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