# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-043532
**Filing Date:** 2025-12
**Character Count:** 220889
**Document Hash:** 2af8ff36960713ff6fa57cd4370bd9e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043532.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**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:** 251606978

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $510450038.80

**Total Liabilities:** $108573.37

**Net Assets:** $510341465.43

**Cash Not Reported:** $6116.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.02000000 | **1-Year:** 15434.67000000 | **5-Year:** 164004.25000000 | **10-Year:** 21121.16000000 | **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 | 1.44%                | 0.38%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-155307.21              | $5348251.39                                |
| Month 2  | $-148763.23              | $366580.16                                 |
| Month 3  | $-27658.93               | $628034.56                                 |

### 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 2018-C2                                       | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2930000 | PA      | $2917422.62   | 0.57%             | 2051-12-15      | Fixed         | 4.31%                 | 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      | $225732.24    | 0.04%             | 2051-12-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | Barclays Commercial Mortgage Trust 2019-C5                         | CUSIP: 05492JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949583.17    | 0.19%             | 2052-11-15      | Fixed         | 2.81%                 | 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      | $952654.61    | 0.19%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | 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      | $1843715.16   | 0.36%             | 2053-02-15      | Fixed         | 2.39%                 | 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      | $1392126.45   | 0.27%             | 2053-02-15      | Fixed         | 2.64%                 | 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      | $443995.92    | 0.09%             | 2054-09-15      | Fixed         | 2.32%                 | 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      | $530392.85    | 0.10%             | 2056-12-15      | Variable      | 6.68%                 | 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      | $944619.72    | 0.19%             | 2057-11-15      | Fixed         | 6.13%                 | 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      | $519547.38    | 0.10%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2025-BNK49                                                    | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $637770.41    | 0.12%             | 2058-03-15      | Variable      | 5.62%                 | 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      | $1943542.41   | 0.38%             | 2058-09-15      | Fixed         | 5.02%                 | 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      | $2093514.04   | 0.41%             | 2055-12-15      | Variable      | 5.44%                 | 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      | $419060.06    | 0.08%             | 2055-12-15      | Variable      | 6.17%                 | 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      | $979053.56    | 0.19%             | 2055-09-15      | Fixed         | 4.17%                 | 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      | $789405.37    | 0.15%             | 2055-09-15      | Fixed         | 4.44%                 | 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      | $777605.21    | 0.15%             | 2055-09-15      | Variable      | 5.45%                 | 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      | $212571.16    | 0.04%             | 2054-07-15      | Fixed         | 2.27%                 | 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      | $433198.71    | 0.08%             | 2054-07-15      | Fixed         | 2.68%                 | 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      | $841540.51    | 0.16%             | 2054-07-15      | Fixed         | 2.49%                 | 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      | $414243.36    | 0.08%             | 2054-07-15      | Fixed         | 2.84%                 | 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        |    480606 | PA      | $456428.97    | 0.09%             | 2053-10-15      | Fixed         | 1.62%                 | 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      | $444967.78    | 0.09%             | 2053-10-15      | Fixed         | 2.04%                 | 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      | $908925.85    | 0.18%             | 2054-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2021-C12                                      | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $779564.34    | 0.15%             | 2054-11-15      | Fixed         | 2.69%                 | 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      | $260852.48    | 0.05%             | 2056-04-15      | Variable      | 6.33%                 | 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      | $203934.41    | 0.04%             | 2056-04-15      | Fixed         | 5.75%                 | 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      | $1070093.74   | 0.21%             | 2056-09-15      | Variable      | 6.30%                 | 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      | $538705.88    | 0.11%             | 2056-09-15      | Variable      | 6.00%                 | 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      | $585894.25    | 0.11%             | 2057-03-15      | Fixed         | 5.95%                 | 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      | $1075660.05   | 0.21%             | 2057-05-15      | Fixed         | 5.83%                 | 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      | $526735.97    | 0.10%             | 2057-07-15      | Variable      | 6.41%                 | 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        |   3500000 | PA      | $3529979.92   | 0.69%             | 2057-09-15      | Fixed         | 4.74%                 | 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      | $1026612.27   | 0.20%             | 2057-09-15      | Fixed         | 5.21%                 | 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      | $308552.14    | 0.06%             | 2057-09-15      | Fixed         | 5.63%                 | 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      | $521796.94    | 0.10%             | 2058-08-15      | Fixed         | 5.52%                 | 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      | $541964.18    | 0.11%             | 2056-12-15      | Variable      | 6.67%                 | 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      | $238546.02    | 0.05%             | 2057-03-15      | Variable      | 6.14%                 | 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      | $121648.77    | 0.02%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-C9 Mortgage Trust                                         | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2131446.16   | 0.42%             | 2057-07-15      | Fixed         | 5.76%                 | 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      | $809690.13    | 0.16%             | 2057-09-15      | Fixed         | 4.87%                 | 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      | $1028360.81   | 0.20%             | 2057-09-15      | Fixed         | 5.32%                 | 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      | $250527.77    | 0.05%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C5 Mortgage Trust                                        | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $909236.02    | 0.18%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C5 Mortgage Trust                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $264685.46    | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2023-C6 MORTGAGE TRUST                                         | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1066066.41   | 0.21%             | 2056-09-15      | Variable      | 5.96%                 | 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      | $1029984.82   | 0.20%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2023-5C2 Mortgage Trust                                        | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1072008.50   | 0.21%             | 2056-11-15      | Variable      | 7.05%                 | 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      | $1054020.02   | 0.21%             | 2058-02-15      | Fixed         | 5.98%                 | 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      | $312643.20    | 0.06%             | 2058-05-15      | Fixed         | 5.58%                 | 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      | $315768.97    | 0.06%             | 2058-06-15      | Fixed         | 5.57%                 | 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      | $537842.29    | 0.11%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                                    | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $696389.88    | 0.14%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                                    | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996461.46    | 0.20%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK14                                                    | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $484716.34    | 0.09%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK15                                                    | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477490 | PA      | $475807.02    | 0.09%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust            | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245139.96    | 0.05%             | 2049-07-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR2                                                    | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1579784.28   | 0.31%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR3                                                    | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549460 | PA      | $573179.96    | 0.11%             | 2056-09-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR4                                                    | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432807 | PA      | $455969.68    | 0.09%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR7                                                    | CUSIP: 06211UBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1039752.65   | 0.20%             | 2057-06-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR7                                                    | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $949598.29    | 0.19%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust            | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990220.42    | 0.19%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK13                                                    | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    996503 | PA      | $985044.77    | 0.19%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK13                                                    | CUSIP: 06539LBF6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236871.37    | 0.05%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK25                                                    | CUSIP: 06539WAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290273 | PA      | $283573.91    | 0.06%             | 2063-01-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK25                                                    | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $435467.95    | 0.09%             | 2063-01-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK17                                                    | CUSIP: 065403BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635439 | PA      | $620709.96    | 0.12%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK16                                                    | CUSIP: 065405AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $588563.42    | 0.12%             | 2052-02-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK16                                                    | CUSIP: 065405AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262417 | PA      | $255426.11    | 0.05%             | 2052-02-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK20                                                    | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1007777 | PA      | $944191.92    | 0.19%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK20                                                    | CUSIP: 06540AAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $847820.89    | 0.17%             | 2062-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK21                                                    | CUSIP: 06540BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928797 | PA      | $876192.36    | 0.17%             | 2052-10-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK21                                                    | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471387.16    | 0.09%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                                    | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $468644.76    | 0.09%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                                    | CUSIP: 06540CAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $751868.88    | 0.15%             | 2064-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                                    | CUSIP: 06540CBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $703928.89    | 0.14%             | 2064-06-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                                    | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240000 | PA      | $1984713.25   | 0.39%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK35                                                    | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $861278.01    | 0.17%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK36                                                    | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $669534.79    | 0.13%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK36                                                    | CUSIP: 06540DBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206247.96    | 0.04%             | 2064-09-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK26                                                    | CUSIP: 06540JBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $219291.72    | 0.04%             | 2063-03-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK44                                                    | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1068546.34   | 0.21%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK41                                                    | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477207.61    | 0.09%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | Bank 2019-BNK19                                                    | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1797000 | PA      | $1698471.01   | 0.33%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK22                                                    | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $432831.88    | 0.08%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK28                                                    | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444495.49    | 0.09%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK31                                                    | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1326658.55   | 0.26%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2023-BNK45                                                    | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515015.23    | 0.10%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2023-BNK46                                                    | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1063799.75   | 0.21%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK4                                                     | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547060 | PA      | $540932.25    | 0.11%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK4                                                     | CUSIP: 06541FBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491796.20    | 0.10%             | 2050-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK4                                                     | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $434186.87    | 0.09%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2024-BNK48                                                    | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498437.97    | 0.10%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK34                                                    | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744000 | PA      | $1536602.60   | 0.30%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK34                                                    | CUSIP: 06541JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $422927.31    | 0.08%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2018-BNK12                                                    | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1007897.35   | 0.20%             | 2061-05-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                                    | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $886823.27    | 0.17%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2022-BNK40                                                    | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439369.09    | 0.09%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK29                                                    | CUSIP: 06541TBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $436627.15    | 0.09%             | 2053-11-15      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2020-BNK30                                                    | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $228004.53    | 0.04%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK5                                                     | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592530 | PA      | $582108.59    | 0.11%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK7                                                     | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $216474.44    | 0.04%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK7                                                     | CUSIP: 06541XAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $508995.69    | 0.10%             | 2060-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2021-BNK32                                                    | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $978519.91    | 0.19%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR8                                                    | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1047620.42   | 0.21%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR15                                                   | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $593384.75    | 0.12%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR5                                                    | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944182 | PA      | $978923.27    | 0.19%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR16                                                   | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033704.26   | 0.20%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                              | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1186818.71   | 0.23%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                              | CUSIP: 066043AM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $907265.92    | 0.18%             | 2057-05-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 Trust 2024-5YR6                                              | CUSIP: 066043AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $371833.94    | 0.07%             | 2057-05-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR10                                                   | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030648.44   | 0.20%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR1                                                    | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94756 | PA      | $97089.69     | 0.02%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2023-5YR1                                                    | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2594877.78   | 0.51%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                                    | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040580.06   | 0.20%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                                    | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1567419.66   | 0.31%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                      | BANK5 2024-5YR9                                                    | CUSIP: 06644VBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $164041.92    | 0.03%             | 2057-08-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                                     | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683240 | PA      | $670356.32    | 0.13%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                                     | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $729068.12    | 0.14%             | 2050-11-15      | Fixed         | 3.49%                 | 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      | $527065.94    | 0.10%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C33                                     | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251140.20    | 0.05%             | 2058-03-15      | Variable      | 5.98%                 | 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      | $1357372.52   | 0.27%             | 2055-02-15      | Variable      | 2.95%                 | 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      | $223332.35    | 0.04%             | 2055-02-15      | Variable      | 3.35%                 | 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      | $1052332.93   | 0.21%             | 2056-07-15      | Fixed         | 5.58%                 | 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      | $1055916.60   | 0.21%             | 2056-07-15      | Variable      | 5.97%                 | 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      | $1053815.88   | 0.21%             | 2057-02-15      | Fixed         | 5.87%                 | 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      | $507261.38    | 0.10%             | 2057-02-15      | Fixed         | 5.72%                 | 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      | $1310467.24   | 0.26%             | 2057-09-15      | Fixed         | 5.89%                 | 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      | $513377.78    | 0.10%             | 2057-09-15      | Fixed         | 5.12%                 | 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      | $1045360.68   | 0.20%             | 2057-09-15      | Fixed         | 5.40%                 | 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      | $135649.52    | 0.03%             | 2057-09-15      | Variable      | 5.84%                 | 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        |   1479000 | PA      | $1581319.50   | 0.31%             | 2062-02-15      | Fixed         | 5.72%                 | 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      | $1048149.27   | 0.21%             | 2058-05-15      | Fixed         | 5.66%                 | 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      | $262829.79    | 0.05%             | 2058-05-15      | Variable      | 6.81%                 | 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      | $1056727.81   | 0.21%             | 2058-07-15      | Variable      | 5.59%                 | 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      | $1804757.30   | 0.35%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B5 Mortgage Trust                                   | CUSIP: 08160BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479969.89    | 0.09%             | 2051-07-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B9 Mortgage Trust                                   | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908982 | PA      | $893642.91    | 0.18%             | 2052-03-15      | Fixed         | 3.75%                 | 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      | $468022.55    | 0.09%             | 2072-12-15      | Fixed         | 2.93%                 | 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      | $646266.20    | 0.13%             | 2051-04-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B3 Mortgage Trust                                   | CUSIP: 08161BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188400 | PA      | $187705.52    | 0.04%             | 2051-04-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B4 Mortgage Trust                                   | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253579 | PA      | $252707.42    | 0.05%             | 2051-07-15      | Variable      | 4.06%                 | 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      | $919958.85    | 0.18%             | 2053-02-15      | Fixed         | 2.73%                 | 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      | $386594.34    | 0.08%             | 2053-02-15      | Variable      | 3.18%                 | 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      | $1401061.44   | 0.27%             | 2055-04-15      | Variable      | 3.79%                 | 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      | $449377.53    | 0.09%             | 2052-05-15      | Fixed         | 3.78%                 | 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      | $412687.85    | 0.08%             | 2057-08-15      | Variable      | 3.84%                 | 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      | $660396.02    | 0.13%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2020-B17 Mortgage Trust                                  | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B1 Mortgage Trust                                   | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972642.60    | 0.19%             | 2051-01-15      | Variable      | 3.88%                 | 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      | $422106.34    | 0.08%             | 2054-02-15      | Fixed         | 2.27%                 | 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      | $713366.88    | 0.14%             | 2053-05-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B8 Mortgage Trust                                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985794.36    | 0.19%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B10 Mortgage Trust                                  | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788410 | PA      | $766821.20    | 0.15%             | 2062-03-15      | Fixed         | 3.46%                 | 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      | $575369.45    | 0.11%             | 2062-03-15      | Fixed         | 3.98%                 | 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      | $400066.99    | 0.08%             | 2053-10-15      | Fixed         | 2.53%                 | 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      | $442478.62    | 0.09%             | 2053-07-15      | Fixed         | 1.93%                 | 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      | $900907.40    | 0.18%             | 2054-03-15      | Fixed         | 2.26%                 | 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      | $894996.43    | 0.18%             | 2054-03-15      | Fixed         | 2.58%                 | 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      | $893795.40    | 0.18%             | 2054-04-15      | Fixed         | 2.58%                 | 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      | $431678.14    | 0.08%             | 2054-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B27 Mortgage Trust                                  | CUSIP: 08163HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730838 | PA      | $703469.27    | 0.14%             | 2054-07-15      | Fixed         | 2.02%                 | 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      | $889657.25    | 0.17%             | 2054-07-15      | Fixed         | 2.39%                 | 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      | $425077.58    | 0.08%             | 2054-07-15      | Fixed         | 2.51%                 | 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      | $436976.98    | 0.09%             | 2054-09-15      | Fixed         | 2.14%                 | 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      | $737058.90    | 0.14%             | 2054-09-15      | Fixed         | 2.39%                 | 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      | $199953.41    | 0.04%             | 2054-11-15      | Variable      | 2.53%                 | 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      | $428482.66    | 0.08%             | 2053-12-17      | Fixed         | 2.25%                 | 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      | $520380.75    | 0.10%             | 2055-01-15      | Fixed         | 3.04%                 | 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      | $414279.30    | 0.08%             | 2055-01-15      | Variable      | 3.20%                 | 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      | $929574.90    | 0.18%             | 2055-03-15      | Fixed         | 3.46%                 | 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      | $256660.23    | 0.05%             | 2055-03-15      | Variable      | 3.61%                 | 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      | $1028676.09   | 0.20%             | 2057-09-15      | Fixed         | 5.28%                 | 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      | $1055108.86   | 0.21%             | 2056-07-15      | Variable      | 7.10%                 | 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      | $567035.90    | 0.11%             | 2057-01-10      | Fixed         | 5.81%                 | 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      | $1018181.54   | 0.20%             | 2058-02-15      | Fixed         | 5.33%                 | 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      | $1027860.15   | 0.20%             | 2057-04-15      | Fixed         | 5.18%                 | 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      | $523105.24    | 0.10%             | 2057-04-15      | Fixed         | 5.66%                 | 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      | $261389.28    | 0.05%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V18 Mortgage Trust                                  | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $617420.32    | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | 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      | $779980.97    | 0.15%             | 2058-08-15      | Variable      | 5.44%                 | 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      | $1188372.61   | 0.23%             | 2057-07-15      | Variable      | 6.19%                 | 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      | $520075.08    | 0.10%             | 2057-12-15      | Variable      | 6.03%                 | 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      | $2049909.22   | 0.40%             | 2056-04-15      | 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      | $1350050.99   | 0.26%             | 2057-08-15      | Fixed         | 5.60%                 | 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      | $313046.41    | 0.06%             | 2068-07-15      | Fixed         | 5.41%                 | 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      | $3071433.03   | 0.60%             | 2057-12-15      | Fixed         | 5.15%                 | 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      | $515250.49    | 0.10%             | 2058-10-15      | Variable      | 6.16%                 | 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      | $733948.45    | 0.14%             | 2058-04-15      | Variable      | 5.78%                 | 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      | $503875.64    | 0.10%             | 2058-04-15      | Variable      | 6.26%                 | 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      | $1047299.98   | 0.21%             | 2058-07-15      | Fixed         | 5.67%                 | 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        |    500000 | PA      | $489941.85    | 0.10%             | 2050-11-13      | Fixed         | 3.19%                 | 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      | $490053.08    | 0.10%             | 2050-11-13      | Variable      | 3.71%                 | 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      | $474647.69    | 0.09%             | 2050-11-13      | Variable      | 3.91%                 | 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      | $1553213.19   | 0.30%             | 2050-11-15      | Variable      | 3.54%                 | 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      | $929148.88    | 0.18%             | 2057-08-15      | Fixed         | 2.91%                 | 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      | $723407.05    | 0.14%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2016-DC2 Mortgage Trust                                       | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246743.01    | 0.05%             | 2049-02-10      | Variable      | 4.67%                 | 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      | $715155.69    | 0.14%             | 2050-09-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2017-CX9 Commercial Mortgage Trust                           | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975115.47    | 0.19%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                           | CUSIP: 12597DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $470102.25    | 0.09%             | 2052-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                           | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237138.27    | 0.05%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C18 Commercial Mortgage Trust                           | CUSIP: 12597DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409273 | PA      | $400094.38    | 0.08%             | 2052-12-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2020-C19 Commercial Mortgage Trust                           | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1367193.11   | 0.27%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2015-C4 Commercial Mortgage Trust                            | CUSIP: 12635RBE7<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246959.19    | 0.05%             | 2048-11-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C7 Commercial Mortgage Trust                            | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114021.12    | 0.02%             | 2049-11-15      | Fixed         | 3.50%                 | 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      | $979341.41    | 0.19%             | 2049-11-15      | Variable      | 3.96%                 | 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      | $991365.92    | 0.19%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2019-GC44 Mortgage Trust                                      | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941148.80    | 0.18%             | 2057-08-15      | Fixed         | 2.95%                 | 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      | $995978.75    | 0.20%             | 2051-06-10      | Variable      | 4.23%                 | 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      | $161801.53    | 0.03%             | 2050-08-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2017-P8                        | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1849814.21   | 0.36%             | 2050-09-15      | Fixed         | 3.20%                 | 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      | $817694.02    | 0.16%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2017-C4                        | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264000 | PA      | $1244705.90   | 0.24%             | 2050-10-12      | Fixed         | 3.47%                 | 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      | $593332.04    | 0.12%             | 2051-03-10      | Fixed         | 4.01%                 | 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      | $1189040.79   | 0.23%             | 2051-11-10      | Fixed         | 4.41%                 | 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      | $1424698.38   | 0.28%             | 2072-12-15      | Fixed         | 3.10%                 | 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      | $687433.36    | 0.13%             | 2056-08-10      | Fixed         | 3.02%                 | 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      | $703000.41    | 0.14%             | 2052-11-10      | Fixed         | 3.04%                 | 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      | $930532.46    | 0.18%             | 2053-02-15      | Fixed         | 2.72%                 | 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      | $444250.88    | 0.09%             | 2053-02-15      | Variable      | 2.92%                 | 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      | $202900.39    | 0.04%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                           | CUSIP: 22945DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393773 | PA      | $1363942.32   | 0.27%             | 2052-03-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                           | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3117000 | PA      | $3081205.24   | 0.60%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2019-C15 Commercial Mortgage Trust                           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $931550.50    | 0.18%             | 2052-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2021-C20 Commercial Mortgage Trust                           | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296373 | PA      | $1195101.03   | 0.23%             | 2054-03-15      | Fixed         | 2.49%                 | 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      | $1395659.76   | 0.27%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AC7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121298 | PA      | $119543.20    | 0.02%             | 2043-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136ATX66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $415231.97    | 0.08%             | 2045-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136ATYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1571487 | PA      | $1556039.57   | 0.30%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AUG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642276 | PA      | $632595.43    | 0.12%             | 2026-10-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766597 | PA      | $756700.59    | 0.15%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900589 | PA      | $886229.85    | 0.17%             | 2026-12-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508827 | PA      | $500621.82    | 0.10%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893716 | PA      | $881847.46    | 0.17%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829593 | PA      | $803065.07    | 0.16%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266540 | PA      | $262907.18    | 0.05%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AY2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332396 | PA      | $1303424.05   | 0.26%             | 2027-11-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797314 | PA      | $784924.91    | 0.15%             | 2027-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2177568 | PA      | $2139096.75   | 0.42%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705479 | PA      | $692311.83    | 0.14%             | 2028-03-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389163 | PA      | $385875.25    | 0.08%             | 2028-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081056 | PA      | $1055774.99   | 0.21%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70987 | PA      | $70174.79     | 0.01%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1745163 | PA      | $1732048.22   | 0.34%             | 2028-11-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636116 | PA      | $1621789.76   | 0.32%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2267428 | PA      | $2224474.39   | 0.44%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B4KJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207928 | PA      | $205521.94    | 0.04%             | 2029-01-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2316579 | PA      | $2255167.62   | 0.44%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2335132 | PA      | $2267461.10   | 0.44%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125437 | PA      | $1087720.27   | 0.21%             | 2029-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B6WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915456 | PA      | $857468.39    | 0.17%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873993 | PA      | $832436.70    | 0.16%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530000 | PA      | $2392104.17   | 0.47%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B7FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575872 | PA      | $1486017.44   | 0.29%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B8M97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91756 | PA      | $84372.24     | 0.02%             | 2030-02-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B8TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2218606 | PA      | $2076756.19   | 0.41%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B8TH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $930189.24    | 0.18%             | 2030-01-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B9KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928230 | PA      | $847791.44    | 0.17%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $227073.70    | 0.04%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BC7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1710018.00   | 0.34%             | 2032-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BDZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2197092.68   | 0.43%             | 2031-02-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1763565.36   | 0.35%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BJRY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1750309.50   | 0.34%             | 2031-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $880168.14    | 0.17%             | 2031-10-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $907401.36    | 0.18%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1736156.44   | 0.34%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BLP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1679617.21   | 0.33%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BLR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867068 | PA      | $807605.90    | 0.16%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1734589.20   | 0.34%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BMST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $879427.30    | 0.17%             | 2031-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905000 | PA      | $796606.86    | 0.16%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1816195.52   | 0.36%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BP3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1068749.21   | 0.21%             | 2032-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BQDE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954747 | PA      | $959205.36    | 0.19%             | 2028-07-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BTGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1969651.78   | 0.39%             | 2027-07-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $500172.14    | 0.10%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                    | CUSIP: 3136BUJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1017693.05   | 0.20%             | 2035-01-25      | Variable      | 4.70%                 | 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        |    903164 | PA      | $876924.94    | 0.17%             | 2030-05-25      | Fixed         | 2.83%                 | 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      | $238968.15    | 0.05%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999194 | PA      | $992160.17    | 0.19%             | 2026-12-25      | Fixed         | 3.41%                 | 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      | $473523.86    | 0.09%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $987510.65    | 0.19%             | 2027-06-25      | Fixed         | 3.12%                 | 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      | $1239188.55   | 0.24%             | 2028-02-25      | Fixed         | 3.60%                 | 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        |   1500000 | PA      | $1334810.18   | 0.26%             | 2030-09-25      | Fixed         | 1.49%                 | 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      | $1784625.28   | 0.35%             | 2030-09-25      | Fixed         | 1.57%                 | 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      | $2297887.90   | 0.45%             | 2027-09-25      | Fixed         | 1.47%                 | 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      | $1951886.77   | 0.38%             | 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: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1107293.34   | 0.22%             | 2030-11-25      | Fixed         | 1.52%                 | 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        |    600000 | PA      | $534018.15    | 0.10%             | 2030-12-25      | Fixed         | 1.62%                 | 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        |   1300000 | PA      | $1157201.53   | 0.23%             | 2030-12-25      | Fixed         | 1.66%                 | 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      | $897400.48    | 0.18%             | 2031-01-25      | Fixed         | 1.85%                 | 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      | $2964005.85   | 0.58%             | 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: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3541000 | PA      | $3499555.00   | 0.69%             | 2027-11-25      | Variable      | 3.30%                 | 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      | $2962662.63   | 0.58%             | 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: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345000 | PA      | $330456.36    | 0.06%             | 2032-11-25      | Variable      | 3.46%                 | 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      | $990351.02    | 0.19%             | 2027-12-25      | Fixed         | 3.44%                 | 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      | $988359.68    | 0.19%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FEZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473604 | PA      | $471372.52    | 0.09%             | 2027-12-25      | Fixed         | 3.73%                 | 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      | $1995271.62   | 0.39%             | 2028-04-25      | Fixed         | 3.90%                 | 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        |   1120000 | PA      | $1069973.69   | 0.21%             | 2027-12-25      | Fixed         | 1.60%                 | 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        |    338392 | PA      | $336872.66    | 0.07%             | 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: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $998022.50    | 0.20%             | 2028-05-25      | Variable      | 3.85%                 | 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      | $1099617.64   | 0.22%             | 2028-06-25      | Fixed         | 3.93%                 | 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      | $481478.27    | 0.09%             | 2033-06-25      | Variable      | 3.70%                 | 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      | $823228.67    | 0.16%             | 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: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1498676.49   | 0.29%             | 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: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1310000 | PA      | $1309556.60   | 0.26%             | 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: 3137FJKF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1995706.24   | 0.39%             | 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: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1128533.22   | 0.22%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FJY60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    905000 | PA      | $897983.17    | 0.18%             | 2030-12-25      | Variable      | 3.90%                 | 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        |   1000000 | PA      | $1003262.34   | 0.20%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FKKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381321 | PA      | $380222.66    | 0.07%             | 2029-12-25      | Fixed         | 3.95%                 | 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      | $828833.12    | 0.16%             | 2030-11-25      | Variable      | 3.95%                 | 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      | $1721279.11   | 0.34%             | 2028-11-25      | Variable      | 3.86%                 | 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        |    188340 | PA      | $186864.10    | 0.04%             | 2028-09-25      | Fixed         | 3.48%                 | 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      | $1002993.89   | 0.20%             | 2029-01-25      | Fixed         | 3.69%                 | 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      | $865020.21    | 0.17%             | 2031-01-25      | Fixed         | 3.72%                 | 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      | $482467.44    | 0.09%             | 2034-01-25      | Fixed         | 3.79%                 | 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      | $2645425.82   | 0.52%             | 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: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2017000 | PA      | $1990408.13   | 0.39%             | 2029-03-25      | Fixed         | 3.51%                 | 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      | $485441.11    | 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: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010000 | PA      | $989560.60    | 0.19%             | 2029-04-25      | Fixed         | 3.30%                 | 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        |   1978611 | PA      | $1920501.70   | 0.38%             | 2029-05-25      | Fixed         | 2.98%                 | 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      | $691808.74    | 0.14%             | 2031-05-25      | Fixed         | 2.99%                 | 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      | $408927.23    | 0.08%             | 2034-04-25      | Fixed         | 3.06%                 | 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        |    420000 | PA      | $405655.76    | 0.08%             | 2029-06-25      | Fixed         | 2.90%                 | 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      | $649645.89    | 0.13%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FNX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660223 | PA      | $639938.06    | 0.13%             | 2029-05-25      | Fixed         | 2.16%                 | 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      | $4265364.20   | 0.84%             | 2029-08-25      | Fixed         | 2.43%                 | 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      | $899880.57    | 0.18%             | 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: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1431756.23   | 0.28%             | 2029-09-25      | Fixed         | 2.67%                 | 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      | $237125.62    | 0.05%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FQKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716184 | PA      | $693024.11    | 0.14%             | 2029-05-25      | Fixed         | 2.18%                 | 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      | $949400.17    | 0.19%             | 2029-10-25      | Fixed         | 2.54%                 | 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      | $1161619.36   | 0.23%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FQXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $294262.51    | 0.06%             | 2026-10-25      | Fixed         | 2.10%                 | 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      | $1366879.91   | 0.27%             | 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: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738535 | PA      | $705320.60    | 0.14%             | 2029-10-25      | Fixed         | 1.78%                 | 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      | $1159190.48   | 0.23%             | 2030-01-25      | Fixed         | 2.07%                 | 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      | $1141281.74   | 0.22%             | 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: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2153000 | PA      | $1949942.47   | 0.38%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FTFK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1072404.85   | 0.21%             | 2027-01-25      | Fixed         | 1.55%                 | 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      | $904152.48    | 0.18%             | 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: 3137FTZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544262 | PA      | $512525.60    | 0.10%             | 2029-09-25      | Fixed         | 1.02%                 | 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      | $1479531.56   | 0.29%             | 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: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2233964.00   | 0.44%             | 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: 3137FUZJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1825000 | PA      | $1447541.87   | 0.28%             | 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: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $890824.91    | 0.17%             | 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: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $890329.29    | 0.17%             | 2030-06-25      | Fixed         | 1.37%                 | 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      | $1113800.01   | 0.22%             | 2030-06-25      | Fixed         | 1.38%                 | 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      | $1196645.07   | 0.23%             | 2035-07-25      | Fixed         | 1.72%                 | 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      | $1800479.02   | 0.35%             | 2030-07-25      | Fixed         | 1.38%                 | 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        |   2183000 | PA      | $1939060.84   | 0.38%             | 2030-08-25      | Fixed         | 1.41%                 | 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      | $399297.68    | 0.08%             | 2035-10-25      | Fixed         | 1.86%                 | 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      | $1013904.09   | 0.20%             | 2031-01-25      | Fixed         | 2.07%                 | 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      | $1581546.90   | 0.31%             | 2031-01-25      | Fixed         | 2.11%                 | 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      | $835143.52    | 0.16%             | 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: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $904701.46    | 0.18%             | 2031-03-25      | Fixed         | 2.02%                 | 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      | $953378.94    | 0.19%             | 2028-03-25      | Fixed         | 1.76%                 | 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      | $1316159.77   | 0.26%             | 2028-04-25      | Fixed         | 1.37%                 | 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      | $839674.37    | 0.16%             | 2031-06-25      | Fixed         | 1.72%                 | 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        |   1426211 | PA      | $1350010.81   | 0.26%             | 2028-07-25      | Fixed         | 1.71%                 | 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      | $888707.07    | 0.17%             | 2031-07-25      | Fixed         | 1.85%                 | 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      | $806295.24    | 0.16%             | 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: 3137H3EV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1794000 | PA      | $1600186.39   | 0.31%             | 2031-08-25      | Fixed         | 2.02%                 | 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      | $894479.31    | 0.18%             | 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: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1566829.44   | 0.31%             | 2028-09-25      | Fixed         | 2.03%                 | 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      | $900989.29    | 0.18%             | 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: 3137H4R28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114325 | PA      | $1035801.25   | 0.20%             | 2030-10-25      | Fixed         | 1.61%                 | 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      | $2511097.60   | 0.49%             | 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: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2591783.68   | 0.51%             | 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: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1003608.64   | 0.20%             | 2031-11-25      | Variable      | 2.35%                 | 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      | $947498.81    | 0.19%             | 2028-11-25      | Variable      | 2.05%                 | 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      | $686388.71    | 0.13%             | 2032-01-25      | Variable      | 2.59%                 | 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      | $1940588.42   | 0.38%             | 2032-01-25      | Fixed         | 2.25%                 | 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        |    975598 | PA      | $931685.60    | 0.18%             | 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: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1344756.84   | 0.26%             | 2032-02-25      | Fixed         | 2.25%                 | 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      | $902780.35    | 0.18%             | 2032-03-25      | Fixed         | 2.40%                 | 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        |   2139467 | PA      | $2030591.08   | 0.40%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5430000 | PA      | $4882768.84   | 0.96%             | 2032-03-25      | Fixed         | 2.35%                 | 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      | $902782.24    | 0.18%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1135627.78   | 0.22%             | 2032-05-25      | Fixed         | 2.58%                 | 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      | $602399.36    | 0.12%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1676971.15   | 0.33%             | 2032-07-25      | Variable      | 3.50%                 | 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      | $959358.20    | 0.19%             | 2032-08-25      | Fixed         | 3.53%                 | 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      | $1909774.64   | 0.37%             | 2032-09-25      | Fixed         | 3.53%                 | 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      | $973094.09    | 0.19%             | 2032-10-25      | Variable      | 3.80%                 | 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        |    284679 | PA      | $283006.27    | 0.06%             | 2032-01-25      | Fixed         | 3.78%                 | 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      | $1945130.42   | 0.38%             | 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: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1947207.78   | 0.38%             | 2032-12-25      | Variable      | 3.82%                 | 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      | $998330.05    | 0.20%             | 2033-04-25      | Fixed         | 4.25%                 | 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      | $1489494.17   | 0.29%             | 2033-04-25      | Fixed         | 4.25%                 | 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      | $2018988.68   | 0.40%             | 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: 3137HA4B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1013912.09   | 0.20%             | 2030-03-25      | Fixed         | 4.41%                 | 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      | $2007938.58   | 0.39%             | 2030-04-25      | Fixed         | 4.22%                 | 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        |   1500000 | PA      | $1491296.63   | 0.29%             | 2033-05-25      | Fixed         | 4.20%                 | 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      | $1020449.01   | 0.20%             | 2028-06-25      | Fixed         | 4.82%                 | 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      | $1476418.91   | 0.29%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2018575.84   | 0.40%             | 2030-07-25      | Fixed         | 4.28%                 | 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      | $866013.69    | 0.17%             | 2033-07-25      | Variable      | 4.50%                 | 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      | $1017636.82   | 0.20%             | 2028-08-25      | Variable      | 4.65%                 | 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      | $1019920.69   | 0.20%             | 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: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506334.45    | 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: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1014119.50   | 0.20%             | 2030-10-25      | Fixed         | 4.40%                 | 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      | $1815819.67   | 0.36%             | 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: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1286817.41   | 0.25%             | 2028-10-25      | Variable      | 5.07%                 | 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      | $1037531.74   | 0.20%             | 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: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1551520.08   | 0.30%             | 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: 3137HBFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1882000 | PA      | $1922873.97   | 0.38%             | 2028-12-25      | Variable      | 4.72%                 | 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      | $1411191.73   | 0.28%             | 2028-12-25      | Fixed         | 4.57%                 | 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      | $1054361.14   | 0.21%             | 2033-12-25      | Variable      | 5.15%                 | 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      | $1040395.14   | 0.20%             | 2029-01-25      | Fixed         | 5.40%                 | 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      | $119964.41    | 0.02%             | 2029-01-25      | Fixed         | 5.48%                 | 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      | $520224.17    | 0.10%             | 2029-01-25      | Variable      | 5.36%                 | 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        |   4000000 | PA      | $4178625.16   | 0.82%             | 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: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1568586.95   | 0.31%             | 2034-05-25      | Fixed         | 5.00%                 | 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      | $3026208.81   | 0.59%             | 2034-09-25      | Fixed         | 4.49%                 | 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      | $513070.82    | 0.10%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | FREMF 2024-K532 Mortgage Trust                                     | CUSIP: 3137HHUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2016702.34   | 0.40%             | 2029-11-25      | Variable      | 4.25%                 | 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        |   1935282 | PA      | $1930314.11   | 0.38%             | 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: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $507053.14    | 0.10%             | 2030-01-25      | Variable      | 4.41%                 | 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        |   3000000 | PA      | $3132838.17   | 0.61%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1527013.53   | 0.30%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2022367.64   | 0.40%             | 2030-06-25      | Variable      | 4.33%                 | 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        |    500000 | PA      | $499135.46    | 0.10%             | 2035-06-25      | Variable      | 4.40%                 | 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        |   4500000 | PA      | $4541367.74   | 0.89%             | 2030-07-25      | Variable      | 4.27%                 | 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      | $1262317.61   | 0.25%             | 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: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1011160.22   | 0.20%             | 2035-08-25      | Variable      | 4.58%                 | 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      | $307370.83    | 0.06%             | 2056-02-10      | Variable      | 5.67%                 | 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      | $660958.06    | 0.13%             | 2051-07-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GC38                             | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $738788.63    | 0.14%             | 2052-02-10      | Fixed         | 3.97%                 | 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      | $1964720.24   | 0.38%             | 2050-08-10      | Fixed         | 3.17%                 | 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      | $478279.88    | 0.09%             | 2050-08-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS8                              | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3390000 | PA      | $3332199.89   | 0.65%             | 2050-11-10      | Fixed         | 3.47%                 | 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      | $356539.38    | 0.07%             | 2050-11-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GC40                             | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131000 | PA      | $1077349.71   | 0.21%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC47                             | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1837089.64   | 0.36%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC45                             | CUSIP: 36258YBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $727617.41    | 0.14%             | 2053-02-13      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                             | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236925.92    | 0.05%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                             | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454703.43    | 0.09%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2021-GSA3                             | CUSIP: 36263UAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $879401.08    | 0.17%             | 2054-12-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3      | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108000 | PA      | $101588.97    | 0.02%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2017-C5                 | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1084104.22   | 0.21%             | 2050-03-15      | Fixed         | 3.69%                 | 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      | $447856.90    | 0.09%             | 2051-06-15      | Fixed         | 3.94%                 | 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      | $448146.19    | 0.09%             | 2051-06-15      | Fixed         | 4.21%                 | 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        |    106449 | PA      | $105554.68    | 0.02%             | 2052-06-13      | Fixed         | 3.15%                 | 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      | $483685.97    | 0.09%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2016-C1                 | CUSIP: 46645LBF3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $385928.47    | 0.08%             | 2049-03-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4      | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1073693.88   | 0.21%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP5                | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1264733.72   | 0.25%             | 2050-03-15      | Variable      | 3.88%                 | 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      | $458722.62    | 0.09%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP6                | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $293085.44    | 0.06%             | 2050-07-15      | Fixed         | 3.49%                 | 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      | $385142.90    | 0.08%             | 2050-07-15      | Fixed         | 3.74%                 | 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      | $868742.95    | 0.17%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                       | MSWF Commercial Mortgage Trust 2023-2                              | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254044 | PA      | $1359968.78   | 0.27%             | 2056-12-15      | Variable      | 6.01%                 | 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      | $938208.01    | 0.18%             | 2056-05-15      | Fixed         | 5.47%                 | 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      | $776351.34    | 0.15%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS12                          | CUSIP: 61691EAZ8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    906037 | PA      | $891678.60    | 0.17%             | 2049-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32        | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75605 | PA      | $75165.13     | 0.01%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32        | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1381531.96   | 0.27%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2017-H1                             | CUSIP: 61691JAV6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985520.92    | 0.19%             | 2050-06-15      | Fixed         | 3.53%                 | 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      | $237471.87    | 0.05%             | 2052-11-15      | Fixed         | 3.13%                 | 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      | $217934.68    | 0.04%             | 2052-11-15      | Variable      | 3.65%                 | 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      | $137764.71    | 0.03%             | 2054-05-15      | Fixed         | 2.43%                 | 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      | $1008539.81   | 0.20%             | 2053-07-15      | Fixed         | 2.04%                 | 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        |   1208677 | PA      | $1166382.67   | 0.23%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530183 | PA      | $526895.84    | 0.10%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS11                          | CUSIP: 61767FBA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1257836.24   | 0.25%             | 2049-08-15      | Fixed         | 2.78%                 | 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        |    375309 | PA      | $371081.70    | 0.07%             | 2051-07-15      | Fixed         | 3.91%                 | 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      | $367448.39    | 0.07%             | 2051-07-15      | Fixed         | 4.18%                 | 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      | $368942.87    | 0.07%             | 2051-07-15      | Variable      | 4.86%                 | 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        |   1000000 | PA      | $922088.57    | 0.18%             | 2053-02-15      | Fixed         | 2.45%                 | 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      | $464545.52    | 0.09%             | 2053-02-15      | Fixed         | 2.70%                 | 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      | $442941.28    | 0.09%             | 2054-10-15      | Fixed         | 2.32%                 | 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      | $895500.72    | 0.18%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | MSBAM                                                              | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $941230.10    | 0.18%             | 2058-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C2                              | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1557419.38   | 0.31%             | 2050-08-15      | Fixed         | 3.49%                 | 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      | $485431.52    | 0.10%             | 2050-12-15      | Variable      | 3.93%                 | 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      | $1304204.39   | 0.26%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C7                              | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986464.92    | 0.19%             | 2050-12-15      | Fixed         | 3.68%                 | 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      | $494507.12    | 0.10%             | 2051-12-15      | Variable      | 4.75%                 | 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      | $246508.31    | 0.05%             | 2051-12-15      | Variable      | 4.67%                 | 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      | $723978.72    | 0.14%             | 2051-12-15      | Variable      | 4.92%                 | 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      | $945079.39    | 0.19%             | 2052-10-15      | Fixed         | 2.92%                 | 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      | $797692.19    | 0.16%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000195.31   | 0.20%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-LC25                    | CUSIP: 95000JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $194808.80    | 0.04%             | 2059-12-15      | Variable      | 4.33%                 | 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      | $488918.67    | 0.10%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C41                     | CUSIP: 95001ABJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $229055.56    | 0.04%             | 2050-11-15      | Variable      | 4.49%                 | 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      | $465800.23    | 0.09%             | 2050-12-15      | Variable      | 4.00%                 | 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        |   1240200 | PA      | $1229094.69   | 0.24%             | 2051-05-15      | Fixed         | 3.95%                 | 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      | $981299.15    | 0.19%             | 2051-03-15      | Variable      | 4.15%                 | 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        |    580573 | PA      | $571192.06    | 0.11%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C38                     | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985956.02    | 0.19%             | 2050-07-15      | Fixed         | 3.45%                 | 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      | $339444.91    | 0.07%             | 2051-06-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C46                     | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623351 | PA      | $617710.82    | 0.12%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-C46                     | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $740196.74    | 0.15%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C51                     | CUSIP: 95001VAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492000 | PA      | $457298.33    | 0.09%             | 2052-06-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49                     | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $742239.50    | 0.15%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49                     | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480090.73    | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C49                     | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $619285.95    | 0.12%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C54                     | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480132 | PA      | $453898.47    | 0.09%             | 2052-12-15      | Fixed         | 2.89%                 | 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      | $2006198.42   | 0.39%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C55                     | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479333 | PA      | $1382965.91   | 0.27%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C56                     | CUSIP: 95002RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445501 | PA      | $428929.03    | 0.08%             | 2053-06-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C56                     | CUSIP: 95002RAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $306920.20    | 0.06%             | 2053-06-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C58                     | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476280.89    | 0.09%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59                     | CUSIP: 95003CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459000 | PA      | $440066.59    | 0.09%             | 2054-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59                     | CUSIP: 95003CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $900964.89    | 0.18%             | 2054-04-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59                     | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $902226.58    | 0.18%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2022-C62                     | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480281.96    | 0.09%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C61                     | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425748.15    | 0.08%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2024-5C2                     | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1050851.46   | 0.21%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-C64                     | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $530984.89    | 0.10%             | 2058-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C3                     | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1059417.11   | 0.21%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C5                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1045711.46   | 0.20%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C5                     | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520135.42    | 0.10%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C6                     | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515135.07    | 0.10%             | 2058-10-15      | Variable      | 5.98%                 | 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        |   4990000 | NS      | $4990000.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer