0001752724-23-163320.txt : 20230726
0001752724-23-163320.hdr.sgml : 20230726
20230726104229
ACCESSION NUMBER: 0001752724-23-163320
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230726
DATE AS OF CHANGE: 20230726
PERIOD START: 20231130
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: 231110860
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
2023-11-30
2023-05-31
N
617272517.11
3860221.03
613412296.08
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
1194108.01000000
USD
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2003-W10 2B5 CSTR 6/43
31393DUN9
8627.40860000
PA
USD
99.39000000
0.000016202805
Long
ABS-CBDO
USGSE
US
Y
3
2043-06-25
Variable
0.03573000
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
10550435.37000000
1.719958246259
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.08123480
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
112455.51000000
0.018332777272
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
11968000.00000000
PA
USD
11513693.52000000
1.876990988537
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.08357000
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
440883.78000000
0.071873971685
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.08757000
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 G 1ML+390 01/15/2034 144A
05608VAQ9
377070.28000000
PA
USD
352858.90000000
0.057523936552
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.09073480
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
415048.96000000
0.067662314996
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.02500000
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
118901.63000000
0.019383639806
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
1324226.27000000
0.215878664066
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.07732330
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
3002853.50000000
0.489532655147
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
878014.36000000
0.143136087360
Long
ABS-MBS
CORP
US
N
3
2055-02-17
Variable
0.03938660
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 VAR 03/15/2052
95001WBG2
3713000.00000000
PA
USD
3124920.21000000
0.509432274176
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
0.04866000
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
1073916.97000000
0.175072618671
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
0.02942800
N
N
N
N
N
N
BBCMS Mortgage Trust 2022-C14
N/A
BBCMS Mortgage Trust 2022-C14 2.946% 02/15/2055
07336AAE7
3302000.00000000
PA
USD
2799787.92000000
0.456428398630
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
1150780.68000000
0.187603132078
Long
ABS-MBS
CORP
US
N
2
2039-12-13
Variable
0.03218540
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
976497.01000000
0.159190974201
Long
ABS-MBS
CORP
US
N
3
2045-11-15
Variable
0.04522186
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
855322.61000000
0.139436821769
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.02729165
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
1086742.97000000
0.177163545130
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.08044980
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
491990.21000000
0.080205469167
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 05/15/2026 144A
12658RAA8
3269728.24000000
PA
USD
3072400.79000000
0.500870427546
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
0.08632680
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
610486.80000000
0.099523078344
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
2171093.31000000
0.353937037759
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
822177.56000000
0.134033433182
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
3423591.20000000
0.558122362704
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03903367
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
5887412.93500000
PA
USD
5591450.92000000
0.911532252570
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08808000
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
2368540.70000000
0.386125402952
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
1350292.82000000
0.220128097957
Long
ABS-MBS
CORP
US
N
3
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
6813408.54000000
1.110738826649
Long
ABS-MBS
CORP
US
N
2
2046-09-10
Variable
0.05154048
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESORTS INC 4.75% 01/15/2028
57164PAF3
2250000.00000000
PA
USD
2008567.13000000
0.327441615180
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
775252.38000000
0.126383573487
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
3697906.76000000
0.602841968384
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
2177634.96000000
0.355003473832
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.09007000
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
1171239.58000000
0.190938392902
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
17707.00000000
NS
USD
385127.25000000
0.062784403322
Long
EP
CORP
US
N
1
N
N
N
LIBERT STREET TRUST
N/A
LBTY 2016-225L E CSTR 02/36 144A
902055AJ1
2063000.00000000
PA
USD
1672472.66000000
0.272650657753
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
1284756.05000000
PA
USD
250527.43000000
0.040841605491
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
0.05854510
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
758068.09000000
0.123582147740
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
710979.78000000
0.115905694187
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
0.04844463
N
N
N
N
N
N
BENCHMARK 2022-B34 MORTGAGE TRUST
N/A
BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055
08161YBG7
1341000.00000000
PA
USD
1180955.14000000
0.192522247686
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.03786000
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
534104.31000000
0.087071014619
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.09257000
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
1306183.63000000
0.212937307965
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.09259290
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
1797850.00000000
0.293089983929
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
2527940.70530000
PA
USD
25.28000000
0.000004121208
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
736854.59000000
0.120123870145
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Variable
0.08107000
N
N
N
N
N
N
KNDL 2019-KNSQ MORTGAGE TRUST
N/A
KNDL 2019-KNSQ MORTGAGE TRUST 2019-KNSQ F 1ML+200 05/15/2036
482598AQ2
5600000.00000000
PA
USD
5437678.96000000
0.886463964734
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.07257000
N
N
N
N
N
N
BMO 2023-C4 MTG TR
N/A
BMO 2023-C4 MTG TR CSTR 02/15/2056
05610CAL8
1147000.00000000
PA
USD
997261.33000000
0.162576025354
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05863527
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
927049.03000000
0.151129841368
Long
ABS-MBS
CORP
US
N
3
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
1350555.53000000
0.220170925596
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.04081575
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT 1ML+343.6 10/15/2036 144A
67118AAU9
1473509.80400000
PA
USD
1369824.37000000
0.223312179875
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08453000
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
894915.05000000
0.145891279930
Long
ABS-CBDO
CORP
US
N
2
2027-10-17
Fixed
0.06234000
N
N
N
N
N
N
BENCHMARK 2021-B29 MORTGAGE TRUST
N/A
BENCHMARK 2021-B29 A5 MORTGAGE TRUST 2.3879% 09/15/2054
08163JAE4
2055000.00000000
PA
USD
1667016.00000000
0.271761099451
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
0.02387900
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
498692.22000000
0.081298047526
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
3696940.66000000
PA
USD
3402867.88000000
0.554743995473
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
0.04613062
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
2000343.49000000
0.326100976909
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
0.03500000
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
1525330.70000000
0.248663209027
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03727570
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR G 1ML+275 07/15/2038 144A
55293BAP0
735000.00000000
PA
USD
688841.63000000
0.112296677846
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.07857000
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
3055413.72000000
0.498101153094
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.08372775
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
2249429.02000000
0.366707520272
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.03976531
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
10311.69000000
0.001681037381
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
1441055.00000000
0.234924374553
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
BMO 2023-C4 MTG TR
N/A
BMO 2023-C4 MTG TR VAR 02/15/2056
05610CAK0
1186000.00000000
PA
USD
1108867.78000000
0.180770386750
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05396387
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR J 3.85% 06/15/2023 144A
05608WAU8
2907997.28600000
PA
USD
2698851.50000000
0.439973492094
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.08858000
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
2966381.46000000
0.483586892365
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08054100
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
123932.70000000
PA
USD
118033.84000000
0.019242170519
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.04112753
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
8014525.30000000
1.306547871833
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05085631
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
3322705.26000000
0.541675685543
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
0.04820106
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
440789.67000000
0.071858629638
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
822564.45000000
0.134096504953
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2023-SFR1 TR
N/A
PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A
74334FAJ7
648000.00000000
PA
USD
610855.15000000
0.099583127678
Long
ABS-CBDO
CORP
US
N
2
2040-03-17
Fixed
0.06150000
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
4078162.60000000
0.664832222317
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08409290
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX TRUST 2.9% 06/15/2023 144A
05608WAS3
3083446.46200000
PA
USD
2881925.66000000
0.469818697541
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.07908000
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
2293000.00000000
PA
USD
1734686.14000000
0.282792854183
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
2716014.40000000
0.442771430790
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
944246.22000000
0.153933370105
Long
ABS-CBDO
CORP
US
N
2
2036-09-17
Fixed
0.04116000
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
1227393.34000000
0.200092718689
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
0.05525662
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
828514.08000000
0.135066428451
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
0.03000000
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
664236.12000000
0.108285426334
Long
ABS-MBS
CORP
US
N
3
2046-04-15
Variable
0.03250000
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
1828555.91000000
0.298095737839
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
0.06148431
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
1148471.43000000
0.187226672392
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03903367
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
711863.61000000
0.116049778354
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
0.03476700
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT D 6.43808% 06/10/2028 144A
17291NAG6
2611000.00000000
PA
USD
2490019.32000000
0.405929150085
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Variable
0.06047502
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
1415827.47000000
0.230811719792
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
46284.01000000
0.007545334564
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.03250000
N
N
N
N
N
N
GS MTG SECS TR 2019-GSA1
N/A
GS MTG SECS TR 2019-GSA1 3.0479% 11/10/2052
36261PAT9
2965000.00000000
PA
USD
2583060.56000000
0.421096964718
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
0.03047900
N
N
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 CSTR 11/15/2032
06540KBB4
5014000.00000000
PA
USD
4143267.26000000
0.675445746111
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05745817
N
N
N
N
N
N
BANK 2021-BNK33
N/A
BANK 2021-BNK33 2.556% 05/15/2064
06541CBL9
1584000.00000000
PA
USD
1318225.39000000
0.214900385666
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
0.02556000
N
N
N
N
N
N
CREST 2004-1 LTD/CORP
549300MJZTHEPDTYM573
CREST 2004-1A H1 3ML+369 1/40
22608WAS8
3078262.20880000
PA
USD
0.31000000
0.000000050536
Long
ABS-CBDO
CORP
KY
N
3
2040-01-28
Variable
0.08492430
Y
Y
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
230398.89000000
PA
USD
229436.12000000
0.037403247614
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05085631
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
13240151.40000000
2.158442451286
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08374442
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
0.27000000
0.000000044016
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
2230463.48000000
0.363615710714
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Variable
0.07007000
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
691599.39000000
0.112746254748
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Variable
0.10263327
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
1355000.00000000
PA
USD
766987.72000000
0.125036248034
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
1694783.72000000
0.276287862312
Long
ABS-MBS
CORP
US
N
2
2030-06-10
Variable
0.04238000
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
859861.27000000
0.140176725425
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.02500000
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
2661518.79000000
0.433887420745
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
1031517.14000000
0.168160492802
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03294300
N
N
N
N
N
N
BBCMS MTG TR 2022-C16
N/A
BBCMS MTG TR 2022-C16 4.512% 06/15/2055
05552YAE6
4573000.00000000
PA
USD
4402978.15000000
0.717784462120
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
1042051.42000000
0.169877817360
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09307000
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
1525923.76000000
0.248759891145
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
6126541.89750000
PA
USD
0.61000000
0.000000099443
Long
ABS-CBDO
CORP
KY
N
3
2036-12-05
Variable
0.09826290
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-XL
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL J 1ML+265 10/15/2036 144A
056054AL3
17517649.99900000
PA
USD
16886769.35000000
2.752923190147
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07823770
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
1296251.95000000
PA
USD
1150489.97000000
0.187555739810
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
470497.10000000
0.076701608853
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
0.03603028
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
430645.22000000
0.070204856138
Long
ABS-CBDO
CORP
US
N
2
2037-04-17
Fixed
0.05268000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO F 1ML+274.82 05/15/2038 144A
05608KAL4
3427000.00000000
PA
USD
3169674.45000000
0.516728221826
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.07909330
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
483046.23000000
0.078747399275
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.10107000
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
1488419.78000000
0.242645898934
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
2000070.00000000
PA
USD
1340048.30000000
0.218458010796
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03300000
N
N
N
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
744254.03000000
0.121330145280
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
0.03000000
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
150714.04000000
0.024569778102
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
1166196.86000000
0.190116316130
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
0.03938660
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
200539.47000000
0.032692443774
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
902094.82000000
PA
USD
711773.83000000
0.116035142195
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
1298053.74000000
0.211611953052
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
1229025.06000000
PA
USD
1015394.08000000
0.165532071412
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
3139551.77000000
0.511817547522
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.07134230
N
N
N
N
N
N
BANK 2022-BNK39
N/A
BANK 2022-BNK39 2.928% 02/15/2055
06539VAJ7
1895000.00000000
PA
USD
1601161.49000000
0.261025333243
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.02928000
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
3209094.90000000
0.523154641748
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
1009433.25000000
0.164560322062
Long
ABS-MBS
CORP
US
N
3
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
4990010.41000000
0.813483922948
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.05318183
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
1784143.56000000
0.290855525949
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
57000.00000000
NS
USD
1064190.00000000
0.173486903800
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
2009680.66000000
0.327623145613
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
606804.83000000
0.098922834426
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.04629377
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
977339.55000000
0.159328327170
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03570200
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
1820008.28000000
0.296702281912
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05085631
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
2033805.01000000
PA
USD
1713682.07000000
0.279368718389
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
1461949.25000000
0.238330607218
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
1549066.55000000
0.252532686400
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.03382221
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2017-HR2
N/A
MORGAN STANLEY CAP I TR 2017-HR2 D 2.73% 12/15/2050
61691NAN5
586000.00000000
PA
USD
360124.37000000
0.058708371563
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
0.02730000
N
N
N
N
N
N
BX TR 2019-OC11
N/A
BX TR 2019-OC11 3.202% 12/09/2041 144A
05606FAA1
4453000.00000000
PA
USD
3877725.84000000
0.632156522583
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
0.03202000
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
598688.55000000
0.097599698249
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.07507000
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
1294744.89000000
0.211072536086
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
2587031.94000000
PA
USD
2222102.89000000
0.362252746513
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.04689732
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
800784.62000000
0.130545902831
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.04614557
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
590824.35000000
0.096317656782
Long
ABS-CBDO
CORP
US
N
2
2038-07-17
Fixed
0.04133000
N
N
N
N
N
N
BANK 2023-BNK45
N/A
BANK 2023-BNK45 CSTR 02/15/2056
06541BCC0
990000.00000000
PA
USD
857840.84000000
0.139847349895
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.06279460
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
3149805.46000000
0.513489129599
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08410000
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
2147841.75000000
0.350146510548
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.09016790
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
658384.36000000
0.107331457847
Long
ABS-MBS
CORP
US
N
2
2042-04-05
Variable
0.02427600
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.65% 03/15/2033
03027XBZ2
2000000.00000000
PA
USD
2032189.32000000
0.331292563417
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05650000
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
1873593.93000000
0.305437948011
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
1327559.82000000
0.216422107689
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.08193780
N
N
N
N
N
N
TAH 2017
N/A
TAH 2017 5.104% 01/17/2036 144A
89613FAF5
664000.00000000
PA
USD
651481.94000000
0.106206208151
Long
ABS-CBDO
CORP
US
N
2
2036-01-17
Fixed
0.05104000
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
574621.68000000
0.093676257171
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
0.04983419
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
210332.70000000
PA
USD
188012.32000000
0.030650236586
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
601815.16000000
0.098109405997
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05152555
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
15110.31000000
0.002463320363
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
1059603.78000000
0.172739246795
Long
ABS-MBS
CORP
US
N
2
2044-11-15
Variable
0.05250000
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
8854452.07000000
1.443474825428
Long
LON
CORP
US
N
3
2023-11-15
Variable
0.00000000
Y
Y
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
1135475.00000000
0.185107962011
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 4.546% 03/15/2052
95001WBF4
450000.00000000
PA
USD
388524.47000000
0.063338226586
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.04546000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 VINO G 1ML+389.82 05/15/2038 144A
05608KAN0
4994000.00000000
PA
USD
4679996.76000000
0.762944725742
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.09059330
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2023-SFR1 TR
N/A
PROGRESS RESIDENTIAL 2023-SFR1 TR 6.6% 03/17/2040 144A
74334FAL2
687000.00000000
PA
USD
654679.88000000
0.106727544293
Long
ABS-CBDO
CORP
US
N
2
2040-03-17
Fixed
0.06600000
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
1171756.49000000
0.191022660857
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
3453125.42000000
0.562937104793
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.05323942
N
N
N
N
N
N
BBCMS MTG TR 2023-C19
N/A
BBCMS MTG TR 2023-C19 A5 5.451% 04/15/2056
05553RAC4
1036000.00000000
PA
USD
1062002.67000000
0.173130319816
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
0.05451000
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
59082.39000000
0.009631758342
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
36213.62000000
0.005903634510
Long
ABS-MBS
CORP
US
N
3
2035-06-15
Variable
0.08857430
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
744302.64000000
0.121338069803
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
2915103.08000000
0.475227363166
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
2366012.61000000
0.385713267425
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% 09/10/2052 144A
36257UAA5
4807000.00000000
PA
USD
2720066.43000000
0.443432002811
Long
ABS-MBS
CORP
US
N
2
2052-09-10
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
0.30000000
0.000000048906
Long
ABS-CBDO
CORP
KY
N
3
2035-12-28
Variable
0.05571430
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.342% 08/15/2054
95003DBJ6
2703000.00000000
PA
USD
2192184.36000000
0.357375353250
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
0.02342000
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
1565832.15000000
0.255265856261
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
14678000.00000000
PA
USD
12148185.05000000
1.980427377741
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
0.03943990
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2003-W10 2B4 CSTR 6/43
31393DUM1
81912.36110000
PA
USD
31084.43000000
0.005067461183
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
0.03573000
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT G 1ML+244 10/15/2036 144A
67118AAS4
886902.41600000
PA
USD
824489.94000000
0.134410403128
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07505000
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
664823.83000000
0.108381236282
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
785868.21000000
0.128114192529
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
0.03401000
N
N
N
N
N
N
BANK 2018-BNK10
N/A
BANK 2018-BNK10 VAR 02/15/2061
065404BE4
2785000.00000000
PA
USD
2263313.52000000
0.368971006036
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Variable
0.04163000
N
N
N
N
N
N
BX 2021-LBA
N/A
BX 2021-LBA 1ML+300 02/15/2036 144A
05609BAR0
1033000.00000000
PA
USD
934068.97000000
0.152274249467
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.08174480
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
0.455308368914
Long
LON
CORP
US
N
3
2027-01-21
Variable
0.09557690
N
N
N
N
N
N
BENCHMARK 2022-B33 MORTGAGE TRUST
N/A
BENCHMARK 2022-B33 MORTGAGE TRUST 3.4582% 03/15/2055
08163PBG4
2477000.00000000
PA
USD
2184992.66000000
0.356202944408
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
0.03458200
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
6927917.72000000
1.129406398318
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Variable
0.09026500
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
2271542.49000000
0.370312513217
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
8037.64000000
0.001310316087
Long
ABS-MBS
CORP
US
N
3
2027-06-10
Variable
0.03804600
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
1376164.43000000
0.224345752244
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04846277
N
N
N
N
N
N
GS MTG SECS TR 2010-C1
N/A
GSMS 2010-C1 B 5.148 8/43
36249KAG5
156155.30000000
PA
USD
155615.31000000
0.025368795342
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Fixed
0.05148000
N
N
N
N
N
N
BX COML MTG TR 2019
N/A
BX COML MTG TR 2019 1ML+198.72 11/25/2028 144A
05608FAN1
310100.00000000
PA
USD
302015.57000000
0.049235330287
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
0.07173480
N
N
N
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF COML MTG TR 2023-1 5.752% 05/15/2033
55376CAJ2
1899000.00000000
PA
USD
1967363.43000000
0.320724485402
Long
ABS-MBS
CORP
US
N
2
2033-05-15
Fixed
0.05752000
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
690793.74000000
0.112614915679
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.03310393
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
530637.66000000
0.086505872704
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
1530939.86000000
PA
USD
1513471.07000000
0.246729822612
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Variable
0.09482000
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
5345779.34000000
PA
USD
4380208.10000000
0.714072431868
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
1299893.55000000
0.211911883460
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Fixed
0.04430000
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021 1ML+175 07/15/2038 144A
55293BAK1
716000.00000000
PA
USD
676402.26000000
0.110268780773
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.06857000
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
2292109.83000000
0.373665452200
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07757000
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
1799237.32000000
0.293316148290
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05751201
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
4798521.77000000
0.782266968018
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.04889507
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
938003.80000000
0.152915715252
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.07498430
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
1893012.73000000
0.308603649143
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
0.04625400
N
N
N
N
N
N
BBCMS MTG TR 2023-C19
N/A
BBCMS MTG TR 2023-C19 6.38531% 04/15/2056
05553RAH3
1080000.00000000
PA
USD
1058460.48000000
0.172552863182
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.06333317
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
5330490.62000000
0.868989854631
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
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
2381357.61000000
0.388214847536
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08403000
N
N
N
N
N
N
SREIT TRUST
N/A
SREIT TRUST 1ML+301.74 11/15/2036 144A
85236WCS3
3024000.00000000
PA
USD
2823321.92000000
0.460264969913
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08074500
N
N
N
N
N
N
TIMES SQUARE HOTEL TR
N/A
TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A
887367AA8
1369365.00480000
PA
USD
1355785.01000000
0.221023448447
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.08528000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C53
N/A
WELLS FARGO COML MTG TR 2019-C53 3.514% 10/15/2052
95002BAJ2
1459000.00000000
PA
USD
1152064.63000000
0.187812444804
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
0.03514000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA E 3.54875% 03/09/2044 144A
12433XAJ8
8563000.00000000
PA
USD
6697227.62000000
1.091798723761
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03548750
N
N
N
N
N
N
BX 2021-XL2
N/A
BX TRUST 1ML+372.55 10/15/2036 144A
05609KAQ2
642213.54600000
PA
USD
590070.88000000
0.096194824226
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.08997000
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
2178490.43000000
0.355142934682
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.09324308
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
633705.94000000
0.103308320366
Long
ABS-MBS
CORP
US
N
3
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
567504.68000000
0.092516026109
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.11108000
N
N
N
N
N
N
BENCHMARK 2023-B38 MTG TR
N/A
BENCHMARK 2023-B38 A4 MTG TR 5.5246% 04/15/2056
081916AE8
1264000.00000000
PA
USD
1298588.22000000
0.211699085313
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
0.05524600
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
1848094.05000000
0.301280894075
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
1919402.82000000
0.312905827331
Long
ABS-MBS
CORP
US
N
3
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
3990442.63000000
0.650531894371
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.08456513
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
1482435.00000000
0.241670245196
Long
ABS-MBS
CORP
US
N
3
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
700122.42000000
0.114135700323
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
4570000.00000000
PA
USD
4191509.40000000
0.683310299905
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08722900
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
1510151.18000000
0.246188605877
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.03685256
N
N
N
N
N
N
GS MTG SECS TR 2017-GS6
N/A
GS MTG SECS TR 2017-GS6 3.243% 05/10/2050 144A
36253PAK8
1745000.00000000
PA
USD
1068025.85000000
0.174112233619
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
910281.28000000
0.148396321009
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
4664500.00000000
PA
USD
4351064.26000000
0.709321330499
Long
ABS-MBS
CORP
US
N
2
2037-01-18
Variable
0.09611290
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
527172.27000000
0.085940936197
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
552550.00000000
0.090078076936
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
3430764.82000000
0.559291824100
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
21785960.90900000
NS
USD
21790318.10000000
3.552311917979
Long
STIV
RF
US
N
1
N
N
N
COMM 2012-CCRE2 MTG TR
N/A
COMM 2012-CR2 F 4.25% 8/45
12624KBA3
7162000.00000000
PA
USD
5005248.21000000
0.815968027049
Long
ABS-MBS
CORP
US
N
3
2045-08-15
Fixed
0.04250000
N
N
N
N
N
N
BENCHMARK 2023-B38 MTG TR
N/A
BENCHMARK 2023-B38 B MTG TR 6.244668% 04/15/2056
081916AH1
1351000.00000000
PA
USD
1307972.95000000
0.213229007367
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
0.06244668
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
2356957.00000000
0.384236999333
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.04139161
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
2921690.45000000
0.476301252627
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.07557000
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
3367725.30000000
0.549014964571
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
19612.23070000
PA
USD
1686.89000000
0.000275001008
Long
ABS-CBDO
USGSE
US
N
3
2042-01-25
Variable
0.04019700
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
4576193.57000000
0.746022471222
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.04845149
N
N
N
N
N
N
WFRBS COML MTG TR 2011-C5
N/A
WFRBS 2011-C5 E CSTR 11/44
92936JAN4
1001883.72000000
PA
USD
941183.89000000
0.153434141443
Long
ABS-MBS
CORP
US
N
2
2044-11-15
Variable
0.05454175
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
894586.56000000
0.145837728672
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.08158000
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
877858.11000000
0.143110615096
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04846277
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
1349173.70000000
0.219945656228
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Variable
0.03608900
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
690886.72000000
0.112630073510
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
1720831.31000000
0.280534205296
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
1701257.43000000
0.277343222637
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09022500
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
796857.03000000
0.129905617329
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
0.01750000
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
1513224.47000000
0.246689621266
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
0.02696589
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
2252573.22000000
0.367220095585
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.07957430
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
1131667.15000000
0.184487196822
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.02996800
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
1351279.63000000
0.220288970181
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
0.03000000
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
3959479.10000000
0.645484142607
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.09123480
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
3431143.17000000
0.559353503659
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.04388490
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC G 1ML+360 04/15/2034 144A
05608BAS9
3255000.00000000
PA
USD
3127167.36000000
0.509798610165
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.08707000
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
730028.87000000
0.119011124274
Long
ABS-MBS
CORP
US
N
2
2052-11-13
Fixed
0.02500000
N
N
N
N
N
N
WFCM 2022
N/A
WFCM 2022 4% 04/15/2055
95003MBS6
2074000.00000000
PA
USD
1886509.57000000
0.307543487806
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.04000000
N
N
N
N
N
N
RLJ LODGING TR
N/A
RLJ LODGING TR SER A PC 1.95% PERP
74965L200
45550.00000000
NS
USD
1068147.50000000
0.174132065305
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
0.08000000
0.000000013041
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
1526934.92000000
0.248924732966
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
1510312.60000000
0.246214920967
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
90087.65000000
0.014686313035
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
0.08257000
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
1514070.50000000
0.246827543183
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
3285612.87000000
0.535628791759
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
539864.05000000
0.088009981777
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 9% 08/07/2025
N/A
908000.00000000
PA
USD
908000.00000000
0.148024421062
Long
LON
CORP
US
N
3
2025-08-07
Fixed
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
1610796.99000000
0.262596136447
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.10090400
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
1470342.00000000
0.239698814222
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
1250000.00000000
PA
USD
876674.50000000
0.142917660047
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
0.03059000
N
N
N
N
N
N
BANK 2018-BNK10
N/A
BANK 2018-BNK10 4.078% 02/15/2061
065404BD6
625000.00000000
PA
USD
540334.44000000
0.088086665926
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Variable
0.04078000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BN35 2.285% 06/15/2064
06540CBF3
2650000.00000000
PA
USD
2150886.28000000
0.350642837410
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
0.02285000
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
1014305.70000000
0.165354640994
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.04654473
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 1ML+300 01/15/2034 144A
05608VAN6
754140.57000000
PA
USD
714140.43000000
0.116420951220
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.08173480
N
N
N
N
N
N
GS MTG SECS TR 2020-GC45
N/A
GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053
36258YBG2
2586000.00000000
PA
USD
2246099.26000000
0.366164694505
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
0.02910600
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
2286173.02000000
0.372697618650
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
23694.83740000
PA
USD
7512.69000000
0.001224737431
Long
ABS-CBDO
USGSE
US
N
3
2042-02-25
Variable
0.03599650
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.05% 03/15/2032
03027XBW9
1785000.00000000
PA
USD
1627039.71000000
0.265244065108
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04050000
N
N
N
N
N
N
BX 2021-LBA
N/A
BX 2021-LBA FJV 1ML+225 02/15/2028 144A
05609BAP4
458000.00000000
PA
USD
415998.38000000
0.067817091808
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.07574480
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
581770.08000000
0.094841607140
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
1166903.68000000
0.190231543687
Long
ABS-MBS
CORP
US
N
3
2051-10-10
Variable
0.03104169
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
2272683.34000000
0.370498497425
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05085631
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
786370.05000000
0.128196003736
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
1510151.00000000
0.246188576533
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
1973402.54000000
0.321708996153
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
1051620.28000000
0.171437756745
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
220904.88000000
0.036012463625
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Variable
0.05152555
N
N
N
N
N
N
HILTON USA TR 2016-HHV
N/A
HILTON USA TR 2016-HHV VAR 11/05/2038 144A
43300LAN0
5078000.00000000
PA
USD
4598671.33000000
0.749686851631
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2012-C4
5493005SNWQW3UUOQX45
MSC 2012-C4 D 5.711069 3/45
61760VAE3
787462.05000000
PA
USD
736212.44000000
0.120019185253
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.05163800
N
N
N
N
N
N
BENCHMARK 2022-B37 MTG TR
N/A
BENCHMARK 2022-B37 B MTG TR CSTR 11/15/2055
08161QAJ9
980000.00000000
PA
USD
919281.06000000
0.149863487555
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05751201
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
1480867.04830000
PA
USD
1505674.24000000
0.245458763970
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
3059000.00000000
PA
USD
1944017.14000000
0.316918515071
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
0.04276000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD
25401T405
41600.00000000
NS
USD
841984.00000000
0.137262328352
Long
EP
CORP
US
N
1
N
N
N
MERIT SECURITIES CORP
N/A
MESC 13 M1 VAR 12/33
589962CV9
495636.00760000
PA
USD
490923.40000000
0.080031555144
Long
ABS-CBDO
CORP
US
N
2
2033-12-28
Variable
0.07880000
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
1264238.49000000
0.206099306792
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
3637078.06000000
0.592925522237
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.07507000
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
3325379.63000000
0.542111668000
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04023957
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
3491546.80000000
0.569200653836
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
1574432.00000000
0.256667825223
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
1481724.07000000
0.241554347617
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.04889507
N
N
N
N
N
N
UBS COML MTG TR 2012-C1
N/A
UBSCM 2012-C1 E CSTR 05/45
90269GAQ4
1477845.92000000
PA
USD
990156.77000000
0.161417822291
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
31.00000000
0.000005053697
Long
EP
CORP
KY
N
3
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 A5 CSTR 06/15/2055
06541MBN3
2326000.00000000
PA
USD
2216827.33000000
0.361392711585
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
0.04493000
N
N
N
N
N
N
WFCM 2022
N/A
WFCM 2022 2.5% 04/15/2055 144A
95003MBD9
2352000.00000000
PA
USD
1101300.24000000
0.179536707535
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.02500000
N
N
N
N
N
N
GS MTG SECS TR 2019-GC42
N/A
GS MTG SECS TR 2019-GC42 CSTR 09/01/2052
36257UAS6
831000.00000000
PA
USD
637024.91000000
0.103849387120
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.03692376
N
N
N
N
N
N
BANK 2022-BNK40
N/A
BANK 2022-BNK40 CSTR 03/15/2064
06541LBG0
742000.00000000
PA
USD
652164.50000000
0.106317480782
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
0.03393542
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
511378.43000000
0.083366185071
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
944659.50000000
0.154000744040
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.08960000
N
N
N
N
N
N
CYXTERA TECHNOLOGIES INC
N/A
CYXTERA TECHNOLOGIES INC A
23284C102
92200.00000000
NS
USD
14936.40000000
0.002434969121
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
422940.24000000
0.068948771112
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
639218.61000000
0.104207009557
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
1661445.05000000
0.270852909310
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.02996800
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA
N/A
BX COML MTG TR 2020-VIVA CSTR 03/09/2044 144A
12433XAG4
9422000.00000000
PA
USD
7581820.27000000
1.236007220339
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
26101.16910000
PA
USD
2783.51000000
0.000453774731
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
2197817.33000000
0.358293654047
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
428293.76000000
0.069821515273
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.04844477
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
560023.72000000
0.091296461381
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05085631
N
N
N
N
N
N
MHP 2022-MHIL MEZZ
N/A
MHP 2022-MHIL MEZZ SOFR+500 01/09/2024
N/A
4858250.00000000
PA
USD
4469590.00000000
0.728643691781
Long
LON
CORP
US
N
3
2024-01-09
Variable
0.10059290
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2020-C58 A4 2.092% 07/15/2053
95002UAJ0
2745000.00000000
PA
USD
2199130.67000000
0.358507758004
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
0.02092000
N
N
N
N
N
N
COMM 2012-CCRE2 MTG TR
N/A
COMM 2012-CR2 D CSTR 8/45
12624KAW6
234087.27000000
PA
USD
213814.75000000
0.034856612977
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.04845149
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
1479216.24000000
0.241145514925
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Fixed
0.02500000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A
91327TAA9
1635000.00000000
PA
USD
1586314.98000000
0.258605018213
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
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
2051953.07000000
0.334514499157
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08458000
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
334915.54000000
0.054598765323
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Fixed
0.02500000
N
N
N
N
N
N
BBCMS 2022
N/A
BBCMS 2022 3.662% 04/15/2055
05552FBA4
3015000.00000000
PA
USD
2703754.01000000
0.440772711482
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.03662000
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
381709.22000000
0.062227187560
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Variable
0.02775460
N
N
N
N
N
N
BENCHMARK 2020 MORTGAGE TRUST
N/A
BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054
08163BBA8
1484000.00000000
PA
USD
1176718.36000000
0.191831557260
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Fixed
0.01973000
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
456656.68000000
0.074445309120
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.04709400
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MHP 2021-STOR J 1ML+395 07/15/2038 144A
55293BAR6
1847000.00000000
PA
USD
1726526.29000000
0.281462615117
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09057000
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
2214330.56000000
0.360985681922
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Variable
0.10389000
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
3915195.46000000
0.638264913341
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.07057000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 D CSTR 6/44
617459AJ1
3616253.03000000
PA
USD
3307377.65000000
0.539176940393
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05211300
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
459445.92000000
0.074900017970
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
0.03454114
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
652206.20000000
0.106324278819
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
0.02994213
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
531534.73000000
0.086652115289
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
3319000.00000000
PA
USD
3051672.47000000
0.497491245203
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08658000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC SER H 7.125% PERP PFD
25401T504
43929.00000000
NS
USD
900544.50000000
0.146809006887
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
3051608.10000000
0.497480751445
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
0.04522186
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
757603.55000000
0.123506417272
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.03704200
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
1319877.87000000
0.215169777070
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY CAP I INC
N/A
MSC 1998-CF1 G 7.35% 7/32
61745MHW6
703.64220000
PA
USD
700.13000000
0.000114136936
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.07350000
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
1376094.84000000
0.224334407509
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
621654.11000000
0.101343601028
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.04684956
N
N
N
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF COML MTG TR 2023-1 C 6.90553% 05/15/2033
55376CBB8
1266000.00000000
PA
USD
1173716.07000000
0.191342116468
Long
ABS-MBS
CORP
US
N
2
2033-05-15
Fixed
0.06905530
N
N
N
N
N
N
2023-06-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer