0001752724-24-011819.txt : 20240124
0001752724-24-011819.hdr.sgml : 20240124
20240124171350
ACCESSION NUMBER: 0001752724-24-011819
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240124
DATE AS OF CHANGE: 20240124
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY ADVISOR SERIES I
CENTRAL INDEX KEY: 0000722574
ORGANIZATION NAME:
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: 24557539
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
2023-11-30
N
520568089.40
5015567.30
515552522.10
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
0.00000000
USD
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2003-W10 2B5 CSTR 6/43
31393DUN9
7877.65860000
PA
USD
424.06000000
0.000082253501
Long
ABS-CBDO
USGSE
US
Y
3
2043-06-25
Variable
0.03753920
N
N
N
N
N
N
BBCMS MTG TR 2022-C17
N/A
BBCMS MTG TR 2022-C17 4.441% 09/15/2055
054976AE5
2719000.00000000
PA
USD
2488707.50000000
0.482726277792
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
0.04441000
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
115501.88000000
0.022403513715
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 TSFR1M+336.448 12/15/2037 144A
12482HAS3
8968000.00000000
PA
USD
8597330.14000000
1.667595399394
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.08620000
N
N
N
N
N
N
GS MTG SECS CORP TR 2023-SHIP
N/A
GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A
36270GAJ0
2460000.00000000
PA
USD
2372943.55000000
0.460271931234
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
0.07681387
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2021-SAVE
N/A
WELLS FARGO COML MTG TR 2021-SAVE E TSFR1M+376.448 02/15/2040 144A
95003LAN0
450399.99000000
PA
USD
396372.30000000
0.076883010558
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.09087480
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A
05608VAQ9
319531.18000000
PA
USD
303941.19000000
0.058954457008
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.09337480
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
451598.61000000
0.087595073371
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
99360.00000000
0.019272527189
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 TSFR1M+273.938 49 11/15/2038 144A
78472UAL2
1405000.00000000
PA
USD
1329184.09000000
0.257817396486
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08062290
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 D 3.357% 05/15/2050 144A
06541FAJ8
2308000.00000000
PA
USD
1123467.01000000
0.217915141879
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
0.03357000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+323.048 11/15/2038 144A
26863LAQ7
1248546.72000000
PA
USD
1159646.57000000
0.224932770239
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08553480
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
913955.52000000
0.177276898244
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
0.04069949
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
3132415.64000000
0.607584194766
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
0.04866000
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
2708826.41000000
0.525422007241
Long
ABS-MBS
CORP
XX
N
2
2055-02-15
Fixed
0.02946000
N
N
N
N
N
N
BMO 2023-5C1 MTG TR
N/A
BMO 2023-5C1 MTG TR 7.25502% 08/15/2056
055986AF0
3276000.00000000
PA
USD
3345193.05000000
0.648855917991
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.07354994
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
1155957.31000000
0.224217176805
Long
ABS-MBS
CORP
US
N
2
2039-12-13
Variable
0.03325825
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
862312.50000000
0.167259874219
Long
ABS-MBS
CORP
US
N
3
2045-11-15
Variable
0.04572539
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
860925.58000000
0.166990857981
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.02860370
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
278755.51000000
0.054069274816
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 TSFR1M+357.368 92 05/15/2026 144A
12658RAA8
3269728.24000000
PA
USD
2936800.91000000
0.569641459232
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
0.08896680
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
588708.20000000
0.114189762393
Long
ABS-MBS
CORP
US
N
3
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
2212974.65000000
0.429243298235
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
772968.43000000
0.149930103503
Long
ABS-MBS
CORP
US
N
3
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
3000000.00000000
PA
USD
2037000.00000000
0.395110083392
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03945746
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A
30227FAN0
3421172.72800000
PA
USD
3326036.76000000
0.645140236430
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09137480
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
2341770.43000000
0.454225385313
Long
ABS-MBS
CORP
US
N
3
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
1289263.00000000
0.250074036055
Long
ABS-MBS
CORP
US
N
3
2053-10-15
Fixed
0.02250000
N
N
N
N
N
N
BENCHMARK 2022-B37 MTG TR
N/A
BENCHMARK 2022-B37 MTG TR 5.9431% 11/15/2055
08161QAD2
1427000.00000000
PA
USD
1436093.27000000
0.278554212895
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05751006
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
754797.66000000
0.146405579964
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
0.03000000
N
N
N
N
N
N
CSAIL 2019-C18 COML MTG TR
N/A
CSAIL 2019-C18 AS COML MTG TR 3.3214% 12/15/2052
12597DAH8
921000.00000000
PA
USD
758780.03000000
0.147178026965
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
0.03321400
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
3742133.84000000
0.725849196655
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 TSFR1M+401.448 04/15/2060 144A
92230AAL0
3009000.00000000
PA
USD
1606055.86000000
0.311521288550
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.09337480
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
1153312.73000000
0.223704216459
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
0.02500000
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
387353.95000000
0.075133751343
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
0.06049660
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
743491.05000000
0.144212474603
Long
ABS-MBS
CORP
US
N
2
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
239777.43000000
0.046508826884
Long
ABS-MBS
CORP
US
N
3
2037-01-16
Variable
0.04688190
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
1109662.35000000
0.215237498107
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.03786000
N
N
N
N
N
N
BANK 2023-BNK46
N/A
BANK 2023-BNK46 B 6.963% 08/15/2056
06541DBT0
1675000.00000000
PA
USD
1662140.36000000
0.322399811609
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.06999202
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
2512878.21530000
PA
USD
25.13000000
0.000004874382
Long
ABS-CBDO
CORP
US
N
3
2052-10-17
Variable
0.00000000
N
N
N
N
N
N
KNDL 2019-KNSQ MORTGAGE TRUST
N/A
KNDL 2019-KNSQ MORTGAGE TRUST 2019-KNSQ F TSFR1M+219.601 05/15/2036
482598AQ2
4350000.00000000
PA
USD
4219500.00000000
0.818442315598
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.07519010
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
928597.67000000
0.180116987153
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.06058778
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
919876.07000000
0.178425287544
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
1449130.25000000
PA
USD
1188286.81000000
0.230488021891
Long
ABS-MBS
CORP
US
N
3
2045-05-15
Variable
0.04178819
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT TSFR1M+346.048 6 10/15/2036 144A
67118AAU9
1456935.51400000
PA
USD
1386380.35000000
0.268911563918
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08783480
N
N
N
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 MTG TR 4.4699% 07/15/2055
08163QBH0
1233000.00000000
PA
USD
1123773.59000000
0.217974608178
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.04469900
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
1624335.09000000
0.315066849713
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
0.02387900
N
N
N
N
N
N
BMO 2023-C6 MTG TR
N/A
BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056
055985AE5
1193000.00000000
PA
USD
1214077.09000000
0.235490476325
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Fixed
0.05956200
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
89271.41000000
0.017315677098
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
3489883.46000000
PA
USD
3132035.35000000
0.607510431185
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
0.04754281
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
1486346.60000000
0.288301683395
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Variable
0.03851822
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR G TSFR1M+286.448 07/15/2038 144A
55293BAP0
735000.00000000
PA
USD
696019.94000000
0.135004662020
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08187480
N
N
N
N
N
N
BENCHMARK 2022-B36 MTG TR
N/A
BENCHMARK 2022-B36 AS MTG TR 4.9505% 07/15/2055
08163QBM9
1190000.00000000
PA
USD
1039353.26000000
0.201599878857
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.04950500
N
N
N
N
N
N
SREIT TR 2021-IND
N/A
SREIT TR 2021-IND G TSFR1M+338.026 21 10/15/2038 144A
78473JAS1
3339000.00000000
PA
USD
3109672.47000000
0.603172778077
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.08703255
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
2727098.47000000
0.528966177663
Long
ABS-MBS
CORP
US
N
3
2045-03-15
Variable
0.04189061
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
10321.85000000
0.002002094754
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
1416101.92000000
0.274676557537
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
1027199.46000000
0.199242446883
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05591638
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
2785214.58600000
PA
USD
2610860.43000000
0.506419873452
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.09187480
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC G TSFR1M+306.058 21 10/15/2036 144A
05609PAS7
3192000.00000000
PA
USD
2994620.45000000
0.580856522203
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08383580
N
N
N
N
N
N
BMO 2023-5C1 MTG TR
N/A
BMO 2023-5C1 MTG TR CSTR 08/15/2056
055986AG8
553000.00000000
PA
USD
545907.44000000
0.105887841994
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.06960000
N
N
N
N
N
N
BENCHMARK 2020-B21 MTG TR
N/A
BENCHMARK 2020-B21 MTG TR 2.2543% 12/17/2053
08163LAQ2
662000.00000000
PA
USD
498508.64000000
0.096694055140
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
0.02254300
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
426696.77000000
0.082764946675
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
0.02500000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2021-L5
N/A
MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054
61691YAJ0
3744000.00000000
PA
USD
3060161.40000000
0.593569281270
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
0.02728000
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
838616.90000000
0.162663717866
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
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
4116038.80000000
0.798374292348
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08672910
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX TRUST 2.9% 06/15/2023 144A
05608WAS3
3416529.89400000
PA
USD
3214260.05000000
0.623459281492
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.08237480
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
1761959.09000000
0.341761317124
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.04272420
N
N
N
N
N
N
BANK 2023-BNK46
N/A
BANK 2023-BNK46 A4 5.745% 08/15/2056
06541DBH6
2458000.00000000
PA
USD
2476998.62000000
0.480455145464
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Fixed
0.05745000
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
1141684.60000000
0.221448746938
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
0.05709776
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
476403.31000000
0.092406358145
Long
ABS-MBS
CORP
US
N
3
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
567533.26000000
0.110082530037
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.03250000
N
N
N
N
N
N
BANK5 2023-5YR3
N/A
BANK5 2023-5YR3 C VAR 09/15/2056
06211EAZ4
597000.00000000
PA
USD
557921.28000000
0.108218126395
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.07559228
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
1720074.07000000
0.333637019753
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
0.06347752
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
938286.75000000
0.181996345625
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03945746
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
463872.90000000
0.089975876388
Long
ABS-MBS
CORP
US
N
2
2042-02-10
Variable
0.03592590
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
2450074.67000000
0.475232796848
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
0.06047503
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
1367575.34000000
0.265264018965
Long
ABS-MBS
CORP
US
N
3
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
28158.00000000
0.005461713170
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
2544634.16000000
0.493574185154
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
3948485.89000000
0.765874614271
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05936831
N
N
N
N
N
N
BANK 2021-BNK33
N/A
BANK 2021-BNK33 2.556% 05/15/2064
06541CBL9
1584000.00000000
PA
USD
1286436.10000000
0.249525711708
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
0.000000060129
Long
ABS-CBDO
CORP
KY
N
3
2040-01-28
Variable
0.08962710
Y
Y
N
N
N
N
MHC COML MTG TR 2021-MHC
N/A
MHC 2021 MHC G TSFR1M+331.544 9 04/15/2026 144A
55316VAN4
10331898.66300000
PA
USD
9865396.91000000
1.913558073543
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08638442
N
N
N
N
N
N
BANK5 2023-5YR3
N/A
BANK5 2023-5YR3 AS 7.293% 09/15/2056
06211EAP6
956000.00000000
PA
USD
981721.75000000
0.190421287437
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.07559228
N
N
N
N
N
N
CAPITAL TR RE CDO 05-1 LTD COR
549300EO21RSSTCI1873
CTCDO 2005-1A E TSFR1M+221.448 3/50
140558AE7
2670000.00000000
PA
USD
0.27000000
0.000000052370
Long
ABS-CBDO
CORP
KY
N
3
2050-03-20
Variable
0.03946380
N
N
N
N
N
N
BANK 2020-BN28
N/A
BANK 2020-BN28 1.844% 03/15/2063
06540YAH2
1612000.00000000
PA
USD
1269738.06000000
0.246286848685
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.01844000
N
N
N
N
N
N
COMM 2018-HCLV MTG TR
N/A
COMM MORTGAGE TRUST 2018-HCLV G TSFR1M+520.234 069/15/2033
20048KAN7
1487000.00000000
PA
USD
550511.79000000
0.106780932378
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Variable
0.10675337
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
1663161.18000000
0.322597816654
Long
ABS-MBS
CORP
US
N
2
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
822983.05000000
0.159631272221
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Fixed
0.02500000
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
87723.38000000
0.017015410892
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03404110
N
N
N
N
N
N
BANK5 2023-5YR3
N/A
BANK5 2023-5YR3 CSTR 09/15/2056
06211EAU5
597000.00000000
PA
USD
600665.52000000
0.116509083798
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.07559228
N
N
N
N
N
N
COMM 2015-LC19 MTG TR
N/A
COMM 2015-LC19 MTG 2015-LC19 B TR 3.829% 02/10/2048
200474BF0
192000.00000000
PA
USD
176837.78000000
0.034300633285
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03829000
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
4240362.72000000
0.822488987684
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 TSFR1M+424.7 11/15/2036 144A
78486EAU2
1134000.00000000
PA
USD
1064626.76000000
0.206502095201
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09637000
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
1298343.07000000
0.251835266892
Long
ABS-MBS
CORP
US
N
3
2037-01-15
Variable
0.03616667
N
N
N
N
N
N
TABERNA PFD FDG VI LTD / INC
BUHFNQJBNOAUZ24NY591
TBRNA 2006-6A F1 TSFR3M+476.161 12/36
87331AAL8
6444660.76750000
PA
USD
0.64000000
0.000000124138
Long
ABS-CBDO
CORP
KY
N
3
2036-12-05
Variable
0.10154310
Y
Y
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 5.745654% 11/15/2055
06540KAR0
1225000.00000000
PA
USD
1183871.36000000
0.229631571809
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05936831
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-XL
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL J TSFR1M+276.448 10/15/2036 144A
056054AL3
13777649.99900000
PA
USD
13452053.82000000
2.609249929610
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08087390
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
1282823.17000000
PA
USD
1118755.99000000
0.217001361072
Long
ABS-MBS
CORP
US
N
2
2039-09-17
Fixed
0.03604000
N
N
N
N
N
N
BENCHMARK 2023-B39 C MTG TR
N/A
BENCHMARK 2023-B39 C MTG TR 6.79412% 07/15/2056
081925AH2
1859000.00000000
PA
USD
1634754.96000000
0.317087957079
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
0.06793931
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO F TSFR1M+291.681 82 05/15/2038 144A
05608KAL4
2590223.94000000
PA
USD
2434057.78000000
0.472126054215
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.08239810
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT INC 5.6% 10/15/2033
637417AS5
2485000.00000000
PA
USD
2429759.69000000
0.471292368060
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
0.05600000
N
N
N
N
N
N
VASA TR 2021-VASA
N/A
VASA TR 2021-VASA G TSFR1M+511.448 04/15/2060 144A
92230AAN6
693000.00000000
PA
USD
300554.72000000
0.058297594738
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.10437480
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-H1
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050
61691JBA1
307000.00000000
PA
USD
247931.60000000
0.048090463991
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.04281000
N
N
N
N
N
N
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR
N/A
CD 2017-CD4 D 3.3% 05/10/2050 144A
12515DAF1
356070.00000000
PA
USD
209828.92000000
0.040699814471
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
730242.52000000
0.141642701508
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
0.03000000
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
1054679.10000000
0.204572580831
Long
ABS-MBS
CORP
US
N
2
2055-02-17
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
190905.72000000
0.037029344599
Long
ABS-MBS
CORP
US
N
2
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
889460.37000000
PA
USD
660692.76000000
0.128152366961
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
1357375.55000000
0.263285599781
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
0.03633200
N
N
N
N
N
N
CITIGROUP COML MTG TR 2020-420K
N/A
CITIGROUP COML MTG TR 2020-420K D CSTR 11/10/2042 144A
17328QAG6
536000.00000000
PA
USD
401499.05000000
0.077877429124
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
0.03422162
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
1221581.53000000
PA
USD
1006218.42000000
0.195172824662
Long
ABS-CBDO
CORP
US
N
2
2041-01-17
Fixed
0.04242000
N
N
N
N
N
N
BANK 2022-BNK39
N/A
BANK 2022-BNK39 2.928% 02/15/2055
06539VAJ7
1895000.00000000
PA
USD
1562401.73000000
0.303053842823
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
3329120.06000000
0.645738293828
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
850255.61000000
0.164921239554
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
2317617.53000000
PA
USD
1622332.27000000
0.314678369410
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.05308407
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
1458016.31000000
0.282806551709
Long
ABS-MBS
CORP
US
N
3
2050-03-10
Variable
0.04299000
N
N
N
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
2182828.49000000
0.423395948313
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
585402.83000000
0.113548630819
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.04797360
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
942718.55000000
0.182855967062
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03570200
N
N
N
N
N
N
COMM 2006 FL12
N/A
COMM 2014-CR20 AM 3.938% 11/10/2047
12592LBL5
299000.00000000
PA
USD
287352.87000000
0.055736876008
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
0.03938000
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
2514652.77000000
0.487758795118
Long
ABS-MBS
CORP
US
N
3
2049-07-15
Variable
0.05108941
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
2031441.46000000
PA
USD
1716236.50000000
0.332892659124
Long
ABS-CBDO
CORP
US
N
2
2039-10-19
Fixed
0.03866000
N
N
N
N
N
N
FS 2023-4SZN
N/A
FS 2023-4SZN C VAR 11/10/2027 144A
30334RAE4
2568000.00000000
PA
USD
2617004.89000000
0.507611693827
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Variable
0.08120910
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
1366209.60000000
0.264999110941
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
1520896.85000000
0.295003279938
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.03514999
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
1183000.00000000
PA
USD
852703.09000000
0.165395969071
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
3809689.78000000
0.738952796600
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
0.03202000
N
N
N
N
N
N
OPEN TR 2023-AIR
N/A
OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A
68373BAG6
2500000.00000000
PA
USD
2495289.75000000
0.484003014830
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Variable
0.12007739
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
1221712.43000000
0.236971477711
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
3160036.29300000
PA
USD
2713204.63000000
0.526271235944
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.04831469
N
N
N
N
N
N
BENCHMARK 2020-B21 MTG TR
N/A
BENCHMARK 2020-B21 A5 MTG TR 1.9775% 12/17/2053
08163LAG4
1691000.00000000
PA
USD
1307321.40000000
0.253576763561
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
0.01977500
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
588159.06000000
0.114083247542
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
858836.68000000
0.166585681028
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.06488527
N
N
N
N
N
N
MHP 2022-MHIL F
N/A
MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A
55293DAN1
2144115.90000000
PA
USD
2012952.83000000
0.390445734180
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.09280410
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
625679.12000000
0.121360888208
Long
ABS-MBS
CORP
US
N
2
2042-04-05
Variable
0.02508520
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.65% 03/15/2033
03027XBZ2
2000000.00000000
PA
USD
1992873.82000000
0.386551075704
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
1894390.60000000
0.367448614601
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 TSFR1M+320.126 68 04/15/2034 144A
05608GAN9
1572000.00000000
PA
USD
1286390.71000000
0.249516907561
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.08524260
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-C10
N/A
JP MORGAN CHASE COML MTG SECS TR 2013-C10 D CSTR 06/05/2039 144A
46651EAL8
984000.00000000
PA
USD
806033.86000000
0.156343694473
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Variable
0.03908893
N
N
N
N
N
N
TAH 2017
N/A
TAH 2017 5.104% 01/17/2036 144A
89613FAF5
664000.00000000
PA
USD
660718.71000000
0.128157400396
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
487197.57000000
PA
USD
428733.86000000
0.083160074215
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
0.04806400
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
208153.23000000
PA
USD
181500.52000000
0.035205049382
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
566877.00000000
0.109955237478
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05298476
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2023-C21
N/A
BBCMS MORTGAGE TRUST 2023-C21 AS VAR 09/15/2056
05553WAH2
1196000.00000000
PA
USD
1186556.98000000
0.230152492546
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06506069
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
12924.00000000
0.002506825094
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Fixed
0.04500000
N
N
N
N
N
N
VERITAS MULTIFAMILY PORTFOLIO POOL A
N/A
VERITAS POOL A MEZZ 1ML+850 12/31/2049
N/A
11130675.14000000
PA
USD
1669601.27000000
0.323846979391
Long
LON
CORP
US
N
3
2049-12-31
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
1107948.61000000
0.214905089686
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
BBCMS MTG TR 2023-5C23
N/A
BBCMS MTG TR 2023-5C23 VAR 12/15/2056
05493QAE5
1469000.00000000
PA
USD
1487738.56000000
0.288571677225
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
0.07703200
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
397555.83000000
0.077112575917
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 TSFR1M+406.681 82 05/15/2038 144A
05608KAN0
3774607.04000000
PA
USD
3552045.64000000
0.688978423678
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.09389810
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
2015000.00000000
PA
USD
1980953.55000000
0.384238940764
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
28615.40000000
0.005550433520
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 TSFR1M+386.448 06/15/2035 144A
63874MBE1
222000.00000000
PA
USD
11267.43000000
0.002185505747
Long
ABS-MBS
CORP
US
N
3
2035-06-15
Variable
0.09119910
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
698644.00000000
0.135513642170
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
0.04250000
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
2342853.43000000
0.454435451204
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% 09/10/2052 144A
36257UAA5
2307000.00000000
PA
USD
1263657.87000000
0.245107494548
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
0.000000058189
Long
ABS-CBDO
CORP
KY
N
3
2035-12-28
Variable
0.00000000
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
2145923.86000000
0.416237680548
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
0.02342000
N
N
N
N
N
N
BENCHMARK 2023-V4 MTG TR
N/A
BENCHMARK 2023-V4 C MTG TR 7.460404% 11/15/2056
081926AH0
1075000.00000000
PA
USD
1001692.96000000
0.194295036307
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Fixed
0.07460404
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
1594385.54000000
0.309257635576
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.02753000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 5.5% 08/15/2033
46188BAF9
2455000.00000000
PA
USD
2345041.83000000
0.454859927839
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.05500000
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
11898290.63000000
2.307871675524
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
74794.07110000
PA
USD
28125.94000000
0.005455494599
Long
ABS-CBDO
USGSE
US
Y
3
2043-06-25
Variable
0.03753920
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT G TSFR1M+251.248 10/15/2036 144A
67118AAS4
876926.38600000
PA
USD
824072.19000000
0.159842529068
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07835480
N
N
N
N
N
N
GS MTG SECS CORP TR 2023-SHIP
N/A
GS MTG SECS CORP TR 2023-SHIP CSTR 09/15/2038 144A
36270GAG6
1969000.00000000
PA
USD
1895863.07000000
0.367734224687
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
0.06272974
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
641926.79000000
0.124512394466
Long
ABS-MBS
CORP
US
N
2
2047-09-05
Variable
0.05012700
N
N
N
N
N
N
BANK 2018-BNK10
N/A
BANK 2018-BNK10 VAR 02/15/2061
065404BE4
2936000.00000000
PA
USD
2399428.68000000
0.465409163401
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 TSFR1M+311.448 02/15/2036 144A
05609BAR0
1033000.00000000
PA
USD
953395.88000000
0.184927013084
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.08437480
N
N
N
N
N
N
SUNBELT MEZZ
N/A
SUNBELT MEZZ SOFR+445 01/21/2027
N/A
1032614.78000000
PA
USD
1032614.78000000
0.200292838408
Long
LON
CORP
US
N
3
2027-01-21
Variable
0.09884560
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
2114376.61000000
0.410118565881
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Fixed
0.03458200
N
N
N
N
N
N
FS 2023-4SZN
N/A
FS 2023-4SZN D VAR 11/10/2027 144A
30334RAG9
594000.00000000
PA
USD
607028.74000000
0.117743336319
Long
ABS-MBS
CORP
US
N
2
2039-11-10
Variable
0.09080080
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
1520801.28000000
0.294984742544
Long
ABS-MBS
CORP
US
N
3
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
8046.96000000
0.001560841942
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
1286180.86000000
0.249476203658
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05144716
N
N
N
N
N
N
CITIGROUP COML MTG TR 2023-PRM3
N/A
CITIGROUP COML MTG TR 2023-PRM3 6.35973% 07/10/2028 144A
17331LAG2
1383000.00000000
PA
USD
1308110.96000000
0.253729911876
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
0.06571721
N
N
N
N
N
N
GS MTG SECS TR 2010-C1
N/A
GSMS 2010-C1 B 5.148 8/43
36249KAG5
119337.71000000
PA
USD
117359.58000000
0.022763845577
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Fixed
0.05148000
N
N
N
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF COML MTG TR 2023-1 5.752% 05/15/2056
55376CAJ2
1899000.00000000
PA
USD
1906366.98000000
0.369771633011
Long
ABS-MBS
CORP
US
N
2
2056-05-15
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
685081.02000000
0.132882876260
Long
ABS-MBS
CORP
US
N
3
2051-06-15
Variable
0.03417352
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
517673.68000000
0.100411433910
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
0.03000000
N
N
N
N
N
N
BMO 2023-C5 MTG TR
N/A
BMO 2023-C5 MTG TR 5.7653% 06/15/2056
055988AD1
1463000.00000000
PA
USD
1472191.88000000
0.285556139654
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Fixed
0.05765300
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
5327640.31000000
PA
USD
4513878.42000000
0.875541914064
Long
ABS-CBDO
CORP
US
N
2
2026-12-17
Fixed
0.04505000
N
N
N
N
N
N
GS MTG SECS CORP TR 2019-70P
N/A
GS MTG SECS CORP TR 2019-70P TSFR1M+276.448 10/15/2036 144A
36257MAS4
2550000.00000000
PA
USD
2275802.07000000
0.441429722956
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08337480
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG F TSFR1M+286.448 10/15/2037 144A
12433YAQ0
950600.00000000
PA
USD
918956.05000000
0.178246834339
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.08187390
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
1522817.68000000
0.295375856915
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05751006
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
4686500.00000000
0.909024745124
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.05000293
N
N
N
N
N
N
PRIMA CAP LTD 2021-9A
N/A
PRIMA CAP LTD 2021-9A C TSFR1M+246.448 12/15/2037 144A
74167FAA8
1000000.00000000
PA
USD
956154.50000000
0.185462093387
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.07797990
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
845685.60000000
0.164034809985
Long
ABS-MBS
CORP
US
N
3
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
997090.78000000
0.193402366831
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.06545633
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
5312688.73000000
1.030484480681
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04333283
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2022-C18
N/A
BBCMS MORTGAGE TRUST 2022-C18 A5 5.71% 12/15/2055
054975AE7
3150000.00000000
PA
USD
3164858.24000000
0.613876977482
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Fixed
0.05710000
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT TSFR1M+340.948 3 11/15/2026 144A
05609QAN6
2541000.00000000
PA
USD
2433430.07000000
0.472004299404
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08732480
N
N
N
N
N
N
BBCMS MTG TR 2020-C7
N/A
BBCMS MTG TR 2020-C7 B 3.152% 04/15/2053
05492VAK1
853000.00000000
PA
USD
623854.17000000
0.121006908754
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Fixed
0.03152000
N
N
N
N
N
N
SREIT TRUST
N/A
SREIT TRUST TSFR1M+308.198 74 11/15/2036 144A
85236WCS3
3024000.00000000
PA
USD
2874261.20000000
0.557510840659
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08404980
N
N
N
N
N
N
TIMES SQUARE HOTEL TR
N/A
TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A
887367AA8
1182533.00480000
PA
USD
1171000.00000000
0.227134957119
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
1166017.19000000
0.226168458113
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
6541742.38000000
1.268879910305
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03667042
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
975388.37000000
0.189192822881
Long
ABS-MBS
CORP
US
N
3
2034-06-15
Variable
0.09654268
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
27929.95000000
0.005417479073
Long
ABS-MBS
CORP
US
N
3
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 TSFR1M+611.448 07/15/2038 144A
69356GAU3
631000.00000000
PA
USD
468212.03000000
0.090817522934
Long
ABS-MBS
CORP
US
N
3
2038-07-15
Variable
0.11437480
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
1242341.61000000
0.240972850824
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
3019000.00000000
PA
USD
2412039.71000000
0.467855282750
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Variable
0.03908893
N
N
N
N
N
N
BANK 2020-BNK30
N/A
BANK 2020-BN30 MCDG CSTR 12/53
06541UBJ4
3921000.00000000
PA
USD
1738285.56000000
0.337169441615
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
0.03015504
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
535516.67000000
0.103872379058
Long
ABS-MBS
CORP
US
N
3
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 TSFR1M+372.938 49 11/15/2036 144A
26863LAS3
4564686.81000000
PA
USD
4228736.82000000
0.820233950708
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.09052380
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR F TSFR1M+231.448 07/15/2038 144A
55293BAM7
585000.00000000
PA
USD
553413.22000000
0.107343713060
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.07637480
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
1539269.60000000
0.298566980863
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.03841011
N
N
N
N
N
N
VMC FINANCE 2021-HT1
N/A
VMC FINANCE 2021-HT1 B TSFR1M+461.448 01/18/2037 144A
91835TAC0
3000000.00000000
PA
USD
2843040.00000000
0.551454968820
Long
ABS-MBS
CORP
US
N
2
2037-01-18
Variable
0.09945550
N
N
N
N
N
N
BBCMS MTG TR 2023-C22
N/A
BBCMS MTG TR 2023-C22 C 7.12613% 11/15/2056
05554FAK1
2140000.00000000
PA
USD
2027676.96000000
0.393301724476
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Fixed
0.07126130
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
533839.92000000
0.103547145463
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
440725.49000000
0.085486050617
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
3479411.90000000
0.674889899835
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
16915099.61700000
NS
USD
16918482.64000000
3.281621544801
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
2540000.00000000
PA
USD
1938020.00000000
0.375911263532
Long
ABS-MBS
CORP
US
N
2
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
1286784.00000000
0.249593192708
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.06452791
N
N
N
N
N
N
BBCMS MTG TR 2020-C7
N/A
BBCMS MTG TR 2020-C7 2.444% 04/15/2053
05492VAJ4
225000.00000000
PA
USD
174647.95000000
0.033875879277
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Fixed
0.02444000
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
1603172.00000000
0.310961915862
Long
ABS-MBS
CORP
US
N
3
2046-04-15
Variable
0.04299215
N
N
N
N
N
N
JPMCC 2021-MHC
N/A
JPMCC 2021-MHC E TSFR1M+256.448 04/15/2038 144A
466330AN7
3060000.00000000
PA
USD
2938808.09000000
0.570030785230
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.07887480
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
3252778.84000000
0.630930642478
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
19363.68070000
PA
USD
1662.97000000
0.000322560734
Long
ABS-CBDO
USGSE
US
N
3
2042-01-25
Variable
0.04658460
N
N
N
N
N
N
COMM 2012-CCRE2 MTG TR
N/A
COMM 2012-CR2 E CSTR 8/45
12624KAY2
1575505.84000000
PA
USD
1418743.01000000
0.275188840939
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.04736825
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
872516.23000000
0.169239057631
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05144716
N
N
N
N
N
N
RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP
N/A
RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 2023-2A A2 5.05% 09/15/2048 144A
76134KAE4
1250000.00000000
PA
USD
1105431.50000000
0.214416854270
Long
ABS-CBDO
CORP
US
N
2
2048-09-15
Fixed
0.05050000
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
1387184.89000000
0.269067617853
Long
ABS-MBS
CORP
US
N
2
2036-08-14
Variable
0.03729197
N
N
N
N
N
N
COMM 2012-CCRE1 MTG TR
N/A
COMM 2012-CCRE1 G 2.462% 05/15/2045 144A
12624BAS5
441548.60000000
PA
USD
8735.73000000
0.001694440357
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
1469107.34000000
0.284957841737
Long
ABS-MBS
CORP
US
N
3
2052-05-10
Fixed
0.03000000
N
N
N
N
N
N
SREIT TR 2021-MFP2
N/A
SREIT TR 2021-MFP2 TSFR1M+402.998 55 11/15/2036 144A
85236WCU8
1803000.00000000
PA
USD
1728571.80000000
0.335285296046
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09352980
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
682935.47000000
0.132466711096
Long
ABS-MBS
CORP
US
N
3
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
1483877.21000000
0.287822704068
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 TSFR1M+296.448 09/15/2023 144A
05609VAS4
4955000.00000000
PA
USD
4633651.40000000
0.898773878774
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.08287390
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
1058318.82000000
0.205278565157
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.03096693
N
N
N
N
N
N
CITIGROUP COML MTG TR 2019-C7
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.102% 12/15/2072
17328CAD4
1859000.00000000
PA
USD
1610729.62000000
0.312427842160
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
0.03102000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2023-C20
N/A
BBCMS MORTGAGE TRUST 2023-C20 A5 5.576% 07/15/2056
07336DAW1
1690000.00000000
PA
USD
1683539.30000000
0.326550492497
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Fixed
0.05576000
N
N
N
N
N
N
KNDR 2021-KIND F
N/A
KNDR 2021-KIND F TSFR1M+406.448 08/15/2026 144A
482606AS9
4439911.24000000
PA
USD
4011802.57000000
0.778155939119
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.09387480
N
N
N
N
N
N
BANK 2020-BN28
N/A
BANK 2020-BN28 AS 2.14% 03/15/2063
06540YAQ2
717000.00000000
PA
USD
552561.93000000
0.107178591183
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.02140000
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
3405960.15000000
0.660642709326
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.04534773
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
662858.28000000
0.128572405639
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
1839765.97000000
0.356853257647
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.04000000
N
N
N
N
N
N
CAPITAL TR RE CDO 05-1 LTD COR
549300EO21RSSTCI1873
CTCDO 2005-1A D TSFR1M+161.448 3/50
140558AD9
750000.00000000
PA
USD
0.08000000
0.000000015517
Long
ABS-CBDO
CORP
KY
N
3
2050-03-20
Variable
0.03346380
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
1449589.04000000
0.281171942306
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
N
N
N
N
N
N
BANK 2023-BNK46
N/A
BANK 2023-BNK46 C 6.9% 08/15/2056
06541DBY9
738000.00000000
PA
USD
640247.47000000
0.124186662377
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.06999202
N
N
N
N
N
N
MIRA TR 2023-MILE
N/A
MIRA TR 2023-MILE 7.2026% 06/10/2038 144A
55318EAE0
1012000.00000000
PA
USD
993427.47000000
0.192691806831
Long
ABS-MBS
CORP
US
N
2
2038-06-10
Fixed
0.07202600
N
N
N
N
N
N
CSMC 2019-UVIL
N/A
CSMC 2019-UVIL E CSTR 12/15/2041 144A
12656DAL7
5161000.00000000
PA
USD
3734499.60000000
0.724368408632
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
3458239.82000000
0.670783222224
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
0.03633200
N
N
N
N
N
N
AGELLAN PORTFOLIO
N/A
AGELLAN PORTFOLIO 9% 08/07/2025
N/A
908000.00000000
PA
USD
908000.00000000
0.176121725930
Long
LON
CORP
US
N
3
2025-08-07
Fixed
0.09000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.658% 11/15/2054
95003QAS8
1231000.00000000
PA
USD
989435.08000000
0.191917416283
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.02658000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2020-420K
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A
17328QAJ0
2081000.00000000
PA
USD
1446619.22000000
0.280595896244
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
1250000.00000000
PA
USD
902621.88000000
0.175078549964
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
1035000.00000000
PA
USD
886559.06000000
0.171962898443
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
2100914.17000000
0.407507301378
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
794807.70000000
0.154166193729
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.04804595
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A
05608VAN6
639062.37000000
PA
USD
611136.94000000
0.118540190146
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.08437480
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
2193573.72000000
0.425480164671
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
2262147.19000000
0.438781131510
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
22352.89740000
PA
USD
9002.88000000
0.001746258550
Long
ABS-CBDO
USGSE
US
N
3
2042-02-25
Variable
0.03689450
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.05% 03/15/2032
03027XBW9
1785000.00000000
PA
USD
1598026.77000000
0.309963912792
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 TSFR1M+251.448 02/15/2028 144A
05609BAP4
458000.00000000
PA
USD
428360.03000000
0.083087563659
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.07837480
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
558965.40000000
0.108420650862
Long
ABS-MBS
CORP
US
N
3
2055-09-15
Fixed
0.02500000
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
914788.78000000
PA
USD
847538.17000000
0.164394146797
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05108941
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
701163.75000000
0.136002389658
Long
ABS-MBS
CORP
US
N
3
2053-07-15
Fixed
0.02250000
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
1994683.87000000
0.386902165054
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
573040.20000000
0.111150692787
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
243225.78000000
0.047177691810
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05298476
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
4603861.55000000
0.892995641112
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04333283
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2012-C4
5493005SNWQW3UUOQX45
MSC 2012-C4 D 5.711069 3/45
61760VAE3
686642.27000000
PA
USD
614542.29000000
0.119200714506
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.05335927
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
853824.22000000
0.165613430911
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05942658
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
1400779.72830000
PA
USD
1410744.60000000
0.273637416078
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
1851730.78000000
0.359174031863
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
0.04418533
N
N
N
N
N
N
BENCHMARK 2023-B39 C MTG TR
N/A
BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056
081925AD1
2714000.00000000
PA
USD
2717373.50000000
0.527079857728
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Fixed
0.05753590
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
59894.01100000
NS
USD
59900.00000000
0.011618602844
Long
STIV
RF
US
N
1
N
N
MORGAN STANLEY CAP I TR 2015-MS1
N/A
MORGAN STANLEY CAP I TR 2015 4.163% 5/15/48
61765DAC2
2150000.00000000
PA
USD
1184927.57000000
0.229836441333
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04157090
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
1248446.18000000
0.242156933868
Long
ABS-MBS
CORP
US
N
3
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
1441090.00000000
0.279523411917
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.05000293
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2023-C21
N/A
BBCMS MORTGAGE TRUST 2023-C21 VAR 09/15/2026
05553WAK5
2386000.00000000
PA
USD
2047626.31000000
0.397171233235
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06506069
N
N
N
N
N
N
UBS COML MTG TR 2012-C1
N/A
UBSCM 2012-C1 E CSTR 05/45
90269GAQ4
1391517.72000000
PA
USD
1072860.16000000
0.208099100287
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
0.000006012966
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
2142554.43000000
0.415584123470
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
1057635.60000000
0.205146043257
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
605996.11000000
0.117543040528
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.03816584
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG TSFR1M+336.448 10/15/2037 144A
12433YAS6
1258600.00000000
PA
USD
1203865.25000000
0.233509719843
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.08687390
N
N
N
N
N
N
BANK 2022-BNK40
N/A
BANK 2022-BNK40 CSTR 03/15/2064
06541LBG0
742000.00000000
PA
USD
634140.58000000
0.123002129330
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
0.03506601
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
489597.06000000
0.094965505746
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 TSFR1M+396.448 06/15/2026 144A
87267HAU1
806400.00000000
PA
USD
777327.91000000
0.150775697272
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.09294480
N
N
N
N
N
N
BMO 2023-C6 MTG TR
N/A
BMO 2023-C6 AS MTG TR CSTR 09/15/2056
055985AJ4
1229000.00000000
PA
USD
1244115.35000000
0.241316897244
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06550400
N
N
N
N
N
N
CYXTERA TECHNOLOGIES INC
N/A
CYXTERA TECHNOLOGIES INC A
23284C102
92200.00000000
NS
USD
9.22000000
0.000001788372
Long
EC
CORP
US
N
1
N
N
DC OFFICE TRUST 2019
N/A
DC OFFICE TRUST 2019-MTC E CSTR 12/31/2049 144A
23312BAL4
1029000.00000000
PA
USD
511841.06000000
0.099280100098
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
1560907.93000000
0.302764095429
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.03096693
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
7497930.55000000
1.454348534550
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
26514.48910000
PA
USD
3002.13000000
0.000582313124
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
2277804.39000000
0.441818106275
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
0.03715660
N
N
N
N
N
N
BENCHMARK 2023-V4 MTG TR
N/A
BENCHMARK 2023-V4 B MTG TR 7.460404% 11/15/2056
081926AG2
1075000.00000000
PA
USD
1089944.97000000
0.211412983794
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Fixed
0.07460404
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
418783.36000000
0.081230008980
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.04970591
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
830709.23000000
0.161129893539
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05108941
N
N
N
N
N
N
MHP 2022-MHIL MEZZ
N/A
MHP 2022-MHIL MEZZ SOFR+500 01/09/2024
N/A
4558037.50000000
PA
USD
4284555.25000000
0.831060865059
Long
LON
CORP
US
N
3
2024-01-09
Variable
0.10322910
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
2162092.94000000
0.419373942967
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
0.02092000
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
1261135.98000000
0.244618331971
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
1608219.35000000
0.311940933476
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 TSFR1M+346.448 07/15/2038 144A
69356GAQ2
2225000.00000000
PA
USD
1746504.85000000
0.338763709832
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08787480
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-C10
N/A
JP MORGAN CHASE COML MTG SECS TR 19-OSB A 3.3973% 06/05/2039 144A
46651EAA2
1696000.00000000
PA
USD
1464342.85000000
0.284033689532
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
0.03397300
N
N
N
N
N
N
BBCMS 2022
N/A
BBCMS 2022 3.662% 04/15/2055
05552FBA4
3015000.00000000
PA
USD
2606156.05000000
0.505507380583
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
367536.03000000
0.071289735622
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Variable
0.02867975
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
1145243.91000000
0.222139134405
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
456189.84000000
0.088485618912
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.04709400
N
N
N
N
N
N
BMO 2023-5C2 MORTGAGE TRUST
N/A
BMO 2023-5C2 MORTGAGE TRUST CSTR 11/15/2056
05610QAF0
2377000.00000000
PA
USD
2439532.93000000
0.473188050766
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
0.07244040
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MHP 2021-STOR J TSFR1M+406.448 07/15/2038 144A
55293BAR6
1847000.00000000
PA
USD
1738425.77000000
0.337196637680
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09387480
N
N
N
N
N
N
BBCMS MTG TR 2021-C12
N/A
BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054
05552XBG2
580000.00000000
PA
USD
469533.20000000
0.091073785865
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.02689000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019-RLJ
N/A
BAMLL COML MTG SECS TR 2019-RLJ TSFR1M+199.701 04/15/2036 144A
05492HAL0
4028000.00000000
PA
USD
3979982.21000000
0.771983850217
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.07320010
N
N
N
N
N
N
BANK 2021-BNK32
N/A
BANK 2021-BNK32 2.643% 04/15/2054
06542BBH9
730000.00000000
PA
USD
599639.37000000
0.116310044912
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
0.02643000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 D CSTR 6/44
617459AJ1
3281857.38000000
PA
USD
2998486.72000000
0.581606449675
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05385010
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
437622.02000000
0.084884080911
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
0.03568799
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
658645.46000000
0.127755259021
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
574719.34000000
0.111476389962
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
N
N
N
N
N
N
STWD TR 2021-LIH
N/A
STWD TR 2021-LIH TSFR1M+359.8 1 11/15/2036 144A
78486EAS7
3319000.00000000
PA
USD
3130146.24000000
0.607144006831
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08988000
N
N
N
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
2927834.70000000
0.567902313439
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
0.04572539
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055
05609MCC7
3142000.00000000
PA
USD
2663203.50000000
0.516572683836
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.03374000
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
1316373.02000000
0.255332476046
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Fixed
0.03000000
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
1212801.54000000
0.235243062153
Long
ABS-MBS
CORP
US
N
3
2044-06-15
Variable
0.05385010
N
N
N
N
N
N
COMM 2015-LC19 MTG TR
N/A
COMM 2015-LC19 C MTG TR CSTR 02/10/2048
200474BH6
1587000.00000000
PA
USD
1420521.95000000
0.275533895986
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.04353473
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
605783.56000000
0.117501812915
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.04840530
N
N
N
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF COML MTG TR 2023-1 6.90553% 05/15/2056
55376CBB8
1266000.00000000
PA
USD
1120687.00000000
0.217375912629
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
0.06905549
N
N
N
N
N
N
2023-12-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer