0001752724-23-014656.txt : 20230126
0001752724-23-014656.hdr.sgml : 20230126
20230126130135
ACCESSION NUMBER: 0001752724-23-014656
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230126
DATE AS OF CHANGE: 20230126
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: 23556499
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
2022-11-30
N
725065065.13
5641886.13
719423179.00
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
1428818.17000000
USD
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2003-W10 2B5 CSTR 6/43
31393DUN9
9340.24860000
PA
USD
94.24000000
0.000013099383
Long
ABS-CBDO
USGSE
US
Y
3
2043-06-25
Variable
0.03427510
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
11211757.52200000
PA
USD
10452593.72000000
1.452913114994
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.06825000
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
85856.38000000
0.011934058076
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
9608889.62000000
1.335638036205
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.07123000
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
446886.34000000
0.062117311902
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.07525000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2022-LP2
N/A
BX 2022-LP2 G TSFR1M+411.27 02/15/39 144A
05610HAN3
3510248.28000000
PA
USD
3236348.17000000
0.449853196904
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.07900050
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
377437.79000000
0.052463946258
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.07775290
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
523956.27000000
0.072830051254
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
1384543.33000000
PA
USD
121.70000000
0.000016916330
Long
ABS-MBS
CORP
US
N
3
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
128708.71000000
0.017890542556
Long
ABS-MBS
CORP
US
N
3
2045-05-10
Variable
0.05000000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+262.49 11/15/2038 144A
78472UAL2
1405000.00000000
PA
USD
1309940.65000000
0.182082074672
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06500190
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 D 3.357% 05/15/2050 144A
06541FAJ8
4416000.00000000
PA
USD
3152294.04000000
0.438169652023
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
1046617.30000000
0.145480063827
Long
ABS-MBS
CORP
US
N
2
2042-02-15
Variable
0.04069949
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
1097542.31000000
0.152558652825
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
0.03040893
N
N
N
N
N
N
BBCMS Mortgage Trust 2022-C14
N/A
BBCMS Mortgage Trust 2022-C14 2.946% 02/15/2055
07336AAE7
1486000.00000000
PA
USD
1249931.81000000
0.173740831055
Long
ABS-MBS
CORP
XX
N
2
2055-02-15
Fixed
0.02946000
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
1136345.69000000
0.157952332253
Long
ABS-MBS
CORP
US
N
2
2039-12-13
Variable
0.03325825
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
1719140.77000000
0.238960992664
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.04405246
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
1268556.98000000
0.176329734296
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
0.04647234
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
941315.42000000
0.130843076436
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.02863209
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
1073496.01000000
0.149216211172
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.06812980
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
528457.49000000
0.073455721948
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
0.03592590
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
3465254.48000000
0.481671230667
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Variable
0.07367680
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
3763705.31000000
0.523155969930
Long
ABS-MBS
CORP
US
N
2
2034-01-10
Variable
0.05098983
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
662607.10000000
0.092102550952
Long
ABS-MBS
CORP
US
N
2
2037-04-10
Variable
0.04334368
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
2114300.20000000
0.293888251270
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.04272420
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
962314.19000000
0.133761910665
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
4054704.35000000
0.563604908537
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.04234620
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2018-C44
N/A
WELLS FARGO COML MTG TR 2018-C44 3% 05/15/2051 144A
95001JAC1
3949000.00000000
PA
USD
2721039.89000000
0.378225218400
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
0.03000000
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
1706877.76000000
0.237256431238
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
6871637.38000000
0.955159297140
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
0.05334526
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
2851000.23000000
0.396289737837
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
836114.61000000
0.116220137800
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
0.03000000
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
3622868.46000000
0.503579612910
Long
ABS-MBS
CORP
US
N
2
2035-02-10
Variable
0.03346347
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
2746476.79000000
0.381760953798
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.07775000
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
1351915.42000000
0.187916578095
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
0.02500000
N
N
N
N
N
N
DYNEX CAPITAL INC
5CIJ4S9HAEBWILA19B65
DYNEX CAP INC 6.9%/VAR PFD PERP C
26817Q878
57707.00000000
NS
USD
1251664.83000000
0.173981721264
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
1530419.45000000
0.212728682460
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
0.02850000
N
N
N
N
N
N
LIBERT STREET TRUST
N/A
LBTY 2016-225L E CSTR 02/36 144A
902055AJ1
2063000.00000000
PA
USD
1715529.94000000
0.238459086400
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
0.04803450
N
N
N
N
N
N
WFRBS COML MTG TR 2011-C3
N/A
WFRBS 2011-C3 D CSTR 3/44
92935VAS7
3921838.58000000
PA
USD
1568735.43000000
0.218054613166
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
0.05419623
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
845370.59000000
0.117506721311
Long
ABS-MBS
CORP
US
N
3
2030-06-10
Variable
0.04379267
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
758687.18000000
0.105457705860
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
0.04844463
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
1012729.84000000
0.140769698497
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
537028.84000000
0.074647141720
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.08026000
N
N
N
N
N
N
BX TR 2022-LBA6
N/A
BX TR 2022-LBA6 TSFR1M+420 01/15/2039 144A
12433EAS0
1381000.00000000
PA
USD
1257712.05000000
0.174822286341
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.07994250
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
2979554.56000000
0.414158821535
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
2544766.12530000
PA
USD
25.45000000
0.000003537556
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
713127.88000000
0.099124951880
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Variable
0.06875000
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
2188928.58000000
0.304261614567
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Variable
0.07590400
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
1412996.24000000
0.196406827197
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
1441969.95000000
0.200434180061
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.04288654
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
904922.93000000
0.125784511316
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
1516732.94400000
PA
USD
1359481.56000000
0.188968273428
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07221000
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
892589.70000000
0.124070189292
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
1044807.46000000
0.145228495619
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
0.02800000
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
1695000.00000000
PA
USD
955571.00000000
0.132824605585
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03715394
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
4193077.20000000
0.582838768946
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
0.04633873
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
2273569.83000000
0.316026769273
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
555918.04000000
0.077272745197
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
1463378.76000000
0.203410009951
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03851822
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
672358.08000000
0.093457939586
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.06625000
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
2952499.73000000
0.410398193467
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.07140775
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
4155790.68000000
0.577655933434
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.04405246
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
10550.80000000
0.001466563812
Long
ABS-MBS
CORP
US
N
3
2027-06-10
Variable
0.03931420
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
1410705.63000000
0.196088431840
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
BX 2021-SOAR
N/A
BX TRUST 2021-SOAR J 3.85% 06/15/2023 144A
05608WAU8
2542738.24000000
PA
USD
2331255.40000000
0.324045077785
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.07626000
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
1763999.99000000
PA
USD
1666195.01000000
0.231601518916
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Variable
0.09781839
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
2866796.49000000
0.398485421888
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06822100
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
1775546.61000000
0.246801418390
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.04206466
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
7752733.12000000
1.077631823147
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05252522
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
3463551.95000000
0.481434578576
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
0.05031229
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
476125.32000000
0.066181537361
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
983240.63000000
0.136670691006
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
2323797.00000000
0.323008358339
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 TSFR1M+335 01/15/2039 144A
12433EAQ4
4315000.00000000
PA
USD
3930262.09000000
0.546307403587
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.07144250
N
N
N
N
N
N
BX 2021-SOAR
N/A
BX TRUST 2.9% 06/15/2023 144A
05608WAS3
1271369.12000000
PA
USD
1165709.07000000
0.162033849343
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.06676000
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
756698.56000000
0.105181287187
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.04272420
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
2641280.00000000
0.367138573943
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
0.04875000
N
N
N
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
935944.06000000
0.130096456066
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
765092.26000000
0.106348013566
Long
ABS-MBS
CORP
US
N
2
2034-01-10
Variable
0.05098983
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
1300507.90000000
0.180770920087
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
0.05709040
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY-WILSON INC 4.75% 02/01/2030
489399AN5
2545000.00000000
PA
USD
2016912.50000000
0.280351336858
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
912871.66000000
0.126889386754
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
2760554.43000000
0.383717749244
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
0.03000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PPTYS TR 7.5% 09/15/2025
81761LAA0
1095000.00000000
PA
USD
1059412.50000000
0.147258599795
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
1192945.60000000
0.165819733756
Long
ABS-MBS
CORP
US
N
3
2046-04-15
Variable
0.03250000
N
N
N
N
N
N
ILPT COML MTG TR 2022-LPF2
N/A
ILPT COML MTG TR 2022-LPF2 D TSFR1M+419.2 10/15/2039 144A
449652AG1
1150000.00000000
PA
USD
1124831.56000000
0.156351865332
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Variable
0.07986250
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2022-C18
N/A
BBCMS MORTGAGE TRUST 2022-C18 VAR 12/15/2055
054975AK3
1890000.00000000
PA
USD
1895719.52000000
0.263505482633
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
0.06148180
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
654237.06000000
0.090939113319
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
1415147.35000000
0.196705832020
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.04234620
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
2150192.36000000
0.298877270397
Long
ABS-MBS
CORP
US
N
2
2039-03-10
Variable
0.04468583
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
761737.20000000
0.105881659395
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
0.03592590
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
1631302.98000000
0.226751518107
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
71239.46000000
0.009902302577
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.03250000
N
N
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 CSTR 11/15/2032
06540KBB4
2079000.00000000
PA
USD
1741248.36000000
0.242033953148
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
0.05746245
N
N
N
N
N
N
CREST 2004-1 LTD/CORP
549300MJZTHEPDTYM573
CREST 2004-1A H1 3ML+369 1/40
22608WAS8
3107938.11630000
PA
USD
310.79000000
0.000043199886
Long
ABS-CBDO
CORP
KY
N
3
2040-01-28
Variable
0.06482860
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
342406.85000000
PA
USD
336773.74000000
0.046811633240
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05252522
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
12838429.80000000
1.784544920813
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.07075962
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
0.000037113066
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
2164905.52000000
0.300922403279
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Variable
0.05775000
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
1212909.02000000
0.168594654079
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Variable
0.09029327
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
3285000.00000000
PA
USD
2353736.66000000
0.327169978491
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
0.03000000
N
N
N
N
N
N
UBS-BAMLL TR 2012-WRM
N/A
UBSBM 2012-WRM D CSTR 6/30
90269PAL5
2090000.00000000
PA
USD
1880785.98000000
0.261429716875
Long
ABS-MBS
CORP
US
N
3
2030-06-10
Variable
0.04379267
N
N
N
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 MTG TR 2.5% 07/15/2055 144A
08163QAN8
1872000.00000000
PA
USD
1022972.93000000
0.142193490543
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.02500000
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
3572492.33000000
0.496577318368
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
0.04914823
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
3131983.16000000
0.435346434674
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
1392930.00000000
0.193617614869
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03404110
N
N
N
N
N
N
BBCMS MTG TR 2022-C16
N/A
BBCMS MTG TR 2022-C16 4.512% 06/15/2055
05552YAE6
2793000.00000000
PA
USD
2683952.62000000
0.373070078688
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.04600000
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
1037052.07000000
0.144150494489
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08075000
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
1525340.77000000
0.212022744682
Long
ABS-MBS
CORP
US
N
2
2037-01-15
Variable
0.03616667
N
N
N
N
N
N
TABERNA PFD FDG VI LTD / INC
BUHFNQJBNOAUZ24NY591
TBRNA 2006-6A F1 3ML+450 12/36
87331AAL8
5856568.80750000
PA
USD
439.24000000
0.000061054468
Long
ABS-CBDO
CORP
KY
N
3
2036-12-05
Variable
0.09031570
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
1180263.68000000
0.164056943736
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.07525000
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
15551477.97000000
2.161659288155
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06558730
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2
N/A
CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 2.7712% 11/10/2046 144A
12477BAJ3
736000.00000000
PA
USD
505194.23000000
0.070222123048
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.02863573
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
1317002.65000000
PA
USD
1123180.69000000
0.156122393993
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
554885.52000000
0.077129224661
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
0.03716896
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
421726.26000000
0.058620054553
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
2383307.66000000
0.331280354813
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.06677330
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
630882.04000000
0.087692759757
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.08875000
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
1380766.84000000
0.191926932618
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
0.03557897
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
2974610.71000000
0.413471625161
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03300000
N
N
N
N
N
N
MFA FINANCIAL INC
YW72IMH2RRC8Z1TGLG58
MFA FINANCIAL 7.5% PFD PERP
55272X409
80525.00000000
NS
USD
1585537.25000000
0.220390070306
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
819012.00000000
0.113842870775
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
3045876.05000000
0.423377525065
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Variable
0.05145690
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
199614.56000000
0.027746473261
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
1258157.05000000
0.174884141451
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
252812.45000000
0.035140993142
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
913109.54000000
PA
USD
716005.62000000
0.099524958452
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
1296907.47000000
0.180270459425
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
0.03633200
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
1242077.96000000
PA
USD
1019590.62000000
0.141723348616
Long
ABS-CBDO
CORP
US
N
2
2041-01-17
Fixed
0.04242000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+202.68 11/15/2038 144A
78472UAJ7
3297000.00000000
PA
USD
3090446.91000000
0.429572885640
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.05902090
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-H1
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 D 2.546% 06/15/2050 144A
61691JAC8
5262000.00000000
PA
USD
3742556.98000000
0.520216346824
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
1493626.05000000
0.207614390750
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
5302044.98000000
0.736985564931
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.05471830
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
2081102.73000000
0.289273794721
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
1829880.00000000
0.254353773052
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
2154260.58000000
0.299442753984
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
0.03076300
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
662242.00000000
0.092051801961
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.04780706
N
N
N
N
N
N
BENCHMARK 2019-B12 MTG TR
N/A
BENCHMARK 2019-B12 MTG TR 3.5702% 08/15/2052
08162FAH6
1186000.00000000
PA
USD
984046.85000000
0.136782755786
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03570200
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
994531.63000000
0.138240142801
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Fixed
0.02000000
N
N
N
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT E 1ML+200 09/15/2036 144A
05609VAN5
1785000.00000000
PA
USD
1660850.04000000
0.230858566762
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.05875290
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
1819150.60000000
0.252862383795
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05252522
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
2039502.86000000
PA
USD
1686804.08000000
0.234466184748
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
1599526.66000000
0.222334601760
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
1802811.96000000
0.250591308790
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.03520303
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
926915.50000000
0.128841483991
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.03875000
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
610708.34000000
0.084888610462
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.06276000
N
N
N
N
N
N
BBCMS MTG TR 2022-C17
N/A
BBCMS MTG TR 2022-C17 4.889% 09/15/2055
054976AK1
1491000.00000000
PA
USD
1346089.11000000
0.187106719562
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
0.04889000
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
2744008.38000000
PA
USD
2348318.53000000
0.326416857080
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.04834352
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
821085.56000000
0.114131096129
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.04791875
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
557605.51000000
0.077507303945
Long
ABS-CBDO
CORP
US
N
2
2038-07-17
Fixed
0.04133000
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
3330547.13000000
0.462946875666
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 TSFR1M+335 01/15/2039 144A
78457JAQ5
3360000.00000000
PA
USD
3065236.61000000
0.426068647699
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.07145000
N
N
N
N
N
N
MHP 2022-MHIL F
N/A
MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A
55293DAN1
2285340.88000000
PA
USD
2075081.98000000
0.288436908980
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.07751750
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
664026.89000000
0.092299902113
Long
ABS-MBS
CORP
US
N
2
2042-04-05
Variable
0.02508520
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
1826155.06000000
0.253836005470
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
1338508.80000000
0.186053054595
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.06961780
N
N
N
N
N
N
TAH 2017
N/A
TAH 2017 5.104% 01/17/2036 144A
89613FAF5
664000.00000000
PA
USD
641425.39000000
0.089158288017
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
611452.28000000
0.084992018306
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
600843.82000000
0.083517439740
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
0.05148043
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
213699.65000000
PA
USD
182847.75000000
0.025415882520
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
795592.56000000
0.110587562817
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05299009
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
15111.60000000
0.002100516141
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
1092127.23000000
0.151805955365
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
25212.41490000
PA
USD
25204.46000000
0.003503426180
Long
ABS-MBS
CORP
US
N
2
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 11/15/2023
N/A
11130675.14000000
PA
USD
10685448.13000000
1.485279935635
Long
LON
CORP
US
N
3
2023-11-15
Variable
0.11912200
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
1000922.86000000
0.139128525354
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
2074653.00000000
0.288377280654
Long
EP
CORP
US
N
1
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
4548331.44000000
0.632219196262
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.07827330
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
1154762.45000000
0.160512266452
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
3672904.43000000
0.510534625129
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.05488121
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
89445.91000000
0.012433003635
Long
ABS-MBS
CORP
US
N
3
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
168637.68000000
0.023440679272
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
0.07625290
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
416612.30000000
0.057909212847
Long
ABS-MBS
CORP
US
N
3
2045-05-10
Variable
0.06660585
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
854877.60000000
0.118828198055
Long
ABS-MBS
CORP
US
N
3
2045-08-15
Fixed
0.04250000
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
3350382.68000000
0.465704022027
Long
ABS-MBS
CORP
US
N
3
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
2263992.88000000
0.314695570852
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
0.03592964
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
3256290.16000000
0.452625138451
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
0.008340014855
Long
ABS-CBDO
CORP
KY
N
3
2035-12-28
Variable
0.04110860
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
1809487.35000000
0.251519189653
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.02600000
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
1590989.14000000
0.221147884366
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
9367000.00000000
PA
USD
7242790.14000000
1.006749622672
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
88680.47110000
PA
USD
34944.18000000
0.004857249671
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
0.03427510
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT G 1ML+244 10/15/2036 144A
67118AAS4
912918.33600000
PA
USD
835133.40000000
0.116083749367
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06273000
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
701431.36000000
0.097499132704
Long
ABS-MBS
CORP
US
N
2
2047-09-05
Variable
0.05012700
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
1318795.78000000
0.183312939935
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
2792917.52000000
PA
USD
2792917.52000000
0.388216226766
Long
LON
CORP
US
N
3
2027-01-21
Variable
0.08308490
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST 2021-4SZN
N/A
CREDIT SUISSE MORTGAGE TRUST 2021-4SZN TSFR1M+396.65 11/15/2023 144A
12663FAA7
7098000.00000000
PA
USD
6675036.57000000
0.927831735874
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Variable
0.07761500
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
2348649.44000000
0.326462853652
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
8031.86000000
0.001116430528
Long
ABS-MBS
CORP
US
N
3
2027-06-10
Variable
0.03931420
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
1443801.95000000
0.200688828514
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04988201
N
N
N
N
N
N
GS MTG SECS TR 2010-C1
N/A
GSMS 2010-C1 B 5.148 8/43
36249KAG5
193730.33000000
PA
USD
190391.08000000
0.026464407258
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
2130598.40000000
0.296153705106
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
758233.76000000
0.105394680367
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
794353.47000000
0.110415329000
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.03471171
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
595100.53000000
0.082719121008
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
2249923.54000000
PA
USD
2200476.52000000
0.305866781086
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Variable
0.08250000
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
5389026.71000000
PA
USD
4402138.02000000
0.611898274687
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
1250949.30000000
0.173882262417
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Fixed
0.04430000
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
2303337.74000000
0.320164516133
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06525000
N
N
N
N
N
N
MED TR 2021-MDLN
N/A
MED TR 2021-MDLN 1ML+525 11/15/2026 144A
58403YBA3
7774000.00000000
PA
USD
6848164.80000000
0.951896602708
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.09126000
N
N
N
N
N
N
BENCHMARK 2022-B37 MTG TR
N/A
BENCHMARK 2022-B37 MTG TR 5.9431% 11/15/2055
08161QAK6
2090000.00000000
PA
USD
1850201.34000000
0.257178444343
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
0.05943137
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
4709805.81000000
0.654664173671
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.05058680
N
N
N
N
N
N
PRIMA CAP LTD 2021-9A
N/A
PRIMA CAP LTD 2021-9A C 1ML+235 12/15/2037 144A
74167FAA8
1000000.00000000
PA
USD
934551.50000000
0.129902889881
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.06288570
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY-WILSON INC 4.75% 03/01/2029
489399AL9
1520000.00000000
PA
USD
1233860.00000000
0.171506845486
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04750000
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
838585.26000000
0.116563558761
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
0.04561418
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
1958303.76000000
0.272204707488
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
0.04625400
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
5050483.12000000
0.702018404108
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04333283
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
1894545.42000000
0.263342282442
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
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
2336120.95000000
0.324721390440
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.07171000
N
N
N
N
N
N
SREIT TRUST
N/A
SREIT TRUST 1ML+301.74 11/15/2036 144A
85236WCS3
3024000.00000000
PA
USD
2796676.55000000
0.388738732867
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.06842500
N
N
N
N
N
N
TIMES SQUARE HOTEL TR
N/A
TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A
887367AA8
1548416.10480000
PA
USD
1524636.92000000
0.211924909358
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.08528000
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
5988157.28000000
0.832355344503
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03667042
N
N
N
N
N
N
BX 2021-XL2
N/A
BX TRUST 1ML+372.55 10/15/2036 144A
05609KAQ2
6640840.13000000
PA
USD
6079214.32000000
0.845012295607
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.07765000
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
1896693.41000000
0.263640853584
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
2312579.69000000
0.321449149472
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.08092168
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
942321.40000000
0.130982907905
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03404110
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
559869.64000000
0.077822018575
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09876000
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
2472435.09000000
0.343669089649
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.03030706
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
745671.19000000
0.103648480027
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.07380000
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
1200022.59000000
0.166803437118
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07875000
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
1794213.49000000
0.249396119331
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Variable
0.03908893
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2022-NXSS
N/A
J P MORGAN CHASE COML MTG SECS TR 2022-NXSS D TSFR1M+412.9 08/15/2039 144A
465979AL6
1000000.00000000
PA
USD
992473.20000000
0.137954020522
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.07923250
N
N
N
N
N
N
BANK 2020-BNK30
N/A
BANK 2020-BN30 MCDG CSTR 12/53
06541UBJ4
3921000.00000000
PA
USD
2353814.33000000
0.327180774641
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
0.03015504
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
3840856.64000000
0.533880023901
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.07224513
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
806008.32000000
0.112035356036
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
1209738.68000000
0.168153976034
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07068000
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
2546519.71000000
0.353966870172
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
708821.88000000
0.098526416814
Long
ABS-MBS
CORP
US
N
2
2037-01-15
Variable
0.03616667
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
2003542.70000000
0.278492931348
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.07490900
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
1556471.05000000
0.216349861310
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.03841458
N
N
N
N
N
N
AGNC INVESTMENT CORP
5TRACI5HRMELWV32OF39
AGNC INVESTMENT CORP SER E 6.5%/VAR PFD PERP
00123Q807
97792.00000000
NS
USD
2116218.88000000
0.294154948265
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
3520021.72000000
0.489283890587
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
875641.45000000
0.121714378346
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
9127390.43000000
1.268709529582
Long
ABS-MBS
CORP
US
N
2
2037-01-18
Variable
0.08438570
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
1002964.58000000
0.139412324939
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
0.04818337
N
N
N
N
N
N
BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10
N/A
BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 3% 06/15/2049 144A
06054MAW3
726000.00000000
PA
USD
558079.98000000
0.077573255392
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Fixed
0.03000000
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
1734653.11000000
0.241117211765
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
0.04766973
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
4199780.70000000
0.583770557106
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
0.03094020
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
51224081.09600000
NS
USD
51234325.91000000
7.121583986384
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
437255.55000000
0.060778629708
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.08380000
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
5345989.67000000
0.743093887721
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
3051575.39000000
0.424169734736
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.04371936
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
2875777.29000000
0.399733755311
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.06325000
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
807901.49000000
0.112298507134
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
3299322.18000000
0.458606599885
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03851822
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2002-W6 3B4 CSTR 1/42
31392DH39
20063.93070000
PA
USD
1736.91000000
0.000241430920
Long
ABS-CBDO
USGSE
US
N
3
2042-01-25
Variable
0.03674970
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
4558470.75000000
0.633628562862
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.05070887
N
N
N
N
N
N
WFRBS COML MTG TR 2011-C5
N/A
WFRBS 2011-C5 E CSTR 11/44
92936JAN4
1727063.71000000
PA
USD
1640710.52000000
0.228059168496
Long
ABS-MBS
CORP
US
N
2
2044-11-15
Variable
0.05704263
N
N
N
N
N
N
MSCCG TR 2018-SELF
N/A
MSCCG TR 2018-SELF 1ML+305 10/15/2037 144A
55358PAQ9
935804.54000000
PA
USD
877313.01000000
0.121946725600
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.06923000
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
1020062.24000000
0.141788903912
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04988201
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
1395465.36000000
0.193970030537
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Variable
0.03729197
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
1597833.94000000
0.222099313261
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
648106.66000000
0.090086986202
Long
ABS-MBS
CORP
US
N
3
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
1960041.59000000
0.272446266288
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
0.03000000
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
1657213.21000000
0.230353046492
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.07790500
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
908811.95000000
0.126325086058
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
0.01750000
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
2187000.00000000
PA
USD
1886255.57000000
0.262189991240
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
0.07844000
N
N
N
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
1670240.14000000
0.232163792987
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
0.02786475
N
N
N
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT G 1ML+295 09/15/2023 144A
05609VAS4
2448000.00000000
PA
USD
2237105.29000000
0.310958189185
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.06725290
N
N
N
N
N
N
CPT MORTGAGE TRUST 2019
N/A
CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A
12654YAL3
1785000.00000000
PA
USD
1213280.74000000
0.168646323251
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.03096693
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
1520752.92000000
0.211385032396
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
1670231.19000000
0.232162548935
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
4439911.24000000
PA
USD
3919395.58000000
0.544796956006
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.07825000
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
3279877.99000000
0.455903852661
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.04534773
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
2995943.34000000
0.416436866013
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.07473000
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
907124.22000000
0.126090491171
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
1554734.39000000
0.216108465140
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
1742585.00000000
0.242219746439
Long
EP
CORP
US
N
2
N
N
N
BX TR 2022-LBA6
N/A
BX TR 2022-LBA6 TSFR1M+160 01/15/2039 144A
12433EAJ0
1456000.00000000
PA
USD
1358648.20000000
0.188852436182
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.05394250
N
N
N
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
0.000010425018
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
1481537.75000000
0.205934114057
Long
ABS-CBDO
CORP
US
N
2
2037-04-17
Fixed
0.04028000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2022-GC48
N/A
CITIGROUP COML MTG TR 2022-GC48 2.5% 06/15/2055 144A
29426VAK2
3129000.00000000
PA
USD
1806788.48000000
0.251144046055
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
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
90106.28000000
0.012524795229
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.07026000
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
1521816.70000000
0.211532898080
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Variable
0.03392774
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
3230143.78000000
0.448990785157
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
0.03633200
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
507537.06000000
0.070547776998
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
908000.00000000
0.126212224807
Long
LON
CORP
US
N
3
2025-08-07
Variable
0.09000000
N
N
N
N
N
N
INTOWN 2022-STAY MTG TR
N/A
INTOWN 2022-STAY MTG TR TSFR1M+503.14 08/15/2037 144A
46117NAJ1
1623000.00000000
PA
USD
1571331.80000000
0.218415509239
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.08825400
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
1463122.80000000
0.203374431448
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
0.03422162
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
3217004.35000000
0.447164401134
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
0.03059000
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
1085431.35000000
0.150875226387
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.04805194
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
2164606.50000000
0.300880839425
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07017100
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
770663.54000000
0.107122422865
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.06875290
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
1611068.33000000
0.223938896747
Long
ABS-MBS
CORP
US
N
2
2052-11-13
Fixed
0.02500000
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
2430581.34000000
0.337851408037
Long
ABS-MBS
CORP
US
N
2
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
24704.31740000
PA
USD
5459.53000000
0.000758876021
Long
ABS-CBDO
USGSE
US
N
3
2042-02-25
Variable
0.03420570
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.05% 03/15/2032
03027XBW9
1785000.00000000
PA
USD
1623050.95000000
0.225604483894
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04050000
N
N
N
N
N
N
BBCMS MTG TR 2022-C17
N/A
BBCMS MTG TR 2022-C17 D 2.5% 09/15/2055 144A
054976AR6
1200000.00000000
PA
USD
701217.00000000
0.097469336611
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
0.02500000
N
N
N
N
N
N
BENCHMARK 2018-B6 MORTGAGE TRUST
N/A
BENCHMARK 2018-B6 D MORTGAGE TRUST CSTR 11/10/2051 144A
08162CAL4
1877000.00000000
PA
USD
1355771.18000000
0.188452529689
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.03258705
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
2306733.14000000
0.320636477574
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05252522
N
N
N
N
N
N
ILPT COML MTG TR 2022-LPF2
N/A
ILPT COML MTG TR 2022-LPF2 E TSFR1M+594 10/15/2039 144A
449652AJ5
2058000.00000000
PA
USD
2027863.47000000
0.281873524400
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Variable
0.09734250
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
938211.00000000
0.130411561287
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
1659930.81000000
0.230730793565
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
2191111.45000000
0.304565034038
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
1082011.16000000
0.150399819130
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
0.03038620
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
209655.67000000
0.029142190037
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Variable
0.05299009
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
2634148.85000000
0.366147342327
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04333283
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
665274.20000000
0.092473278512
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
888566.01000000
PA
USD
821916.10000000
0.114246541394
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.05335927
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
1557513.01830000
PA
USD
1598621.55000000
0.222208791246
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
1794651.10000000
0.249456947230
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
0.04418533
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
0.000874311557
Long
ABS-MBS
CORP
US
N
3
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
1351092.00000000
0.187802122511
Long
EP
CORP
US
N
1
N
N
N
MERIT SECURITIES CORP
N/A
MESC 13 M1 VAR 12/33
589962CV9
591295.51760000
PA
USD
580726.17000000
0.080721081409
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
1177625.06000000
0.163690174903
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
1409436.97000000
0.195912087786
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
3541104.11000000
0.492214348017
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.06275000
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
3535952.35000000
0.491498252101
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04158104
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
2855844.93000000
0.396963152336
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
0.04586734
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
3576610.86000000
0.497149795058
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
2708086.79000000
0.376424734293
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
1426183.80000000
0.198239901302
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.05058680
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
2444175.00000000
0.339740930143
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
0.103595494523
Long
ABS-MBS
CORP
US
N
3
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
0.000043090076
Long
EP
CORP
KY
N
3
N
N
N
WFCM 2022
N/A
WFCM 2022 2.5% 04/15/2055 144A
95003MBD9
2352000.00000000
PA
USD
1342935.79000000
0.186668407301
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.02500000
N
N
N
N
N
N
BANK 2020-BNK27
N/A
BANK 2020-BNK27 2.5% 04/15/2063 144A
06539YAA0
921000.00000000
PA
USD
594812.38000000
0.082679068087
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
927702.62000000
0.128950893866
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.07730000
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
1158513.09000000
0.161033606341
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
1205560.84000000
0.167573255239
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.04194425
N
N
N
N
N
N
CYXTERA TECHNOLOGIES INC
N/A
CYXTERA TECHNOLOGIES INC A
23284C102
92200.00000000
NS
USD
180712.00000000
0.025119012741
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
514403.01000000
0.071502145748
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
0.03000000
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
677965.29000000
0.094237343164
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Variable
0.03174400
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
1778176.18000000
0.247166929271
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.03096693
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
6909741.48000000
0.960455776474
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03667042
N
N
N
N
N
N
CWMBS REPERFORMING LN REMIC TR
N/A
CWHL 2003-R1 2B4 CSTR 2/43
12669UBR0
27816.27910000
PA
USD
3616.45000000
0.000502687445
Long
ABS-CBDO
CORP
US
N
3
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
2105548.15000000
0.292671714153
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
0.03715660
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
395243.80000000
0.054938986056
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.05006625
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
655836.59000000
0.091161448385
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05252522
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
ISTAR INC 7.65 SER G PERP PFD
45031U705
20700.00000000
NS
USD
509427.00000000
0.070810479126
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
4858250.00000000
PA
USD
4615337.50000000
0.641533055192
Long
LON
CORP
US
N
3
2024-01-09
Variable
0.08375660
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
732981.00000000
0.101884540475
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.05070887
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
1734086.55000000
0.241038459785
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Fixed
0.02500000
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
1994330.91000000
0.277212490258
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.07226000
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
1454044.28000000
0.202112514920
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
0.03000000
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
405960.12000000
0.056428557189
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
1728088.30000000
0.240204701550
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
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
412707.69000000
0.057366471090
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Variable
0.02867975
N
N
N
N
N
N
CITIGROUP COML MTG TR 2022-GC48
N/A
CITIGROUP COML MTG TR 2022-GC48 2.5% 06/15/2055 144A
29426VAM8
2562000.00000000
PA
USD
1345609.80000000
0.187040095353
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
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
443504.21000000
0.061647194995
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.04709400
N
N
N
N
N
N
MERIT 2021
N/A
MHP 2021-STOR J 1ML+395 07/15/2038 144A
55293BAR6
458000.00000000
PA
USD
410933.95000000
0.057119920791
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.07825000
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
2117086.63000000
0.294275565730
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Variable
0.09124000
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
1638018.25000000
0.227684942300
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
294043.75000000
0.040872154051
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
3850645.55000000
0.535240684815
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.05825000
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
1966580.12000000
0.273355123577
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
0.04015514
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 D CSTR 6/44
617459AJ1
3951279.59000000
PA
USD
3711913.05000000
0.515956832967
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05385010
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
1768989.50000000
0.245889978476
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
528832.81000000
0.073507891521
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
0.03569628
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
751350.02000000
0.104437838803
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
694305.82000000
0.096508680880
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
2285260.75000000
0.317651810048
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.07426000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC SER H 7.125% PERP PFD
25401T504
59229.00000000
NS
USD
1102843.98000000
0.153295586268
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
3353015.59000000
0.466069997169
Long
ABS-MBS
CORP
US
N
3
2045-11-15
Variable
0.04647234
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
797704.45000000
0.110881116050
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.03827673
N
N
N
N
N
N
WFRBS COML MTG TR 2012-C7
N/A
WFRBS 2012-C7 E CSTR 6/45
92936TAK8
1461202.51000000
PA
USD
111635.87000000
0.015517413569
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.04806033
N
N
N
N
N
N
BANK 2022-BNK43
N/A
BANK 2022-BNK43 D 3% 08/15/2055 144A
06541QAC9
2614000.00000000
PA
USD
1563375.89000000
0.217309635779
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Fixed
0.03000000
N
N
N
N
N
N
DIAMONDROCK HOSPITALITY CO
529900KKD4BPVBUAQ734
DIAMONDROCK HOSPITALITY CO 8.25% PFD PERP
252784400
25800.00000000
NS
USD
637260.00000000
0.088579297776
Long
EP
CORP
US
N
1
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
1257543.15000000
0.174798809199
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
10678.46220000
PA
USD
10558.00000000
0.001467564614
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
4997850.65000000
0.694702477747
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
1942083.61000000
0.269950102622
Long
ABS-MBS
CORP
US
N
3
2044-06-15
Variable
0.05385010
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
653560.94000000
0.090845132472
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.04866372
N
N
N
N
N
N
2022-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer