0001752724-22-171171.txt : 20220729 0001752724-22-171171.hdr.sgml : 20220729 20220729134823 ACCESSION NUMBER: 0001752724-22-171171 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220729 DATE AS OF CHANGE: 20220729 PERIOD START: 20221130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY ADVISOR SERIES I CENTRAL INDEX KEY: 0000722574 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03785 FILM NUMBER: 221119677 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 ADVISOR SERIES 1 DATE OF NAME CHANGE: 19930706 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY BROAD STREET TRUST DATE OF NAME CHANGE: 19920820 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY ADVISOR EQUITY PORTFOLIO GROWTH DATE OF NAME CHANGE: 19920703 0000722574 S000017688 Fidelity Real Estate High Income Fund C000048884 Fidelity Real Estate High Income Fund NPORT-P 1 primary_doc.xml NPORT-P false 0000722574 XXXXXXXX S000017688 C000048884 Fidelity Advisor Series I 811-03785 0000722574 C7J4FOV6ELAVE39B7M82 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Real Estate High Income Fund S000017688 VC3DWMJ0Z58CVJ2Y1Q08 2022-11-30 2022-05-31 N 847805537.86 5563229.43 842242308.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 72419.36000000 USD N FEDERAL NAT MTG ASN GTD REM PA N/A FNW 2003-W10 2B5 CSTR 6/43 31393DUN9 10346.42860000 PA USD 299.09000000 0.000035511158 Long ABS-CBDO USGSE US Y 3 2043-06-25 Variable 0.03234290 N N N N N N MOTEL 6 TR 2021-MTL6 N/A MOTEL 6 TR 2021-MTL6 1ML+355 09/15/2038 144A 61977KAN6 814800.00000000 PA USD 785145.03000000 0.093220801441 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.04424710 N N N N N N LIFE 2021-BMR MTG TR N/A LIFE 2021-BMR MTG G TR 1ML+305.6 03/15/2036 144A 53218CAN0 14160667.97000000 PA USD 13177569.26000000 1.564581727622 Long ABS-MBS CORP US N 2 2038-03-15 Variable 0.03825000 N N N N N N CSAIL 2017-CX10 COML MTG TR N/A CSAIL 2017-CX10 UESD CSTR 10/15/2032 144A 12652DAJ6 1890000.00000000 PA USD 1841543.05000000 0.218647654192 Long ABS-MBS CORP US N 2 2032-10-15 Variable 0.04236600 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A JPMCC 2011-C3 G CSTR 02/15/2046 144A 46635TBK7 1082000.00000000 PA USD 73621.01000000 0.008741072404 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.04409000 N N N N N N CAMB COML MTG TR 2019-LIFE N/A CAMB COML MTG TR 2019-LIFE 1ML+325 12/15/2037 144A 12482HAS3 10526000.00000000 PA USD 10135185.41000000 1.203357431532 Long ABS-MBS CORP US N 2 2037-12-15 Variable 0.04125000 N N N N N N WELLS FARGO COML MTG TR 2021-SAVE N/A WELLS FARGO COML MTG TR 2021-SAVE E 1ML+365 02/15/2040 144A 95003LAN0 511779.29000000 PA USD 476930.86000000 0.056626324185 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0.04525000 N N N N N N WELLS FARGO COML MTG TR 2012-LC5 N/A WELLS FARGO COML MTG TR 12-LC5 CSTR 10/15/2045 94988HAT8 588000.00000000 PA USD 544748.31000000 0.064678335978 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.04718174 N N N N N N BX TRUST N/A BX 2022-LP2 G TSFR1M+411.27 02/15/39 144A 05610HAN3 3547626.67000000 PA USD 3347988.95000000 0.397508996697 Long ABS-MBS CORP US N 2 2039-02-15 Variable 0.04901800 N N N N N N BX 2021-MFM1 N/A BX 2021-MFM1 G 1ML+390 01/15/2034 144A 05608VAQ9 417000.00000000 PA USD 389138.27000000 0.046202650484 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.04774710 N N N N N N BANK 2020-BN28 N/A BANK 2020-BN28 2.5% 03/15/2063 144A 06540YBH1 903000.00000000 PA USD 629091.47000000 0.074692456517 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.02500000 N N N N N N WFRBS COML MTG TR 2011-C3 N/A WFRBS 2011-C3 F 5% 03/15/44 92935VAW8 1262850.06000000 PA USD 114.29000000 0.000013569729 Long ABS-MBS CORP US N 2 2044-03-15 Fixed 0.05000000 N N N N N N UBS COML MTG TR 2012-C1 N/A UBSCM 2012-C1 F CSTR 5/10/45 144A 90269GAS0 2484000.00000000 PA USD 124772.31000000 0.014814300914 Long ABS-MBS CORP US N 2 2045-05-10 Variable 0.05000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 ISTAR INC 45031U101 80416.00000000 NS USD 1399238.40000000 0.166132523383 Long EC CORP US N 1 N N N BANK 2017-BNK4 N/A BANK 2017-BNK4 D 3.357% 05/15/2050 144A 06541FAJ8 4416000.00000000 PA USD 3705830.36000000 0.439995749787 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03357000 N N N N N N BMO 2022-C1 MORTGAGE TRUST N/A BMO 2022-C1 MORTGAGE TRUST CSTR 02/15/2042 144A 05609MDC6 1638000.00000000 PA USD 1332803.91000000 0.158244711368 Long ABS-MBS CORP US N 2 2042-02-15 Variable 0.03938660 N N N N N N BRE/EVERBRIGHT M6 BORROWER LLC N/A MOTEL 6 TERM B 1LN 09/09/2026 05601QAB0 1772446.62000000 PA USD 1731095.44000000 0.205534134615 Long LON CORP US N 2 2026-09-09 Variable 0.05845140 N N N N N N HUDSON YDS 2019-55HY MTG TR N/A HUDSON YDS 2019-55HY F CSTR 12/10/2041 144A 44421MAN0 1617000.00000000 PA USD 1282745.08000000 0.152301192561 Long ABS-MBS CORP US N 2 2041-12-10 Variable 0.02942800 N N N N N N GS MTG SECS TR 2020-GC45 N/A GS MTG SECS TR 2020-GC45 3.21854% 12/13/2039 144A 36258YAY4 1764000.00000000 PA USD 1380565.85000000 0.163915518869 Long ABS-MBS CORP US N 2 2039-12-13 Variable 0.03218540 N N N N N N WFRBS COML MTG TR 2013-C11 N/A WFRBS 2013-C11 D CSTR 3/45 92937EAJ3 1865000.00000000 PA USD 1803586.11000000 0.214141000986 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.04229906 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 N/A MORGAN STAN BAML TR-2012-C6 F CSTR 11/15/2045 144A 61761DAU6 1575000.00000000 PA USD 1437547.70000000 0.170681012531 Long ABS-MBS CORP US N 3 2045-11-15 Variable 0.04590655 N N N N N N COMMERCIAL MORTGAGE CD 2016-CD2 MTG TR N/A CD 2016-CD2 D CSTR 11/49 12515AAN0 1680000.00000000 PA USD 1269651.94000000 0.150746635177 Long ABS-MBS CORP US N 2 2049-11-10 Variable 0.02731826 N N N N N N BHP TRUST 2019-BXHP N/A BHP TRUST 2019-BXHP F 1ML+293.798 08/15/2036 144A 05550TAL3 1165500.00000000 PA USD 1090561.50000000 0.129483105881 Long ABS-MBS CORP US N 2 2036-08-15 Variable 0.03812980 N N N N N N MOFT TR 2020-ABC N/A MOFT TR 2020-ABC E CSTR 02/01/2042 144A 55317BAL1 841000.00000000 PA USD 626751.38000000 0.074414616046 Long ABS-MBS CORP US N 2 2042-02-10 Variable 0.03476700 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2021 N/A CREDIT SUISSE MORTGAGE TRUST 2021-BRIT A 1ML+345.92 05/15/2023 144A 12658RAA8 3724760.00000000 PA USD 3520569.03000000 0.417999546539 Long ABS-MBS CORP US N 2 2023-05-15 Variable 0.04334200 N N N N N N DBCCRE 2014-ARCP MORTGAGE TRUST N/A DBCCRE 2014-ARCP MORTGAGE TRUST VAR 01/10/2034 144A 23305MAL9 4264000.00000000 PA USD 4115689.98000000 0.488658660198 Long ABS-MBS CORP US N 2 2034-01-10 Variable 0.04934500 N N N N N N DBGS 2019-1735 MTG TR N/A DBGS 2019-1735 F CSTR 04/10/2037 144A 23307EAN1 1000000.00000000 PA USD 785272.80000000 0.093235971660 Long ABS-MBS CORP US N 2 2037-04-10 Variable 0.04194550 N N N N N N NATIXIS COML MTG SECS TR 2019-10K N/A NATIXIS COML MTG SECS TR 2019-10K CSTR 05/15/2039 144A 63874UAN4 3014000.00000000 PA USD 2268790.31000000 0.269375010883 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04134600 N N N N N N BENCHMARK 2020-B21 MTG TR N/A BENCHMARK 2020-B21 MTG TR 2% 12/17/2053 144A 08163LBC2 1638000.00000000 PA USD 1170387.53000000 0.138960904514 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 0.02000000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 549300PFVBG5704L7K74 MSBAM 13-C9 D CSTR 5/15/46 61762DAG6 4440000.00000000 PA USD 4131145.61000000 0.490493717621 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.04106778 N N N N N N EXTENDED STAY AMER TR 2021-ESH N/A EXTENDED STAY AMER TR 2021-ESH F 1ML+370 07/15/2038 144A 30227FAN0 2808713.74000000 PA USD 2668104.47000000 0.316785851683 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.04575000 N N N N N N BBCMS MTG TR 2020-C8 N/A BBCMS MTG TR 2020-C8 2.25% 10/15/2053 144A 05552AAC2 3013000.00000000 PA USD 2021695.28000000 0.240037250535 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 0.02250000 N N N N N N CITIGROUP COML MTG TR 2013-GC15 N/A CITIGROUP COML MTG TR 2013-GC15 D CSTR 09/10/2046 144A 17321JAP9 7323000.00000000 PA USD 7098774.87000000 0.842842350585 Long ABS-MBS CORP US N 2 2046-09-10 Variable 0.05174024 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 MARRIOTT OWNERSHIP RESORTS INC 4.75% 01/15/2028 57164PAF3 3250000.00000000 PA USD 2990000.00000000 0.355004726083 Long DBT CORP US N 2 2028-01-15 Fixed 0.04750000 N N N N N N COMM 2017-COR2 N/A COMM 2017-COR2 D 3% 09/10/2050 144A 12595EAN5 1146000.00000000 PA USD 928091.54000000 0.110192937437 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 0.03000000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR6 N/A PROGRESS RESIDENTIAL TRUST 2021-SFR6 3.422% 07/17/2038 144A 74333HAN5 1239000.00000000 PA USD 1095913.71000000 0.130118577401 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.03422000 N N N N N N COMM 2015-3BP MTG TR N/A COMM 2015-3BP MTG TR 3.238% 02/10/35 144A 12592TAQ8 4405000.00000000 PA USD 4048160.20000000 0.480640803659 Long ABS-MBS CORP US N 2 2035-02-10 Variable 0.03238400 N N N N N N VASA TR 2021-VASA N/A VASA TR 2021-VASA F 1ML+390 04/15/2060 144A 92230AAL0 3009000.00000000 PA USD 2874001.22000000 0.341232112330 Long ABS-MBS CORP US N 2 2039-07-15 Variable 0.04775000 N N N N N N WELLS FARGO COML MTG TR 2015-SG1 549300ZJL46M82UL2Z22 WELLS FARGO COML MTG TR 2020-C57 D 2.5% 08/15/2053 144A 95002XAC9 2108000.00000000 PA USD 1606525.56000000 0.190743868352 Long ABS-MBS CORP US N 2 2053-08-15 Fixed 0.02500000 N N N N N N IMT TR 2017-APTS N/A IMT TR 2017-APTS FFL 1ML+285 06/15/2034 144A 44974AAQ0 544982.99000000 PA USD 536773.42000000 0.063731471884 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.03724710 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C4 N/A JP MORGAN CHASE MTG SE TR 11C4 VAR 07/15/2046 144A 46636DAW6 2500000.00000000 PA USD 2452469.25000000 0.291183335894 Long ABS-MBS CORP US N 2 2046-07-15 Variable 0.05556525 N N N N N N DYNEX CAPITAL INC 5CIJ4S9HAEBWILA19B65 DYNEX CAP INC 6.9%/VAR PFD PERP C 26817Q878 57707.00000000 NS USD 1405165.45000000 0.166836246046 Long EP CORP US N 1 N N N GS MTG SECS TR 2020-GC45 N/A GS MTG SECS TR 2020-GC45 2.85% 02/13/2053 144A 36258YAA6 2289000.00000000 PA USD 1731505.81000000 0.205582858124 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 0.02850000 N N N N N N GS MTG SECS CORP TR 2019 5493005BBCF84ICNQ550 GS MTG SECS CORP TR 2019 VAR 07/10/2052 144A 36257HBG0 2523000.00000000 PA USD 2322714.42000000 0.275777457003 Long ABS-MBS CORP US N 2 2052-07-10 Variable 0.03549690 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR8 N/A PROGRESS RESIDENTIAL TRUST 2021-SFR8 4.005% 10/17/2038 144A 74333TAQ2 2053000.00000000 PA USD 1818588.05000000 0.215922191487 Long ABS-CBDO CORP US N 2 2038-10-17 Fixed 0.04005000 N N N N N N LIBERT STREET TRUST N/A LBTY 2016-225L E CSTR 02/36 144A 902055AJ1 2063000.00000000 PA USD 1886333.34000000 0.223965635675 Long ABS-MBS CORP US N 2 2036-02-10 Variable 0.04648500 N N N N N N WFRBS COML MTG TR 2011-C3 N/A WFRBS 2011-C3 D CSTR 3/44 92935VAS7 3938666.01000000 PA USD 1555773.07000000 0.184717990823 Long ABS-MBS CORP US N 2 2044-03-15 Variable 0.05374376 N N N N N N UBS-BAMLL TR 2012-WRM N/A UBSBM 2012-WRM C CSTR 6/30 90269PAJ0 890000.00000000 PA USD 793805.51000000 0.094249066100 Long ABS-MBS CORP US N 2 2030-06-10 Variable 0.04238000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A J P MORGAN CHASE COML MTG SECS TR 2020-NNN GFX CSTR 01/16/2037 144A 46652BBQ1 942000.00000000 PA USD 850825.14000000 0.101019045408 Long ABS-MBS CORP US N 2 2037-01-16 Variable 0.04688190 N N N N N N ADAMS HOMES INC N/A ADAMS HOMES INC 7.5% 02/15/2025 144A 00623PAA9 1215000.00000000 PA USD 1178313.00000000 0.139901900938 Long DBT CORP US N 2 2025-02-15 Fixed 0.07500000 N N N N N N NATIXIS COML MTG SECS TR 2018-TECH N/A NATIXIS COML MTG SECS TR 2018 1ML+400 11/15/2034 144A 63874LAU8 572000.00000000 PA USD 543880.02000000 0.064575243318 Long ABS-MBS CORP US N 2 2034-11-15 Variable 0.04875000 N N N N N N BX TR 2022-LBA6 N/A BX TR 2022-LBA6 SOFR30A+ 01/15/2039 144A 12433EAS0 1381000.00000000 PA USD 1312432.80000000 0.155826035674 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.04981650 N N N N N N BANK 2019-BN18 N/A BANK 2019-BNK18 D 3% 05/15/2062 144A 065402AJ8 4284000.00000000 PA USD 3388615.30000000 0.402332590761 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 0.03000000 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 2560343.11530000 PA USD 25.60000000 0.000003039505 Long ABS-CBDO CORP US N 3 2052-10-17 Variable 0.00000000 N N N N N N JPMCC 2019 N/A JPMCC 2019-MFP F 1ML+1 7/12/2036 46651MAQ9 777000.00000000 PA USD 727864.07000000 0.086419794246 Long ABS-MBS CORP US N 2 2036-07-15 Variable 0.03875000 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATE N/A CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 1ML+371.44 08/15/2023 144A 12659XAA4 2289000.00000000 PA USD 2174110.74000000 0.258133641380 Long ABS-MBS CORP US N 2 2023-08-15 Variable 0.04589400 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18 N/A MSBAM 2014-C18 300E 4.69% 08/15/31 61763XBP0 1666000.00000000 PA USD 1482359.15000000 0.176001506355 Long ABS-MBS CORP US N 2 2031-08-15 Fixed 0.04689594 N N N N N N WFRBS COML MTG TR 2013-C13 N/A WFRBS COML MTG TR 2013-C13 D CSTR 05/15/2045 144A 92937UAJ7 1499000.00000000 PA USD 1441704.17000000 0.171174513031 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.04144590 N N N N N N BBCMS MTG TR 2020-C6 N/A BBCMS MTG TR 2020-C6 E 2.4% 02/15/2053 05492TAM2 1512000.00000000 PA USD 1059892.65000000 0.125841772538 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02400000 N N N N N N OPG TR 2021-PORT N/A OPG TR 2021-PORT 1ML+343.6 10/15/2036 144A 67118AAU9 2213000.00000000 PA USD 2045488.07000000 0.242862184614 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04221000 N N N N N N PROGRESS RESIDENTIAL 2020 N/A PROGRESS RESIDENTIAL 2020 6.234% 10/17/2027 144A 74333AAQ3 966000.00000000 PA USD 919562.06000000 0.109180226497 Long ABS-CBDO CORP US N 2 2027-10-17 Fixed 0.06234000 N N N N N N GS MTG SECS TR 2019-GSA1 N/A GS MTG SECS TR 2019-GSA1 2.8% 11/10/2052 144A 36261PAE2 1655000.00000000 PA USD 1240524.61000000 0.147288327549 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 0.02800000 N N N N N N IMT TR 2017-APTS N/A IMT TR 2017-APTS EFL 1ML+215 06/15/34 144A 44974AAN7 1327955.96000000 PA USD 1305859.44000000 0.155045576187 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.03024710 N N N N N N WORLDWIDE PLAZA TR 2017-WWP N/A WORLDWIDE PLAZA TR 2017-WWP F CSTR 11/10/2036 144A 98162JAQ9 4695000.00000000 PA USD 3655536.86000000 0.434024368452 Long ABS-MBS CORP US N 2 2036-11-10 Variable 0.03595543 N N N N N N GS MTG SECS TR 2012-GCJ9 N/A GS MTG SECS TR 2012-GCJ9 VAR 11/10/2045 144A 36192PAK2 4238000.00000000 PA USD 4188910.40000000 0.497352170280 Long ABS-MBS CORP US N 2 2045-11-10 Variable 0.04716267 N N N N N N CUSHMAN and WAKEFIELD US BORROWER LLC N/A CUSHMAN and WAKEFIELD TERM B 1LN 08/21/2025 23340DAP7 2895898.68000000 PA USD 2807226.26000000 0.333303876082 Long LON CORP US N 2 2025-08-21 Variable 0.03809570 N N N N N N GS MTG SECS TR 2013-GCJ16 N/A GSMS 2013-GC16 F 3.5% 11/10/2046 36248GAT7 2530000.00000000 PA USD 1921942.84000000 0.228193575739 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 0.03500000 N N N N N N BENCHMARK 2018-B7 MTG TR N/A BENCHMARK 2018-B7 MTG TR VAR 05/15/2053 144A 08162TAJ2 833000.00000000 PA USD 625644.31000000 0.074283172875 Long ABS-MBS CORP US N 2 2053-05-15 Variable 0.03000000 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 1782000.00000000 PA USD 1510278.32000000 0.179316368328 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.03727570 N N N N N N MERIT 2021 N/A MERIT 2021-STOR G 1ML+275 07/15/2038 144A 55293BAP0 735000.00000000 PA USD 682209.43000000 0.080999187902 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.03625000 N N N N N N SREIT TR 2021-IND N/A SREIT TR 2021-IND G 1ML+343.21 10/15/2038 144A 78473JAS1 3339000.00000000 PA USD 3047123.99000000 0.361787096124 Long ABS-MBS CORP US N 2 2038-10-15 Variable 0.04140775 N N N N N N WFRBS COML MTG TR 2013-C11 N/A WFRBS 2013-C11 E VAR 3/45 92937EAL8 4999000.00000000 PA USD 4674642.38000000 0.555023457407 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.04229906 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2014-DSTY N/A JPMCC 2014-DSTY E CSTR 06/27 46642MAN8 4232000.00000000 PA USD 85740.32000000 0.010180006292 Long ABS-MBS CORP US N 3 2027-06-10 Variable 0.03804600 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A JP MORGAN CHASE CMS TR 12-CIBX 4.0% 06/15/2045 144A 46637WAS2 3743000.00000000 PA USD 795387.50000000 0.094436896845 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04000000 N N N N N N MORGAN STANLEY CAP I TR 2015-UBS8 N/A MSC 2015-UBS8 D 3.18% 12/48 144A 61691AAQ6 1747000.00000000 PA USD 1330098.37000000 0.157923480771 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 0.03180000 N N N N N N BX TRUST N/A BX TRUST 2021-SOAR J 3.85% 06/15/2023 144A 05608WAU8 2562000.00000000 PA USD 2336089.50000000 0.277365489315 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.04625000 N N N N N N LA QUITA MORTGAGE TRUST 2022 N/A LA QUITA MORTGAGE TRUST 2022-LAQ F TFSR1M+57.1 03/15/2039 144A 50172LAQ3 2352000.00000000 PA USD 2275515.78000000 0.270173530494 Long ABS-MBS CORP US N 2 2039-03-15 Variable 0.06766939 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-PAC N/A BX COMMERCIAL MORTGAGE TRUST 2021-PAC G 1ML+262.21 10/15/2036 144A 05609PAS7 3192000.00000000 PA USD 2903231.25000000 0.344702613599 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.03821100 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C8 N/A MSBAM 2013-C8 D 4.17262 12/48 61761QAN3 1883000.00000000 PA USD 1845635.44000000 0.219133546430 Long ABS-MBS CORP US N 2 2048-12-15 Variable 0.04010196 N N N N N N WF-RBS COML MTG TR 2012-C8 N/A WFRBS 2012-C8 D CSTR 8/45 92936YAP6 833000.00000000 PA USD 829438.59000000 0.098479805834 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.04884590 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A MSC 2011-C3 D CSTR 7/49 61760RAL6 8074000.00000000 PA USD 7840151.93000000 0.930866551291 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05084738 N N N N N N COMM 2013-CCRE10 MTG TR 549300YJIXJB9DCDOI21 COMM 2013-CCRE10 D MTG TR CSTR 08/10/2046 144A 12626BAW4 3673000.00000000 PA USD 3581630.08000000 0.425249366382 Long ABS-MBS CORP US N 2 2046-08-10 Variable 0.04899590 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A BARCLAYS COMMERCIAL MORTGAGE 2.5% 11/15/2052 144A 05492JAA0 726000.00000000 PA USD 544205.97000000 0.064613943582 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02500000 N N N N N N BANK 2022-BNK42 N/A BANK 2017-BNK4 2.5% 06/15/2055 144A 06541MAL8 1664000.00000000 PA USD 1134712.55000000 0.134725189965 Long ABS-MBS CORP US N 2 2055-06-15 Fixed 0.02500000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A 28470RAK8 2315000.00000000 PA USD 2354818.00000000 0.279589136811 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N BX TR 2022-LBA6 N/A BX TR 2022-LBA6 SOFR30A+ 01/15/2039 144A 12433EAQ4 4315000.00000000 PA USD 4101779.45000000 0.487007053545 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.04131650 N N N N N N BX TRUST N/A BX TRUST 2.9% 06/15/2023 144A 05608WAS3 1281000.00000000 PA USD 1172300.36000000 0.139188016116 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.03675000 N N N N N N JPMDB COML MTG SECS TR 2016-C4 N/A JPMDB 2016-C4 D CSTR 12/15/2049 46646RAB9 3867000.00000000 PA USD 3205165.66000000 0.380551490695 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03069742 N N N N N N BPR TRUST 2021-TY N/A BPR TRUST 2021-TY 1ML+360 09/23/2023 144A 05592AAN0 2417000.00000000 PA USD 2328645.11000000 0.276481611846 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.04475000 N N N N N N NATIXIS COML MTG SECS TR 2019-10K N/A NCMS 2019-10K E VAR 05/15/2039 144A 63874UAL8 984000.00000000 PA USD 764056.12000000 0.090716900867 Long ABS-MBS CORP US N 2 2039-05-15 Variable 0.04134600 N N N N N N HILTON GRAND VACATIONS BORROWER ESCROW LLC N/A HILTON GRAND VACATIONS BORROWER ESCROW LLC 4.875% 07/01/2031 144A 43284MAB4 3200000.00000000 PA USD 2820384.00000000 0.334866103468 Long DBT CORP US N 2 2031-07-01 Fixed 0.04875000 N N N N N N DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 DIGITALBRIDGE GROUP INC CONV 5% 04/15/2023 19624RAA4 503000.00000000 PA USD 501835.04000000 0.059583214352 Long DBT CORP US N 2 2023-04-15 Fixed 0.05000000 N N N N N DIGITALBRIDGE GROUP INC DIGITALBRIDGE GROUP INC USD XXXX N N N PROGRESS RESIDENTIAL 2019-SFR3 TR N/A PROGRESS RESIDENTIAL 2019-SFR3 G TR 4.116% 09/17/2036 144A 74332WAQ6 998000.00000000 PA USD 971680.94000000 0.115368336436 Long ABS-CBDO CORP US N 2 2036-09-17 Fixed 0.04116000 N N N N N N DBCCRE 2014-ARCP MORTGAGE TRUST N/A DBCCRE 2014-ARCP MORTGAGE TRUST VAR 01/10/2034 144A 23305MAJ4 833000.00000000 PA USD 810928.58000000 0.096282099804 Long ABS-MBS CORP US N 2 2034-01-10 Variable 0.04934500 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A JPMCC 2011-C3 E CSTR 2/46 46635TBD3 3008000.00000000 PA USD 1043299.53000000 0.123871660157 Long ABS-MBS CORP US N 2 2046-02-15 Variable 0.05524100 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 KENNEDY-WILSON INC 4.75% 02/01/2030 489399AN5 2545000.00000000 PA USD 2269147.45000000 0.269417414357 Long DBT CORP US N 2 2030-02-01 Fixed 0.04750000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 D 3% 08/15/2049 144A 95000GAJ3 1526000.00000000 PA USD 992283.64000000 0.117814508968 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 0.03000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 N/A CGCMT 2016-C3 D 3% 11/15/2049 144A 17325GAL0 4412000.00000000 PA USD 3257582.99000000 0.386775035805 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 0.03000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 HILTON GRAND VACATIONS TERM B 1LN 08/02/2028 43283LAH4 343275.00000000 PA USD 333261.67000000 0.039568383903 Long LON CORP US N 2 2028-08-02 Variable 0.04059570 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 SERVICE PPTYS TR 7.5% 09/15/2025 81761LAA0 1095000.00000000 PA USD 1084378.50000000 0.128748994101 Long DBT CORP US N 2 2025-09-15 Fixed 0.07500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A JP MORGAN CH CMS 13-LC11 VAR 04/15/2046 144A 46639YAE7 5894000.00000000 PA USD 2174296.60000000 0.258155708664 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.03250000 N N N N N N WFRBS COML MTG TR 2012-C7 N/A WFRBS 2012-C7 G 4.5% 6/45 92936TAM4 4218750.00000000 PA USD 414.28000000 0.000049187745 Long ABS-MBS CORP US N 3 2045-06-15 Fixed 0.04500000 N N N N N N CSMC 2017-CHOP A N/A CSMC 2017-CHOP F 1ML+435 07/15/2032 144A 12651QAQ2 2686000.00000000 PA USD 2421528.38000000 0.287509705433 Long ABS-MBS CORP US N 2 2032-07-15 Variable 0.05225000 N N N N N N CUSHMAN and WAKEFIELD US BORROWER LLC N/A CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A 23166MAA1 685000.00000000 PA USD 689178.50000000 0.081826630306 Long DBT CORP US N 2 2028-05-15 Fixed 0.06750000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 549300PFVBG5704L7K74 MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9 E CSTR 05/15/2046 144A 61762DAJ0 1594370.00000000 PA USD 1379466.62000000 0.163785006546 Long ABS-MBS CORP US N 2 2046-05-15 Variable 0.04106778 N N N N N N CALI MTG TR 2019-101C N/A CALI MTG TR 2019-101C CSTR 03/10/2039 144A 129890AQ2 3093000.00000000 PA USD 2623467.14000000 0.311486031245 Long ABS-MBS CORP US N 2 2039-03-10 Variable 0.04324435 N N N N N N MOFT TR 2020-ABC N/A MOFT TR 2020-ABC D CSTR 02/01/2042 144A 55317BAJ6 1144000.00000000 PA USD 896912.47000000 0.106491025328 Long ABS-MBS CORP US N 2 2042-02-10 Variable 0.03476700 N N N N N N BANK 2019-BNK22 N/A BANK 2019-BNK22 2.5% 11/15/2062 144A 06540XAL5 2465000.00000000 PA USD 1878059.10000000 0.222983229553 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 0.02500000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A JP MORGAN CH CMS 13-LC11 E CSTR 04/15/2046 144A 46639YAC1 104000.00000000 PA USD 63053.53000000 0.007486388343 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.03250000 N N N N N N CREST 2004-1 LTD/CORP 549300MJZTHEPDTYM573 CREST 2004-1A H1 3ML+369 1/40 22608WAS8 3048029.04090000 PA USD 304.80000000 0.000036189110 Long ABS-CBDO CORP KY N 3 2040-01-28 Variable 0.03912250 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A MORGAN STANLEY CAP I TR 2011-C3 C CSTR 07/15/2049 144A 61760RAJ1 415664.93000000 PA USD 414428.49000000 0.049205375442 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05084738 N N N N N N MHC COML MTG TR 2021-MHC N/A MHC 2021 MHC G 1ML+286.9 04/15/2026 144A 55316VAN4 14000000.00000000 PA USD 13089186.60000000 1.554087994510 Long ABS-MBS CORP US N 2 2038-04-15 Variable 0.04075962 N N N N N N CAPITAL TR RE CDO 05-1 LTD COR 549300EO21RSSTCI1873 CTCDO 2005-1A E 1ML+210 3/50 140558AE7 2670000.00000000 PA USD 267.00000000 0.000031701090 Long ABS-CBDO CORP KY N 3 2050-03-20 Variable 0.03946380 N N N N N N CORE 2019 CORE MTG TR N/A CORE 2019 CORE MTG TR 1ML+190 12/15/2031 144A 21871FAN8 2385600.00000000 PA USD 2251193.39000000 0.267285716648 Long ABS-MBS CORP US N 2 2031-12-15 Variable 0.02775000 N N N N N N COMM 2018-HCLV MTG TR N/A COMM MORTGAGE TRUST 2018-HCLV G 1ML+505 069/15/2033 20048KAN7 1487000.00000000 PA USD 1261749.83000000 0.149808412302 Long ABS-MBS CORP US N 2 2033-09-15 Variable 0.05931327 N N N N N N JPMDB COML MTG SECS TR 2017-C7 N/A JPMDB COML MTG SECS TR 2017-C7 D 3% 10/15/50 144A 46648KAC0 1813000.00000000 PA USD 1395369.83000000 0.165673205446 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 0.03000000 N N N N N N PENNYMAC CORP EWN0I878407TKQNXZ933 PENNYMAC CORP CONV 5.5% 11/01/2024 70932AAD5 1699000.00000000 PA USD 1665020.00000000 0.197688952850 Long DBT CORP US N 2 2024-11-01 Fixed 0.05500000 N N N N Y PENNYMAC MORTGAGE INVESTMENT TRUST PENNYMAC MORTGAGE INV TRUST USD XXXX N N N UBS-BAMLL TR 2012-WRM N/A UBSBM 2012-WRM D CSTR 6/30 90269PAL5 2090000.00000000 PA USD 1596953.12000000 0.189607326064 Long ABS-MBS CORP US N 2 2030-06-10 Variable 0.04238000 N N N N N N MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2013-C12 N/A MORGAN STANLEY BNK AML TR13-C12 4.94% 10/15/2046 61762XAC1 3996000.00000000 PA USD 3648304.84000000 0.433165705816 Long ABS-MBS CORP US N 2 2046-10-15 Variable 0.04762282 N N N N N N MTN COML MTG TR 2022-LPFL N/A MTN COML MTG TR 2022-LPFL F TSFR1M+393.47 03/15/2039 144A 62475WAL9 4473000.00000000 PA USD 4295649.13000000 0.510025332022 Long ABS-MBS CORP US N 2 2039-03-15 Variable 0.06066819 N N N N N N BANK 2017-BNK8 N/A BANK 2017-BNK8 D 2.6% 11/15/2050 06650AAU1 4653000.00000000 PA USD 3616078.95000000 0.429339504060 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.02600000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A BENCHMARK 2019-B14 MTG TR VAR 12/15/2062 144A 08162YBM3 1680000.00000000 PA USD 1472168.04000000 0.174791508959 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.03294300 N N N N N N BFLD TR 2020-EYP N/A BFLD TR 2020-EYP G 1ML+485 10/15/2035 144A 05493AAS9 2019000.00000000 PA USD 1939808.56000000 0.230314784781 Long ABS-MBS CORP US N 2 2035-10-15 Variable 0.05725000 N N N N N N STWD TR 2021-LIH N/A STWD TR 2021-LIH 1ML+420 11/15/2036 144A 78486EAU2 1134000.00000000 PA USD 1056523.42000000 0.125441741577 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.05075000 N N N N N N NATIXIS COML MTG SECS TR 2020-2PAC N/A NATIXIS COML MTG SECS TR 2020-2PAC AMZ2 3.5% 01/15/2025 144A 63875DAQ4 1754950.00000000 PA USD 1642225.17000000 0.194982507238 Long ABS-MBS CORP US N 2 2037-01-15 Variable 0.03499999 N N N N N N TABERNA PFD FDG VI LTD / INC BUHFNQJBNOAUZ24NY591 TBRNA 2006-6A F1 3ML+450 12/36 87331AAL8 5661713.78750000 PA USD 424.63000000 0.000050416607 Long ABS-CBDO CORP KY N 3 2036-12-05 Variable 0.05863290 N N N N N N SLG OFFICE TR 2021-OVA N/A SLG OFFICE TR 2021-OVA 2.5854% 07/15/2041 144A 78449RAA3 2000000.00000000 PA USD 1751526.00000000 0.207959868848 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 0.02585400 N N N N N N SFO COMMERICAL MORTGAGE TRUST 2021 N/A SFO COMMERICAL MORTGAGE TRUST 2021-555 F 1ML+365 05/15/2038 144A 78432WAL7 1383000.00000000 PA USD 1279204.88000000 0.151880862217 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.04525000 N N N N N N BX TRUST 2019 N/A BX TRUST 2019 1ML+265 10/15/2036 144A 056054AL3 16482349.99900000 PA USD 15821211.62000000 1.878463176409 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.03525000 N N N N N N HOME PARTNERS AMER 2019-1 TR N/A HOME PARTNERS AMER 2019-1 TR 3.604% 09/17/2039 144A 43731QAJ7 1361090.30000000 PA USD 1224350.00000000 0.145367905143 Long ABS-MBS CORP US N 2 2039-09-17 Fixed 0.03604000 N N N N N N BBCMS MTG TR 2020-C7 N/A BBCMS MTG TR 2020-C7 CSTR 04/15/2053 144A 05492VAM7 840000.00000000 PA USD 661716.89000000 0.078566094742 Long ABS-MBS CORP US N 2 2053-04-15 Variable 0.03603956 N N N N N N PROGRESS RESIDENTIAL 2020-SFR1 TR N/A PROGRESS RESIDENTIAL 2020-SFR1 TR 5.268% 04/17/2037 144A 74331CAH1 462000.00000000 PA USD 445077.22000000 0.052844319923 Long ABS-CBDO CORP US N 2 2037-04-17 Fixed 0.05268000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021 N/A BX COMMERCIAL MORTGAGE TRUST 2021-VINO F 1ML+274.82 05/15/2038 144A 05608KAL4 2627000.00000000 PA USD 2482322.44000000 0.294727825372 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.03677330 N N N N N N VASA TR 2021-VASA N/A VASA TR 2021-VASA G 1ML+500 04/15/2060 144A 92230AAN6 693000.00000000 PA USD 662611.88000000 0.078672357511 Long ABS-MBS CORP US N 2 2039-07-15 Variable 0.05875000 N N N N N N HUDSON YDS 2019-30HY MTG TR N/A HUDSON YDS 2019-30HY MTG TR E CSTR 07/10/2039 144A 44421GAL7 1947000.00000000 PA USD 1657101.82000000 0.196748821973 Long ABS-MBS CORP US N 2 2039-07-10 Variable 0.03443126 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 3969000.00000000 PA USD 3288675.69000000 0.390466693145 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03300000 N N N N N N HANJIN INTERNATIONAL CORP 54930024Y0JUNH5S0F24 WILSHIRE GRAND CENTER TERM B 1LN 12/23/2022 N/A 5480000.00000000 PA USD 5288200.00000000 0.627871569389 Long LON CORP US N 3 2022-12-23 Variable 0.05960000 N N N N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 MFA FINANCIAL 7.5% PFD PERP 55272X409 80525.00000000 NS USD 1861335.38000000 0.220997610945 Long EP CORP US N 1 N N N GS MTG SECS TR 2019-GC38 N/A GS MTG SECS TR 2019-GC38 3% 02/10/2052 144A 36252SAA5 1162000.00000000 PA USD 931021.24000000 0.110540782703 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 0.03000000 N N N N N N COMM 2014-UBS2 MTG TR N/A COMM 2014-UBS2 D MTG TR CSTR 03/10/2047 144A 12591UAP8 3454000.00000000 PA USD 3294418.64000000 0.391148557490 Long ABS-MBS CORP US N 2 2047-03-10 Variable 0.04979867 N N N N N N CITIGROUP COML MTG TR 2020-GC46 N/A CITIGROUP COML MTG TR 2020-GC46 2.6% 02/15/2053 144A 17328RAJ8 329000.00000000 PA USD 230772.12000000 0.027399730183 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02600000 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 1970000.00000000 PA USD 1558361.61000000 0.185025329932 Long ABS-MBS CORP US N 2 2042-02-15 Variable 0.04069949 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C3 N/A JP MORGAN CHASE CO MT SE 2011-C3 H CSTR 02/15/2046 144A 46635TBN1 2622000.00000000 PA USD 139444.25000000 0.016556310292 Long ABS-MBS CORP US N 3 2046-02-15 Variable 0.04409000 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 953133.51000000 PA USD 797819.93000000 0.094725700907 Long ABS-CBDO CORP US N 2 2041-09-17 Fixed 0.03325000 N N N N N N WP GLIMCHER MALL TR 15-WPG N/A JPMDB 2015-WPG PR1 CSTAR 6/5/35 144A 92939VAL8 1638000.00000000 PA USD 1350304.96000000 0.160322622894 Long ABS-MBS CORP US N 2 2035-06-05 Variable 0.03516000 N N N N N N HOME PARTNERS AMER 2021-3 TR N/A HOME PARTNERS AMER 2021-3 TR 4.242% 01/17/2041 144A 43730XAG9 1288829.29000000 PA USD 1132833.00000000 0.134502029720 Long ABS-CBDO CORP US N 2 2041-01-17 Fixed 0.04242000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2017-H1 N/A MORGAN STANLEY CAPITAL I TRUST 2017-H1 2.546% 06/15/2050 144A 61691JAC8 1449000.00000000 PA USD 1138379.46000000 0.135160564674 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 0.02546000 N N N N N N BANK 2017-BNK8 N/A BANK 2017-BNK8 E 2.8% 11/15/2050 144A 06650AAW7 2625000.00000000 PA USD 1684753.35000000 0.200031906867 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 0.02800000 N N N N N N COMM 2012-CCRE1 MTG TR N/A COMM 2012-CR1 D CSTR 5/45 12624BAL0 7226000.00000000 PA USD 6467270.00000000 0.767863349450 Long ABS-MBS CORP US N 2 2045-05-15 Variable 0.05266719 N N N N N N BAMLL COML MTG SECS TR 2021-JACX N/A BAMLL COML MTG SECS TR 2021-JACX E 1ML+375 09/15/2038 144A 05493LAN6 2524000.00000000 PA USD 2410080.77000000 0.286150522940 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.04625000 N N N N N N GS MTG SECS TR 2017-GS5 N/A GS MTG SECS TR 2017-GS5 CSTR 03/10/2050 36252HAK7 2499000.00000000 PA USD 2349424.60000000 0.278948774774 Long ABS-MBS CORP US N 2 2050-03-10 Variable 0.04299000 N N N N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 ARBOR REALTY TRUST INC SER F 6.25%/VAR PFD PERP 038923850 92000.00000000 NS USD 1988120.00000000 0.236050834789 Long EP CORP US N 1 N N N BENCHMARK 2020-IG3 MTG TR N/A BENCHMARK 2020-IG3 MTG TR CSTR 09/15/2048 144A 08162QCC1 3049000.00000000 PA USD 2248467.06000000 0.266962017639 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.03076300 N N N N N N NATIXIS COML MTG SECS TR 2018-FL1 N/A NATIXIS COML MTG SECS TR 2018-FL1 WAN1 1ML+275 06/15/2035 144A 63874MBC5 262000.00000000 PA USD 231968.22000000 0.027541743946 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.03624710 N N N N N N NATIXIS COML MTG SECS TR 2020-2PAC N/A NATIXIS COML MTG SECS TR 2020-2PAC 12/15/2036 144A 63875DAY7 1755550.00000000 PA USD 1574307.72000000 0.186918622377 Long ABS-MBS CORP US N 2 2036-12-15 Variable 0.03250001 N N N N N N DBGS 2018-C1 MTG TR N/A DBGS MTG TR 2018-C1 C CSTR 10/15/2051 23307DBE2 777000.00000000 PA USD 722123.99000000 0.085738270658 Long ABS-MBS CORP US N 2 2051-10-15 Variable 0.04633175 N N N N N N BENCHMARK 2020 MORTGAGE TRUST N/A BENCHMARK MORTGAGE TRUST 2020-B22 E 2% 01/15/2054 144A 08163BAN1 1826000.00000000 PA USD 1184872.04000000 0.140680660202 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 0.02000000 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A MSC 2011-C3 G CSTR 07/49 61760RAS1 3536800.00000000 PA USD 1901050.16000000 0.225712973686 Long ABS-MBS CORP US N 3 2049-07-15 Variable 0.05084738 N N N N N N HOME PARTNERS AMER 2019-2 TR N/A HOME PARTNERS AMER 2019-2 TR 3.866% 10/19/2039 144A 43732TAL5 2055220.99000000 PA USD 1841915.15000000 0.218691833877 Long ABS-CBDO CORP US N 2 2039-10-19 Fixed 0.03866000 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 1920000.00000000 PA USD 1785952.70000000 0.212047374267 Long ABS-MBS CORP US N 2 2050-05-10 Variable 0.04349700 N N N N N N JPMCC COML MTG SECS TR 2016-JP4 N/A JPMCC COML MTG SECS TR 2016-JP4 CSTR 12/15/2049 144A 46645UAC1 2418000.00000000 PA USD 1960295.09000000 0.232747164370 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.03387205 N N N N N N BX 2021-21M MTG TR N/A BX 2021-21M MTG TR 1ML+401 10/15/2036 144A 05609CAU1 2226000.00000000 PA USD 2043046.17000000 0.242572256172 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04885000 N N N N N N CTR PARTNERSHIP LP / CARETRUST CAP CORP N/A CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A 126458AE8 1085000.00000000 PA USD 987350.00000000 0.117228734547 Long DBT CORP US N 2 2028-06-30 Fixed 0.03875000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR6 N/A PROGRESS RESIDENTIAL TRUST 2021-SFR6 4.003% 07/17/2038 144A 74333HAQ8 630000.00000000 PA USD 560930.27000000 0.066599631054 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04003000 N N N N N N NATIXIS COML MTG SECS TR 2018-TECH N/A NATIXIS COML MTG SECS TR 2018-TECH E 1ML+225 11/15/2034 144A 63874LAQ7 638000.00000000 PA USD 604405.41000000 0.071761463886 Long ABS-MBS CORP US N 2 2034-11-15 Variable 0.03125000 N N N N N N BSREP COML MTG TR 2021-DC N/A BSREP COML MTG TR 2021-DC 1ML+285 08/15/2038 144A 05591UAL1 1099000.00000000 PA USD 998835.49000000 0.118592414558 Long ABS-MBS CORP US N 2 2038-08-15 Variable 0.03725000 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A JPMCC 2012-CBX E CSTR 6/45 46637WAQ6 3206000.00000000 PA USD 1570940.00000000 0.186518770700 Long ABS-MBS CORP US N 3 2045-06-15 Variable 0.04822527 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C5 N/A MSBAM 2012-C5 E VAR 08/15/2045 144A 61761AAJ7 889000.00000000 PA USD 885968.33000000 0.105191620170 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.04715090 N N N N N N TRICON RESIDENTIAL 2021-SFR1 TR N/A TRICON RESIDENTIAL 2021-SFR1 TR 4.133% 07/17/2038 144A 89614YAH9 672000.00000000 PA USD 594850.84000000 0.070627043315 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04133000 N N N N N N MRCD 2019-PARK G N/A MRCD 2019-PARK G 2.71752% 12/15/2036 144A 55348UAW8 10373000.00000000 PA USD 9089405.56000000 1.079191281300 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 0.02717520 N N N N N N HILTON USA TR 2016-SFP N/A HILTON USA TR 2016-SFP 6.15522% 11/05/2035 144A 43289VAS2 3595000.00000000 PA USD 3475017.23000000 0.412591150458 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 0.06155223 N N N N N N SMRT 2022-MINI N/A SMRT 2022-MINI SOFR30A+330 01/15/2024 144A 78457JAQ5 3360000.00000000 PA USD 3171181.44000000 0.376516521226 Long ABS-MBS CORP US N 2 2039-01-15 Variable 0.04132000 N N N N N N MHP 2022-MHIL F N/A MHP 2022-MHIL F SOFR30A+399.71 01/15/2027 144A 55293DAN1 2352000.00000000 PA USD 2237135.14000000 0.265616571099 Long ABS-MBS CORP US N 2 2027-01-15 Variable 0.04739150 N N N N N N MORGAN STANLEY CAP I TR 2020-CNP N/A MORGAN STANLEY CAP I TR 2020-CNP CSTR 04/05/2042 144A 61770YAJ4 1043000.00000000 PA USD 764879.67000000 0.090814681516 Long ABS-MBS CORP US N 2 2042-04-05 Variable 0.02427600 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 2083000.00000000 PA USD 1939490.47000000 0.230277017740 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 0.04996000 N N N N N N BX COML MTG TR 2021-MC N/A BX COML MTG TR 2021-MC G 1ML+308.68 04/15/2034 144A 05608GAN9 1572000.00000000 PA USD 1463954.71000000 0.173816334723 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.03961780 N N N N N N GS MTG SECS TR 2012-GCJ7 N/A GS MTG SECS TR 2012-GCJ7 5.0% 05/10/2045 144A 36192KAG2 1171016.78000000 PA USD 233327.08000000 0.027703082315 Long ABS-MBS CORP US N 3 2045-05-10 Fixed 0.05000000 N N N N N N TAH 2017 N/A TAH 2017 5.104% 01/17/2036 144A 89613FAF5 664000.00000000 PA USD 652917.24000000 0.077521306334 Long ABS-CBDO CORP US N 2 2036-01-17 Fixed 0.05104000 N N N N N N BANK 2020-BN29 N/A BANK 2020-BN29 2.5% 11/15/2053 144A 06541TAL3 1064000.00000000 PA USD 744199.90000000 0.088359358411 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 0.02500000 N N N N N N WFRBS COML MTG TR 2013-C16 N/A WFRBS COML MTG TR 2013-C16 CSTR 09/15/2046 92938EBR3 668000.00000000 PA USD 633454.65000000 0.075210499835 Long ABS-MBS CORP US N 2 2046-09-15 Variable 0.04985798 N N N N N N NATIXIS COML MTG SECS TR 2018-285M N/A NATIXIS COML MTG SECS TR 2018-285M CSTR 11/15/2032 144A 63874FAN7 909000.00000000 PA USD 892816.16000000 0.106004667666 Long ABS-MBS CORP US N 2 2032-11-15 Variable 0.03790400 N N N N N N COMM 2013-LC6 MTG TR N/A COMM 2013-LC6 D MTG TR CSTR 01/10/2046 144A 20048EAE1 5644000.00000000 PA USD 5527402.30000000 0.656272220556 Long ABS-MBS CORP US N 2 2046-01-10 Variable 0.04282698 N N N N N N HOME PARTNERS AMER 2019-1 TR N/A HOME PARTNERS AMER 2019-1 TR 4.101% 09/17/2039 144A 43731QAL2 220853.31000000 PA USD 200015.18000000 0.023747937855 Long ABS-MBS CORP US N 2 2039-09-17 Fixed 0.04101000 N N N N N N GS MTG SECS TR 2011-GC5 N/A GSMS 2011-GC5 D 5.47 8/44 36191YAL2 1929752.00000000 PA USD 835582.62000000 0.099209290679 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05158919 N N N N N N GS MTG SECS TR 2011-GC5 N/A GS MTG SECS TR 2011-GC5 4.5% 08/10/2044 144A 36191YAQ1 4308000.00000000 PA USD 15112.03000000 0.001794261562 Long ABS-MBS CORP US N 3 2044-08-10 Fixed 0.04500000 N N N N N N WFRBS COML MTG TR 2011-C5 N/A WFRBS COML MTG TR 2011-C5 VAR 11/15/2044 144A 92936JAS3 1255150.00000000 PA USD 1113255.67000000 0.132177600063 Long ABS-MBS CORP US N 2 2044-11-15 Variable 0.05250000 N N N N N N CREDIT SUIS FT BS MTG SECS CRP N/A CSFB 1998-C1 H 6% 5/40 22540AGB8 320630.10490000 PA USD 84806.66000000 0.010069152208 Long ABS-MBS CORP US N 3 2040-05-17 Fixed 0.06000000 N N N N N N VERITAS MULTIFAMILY PORTFOLIO POOL A N/A VERITAS POOL A MEZZ 1ML+850 11/15/2022 N/A 11130675.14000000 PA USD 11130675.14000000 1.321552601738 Long LON CORP US N 3 2022-11-15 Variable 0.09374800 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A JPMCC 2012-CBX G 4.0% 6/45 144A 46637WAU7 4129000.00000000 PA USD 280893.81000000 0.033350712400 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04000000 N N N N N N REXFORD INDL RLTY INC 549300MSLO0DF0EMX355 REXFORD INDL RLTY INC SER B 5.875% PERP PFD 76169C308 91475.00000000 NS USD 2264006.25000000 0.268806996198 Long EP CORP US N 1 N N N MORGAN STANLEY CAP I TR 2017-CLS N/A MORGAN STANLEY CAP I TR 2017-CLS 1ML+260 11/15/2034 144A 61691LAQ2 916000.00000000 PA USD 891063.82000000 0.105796611151 Long ABS-MBS CORP US N 2 2034-11-15 Variable 0.03475000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021 N/A BX COMMERCIAL MORTGAGE TRUST 2021 VINO G 1ML+389.82 05/15/2038 144A 05608KAN0 4994000.00000000 PA USD 4683854.12000000 0.556117173540 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.04827330 N N N N N N PROGRESS RESIDENTIAL 2019-SFR3 TR N/A PROGRESS RESIDENTIAL 2019-SFR3 TR 3.867% 09/17/2036 144A 74332WAL7 1228000.00000000 PA USD 1189410.59000000 0.141219525318 Long ABS-CBDO CORP US N 2 2036-09-17 Fixed 0.03867000 N N N N N N GS MTG SECS TR 2013-GCJ16 N/A GSMS 2013-GC16 D CSTR 11/46 36248GAP5 3923000.00000000 PA USD 3830057.85000000 0.454745363853 Long ABS-MBS CORP US N 2 2046-11-10 Variable 0.05310711 N N N N N N WFRBS COML MTG TR 2011-C4 N/A WFRBS 2011-C4 G 5% 06/15/44 92936CBD0 1252600.00000000 PA USD 51733.88000000 0.006142398628 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.05000000 N N N N N N NATIXIS COML MTG SECS TR 2018-FL1 N/A NATIXIS COML MTG SECS TR 2018-FL1 WAN2 1ML+375 06/15/2035 144A 63874MBE1 222000.00000000 PA USD 177958.93000000 0.021129184347 Long ABS-MBS CORP US N 2 2035-06-15 Variable 0.04624710 N N N N N N UBS COML MTG TR 2012-C1 N/A UBSCM 2012-C1 D CSTR 5/45 90269GAN1 457820.90000000 PA USD 427604.72000000 0.050769798159 Long ABS-MBS CORP US N 2 2045-05-10 Variable 0.06223344 N N N N N N COMM 2012-CCRE2 MTG TR N/A COMM 2012-CCRE2 MTG TR 4.25% 08/15/2045 144A 12624KBC9 1556000.00000000 PA USD 860004.93000000 0.102108968095 Long ABS-MBS CORP US N 3 2045-08-15 Fixed 0.04250000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C4 N/A JP MORGAN CHASE MTG SE TR 11C4 3.873% 07/15/2046 144A 46636DBG0 1322500.00000000 PA USD 1261303.96000000 0.149755473855 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 0.03873000 N N N N N N MORGAN STANLEY CAP I TR 2016-BNK2 N/A MORGAN STANLEY CAP I TR 2016-BNK2 3% 11/15/2049 144A 61690YAC6 4506000.00000000 PA USD 3636090.11000000 0.431715442647 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 0.03000000 N N N N N N SG COML MTG SECS TR 2019-PRES N/A SG COMMERCIAL MORTGAGE SECURITIES TRUST 2019-PREZ F CSTR 09/15/2039 144A 78430EAN5 3206000.00000000 PA USD 2508176.91000000 0.297797544114 Long ABS-MBS CORP US N 2 2039-09-15 Variable 0.03477062 N N N N N N GS MTG SECS TR 2019-GC42 N/A GS MTG SECS TR 2019-GC42 2.8% 09/01/2052 144A 36257UAA5 4807000.00000000 PA USD 3686278.71000000 0.437674369133 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 0.02800000 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 3000000.00000000 PA USD 60000.00000000 0.007123840657 Long ABS-CBDO CORP KY N 3 2035-12-28 Variable 0.01435570 N N N N N N CITIGROUP COML MTG TR 2020-GC46 N/A CITIGROUP COML MTG TR 2020-GC46 2.6% 02/15/2053 144A 17328RAG4 2756000.00000000 PA USD 2087008.28000000 0.247791907282 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 0.02600000 N N N N N N GS MTG SECS TR 2021 N/A GS MTG SECS TR 2021-RENT G 1ML+570 11/21/2023 144A 36260XAW6 6401672.31000000 PA USD 6036882.62000000 0.716763164184 Long ABS-MBS CORP US N 2 2035-11-21 Variable 0.06660700 N N N N N N GS MTG SECS TR 2016-GS2 N/A GS MTG SECS TR 2016-GS2 2.753% 05/10/2049 36252TAA3 2058050.00000000 PA USD 1714465.55000000 0.203559656507 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 0.02753000 N N N N N N BX TR 2019-OC11 N/A BX TR 2019-OC11 4.075457% 12/09/2041 144A 05606FAN3 9318000.00000000 PA USD 7754646.46000000 0.920714428898 Long ABS-MBS CORP US N 2 2041-12-09 Variable 0.04075457 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A FNW 2003-W10 2B4 CSTR 6/43 31393DUM1 98233.50110000 PA USD 29842.36000000 0.003543203624 Long ABS-CBDO USGSE US Y 2 2043-06-25 Variable 0.03234290 N N N N N N MSJP 2015-HAUL N/A MSJP 2015-HAUL E 5.012% 09/05/2047 144A 553697AN3 1014000.00000000 PA USD 757139.50000000 0.089895685887 Long ABS-MBS CORP US N 2 2047-09-05 Variable 0.04851000 N N N N N N WELLS FARGO COML MTG TR 2017-RB1 N/A WELLS FARGO COML MTG TR 2017-RB1 D 3.401% 03/15/2050 95000TAC0 1824000.00000000 PA USD 1526256.81000000 0.181213505273 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 0.03401000 N N N N N N SUNBELT MEZZ N/A SUNBELT MEZZ SOFR+445 01/21/2027 N/A 4700000.00000000 PA USD 4676500.00000000 0.555244013889 Long LON CORP US N 3 2027-01-21 Variable 0.05306110 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2021-4SZN N/A CREDIT SUISSE MORTGAGE TRUST 2021-4SZN SOFR30A+396.65 11/15/2023 144A 12663FAA7 7098000.00000000 PA USD 6780580.99000000 0.805062975598 Long ABS-MBS CORP US N 2 2023-11-15 Variable 0.04748500 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A J P MORGAN CHASE COML MTG SECS TR 2020-NNN 3.972% 01/16/2037 144A 46652BBL2 2771000.00000000 PA USD 2549960.66000000 0.302758557065 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.03972000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2014-DSTY N/A JPMCC 2014-DSTY D CSTR 06/27 46642MAL2 3213000.00000000 PA USD 217070.28000000 0.025772901435 Long ABS-MBS CORP US N 3 2027-06-10 Variable 0.03804600 N N N N N N PROGRESS RESIDENTIAL 2021-SFR3 TR N/A PROGRESS RESIDENTIAL 2021-SFR3 TR 4.254% 05/17/2026 144A 74333VAQ7 1050000.00000000 PA USD 952096.95000000 0.113043116033 Long ABS-CBDO CORP US N 2 2026-05-17 Fixed 0.04254000 N N N N N N WFRBS COML MTG TR 2011-C4 N/A WFRBS 2011-C4 D VAR 06/44 92936CAW9 1616000.00000000 PA USD 1492026.46000000 0.177149312622 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.04888352 N N N N N N GS MTG SECS TR 2010-C1 N/A GSMS 2010-C1 B 5.148 8/43 36249KAG5 228207.23000000 PA USD 225755.62000000 0.026804117739 Long ABS-MBS CORP US N 2 2043-08-10 Fixed 0.05148000 N N N N N N COLONY CAPITAL OPERATING CO LLC 5493003D7P9HVU22YM89 COLONY CAPITAL OPERATING CO LLC CONV 5.75% 07/15/2025 144A 19626LAA5 1264000.00000000 PA USD 3461559.75000000 0.410993334739 Long DBT CORP US N 2 2025-07-15 Fixed 0.05750000 N N N N N DIGITALBRIDGE GROUP INC DIGITALBRIDGE GROUP INC USD XXXX N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 MARRIOTT OWNERSHIP RESORTS INC 4.5% 06/15/2029 144A 57164PAH9 900000.00000000 PA USD 799605.00000000 0.094937643478 Long DBT CORP US N 2 2029-06-15 Fixed 0.04500000 N N N N N N JPMDB COML MTG SECS TR 2018-C8 N/A JPMDB COML MTG SECS TR 2018-C8 CSTR 06/15/2051 144A 46591AAG0 1171000.00000000 PA USD 883524.77000000 0.104901494636 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.03217439 N N N N N N BENCHMARK 2018-B7 MTG TR N/A BENCHMARK 2018-B7 MTG TR VAR 05/15/2053 144A 08162TAG8 833000.00000000 PA USD 666343.02000000 0.079115358291 Long ABS-MBS CORP US N 2 2053-05-15 Variable 0.03000000 N N N N N N BX TRUST 2017-APPL N/A BX TRUST 2017-APPL 1ML+425 07/15/2034 144A 12433PAQ9 2444600.00000000 PA USD 2379335.78000000 0.282500149444 Long ABS-MBS CORP US N 2 2034-07-15 Variable 0.05125000 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 5449242.30000000 PA USD 4793045.63000000 0.569081555512 Long ABS-CBDO CORP US N 2 2026-12-17 Fixed 0.04505000 N N N N N N DATABANK ISSUER LLC 2021-1A N/A DATABANK ISSUER LLC 2021-1A 4.43% 02/27/2051 144A 23802WAE1 1500000.00000000 PA USD 1337621.85000000 0.158816748649 Long ABS-CBDO CORP US N 2 2051-02-27 Fixed 0.04430000 N N N N N N ALEN 2021-ACEN MTG TR N/A ALEN 2021-ACEN F 1ML+500 04/15/2038 144A 01449NAL0 2188000.00000000 PA USD 2075032.03000000 0.246369959004 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.05875000 N N N N N N GS MTG SECS CORP TR 2019-70P N/A GS MTG SECS CORP TR 2019-70P F 1ML+265 10/15/2036 144A 36257MAS4 2550000.00000000 PA USD 2315801.88000000 0.274956726445 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.03525000 N N N N N N MED TR 2021-MDLN N/A MED TR 2021-MDLN 1ML+525 11/15/2026 144A 58403YBA3 12817000.00000000 PA USD 11805595.15000000 1.401686311865 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.06125000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C13 N/A MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C13 D CSTR 11/15/2046 144A 61763BAC8 5150000.00000000 PA USD 4775935.93000000 0.567050109237 Long ABS-MBS CORP US N 2 2046-11-15 Variable 0.04896279 N N N N N N GS MTG SECS TR 2013-GCJ12 549300SSCQUZ3RRV2T53 GS MTG SECS TR 2013-GCJ12 CSTR 06/2046 36197XAB0 869000.00000000 PA USD 839356.32000000 0.099657344638 Long ABS-MBS CORP US N 2 2046-06-10 Variable 0.04451686 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2020-NNN N/A JPMCC 2020-NNN FFX 4.6254% 01/16/2037 144A 46652BBN8 2388000.00000000 PA USD 2178834.36000000 0.258694479984 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 0.04625400 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 ISTAR INC 4.75% 10/01/2024 45031UCF6 2805000.00000000 PA USD 2794412.42000000 0.331782480175 Long DBT CORP US N 2 2024-10-01 Fixed 0.04750000 N N N N N N HILTON USA TR 2016-HHV N/A HILT 2016-HHV F CSTR 11/38 144A 43300LAQ3 5977000.00000000 PA USD 5231480.42000000 0.621137215221 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04193500 N N N N N N GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP N/A GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP 3.75% 12/15/2027 144A 37892AAA8 2290000.00000000 PA USD 2082419.63000000 0.247247093758 Long DBT CORP US N 2 2027-12-15 Fixed 0.03750000 N N N N N N BCP TR 2021-330N N/A BCP TR 2021-330N F 1ML+437.5 06/15/2038 144A 05553BAQ8 2395000.00000000 PA USD 2245712.23000000 0.266634934807 Long ABS-MBS CORP US N 2 2038-06-15 Variable 0.05509000 N N N N N N BX TR 2021-ACNT N/A BX TR 2021-ACNT 1ML+317.3 11/15/2026 144A 05609QAN6 2541000.00000000 PA USD 2411412.30000000 0.286308616399 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04170000 N N N N N N TIMES SQUARE HOTEL TR N/A TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A 887367AA8 1720010.30480000 PA USD 1727772.20000000 0.205139564078 Long DBT CORP US N 2 2026-08-01 Fixed 0.08528000 N N N N N N AMERICAN HOMES 4 RENT 2014-SFR3 TR N/A AH4R 2014-SFR3 E 6.418% 12/36 02665XAE9 1553000.00000000 PA USD 1583062.66000000 0.187958102336 Long ABS-CBDO CORP US N 2 2036-12-17 Fixed 0.06418000 N N N N N N GS MORTGAGE SECURITIES CORPORATION II N/A GSMS 2012-GC6I F CSTAR 01/45 36192BAR8 1270973.62000000 PA USD 1072631.70000000 0.127354288577 Long ABS-MBS CORP US N 2 2045-01-10 Variable 0.05000000 N N N N N N BX COML MTG TR 2020-VIVA N/A BX COML MTG TR 2020-VIVA 3.54875% 03/09/2044 144A 12433XAJ8 8563000.00000000 PA USD 6933640.07000000 0.823235783883 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03548750 N N N N N N BX TRUST N/A BX TRUST 1ML+372.55 10/15/2036 144A 05609KAQ2 13444653.89000000 PA USD 12603459.54000000 1.496417291538 Long ABS-MBS CORP US N 2 2038-10-15 Variable 0.04765000 N N N N N N BANK 2017-BNK6 N/A BANK 2017-BNK6 3.1% 07/15/2060 144A 060352AV3 2593000.00000000 PA USD 2137548.11000000 0.253792535545 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 0.03100000 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 2561600.00000000 PA USD 2409958.92000000 0.286136055607 Long ABS-MBS CORP US N 2 2034-06-15 Variable 0.05091588 N N N N N N WFRBS COML MTG TR 2012-C7 N/A WFRBS 2012-C7 F 4.5% 6/45 92936TAL6 1470000.00000000 PA USD 7350.00000000 0.000872670480 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 0.04500000 N N N N N N BENCHMARK 2019-B14 MTG TR N/A BENCHMARK 2019-B14 MTG TR VAR 12/15/2062 144A 08162YBP6 1132000.00000000 PA USD 956313.83000000 0.113543789053 Long ABS-MBS CORP US N 2 2062-12-15 Variable 0.03294300 N N N N N N PKHL COML MTG TR 2021-MF N/A PKHL COML MTG TR 2021-MF 1ML+600 07/15/2038 144A 69356GAU3 631000.00000000 PA USD 593015.82000000 0.070409170147 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.06875000 N N N N N N PROGRESS RESIDENTIAL 2021 N/A PROGRESS RESIDENTIAL 2021 4.998% 04/19/2038 144A 74333DAS3 1575000.00000000 PA USD 1437093.63000000 0.170627100493 Long ABS-CBDO CORP US N 2 2038-04-19 Fixed 0.04998000 N N N N N N PROGRESS RESIDENTIAL 2019-SFR4 TR N/A PROGRESS RESIDENTIAL 2019-SFR4 TR 3.684% 10/17/2036 144A 74331AAL6 4527000.00000000 PA USD 4365550.43000000 0.518324760737 Long ABS-CBDO CORP US N 2 2036-10-17 Fixed 0.03684000 N N N N N N DBGS 2018-C1 MTG TR N/A DBGS 2018-C1 D MTG TR CSTR 10/15/2051 144A 23307DAG8 3459000.00000000 PA USD 2749377.16000000 0.326435413239 Long ABS-MBS CORP US N 2 2051-10-15 Variable 0.02883175 N N N N N N CRSNT TR 2021-MOON N/A CRSNT TR 2021-MOON F 1ML+350 04/15/2036 144A 22877LAH0 840000.00000000 PA USD 796482.46000000 0.094566902188 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.04380000 N N N N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A 91327AAA0 1195000.00000000 PA USD 1227611.55000000 0.145755151185 Long DBT CORP US N 2 2025-02-15 Fixed 0.07875000 N N N N N N WELLS FARGO COML MTG TR 2012-LC5 N/A WFCM 12-LC5 E VAR 4.775603% 10/15/2045 144A 94988HAR2 1051000.00000000 PA USD 1037017.18000000 0.123125752484 Long ABS-MBS CORP US N 2 2045-10-15 Variable 0.04718174 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-C10 N/A JP MORGAN CHASE COML MTG SECS 2019-OSB E CSTR 06/05/2039 144A 46651EAN4 2350000.00000000 PA USD 2065702.88000000 0.245262302703 Long ABS-MBS CORP US N 2 2039-06-05 Variable 0.03782800 N N N N N N BANK 2020-BNK30 N/A BANK 2020-BN30 MCDG CSTR 12/53 06541UBJ4 3921000.00000000 PA USD 2736762.33000000 0.324937645925 Long ABS-MBS CORP US N 2 2053-12-15 Variable 0.02918230 N N N N N N BX 2021-BXMF N/A BX 2021-BXMF 1ML+359.02 10/15/2026 144A 05609RAS3 4374000.00000000 PA USD 4077498.79000000 0.484124194330 Long ABS-MBS CORP US N 2 2026-10-15 Variable 0.04224513 N N N N N N BENCHMARK 2020-B21 MTG TR N/A BENCHMARK 2020-B21 MTG TR 2% 12/17/2053 144A 08163LBE8 1533000.00000000 PA USD 983813.48000000 0.116808841131 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 0.02000000 N N N N N N BX TR 2021-LGCY N/A BX TR 2021-LGCY 1ML+334.6 10/15/2023 144A 12434DAY8 1390000.00000000 PA USD 1271958.42000000 0.151020485110 Long ABS-MBS CORP US N 2 2023-10-15 Variable 0.04068000 N N N N N N BANK 2019-BNK19 N/A BANK 2019-BN19 D 3% 08/15/2061 144A 06540WAJ2 3753000.00000000 PA USD 2778099.33000000 0.329845615946 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 0.03000000 N N N N N N NATIXIS COML MTG SECS TR 2020-2PAC N/A NATIXIS COML MTG SECS TR 2020-2PAC AMZ3 VAR 01/15/2025 144A 63875DAS0 822675.00000000 PA USD 759981.82000000 0.090233156467 Long ABS-MBS CORP US N 2 2037-01-15 Variable 0.03500000 N N N N N N ELP COMMERCIAL MORTGAGE TRUST 2021-ELP N/A ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+361.49 11/15/2036 144A 26863LAS3 2289000.00000000 PA USD 2123774.49000000 0.252157184309 Long ABS-MBS CORP US N 2 2038-11-15 Variable 0.04489900 N N N N N N WELLS FARGO COML MTG TR 2015-NXS4 549300RD723OFH36TP29 WELLS FARGO COML MTG TR 2015-NXS4 VAR 12/15/2048 94989XBL8 1834000.00000000 PA USD 1657163.15000000 0.196756103726 Long ABS-MBS CORP US N 2 2048-12-15 Variable 0.03685651 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 AGNC INVESTMENT CORP SER E 6.5%/VAR PFD PERP 00123Q807 147792.00000000 NS USD 3471634.08000000 0.412189466766 Long EP CORP US N 1 N N N GS MTG SECS TR 2017-GS6 N/A GS MTG SECS TR 2017-GS6 3.243% 05/10/2050 144A 36253PAK8 4676000.00000000 PA USD 3974895.99000000 0.471942094361 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 0.03243000 N N N N N N FKH 2021-SFR1 F1 N/A FKH 2021-SFR1 F1 3.238% 08/17/2038 144A 33767WAN3 1068000.00000000 PA USD 937045.26000000 0.111256018680 Long ABS-CBDO CORP US N 2 2038-08-17 Fixed 0.03238000 N N N N N N VMC FINANCE 2021-HT1 N/A VMC FINANCE 2021-HT1 B 1ML+450 01/18/2037 144A 91835TAC0 9895000.00000000 PA USD 9405448.83000000 1.116715312904 Long ABS-MBS CORP US N 2 2037-01-18 Variable 0.05435570 N N N N N N COMM 2014-CCRE15 MTG TR N/A COMM 2014-CCRE15 D MTG TR CSTR 02/10/2047 144A 12591RAE0 1060000.00000000 PA USD 1045219.36000000 0.124099602874 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.04677483 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2018-AON N/A J P MORGAN CHASE COML MTG SECS TR 2018-AON-F 4.6132% 07/05/2031 144A 46649XAU1 2150000.00000000 PA USD 2074020.29000000 0.246249834429 Long ABS-MBS CORP US N 2 2031-07-05 Variable 0.04613200 N N N N N N BENCHMARK 2021 MORTGAGE TRUST N/A BENCHMARK 2021 MORTGAGE TRUST CSTR 04/15/2054 144A 08163DBX4 6055000.00000000 PA USD 4630626.04000000 0.549797367533 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.02994213 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 11348081.19000000 NS USD 11350350.81000000 1.347634842894 Long STIV RF US N 1 N N N CRSNT TR 2021-MOON N/A CRSNT TR 2021-MOON G 1ML+450 04/15/2036 144A 22877LAJ6 493000.00000000 PA USD 467936.18000000 0.055558379734 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.05380000 N N N N N N COMM 2012-CCRE2 MTG TR N/A COMM 2012-CR2 F 4.25% 8/45 12624KBA3 7162000.00000000 PA USD 5717332.21000000 0.678822727471 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 0.04250000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2013-LC11 N/A JP MORGAN CH CMS 13-LC11 D CSTR 04/15/2046 46639YAX5 3677000.00000000 PA USD 2657761.71000000 0.315557848780 Long ABS-MBS CORP US N 2 2046-04-15 Variable 0.04163918 N N N N N N JPMCC 2021-MHC N/A JPMCC 2021-MHC E 1ML+245 04/15/2038 144A 466330AN7 3060000.00000000 PA USD 2849144.89000000 0.338280903426 Long ABS-MBS CORP US N 2 2038-04-15 Variable 0.03325000 N N N N N N BANK 2020-BNK26 N/A BANK 2020-BNK26 2.5% 03/15/2063 144A 06540JAJ1 1269000.00000000 PA USD 950167.68000000 0.112814052498 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 0.02500000 N N N 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 3855000.00000000 PA USD 3427972.01000000 0.407005439609 Long ABS-MBS CORP US N 2 2037-03-15 Variable 0.03727570 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A FNW 2002-W6 3B4 CSTR 1/42 31392DH39 21466.32070000 PA USD 1779.14000000 0.000211238497 Long ABS-CBDO USGSE US N 3 2042-01-25 Variable 0.03503160 N N N N N N COMM 2012-CCRE2 MTG TR N/A COMM 2012-CR2 E CSTR 8/45 12624KAY2 5385400.00000000 PA USD 4816129.29000000 0.571822294106 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.04874206 N N N N N N WFRBS COML MTG TR 2011-C5 N/A WFRBS 2011-C5 E CSTR 11/44 92936JAN4 1809957.30000000 PA USD 1804768.70000000 0.214281410698 Long ABS-MBS CORP US N 2 2044-11-15 Variable 0.05519387 N N N N N N MSCCG TR 2018-SELF N/A MSCCG TR 2018-SELF 1ML+305 10/15/2037 144A 55358PAQ9 1024000.00000000 PA USD 985613.52000000 0.117022561100 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.03925000 N N N N N N WFRBS COML MTG TR 2011-C4 N/A WFRBS 2011-C4 E 5.248784% 6/44 92936CAY5 1274000.00000000 PA USD 992595.31000000 0.117851513758 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.04888352 N N N N N N BBCMS 2016-ETC MTG TR N/A BBCMS 2016-ETC D CSTR 08/14/36 144A 05491LAG3 1749000.00000000 PA USD 1487101.59000000 0.176564579470 Long ABS-MBS CORP US N 2 2036-08-14 Variable 0.03608900 N N N N N N GS MTG SECS TR 2019-GC42 N/A GS MTG SECS TR 2019-GC42 2.8% 09/01/2052 144A 36257UAC1 2519000.00000000 PA USD 1867732.70000000 0.221757169083 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 0.02800000 N N N N N N COMM 2012-CCRE1 MTG TR N/A COMM 2012-CCRE1 G 2.462% 05/15/2045 144A 12624BAS5 2322000.00000000 PA USD 515533.69000000 0.061209664349 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 0.02462000 N N N N N N GS MTG SECS TR 2019-GC39 N/A GS MTG SECS TR 2019-GC39 D 3% 05/10/2052 144A 36260JAL1 2830000.00000000 PA USD 2176197.27000000 0.258381376501 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 0.03000000 N N N N N N ASHFORD HOSPITALITY TRUST 2018-ASHF N/A ASHFORD HOSPITALITY TRUST 2018-ASHF 3ML+310 04/15/2035 144A 04410RAN6 1456000.00000000 PA USD 1353886.21000000 0.160747827133 Long ABS-MBS CORP US N 2 2035-04-15 Variable 0.03975000 N N N N N N SREIT TR 2021-MFP2 N/A SREIT TR 2021-MFP2 1ML+391.55 11/15/2036 144A 85236WCU8 1803000.00000000 PA USD 1703013.73000000 0.202199974158 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.04790500 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 N/A JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COR7 D 1.75% 05/13/2053 144A 46652JAC6 1535000.00000000 PA USD 1058078.57000000 0.125626385591 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 0.01750000 N N N N N N MOTEL 6 TR 2021-MTL6 N/A MOTEL 6 TR 2021-MTL6 G 1ML+470 09/15/2038 144A 61977KAQ9 800100.00000000 PA USD 769765.65000000 0.091394797232 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.05574710 N N N N N N BX COML MTG TR 2021-CIP N/A BX COML MTG TR 2021-CIP 1ML+397.69 11/15/2036 144A 12434FAQ0 9996000.00000000 PA USD 9361184.03000000 1.111459723206 Long ABS-MBS CORP US N 2 2038-12-15 Variable 0.04844000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C4 N/A JP MORGAN CHASE MTG SE TR 11C4 3.873% 07/15/2046 144A 46636DBE5 2683000.00000000 PA USD 2485473.52000000 0.295101955235 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 0.03873000 N N N N N N UMH PPTYS INC 529900OM5K3PJ11F0Q09 UMH PROPERTIES INC 6.75% SER C PFD PERP 903002400 98998.00000000 NS USD 2490789.68000000 0.295733146514 Long EP CORP US N 1 N N N SOHO CHINA ABS 2021 N/A SOHO CHINA ABS 2021-SOHO D 2.78648% 08/10/2028 144A 83410JAJ7 2499000.00000000 PA USD 1947845.05000000 0.231268962684 Long ABS-MBS CORP US N 2 2038-08-10 Variable 0.02696589 N N N N N N BX 2021-VOLT G N/A BX 2021-VOLT G 1ML+295 09/15/2023 144A 05609VAS4 2448000.00000000 PA USD 2264924.85000000 0.268916062198 Long ABS-MBS CORP US N 2 2036-09-15 Variable 0.03724720 N N N N N N CITIGROUP COML MTG TR 2019-GC41 N/A CITIGROUP COML MTG TR 2019-GC41 D 3% 08/10/2056 144A 17328FAA3 2273000.00000000 PA USD 1746281.35000000 0.207337168000 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 0.03000000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A 28470RAH5 1690000.00000000 PA USD 1711970.00000000 0.203263358164 Long DBT CORP US N 2 2025-07-01 Fixed 0.06250000 N N N N N N KNDR 2021-KIND F N/A KNDR 2021-KIND F 1ML+405 08/15/2026 144A 482606AS9 4472000.00000000 PA USD 4205467.01000000 0.499317947805 Long ABS-MBS CORP US N 2 2038-08-15 Variable 0.04825000 N N N N N N BENCHMARK 2020-B18 MORTGAGE TRUST N/A BENCHMARK 2020-B18 MORTGAGE TRUST 4.534% 07/15/2053 144A 08163ABT9 4074000.00000000 PA USD 3125022.40000000 0.371036027129 Long ABS-MBS CORP US N 3 2053-07-15 Variable 0.04388490 N N N N N N BX TRUST 2018-EXCL N/A BX TRUST 2019-IMC G 1ML+360 04/15/2034 144A 05608BAS9 3255000.00000000 PA USD 3035844.43000000 0.360447866322 Long ABS-MBS CORP US N 2 2034-04-15 Variable 0.04475000 N N N N N N JPMDB COML MTG SECS TR 2019 N/A JPMDB COML MTG SECS TR 2019 2.5% 11/13/2052 144A 48129RAA3 1354000.00000000 PA USD 1029216.83000000 0.122199611643 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 0.02500000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE N/A BARCLAYS COMMERCIAL MORTGAGE 2019-C5 E 2.5% 11/15/2052 144A 05492JAC6 2545000.00000000 PA USD 1788804.91000000 0.212386019094 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 0.02500000 N N N N N N RLJ LODGING TR N/A RLJ LODGING TR SER A PC 1.95% PERP 74965L200 70550.00000000 NS USD 1883685.00000000 0.223651196472 Long EP CORP US N 2 N N N CAPITAL TR RE CDO 05-1 LTD COR 549300EO21RSSTCI1873 CTCDO 2005-1A D 1ML+150 3/50 140558AD9 750000.00000000 PA USD 75.00000000 0.000008904800 Long ABS-CBDO CORP KY N 3 2050-03-20 Variable 0.03346380 N N N N N N PROGRESS RESIDENTIAL 2020-SFR1 TR N/A PROGRESS RESIDENTIAL 2020-SFR1 TR 4.028% 04/17/2037 144A 74331CAG3 1638000.00000000 PA USD 1542762.26000000 0.183173208536 Long ABS-CBDO CORP US N 2 2037-04-17 Fixed 0.04028000 N N N 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 2240000.00000000 PA USD 2105167.68000000 0.249947985149 Long ABS-CBDO CORP US N 2 2051-09-25 Fixed 0.03933000 N N N N N N NATIXIS COML MTG SECS TR 2018-TECH N/A NATIXIS COML MTG SECS TR 2018 1ML+300 11/15/2034 144A 63874LAS3 96000.00000000 PA USD 91118.18000000 0.010818523254 Long ABS-MBS CORP US N 2 2034-11-15 Variable 0.03875000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C4 N/A JP MORGAN CHASE MTG SE TR 11C4 3.873% 07/15/2046 144A 46636DBA3 494000.00000000 PA USD 467049.34000000 0.055453084620 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 0.03873000 N N N N N N AMERICAN HOMES 4 RENT 2015-SFR1 TR N/A AMERICAN HOMES 4 RENT 2015-SFR1 E TR 5.639% 04/17/2052 144A 02666AAE8 3096223.00000000 PA USD 3094572.71000000 0.367420714802 Long ABS-CBDO CORP US N 2 2052-04-17 Fixed 0.05639000 N N N N N N CSMC 2018-SITX N/A CSMC 2019-UVIL E CSTR 12/15/2041 144A 12656DAL7 2289000.00000000 PA USD 1724026.73000000 0.204694861887 Long ABS-MBS CORP US N 2 2041-12-15 Variable 0.03283330 N N N N N N WP GLIMCHER MALL TR 15-WPG N/A JPMDB 2015-WPG PR2 CSTR 06/35 92939VAN4 4354000.00000000 PA USD 3322839.57000000 0.394522993768 Long ABS-MBS CORP US N 2 2035-06-05 Variable 0.03516000 N N N N N N TRICON AMERICAN HOMES 2020 N/A TRICON AMERICAN HOMES 2020 4.882% 07/17/2038 144A 89613GAF3 574000.00000000 PA USD 543436.57000000 0.064522592199 Long ABS-CBDO CORP US N 2 2038-07-17 Fixed 0.04882000 N N N N N N AGELLAN PORTFOLIO N/A AGELLAN PORTFOLIO MEZZ 9% 08/07/2025 N/A 908000.00000000 PA USD 917080.00000000 0.108885529831 Long LON CORP US N 3 2025-08-07 Variable 0.09000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2020 N/A CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A 17328QAJ0 2081000.00000000 PA USD 1571725.61000000 0.186612046707 Long ABS-MBS CORP US N 2 2042-11-10 Variable 0.03311770 N N N N N N WELLS FARGO COML MTG TR 2016-NXS6 549300CFP9NBBMZH1008 WELLS FARGO COML MTG TR 2016-NXS6 D 3.059% 11/15/2049 144A 95000KAJ4 4250000.00000000 PA USD 3480232.35000000 0.413210345190 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 0.03059000 N N N N N N HILTON USA TR 2016-SFP N/A HILTON USA TR 2016-SFP D 4.926925% 11/05/2035 144A 43289VAN3 1556000.00000000 PA USD 1519038.31000000 0.180356447876 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 0.04926925 N N N N N N JPMBB COML MTG SECS TR 2015-C32 N/A JPMBB COML MTG SECS TR 2015-C32 C CSTR 11/15/2048 46590JBC0 1500000.00000000 PA USD 1195707.30000000 0.141967137964 Long ABS-MBS CORP US N 2 2048-11-15 Variable 0.04648524 N N N N N N BX TR 2021-ARIA N/A BX TR 2021-ARIA G 1ML+320 10/15/2036 144A 05608RAQ8 2500000.00000000 PA USD 2325504.00000000 0.276108665727 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.04017100 N N N N N N BX 2021-MFM1 N/A BX 2021-MFM1 1ML+300 01/15/2034 144A 05608VAN6 834000.00000000 PA USD 781227.15000000 0.092755628894 Long ABS-MBS CORP US N 2 2034-01-15 Variable 0.03874710 N N N N N N JPMDB COML MTG SECS TR 2019 N/A JPMDB COML MTG SECS 2019 CORE6 E 2.5% 11/13/2052 144A 48129RAE5 2582000.00000000 PA USD 1822572.86000000 0.216395310679 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 0.02500000 N N N N N N CSMC TR 2017-MOON N/A CSMC TR 2017-MOON E CSTAR 07/10/2034 144A 12651XAL8 1132000.00000000 PA USD 1128038.34000000 0.133932756489 Long ABS-MBS CORP US N 2 2034-07-10 Variable 0.03196470 N N N N N N COMM 2013-LC6 MTG TR N/A COMM 2013-LC6 E MTG TR 3.5% 01/10/2046 144A 20048EAG6 2840000.00000000 PA USD 2486386.20000000 0.295210318350 Long ABS-MBS CORP US N 3 2046-01-10 Fixed 0.03500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A FNW 2002-W1 3B3 CSTR 2/42 31392CMZ4 26660.51740000 PA USD 7258.27000000 0.000861779315 Long ABS-CBDO USGSE US N 3 2042-02-25 Variable 0.03267090 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A MSC 2011-C3 E CSTR 7/15/49 144A 61760RAN2 2610000.00000000 PA USD 2329629.36000000 0.276598472515 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05084738 N N N N N N BENCHMARK 2020-B18 MORTGAGE TRUST N/A BENCHMARK 2020-B18 MORTGAGE TRUST 2.25% 07/15/2053 144A 08163AAT0 1500000.00000000 PA USD 1064848.35000000 0.126430166157 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 0.02250000 N N N N N N BANK OF AMER MERRILL LYNCH COML MTG TR 2017-BNK3 N/A BACM 2017-BNK3 D 3.25% 02/15/2050 144A 06427DAC7 2201000.00000000 PA USD 1845180.40000000 0.219079519222 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 0.03250000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 N/A MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 3.356% 05/15/2050 144A 61767CAC2 2932000.00000000 PA USD 2445192.42000000 0.290319352937 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 0.03356000 N N N N N N MKT 2020-525M MTG TR N/A MKT 2020-525M MTG TR CSTR 02/12/2040 144A 55316PAN7 1976000.00000000 PA USD 1391605.31000000 0.165226241435 Long ABS-MBS CORP US N 2 2040-02-12 Variable 0.02940600 N N N N N N GS MTG SECS TR 2011-GC5 N/A GSMS 2011-GC5 E CSTR 8/44 36191YAN8 2432000.00000000 PA USD 231040.00000000 0.027431535757 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.05158919 N N N N N N HILTON USA TR 2016-HHV N/A HILTON USA TR 2016-HHV VAR 11/05/2038 144A 43300LAN0 3079000.00000000 PA USD 2801574.09000000 0.332632790107 Long ABS-MBS CORP US N 2 2038-11-05 Variable 0.04193500 N N N N N N DIAMOND INFRASTRUCTURE FUNDING LLC N/A DIAMOND INFRASTRUCTURE FUNDING LLC 3.475% 04/15/2049 144A 25265LAE0 859000.00000000 PA USD 802961.42000000 0.095336153499 Long ABS-CBDO CORP US N 2 2049-04-15 Fixed 0.03475000 N N N N N N MORGAN STANLEY CAP I TR 2012-C4 5493005SNWQW3UUOQX45 MSC 2012-C4 D 5.711069 3/45 61760VAE3 984101.70000000 PA USD 925055.60000000 0.109832478224 Long ABS-MBS CORP US N 2 2045-03-15 Variable 0.05163800 N N N N N N PROVIDENCE PLACE GROUP LTD PARTNERSHIP N/A PPGLP 2000-C1 A2 7.75% 7/28 743784AB6 1631724.41830000 PA USD 1791372.01000000 0.212690812616 Long ABS-MBS CORP US N 2 2028-07-20 Fixed 0.07750000 N N N N N N MORGAN STANLEY CAP I TR 2018-MP N/A MORGAN STANLEY CAP I TR 2018-MP VAR 07/11/2040 144A 61691DAN7 2499000.00000000 PA USD 1990076.15000000 0.236283089804 Long ABS-MBS CORP US N 2 2040-07-11 Variable 0.04276000 N N N N N N WFRBS COML MTG TR 2011-C3 N/A WFRBS 2011-C3 E 5% 3/44 92935VAU2 1258000.00000000 PA USD 6290.00000000 0.000746815962 Long ABS-MBS CORP US N 2 2044-03-15 Fixed 0.05000000 N N N N N N DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD 25401T405 71600.00000000 NS USD 1690476.00000000 0.200711360980 Long EP CORP US N 1 N N N MERIT SECURITIES CORP N/A MESC 13 M1 VAR 12/33 589962CV9 671200.43760000 PA USD 679778.45000000 0.080710555999 Long ABS-CBDO CORP US N 2 2033-12-28 Variable 0.07880000 N N N N N N CITIGROUP COML MTG TR 2019-GC41 N/A CITIGROUP COML MTG TR 2019-GC41 E 3% 08/10/2056 144A 17328FAC9 1848000.00000000 PA USD 1331658.82000000 0.158108754057 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 0.03000000 N N N N N N BANK 2018-BNK12 N/A BANK 2018-BNK12 D 3% 05/15/2061 144A 06541KAJ7 2082000.00000000 PA USD 1569143.85000000 0.186305512593 Long ABS-MBS CORP US N 2 2061-05-15 Fixed 0.03000000 N N N N N N MHC TR 2021-MHC2 N/A MHC TR 2021-MHC2 1ML+240 05/15/2023 144A 55293AAQ0 3850000.00000000 PA USD 3564540.21000000 0.423220274536 Long ABS-MBS CORP US N 2 2023-05-15 Variable 0.03275000 N N N N N N MORGAN STANLEY CAP I TR 2015-MS1 N/A MORGAN STANLEY CAP I TR 2015 4.163% 5/15/48 61765DAC2 4300000.00000000 PA USD 3728084.52000000 0.442638001283 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.04034930 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 3902000.00000000 PA USD 3123167.82000000 0.370815831589 Long ABS-MBS CORP US N 2 2050-06-15 Variable 0.04441586 N N N N N N WFRBS COML MTG TR 2011-C5 N/A WFRBS COML MTG TR 2011-C5 F CSTR VAR 11/15/2044 144A 92936JAQ7 3930000.00000000 PA USD 3604644.73000000 0.427981911371 Long ABS-MBS CORP US N 2 2044-11-15 Variable 0.05250000 N N N N N N CD 2017-CD3 MTG TR N/A CD 2017-CD3 D 3.25% 02/10/2050 144A 12515GAM9 4073000.00000000 PA USD 3029960.91000000 0.359749312005 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 0.03250000 N N N N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C13 N/A MSBAM 2013-C13 E CSTR 11/15/46 144A 61763BAE4 1666000.00000000 PA USD 1427030.29000000 0.169432273315 Long ABS-MBS CORP US N 2 2046-11-15 Variable 0.04896279 N N N N N N AMERICAN FIN TR FINAN OP N/A AMERICAN FIN TR FINAN OP 4.5% 09/30/2028 144A 02608AAA7 3195000.00000000 PA USD 2707762.50000000 0.321494476458 Long DBT CORP US N 2 2028-09-30 Fixed 0.04500000 N N N N N N UBS COML MTG TR 2012-C1 N/A UBSCM 2012-C1 E CSTR 05/45 90269GAQ4 1911000.00000000 PA USD 745290.00000000 0.088488786723 Long ABS-MBS CORP US N 2 2045-05-10 Variable 0.05000000 N N N N N N CREST DARTMOUTH STR 03 1 LTD N/A CRST DRTMTH ST 2003-1 0% PFD 144A 226065209 3100000.00000000 NS USD 310.00000000 0.000036806510 Long EP CORP KY N 3 N N N BANK 2020-BNK27 N/A BANK 2020-BNK27 2.5% 04/15/2063 144A 06539YAA0 921000.00000000 PA USD 690559.45000000 0.081990591435 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 0.02500000 N N N N N N TPGI 2021-DGWD G N/A TPGI 2021-DGWD G 1ML+380 06/15/2026 144A 87267HAU1 1008000.00000000 PA USD 945750.46000000 0.112289592975 Long ABS-MBS CORP US N 2 2026-06-15 Variable 0.04720000 N N N N N N BENCHMARK 2020-B20 MTG TR N/A BENCHMARK 2020-B20 E 2% 10/15/2053 144A 08162XAN4 2100000.00000000 PA USD 1357984.53000000 0.161234423444 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 0.02000000 N N N N N N CSAIL 2017-CX9 COML MTG TR N/A CSAIL 2017-CX9 D CSTR 09/15/2050 144A 12595FAP7 1615000.00000000 PA USD 1295607.26000000 0.153828327908 Long ABS-MBS CORP US N 2 2050-09-15 Variable 0.04115677 N N N N N N CYXTERA TECHNOLOGIES INC N/A CYXTERA TECHNOLOGIES INC A 23284C102 100600.00000000 NS USD 1490892.00000000 0.177014617418 Long EC CORP US N 1 N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30 N/A MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30 D 3% 09/15/2049 144A 61766NAJ4 798000.00000000 PA USD 564323.10000000 0.067002464059 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 0.03000000 N N N N N N PLAYA RESORTS HLDG B V 5493005SPBUMPZZCIZ96 PLAYA RESORTS TERM B 04/27/2024 72812NAD8 862340.89000000 PA USD 828925.18000000 0.098418848317 Long LON CORP NL N 2 2024-04-27 Variable 0.03810000 N N N N N N DC OFFICE TRUST 2019 N/A DC OFFICE TRUST 2019-MTC E CSTR 12/31/2049 144A 23312BAL4 1029000.00000000 PA USD 798474.88000000 0.094803463564 Long ABS-MBS CORP US N 2 2045-09-15 Variable 0.03072000 N N N N N N CPT MORTGAGE TRUST 2019 N/A CPT MORTGAGE TRUST 2019-CPT F CSTR 11/13/2039 144A 12654YAN9 2772000.00000000 PA USD 2131781.65000000 0.253107879842 Long ABS-MBS CORP US N 2 2039-11-13 Variable 0.02996800 N N N N N N BX COML MTG TR 2020-VIVA N/A BX COML MTG TR 2020-VIVA CSTR 03/09/2044 144A 12433XAG4 9422000.00000000 PA USD 7788352.40000000 0.924716357994 Long ABS-MBS CORP US N 2 2044-03-11 Variable 0.03548750 N N N N N N CWMBS REPERFORMING LN REMIC TR N/A CWHL 2003-R1 2B4 CSTR 2/43 12669UBR0 28281.76910000 PA USD 4659.84000000 0.000553265960 Long ABS-CBDO CORP US N 2 2043-02-25 Variable 0.03361400 N N N N N N BAMLL COML MTG SECS TR 2015-200P 549300UQK6PJ8BF5JQ90 BAMLL COML MTG SECS TR 15-200P CSTR 04/14/2033 144A 05526QAN6 2588000.00000000 PA USD 2356326.12000000 0.279768196920 Long ABS-MBS CORP US N 2 2033-04-14 Variable 0.03595800 N N N N N N COMM 2014-CCRE17 MTG TR N/A COMM 2014-CCRE17 E CSTR 05/10/2047 144A 12631DAJ2 589000.00000000 PA USD 440092.61000000 0.052252493800 Long ABS-MBS CORP US N 2 2047-05-10 Variable 0.04847204 N N N N N N MORGAN STANLEY CAP I TR 2011-C3 N/A MORGAN STANLEY CAP I TR 2011-C3 F CSTR 07/15/2049 144A 61760RAQ5 984000.00000000 PA USD 705075.26000000 0.083714063392 Long ABS-MBS CORP US N 2 2049-07-15 Variable 0.05084738 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 ISTAR INC 7.65 SER G PERP PFD 45031U705 70700.00000000 NS USD 1750532.00000000 0.207841850555 Long EP CORP US N 1 N N N MHP 2022-MHIL MEZZ N/A MHP 2022-MHIL MEZZ SOFR+500 01/09/2024 N/A 5000000.00000000 PA USD 4950000.00000000 0.587716854218 Long LON CORP US N 3 2024-01-09 Variable 0.05781650 N N N N N N COMM 2012-CCRE2 MTG TR N/A COMM 2012-CR2 D CSTR 8/45 12624KAW6 789000.00000000 PA USD 777467.90000000 0.092309290594 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.04874206 N N N N N N BSREP COML MTG TR 2021-DC N/A BSREP COML MTG TR 2021-DC 1ML+385 08/15/2038 144A 05591UAN7 853000.00000000 PA USD 760186.52000000 0.090257460637 Long ABS-MBS CORP US N 2 2038-08-15 Variable 0.04725000 N N N N N N BENCHMARK 2022-B35 MTG TR N/A BENCHMARK 2022-B35 MTG TR 2.5% 05/15/2055 144A 08163RAS5 3003000.00000000 PA USD 2017542.13000000 0.239544144221 Long ABS-MBS CORP US N 2 2055-05-15 Fixed 0.02500000 N N N N N N UBS-CITIGROUP COML MTG TR 2011-C1 N/A UBS-CITIGR COML MTG TR 2011-C1 C CSTR 01/10/2045 90268TAN4 458223.31000000 PA USD 451487.43000000 0.053605408500 Long ABS-MBS CORP US N 2 2045-01-10 Variable 0.06439651 N N N N N N PKHL COML MTG TR 2021-MF N/A PKHL COML MTG TR 2021-MF F 1ML+310 07/15/2038 144A 69356GAQ2 2225000.00000000 PA USD 2079748.44000000 0.246929941560 Long ABS-MBS CORP US N 2 2038-07-15 Variable 0.04225000 N N N N N N GS MTG SECS CORP TR 2019 5493005BBCF84ICNQ550 GS MTG SECS CORP TR 2019 3% 07/10/2052 144A 36257HAA4 2079000.00000000 PA USD 1630036.83000000 0.193535377371 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 0.03000000 N N N N N N MRCD 2019-PARK G N/A MRCD 2019-PARK G 4.25% 12/15/2036 144A 55348UBA5 5222000.00000000 PA USD 4677336.00000000 0.555343272735 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 0.04250000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P N/A CITIGROUP COMMERCIAL 2013-375P E CSTR 05/10/2035 144A 17320QAN9 4069000.00000000 PA USD 3865029.17000000 0.458897532374 Long ABS-MBS CORP US N 2 2035-05-10 Variable 0.03517578 N N N N N N BANK 2020-BN30 N/A BANK 2020-BN30 2.5% 12/15/2053 144A 06541UAL0 735000.00000000 PA USD 508912.82000000 0.060423563968 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 0.02500000 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 2395000.00000000 PA USD 1912492.28000000 0.227071504347 Long DBT CORP US N 2 2030-01-15 Fixed 0.06000000 N N N N N N PROGRESS RESIDENTIAL TRUST 2021-SFR8 N/A PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A 74333TAN9 815000.00000000 PA USD 709724.33000000 0.084266050624 Long ABS-CBDO CORP US N 2 2038-10-17 Fixed 0.03181000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 ISTAR INC 4.25% 08/01/2025 45031UCG4 3630000.00000000 PA USD 3580087.50000000 0.425066214813 Long DBT CORP US N 2 2025-08-01 Fixed 0.04250000 N N N N N N J P MORGAN CHASE COML MTG SECS TR 2011-C4 N/A JPMCC 2011-C4 C + 07/46 46636DAU0 135052.66000000 PA USD 135128.40000000 0.016043886497 Long ABS-MBS CORP US N 2 2046-07-15 Variable 0.05418825 N N N N N N AMR HMS 15-SFR2 N/A AMERICAN HOMES 4 RENT 2015-SFR2 TR 6.07% 10/17/2052 144A 02666BAE6 3728000.00000000 PA USD 3735664.02000000 0.443537920454 Long ABS-CBDO CORP US N 2 2052-10-17 Fixed 0.06070000 N N N N N N WF-RBS COML MTG TR 2012-C8 N/A WFRBS 2012-C8 E CSTR 8/45 92936YAR2 1167000.00000000 PA USD 1159895.54000000 0.137715183432 Long ABS-MBS CORP US N 2 2045-08-15 Variable 0.04884590 N N N N N N BXP TR 2021-601L N/A BXP TR 2021-601L VAR 01/15/2044 144A 05607TAL6 709000.00000000 PA USD 480298.51000000 0.057026167552 Long ABS-MBS CORP US N 2 2044-01-15 Variable 0.02775460 N N N N N N JP MORGAN CHASE COML MTG SECS TR 2012-CIBX N/A JPMCC 2012-CBX D CSTR 6/45 46637WAN3 3373000.00000000 PA USD 3169979.13000000 0.376373770145 Long ABS-MBS CORP US N 2 2045-06-15 Variable 0.04822527 N N N N N N JPMBB COML MTG SECS TR 2014-C23 N/A JPMBB 2014-C23 UH5 4.7094% 09/15/2047 144A 46643AAQ6 604000.00000000 PA USD 473005.69000000 0.056160286091 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 0.04709400 N N N N N N BXSC 2022-WSS F N/A BXSC 2022-WSS F 5.579% 03/15/2035 144A 05610BAQ9 2283000.00000000 PA USD 2203046.60000000 0.261569215646 Long ABS-MBS CORP US N 2 2035-03-15 Variable 0.06111000 N N N N N N FRANKLIN BSP REALTY TRUST INC/DUPE N/A FRANKLIN BSP RE 7.5% PFD PERP 35243J200 87175.00000000 NS USD 1923080.50000000 0.228328650882 Long EP CORP US N 1 N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A 75606DAL5 385000.00000000 PA USD 342168.75000000 0.040625927547 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N BAMLL COML MTG SECS TR 2019-RLJ N/A BAMLL COML MTG SECS TR 2019-RLJ 1ML+195 04/15/2036 144A 05492HAL0 4028000.00000000 PA USD 3850364.39000000 0.457156373108 Long ABS-MBS CORP US N 2 2036-04-15 Variable 0.02825000 N N N N N N JPMBB COML MTG SECS TR 2014-C26 N/A JPMBB 2014-C26 D CSTR 01/15/2048 144A 46643TAL6 2329000.00000000 PA USD 2118460.73000000 0.251526277983 Long ABS-MBS CORP US N 2 2048-01-15 Variable 0.03879520 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2020 N/A CREDIT SUISSE MORTGAGE TRUST 2020-FACT F 1ML+525 10/15/2037 144A 126395AQ5 2100000.00000000 PA USD 2062134.90000000 0.244838674020 Long ABS-MBS CORP US N 2 2037-10-15 Variable 0.07032000 N N N N N N MORGAN STANLEY CAP I TR 2011-C2 3IFG42XD94UUZ7FL2766 MSC 2011-C2 D CSTR 6/44 617459AJ1 4267569.24000000 PA USD 4135419.69000000 0.491001182036 Long ABS-MBS CORP US N 2 2044-06-15 Variable 0.05211300 N N N N N N CITIGROUP COML MTG TR 2019-GC43 N/A CITIGROUP COML MTG TR 2019-GC43 3% 11/10/2052 144A 17328HAL5 2772000.00000000 PA USD 2074710.33000000 0.246331763345 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 0.03000000 N N N N N N GS MTG SECS TR 2020-GC47 N/A GS MTG SECS TR 2020-GC47 D CSTR 05/12/2053 144A 36258RAA1 756000.00000000 PA USD 610856.54000000 0.072527410922 Long ABS-MBS CORP US N 2 2053-05-12 Variable 0.03454784 N N N N N N BENCHMARK 2021 MORTGAGE TRUST N/A BENCHMARK MORTGAGE TRUST 2021-B25 300E CSTR 04/15/2054 144A 08163DBZ9 1113000.00000000 PA USD 815371.78000000 0.096809643951 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.03094020 N N N N N N BANK 2022-BNK42 N/A BANK 2022-BNK42 E 2.5% 06/15/2055 144A 06541MAN4 1302000.00000000 PA USD 816127.06000000 0.096899318857 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 1ML+355.1 11/15/2036 144A 78486EAS7 2500000.00000000 PA USD 2322342.75000000 0.275733328373 Long ABS-MBS CORP US N 2 2036-11-15 Variable 0.04426000 N N N N N N DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 DIGITALBRIDGE GROUP INC SER H 7.125% PERP PFD 25401T504 59229.00000000 NS USD 1420311.42000000 0.168634537327 Long EP CORP US N 1 N N N MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 N/A MORGAN STAN BAML TR-2012-C6 VAR 11/15/2045 144A 61761DAQ5 3633000.00000000 PA USD 3586504.87000000 0.425828153501 Long ABS-MBS CORP US N 2 2045-11-15 Variable 0.04590655 N N N N N N CSMC 2020-NET N/A CSMC 2020-NET F CSTR 08/15/2037 144A 126438AN0 918000.00000000 PA USD 816490.59000000 0.096942481020 Long ABS-MBS CORP US N 2 2037-08-15 Variable 0.03704200 N N N N N N WFRBS COML MTG TR 2012-C7 N/A WFRBS 2012-C7 E CSTR 6/45 92936TAK8 1514000.00000000 PA USD 136260.00000000 0.016178242132 Long ABS-MBS CORP US N 2 2045-06-15 Variable 0.04630509 N N N N N N DIAMONDROCK HOSPITALITY CO 529900KKD4BPVBUAQ734 DIAMONDROCK HOSPITALITY CO 8.25% PFD PERP 252784400 25800.00000000 NS USD 705630.00000000 0.083779928048 Long EP CORP US N 1 N N N BX TRUST N/A BX TRUST 1ML+233.66 10/15/2036 144A 056058AN0 1974000.00000000 PA USD 1825541.58000000 0.216747788816 Long ABS-MBS CORP US N 2 2036-10-15 Variable 0.03111600 N N N N N N COLOGIX DATA CTRS US ISSUER LLC / COLOGIX DATA CTRS US CO-ISSUER LLC N/A COLOGIX DATA CTRS US ISSUER LLC / COLOGIX DATA CTRS US CO-ISSUER LLC 5.99% 12/26/2051 144A 19521UAE3 1500000.00000000 PA USD 1359262.50000000 0.161386157688 Long ABS-MBS CORP US N 2 2051-12-26 Fixed 0.05990000 N N N N N N MORGAN STANLEY CAP I INC N/A MSC 1998-CF1 G 7.35% 7/32 61745MHW6 22162.94220000 PA USD 22049.52000000 0.002617954450 Long ABS-MBS CORP US N 2 2032-07-15 Variable 0.07350000 N N N N N N SLG OFFICE TR 2021-OVA N/A SLG OFFICE TR 2021-OVA 2.85061% 07/15/2041 144A 78449RAQ8 8069000.00000000 PA USD 5829181.16000000 0.692102629095 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 0.02850610 N N N N N N MORGAN STANLEY CAP I TR 2011-C2 3IFG42XD94UUZ7FL2766 MSC 2011-C2 F CSTR 6/44 617459AL6 3015000.00000000 PA USD 1959750.00000000 0.232682445465 Long ABS-MBS CORP US N 3 2044-06-15 Variable 0.05211300 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A UBS COMMERCIAL MORTGAGE TRUST 2018-C8 CSTR 02/15/2051 90276VAK5 756000.00000000 PA USD 727767.33000000 0.086408308240 Long ABS-MBS CORP US N 2 2051-02-15 Variable 0.04698842 N N N N N N MOTEL 6 TR 2021-MTL6 N/A MOTEL 6 TR 2021-MTL6 H 1ML+600 09/15/2038 144A 61977KAS5 435400.00000000 PA USD 418719.09000000 0.049714801288 Long ABS-MBS CORP US N 2 2038-09-15 Variable 0.06874710 N N N N N N 2022-06-30 Stacie M. Smith Stacie M. Smith Stacie M. Smith President and Treasurer