QCC1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $411660.18    | 0.09%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2976684.15   | 0.62%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AC7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116366 | PA      | $113776.89    | 0.02%             | 2043-02-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C33                               | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518484.90    | 0.11%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FG6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302631 | PA      | $299750.90    | 0.06%             | 2029-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1157704.64   | 0.24%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B24 Mortgage Trust                            | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $911590.68    | 0.19%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2019-GC44 Mortgage Trust                                | CUSIP: 12655TBM0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940125.83    | 0.20%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $892590.75    | 0.19%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $237393.99    | 0.05%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2021-C11                                | CUSIP: 05493MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $891785.53    | 0.19%             | 2054-09-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C43               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983863.25    | 0.20%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3541000 | PA      | $3497776.78   | 0.73%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793645 | PA      | $754515.64    | 0.16%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $212803.09    | 0.04%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069021 | PA      | $1029340.56   | 0.21%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C46               | CUSIP: 95001QAU5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    623351 | PA      | $617643.04    | 0.13%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR4                                              | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432807 | PA      | $448535.72    | 0.09%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C6 Mortgage Trust                                  | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247095.19    | 0.05%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-H3                       | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314539 | PA      | $310687.53    | 0.06%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49               | CUSIP: 95001WBG2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $637694.97    | 0.13%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2262347 | PA      | $2196788.19   | 0.46%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49               | CUSIP: 95001WBB3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $740151.90    | 0.15%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1497220.68   | 0.31%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B18 Mortgage Trust                            | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444519.32    | 0.09%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust                                | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945709.86    | 0.20%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                     | CUSIP: 12597DAE5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    358047 | PA      | $349083.27    | 0.07%             | 2052-12-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B24 Mortgage Trust                            | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $898165.06    | 0.19%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | CGMS Commercial Mortgage Trust 2017-B1                       | CUSIP: 17326CBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $164359.07    | 0.03%             | 2050-08-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C5               | CUSIP: 95004MAF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515485.28    | 0.11%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B27 Mortgage Trust                            | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $887769.97    | 0.18%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986834.07    | 0.21%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2021-L6                       | CUSIP: 61692CAX6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    979854 | PA      | $971772.86    | 0.20%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HH6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1015123.03   | 0.21%             | 2029-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C19                                | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254876.92    | 0.05%             | 2056-04-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1427102.01   | 0.30%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2018-B2                  | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594401.34    | 0.12%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK15                                              | CUSIP: 06036FBB6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    463787 | PA      | $459301.70    | 0.10%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR3                                              | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549311 | PA      | $563146.01    | 0.12%             | 2056-09-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1115475.54   | 0.23%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK30                                              | CUSIP: 06541UBQ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    217415 | PA      | $206338.46    | 0.04%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                              | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1551631.41   | 0.32%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1992412.72   | 0.41%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2675000 | PA      | $2630323.06   | 0.55%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FLYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $481332.25    | 0.10%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FQKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $946885.65    | 0.20%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK26                                              | CUSIP: 06540JBU5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $213977.49    | 0.04%             | 2063-03-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FJKF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1983581.32   | 0.41%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826000 | PA      | $815517.49    | 0.17%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2960522.82   | 0.62%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2484206.51   | 0.52%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GC38                       | CUSIP: 36252SAV9<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737112.82    | 0.15%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $888345.46    | 0.18%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C28                                | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $132007.62    | 0.03%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669269 | PA      | $657335.87    | 0.14%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $405354.03    | 0.08%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2021-GSA3                       | CUSIP: 36263UAM1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $877475.82    | 0.18%             | 2054-12-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BQDE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916439 | PA      | $914630.86    | 0.19%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                              | CUSIP: 06035RAR7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $695316.34    | 0.14%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C24                                | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496550.20    | 0.10%             | 2057-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BLP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1676008.96   | 0.35%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR10                                             | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509411.66    | 0.11%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2966805.27   | 0.62%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FKZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155242 | PA      | $153963.43    | 0.03%             | 2028-09-25      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                              | CUSIP: 06035RAS5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992533.81    | 0.21%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1035690.74   | 0.22%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2020-GC46                | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $452994.71    | 0.09%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037975 | PA      | $1006343.89   | 0.21%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $993882.66    | 0.21%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C36                               | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514542.39    | 0.11%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822587 | PA      | $1764852.58   | 0.37%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2019-GC43                | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $705915.41    | 0.15%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2018-C2                                 | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2930000 | PA      | $2911160.13   | 0.61%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2020-GC46                | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926816.96    | 0.19%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FXZ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1578920.49   | 0.33%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR7                                              | CUSIP: 06211UBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026200.17   | 0.21%             | 2057-06-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR16                                             | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020076.23   | 0.21%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C47               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995557.56   | 0.42%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2943529.77   | 0.61%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup COmmercial Mortgage Trust 2018-C6                  | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199000 | PA      | $1189923.87   | 0.25%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V10 Mortgage Trust                            | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017516.56   | 0.21%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BLR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834027 | PA      | $777384.97    | 0.16%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BP3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1059867.49   | 0.22%             | 2032-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H6S63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    959938 | PA      | $914628.96    | 0.19%             | 2031-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F63Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1786334.90   | 0.37%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B26 Mortgage Trust                            | CUSIP: 08163EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $432821.23    | 0.09%             | 2054-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $475728.75    | 0.10%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BC7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1711632.66   | 0.36%             | 2032-11-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V16 Mortgage Trust                            | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $768790.33    | 0.16%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C19                                | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202866.95    | 0.04%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS8                        | CUSIP: 36254KAU6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $367999.51    | 0.08%             | 2050-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B33 Mortgage Trust                            | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $255863.51    | 0.05%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-B41 Mortgage Trust                            | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306442.41    | 0.06%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1709128.05   | 0.36%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B16 Mortgage Trust                            | CUSIP: 08161NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443000 | PA      | $385337.14    | 0.08%             | 2053-02-15      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2023-V3 Mortgage Trust                             | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041130.14   | 0.22%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $470371.71    | 0.10%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C46               | CUSIP: 95001QAX9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $732865.90    | 0.15%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C25                               | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $576845.02    | 0.12%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1811283.66   | 0.38%             | 2032-06-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2018-C5                  | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993405.79    | 0.21%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C54               | CUSIP: 95001YAD6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    480132 | PA      | $455272.24    | 0.09%             | 2052-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $598108.83    | 0.12%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                        | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1172258.28   | 0.24%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | FREMF 2025-K169 Mortgage Trust                               | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2004140.80   | 0.42%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                              | CUSIP: 06541LBP0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $886796.09    | 0.18%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C14                                | CUSIP: 07336AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $218311.44    | 0.05%             | 2055-02-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2019-L3                       | CUSIP: 61691UBE8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237381.90    | 0.05%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2020-C8                                 | CUSIP: 05552ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433439 | PA      | $415866.70    | 0.09%             | 2053-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B8M97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90054 | PA      | $82770.48     | 0.02%             | 2030-02-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                              | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1027599.75   | 0.21%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | Barclays Commercial Mortgage Trust 2019-C4                   | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1185961.54   | 0.25%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V18 Mortgage Trust                            | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1855180.03   | 0.39%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2017000 | PA      | $1978268.90   | 0.41%             | 2029-03-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2021-C12                                | CUSIP: 05552XBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $924635.76    | 0.19%             | 2054-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-C65               | CUSIP: 95004WAG0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254062.57    | 0.05%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FKKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833000 | PA      | $821230.15    | 0.17%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | JPMDB Commercial Mortgage Securities Trust 2020-COR7         | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539000 | PA      | $464530.83    | 0.10%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2018-C8           | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $446817.02    | 0.09%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2023-BNK46                                              | CUSIP: 06541DBH6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1045082.76   | 0.22%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59               | CUSIP: 95003CAJ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903236.03    | 0.19%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | Barclays Commercial Mortgage Trust 2019-C5                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $951171.62    | 0.20%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1538859.50   | 0.32%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136ATX66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479945 | PA      | $391846.69    | 0.08%             | 2045-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $823939.73    | 0.17%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FV5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1786614.24   | 0.37%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK34                                              | CUSIP: 06541JAT8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $426157.26    | 0.09%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1741838.54   | 0.36%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2022-B32 Mortgage Trust                            | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $414632.69    | 0.09%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2025000 | PA      | $1803995.53   | 0.38%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C26                                | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052660.36   | 0.22%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B29 Mortgage Trust                            | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $733163.72    | 0.15%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C11 Mortgage Trust                                 | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032025.49   | 0.21%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2053156.14   | 0.43%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK20                                              | CUSIP: 06540AAC5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1007777 | PA      | $951312.64    | 0.20%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $949931.96    | 0.20%             | 2032-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2021-C20 Commercial Mortgage Trust                     | CUSIP: 22945EAT8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1284698 | PA      | $1197680.44   | 0.25%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C6 Mortgage Trust                                  | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016235.02   | 0.21%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C28                                | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025247.04   | 0.21%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK36                                              | CUSIP: 06540DBH7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $669146.59    | 0.14%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V5 Mortgage Trust                             | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $559563.69    | 0.12%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2017-CD6 Mortgage Trust                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479358.26    | 0.10%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                         | FIVE 2023-V1 Mortgage Trust                                  | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $304874.26    | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2024-5C2               | CUSIP: 95003UAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037344.21   | 0.22%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                              | CUSIP: 06541LBU9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $440109.61    | 0.09%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2018-C8           | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452385 | PA      | $447951.85    | 0.09%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2019-COR5         | CUSIP: 46591EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5457 | PA      | $5443.21      | 0.00%             | 2052-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506567.29    | 0.11%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2018-CX11 Commercial Mortgage Trust                    | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992307.97    | 0.21%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2019-GC41                | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1416661.64   | 0.29%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820600 | PA      | $791104.13    | 0.16%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3433628.70   | 0.71%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C34                               | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032282.11   | 0.21%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                       | MSWF Commercial Mortgage Trust 2023-1                        | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $926345.48    | 0.19%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2017-C8                      | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $731008.11    | 0.15%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1923765.02   | 0.40%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FEZV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1985653.50   | 0.41%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK13                                              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    904605 | PA      | $892950.56    | 0.19%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK28                                              | CUSIP: 06540YAH2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $445140.43    | 0.09%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-C39                                | CUSIP: 05556YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245392.96    | 0.05%             | 2058-12-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2023-C20                                | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025977.22   | 0.21%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-C35                                | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1036457.91   | 0.22%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H5DX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $949420.89    | 0.20%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C24                                | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022061.00   | 0.21%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C33                               | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1555091.78   | 0.32%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2026-C66               | CUSIP: 95005CAD0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1463000 | PA      | $1522432.05   | 0.32%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FYZL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1327651.82   | 0.28%             | 2028-04-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2022-C17                                | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $778811.88    | 0.16%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                     | CUSIP: 12597DAD7<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236074.98    | 0.05%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C56               | CUSIP: 95002RAZ1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $299349.96    | 0.06%             | 2053-06-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Trust 2021-C10                                         | CUSIP: 05551VBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $412358.87    | 0.09%             | 2054-07-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1339525.71   | 0.28%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                     | CUSIP: 22945DAE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1392458 | PA      | $1362521.94   | 0.28%             | 2052-03-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H1Z33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1415717 | PA      | $1346288.38   | 0.28%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C15                       | CUSIP: 90278LBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242638.20    | 0.05%             | 2051-12-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $795402.90    | 0.17%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1119819.78   | 0.23%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-H3                       | CUSIP: 61767YBE9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $380597.46    | 0.08%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2018-C2                                 | CUSIP: 05491UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230816.55    | 0.05%             | 2051-12-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BDZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2207464.33   | 0.46%             | 2031-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1108570.51   | 0.23%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK21                                              | CUSIP: 06540BBD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471309.69    | 0.10%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FQKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1157635.47   | 0.24%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C13                       | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $794748.46    | 0.17%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C12 Mortgage Trust                                 | CUSIP: 09663VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512760.22    | 0.11%             | 2058-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                               | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014111.49   | 0.21%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-C11 Mortgage Trust                                  | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032580.45   | 0.21%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK39                                              | CUSIP: 06539VAJ7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $453242.94    | 0.09%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS7                        | CUSIP: 36254CBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $483487.84    | 0.10%             | 2050-08-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B9 Mortgage Trust                             | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845307 | PA      | $831893.23    | 0.17%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BUJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002864.72   | 0.21%             | 2035-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1769694.28   | 0.37%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                               | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $305095.34    | 0.06%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59               | CUSIP: 95003CAE0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $912707.51    | 0.19%             | 2054-04-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK34                                              | CUSIP: 06541JAL5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1538030.55   | 0.32%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $904735.18    | 0.19%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1310000 | PA      | $1300565.34   | 0.27%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C9 Mortgage Trust                                  | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $723025.13    | 0.15%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FMCR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1964648 | PA      | $1899229.88   | 0.40%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C6 Mortgage Trust                                  | CUSIP: 05593QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $802084.27    | 0.17%             | 2057-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2017-COR2 Mortgage Trust                                | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $706888.14    | 0.15%             | 2050-09-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B4 Mortgage Trust                             | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203018 | PA      | $202182.90    | 0.04%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B27 Mortgage Trust                            | CUSIP: 08163HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668472 | PA      | $662438.54    | 0.14%             | 2054-07-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                              | CUSIP: 06035RAU0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489491.92    | 0.10%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES       | BlackRock Cash Funds: Treasury, SL Agency Shares             | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2990000 | NS      | $2990000.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2020-C6                                 | CUSIP: 05492TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1849039.30   | 0.38%             | 2053-02-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2054339 | PA      | $2021771.79   | 0.42%             | 2027-12-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010000 | PA      | $984224.35    | 0.20%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B21 Mortgage Trust                            | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $430413.36    | 0.09%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK12                                              | CUSIP: 06541KBA5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1003863.88   | 0.21%             | 2061-05-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C34                               | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258100.30    | 0.05%             | 2058-05-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B10 Mortgage Trust                            | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $572888.27    | 0.12%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $892458.65    | 0.19%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5325000 | PA      | $5464058.38   | 1.14%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $475772.80    | 0.10%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-C28                                | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1293010.71   | 0.27%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240033 | PA      | $237459.23    | 0.05%             | 2027-06-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                              | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $885059.76    | 0.18%             | 2031-10-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FRZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1142422.20   | 0.24%             | 2030-01-25      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $857260.37    | 0.18%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer