NPORT-P false 0001100663 XXXXXXXX S000035914 C000110079 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 800-474-2737 iShares CMBS ETF S000035914 5493008QF1WFU4PEB467 2026-10-31 2026-01-31 N 501500587.59 2168377.95 499332209.64 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1178853.47000000 0.00000000 0.00000000 0.00000000 USD N Barclays Commercial Mortgage Securities LLC N/A 05491UBD9 2930000.00000000 PA USD 2935032.10000000 0.587791462945 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05491UBJ6 250000.00000000 PA USD 225021.32000000 0.045064451212 Long ABS-MBS CORP US N 2 2051-12-15 Variable 4.96000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAV4 1000000.00000000 PA USD 963978.13000000 0.193053464485 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.81000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAW2 1000000.00000000 PA USD 958290.13000000 0.191914343096 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TAC4 2000000.00000000 PA USD 1867463.08000000 0.373992112655 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.39000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TBP4 1500000.00000000 PA USD 1401719.13000000 0.280718748548 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.64000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493MAF1 500000.00000000 PA USD 443554.59000000 0.088829557043 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.32000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493QAB1 500000.00000000 PA USD 528799.15000000 0.105901269694 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.68000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493YAC2 900000.00000000 PA USD 944382.56000000 0.189129109191 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.13000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493YAF5 500000.00000000 PA USD 522936.22000000 0.104727115516 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.83000000 N N N N N N Bank N/A 05494FBT4 1000000.00000000 PA USD 1057889.29000000 0.211860815220 Long ABS-MBS CORP US N 2 2058-03-15 Variable 5.62000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05494NAC5 1900000.00000000 PA USD 1942212.74000000 0.388962038199 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 5.02000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054975AD9 2000000.00000000 PA USD 2071585.28000000 0.414871149909 Long ABS-MBS CORP US N 2 2055-12-15 Variable 5.44000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054975AJ6 400000.00000000 PA USD 413718.30000000 0.082854318630 Long ABS-MBS CORP US N 2 2055-12-15 Variable 6.17000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054976AD7 1000000.00000000 PA USD 979479.97000000 0.196157978814 Long ABS-MBS CORP US N 2 2055-09-15 Fixed 4.17000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054976AE5 800000.00000000 PA USD 789474.27000000 0.158106017348 Long ABS-MBS CORP US N 2 2055-09-15 Fixed 4.44000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054976AL9 847000.00000000 PA USD 775092.42000000 0.155225800586 Long ABS-MBS CORP US N 2 2055-09-15 Variable 5.45000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBG7 225000.00000000 PA USD 213398.46000000 0.042736770406 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.27000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBM4 500000.00000000 PA USD 437307.93000000 0.087578554228 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.68000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBN2 1000000.00000000 PA USD 846584.13000000 0.169543264715 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.49000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBP7 500000.00000000 PA USD 414226.14000000 0.082956022464 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.84000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552ABA5 433439.36000000 PA USD 415457.39000000 0.083202601790 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.62000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552ABC1 500000.00000000 PA USD 449168.79000000 0.089953898692 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.04000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552XBF4 1000000.00000000 PA USD 925506.87000000 0.185348922447 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.42000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552XBG2 870000.00000000 PA USD 782274.00000000 0.156664037467 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.69000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553RAH3 250000.00000000 PA USD 261430.94000000 0.052356113816 Long ABS-MBS CORP US N 2 2056-04-15 Variable 6.35000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553RAZ3 200000.00000000 PA USD 204334.98000000 0.040921650166 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553WAC3 1000000.00000000 PA USD 1050728.42000000 0.210426725878 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.30000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05553WAE9 500000.00000000 PA USD 536448.44000000 0.107433173675 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05554VAB6 560000.00000000 PA USD 585182.89000000 0.117193098843 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 5.95000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555AAD7 1000000.00000000 PA USD 1070629.44000000 0.214412252871 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 5.83000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555FAE4 500000.00000000 PA USD 526095.49000000 0.105359814536 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.41000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555PAB8 3481145.60000000 PA USD 3517449.67000000 0.704430758139 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 4.74000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555PAC6 1000000.00000000 PA USD 1027742.28000000 0.205823349697 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.21000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555PAF9 300000.00000000 PA USD 308751.30000000 0.061832842752 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.63000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05556CAC4 500000.00000000 PA USD 520681.92000000 0.104275652551 Long ABS-MBS CORP US N 2 2058-08-15 Fixed 5.52000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05557AAC7 900000.00000000 PA USD 931493.56000000 0.186547861727 Long ABS-MBS CORP US N 2 2031-02-15 Fixed 5.25000000 N N N N N N BMO Mortgage Trust N/A 05593FAH1 500000.00000000 PA USD 547671.47000000 0.109680781537 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.67000000 N N N N N N BMO Mortgage Trust N/A 05593HAJ3 230000.00000000 PA USD 240269.15000000 0.048118095600 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.14000000 N N N N N N BMO Mortgage Trust N/A 05593HAK0 120000.00000000 PA USD 121327.95000000 0.024298041996 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.23000000 N N N N N N BMO Mortgage Trust N/A 05593MAD5 2000000.00000000 PA USD 2126460.58000000 0.425860887590 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.76000000 N N N N N N BMO Mortgage Trust N/A 05593QAB0 800000.00000000 PA USD 811401.98000000 0.162497424427 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 4.87000000 N N N N N N BMO Mortgage Trust N/A 05593QAC8 1000000.00000000 PA USD 1029470.37000000 0.206169429915 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.32000000 N N N N N N BMO Mortgage Trust N/A 05593QAH7 250000.00000000 PA USD 248040.31000000 0.049674406179 Long ABS-MBS CORP US N 2 2057-09-15 Variable 5.88000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 870000.00000000 PA USD 909056.14000000 0.182054376314 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.86000000 N N N N N N BMO Mortgage Trust N/A 05593RAF9 252000.00000000 PA USD 264385.68000000 0.052947852130 Long ABS-MBS CORP US N 2 2057-02-15 Variable 6.36000000 N N N N N N BMO Mortgage Trust N/A 05602QAY9 1000000.00000000 PA USD 1028233.33000000 0.205921691040 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 5.31000000 N N N N N N BMO Mortgage Trust N/A 05610QAC7 1000000.00000000 PA USD 1066870.02000000 0.213659363326 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.05000000 N N N N N N BMO Mortgage Trust N/A 05613XAC9 500000.00000000 PA USD 528841.98000000 0.105909847149 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.69000000 N N N N N N BMO Mortgage Trust N/A 05613XAG0 1000000.00000000 PA USD 1052333.58000000 0.210748187215 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.98000000 N N N N N N BMO Mortgage Trust N/A 05615BAC5 300000.00000000 PA USD 312322.40000000 0.062548017926 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.58000000 N N N N N N BMO Mortgage Trust N/A 05615DAB3 300000.00000000 PA USD 314335.81000000 0.062951238460 Long ABS-MBS CORP US N 2 2058-06-15 Fixed 5.57000000 N N N N N N BMO Mortgage Trust N/A 05615DAC1 500000.00000000 PA USD 535195.22000000 0.107182194472 Long ABS-MBS CORP US N 2 2058-06-15 Variable 5.87000000 N N N N N N Bank N/A 06035RAR7 705000.00000000 PA USD 699861.54000000 0.140159502329 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.97000000 N N N N N N Bank N/A 06035RAS5 1000000.00000000 PA USD 1000156.00000000 0.200298715102 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.23000000 N N N N N N Bank N/A 06035RAU0 500000.00000000 PA USD 490977.80000000 0.098326883489 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.48000000 N N N N N N Bank N/A 06036FBB6 463786.69000000 PA USD 462059.33000000 0.092535454569 Long ABS-MBS CORP US N 2 2061-11-15 Fixed 4.14000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054MAJ2 250000.00000000 PA USD 247171.98000000 0.049500507924 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 3.79000000 N N N N N N Bank5 N/A 06211CAG0 1500000.00000000 PA USD 1575774.95000000 0.315576467846 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.66000000 N N N N N N Bank5 N/A 06211EAA9 549394.03000000 PA USD 570737.44000000 0.114300145070 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 6.26000000 N N N N N N Bank5 N/A 06211FAV0 432806.79000000 PA USD 455133.28000000 0.091148392035 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.50000000 N N N N N N Bank5 N/A 06211UBF1 1000000.00000000 PA USD 1039939.36000000 0.208266028091 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.79000000 N N N N N N Bank5 N/A 06211UBL8 910000.00000000 PA USD 949340.49000000 0.190122021306 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.77000000 N N N N N N Bank 549300664283JRAXM588 06539LBA7 909994.41000000 PA USD 903639.35000000 0.180969569467 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.95000000 N N N N N N Bank 549300664283JRAXM588 06539LBF6 250000.00000000 PA USD 239491.67000000 0.047962391645 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.56000000 N N N N N N Bank N/A 06539WAY2 290272.61000000 PA USD 285481.40000000 0.057172638673 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.39000000 N N N N N N Bank N/A 06539WBG0 500000.00000000 PA USD 437978.04000000 0.087712755465 Long ABS-MBS CORP US N 2 2063-01-15 Variable 3.35000000 N N N N N N Bank N/A 065403BB2 635439.15000000 PA USD 623285.87000000 0.124823886376 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.46000000 N N N N N N Bank N/A 065405AD4 600000.00000000 PA USD 591079.61000000 0.118374020058 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 3.74000000 N N N N N N Bank N/A 065405AF9 262417.00000000 PA USD 257443.69000000 0.051557597332 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.27000000 N N N N N N Bank N/A 06540AAC5 1007776.72000000 PA USD 957060.06000000 0.191668000085 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.76000000 N N N N N N Bank N/A 06540AAH4 1000000.00000000 PA USD 847691.41000000 0.169765016883 Long ABS-MBS CORP US N 2 2062-09-15 Variable 3.40000000 N N N N N N Bank N/A 06540BBC2 928796.83000000 PA USD 883531.69000000 0.176942659204 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.60000000 N N N N N N Bank N/A 06540BBD0 500000.00000000 PA USD 475216.22000000 0.095170351686 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85000000 N N N N N N Bank N/A 06540CAY3 500000.00000000 PA USD 470613.97000000 0.094248670707 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.07000000 N N N N N N Bank N/A 06540CAZ0 850000.00000000 PA USD 761677.73000000 0.152539274514 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 1.72000000 N N N N N N Bank N/A 06540CBA4 800000.00000000 PA USD 708296.11000000 0.141848672351 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.03000000 N N N N N N Bank N/A 06540CCL9 1000000.00000000 PA USD 860091.33000000 0.172248317531 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.46000000 N N N N N N Bank N/A 06540DBH7 750000.00000000 PA USD 673107.64000000 0.134801566373 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.47000000 N N N N N N Bank N/A 06540DBV6 250000.00000000 PA USD 207177.50000000 0.041490914465 Long ABS-MBS CORP US N 2 2064-09-15 Variable 3.20000000 N N N N N N Bank N/A 06540JBU5 250000.00000000 PA USD 221148.39000000 0.044288829306 Long ABS-MBS CORP US N 2 2063-03-15 Variable 2.91000000 N N N N N N Bank N/A 06540MBH7 500000.00000000 PA USD 478151.01000000 0.095758094665 Long ABS-MBS CORP US N 2 2065-04-15 Variable 3.79000000 N N N N N N Bank N/A 06540WBD4 1797000.00000000 PA USD 1709905.93000000 0.342438540312 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.18000000 N N N N N N Bank N/A 06540XBG5 458000.00000000 PA USD 435578.77000000 0.087232259724 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.98000000 N N N N N N Bank N/A 06540YAH2 500000.00000000 PA USD 447050.99000000 0.089529772237 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84000000 N N N N N N Bank N/A 06541ABG4 1500000.00000000 PA USD 1336481.81000000 0.267653835302 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 2.04000000 N N N N N N Bank N/A 06541BBK3 500000.00000000 PA USD 513028.33000000 0.102742887419 Long ABS-MBS CORP US N 2 2056-02-15 Fixed 5.20000000 N N N N N N Bank N/A 06541DBH6 1000000.00000000 PA USD 1061688.43000000 0.212621659388 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.75000000 N N N N N N Bank N/A 06541FAZ2 547060.24000000 PA USD 543681.09000000 0.108881638216 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.36000000 N N N N N N Bank N/A 06541FBD0 500000.00000000 PA USD 493844.34000000 0.098900958212 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.78000000 N N N N N N Bank N/A 06541FBF5 485000.00000000 PA USD 439599.01000000 0.088037383031 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.37000000 N N N N N N Bank N/A 06541GAC1 500000.00000000 PA USD 496951.38000000 0.099523197263 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 4.78000000 N N N N N N Bank N/A 06541JAL5 1744000.00000000 PA USD 1545105.43000000 0.309434360566 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.44000000 N N N N N N Bank N/A 06541JAT8 500000.00000000 PA USD 426471.45000000 0.085408359758 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.57000000 N N N N N N Bank N/A 06541KBA5 1010000.00000000 PA USD 1010386.64000000 0.202347579525 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.26000000 N N N N N N Bank N/A 06541LBP0 1000000.00000000 PA USD 901514.64000000 0.180544059164 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39000000 N N N N N N Bank N/A 06541LBU9 500000.00000000 PA USD 445719.05000000 0.089263027979 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39000000 N N N N N N Bank N/A 06541QAZ8 2000000.00000000 PA USD 1967081.82000000 0.393942506015 Long ABS-MBS CORP US N 2 2055-08-15 Fixed 4.40000000 N N N N N N Bank N/A 06541TBA6 1964627.66000000 PA USD 1749222.82000000 0.350312434533 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.74000000 N N N N N N Bank N/A 06541TBU2 520000.00000000 PA USD 433256.95000000 0.086767274699 Long ABS-MBS CORP US N 2 2053-11-15 Variable 3.03000000 N N N N N N Bank N/A 06541UBQ8 231215.35000000 PA USD 220064.62000000 0.044071785426 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.67000000 N N N N N N Bank N/A 06541WAW2 586288.95000000 PA USD 579066.64000000 0.115968212909 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.13000000 N N N N N N Bank N/A 06541XAF7 220000.00000000 PA USD 217353.76000000 0.043528888344 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.44000000 N N N N N N Bank N/A 06541XAK6 550000.00000000 PA USD 511969.03000000 0.102530744085 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.95000000 N N N N N N Bank N/A 06542BBH9 1075000.00000000 PA USD 985434.27000000 0.197350431431 Long ABS-MBS CORP US N 2 2054-04-15 Variable 2.64000000 N N N N N N Bank5 N/A 065923AY0 1000000.00000000 PA USD 1046500.75000000 0.209580061088 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.88000000 N N N N N N Bank5 N/A 065924AG7 570000.00000000 PA USD 592826.83000000 0.118723931393 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.45000000 N N N N N N Bank5 N/A 065931AZ0 944181.86000000 PA USD 978882.63000000 0.196038351042 Long ABS-MBS CORP US N 2 2029-02-15 Fixed 5.70000000 N N N N N N Bank5 N/A 065934AY7 1000000.00000000 PA USD 1033021.81000000 0.206880667831 Long ABS-MBS CORP US N 2 2063-08-15 Fixed 5.28000000 N N N N N N Bank5 N/A 066043AG5 1120000.00000000 PA USD 1187521.19000000 0.237821868302 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.79000000 N N N N N N Bank5 N/A 066043AM2 860000.00000000 PA USD 910747.74000000 0.182393148772 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.97000000 N N N N N N Bank5 N/A 066043AS9 360000.00000000 PA USD 368207.58000000 0.073740001724 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.97000000 N N N N N N Bank5 N/A 06604AAF1 1000000.00000000 PA USD 1030805.95000000 0.206436903147 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.30000000 N N N N N N Bank5 N/A 06644EAB4 94240.15000000 PA USD 96392.19000000 0.019304220344 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.78000000 N N N N N N Bank5 N/A 06644EAG3 500000.00000000 PA USD 518283.24000000 0.103795274968 Long ABS-MBS CORP US N 2 2056-04-15 Variable 6.26000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBG4 1000000.00000000 PA USD 1040832.47000000 0.208444888974 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.61000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBM1 1500000.00000000 PA USD 1569545.96000000 0.314329003757 Long ABS-MBS CORP US N 2 2057-08-15 Variable 6.18000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBX7 160000.00000000 PA USD 164125.47000000 0.032868993193 Long ABS-MBS CORP US N 2 2057-08-15 Variable 6.42000000 N N N N N N Bank N/A 06650AAD9 683239.55000000 PA USD 674412.87000000 0.135062961487 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.23000000 N N N N N N Bank N/A 06650AAE7 750000.00000000 PA USD 734881.07000000 0.147172775120 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.49000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 072924AD5 500000.00000000 PA USD 526301.41000000 0.105401053615 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.84000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 072924AE3 1500000.00000000 PA USD 1576358.21000000 0.315693275852 Long ABS-MBS CORP US N 2 2058-03-15 Variable 6.17000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 072924AG8 250000.00000000 PA USD 253821.01000000 0.050832092362 Long ABS-MBS CORP US N 2 2058-03-15 Variable 5.98000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336AAE7 1500000.00000000 PA USD 1362709.20000000 0.272906328430 Long ABS-MBS CORP US N 2 2055-02-15 Variable 2.95000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336AAJ6 250000.00000000 PA USD 221339.51000000 0.044327104426 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.35000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336DAW1 1000000.00000000 PA USD 1049298.52000000 0.210140363417 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.58000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336DBA8 1000000.00000000 PA USD 1049698.73000000 0.210220512463 Long ABS-MBS CORP US N 2 2056-07-15 Variable 5.97000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336VAW1 1000000.00000000 PA USD 1048522.56000000 0.209984963869 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.87000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336VAX9 500000.00000000 PA USD 509669.58000000 0.102070239043 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.72000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336WAX7 1250000.00000000 PA USD 1297320.28000000 0.259811054635 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.89000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336WAZ2 500000.00000000 PA USD 508789.81000000 0.101894049728 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.12000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336WBA6 1000000.00000000 PA USD 1041045.51000000 0.208487553957 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.40000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336WBD0 129000.00000000 PA USD 134968.96000000 0.027029892603 Long ABS-MBS CORP US N 2 2057-09-15 Variable 5.84000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337AAD8 1979000.00000000 PA USD 2107342.48000000 0.422032154008 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.72000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337BAC8 1000000.00000000 PA USD 1045723.58000000 0.209424419216 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 5.66000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337BAF1 250000.00000000 PA USD 263038.47000000 0.052678049787 Long ABS-MBS CORP US N 2 2058-05-15 Variable 6.81000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337DAC4 1000000.00000000 PA USD 1052355.32000000 0.210752541030 Long ABS-MBS CORP US N 2 2058-07-15 Variable 5.59000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160BAC8 1825000.00000000 PA USD 1811338.07000000 0.362752098709 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.94000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAD9 845306.82000000 PA USD 833473.73000000 0.166917678032 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160KAE4 500000.00000000 PA USD 473054.57000000 0.094737443503 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.93000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAX1 653927.96000000 PA USD 650006.14000000 0.130175087336 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.76000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161HAD2 229143.54000000 PA USD 228697.14000000 0.045800598396 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.06000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAF4 990000.00000000 PA USD 927872.82000000 0.185822745275 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAJ6 443000.00000000 PA USD 384668.34000000 0.077036556539 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.18000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBG7 1500000.00000000 PA USD 1404740.52000000 0.281323834689 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.79000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBJ0 500000.00000000 PA USD 464732.59000000 0.093070821594 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAJ7 500000.00000000 PA USD 416420.89000000 0.083395559501 Long ABS-MBS CORP US N 2 2057-08-15 Variable 3.84000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162LAC4 750000.00000000 PA USD 662408.84000000 0.132658944728 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.69000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162RAG2 500000.00000000 PA USD 428182.79000000 0.085751085496 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 2.27000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162TBE2 758000.00000000 PA USD 717483.54000000 0.143688615744 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.84000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162UAV2 1000000.00000000 PA USD 986702.32000000 0.197604380600 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 3.96000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAD0 788358.48000000 PA USD 772906.30000000 0.154787991857 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.46000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAG3 600000.00000000 PA USD 580544.03000000 0.116264086071 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.98000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBM5 500000.00000000 PA USD 410867.45000000 0.082283386104 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.53000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAE3 500000.00000000 PA USD 445976.64000000 0.089314614877 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.93000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBB4 1000000.00000000 PA USD 910978.88000000 0.182439438596 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.26000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 1000000.00000000 PA USD 897380.87000000 0.179716199491 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 1000000.00000000 PA USD 907457.23000000 0.181734166649 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.58000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163EBF1 500000.00000000 PA USD 437397.68000000 0.087596528234 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.83000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAB4 700355.32000000 PA USD 685140.78000000 0.137211412917 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.02000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAE8 1000000.00000000 PA USD 895162.98000000 0.179272028264 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.39000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAH1 500000.00000000 PA USD 428413.70000000 0.085797329258 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.51000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAD6 500000.00000000 PA USD 444361.36000000 0.088991126833 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.14000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAE4 830000.00000000 PA USD 739338.36000000 0.148065425327 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.39000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163KBK6 250000.00000000 PA USD 206382.29000000 0.041331659767 Long ABS-MBS CORP US N 2 2054-11-15 Variable 2.53000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAQ2 500000.00000000 PA USD 435628.19000000 0.087242156942 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 2.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBG9 565000.00000000 PA USD 529809.14000000 0.106103537839 Long ABS-MBS CORP US N 2 2055-01-15 Fixed 3.04000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBP9 500000.00000000 PA USD 407568.17000000 0.081622647634 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.20000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBG4 1000000.00000000 PA USD 933429.30000000 0.186935527486 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.46000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBM1 300000.00000000 PA USD 253242.66000000 0.050716267669 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163UAC3 1000000.00000000 PA USD 1029852.09000000 0.206245876015 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.28000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAF4 1000000.00000000 PA USD 1054909.23000000 0.211264006133 Long ABS-MBS CORP US N 2 2056-07-15 Variable 7.10000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163XAY9 545000.00000000 PA USD 566592.86000000 0.113470120505 Long ABS-MBS CORP US N 2 2057-01-10 Fixed 5.81000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164AAC6 1000000.00000000 PA USD 1018321.70000000 0.203936713943 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.33000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164BAC4 1000000.00000000 PA USD 1026595.24000000 0.205593634894 Long ABS-MBS CORP US N 2 2057-04-15 Fixed 5.18000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164BAD2 500000.00000000 PA USD 522521.11000000 0.104643982485 Long ABS-MBS CORP US N 2 2057-04-15 Fixed 5.66000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164BAG5 250000.00000000 PA USD 261196.62000000 0.052309187141 Long ABS-MBS CORP US N 2 2057-04-15 Variable 6.09000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAC8 1825000.00000000 PA USD 1881018.17000000 0.376706756280 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164RAC9 750000.00000000 PA USD 779965.67000000 0.156201754051 Long ABS-MBS CORP US N 2 2058-08-15 Variable 5.44000000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAC4 1125000.00000000 PA USD 1188627.66000000 0.238043458253 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.19000000 N N N N N N BENCHMARK Mortgage Trust N/A 081915AE0 500000.00000000 PA USD 520738.78000000 0.104287039759 Long ABS-MBS CORP US N 2 2057-12-15 Variable 6.03000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AB4 2000000.00000000 PA USD 2050831.40000000 0.410714822798 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.63000000 N N N N N N BENCHMARK Mortgage Trust N/A 081919AN2 1300000.00000000 PA USD 1352669.37000000 0.270895677043 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.60000000 N N N N N N BENCHMARK Mortgage Trust N/A 081935AW8 300000.00000000 PA USD 310739.27000000 0.062230968481 Long ABS-MBS CORP US N 2 2068-07-15 Fixed 5.41000000 N N N N N N BMO Mortgage Trust N/A 09661XAB4 3000000.00000000 PA USD 3074222.28000000 0.615666728612 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.15000000 N N N N N N BMO Mortgage Trust N/A 09663VAG5 500000.00000000 PA USD 518906.15000000 0.103920023579 Long ABS-MBS CORP US N 2 2058-10-15 Variable 6.16000000 N N N N N N BMO Mortgage Trust N/A 096933AC0 700000.00000000 PA USD 732975.93000000 0.146791237546 Long ABS-MBS CORP US N 2 2058-04-15 Variable 5.78000000 N N N N N N BMO Mortgage Trust N/A 096933AJ5 500000.00000000 PA USD 503642.58000000 0.100863226981 Long ABS-MBS CORP US N 2 2058-04-15 Variable 6.26000000 N N N N N N BMO Mortgage Trust N/A 096941AC3 1000000.00000000 PA USD 1046279.96000000 0.209535844033 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.67000000 N N N N N N BMO Mortgage Trust N/A 096942BB2 250000.00000000 PA USD 249480.68000000 0.049962865439 Long ABS-MBS CORP US N 2 2059-02-15 Variable 5.93000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AE7 475703.72000000 PA USD 469654.51000000 0.094056522077 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.19000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AH0 500000.00000000 PA USD 492010.32000000 0.098533663661 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.71000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AJ6 500000.00000000 PA USD 480737.47000000 0.096276078474 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91000000 N N N N N N UBS Commercial Mortgage Trust N/A 12508GAU0 1580000.00000000 PA USD 1555332.85000000 0.311482580128 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.54000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 1000000.00000000 PA USD 947448.55000000 0.189743127262 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532CBC8 750000.00000000 PA USD 727874.08000000 0.145769502937 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.20000000 N N N N N N COMM Mortgage Trust N/A 12595EAH8 750000.00000000 PA USD 718259.69000000 0.143844053344 Long ABS-MBS CORP US N 2 2050-09-10 Variable 4.59000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595FAE2 1000000.00000000 PA USD 980651.76000000 0.196392650237 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.45000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAC9 500000.00000000 PA USD 478068.32000000 0.095741534547 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.72000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAD7 250000.00000000 PA USD 239061.31000000 0.047876204535 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.97000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAE5 384325.29000000 PA USD 376535.86000000 0.075407885317 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.87000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 1500000.00000000 PA USD 1367650.79000000 0.273895968174 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56000000 N N N N N N CSAIL Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UBA6 1000000.00000000 PA USD 980975.31000000 0.196457446778 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.96000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UAU3 1000000.00000000 PA USD 996493.34000000 0.199565203438 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12655TBM0 1000000.00000000 PA USD 947738.10000000 0.189801114709 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291DAD5 1000000.00000000 PA USD 1000306.69000000 0.200328893407 Long ABS-MBS CORP US N 2 2051-06-10 Variable 4.23000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326CBD5 170000.00000000 PA USD 163974.89000000 0.032838836917 Long ABS-MBS CORP US N 2 2050-08-15 Variable 4.10000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326DAC6 1885000.00000000 PA USD 1860491.89000000 0.372596010047 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.20000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAC1 832248.30000000 PA USD 823102.49000000 0.164840656002 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.21000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAD9 1264000.00000000 PA USD 1252466.66000000 0.250828333486 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327FAD8 600000.00000000 PA USD 597718.27000000 0.119703527723 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.01000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327GAY0 1199000.00000000 PA USD 1197516.59000000 0.239823621805 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 1500000.00000000 PA USD 1433310.17000000 0.287045406310 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328FAY1 750000.00000000 PA USD 695906.75000000 0.139367486528 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 3.02000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328HBD2 750000.00000000 PA USD 709833.92000000 0.142156645675 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAZ2 1000000.00000000 PA USD 937518.84000000 0.187754529329 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.72000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RBB4 500000.00000000 PA USD 449388.53000000 0.089997905467 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.92000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RBC2 234000.00000000 PA USD 202921.62000000 0.040638600130 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.15000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945DAE3 1393377.05000000 PA USD 1369853.39000000 0.274337077311 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.78000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945DAG8 3117000.00000000 PA USD 3089338.84000000 0.618694083890 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.05000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945DAS2 1000000.00000000 PA USD 926700.41000000 0.185587949687 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.48000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAT8 1289761.26000000 PA USD 1203479.98000000 0.241017894853 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.49000000 N N N N N N DBGS Mortgage Trust N/A 23307DBA0 1400000.00000000 PA USD 1402991.55000000 0.280973572886 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.47000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AC7G0 120429.74000000 PA USD 118883.82000000 0.023808562256 Long ABS-MBS USGSE US N 2 2043-02-25 Variable 3.38000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136ATX66 500000.00000000 PA USD 418000.83000000 0.083711970093 Long ABS-MBS USGSE US N 2 2045-11-25 Fixed 3.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVY52 896805.38000000 PA USD 886990.02000000 0.177635250215 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.57000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVYL7 490662.89000000 PA USD 485147.23000000 0.097159209967 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.48000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AW7J0 1574.69000000 PA USD 1560.88000000 0.000312593493 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX3J2 823924.74000000 PA USD 800425.08000000 0.160299108398 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.98000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX7E9 250346.23000000 PA USD 248046.22000000 0.049675589759 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.06000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY2H5 1232924.19000000 PA USD 1210815.75000000 0.242487010976 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 2.81000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY6X6 792971.84000000 PA USD 784328.40000000 0.157075466965 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.97000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY7L1 2086076.65000000 PA USD 2058109.93000000 0.412172475611 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 2.98000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1K86 671998.77000000 PA USD 662482.00000000 0.132673596297 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.03000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B27L0 388561.05000000 PA USD 386317.02000000 0.077366733517 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.58000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B35Z9 1042051.23000000 PA USD 1019684.05000000 0.204209548335 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.61000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3DE7 69259.15000000 PA USD 68500.44000000 0.013718410043 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.75000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3J50 1573739.96000000 PA USD 1565747.36000000 0.313568267732 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 3.62000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B3XY1 1630727.57000000 PA USD 1620870.10000000 0.324607559598 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.56000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4KB3 2164854.37000000 PA USD 2130092.50000000 0.426588243032 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.27000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4KJ6 26991.30000000 PA USD 26877.07000000 0.005382602900 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.45000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4QB7 2309795.85000000 PA USD 2259240.61000000 0.452452408713 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.14000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4VT2 1978198.83000000 PA USD 1928254.67000000 0.386166690786 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.94000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B5NV3 1122983.49000000 PA USD 1089718.52000000 0.218235174691 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 2.89000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6WY5 907129.67000000 PA USD 851554.94000000 0.170538756274 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 2.35000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B6XJ7 797274.23000000 PA USD 762888.09000000 0.152781670253 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B75M9 2530000.00000000 PA USD 2402092.36000000 0.481060967753 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.44000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B7FC0 1560721.62000000 PA USD 1478289.81000000 0.296053365166 Long ABS-MBS USGSE US N 2 2029-11-25 Variable 2.33000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B8M97 90733.45000000 PA USD 83739.58000000 0.016770314108 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 1.82000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B8TG4 2197628.89000000 PA USD 2064746.01000000 0.413501466586 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.21000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B8TH2 1000000.00000000 PA USD 933408.89000000 0.186931440027 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.19000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B9KC0 903727.55000000 PA USD 828716.42000000 0.165964943578 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.78000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B9WE3 250000.00000000 PA USD 229172.63000000 0.045895823577 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 1.44000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BC7H7 2000000.00000000 PA USD 1715682.92000000 0.343595483503 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 1.68000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDZA9 2500000.00000000 PA USD 2213912.78000000 0.443374718726 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 1.47000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BGFQ9 2000000.00000000 PA USD 1776131.62000000 0.355701391921 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.71000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BJRY3 2000000.00000000 PA USD 1762955.92000000 0.353062727772 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 1.74000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BJZQ1 1000000.00000000 PA USD 888552.25000000 0.177948114070 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 1.81000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BK6X5 1000000.00000000 PA USD 913884.60000000 0.183021359799 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.40000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BKX80 2000000.00000000 PA USD 1749357.64000000 0.350339434594 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 1.67000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLP79 1800000.00000000 PA USD 1684828.69000000 0.337416384818 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 2.29000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLR69 851114.70000000 PA USD 796668.15000000 0.159546717519 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.71000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLW22 2000000.00000000 PA USD 1747496.50000000 0.349966708788 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.71000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BMST6 1000000.00000000 PA USD 885106.99000000 0.177258140554 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 1.94000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BMXZ6 899652.96000000 PA USD 797208.41000000 0.159654914025 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 1.93000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BNX43 2000000.00000000 PA USD 1822352.56000000 0.364957942792 Long ABS-MBS USGSE US N 2 2032-06-25 Variable 2.59000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BP3K5 1100000.00000000 PA USD 1069191.79000000 0.214124338337 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.77000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BQDE6 954454.74000000 PA USD 960498.12000000 0.192356531675 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 4.18000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BTHF3 500000.00000000 PA USD 497834.87000000 0.099700131573 Long ABS-MBS USGSE US N 2 2034-08-25 Variable 4.45000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BUJV3 1000000.00000000 PA USD 1013414.65000000 0.202953991438 Long ABS-MBS USGSE US N 2 2035-01-25 Variable 4.70000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BPVM8 881583.14000000 PA USD 858652.25000000 0.171960116616 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 2.83000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BPVN6 250000.00000000 PA USD 239454.98000000 0.047955043831 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BXHC9 500000.00000000 PA USD 474339.40000000 0.094994753160 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 3.12000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F4D58 1250000.00000000 PA USD 1242310.04000000 0.248794292860 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 3.60000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62M8 500000.00000000 PA USD 447516.45000000 0.089622988735 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.49000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F63Z8 2000000.00000000 PA USD 1794529.40000000 0.359385868837 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.57000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72B0 2400000.00000000 PA USD 2314781.50000000 0.463575442423 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.47000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72P9 2200000.00000000 PA USD 1962672.18000000 0.393059398554 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F82N2 1250000.00000000 PA USD 1113715.69000000 0.223041027295 Long ABS-MBS USGSE US N 2 2030-11-25 Fixed 1.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F8ZV8 600000.00000000 PA USD 536976.73000000 0.107538972978 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 1.62000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9CT6 2525000.00000000 PA USD 2259842.30000000 0.452572907649 Long ABS-MBS USGSE US N 2 2030-12-25 Fixed 1.66000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9Z79 1000000.00000000 PA USD 901831.72000000 0.180607559974 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 1.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBX3 3000000.00000000 PA USD 2975969.61000000 0.595989914639 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJK1 3541000.00000000 PA USD 3511929.17000000 0.703325181552 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLD4 3000000.00000000 PA USD 2972920.47000000 0.595379271075 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.29000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FDET5 345000.00000000 PA USD 328799.85000000 0.065847915206 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 3.46000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBQ2 1000000.00000000 PA USD 993616.33000000 0.198989031914 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FETN0 1000000.00000000 PA USD 991821.92000000 0.198629669957 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEZV5 2000000.00000000 PA USD 1999088.22000000 0.400352346875 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FF3X3 1070928.99000000 PA USD 1030817.48000000 0.206439212231 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 1.60000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6R1 321252.50000000 PA USD 320446.22000000 0.064174954832 Long ABS-MBS USGSE US N 2 2029-11-25 Fixed 3.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6X8 1000000.00000000 PA USD 1000105.33000000 0.200288567549 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FGZT5 1100000.00000000 PA USD 1101763.76000000 0.220647444472 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.93000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FH2A0 500000.00000000 PA USD 480552.02000000 0.096238938871 Long ABS-MBS USGSE US N 2 2033-06-25 Variable 3.70000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FHQ63 826000.00000000 PA USD 823437.35000000 0.164907717568 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 3.99000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJEH8 1500000.00000000 PA USD 1501856.46000000 0.300772998618 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJKE8 1310000.00000000 PA USD 1312074.02000000 0.262765748868 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJKF5 2000000.00000000 PA USD 1998578.88000000 0.400250342640 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJXV6 1125000.00000000 PA USD 1130176.33000000 0.226337558078 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FK4M5 2820000.00000000 PA USD 2833835.60000000 0.567525095575 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKKN5 833000.00000000 PA USD 829410.01000000 0.166103847095 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 3.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKSH0 1725000.00000000 PA USD 1724524.09000000 0.345366082280 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 3.86000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKZ82 172600.48000000 PA USD 171772.35000000 0.034400414530 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 3.48000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKZZ2 1010000.00000000 PA USD 1005025.54000000 0.201273925574 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FL2L7 880000.00000000 PA USD 865787.67000000 0.173389109151 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FL2M5 500000.00000000 PA USD 480918.33000000 0.096312298849 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 3.79000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FL6P4 2675000.00000000 PA USD 2652341.71000000 0.531177772792 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.56000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLN91 2017000.00000000 PA USD 1995348.76000000 0.399603454669 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 3.51000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLYJ7 500000.00000000 PA USD 486124.32000000 0.097354889313 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 3.47000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FLYV0 1010000.00000000 PA USD 992677.50000000 0.198801014802 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMCR1 1971851.14000000 PA USD 1921233.37000000 0.384760552776 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 2.98000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMTS1 730000.00000000 PA USD 693235.80000000 0.138832582119 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 2.99000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMTT9 450000.00000000 PA USD 408397.47000000 0.081788729450 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 3.06000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FMTY8 3420000.00000000 PA USD 3314730.28000000 0.663832658099 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNAE0 675000.00000000 PA USD 652116.86000000 0.130597795898 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.79000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHK4 4500000.00000000 PA USD 4285250.24000000 0.858196238349 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.43000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPJ97 1015000.00000000 PA USD 898949.93000000 0.180030431172 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 2.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3A9 1500000.00000000 PA USD 1437112.95000000 0.287806979452 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.67000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3Z4 250000.00000000 PA USD 238079.58000000 0.047679595949 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQKC6 1000000.00000000 PA USD 953227.69000000 0.190900501028 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.54000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQKN2 1220000.00000000 PA USD 1165436.17000000 0.233398957147 Long ABS-MBS USGSE US N 2 2029-11-25 Fixed 2.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUJ8 1485000.00000000 PA USD 1373560.51000000 0.275079492867 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.87000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUS8 700916.94000000 PA USD 672302.83000000 0.134640389107 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 1.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUT6 1250000.00000000 PA USD 1164238.69000000 0.233159140853 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.07000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRZA2 1250000.00000000 PA USD 1147639.14000000 0.229834790915 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.64000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTBM8 2153000.00000000 PA USD 1961017.83000000 0.392728086059 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 1.52000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTFY8 1000000.00000000 PA USD 908764.28000000 0.181995926250 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.56000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZP5 517390.93000000 PA USD 489824.06000000 0.098095826895 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 1.02000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZQ3 1640000.00000000 PA USD 1487570.43000000 0.297911971485 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.48000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZC1 2500000.00000000 PA USD 2247142.95000000 0.450029640911 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZJ6 1000000.00000000 PA USD 792737.64000000 0.158759564213 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 1.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZV9 1000000.00000000 PA USD 896123.19000000 0.179464327095 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.31000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNG3 1000000.00000000 PA USD 895271.16000000 0.179293693199 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.37000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWG79 1250000.00000000 PA USD 1120499.34000000 0.224399571741 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHF0 1500000.00000000 PA USD 1194397.70000000 0.239199009585 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 1.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHT0 2025000.00000000 PA USD 1811188.59000000 0.362722162727 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 1.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FX3Q9 4683000.00000000 PA USD 4183449.64000000 0.837808889399 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 1.41000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXQW1 500000.00000000 PA USD 398949.87000000 0.079896682468 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 1.86000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXYV4 1116000.00000000 PA USD 1018349.14000000 0.203942209282 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 2.07000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXZ35 1740000.00000000 PA USD 1588324.29000000 0.318089692460 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 2.11000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYTX4 1000000.00000000 PA USD 831565.93000000 0.166535607746 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 2.44000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUJ3 1000000.00000000 PA USD 908547.96000000 0.181952604390 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 2.02000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYZK5 1000000.00000000 PA USD 961080.70000000 0.192473203499 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 1.76000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYZL3 1400000.00000000 PA USD 1326913.11000000 0.265737535929 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 1.37000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H1YS9 950000.00000000 PA USD 843901.56000000 0.169006033199 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 1.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H1Z33 1421069.48000000 PA USD 1354943.62000000 0.271351135344 Long ABS-MBS USGSE US N 2 2028-07-25 Fixed 1.71000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2AD6 1000000.00000000 PA USD 892836.04000000 0.178806017870 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 1.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NY6 1000000.00000000 PA USD 805052.10000000 0.161225750003 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 2.18000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EV0 1794000.00000000 PA USD 1606566.11000000 0.321742935661 Long ABS-MBS USGSE US N 2 2031-08-25 Fixed 2.02000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BP4 1000000.00000000 PA USD 897832.11000000 0.179806568185 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 2.10000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BY5 1650000.00000000 PA USD 1576272.08000000 0.315676026815 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 2.03000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4CD0 1000000.00000000 PA USD 903998.07000000 0.181041409415 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 2.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4R28 1098770.20000000 PA USD 1027041.87000000 0.205683080356 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.61000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4R36 2800000.00000000 PA USD 2520073.39000000 0.504688730538 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 2.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SH4 2900000.00000000 PA USD 2600968.27000000 0.520889343764 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 2.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DP9 1110000.00000000 PA USD 1006583.86000000 0.201586006383 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 2.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DX2 1000000.00000000 PA USD 953396.54000000 0.190934316191 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H6LN3 750000.00000000 PA USD 687775.11000000 0.137738983530 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 2.59000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H6LZ6 2165000.00000000 PA USD 1945952.75000000 0.389711040552 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 2.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H6S63 968644.27000000 PA USD 928528.99000000 0.185954154783 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 2.55000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H6ZM0 1500000.00000000 PA USD 1348486.91000000 0.270058066346 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 2.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H73P6 1000000.00000000 PA USD 904640.87000000 0.181170141347 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H73Z4 2129473.45000000 PA USD 2025477.42000000 0.405637245284 Long ABS-MBS USGSE US N 2 2055-04-25 Fixed 2.71000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H74A8 5430000.00000000 PA USD 4894330.39000000 0.980175181074 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 2.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7M91 1000000.00000000 PA USD 905148.03000000 0.181271708999 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 2.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7QH9 1250000.00000000 PA USD 1138151.18000000 0.227934661138 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 2.58000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7ZB2 650000.00000000 PA USD 603077.75000000 0.120776857241 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H8U90 1750000.00000000 PA USD 1676593.92000000 0.335767228236 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H93C1 1000000.00000000 PA USD 958748.73000000 0.192006185759 Long ABS-MBS USGSE US N 2 2032-08-25 Fixed 3.53000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H93D9 2000000.00000000 PA USD 1907436.70000000 0.381997528534 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 3.53000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JG5 1000000.00000000 PA USD 971674.07000000 0.194594710944 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9M71 281676.62000000 PA USD 280870.49000000 0.056249223378 Long ABS-MBS USGSE US N 2 2032-01-25 Fixed 3.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9M89 2000000.00000000 PA USD 1942560.28000000 0.389031639156 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 3.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9PB9 2000000.00000000 PA USD 1943575.24000000 0.389234902631 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 3.82000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9ZV4 1000000.00000000 PA USD 995094.84000000 0.199285129376 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9ZW2 1500000.00000000 PA USD 1484889.51000000 0.297375070410 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA2B1 2000000.00000000 PA USD 2013880.24000000 0.403314707347 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 4.43000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA4B9 1000000.00000000 PA USD 1013854.09000000 0.203041996976 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 4.41000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HA4C7 2000000.00000000 PA USD 2008206.94000000 0.402178529890 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 4.22000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAAG1 3500000.00000000 PA USD 3470646.87000000 0.695057679636 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HACX2 1000000.00000000 PA USD 1019584.66000000 0.204189643751 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 4.82000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAGS9 1500000.00000000 PA USD 1472339.58000000 0.294861727638 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 4.05000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMB9 854700.00000000 PA USD 862694.33000000 0.172769613765 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMH6 1000000.00000000 PA USD 1017165.03000000 0.203705070564 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 4.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAQ74 1000000.00000000 PA USD 1019437.29000000 0.204160130333 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 4.74000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HASK3 500000.00000000 PA USD 504508.19000000 0.101036580508 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HB2X1 1750000.00000000 PA USD 1808638.76000000 0.362211514715 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 4.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HB3D4 1250000.00000000 PA USD 1285406.45000000 0.257425102003 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 5.07000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBC51 1000000.00000000 PA USD 1035609.65000000 0.207398928009 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 4.94000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBC93 1500000.00000000 PA USD 1553090.96000000 0.311033602482 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 4.94000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBFY5 1882000.00000000 PA USD 1921933.73000000 0.384900812103 Long ABS-MBS USGSE US N 2 2028-12-25 Variable 4.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBLV4 1387000.00000000 PA USD 1409807.87000000 0.282338660070 Long ABS-MBS USGSE US N 2 2028-12-25 Fixed 4.57000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBP73 1000000.00000000 PA USD 1049668.62000000 0.210214482409 Long ABS-MBS USGSE US N 2 2033-12-25 Variable 5.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBPD0 1000000.00000000 PA USD 1038275.79000000 0.207932869131 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 5.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HBPM0 115000.00000000 PA USD 119705.06000000 0.023973029916 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 5.48000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HC2C5 500000.00000000 PA USD 519228.75000000 0.103984629866 Long ABS-MBS USGSE US N 2 2029-01-25 Variable 5.36000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HCXK3 5325000.00000000 PA USD 5536954.54000000 1.108871895925 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HDUV0 1500000.00000000 PA USD 1559446.61000000 0.312306432449 Long ABS-MBS USGSE US N 2 2034-05-25 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HH6C0 2500000.00000000 PA USD 2566761.45000000 0.514038830351 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 4.79000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHHY0 3000000.00000000 PA USD 3012011.28000000 0.603207888826 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 4.49000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHJF9 500000.00000000 PA USD 512221.47000000 0.102581299605 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 4.68000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHUX7 2000000.00000000 PA USD 2018689.64000000 0.404277873733 Long ABS-MBS USGSE US N 2 2029-11-25 Variable 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HJ6B8 1911946.76000000 PA USD 1903205.44000000 0.381150144784 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 4.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HKXJ8 500000.00000000 PA USD 507474.33000000 0.101630601872 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 4.41000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HLJ52 1500000.00000000 PA USD 1557176.04000000 0.311851711132 Long ABS-MBS USGSE US N 2 2035-02-25 Variable 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HLJA1 1500000.00000000 PA USD 1527949.13000000 0.305998511712 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 4.51000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HMC65 2000000.00000000 PA USD 2023014.44000000 0.405143990502 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 4.33000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HMCA6 3000000.00000000 PA USD 2978841.90000000 0.596565140900 Long ABS-MBS USGSE US N 2 2035-06-25 Variable 4.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HMCE8 1500000.00000000 PA USD 1513385.81000000 0.303081952412 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 4.27000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HMCK4 1250000.00000000 PA USD 1261829.55000000 0.252703415810 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 4.29000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HNMY1 1000000.00000000 PA USD 1006212.61000000 0.201511657084 Long ABS-MBS USGSE US N 2 2035-08-25 Variable 4.58000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HNWM6 1500000.00000000 PA USD 1502246.40000000 0.300851090916 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 4.53000000 N N N N N N FIVE 2023-V1 N/A 337964AC4 300000.00000000 PA USD 307518.20000000 0.061585892931 Long ABS-MBS CORP US N 2 2056-02-10 Variable 5.67000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAD1 675000.00000000 PA USD 665001.23000000 0.133178116124 Long ABS-MBS CORP US N 2 2051-07-10 Fixed 3.89000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAV9 750000.00000000 PA USD 742490.86000000 0.148696768537 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.97000000 N N N N N N GS Mortgage Securities Trust N/A 36254CAU4 2000000.00000000 PA USD 1972367.34000000 0.395001023751 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.17000000 N N N N N N GS Mortgage Securities Trust N/A 36254CBA7 500000.00000000 PA USD 482534.34000000 0.096635933089 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.88000000 N N N N N N GS Mortgage Securities Trust N/A 36254KAL6 3390000.00000000 PA USD 3349441.73000000 0.670784232488 Long ABS-MBS CORP US N 2 2050-11-10 Fixed 3.47000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36254KAU6 400000.00000000 PA USD 362400.86000000 0.072577104581 Long ABS-MBS CORP US N 2 2050-11-10 Variable 4.31000000 N N N N N N GS Mortgage Securities Trust N/A 36257HBP0 1131000.00000000 PA USD 1088962.66000000 0.218083800519 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 3.16000000 N N N N N N GS Mortgage Securities Trust N/A 36258RAZ6 2000000.00000000 PA USD 1877178.62000000 0.375937819303 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 1500000.00000000 PA USD 1386083.66000000 0.277587472476 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.38000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBF4 775000.00000000 PA USD 737618.91000000 0.147721075420 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.66000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAS1 250000.00000000 PA USD 238678.20000000 0.047799480063 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 2.79000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAZ5 500000.00000000 PA USD 457391.36000000 0.091600612011 Long ABS-MBS CORP US N 2 2052-11-10 Variable 3.80000000 N N N N N N GS Mortgage Securities Trust N/A 36263UAM1 1000000.00000000 PA USD 884312.73000000 0.177099076111 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.37000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590TAE5 1100000.00000000 PA USD 1089494.45000000 0.218190300758 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.69000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591AAZ8 452385.35000000 PA USD 449996.44000000 0.090119650067 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 3.94000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46591ABA2 450000.00000000 PA USD 449924.21000000 0.090105184747 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591EAR8 40947.23000000 PA USD 40765.95000000 0.008164093806 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.15000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591EAS6 500000.00000000 PA USD 486687.63000000 0.097467701983 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.12000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2020-COR7 N/A 46652JAW2 539000.00000000 PA USD 465356.90000000 0.093195850581 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.18000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128KAU5 300000.00000000 PA USD 294366.90000000 0.058952115308 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.49000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 48128KAX9 400000.00000000 PA USD 387489.33000000 0.077601509079 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.74000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 48129RAX3 955000.00000000 PA USD 875447.36000000 0.175323630861 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 3.06000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55376CAD5 900000.00000000 PA USD 938459.73000000 0.187942958992 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.47000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55376CAJ2 730000.00000000 PA USD 772724.32000000 0.154751547182 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.75000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691EAZ8 906037.01000000 PA USD 897792.41000000 0.179798617567 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.34000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61691GAQ3 60299.90000000 PA USD 60089.07000000 0.012033886226 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.51000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691UBE8 250000.00000000 PA USD 239244.33000000 0.047912857488 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.13000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691UBK4 250000.00000000 PA USD 219503.77000000 0.043959465414 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.63000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691YAC5 145000.00000000 PA USD 138097.38000000 0.027656413372 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 2.43000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61692BBP4 1120000.00000000 PA USD 1016708.21000000 0.203613584377 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61692CAX6 993356.71000000 PA USD 972740.61000000 0.194808304215 Long ABS-MBS CORP US N 2 2054-06-15 Variable 2.13000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61766NBA2 413007.61000000 PA USD 411753.57000000 0.082460847117 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 2.60000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAY6 320930.37000000 PA USD 318814.89000000 0.063848252495 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.91000000 N N N N N N Morgan Stanley Capital I Trust IGJSJL3JD5P30I6NJZ34 61767YAZ3 370000.00000000 PA USD 369731.25000000 0.074045143265 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.18000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61767YBE9 400000.00000000 PA USD 379812.63000000 0.076064115766 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.86000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61770KAW5 980103.46000000 PA USD 913776.50000000 0.182999710885 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.45000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61770KAX3 500000.00000000 PA USD 468075.38000000 0.093740273702 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.70000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61772TBC7 500000.00000000 PA USD 444791.81000000 0.089077331967 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.32000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61772TBH6 1000000.00000000 PA USD 897609.83000000 0.179762052731 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.57000000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAE6 900000.00000000 PA USD 940721.56000000 0.188395929971 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.64000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61779CAH7 500000.00000000 PA USD 528981.97000000 0.105937882593 Long ABS-MBS CORP US N 2 2058-08-15 Fixed 5.63000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276UBC4 500000.00000000 PA USD 487833.38000000 0.097697158441 Long ABS-MBS CORP US N 2 2050-12-15 Variable 3.93000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAE9 1325000.00000000 PA USD 1317567.49000000 0.263865912225 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278KBD2 500000.00000000 PA USD 497867.40000000 0.099706646274 Long ABS-MBS CORP US N 2 2051-12-15 Variable 4.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278LBB4 250000.00000000 PA USD 245469.51000000 0.049159558558 Long ABS-MBS CORP US N 2 2051-12-15 Variable 4.67000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278LBC2 750000.00000000 PA USD 730297.76000000 0.146254887207 Long ABS-MBS CORP US N 2 2051-12-15 Variable 4.92000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MBA4 1000000.00000000 PA USD 952760.74000000 0.190806986131 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92000000 N N N N N N UBS Commercial Mortgage Trust N/A 90353KAY5 800000.00000000 PA USD 800582.92000000 0.160330718616 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPJ4 1500000.00000000 PA USD 1469296.88000000 0.294252373797 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 949931AF6 1200000.00000000 PA USD 1259964.12000000 0.252329830857 Long ABS-MBS CORP US N 2 2058-05-15 Fixed 6.09000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBG9 500000.00000000 PA USD 490688.52000000 0.098268950115 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.81000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABJ4 250000.00000000 PA USD 231893.06000000 0.046440637219 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.48000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAL7 500000.00000000 PA USD 460629.59000000 0.092249124151 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAW7 1240200.00000000 PA USD 1232735.78000000 0.246876880001 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 3.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300RVQJTKIK3XGD11 95001LAX0 1000000.00000000 PA USD 991178.68000000 0.198500849908 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.15000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAE0 578061.89000000 PA USD 571742.96000000 0.114501518019 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493006021R83VCLAO08 95001NBB3 350000.00000000 PA USD 344613.07000000 0.069014788821 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.41000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAU5 623351.00000000 PA USD 622809.03000000 0.124728390834 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAX9 750000.00000000 PA USD 737979.35000000 0.147793259828 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001VAX8 492000.00000000 PA USD 462159.16000000 0.092555447270 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.58000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBB3 750000.00000000 PA USD 745759.71000000 0.149351412867 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBF4 500000.00000000 PA USD 489635.01000000 0.098057966329 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.55000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001WBG2 665000.00000000 PA USD 643236.97000000 0.128819442764 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.87000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001YAD6 480132.45000000 PA USD 457186.94000000 0.091559673334 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.89000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VHRKFNCWVN9Y77 95002DBG3 2000000.00000000 PA USD 2010837.52000000 0.402705349500 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.44000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002EBB2 1479333.00000000 PA USD 1392824.02000000 0.278937347343 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002RAV0 425051.86000000 PA USD 410615.52000000 0.082232932719 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 2.42000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002RAZ1 345000.00000000 PA USD 310808.63000000 0.062244859033 Long ABS-MBS CORP US N 2 2053-06-15 Variable 3.61000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAC5 490512.92000000 PA USD 468892.81000000 0.093903978343 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.85000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CAD2 459000.00000000 PA USD 441612.76000000 0.088440671655 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.30000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CAE0 1000000.00000000 PA USD 916653.17000000 0.183575814318 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.34000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CAJ9 1000000.00000000 PA USD 908927.11000000 0.182028535802 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.63000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003MBS6 500000.00000000 PA USD 484419.81000000 0.097013531402 Long ABS-MBS CORP US N 2 2055-04-15 Variable 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003QCC1 500000.00000000 PA USD 428037.26000000 0.085721940571 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.31000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003UAD2 1000000.00000000 PA USD 1052156.55000000 0.210712733864 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.92000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004BAW1 500000.00000000 PA USD 528516.15000000 0.105844593999 Long ABS-MBS CORP US N 2 2058-02-15 Fixed 5.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004JAC8 1000000.00000000 PA USD 1060169.91000000 0.212317549225 Long ABS-MBS CORP US N 2 2058-01-15 Fixed 6.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004MAC1 1000000.00000000 PA USD 1044927.09000000 0.209264908176 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.59000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004MAF4 500000.00000000 PA USD 522564.05000000 0.104652581970 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.92000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004TAG7 500000.00000000 PA USD 518445.45000000 0.103827760354 Long ABS-MBS CORP US N 2 2058-10-15 Variable 5.98000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95004WAG0 250000.00000000 PA USD 258617.96000000 0.051792765418 Long ABS-MBS CORP US N 2 2058-10-15 Variable 5.67000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 7410000.00000000 NS USD 7410000.00000000 1.483981977718 Long STIV RF US N 1 N N N 2026-02-27 iShares Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX