0001752724-24-116528.txt : 20240523
0001752724-24-116528.hdr.sgml : 20240523
20240523165659
ACCESSION NUMBER: 0001752724-24-116528
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 24979300
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000017675
Fidelity Strategic Real Return Fund
C000048837
Fidelity Strategic Real Return Fund
FSRRX
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Fidelity Advisor Strategic Real Return Fund: Class A
FSRAX
C000048840
Fidelity Advisor Strategic Real Return Fund: Class C
FCSRX
C000048841
Fidelity Advisor Strategic Real Return Fund: Class M
FSRTX
C000048842
Fidelity Advisor Strategic Real Return Fund: Class I
FSIRX
C000205021
Fidelity Advisor Strategic Real Return Fund: Class Z
FIQDX
C000214978
Class K6
FSRKX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000017675
C000048841
C000048838
C000048842
C000048837
C000048840
C000205021
C000214978
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Strategic Real Return Fund
S000017675
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2024-09-30
2024-03-31
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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USD
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UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 07/15/2030
912828ZZ6
2732000.00000000
PA
USD
2959831.56000000
0.590229391945
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.00125000
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A
05608VAQ9
130264.51000000
PA
USD
126524.39000000
0.025230629602
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.09339480
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.625% 07/15/2032
91282CEZ0
4810000.00000000
PA
USD
4629167.37000000
0.923116936427
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.00625000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 4% 09/04/2039 144A
64830RAJ1
100000.00000000
PA
USD
89329.02000000
0.017813382987
Long
ABS-CBDO
CORP
US
N
2
2039-09-04
Fixed
0.04000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 3.536% 02/15/2053
61770KBC8
542000.00000000
PA
USD
407708.33000000
0.081302410231
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.03536000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SER M 4.125% PFD PERP
74460W537
1000.00000000
NS
USD
19270.00000000
0.003842691772
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273V100
152996.00000000
NS
USD
2406627.08000000
0.479913133323
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
196.00000000
NS
USD
161764.68000000
0.032258007518
Long
EC
CORP
US
N
1
N
N
N
IBERDROLA SA
5QK37QC7NWOJ8D7WVQ45
IBERDROLA SA
N/A
5292.00000000
NS
65728.53000000
0.013107134480
Long
EC
CORP
ES
N
2
N
N
N
BANK 2022-BNK41
N/A
BANK 2022-BNK41 CSTR 04/15/2065
06540MCA1
567000.00000000
PA
USD
449087.36000000
0.089553933745
Long
ABS-MBS
CORP
US
N
3
2065-04-15
Variable
0.03790198
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022-C1 MORTGAGE TRUST CSTR 02/15/2042 144A
05609MDC6
84000.00000000
PA
USD
53988.18000000
0.010765954078
Long
ABS-MBS
CORP
US
N
3
2055-02-17
Variable
0.03938660
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
3191.00000000
NS
108304.52000000
0.021597347581
Long
EC
CORP
DE
N
1
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP
552704108
66960.00000000
NS
1537378.47000000
0.306573513101
Long
EC
CORP
CA
N
1
N
N
N
TRICON RESIDENTIAL 2022S-FR1 TR
N/A
TRICON RESIDENTIAL 2022S-FR1 TR 5.344% 04/17/2039 144A
89616QAE1
238000.00000000
PA
USD
229461.70000000
0.045757684827
Long
ABS-CBDO
CORP
US
N
2
2039-04-17
Fixed
0.05344000
N
N
N
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT F TSFR1M+251.448 09/15/2036 144A
05609VAQ8
100000.00000000
PA
USD
99000.00000000
0.019741903759
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.07839810
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408103
3895.00000000
NS
USD
144387.65000000
0.028792798892
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 4% PFD PERP
74460W420
2300.00000000
NS
USD
42504.00000000
0.008475857347
Long
EP
CORP
US
N
1
N
N
N
RITHM CAPITAL CORP
549300WNTHGEO5LP2G31
RITHM CAPITAL CORP SER C 6.375%/VAR PFD PERP
64828T508
10300.00000000
NS
USD
233295.00000000
0.046522095329
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO COML MTG TR 2018-C44
N/A
WELLS FARGO COML MTG TR 2018-C44 3% 05/15/2051 144A
95001JAC1
535000.00000000
PA
USD
383362.81000000
0.076447592930
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
0.03000000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP G TSFR1M+308.828 38 11/15/2038 144A
78472UAN8
120564.72000000
PA
USD
119332.11000000
0.023796394253
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08413610
N
N
N
N
N
N
ARMADA HOFFLER PROPERTIES INC
549300WQRSIV6XZT9313
ARMADA HOFFLER PPTYS INC SER A 6.75% PFD PERP
04208T207
6000.00000000
NS
USD
133920.00000000
0.026705411631
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 3.375% 4/15/32
912810FQ6
20000.00000000
PA
USD
38491.64000000
0.007675739923
Long
DBT
UST
US
N
2
2032-04-15
Fixed
0.03375000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RAILWAY CO
136375102
159.00000000
NS
20937.46000000
0.004175205255
Long
EC
CORP
CA
N
1
N
N
N
PROGRESS RESIDENTIAL TRUST 2021-SFR6
N/A
PROGRESS RESIDENTIAL TRUST 2021-SFR6 3.422% 07/17/2038 144A
74333HAN5
100000.00000000
PA
USD
90753.25000000
0.018097393205
Long
ABS-CBDO
CORP
US
N
2
2038-07-17
Fixed
0.03422000
N
N
N
N
N
N
PENNYMAC MORTGAGE INVESTMENT TRUST
549300BSSOQO1ZWDUJ97
PENNYMAC MTG INVT TR 6.75% PERP PFD
70931T509
1300.00000000
NS
USD
24726.00000000
0.004930690023
Long
EP
CORP
US
N
1
N
N
N
UMH PPTYS INC
529900OM5K3PJ11F0Q09
UMH PPTYS INC 6.75% SER D PFD PERP
903002509
3900.00000000
NS
USD
88764.00000000
0.017700710558
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.125% 02/15/2054
912810TY4
790000.00000000
PA
USD
802870.84000000
0.160103018735
Long
DBT
UST
US
N
2
2054-02-15
Fixed
0.02125000
N
N
N
N
N
N
DYNEX CAPITAL INC
5CIJ4S9HAEBWILA19B65
DYNEX CAP INC 6.9%/VAR PFD PERP C
26817Q878
23400.00000000
NS
USD
567450.00000000
0.113157002913
Long
EP
CORP
US
N
1
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 12% 11/30/2028 144A
28228PAC5
250000.00000000
PA
USD
265734.25000000
0.052990908981
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
0.12000000
N
N
N
N
N
N
SMURFIT KAPPA GROUP PLC
635400CPLP8H5ITDVT56
SMURFIT KAPPA GROUP PLC
N/A
18410.00000000
NS
839551.03000000
0.167417531673
Long
EC
CORP
IE
N
1
N
N
N
BHP GROUP LTD
WZE1WSENV6JSZFK0JC28
BHP GROUP LIMITED
N/A
68494.00000000
NS
1966730.71000000
0.392192004021
Long
EC
CORP
AU
N
1
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.125% 05/15/2032
925650AD5
1250000.00000000
PA
USD
1195621.63000000
0.238422698510
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.05125000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Real Estate Equity Central Fund
31606V674
347901.42500000
NS
USD
44587046.63000000
8.891244277789
Long
EC
RF
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
N/A
6151.00000000
NS
128236.08000000
0.025571963130
Long
EC
CORP
GB
N
2
N
N
N
PETROLEO BRASILEIRO-PETROBRAS
5493000J801JZRCMFE49
PETROBRAS BRASILEIRO SA
N/A
69500.00000000
NS
530458.19000000
0.105780348843
Long
EC
CORP
BR
N
1
N
N
N
BX TR 2022-LBA6
N/A
BX TR 2022-LBA6 TSFR1M+420 01/15/2039 144A
12433EAS0
100000.00000000
PA
USD
98442.57000000
0.019630744876
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.09525330
N
N
N
N
N
N
AMR HMS 15-SFR2
N/A
AMERICAN HOMES 4 RENT 2015-SFR2 TR VAR 10/17/2045 144A
02666BAG1
133883.63580000
PA
USD
1.34000000
0.000000267213
Long
ABS-CBDO
CORP
US
N
3
2052-10-17
Variable
0.00000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.875% 01/15/2029
9128285W6
2203000.00000000
PA
USD
2564298.49000000
0.511354888897
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.00875000
N
N
N
N
N
N
KIMCO REALTY CORP
254900ARY41P4V1JL861
KIMCO REALTY CORP 5.125% PERP PFD
49446R737
11600.00000000
NS
USD
265408.00000000
0.052925850435
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1.5% 02/15/2053
912810TP3
1260000.00000000
PA
USD
1141804.85000000
0.227690923849
Long
DBT
UST
US
N
2
2053-02-15
Fixed
0.01500000
N
N
N
N
N
N
WFCM 2022
N/A
WFCM 2022-C62 4.35% 04/15/2055 144A
95003MBX5
500000.00000000
PA
USD
399866.70000000
0.079738685940
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
0.04351191
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 5.15% SER F PFD PERP
74460W685
3200.00000000
NS
USD
77120.00000000
0.015378743615
Long
EP
CORP
US
N
1
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT TSFR1M+346.048 6 10/15/2036 144A
67118AAU9
61226.84600000
PA
USD
58664.64000000
0.011698501787
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08786480
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
5693.00000000
NS
USD
408415.82000000
0.081443493054
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 MTG TR 4.4699% 07/15/2055
08163QBH0
100000.00000000
PA
USD
95917.79000000
0.019127270495
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.04469900
N
N
N
N
N
N
SG COML MTG SECS TR 2020-COVE
N/A
SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 VAR 03/15/2037 144A
78397FAN3
100000.00000000
PA
USD
87501.64000000
0.017448979350
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03727570
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR G TSFR1M+286.448 07/15/2038 144A
55293BAP0
105000.00000000
PA
USD
103556.20000000
0.020650470041
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08190480
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC
N/A
20569.00000000
NS
277146.92000000
0.055266745676
Long
EC
CORP
GB
N
2
N
N
N
SREIT TR 2021-IND
N/A
SREIT TR 2021-IND G TSFR1M+338.026 21 10/15/2038 144A
78473JAS1
198000.00000000
PA
USD
184895.73000000
0.036870643507
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.08705255
N
N
N
N
N
N
NORTHAM PLATINUM HOLDINGS LTD
3789009D0712C7101695
NORTHAM PLATINUM HOLDINGS LTD
N/A
262940.00000000
NS
1567783.22000000
0.312636620660
Long
EC
CORP
ZA
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TR SER F 6.3% PERP PFD
70509V704
10273.00000000
NS
USD
208952.82000000
0.041667944068
Long
EP
CORP
US
N
1
N
N
N
WFRBS COML MTG TR 2013-C11
N/A
WFRBS 2013-C11 E VAR 3/45
92937EAL8
220000.00000000
PA
USD
133530.67000000
0.026627774102
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.04060395
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.75% 07/15/28
912828Y38
4246000.00000000
PA
USD
4981943.83000000
0.993465208367
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 2.375% 10/15/2028
91282CJH5
4120000.00000000
PA
USD
4243004.10000000
0.846110894893
Long
DBT
UST
US
N
2
2028-10-15
Fixed
0.02375000
N
N
N
N
N
N
GLADSTONE COMMERCIAL CORP
529900EVVV534W8R0T32
GLADSTONE COMMERCIAL CORP SER E 6.625% PFD 12/31/2049
376536702
3600.00000000
NS
USD
84600.00000000
0.016870354121
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1.75% 1/15/28
912810PV4
442000.00000000
PA
USD
645052.54000000
0.128631971360
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.01750000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR J 3.85% 06/15/2023 144A
05608WAU8
529646.35000000
PA
USD
518052.76000000
0.103306542731
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.09190480
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC G TSFR1M+306.058 21 10/15/2036 144A
05609PAS7
198000.00000000
PA
USD
189517.94000000
0.037792373052
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08385580
N
N
N
N
N
N
TWO HARBORS INVESTMENT COR
549300ZUIBT6KH4HU823
TWO HARBORS INVT CORP 8.125% SER A PERP PFD
90187B200
6938.00000000
NS
USD
159435.24000000
0.031793486504
Long
EP
CORP
US
N
1
N
N
N
ALCOA CORP
549300T12EZ1F6PWWU29
ALCOA CORP
013872106
4740.00000000
NS
USD
160164.60000000
0.031938930494
Long
EC
CORP
US
N
1
N
N
N
TRICON RESIDENTIAL 2022S-FR1 TR
N/A
TRICON RESIDENTIAL 2022S-FR1 TR 5.739% 04/17/2039 144A
89616QAF8
295000.00000000
PA
USD
284858.17000000
0.056804470477
Long
ABS-CBDO
CORP
US
N
2
2039-04-17
Fixed
0.05739000
N
N
N
N
N
N
CHAMPION IRON LTD
894500WQI96G4T75O202
CHAMPION IRON LTD
N/A
375080.00000000
NS
1777722.20000000
0.354501218019
Long
EC
CORP
AU
N
1
N
N
N
PROGRESS RESIDENTIAL 2022-SFR2 TR
N/A
PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A
74332VAL9
100000.00000000
PA
USD
93215.53000000
0.018588404264
Long
ABS-CBDO
CORP
US
N
2
2027-04-17
Fixed
0.04800000
N
N
N
N
N
N
BENCHMARK 2020-IG2 MTG TR
N/A
BENCHMARK 2020-IG2 D MT VAR 09/15/2048 144A
08162NAR7
417000.00000000
PA
USD
147438.36000000
0.029401150642
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
0.03293059
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1% 02/15/2049
912810SG4
1980000.00000000
PA
USD
1902427.24000000
0.379369045272
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.01000000
N
N
N
N
N
N
PKHL COML MTG TR 2021-MF
N/A
PKHL COML MTG TR 2021-MF G TSFR1M+446.448 07/15/2038 144A
69356GAS8
100000.00000000
PA
USD
64248.58000000
0.012812012960
Long
ABS-MBS
CORP
US
N
3
2038-07-15
Variable
0.09790480
N
N
N
N
N
N
BANK 2022-BNK42
N/A
BANK 2017-BNK4 2.5% 06/15/2055 144A
06541MAL8
180000.00000000
PA
USD
116187.82000000
0.023169381419
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
N
N
N
N
N
N
HEALTHCARE TRUST INC
549300Z2NSUGF5NF2Y30
HEALTHCARE TRUST INC 7.125% PERP PFD
42226B303
2000.00000000
NS
USD
31800.00000000
0.006341338783
Long
EP
CORP
US
N
1
N
N
N
BX TR 2022-LBA6
N/A
BX TR 2022-LBA6 TSFR1M+335 01/15/2039 144A
12433EAQ4
100000.00000000
PA
USD
98785.44000000
0.019699117670
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08675330
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 TSFR1M+450 05/17/2024 144A
78474PAN7
500000.00000000
PA
USD
486397.40000000
0.096994047068
Long
ABS-CBDO
CORP
US
N
2
2024-05-17
Variable
0.09825330
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
350000.00000000
PA
USD
324631.41000000
0.064735778319
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
SAUL CENTERS INC
N/A
SAUL CENTERS INC 6.125% SER D PFD PERP
804395804
1300.00000000
NS
USD
29140.28000000
0.005810955588
Long
EP
CORP
US
N
1
N
N
N
SREIT TRUST
N/A
SREIT TRUST TSFR1M+273.268 61820 11/15/2036 144A
85236WCQ7
100000.00000000
PA
USD
98187.50000000
0.019579880559
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08057680
N
N
N
N
N
N
AGREE REALTY CORP
N/A
AGREE REALTY CORP 4.375% PERP PFD
008492209
1500.00000000
NS
USD
26655.00000000
0.005315358027
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
NEXTERA ENERGY INC
65339F101
6899.00000000
NS
USD
440915.09000000
0.087924275484
Long
EC
CORP
US
N
1
N
N
N
HILTON GRAND VACATIONS BORROWER ESCROW LLC
N/A
HILTON GRAND VACATIONS BORROWER ESCROW LLC 4.875% 07/01/2031 144A
43284MAB4
395000.00000000
PA
USD
353657.36000000
0.070523935000
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
0.04875000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC CL A
902494103
12380.00000000
NS
USD
727077.40000000
0.144988808653
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032
02666TAE7
1000000.00000000
PA
USD
879372.11000000
0.175358379440
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.625% 02/15/2043
912810RA8
2297000.00000000
PA
USD
2367328.61000000
0.472076500872
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.00625000
N
N
N
N
N
N
SOTHERLY HOTELS INC
549300IYTT21F61LSR10
SOTHERLY HOTELS INC SER C 7.875% PERP PFD
83600C400
1700.00000000
NS
USD
32079.00000000
0.006396975057
Long
EP
CORP
US
N
1
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ANGLO AMERICAN PLC
N/A
42120.00000000
NS
1037955.88000000
0.206982071614
Long
EC
CORP
GB
N
2
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2011-C3
N/A
JPMCC 2011-C3 E CSTR 2/46
46635TBD3
200000.00000000
PA
USD
81979.02000000
0.016347696193
Long
ABS-MBS
CORP
US
N
3
2046-02-15
Variable
0.05525908
N
N
N
N
N
N
ALAMOS GOLD INC
549300TDOX73YGYXE959
ALAMOS GOLD INC A
011532108
45920.00000000
NS
676994.13000000
0.135001545054
Long
EC
CORP
CA
N
1
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC
36168Q104
8167.00000000
NS
USD
281761.50000000
0.056186953699
Long
EC
CORP
CA
N
1
N
N
N
HELIOS TOWERS PLC
213800DGC7GS4XCHCU30
HELIOS TOWERS PLC
N/A
101422.00000000
NS
121481.28000000
0.024224967054
Long
EC
CORP
GB
N
1
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP SER G 7.75%/VAR PFD PERP
00123Q856
16000.00000000
NS
USD
382080.00000000
0.076191783722
Long
EP
CORP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC SER B 6.875% PFD PERP
379378409
2200.00000000
NS
USD
42416.00000000
0.008458308988
Long
EP
CORP
US
N
1
N
N
N
PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD
N/A
PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD 3% 12/26/2070 144A
74167UAE7
350000.00000000
PA
USD
270515.00000000
0.053944253490
Long
ABS-MBS
CORP
US
N
2
2070-12-26
Fixed
0.03000000
N
N
N
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
CHIMERA INVESTMENT CORP 8%/VAR PERP PFD
16934Q604
5000.00000000
NS
USD
122500.00000000
0.024428113238
Long
EP
CORP
US
N
1
N
N
N
GLOBAL MEDICAL REIT INC
549300HFRIPQDYU3GU60
GLOBAL MEDICAL REIT INC SER A 7.5% PFD PERP
37957W203
2100.00000000
NS
USD
52710.00000000
0.010511068153
Long
EP
CORP
US
N
1
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RES CORP
03674X106
106001.00000000
NS
USD
3074029.00000000
0.613001865380
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC 3.9% 04/15/2032
29444UBU9
250000.00000000
PA
USD
226210.44000000
0.045109340766
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03900000
N
N
N
N
N
N
TWO HARBORS INVESTMENT COR
549300ZUIBT6KH4HU823
TWO HARBORS INV CORP 7.625% SER B PFD PERP
90187B309
6320.00000000
NS
USD
144096.00000000
0.028734640042
Long
EP
CORP
US
N
1
N
N
N
CUSHMAN and WAKEFIELD US BORROWER LLC
549300870CMN3WI5IF97
CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A
23166MAA1
285000.00000000
PA
USD
281432.74000000
0.056121394625
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIES INC
N/A
HUDSON PACIFIC PROPERTIES INC 4.75% PFD PERP C
444097307
18100.00000000
NS
USD
255934.00000000
0.051036610069
Long
EP
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
02666TAC1
750000.00000000
PA
USD
609172.45000000
0.121477008898
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS INC
335934105
152525.00000000
NS
1639484.70000000
0.326934840030
Long
EC
CORP
CA
N
1
N
N
N
GLADSTONE COMMERCIAL CORP
529900EVVV534W8R0T32
GLADSTONE COMMERCIAL CORP SER G 6% PFD PERP
376536884
18200.00000000
NS
USD
364000.00000000
0.072586393621
Long
EP
CORP
US
N
1
N
N
N
TATA STEEL LTD
335800E6C75YGSGD5T66
TATA STEEL LTD (DEMAT)
N/A
460100.00000000
NS
860002.58000000
0.171495840075
Long
EC
CORP
IN
N
1
N
N
N
UPM KYMMENE CORP
213800EC6PW5VU4J9U64
UPM KYMMENE CORP
N/A
85490.00000000
NS
2847167.46000000
0.567762686699
Long
EC
CORP
FI
N
1
N
N
N
MHC COML MTG TR 2021-MHC
N/A
MHC 2021 MHC G TSFR1M+331.544 9 04/15/2026 144A
55316VAN4
167775.33000000
PA
USD
165880.59000000
0.033078774175
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08640442
N
N
N
N
N
N
RELIANCE INC
549300E287ZOFT3C5Z56
RELIANCE INC
759509102
7340.00000000
NS
USD
2452881.20000000
0.489136813984
Long
EC
CORP
US
N
1
N
N
N
PROGRESS RESIDENTIAL 2022-SFR4 TR
N/A
PROGRESS RESIDENTIAL 2022-SFR4 TR 6.121% 05/17/2041 144A
74332XAJ0
221000.00000000
PA
USD
215652.51000000
0.043003950484
Long
ABS-CBDO
CORP
US
N
2
2041-05-17
Fixed
0.06121000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851109
3217.00000000
NS
USD
231077.11000000
0.046079818855
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.125% 2/15/41
912810QP6
1035000.00000000
PA
USD
1477156.31000000
0.294564421314
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.02125000
N
N
N
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 MTG TR 2.5% 07/15/2055 144A
08163QAN8
250000.00000000
PA
USD
143949.20000000
0.028705366188
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.02500000
N
N
N
N
N
N
ALLIANCE RESOURCE PARTNERS MLP
529900T4Q5UPWOUFG783
ALLIANCE RES PARTNRS LP UNIT
01877R108
16230.00000000
NS
USD
325411.50000000
0.064891338538
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.875% 2/15/47
912810RW0
523000.00000000
PA
USD
515540.12000000
0.102805489225
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.00875000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A
26863LAN4
478443.10000000
PA
USD
473658.67000000
0.094453776546
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08107480
N
N
N
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP 7/VAR PFD PERP
00123Q500
14200.00000000
NS
USD
356846.00000000
0.071159791808
Long
EP
CORP
US
N
1
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC CORP NEW
302491303
13330.00000000
NS
USD
849121.00000000
0.169325909721
Long
EC
CORP
US
N
1
N
N
N
NATIONAL STORAGE AFFILIATES TRUST
529900FS06O8GOYNR108
NATIONAL STORAGE AFFILIATES SER A 6% PFD PERP
637870205
200.00000000
NS
USD
4624.00000000
0.000922086494
Long
EP
CORP
US
N
1
N
N
N
STWD TR 2021-LIH
N/A
STWD TR 2021-LIH TSFR1M+424.7 11/15/2036 144A
78486EAU2
42000.00000000
PA
USD
40008.70000000
0.007978261666
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09640000
N
N
N
N
N
N
PENNSYLVANIA REAL EST INVT TR
5493001GPBXRIG8WJO70
PENNSYLVANIA REAL EST INVT TR SER D 6.875% PFD PERP
709102701
2500.00000000
NS
USD
1097.25000000
0.000218806100
Long
EP
CORP
US
N
1
N
N
N
ERO COPPER CORP
549300KL8A21SEIO8I47
ERO COPPER CORP
296006109
37920.00000000
NS
731217.30000000
0.145814359233
Long
EC
CORP
CA
N
1
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-XL
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL J TSFR1M+276.448 10/15/2036 144A
056054AL3
80094.02000000
PA
USD
78952.99000000
0.015744265960
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08089810
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135U109
182300.00000000
NS
3644519.58000000
0.726765199988
Long
EC
CORP
CA
N
1
N
N
N
BILLERUD AB
549300A5J49FO7XDGE08
BILLERUD AB
N/A
23800.00000000
NS
213497.38000000
0.042574189181
Long
EC
CORP
SE
N
1
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
46188BAD4
1000000.00000000
PA
USD
915171.08000000
0.182497165505
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO F TSFR1M+291.681 82 05/15/2038 144A
05608KAL4
251690.86000000
PA
USD
248230.11000000
0.049500352948
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.08241810
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TR SER E 6.375% PERP PFD
70509V605
8700.00000000
NS
USD
178698.00000000
0.035634734525
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-H1
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050
61691JBA1
231000.00000000
PA
USD
204146.92000000
0.040709584318
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.04281000
N
N
N
N
N
N
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR
N/A
CD 2017-CD4 D 3.3% 05/10/2050 144A
12515DAF1
56000.00000000
PA
USD
43681.10000000
0.008710586589
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03300000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
607.00000000
NS
USD
149279.51000000
0.029768300199
Long
EC
CORP
US
N
1
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Floating Rate Central Fund
31606V708
1276293.87400000
NS
USD
125906390.67000000
25.10739239742
Long
EC
RF
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 01/15/2031
91282CBF7
3150000.00000000
PA
USD
3319533.13000000
0.661958622017
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.00125000
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022-C1 MORTGAGE TRUST 2022-C1 360E CSTR 02/15/2042 144A
05609MDE2
105000.00000000
PA
USD
64632.41000000
0.012888553716
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
0.03938660
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT C 6.43808% 06/10/2028 144A
17291NAE1
250000.00000000
PA
USD
246922.10000000
0.049239518528
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
0.05852422
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
432833AL5
350000.00000000
PA
USD
312818.24000000
0.062380076650
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.04000000
N
N
N
N
N
N
HOME PARTNERS AMER 2021-1 TR
N/A
HOME PARTNERS AMER 2021-1 TR 3.325% 09/17/2041 144A
437300AL0
85107.89000000
PA
USD
67186.16000000
0.013397805098
Long
ABS-CBDO
CORP
US
N
2
2041-09-17
Fixed
0.03325000
N
N
N
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC SER A 7.25% PFD PERP
379378300
9300.00000000
NS
USD
190464.00000000
0.037981029875
Long
EP
CORP
US
N
1
N
N
N
WP GLIMCHER MALL TR 15-WPG
N/A
JPMDB 2015-WPG PR1 CSTAR 6/5/35 144A
92939VAL8
140000.00000000
PA
USD
107247.18000000
0.021386500061
Long
ABS-MBS
CORP
US
N
3
2035-06-05
Variable
0.03516000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES INC
254900OBQWJK6X20LS71
SUMMIT HOTEL PPTYS INC SERIES E 6.25% PFD PERP
866082605
6800.00000000
NS
USD
139808.00000000
0.027879556372
Long
EP
CORP
US
N
1
N
N
N
DIGITAL REALTY TRUST INC
549300HKCZ31D08NEI41
DIGITAL RLTY TR INC SER L 5.2% PERP PFD
253868822
12700.00000000
NS
USD
281432.00000000
0.056121247059
Long
EP
CORP
US
N
1
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
N/A
357500.00000000
NS
1532529.81000000
0.305606626444
Long
EC
CORP
BR
N
1
N
N
N
BAMLL COML MTG SECS TR 2021-JACX
N/A
BAMLL COML MTG SECS TR 2021-JACX E TSFR1M+386.448 09/15/2038 144A
05493LAN6
106000.00000000
PA
USD
79942.82000000
0.015941651098
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
0.09190480
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 4% 01/15/2031
361841AQ2
500000.00000000
PA
USD
446158.15000000
0.088969810696
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031
46188BAA0
750000.00000000
PA
USD
595942.55000000
0.118838792610
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02000000
N
N
N
N
N
N
SUNSTONE HOTEL INVS INC NEW
529900ZQ2V52V96ATF67
SUNSTONE HOTEL INVS INC SER I 5.7% PERP PFD
867892887
9600.00000000
NS
USD
190464.00000000
0.037981029875
Long
EP
CORP
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC SER F 6.25%/VAR PFD PERP
038923850
13000.00000000
NS
USD
264550.00000000
0.052754753935
Long
EP
CORP
US
N
1
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A
92564RAB1
500000.00000000
PA
USD
472862.35000000
0.094294979851
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
REGENCY CENTERS CORP(REIT)
529900053A7X7FJ97S58
REGENCY CENTERS CORP(REIT) 5.875% PERP PFD
758849871
2000.00000000
NS
USD
46740.00000000
0.009320571532
Long
EP
CORP
US
N
1
N
N
N
REGENCY CENTERS CORP(REIT)
529900053A7X7FJ97S58
REGENCY CENTERS CORP REIT SER A 6.25% PFD PERP
758849889
4500.00000000
NS
USD
108720.00000000
0.021680199765
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY CAP I TR 2011-C3
N/A
MSC 2011-C3 G CSTR 07/49
61760RAS1
112000.00000000
PA
USD
96376.15000000
0.019218673515
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.04943947
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
250000.00000000
PA
USD
207671.00000000
0.041412332279
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 07/15/2031
91282CCM1
4146000.00000000
PA
USD
4219977.10000000
0.841519007844
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.00125000
N
N
N
N
N
N
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR
N/A
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR CSTR 05/10/2050
12515DAV6
232000.00000000
PA
USD
204744.64000000
0.040828777557
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
0.04349700
N
N
N
N
N
N
CEDAR REALTY TRUST INC
54930056URX93R2RSN82
CEDAR RLTY TR I 7.25% PFD PERP
150602407
1673.00000000
NS
USD
27186.25000000
0.005421296273
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2021-L5
N/A
MORGAN STANLEY CAPITAL I TRUST 2021-L5 C 3.156% 05/15/2054
61691YBB6
513000.00000000
PA
USD
400548.40000000
0.079874625898
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
0.03156000
N
N
N
N
N
N
OPEN TR 2023-AIR
N/A
OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A
68373BAG6
239215.55000000
PA
USD
240692.08000000
0.047997170495
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Variable
0.12009076
N
N
N
N
N
N
SIGMA LITHIUM CORP
N/A
SIGMA LITHIUM CORP
826599102
30035.00000000
NS
USD
389253.60000000
0.077622294033
Long
EC
CORP
CA
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
41560.00000000
NS
USD
2396765.20000000
0.477946544577
Long
EC
CORP
US
N
1
N
N
N
BX TR 2022-VAMF
N/A
BX TR 2022-VAMF TSFR1M+329.9 01/15/2039 144A
05609TAL4
157000.00000000
PA
USD
146719.58000000
0.029257816444
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08624330
N
N
N
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC 7.5% PFD PERP
379378508
16700.00000000
NS
USD
355710.00000000
0.070933258448
Long
EP
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.25% 07/15/2029
9128287D6
3663000.00000000
PA
USD
4071040.59000000
0.811819106361
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.00250000
N
N
N
N
N
N
INDEPENDENCE PLAZA TR 2018-INDP
N/A
INDEPENDENCE PLAZA TR 2018-INDP E 4.996% 07/10/2035 144A
45378YAS3
100000.00000000
PA
USD
92765.72000000
0.018498706226
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
0.04996000
N
N
N
N
N
N
CANADIAN PACIFIC KANSAS CITY LTD
N/A
CANADIAN PACIFIC KANSAS CITY LTD
13646K108
1059.00000000
NS
USD
93372.03000000
0.018619612425
Long
EC
CORP
CA
N
1
N
N
N
PENNYMAC MORTGAGE INVESTMENT TRUST
549300BSSOQO1ZWDUJ97
PENNYMAC MTG INVT TR 8.125/VAR PREF PERP
70931T301
5700.00000000
NS
USD
135508.95000000
0.027022269186
Long
EP
CORP
US
N
1
N
N
N
STORA ENSO CORP
7437000ZP669LKUTZ738
STORA ENSO AB R 1/10 VTG(FINL)
N/A
88660.00000000
NS
1232461.08000000
0.245768969989
Long
EC
CORP
FI
N
1
N
N
N
GS MTG SECS TR 2011-GC5
N/A
GS MTG SECS TR 2011-GC5 4.5% 08/10/2044 144A
36191YAQ1
42000.00000000
PA
USD
126.00000000
0.000025126059
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Fixed
0.04500000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE HOMES INC 5.25% 06/01/2027
87265HAF6
100000.00000000
PA
USD
97671.58000000
0.019476999317
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP SER F 6.125%/VAR PFD PERP
00123Q872
7000.00000000
NS
USD
160930.00000000
0.032091561333
Long
EP
CORP
US
N
1
N
N
N
JP MORGAN CHASE COML MTG SECS TR 2012-CIBX
N/A
JPMCC 2012-CBX G 4.0% 6/45 144A
46637WAU7
151000.00000000
PA
USD
102176.67000000
0.020375373592
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 01/15/2032
91282CDX6
4250000.00000000
PA
USD
4130314.83000000
0.823639170417
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.00125000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTNERSHIP LP
54930012UY5Z4Q8NL108
SAFEHOLD OPERATING PARTNERSHIP LP 6.1% 04/01/2034
785931AA4
250000.00000000
PA
USD
248392.33000000
0.049532701752
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.06100000
N
N
N
N
N
N
KIMCO REALTY CORP
254900ARY41P4V1JL861
KIMCO REALTY CORP SER M 5.25% PFD PERP
49446R711
16500.00000000
NS
USD
378345.00000000
0.075446975535
Long
EP
CORP
US
N
1
N
N
N
KANSAI ELECTRIC POWER CO INC
353800PFUKP5ONPJNZ86
KANSAI ELECTRIC POWER CO INC
N/A
5577.00000000
NS
79577.18000000
0.015868737666
Long
EC
CORP
JP
N
2
N
N
N
REXFORD INDL RLTY INC
549300MSLO0DF0EMX355
REXFORD INDL RLTY INC SER B 5.875% PERP PFD
76169C308
1200.00000000
NS
USD
26640.00000000
0.005312366829
Long
EP
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 4% 07/15/2029
756109CB8
250000.00000000
PA
USD
237454.86000000
0.047351626196
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 VINO G TSFR1M+406.681 82 05/15/2038 144A
05608KAN0
151921.51000000
PA
USD
150467.09000000
0.030005119290
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.09391810
N
N
N
N
N
N
ANNALY CAPITAL MANAGEMENT INC
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT INC 6.5%/VAR PFD PERP
035710862
23000.00000000
NS
USD
567640.00000000
0.113194891416
Long
EP
CORP
US
N
1
N
N
N
SEGRO PLC
213800XC35KGM9NFC641
SEGRO PLC
N/A
14853.00000000
NS
169432.79000000
0.033787129635
Long
EC
CORP
GB
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TR SER H 5.7% PERP PFD
70509V886
10600.00000000
NS
USD
197690.00000000
0.039421989437
Long
EP
CORP
US
N
1
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 5.3% 01/15/2029
361841AL3
1000000.00000000
PA
USD
983284.00000000
0.196079778752
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05300000
N
N
N
N
N
N
BANK 2021-BNK38
N/A
BANK 2021-BNK38 3.21677%/VAR 12/15/2064
06540EBC6
554000.00000000
PA
USD
423131.18000000
0.084377929629
Long
ABS-MBS
CORP
US
N
2
2064-12-15
Variable
0.03217467
N
N
N
N
N
N
BMO 2023-C5 MTG TR
N/A
BMO 2023-C5 B MTG TR CSTR 06/15/2056
055988AJ8
250000.00000000
PA
USD
261814.08000000
0.052209175457
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Variable
0.06476047
N
N
N
N
N
N
CREST CLARENDON STR 02 1 LTD
N/A
CREST CLARENDON STR 02 1 LTD 3ML+47 12/28/2035 144A
226063204
500000.00000000
PA
USD
0.05000000
0.000000009970
Long
ABS-CBDO
CORP
KY
N
3
2035-12-28
Variable
0.06041030
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1% 2/15/46
912810RR1
163000.00000000
PA
USD
169958.56000000
0.033891975097
Long
DBT
UST
US
N
2
2046-02-15
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.375% 07/15/2025
912828XL9
4353000.00000000
PA
USD
5534550.18000000
1.103662191990
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.375% 07/15/2027
9128282L3
1799000.00000000
PA
USD
2157255.65000000
0.430185186136
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.00375000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 4% PERP PFD
74460W461
1200.00000000
NS
USD
22212.00000000
0.004429365316
Long
EP
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 6% PFD PERP
756109880
6700.00000000
NS
USD
165624.00000000
0.033027606750
Long
EP
CORP
US
N
1
N
N
N
MHC COML MTG TR 2021-MHC
N/A
MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A
55316VAL8
83887.67000000
PA
USD
83049.12000000
0.016561088225
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08040442
N
N
N
N
N
N
BX TR 2019-OC11
N/A
BX TR 2019-OC11 4.075457% 12/09/2041 144A
05606FAN3
284000.00000000
PA
USD
245224.29000000
0.048900952855
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
0.03943990
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
ULTRATECH CEMENT LTD
N/A
3400.00000000
NS
397545.08000000
0.079275724338
Long
EC
CORP
IN
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.125% 2/15/40
912810QF8
794000.00000000
PA
USD
1147225.28000000
0.228771828974
Long
DBT
UST
US
N
2
2040-02-15
Fixed
0.02125000
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT G TSFR1M+251.248 10/15/2036 144A
67118AAS4
205406.17910000
PA
USD
200271.02000000
0.039936678815
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07838480
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 1.25% 04/15/2028
91282CGW5
2120000.00000000
PA
USD
2116632.34000000
0.422084363142
Long
DBT
UST
US
N
2
2028-04-15
Fixed
0.01250000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C52
N/A
WELLS FARGO COML MTG TR 2019-C52 3.561% 08/15/2052
95002MBC2
100000.00000000
PA
USD
79676.49000000
0.015888541388
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03561000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 2.35% 03/15/2032
30225VAG2
500000.00000000
PA
USD
400058.95000000
0.079777023122
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02350000
N
N
N
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC
N/A
138112.00000000
NS
4582487.26000000
0.913808307749
Long
EC
CORP
GB
N
2
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 4.125% 02/01/2029 144A
44267DAE7
40000.00000000
PA
USD
35950.30000000
0.007168963259
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04125000
N
N
N
N
N
N
MONDI PLC
213800LOZA69QFDC9N34
MONDI PLC
N/A
12.00000000
NS
211.36000000
0.000042147967
Long
EC
CORP
GB
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT INC
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT INC 6.95%/VAR PERP PFD
035710870
8800.00000000
NS
USD
221056.00000000
0.044081477550
Long
EP
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 4.75% SER K PFD PERP
74460W578
13800.00000000
NS
USD
298770.00000000
0.059578672588
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.75% 2/15/42
912810QV3
57000.00000000
PA
USD
62126.29000000
0.012388800385
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.00750000
N
N
N
N
N
N
DIGITAL REALTY TRUST INC
549300HKCZ31D08NEI41
DIGITAL RLTY TR INC 5.25% PFD PERP
253868855
5800.00000000
NS
USD
127890.00000000
0.025502950220
Long
EP
CORP
US
N
1
N
N
N
PENNSYLVANIA REAL EST INVT TR
5493001GPBXRIG8WJO70
PENNSLVNA 7.375% PFD PERP
709102503
4082.00000000
NS
USD
1719.34000000
0.000342859038
Long
EP
CORP
US
N
1
N
N
N
PROGRESS RESIDENTIAL 2022-SFR5
N/A
PROGRESS RESIDENTIAL 2022-SFR5 6.863% 06/17/2039 144A
74332YAL3
336000.00000000
PA
USD
332913.71000000
0.066387378011
Long
ABS-CBDO
CORP
US
N
2
2039-06-17
Fixed
0.06863000
N
N
N
N
N
N
SREIT TR 2021-PALM
N/A
SREIT TR 2021-PALM TSFR1M+373.058 61 10/15/2034 144A
85237AAN3
164000.00000000
PA
USD
161324.36000000
0.032170201911
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
0.09055580
N
N
N
N
N
N
Fidelity Oxford Street Trust II
549300OEP6Z1TBUGHH59
Fidelity Commodity Strategy Central Fund
316167303
811092.92670000
NS
USD
73428242.65000000
14.64255858226
Long
EC
RF
US
N
1
N
N
N
CSAIL 2019-C16 COML MTG TR
N/A
CSAIL 2019-C16 COML MTG TR C CSTR 06/15/2052
12596WAJ3
750000.00000000
PA
USD
633763.28000000
0.126380744244
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
0.04237100
N
N
N
N
N
N
REXFORD INDL RLTY INC
549300MSLO0DF0EMX355
REXFORD INDL RLTY INC SER C 5.625% PERP PFD
76169C407
4400.00000000
NS
USD
95040.00000000
0.018952227609
Long
EP
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.625% 01/15/2026
912828N71
3282000.00000000
PA
USD
4135236.38000000
0.824620592300
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.00625000
N
N
N
N
N
N
HOME PARTNERS AMER 2021-2 TR
N/A
HOME PARTNERS AMER 2021-2 TR 4.505% 12/17/2026 144A
43732VAN6
181712.07000000
PA
USD
160285.27000000
0.031962993681
Long
ABS-CBDO
CORP
US
N
2
2026-12-17
Fixed
0.04505000
N
N
N
N
N
N
KODIAK GAS SERVICES INC
N/A
KODIAK GAS SERVICES INC
50012A108
4680.00000000
NS
USD
127951.20000000
0.025515154306
Long
EC
CORP
US
N
1
N
N
N
TECK RESOURCES LTD
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD SUB VTG CLB
878742204
76910.00000000
NS
3520298.25000000
0.701993830880
Long
EC
CORP
CA
N
1
N
N
N
CELLNEX TELECOM SAU
5493008T4YG3AQUI7P67
CELLNEX TELECOM SAU
N/A
7396.00000000
NS
261631.30000000
0.052172726718
Long
EC
CORP
ES
N
2
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.5% 1/15/29
912810PZ5
1249000.00000000
PA
USD
1842670.26000000
0.367452716503
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.02500000
N
N
N
N
N
N
VORNADO REALTY TRUST
N/A
VORNADO RLTY SR L 5.4% PFD PRP
929042844
1000.00000000
NS
USD
14980.00000000
0.002987209275
Long
EP
CORP
US
N
1
N
N
N
FERROVIAL SE
72450022R2ZFL41Y6I04
FERROVIAL SE
N/A
3488.00000000
NS
138027.90000000
0.027524580989
Long
EC
CORP
NL
N
1
N
N
N
PRIMA CAP LTD 2021-9A
N/A
PRIMA CAP LTD 2021-9A C TSFR1M+246.448 12/15/2037 144A
74167FAA8
143092.42000000
PA
USD
136890.38000000
0.027297744521
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.07790800
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 01/15/2030
912828Z37
3123000.00000000
PA
USD
3387829.19000000
0.675577755792
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.00125000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032
866677AH0
4000.00000000
PA
USD
3587.35000000
0.000715364832
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04200000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
651.00000000
NS
USD
68895.33000000
0.013738636104
Long
EC
CORP
US
N
1
N
N
N
HILTON USA TR 2016-HHV
N/A
HILT 2016-HHV F CSTR 11/38 144A
43300LAQ3
163000.00000000
PA
USD
150025.93000000
0.029917146177
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 3.85% 06/15/2032
95040QAR5
500000.00000000
PA
USD
452293.75000000
0.090193330137
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
0.03850000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C52
N/A
WELLS FARGO COML MTG TR 2019-C52 3.375% 08/15/2052
95002MBB4
785000.00000000
PA
USD
670668.60000000
0.133740151069
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.375% 01/15/2027
912828V49
4303000.00000000
PA
USD
5237959.60000000
1.044518124451
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.00375000
N
N
N
N
N
N
JPMCC 2021-MHC
N/A
JPMCC 2021-MHC F TSFR1M+306.448 04/15/2038 144A
466330AQ0
210000.00000000
PA
USD
207740.97000000
0.041426285219
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08390480
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A
91327BAA8
235000.00000000
PA
USD
182131.23000000
0.036319365801
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
BBCMS MTG TR 2022-C16
N/A
BBCMS MTG TR 2022-C16 CSTR 06/15/2055
05552YAL0
750000.00000000
PA
USD
630696.53000000
0.125769193907
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
0.04600000
N
N
N
N
N
N
TIMES SQUARE HOTEL TR
N/A
TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A
887367AA8
160973.10970000
PA
USD
160376.66000000
0.031981218050
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.08528000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.125% 02/15/2052
912810TE8
2280000.00000000
PA
USD
1488451.50000000
0.296816830950
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.00125000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031
681936BM1
500000.00000000
PA
USD
426781.38000000
0.085105827579
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
969457100
6803.00000000
NS
USD
265112.91000000
0.052867005602
Long
EC
CORP
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS INC
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC
125269100
6520.00000000
NS
USD
542529.20000000
0.108187467204
Long
EC
CORP
US
N
1
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA E 3.54875% 03/09/2044 144A
12433XAJ8
789000.00000000
PA
USD
649670.25000000
0.129552803546
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03548750
N
N
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 5.746245% 11/15/2055
06540KAJ8
100000.00000000
PA
USD
105348.09000000
0.021007796505
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05745034
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.7% 04/15/2031
03027XBM1
750000.00000000
PA
USD
634918.22000000
0.126611054490
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02700000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PPTYS 4.95% 04/15/2028
26884UAE9
250000.00000000
PA
USD
237901.45000000
0.047440682123
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04950000
N
N
N
N
N
N
CREDIT SUISSE COM MTG TR 2021
N/A
CREDIT SUISSE COM MTG TR 2021-SOP2 F STEP 06/15/2034 144A
12657VAQ5
80000.00000000
PA
USD
24210.54000000
0.004827900511
Long
ABS-MBS
CORP
US
N
3
2034-06-15
Variable
0.09656688
N
N
N
N
N
N
MHP 2022-MHIL F
N/A
MHP 2022-MHIL F TSFR1M+325.92 01/15/2027 144A
55293DAL5
91161.39000000
PA
USD
90309.58000000
0.018008919565
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.08584530
N
N
N
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC 7.375% PFD PERP E
379378607
10000.00000000
NS
USD
214200.00000000
0.042714300862
Long
EP
CORP
US
N
1
N
N
N
BRAEMAR HOTELS and RESORTS INC
549300JDUUEBN868C776
BRAEMAR HOTELS and RESORTS INC 5.5% PERP PFD
10482B200
2700.00000000
NS
USD
36315.27000000
0.007241743084
Long
EP
CORP
US
N
2
N
N
N
ARMOUR RESIDENTIAL REIT INC
549300K0WA0EJUX74V72
ARMOUR RESDNTL REIT INC SER C 7% PERP PFD
042315606
1000.00000000
NS
USD
20850.00000000
0.004157764579
Long
EP
CORP
US
N
1
N
N
N
SUMITOMO METAL MINING CO LTD
353800CF81IXL9974H84
SUMITOMO METAL MINING CO LTD
N/A
7610.00000000
NS
227237.16000000
0.045314082256
Long
EC
CORP
JP
N
2
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 10/15/2025
91282CAQ4
2584000.00000000
PA
USD
2979379.51000000
0.594127510608
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.00125000
N
N
N
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
CHIMERA INVESTMENT CORP SER C 7.75/VAR PERP PFD
16934Q505
8700.00000000
NS
USD
179220.00000000
0.035738828200
Long
EP
CORP
US
N
1
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2022-NXSS
N/A
J P MORGAN CHASE COML MTG SECS TR 2022-NXSS D TSFR1M+412.9 08/15/2039 144A
465979AL6
330000.00000000
PA
USD
332784.38000000
0.066361587906
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
0.09454330
N
N
N
N
N
N
BANK 2020-BNK30
N/A
BANK 2020-BN30 MCDG CSTR 12/53
06541UBJ4
264000.00000000
PA
USD
107058.12000000
0.021348799007
Long
ABS-MBS
CORP
US
N
3
2053-12-15
Variable
0.02918230
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 3.625 4/15/28
912810FD5
890000.00000000
PA
USD
1803824.30000000
0.359706320506
Long
DBT
UST
US
N
2
2028-04-15
Fixed
0.03625000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+372.938 49 11/15/2036 144A
26863LAS3
209755.85000000
PA
USD
199339.84000000
0.039750989260
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.09055380
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278X109
2790.00000000
NS
USD
552894.30000000
0.110254404645
Long
EC
CORP
US
N
1
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP SER E 6.5%/VAR PFD PERP
00123Q807
17400.00000000
NS
USD
419340.00000000
0.083621918410
Long
EP
CORP
US
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD
70509V803
17200.00000000
NS
USD
353288.00000000
0.070450279752
Long
EP
CORP
US
N
1
N
N
N
SVENSKA CELLULOSA AB SCA
549300FW5JDRV1IJ0M67
SVENSKA CELLULOSA AB CL B
N/A
71910.00000000
NS
1103775.50000000
0.220107370640
Long
EC
CORP
SE
N
1
N
N
ANNALY CAPITAL MANAGEMENT INC
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT INC SER I 6.75/VAR PFD PERP
035710847
8600.00000000
NS
USD
213968.00000000
0.042668037006
Long
EP
CORP
US
N
1
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
6112608.34900000
NS
USD
6113830.87000000
1.219178390292
Long
STIV
RF
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 1.375% 07/15/2033
91282CHP9
3780000.00000000
PA
USD
3683550.37000000
0.734548453522
Long
DBT
UST
US
N
2
2033-07-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 07/15/2026
912828S50
2697000.00000000
PA
USD
3324264.47000000
0.662902113522
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.00125000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 5.1% 08/01/2033
74460WAG2
500000.00000000
PA
USD
502169.51000000
0.100139213510
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
0.05100000
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 3.25% 01/15/2032
361841AR0
250000.00000000
PA
USD
210456.95000000
0.041967887398
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.03250000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PPTYS 3.6% 11/15/2031
26884UAG4
250000.00000000
PA
USD
208939.98000000
0.041665383603
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.03600000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.75% 02/15/2045
912810RL4
1390000.00000000
PA
USD
1398034.49000000
0.278786488428
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.00750000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES INC
254900OBQWJK6X20LS71
SUMMIT HOTEL PPTYS INC SER F 5.875% PERP PFD
866082704
4000.00000000
NS
USD
78560.00000000
0.015665898579
Long
EP
CORP
US
N
1
N
N
N
SG COML MTG SECS TR 2020-COVE
N/A
SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE F CSTR 03/15/2037 144A
78397FAL7
150000.00000000
PA
USD
132399.41000000
0.026402185960
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03727570
N
N
N
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
CHIMERA INVESTMENT CORP SER B 8%/VAR PREF PERP
16934Q406
16587.00000000
NS
USD
410694.12000000
0.081897816078
Long
EP
CORP
US
N
1
N
N
N
BBCMS MTG TR 2020-C7
N/A
BBCMS MTG TR 2020-C7 CSTR 04/15/2053
05492VAL9
500000.00000000
PA
USD
344427.20000000
0.068683319541
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
0.03601915
N
N
N
N
N
N
COMM 2012-CCRE1 MTG TR
N/A
COMM 2012-CCRE1 G 2.462% 05/15/2045 144A
12624BAS5
25443.80000000
PA
USD
382.27000000
0.000076229672
Long
ABS-MBS
CORP
US
N
3
2045-05-15
Fixed
0.02462000
N
N
N
N
N
N
CTO NEWCO REIT INC
N/A
CTO REALTY GROWTH INC 6.375% PFD PERP
22948Q200
1000.00000000
NS
USD
20250.00000000
0.004038116678
Long
EP
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1% 02/15/2048
912810SB5
989000.00000000
PA
USD
974658.95000000
0.194359830196
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.01000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
46840.00000000
NS
USD
5444681.60000000
1.085741213633
Long
EC
CORP
US
N
1
N
N
N
ASHFORD HOSPITALITY TRUST INC
N/A
ASHFORD HOSPITALITY TRUST INC SER H 7.5% PFD PERP
044103802
400.00000000
NS
USD
5531.86000000
0.001103125734
Long
EP
CORP
US
N
2
N
N
N
WASTE CONNECTION INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
1177.00000000
NS
USD
202455.77000000
0.040372346736
Long
EC
CORP
CA
N
1
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077M108
42540.00000000
NS
2311113.36000000
0.460866439707
Long
EC
CORP
CA
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT 5.875% SER G PFD PERP
02665T876
5200.00000000
NS
USD
119756.00000000
0.023880923501
Long
EP
CORP
US
N
1
N
N
N
SREIT TR 2021-MFP2
N/A
SREIT TR 2021-MFP2 TSFR1M+402.998 55 11/15/2036 144A
85236WCU8
128000.00000000
PA
USD
124276.29000000
0.024782328856
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09354980
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 1.125% 01/15/2033
91282CGK1
4830000.00000000
PA
USD
4689448.34000000
0.935137755703
Long
DBT
UST
US
N
2
2033-01-15
Fixed
0.01125000
N
N
N
N
N
N
CONSTELLATION ENERGY CORP
N/A
CONSTELLATION ENERGY CORP
21037T109
1118.00000000
NS
USD
206662.30000000
0.041211184215
Long
EC
CORP
US
N
1
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT G TSFR1M+296.448 09/15/2023 144A
05609VAS4
105000.00000000
PA
USD
103754.00000000
0.020689913966
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.08289810
N
N
N
N
N
N
PKHL COML MTG TR 2021-MF
N/A
PKHL COMML MTG 2021-MF E TSFR1M+271.448 07/15/2038 144A
69356GAN9
100000.00000000
PA
USD
77636.29000000
0.015481698640
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08040480
N
N
N
N
N
N
KNDR 2021-KIND F
N/A
KNDR 2021-KIND F TSFR1M+406.448 08/15/2026 144A
482606AS9
99185.48000000
PA
USD
93272.19000000
0.018599703014
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.09394480
N
N
N
N
N
N
RITHM CAPITAL CORP
549300WNTHGEO5LP2G31
RITHM CAPITAL CORP
64828T300
14700.00000000
NS
USD
364192.50000000
0.072624780656
Long
EP
CORP
US
N
1
N
N
N
BENCHMARK 2020-B18 MORTGAGE TRUST
N/A
BENCHMARK 2020-B18 MORTGAGE TRUST 4.534% 07/15/2053 144A
08163ABT9
63000.00000000
PA
USD
55720.70000000
0.011111441382
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.04388490
N
N
N
N
N
N
RLJ LODGING TR
N/A
RLJ LODGING TR SER A PC 1.95% PERP
74965L200
400.00000000
NS
USD
9832.00000000
0.001960630280
Long
EP
CORP
US
N
2
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 4.7% SER J PFD PERP
74460W594
1200.00000000
NS
USD
25836.00000000
0.005152038641
Long
EP
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.5% 01/15/2028
9128283R9
5657000.00000000
PA
USD
6690036.07000000
1.334081295386
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.00500000
N
N
N
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
TIDEWATER INC
88642R109
4740.00000000
NS
USD
436080.00000000
0.086960094864
Long
EC
CORP
US
N
1
N
N
N
DIGITALBRIDGE ISSUER LLC / DIGITALBRIDGE CO-ISSUER LLC
N/A
DIGITALBRIDGE ISSUER LLC / DIGITALBRIDGE CO-ISSUER LLC 3.933% 09/25/2051 144A
25402JAA7
85000.00000000
PA
USD
79543.00000000
0.015861921724
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Fixed
0.03933000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 04/15/2027
91282CEJ6
5240000.00000000
PA
USD
5390484.49000000
1.074933596161
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.00125000
N
N
N
N
N
N
PLAINS ALL AMERN PIPELINE MLP
5521FA2ITF25TVH63740
PLAINS ALL AMER PIPELINE LP
726503105
1508.00000000
NS
USD
26480.48000000
0.005280556441
Long
EC
CORP
US
N
1
N
N
N
PROGRESS RESIDENTIAL 2022-SFR5
N/A
PROGRESS RESIDENTIAL 2022-SFR2 TR 6.618% 06/17/2039 144A
74332YAJ8
201000.00000000
PA
USD
198598.35000000
0.039603126389
Long
ABS-CBDO
CORP
US
N
2
2039-06-17
Fixed
0.06618000
N
N
N
N
N
N
GREAT AJAX CORP
5493004ID2QQWNGDYC18
GREAT AJAX CORP PC 7.25% 4/30/24
38983D409
11467.00000000
NS
USD
284954.95000000
0.056823769684
Long
EP
CORP
US
N
2
N
N
N
IMPALA PLATINUM HOLDINGS LTD
254900BZFIFB4PD2Z778
IMPALA PLATINUM HOLDINGS LTD
N/A
130410.00000000
NS
538752.25000000
0.107434293634
Long
EC
CORP
ZA
N
2
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BN35 2.285% 06/15/2064
06540CBF3
134000.00000000
PA
USD
111442.32000000
0.022223066224
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
0.02285000
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A
05608VAN6
257463.98000000
PA
USD
253524.60000000
0.050556143979
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.08439480
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC SER D 6.375% PERP PFD
038923876
1500.00000000
NS
USD
29355.00000000
0.005853773584
Long
EP
CORP
US
N
1
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 C CSTR 06/15/2055
06541MCF9
500000.00000000
PA
USD
426320.65000000
0.085013951950
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
0.04722403
N
N
N
N
N
N
PENNYMAC MORTGAGE INVESTMENT TRUST
549300BSSOQO1ZWDUJ97
PENNYMAC MTG INVT TR 8%/VAR SER B PREF PERP
70931T400
9300.00000000
NS
USD
216411.00000000
0.043155203379
Long
EP
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 4.875% SER I PFD PERP
74460W628
6000.00000000
NS
USD
137880.00000000
0.027495087781
Long
EP
CORP
US
N
1
N
N
N
COMM 2013-LC6 MTG TR
N/A
COMM 2013-LC6 E MTG TR 3.5% 01/10/2046 144A
20048EAG6
150000.00000000
PA
USD
135668.51000000
0.027054087552
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.05% 03/15/2032
03027XBW9
750000.00000000
PA
USD
686375.98000000
0.136872409496
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04050000
N
N
N
N
N
N
RITHM CAPITAL CORP
549300WNTHGEO5LP2G31
RITHM CAPITAL CORP SER B 7.125%/VAR PFD PERP
64828T409
6200.00000000
NS
USD
151280.00000000
0.030167224250
Long
EP
CORP
US
N
1
N
N
N
ELLINGTON FINANCIAL INC
60GS1D1R1YY5G1W7IT74
ELLINGTON FINANCIAL INC 6.75/VAR PFD PERP
28852N208
2000.00000000
NS
USD
47040.00000000
0.009380395483
Long
EP
CORP
US
N
1
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031
866677AE7
1000000.00000000
PA
USD
823497.01000000
0.164216148665
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02700000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC 2.15% 07/15/2030
29444UBH8
500000.00000000
PA
USD
414366.02000000
0.082630041294
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02150000
N
N
N
N
N
N
BBCMS MTG TR 2022-C17
N/A
BBCMS MTG TR 2022-C17 D 2.5% 09/15/2055 144A
054976AR6
163000.00000000
PA
USD
99394.56000000
0.019820584219
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
0.02500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030
92277GAV9
250000.00000000
PA
USD
241071.40000000
0.048072811899
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04750000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 2.25% 01/15/2031
22822VAT8
1250000.00000000
PA
USD
1028445.41000000
0.205085558650
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02250000
N
N
N
N
N
N
GS MTG SECS TR 2011-GC5
N/A
GSMS 2011-GC5 E CSTR 8/44
36191YAN8
63000.00000000
PA
USD
7088.62000000
0.001413564180
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Variable
0.05152404
N
N
N
N
N
N
HILTON USA TR 2016-HHV
N/A
HILTON USA TR 2016-HHV VAR 11/05/2038 144A
43300LAN0
900000.00000000
PA
USD
839851.65000000
0.167477479260
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.375% 1/15/27
912810PS1
601000.00000000
PA
USD
926072.33000000
0.184671018317
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.02375000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO 4% 04/15/2030
962166BY9
250000.00000000
PA
USD
236173.62000000
0.047096130066
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04000000
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
150506.29990000
PA
USD
153213.26000000
0.030552741753
Long
ABS-MBS
CORP
US
N
2
2028-07-20
Fixed
0.07750000
N
N
N
N
N
N
CORPORACION INMOBILIARIA VESTA SAB. DE CV.
4469000001BIRIFZJ959
CORPORACION INMO VESTA SAB CV ADR
92540K109
478.00000000
NS
USD
18756.72000000
0.003740336980
Long
EC
CORP
MX
N
1
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD
136385101
32720.00000000
NS
2496000.59000000
0.497735388202
Long
EC
CORP
CA
N
1
N
N
N
ATHENS INTERNATIONAL AIRPORT SA
213800BC45UCMQYR4995
ATHENS INTERNATIONAL AIRPORT SA
N/A
3600.00000000
NS
33012.81000000
0.006583189069
Long
EC
CORP
GR
N
1
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD
25401T405
13800.00000000
NS
USD
321264.00000000
0.064064272418
Long
EP
CORP
US
N
1
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RESOURCES CORP
87612G101
12809.00000000
NS
USD
1434479.91000000
0.286054185136
Long
EC
CORP
US
N
1
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
977902.22800000
NS
USD
978000.02000000
0.195026083554
Long
STIV
RF
US
N
1
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 04/15/2026
91282CCA7
2657000.00000000
PA
USD
2991034.12000000
0.596451593325
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.00125000
N
N
N
N
N
N
CSAIL 2017-C8 COML MTG TR
N/A
CSAIL 2017-C8 COML MTG TR 4.47% 06/15/2050 144A
12595BAK7
156000.00000000
PA
USD
116483.28000000
0.023228300034
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
0.04414798
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
592.00000000
NS
USD
150883.04000000
0.030088065198
Long
EC
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 3.125% 02/01/2029
78410GAG9
500000.00000000
PA
USD
441252.80000000
0.087991619306
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.03125000
N
N
N
N
N
N
INTERFOR CORP
549300P4G5UZ3AMJE056
INTERFOR CORP
45868C109
46040.00000000
NS
719210.37000000
0.143420019268
Long
EC
CORP
CA
N
1
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 5.7% 01/15/2033
866677AJ6
250000.00000000
PA
USD
247933.66000000
0.049441236914
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05700000
N
N
N
N
N
N
WFCM 2022
N/A
WFCM 2022 2.5% 04/15/2055 144A
95003MBD9
294000.00000000
PA
USD
174307.72000000
0.034759254876
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.02500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 3.8% 02/15/2028
22822VAK7
100000.00000000
PA
USD
94671.67000000
0.018878777756
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03800000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 0.125% 02/15/2051
912810SV1
1694000.00000000
PA
USD
1200652.48000000
0.239425916253
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.00125000
N
N
N
N
N
N
TRITAX BIG BOX REIT PLC
213800L6X88MIYPVR714
TRITAX BIG BOX REIT PLC
N/A
37147.00000000
NS
73703.35000000
0.014697418610
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 XB CSTR 6/44
617459AF9
5269286.35670000
PA
USD
18456.20000000
0.003680409335
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.00461473
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 2.5% 07/15/2031
22822VAY7
500000.00000000
PA
USD
413747.96000000
0.082506791991
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02500000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC 7.125% SER J PFD PERP
25401T306
12600.00000000
NS
USD
296730.00000000
0.059171869723
Long
EP
CORP
US
N
1
N
N
N
MACH NATURAL RESOURCES LP
N/A
MACH NATURAL RESOURCES LP
55445L100
37460.00000000
NS
USD
722978.00000000
0.144171334307
Long
EC
CORP
US
N
1
N
N
N
ASHFORD HOSPITALITY TRUST INC
N/A
ASHFORD HOSPITALITY TRUST INC SER I 7.5% PFD PERP
044103885
1200.00000000
NS
USD
15659.88000000
0.003122786301
Long
EP
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 10/15/2026
91282CDC2
1925000.00000000
PA
USD
2071680.13000000
0.413120300479
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.00125000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029
55342UAJ3
915000.00000000
PA
USD
702234.09000000
0.140034725470
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
ARCHER DANIELS MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER DANIELS MIDLAND CO
039483102
68340.00000000
NS
USD
4292435.40000000
0.855968147088
Long
EC
CORP
US
N
1
N
N
N
DOF GROUP ASA
213800GIV9N2A714T434
DOF GROUP ASA
N/A
179100.00000000
NS
1215501.13000000
0.242386932609
Long
EC
CORP
NO
N
1
N
N
N
AENA SME SA
959800R7QMXKF0NFMT29
AENA SME SA
N/A
3028.00000000
NS
596019.96000000
0.118854229183
Long
EC
CORP
ES
N
1
N
N
N
CBL and ASSOCS LTD PARTNERSHIP
549300VS75TWHD9JTH89
CBL and ASSOCS LP 5.95% 12/15/2026
12505JAD5
132000.00000000
PA
USD
0.01000000
0.000000001994
Long
DBT
CORP
US
N
3
2026-12-15
Fixed
0.05950000
Y
Y
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.55% 07/15/2033
03027XCD0
250000.00000000
PA
USD
251934.56000000
0.050239069063
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05550000
N
N
N
N
N
N
HEALTHCARE TRUST INC
549300Z2NSUGF5NF2Y30
HEALTHCARE TRUST INC SER A 7.375% PFD PERP
42226B204
4200.00000000
NS
USD
65436.00000000
0.013048800145
Long
EP
CORP
US
N
1
N
N
N
RITHM CAPITAL CORP
549300WNTHGEO5LP2G31
RITHM CAPITAL CORP SER D 7%/VAR PFD PERP
64828T706
2700.00000000
NS
USD
61560.00000000
0.012275874701
Long
EP
CORP
US
N
1
N
N
N
WEST FRASER TIMBER CO
5493005WD1ZK6WBVR988
WEST FRASER TIMBER LTD
952845105
13960.00000000
NS
1205390.42000000
0.240370723884
Long
EC
CORP
CA
N
1
N
N
N
PLAINS GP HLDGS LP
549300O56BSKRD8FAM12
PLAINS GP HLDGS LP CL A
72651A207
83950.00000000
NS
USD
1532087.50000000
0.305518424005
Long
EC
CORP
US
N
1
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
LGI HOMES INC 4% 07/15/2029 144A
50187TAF3
170000.00000000
PA
USD
148514.31000000
0.029615709242
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04000000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A
91327TAA9
235000.00000000
PA
USD
243631.16000000
0.048583261753
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A
91327AAB8
105000.00000000
PA
USD
78289.47000000
0.015611951334
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SER G 5.05% PFD PERP
74460W669
6000.00000000
NS
USD
146280.00000000
0.029170158403
Long
EP
CORP
US
N
1
N
N
N
BBCMS 2022
N/A
BBCMS 2022 3.662% 04/15/2055
05552FBA4
178000.00000000
PA
USD
160724.69000000
0.032050619816
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.03662000
N
N
N
N
N
N
FRANCO NEVADA CORP
N/A
FRANCO-NEVADA CORP
351858105
9870.00000000
NS
1176049.61000000
0.234519779972
Long
EC
CORP
CA
N
1
N
N
N
GRAFTECH INTERNATIONAL LTD
549300GY32W00XP57351
GRAFTECH INTERNATIONAL LTD
384313508
52090.00000000
NS
USD
71884.20000000
0.014334656143
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2% 1/15/26
912810FS2
533000.00000000
PA
USD
824024.91000000
0.164321418877
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 0.125% 04/15/2025
912828ZJ2
1771000.00000000
PA
USD
2060992.34000000
0.410989014402
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.00125000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
978.00000000
NS
USD
193243.02000000
0.038535203061
Long
EC
CORP
US
N
1
N
N
N
JPMBB COML MTG SECS TR 2014-C23
N/A
JPMBB 2014-C23 UH5 4.7094% 09/15/2047 144A
46643AAQ6
54000.00000000
PA
USD
51193.46000000
0.010208650105
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.04709400
N
N
N
N
N
N
ANGLO AMERN PLATINUM LTD
529900RORCZ0E5S5FX81
ANGLO AMERICAN PLATINUM LTD
N/A
6753.00000000
NS
274002.80000000
0.054639766742
Long
EC
CORP
ZA
N
1
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF COML MTG TR 2023-1 6.90553% 05/15/2056
55376CAW3
250000.00000000
PA
USD
260732.25000000
0.051993444308
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
0.06682809
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MHP 2021-STOR J TSFR1M+406.448 07/15/2038 144A
55293BAR6
100000.00000000
PA
USD
98247.33000000
0.019591811449
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09390480
N
N
N
N
N
N
SUZANO SA
391200AW174YQSDMGG41
SUZANO SA
N/A
72780.00000000
NS
928433.31000000
0.185141828821
Long
EC
CORP
BR
N
1
N
N
N
WALKER and DUNLOP INC
N/A
WALKER and DUNLOP TERM B 1LN 12/16/2028
93148QAG5
4887.50000000
PA
USD
4863.06000000
0.000969758207
Long
LON
CORP
US
N
2
2028-12-16
Variable
0.07676260
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 6.375% 12/31/99 PFD PERP
82981J877
5500.00000000
NS
USD
123860.00000000
0.024699315148
Long
EP
CORP
US
N
1
N
N
N
BX COML MTG TR 2021-CIP
N/A
BX COML MTG TR 2021-CIP F TSFR1M+333.348 73 11/15/2036 144A
12434FAN7
210000.00000000
PA
USD
206082.47000000
0.041095558477
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
0.08658480
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX 2021-SOAR 2.45% 06/15/2023 144A
05608WAQ7
422834.34700000
PA
USD
417813.19000000
0.083317452389
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.07790480
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 D CSTR 6/44
617459AJ1
179409.01000000
PA
USD
166727.38000000
0.033247635253
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05211757
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2013-LC12 3.162% 07/15/2053
95002UAZ4
1000000.00000000
PA
USD
762259.80000000
0.152004642540
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
0.03162000
N
N
N
N
N
N
SUNSTONE HOTEL INVS INC NEW
529900ZQ2V52V96ATF67
SUNSTONE HOTEL INVS INC SER H 6.125% PFD PERP
867892804
3500.00000000
NS
USD
74165.00000000
0.014789477700
Long
EP
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN TII 1.75% 01/15/2034
91282CJY8
1910000.00000000
PA
USD
1891749.20000000
0.377239703474
Long
DBT
UST
US
N
2
2034-01-15
Fixed
0.01750000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
568.00000000
NS
USD
39561.20000000
0.007889024272
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 1.375% 02/15/2044
912810RF7
2390000.00000000
PA
USD
2775363.09000000
0.553443949708
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.01375000
N
N
N
N
N
N
TPGI 2021-DGWD G
N/A
TPGI 2021-DGWD G TSFR1M+246.448 06/15/2026 144A
87267HAQ0
402400.00000000
PA
USD
401394.76000000
0.080043401228
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.07794480
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027
681936BF6
83000.00000000
PA
USD
80321.19000000
0.016017103059
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04500000
N
N
N
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 E 2.5% 06/15/2055 144A
06541MAN4
141000.00000000
PA
USD
82033.35000000
0.016358530311
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
N
N
N
N
N
N
STWD TR 2021-LIH
N/A
STWD TR 2021-LIH TSFR1M+359.8 1 11/15/2036 144A
78486EAS7
100000.00000000
PA
USD
95662.29000000
0.019076320430
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08991000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC SER H 7.125% PERP PFD
25401T504
12830.00000000
NS
USD
300222.00000000
0.059868220510
Long
EP
CORP
US
N
1
N
N
N
COAL INDIA LTD
335800NLJQZNHM9LBB31
COAL INDIA LTD
N/A
44100.00000000
NS
229598.52000000
0.045784968537
Long
EC
CORP
IN
N
1
N
N
N
PROLOGIS INC
529900DFH19P073LZ636
PROLOGIS INC REIT
74340W103
1094.00000000
NS
USD
142460.68000000
0.028408535698
Long
EC
CORP
US
N
1
N
N
N
PROGRESS RESIDENTIAL 2022-SFR3 TR
N/A
PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A
74331UAN8
250000.00000000
PA
USD
240006.73000000
0.047860502680
Long
ABS-CBDO
CORP
US
N
2
2039-04-17
Fixed
0.06600000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759100
1134.00000000
NS
USD
217092.96000000
0.043291195184
Long
EC
CORP
US
N
1
N
N
N
DIAMONDROCK HOSPITALITY CO
529900KKD4BPVBUAQ734
DIAMONDROCK HOSPITALITY CO 8.25% PFD PERP
252784400
11337.00000000
NS
USD
285579.03000000
0.056948219455
Long
EP
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411R208
1807.00000000
NS
USD
291432.96000000
0.058115570189
Long
EC
CORP
US
N
1
N
N
N
WHEATON PRECIOUS METALS CORP
549300XSFG5ZCGVYD886
WHEATON PRECIOUS METALS CORP
962879102
53420.00000000
NS
2516109.41000000
0.501745351729
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 F CSTR 6/44
617459AL6
343000.00000000
PA
USD
143387.75000000
0.028593405664
Long
ABS-MBS
CORP
US
N
3
2044-06-15
Variable
0.05211757
N
N
N
N
N
N
JPMCC 2021-1
N/A
JPMCC 2021-1MEM E CSTR 10/09/2042 144A
46654BAL1
100000.00000000
PA
USD
57473.34000000
0.011460940879
Long
ABS-MBS
CORP
US
N
2
2042-10-09
Variable
0.02653530
N
N
N
N
N
N
CEDAR REALTY TRUST INC
54930056URX93R2RSN82
CEDAR REALTY TRUST INC SER C 6.50% PFD PERP
150602506
4900.00000000
NS
USD
63357.00000000
0.012634220166
Long
EP
CORP
US
N
1
N
N
N
2024-04-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer