0001752724-24-166832.txt : 20240726
0001752724-24-166832.hdr.sgml : 20240726
20240726161201
ACCESSION NUMBER: 0001752724-24-166832
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240726
DATE AS OF CHANGE: 20240726
PERIOD START: 20241130
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: 241146987
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
2024-11-30
2024-05-31
N
556703917.44
5580202.15
551123715.29
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
106110.35000000
USD
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNW 2003-W10 2B5 CSTR 6/43
31393DUN9
7560.57860000
PA
USD
424.71000000
0.000077062552
Long
ABS-CBDO
USGSE
US
N
3
2043-06-25
Variable
0.03877540
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
2544691.44000000
0.461727806189
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Fixed
0.04441000
N
N
N
N
N
N
COMM 2006 FL12
N/A
COMM 2014-CR20 C CSTR 11/10/2047
12592LBP6
1000000.00000000
PA
USD
974716.50000000
0.176859836177
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
0.04445786
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 5.4% 02/01/2034
30225VAS6
1545000.00000000
PA
USD
1502574.10000000
0.272638258582
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.05400000
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
124376.01000000
0.022567711486
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
8844144.75000000
1.604747628279
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.08864000
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
3235000.00000000
PA
USD
3197043.75000000
0.580095477894
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
0.07433600
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
438013.99000000
0.079476527292
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.09081480
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
312070.22000000
0.056624349731
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.09331480
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
569673.08000000
0.103365735168
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.02500000
N
N
N
N
N
N
MSWF COMMERCIAL MORTGAGE TRUST 23-2
N/A
MSWF COMMERCIAL MORTGAGE TRUST 23-2 B 7.252% 12/15/2056
55361AAY0
1070000.00000000
PA
USD
1126836.58000000
0.204461638782
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
0.06876184
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
353970.00000000
0.064226958517
Long
ABS-MBS
CORP
US
N
3
2045-05-10
Variable
0.05000000
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
1582252.63000000
0.287095725715
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
1212012.12000000
0.219916524434
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08547480
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
1028231.90000000
0.186570069745
Long
ABS-MBS
CORP
US
N
2
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
3863000.00000000
PA
USD
3526629.66000000
0.639898005141
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
2791368.81000000
0.506486789183
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
1336875.09000000
0.242572593577
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
456750.00000000
0.082876128776
Long
ABS-MBS
CORP
US
N
3
2045-11-15
Variable
0.04389376
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
883817.93000000
0.160366521251
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.02726674
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
341021.63000000
0.061877509629
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 TSFR1M+357.368 92 05/15/2026 144A
12658RAA8
3136167.66000000
PA
USD
3001390.54000000
0.544594699290
Long
ABS-MBS
CORP
US
N
2
2025-05-09
Variable
0.08890680
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
561310.50000000
0.101848366242
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
2319763.98000000
0.420915289188
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
1021086.94000000
0.185273634879
Long
ABS-MBS
CORP
US
N
3
2053-12-17
Fixed
0.02000000
N
N
N
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT F TSFR1M+251.448 09/15/2036 144A
05609VAQ8
1677000.00000000
PA
USD
1662326.25000000
0.301624880926
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.07831250
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
2525478.90000000
0.458241739546
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03813107
N
N
N
N
N
N
TPGI 2021-DGWD G
N/A
TPGI 2021-DGWD G TSFR1M+311 06/15/2026 144A
87267HAS6
854400.00000000
PA
USD
852798.43000000
0.154738111669
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.08434480
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
2756293.40000000
0.500122445021
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
1711756.71000000
0.310593912493
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
0.02250000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP G TSFR1M+308.828 38 11/15/2038 144A
78472UAN8
2870588.67400000
PA
USD
2841882.79000000
0.515652422705
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08405050
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.45% 02/15/2034
03027XCH1
1100000.00000000
PA
USD
1086298.46000000
0.197106099749
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
0.05450000
N
N
N
N
N
N
BANK5 2023-5YR4
N/A
BANK5 2023-5YR4 C CSTR 12/15/2056
06211FBL1
1034000.00000000
PA
USD
1078637.47000000
0.195716032548
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
0.07534384
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
891072.53000000
0.161682850016
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
785903.85000000
0.142600259832
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
3515918.15000000
0.637954428825
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 TSFR1M+401.448 04/15/2060 144A
92230AAL0
3009000.00000000
PA
USD
1543786.71000000
0.280116182114
Long
ABS-MBS
CORP
US
N
2
2039-07-15
Variable
0.09331480
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
1514780.55000000
0.274853087968
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
491419.19000000
0.089166765349
Long
ABS-MBS
CORP
US
N
3
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
792100.00000000
0.143724535530
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
301440.00000000
0.054695523280
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
0.04688190
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
1734122.64000000
0.314652153752
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.06773605
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
2499133.23530000
PA
USD
24.99000000
0.000004534372
Long
ABS-CBDO
CORP
US
N
3
2052-10-17
Variable
0.00000000
N
N
N
N
N
N
BMO 2023-C4 MTG TR
N/A
BMO 2023-C4 MTG TR CSTR 02/15/2056
05610CAL8
2468000.00000000
PA
USD
2418064.96000000
0.438751752631
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05863128
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
952938.01000000
0.172908184417
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
1396513.36000000
PA
USD
1192622.41000000
0.216398310744
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.04008310
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
1438450.00400000
PA
USD
1394137.83000000
0.252962772481
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08777480
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
1678092.45000000
0.304485617919
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
114728.11000000
0.020817124507
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
3489883.46000000
PA
USD
3175793.95000000
0.576239755592
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
0.04600918
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
729487.50000000
0.132363656246
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08181480
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
1094250.70000000
0.198549013523
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
3222136.00000000
0.584648403000
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
0.08697255
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
3105849.21000000
0.563548459961
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.04060809
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
0.001872873497
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
3106690.00000000
0.563701019174
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
VB-S1 ISSUER LLC
N/A
VB-S1 ISSUER LLC 8.871% 05/15/2054 144A
91823ABG5
2300000.00000000
PA
USD
2310778.95000000
0.419284978289
Long
ABS-CBDO
CORP
US
N
2
2054-05-15
Fixed
0.08871000
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
1160491.63000000
0.210568262225
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05395988
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
2630213.42600000
PA
USD
2598851.02000000
0.471554924583
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.09181480
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
3101545.42000000
0.562767548184
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.08377580
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
528116.39000000
0.095825379193
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
534087.49000000
0.096908820140
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
3147899.79000000
0.571178431024
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
1097225.29000000
0.199088745332
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
4276977.08000000
0.776046640952
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.08666770
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-SOAR
N/A
BX TRUST 2.9% 06/15/2023 144A
05608WAS3
3857646.35600000
PA
USD
3823891.95000000
0.693835493540
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.08231480
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
1953638.29000000
0.354482711558
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.04134600
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
2502293.16000000
0.454034745843
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Fixed
0.05745000
N
N
N
N
N
N
BX 2024-CNYN
N/A
BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A
05612HAJ0
4461000.00000000
PA
USD
4473374.81000000
0.811682510821
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Variable
0.09005410
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
1231264.94000000
0.223409899781
Long
ABS-MBS
CORP
US
N
3
2046-02-15
Variable
0.05525294
N
N
N
N
N
N
BX COML MTG TR 2024-MF
N/A
BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A
05612EAJ7
1831000.00000000
PA
USD
1834215.42000000
0.332813734759
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.09055070
N
N
N
N
N
N
COMM 2015-DC1 MTG TR
N/A
COMM 2015-DC1 MTG TR VAR 02/10/2048
12629NAL9
1000000.00000000
PA
USD
915189.80000000
0.166058867475
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.04274077
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 D 3% 08/15/2049 144A
95000GAJ3
1526000.00000000
PA
USD
613908.27000000
0.111392098174
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
0.03000000
N
N
N
N
N
N
DTP COML MTG TR 2023-STE2
N/A
DTP COML MTG TR 2023-STE2 D CSTR 01/15/2041 144A
23346GAG4
4760000.00000000
PA
USD
4700794.17000000
0.852947176756
Long
ABS-MBS
CORP
US
N
2
2041-01-15
Variable
0.06730820
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
208647.60000000
0.037858577704
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
1883155.55000000
0.341693797191
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
0.06149214
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
1056680.99000000
0.191732084953
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
0.03813107
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
600293.29000000
0.108921694593
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
2511277.29000000
0.455664893440
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
0.05852422
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
1721575.23000000
0.312375458039
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
25484.16000000
0.004624036181
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.03250000
N
N
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 CSTR 11/15/2032
06540KBB4
5014000.00000000
PA
USD
4601785.52000000
0.834982308387
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05744805
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
0.000000056248
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
9395418.66300000
PA
USD
9330825.16000000
1.693054554019
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08632442
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
0.000000048990
Long
ABS-CBDO
CORP
KY
N
3
2050-03-20
Variable
0.07529920
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
575791.53000000
0.104475912399
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Variable
0.10669337
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
1702096.00000000
0.308841001172
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
1103065.70000000
0.200148472910
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
33949.44000000
0.006160039762
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03294300
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
180962.19000000
0.032835130294
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
4328684.73000000
0.785428862868
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
1083401.83000000
0.196580513583
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09631000
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
1426628.69000000
0.258858156602
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 TSFR3M+476.161 12/36
87331AAL8
6779583.13750000
PA
USD
0.68000000
0.000000123384
Long
ABS-CBDO
CORP
KY
N
3
2036-12-05
Variable
0.10089160
Y
Y
N
N
N
N
BANK 2022-BNK44
N/A
BANK 2022-BNK44 5.745654% 11/15/2055
06540KAR0
1225000.00000000
PA
USD
1219810.66000000
0.221331549733
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05744805
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
1250849.51000000
PA
USD
1139483.63000000
0.206756413920
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
1862293.96000000
0.337908514610
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
0.06574360
N
N
N
N
N
N
MSWF COMMERCIAL MORTGAGE TRUST 23-2
N/A
MSWF COMMERCIAL MORTGAGE TRUST 23-2 D 4% 12/15/2056
55361AAE4
351000.00000000
PA
USD
253559.35000000
0.046007700805
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
0.04000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
46188BAD4
540000.00000000
PA
USD
491418.42000000
0.089166625635
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
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
2470698.19000000
PA
USD
2445991.21000000
0.443818899847
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.08233810
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT INC 5.6% 10/15/2033
637417AS5
2485000.00000000
PA
USD
2474144.40000000
0.448927224751
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
0.05600000
N
N
N
N
N
N
BENCHMARK 2024-V5 MTG TR
N/A
BENCHMARK 2024-V5 C MTG TR VAR 01/10/2057
08163XBC6
856000.00000000
PA
USD
871358.69000000
0.158105823760
Long
ABS-MBS
CORP
US
N
2
2057-01-10
Variable
0.06972574
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
313968.09000000
0.056968713428
Long
ABS-MBS
CORP
US
N
3
2039-07-15
Variable
0.10431480
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
808000.00000000
PA
USD
716541.83000000
0.130014697266
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
281573.03000000
0.051090711974
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
1667000.00000000
PA
USD
1292104.20000000
0.234449029165
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
1188395.21000000
0.215631296028
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
181271.97000000
0.032891339089
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
884495.15000000
PA
USD
702298.17000000
0.127430221294
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
1302979.20000000
0.236422270327
Long
ABS-MBS
CORP
US
N
3
2035-06-05
Variable
0.03516000
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
446119.39000000
0.080947231560
Long
ABS-MBS
CORP
US
N
2
2042-11-10
Variable
0.03311770
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
1212172.00000000
PA
USD
1037615.60000000
0.188272718305
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
1601207.73000000
0.290535080523
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
4125016.51000000
0.748473781032
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
1011180.71000000
0.183476174576
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
2176571.40000000
PA
USD
1682489.69000000
0.305283485961
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.05137168
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
1759836.53000000
0.319317873859
Long
ABS-MBS
CORP
US
N
2
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
2132670.31000000
0.386967617402
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
656084.58000000
0.119044882627
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.04647398
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
998430.19000000
0.181162625069
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
291377.77000000
0.052869757173
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
3077827.34000000
0.558463962738
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.04943280
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
2025475.94000000
PA
USD
1808291.24000000
0.328109858064
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
2644450.13000000
0.479828767413
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
1697117.95000000
0.307937746628
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
1711692.77000000
0.310582310742
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.03378605
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
2645000.00000000
PA
USD
2136163.89000000
0.387601518631
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
0.02730000
N
N
N
N
N
N
OPEN TR 2023-AIR
N/A
OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A
68373BAG6
2374195.30000000
PA
USD
2383105.42000000
0.432408432786
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Variable
0.12000516
N
N
N
N
N
N
MHP 2022-MHIL F
N/A
MHP 2022-MHIL E TSFR1M+261.06 01/15/2027 144A
55293DAJ0
911613.90200000
PA
USD
904776.80000000
0.164169455042
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.07927370
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
1364162.42000000
0.247523810381
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
2962492.81300000
PA
USD
2666243.53000000
0.483783124556
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.04689577
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
608158.66000000
0.110348846026
Long
ABS-CBDO
CORP
US
N
2
2038-07-17
Fixed
0.04133000
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
2133320.06000000
0.387085512892
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Variable
0.09274270
N
N
N
N
N
N
LBA TR 2024-BOLT
N/A
LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A
50177BAQ0
1450000.00000000
PA
USD
1446271.76000000
0.262422341821
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.09784800
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
672527.13000000
0.122028341612
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
2004224.04000000
0.363661367565
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
1939074.07000000
0.351840070786
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
1327978.91000000
0.240958404285
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.08518260
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
829263.84000000
0.150467820018
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Variable
0.03782800
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
406550.77000000
PA
USD
374026.71000000
0.067866197665
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
0.04614426
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
202965.13000000
PA
USD
182614.20000000
0.033134883318
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
917739.30000000
0.166521467782
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05151305
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
1241241.57000000
0.225220133985
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06296415
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
0.002345027013
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Fixed
0.04500000
N
N
N
N
N
N
JP MORGAN CHASE COML MTG SECS TR 2012-CIBX
N/A
JPMCC 2012-CBX G 4.0% 6/45 144A
46637WAU7
4129000.00000000
PA
USD
2708624.00000000
0.491472953323
Long
ABS-MBS
CORP
US
N
3
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTNERSHIP LP
54930012UY5Z4Q8NL108
SAFEHOLD OPERATING PARTNERSHIP LP 6.1% 04/01/2034
785931AA4
2792000.00000000
PA
USD
2767392.68000000
0.502136381219
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.06100000
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
418082.72000000
0.075860048914
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.04546000
N
N
N
N
N
N
VB-S1 ISSUER LLC
N/A
VB-S1 ISSUER LLC 6.644% 05/15/2054 144A
91823ABE0
1800000.00000000
PA
USD
1800024.66000000
0.326609908095
Long
ABS-CBDO
CORP
US
N
2
2054-05-15
Fixed
0.06644000
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
3600427.99000000
PA
USD
3560107.88000000
0.645972543229
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.09383810
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
2016350.05000000
0.365861601317
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
109503.29000000
0.019869094172
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
11100.00000000
0.002014066840
Long
ABS-MBS
CORP
US
N
3
2035-06-15
Variable
0.09113770
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
2365500.29000000
0.429214026610
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
2307000.00000000
PA
USD
1567904.10000000
0.284492221347
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
0.000000054434
Long
ABS-CBDO
CORP
KY
N
3
2035-12-28
Variable
0.06041030
N
N
N
N
N
N
BANK 2021-BNK33
N/A
BANK 2021-BNK33 2.893% 05/15/2064
06541CBY1
903000.00000000
PA
USD
733176.13000000
0.133032948802
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
0.02893000
N
N
N
N
N
N
BANK 2023-BNK45
N/A
BANK 2023-BNK45 B VAR 02/15/2056
06541BBX5
1330000.00000000
PA
USD
1329922.99000000
0.241311152669
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.06148000
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
2210855.60000000
0.401154139926
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 MTG TR 7.709073% 11/15/2056
081926AH0
1075000.00000000
PA
USD
1105404.66000000
0.200572871268
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
0.07460356
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
1733813.48000000
0.314596057454
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
2423256.65000000
0.439693771610
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.05500000
N
N
N
N
N
N
BX COML MTG TR 2024-MDHS
N/A
BX COML MTG TR 2024-MDHS E TSFR1M+368.83 05/15/2041 144A
12433BAJ6
3150000.00000000
PA
USD
3157875.00000000
0.572988407573
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Variable
0.09038300
N
N
N
N
N
N
MHC COML MTG TR 2021-MHC
N/A
MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A
55316VAL8
1090539.66700000
PA
USD
1083042.21000000
0.196515261447
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Variable
0.08032442
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
12311498.35000000
2.233890142709
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
71783.50110000
PA
USD
22267.24000000
0.004040334208
Long
ABS-CBDO
USGSE
US
N
3
2043-06-25
Variable
0.03877540
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
865799.99600000
PA
USD
856600.87000000
0.155428054760
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.07829480
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
1921418.52000000
0.348636516029
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
0.06070620
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
814590.82000000
0.147805437762
Long
ABS-MBS
CORP
US
N
2
2047-09-05
Variable
0.04851000
N
N
N
N
N
N
BANK 2018-BNK10
N/A
BANK 2018-BNK10 VAR 02/15/2061
065404BE4
2936000.00000000
PA
USD
2613479.81000000
0.474209281417
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
987076.13000000
0.179102459686
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.08431480
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
0.187365332202
Long
LON
CORP
US
N
3
2027-01-21
Variable
0.09877650
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
2169198.32000000
0.393595532149
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
614453.74000000
0.111491072322
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
1468630.00000000
0.266479187749
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
8046.96000000
0.001460100477
Long
ABS-MBS
CORP
US
N
3
2027-06-10
Variable
0.03804600
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 5.5% 04/01/2034
29717PBA4
2574000.00000000
PA
USD
2529052.71000000
0.458890198304
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.05500000
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
1356635.56000000
0.246158080728
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04978335
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
1328484.35000000
0.241050115090
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
0.06359730
N
N
N
N
N
N
GS MTG SECS TR 2010-C1
N/A
GSMS 2010-C1 B 5.148 8/43
36249KAG5
80032.32000000
PA
USD
79815.69000000
0.014482354467
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Fixed
0.05148000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034
02666TAG2
4900000.00000000
PA
USD
4797464.56000000
0.870487773779
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.05500000
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
1935178.80000000
0.351133283927
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
813138.07000000
0.147541839960
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.03259007
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
584148.41000000
0.105992247075
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
1497399.52000000
0.271699344168
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
5320160.53000000
PA
USD
4713827.15000000
0.855311977913
Long
ABS-CBDO
CORP
US
N
2
2026-12-17
Fixed
0.04505000
N
N
N
N
N
N
BBCMS MTG TR 2024-C24
N/A
BBCMS MTG TR 2024-C24 B 5.718% 02/15/2057
07336VAX9
681000.00000000
PA
USD
668298.94000000
0.121261147263
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Fixed
0.05718000
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
933024.64000000
0.169294953948
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.08181480
N
N
N
N
N
N
DTP COML MTG TR 2023-STE2
N/A
DTP COML MTG TR 2023-STE2 E CSTR 01/15/2041 144A
23346GAJ8
769000.00000000
PA
USD
698956.33000000
0.126823852904
Long
ABS-MBS
CORP
US
N
2
2041-01-15
Variable
0.05775940
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
1792229.97000000
0.325195581369
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05942443
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
572369.68000000
PA
USD
551110.27000000
0.099997560386
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.07783300
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
1026840.00000000
0.186317513021
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
0.04625400
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032
866677AH0
450000.00000000
PA
USD
401522.34000000
0.072855209975
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04200000
N
N
N
N
N
N
BMO 2024-5C3 MTG TR
N/A
BMO 2024-5C3 MTG TR VAR 02/15/2057
09660QAX2
944000.00000000
PA
USD
952383.48000000
0.172807566355
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
0.06556700
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
1084801.14000000
0.196834414833
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.06332276
N
N
N
N
N
N
HILTON USA TR 2016-HHV
N/A
HILT 2016-HHV F CSTR 11/38 144A
43300LAQ3
6517000.00000000
PA
USD
6018646.31000000
1.092068104315
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
0.04193500
N
N
N
N
N
N
MSWF COMMERCIAL MORTGAGE TRUST 23-2
N/A
MSWF COMMERCIAL MORTGAGE TRUST 23-2 C VAR 12/15/2056
55361AAZ7
834000.00000000
PA
USD
858457.72000000
0.155764975482
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
0.07018184
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
3208712.85000000
0.582212806486
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
2396617.97000000
PA
USD
2351767.66000000
0.426722275734
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.08726480
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
687389.28000000
0.124725041026
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
2932149.93000000
0.532031166261
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08398980
N
N
N
N
N
N
TIMES SQUARE HOTEL TR
N/A
TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A
887367AA8
954276.10480000
PA
USD
948635.67000000
0.172127535738
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
1273449.19000000
0.231064124926
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
0.03514000
N
N
N
N
N
N
BX COML MTG TR 2023-VLT3
N/A
BX COML MTG TR 2023-VLT3 TSFR1M+ 11/15/2028 144A
05611GAE4
1000000.00000000
PA
USD
1001920.50000000
0.181795932964
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Variable
0.08754770
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
7042283.13000000
1.277804408451
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
0.03548750
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
816715.95000000
0.148191037210
Long
ABS-MBS
CORP
US
N
3
2034-06-15
Variable
0.09648128
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
11104.13000000
0.002014816218
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.03294300
N
N
N
N
N
N
PKHL COML MTG TR 2021-MF
N/A
PKHL COML MTG TR 2021-MF TSFR1M+611.448 07/15/2038 144A
69356GAU3
631000.00000000
PA
USD
297180.30000000
0.053922611521
Long
ABS-MBS
CORP
US
N
3
2038-07-15
Variable
0.11431480
N
N
N
N
N
N
BX COML MTG TR 2024-XL4
N/A
BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A
05611VAJ0
1969914.00000000
PA
USD
1972671.88000000
0.357936308177
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.09504850
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2015-MS1
N/A
MSC 2015-MS1 C VAR/CSTR 5/48
61765DAZ1
270000.00000000
PA
USD
234841.01000000
0.042611305499
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04022985
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
2494997.00000000
0.452710876121
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
1602434.28000000
0.290757634909
Long
ABS-MBS
CORP
US
N
3
2053-12-15
Variable
0.02918230
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
595877.49000000
0.108120458885
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 TSFR1M+372.938 49 11/15/2036 144A
26863LAS3
4564686.81000000
PA
USD
4363163.65000000
0.791684975433
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.09046380
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
580246.88000000
0.105284324354
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.07631480
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
1633711.06000000
0.296432727294
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.03684415
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
2865819.60000000
0.519995696155
Long
ABS-MBS
CORP
US
N
2
2037-01-18
Variable
0.09934560
N
N
N
N
N
N
BBCMS MTG TR 2023-C22
N/A
BBCMS MTG TR 2023-C22 7.363626% 11/15/2056
05554FAK1
2851000.00000000
PA
USD
3000941.79000000
0.544513274741
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
0.07125930
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
594313.76000000
0.107836724044
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
464010.21000000
0.084193475462
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
2708645.52000000
0.491476858072
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
12413919.36700000
NS
USD
12416402.15000000
2.252924671090
Long
STIV
RF
US
N
1
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
1340172.95000000
0.243170981908
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
0.06244601
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
185117.02000000
0.033589013657
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
1634683.89000000
0.296609244829
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.04158118
N
N
N
N
N
N
BX 2021-VOLT
N/A
BX 2021-VOLT D TSFR1M+ 09/15/2036 144A
05609VAL9
1000000.00000000
PA
USD
990625.00000000
0.179746393144
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.07081250
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
3480270.10000000
0.631486180588
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
17764.59070000
PA
USD
1529.53000000
0.000277529338
Long
ABS-CBDO
USGSE
US
N
3
2042-01-25
Variable
0.04491740
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
1005442.33000000
0.182434960083
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.04978335
N
N
N
N
N
N
CSAIL 2017-C8 COML MTG TR
N/A
CSAIL 2017-C8 C COML MTG TR 4.264798% 06/15/2050
12595BAJ0
1435000.00000000
PA
USD
1153637.40000000
0.209324579580
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
0.04263691
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
1166623.00000000
0.211680783757
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
1464268.75000000
0.265687850001
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
793733.58000000
PA
USD
10931.93000000
0.001983570965
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
0.02462000
N
N
N
N
N
N
GS MTG SECS TR 2019-GC39
N/A
GS MTG SECS TR 2019-GC39 D 3% 05/10/2052 144A
36260JAL1
2830000.00000000
PA
USD
1605096.48000000
0.291240684345
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.5% 08/15/2054 144A
95003DAC2
761000.00000000
PA
USD
522373.31000000
0.094783311896
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
0.02500000
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
1760495.90000000
0.319437514873
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.09346980
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
665593.96000000
0.120770335504
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
1410169.71000000
0.255871716436
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 TSFR1M+296.448 09/15/2023 144A
05609VAS4
5615000.00000000
PA
USD
5530775.00000000
1.003545092790
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
0.08281250
N
N
N
N
N
N
CPT MORTGAGE TRUST 2019
N/A
CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A
12654YAL3
2205000.00000000
PA
USD
1555422.66000000
0.282227495723
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.02996800
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
1710003.69000000
0.310275831461
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
4435574.52000000
PA
USD
4188413.66000000
0.759977033068
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Variable
0.09384480
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
574810.94000000
0.104297986831
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
3641557.94000000
0.660751449986
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
0.04388490
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
680718.22000000
0.123514594112
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
1877820.13000000
0.340725698768
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
0.04000000
N
N
N
N
N
N
BX COML MTG TR 2024-XL5
N/A
BX COML MTG TR 2024-XL5 E TSFR1M+368.835 03/15/2039 144A
05612GAJ2
5105623.12000000
PA
USD
5079117.79000000
0.921593037840
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.09005120
N
N
N
N
N
N
LBA TR 2024-BOLT
N/A
LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A
50177BAN7
1000000.00000000
PA
USD
997427.80000000
0.180980743946
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.08986000
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
0.000000014515
Long
ABS-CBDO
CORP
KY
N
3
2050-03-20
Variable
0.06929920
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
1886957.53000000
0.342383656817
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Fixed
0.02500000
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
1012664.07000000
0.183745326485
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
4001819.79000000
0.726120048725
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
3352815.99000000
0.608359955665
Long
ABS-MBS
CORP
US
N
3
2035-06-05
Variable
0.03516000
N
N
N
N
N
N
AGELLAN PORTFOLIO
N/A
AGELLAN PORTFOLIO 9% 08/07/2025
N/A
908000.00000000
PA
USD
908000.00000000
0.164754296505
Long
LON
CORP
US
N
3
2025-08-07
Fixed
0.09000000
N
N
N
N
N
N
BBCMS MTG TR 2024-C24
N/A
BBCMS MTG TR 2024-C24 C 6% 02/15/2057
07336VAY7
292000.00000000
PA
USD
284332.52000000
0.051591414434
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Fixed
0.06000000
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
3345000.00000000
PA
USD
2716678.88000000
0.492934490864
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
1050821.63000000
0.190668918946
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
940733.13000000
0.170693639903
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Variable
0.04078000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2023-PRM3
N/A
CITIGROUP COML MTG TR 2023-PRM3 C 6.35973% 07/10/2028 144A
17331LAE7
454000.00000000
PA
USD
451310.32000000
0.081889112640
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
0.06359730
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BN35 2.285% 06/15/2064
06540CBF3
2650000.00000000
PA
USD
2155255.07000000
0.391065564809
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
881550.15000000
0.159955038323
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.04653454
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
629459.37000000
0.114213805818
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.08431480
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
2563063.65000000
0.465061397086
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
20366.88740000
PA
USD
8638.87000000
0.001567501045
Long
ABS-CBDO
USGSE
US
N
3
2042-02-25
Variable
0.03678800
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.05% 03/15/2032
03027XBW9
1785000.00000000
PA
USD
1618012.07000000
0.293584185385
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
440921.13000000
0.080004020470
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.07831480
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
748213.08000000
0.135761365232
Long
ABS-MBS
CORP
US
N
2
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
848416.49000000
PA
USD
824040.47000000
0.149520052782
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.04943280
N
N
N
N
N
N
CYRUSONE DATA CENTERS ISSUER I LLC
N/A
CYRUSONE DATA CENTERS ISSUER I LLC 4.65% 05/20/2049 144A
23284BAH7
2400000.00000000
PA
USD
2158820.64000000
0.391712528440
Long
ABS-CBDO
CORP
US
N
2
2049-05-20
Fixed
0.04650000
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
934602.30000000
0.169581216353
Long
ABS-MBS
CORP
US
N
2
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
2345025.62000000
0.425498949680
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
992635.30000000
0.180111156980
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
274447.55000000
0.049797811704
Long
ABS-MBS
CORP
US
N
3
2044-08-10
Variable
0.05151305
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
4742153.78000000
0.860451773065
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
635221.07000000
PA
USD
589167.54000000
0.106902955480
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
953273.93000000
0.172969136248
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
0.05750715
N
N
N
N
N
N
PROVIDENCE PLACE GROUP LTD PARTNERSHIP
N/A
PPGLP 2000-C1 A2 7.75% 7/28
743784AB6
1282724.12830000
PA
USD
1295297.01000000
0.235028356440
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
2019386.00000000
0.366412466743
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
0.04276000
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
2778274.03000000
0.504110774572
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Fixed
0.05753590
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2021-SAVE
N/A
WELLS FARGO COML MTG TR 2021-SAVE D TSFR1M+261.448 02/15/2040 144A
95003LAL4
1000000.00000000
PA
USD
982552.40000000
0.178281640354
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.07931480
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
2150000.00000000
PA
USD
1498080.23000000
0.271822857271
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04022985
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
1525830.11000000
0.276858002598
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
841832.15000000
PA
USD
757649.36000000
0.137473554300
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Variable
0.05056174
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
2361951.74000000
0.428570151214
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
0.06296415
N
N
N
N
N
N
UBS COML MTG TR 2012-C1
N/A
UBSCM 2012-C1 E CSTR 05/45
90269GAQ4
1432662.95000000
PA
USD
1310584.59000000
0.237802249048
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
0.05000000
N
N
N
N
N
N
CREST DARTMOUTH STR 03 1 LTD
N/A
CRST DRTMTH ST 2003-1 0% PFD 144A
226065209
3100000.00000000
NS
USD
31.00000000
0.000005624871
Long
EP
CORP
KY
N
3
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-H1
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-H1 B 4.075% 06/15/2050
61691JAZ7
1000000.00000000
PA
USD
907861.50000000
0.164729166031
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.04075000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 5.7% 01/15/2033
866677AJ6
3390000.00000000
PA
USD
3336430.95000000
0.605386931724
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05700000
N
N
N
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 A5 CSTR 06/15/2055
06541MBN3
2326000.00000000
PA
USD
2180519.17000000
0.395649671662
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
1426323.60000000
0.258802798796
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
1931000.00000000
PA
USD
1530400.92000000
0.277687364477
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.03700891
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
1225513.80000000
0.222366370018
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.08681480
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
624466.46000000
0.113307854965
Long
ABS-MBS
CORP
US
N
3
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
805366.92000000
0.146131784507
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Variable
0.09284480
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
1284608.93000000
0.233089031438
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
0.92000000
0.000000166931
Long
EC
CORP
US
N
3
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
561870.74000000
0.101950020369
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Variable
0.03072000
N
N
N
N
N
N
BBCMS MTG TR 2024-C26
N/A
BBCMS MTG TR 2024-C26 C 6% 05/15/2057
05555AAK1
475000.00000000
PA
USD
462302.78000000
0.083883666620
Long
ABS-MBS
CORP
US
N
2
2057-05-15
Fixed
0.06000000
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
1728251.36000000
0.313586824891
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
0.02996800
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2015-MS1
N/A
MSCI TR 2015-MS1 B CSTR 05/15/2048
61765DAX6
428000.00000000
PA
USD
402226.48000000
0.072982974392
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.04022985
N
N
N
N
N
N
BX 2021-LBA
N/A
BX 2021-LBA TSFR1M+211.448 02/15/2036 144A
05609BAM1
2000000.00000000
PA
USD
1970000.00000000
0.357451502329
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
0.07431480
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
7983864.55000000
1.448651968423
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
25580.96910000
PA
USD
2900.88000000
0.000526357316
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
2436317.84000000
0.442063691401
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
0.03595800
N
N
N
N
N
N
BENCHMARK 2023-V4 MTG TR
N/A
BENCHMARK 2023-V4 MTG TR 7.709073% 11/15/2056
081926AG2
1075000.00000000
PA
USD
1128156.71000000
0.204701173021
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
0.07460356
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
454642.03000000
0.082493642967
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.04756006
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
886152.12000000
0.160790054104
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.04943280
N
N
N
N
N
N
MHP 2022-MHIL MEZZ
N/A
MHP 2022-MHIL MEZZ SOFR+500 01/09/2025
N/A
4558037.50000000
PA
USD
4375716.00000000
0.793962567496
Long
LON
CORP
US
N
3
2025-01-09
Variable
0.10316770
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
1883155.77000000
0.341693837110
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
1635264.59000000
0.296714611371
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
N
N
N
N
N
N
BMO 2024-5C3 MTG TR
N/A
BMO 2024-5C3 MTG TR VAR 02/15/2057
09660QAY0
249000.00000000
PA
USD
250906.94000000
0.045526427740
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
0.06859227
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
1444848.03000000
0.262164009625
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.08781480
N
N
N
N
N
N
BENCHMARK 2024-V5 MTG TR
N/A
BENCHMARK 2024-V5 MTG TR 6.0594% 01/10/2057
08163XBB8
702000.00000000
PA
USD
697372.28000000
0.126536431050
Long
ABS-MBS
CORP
US
N
2
2057-01-10
Variable
0.06059400
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2024-BPR2
3IFG42XD94UUZ7FL2766
MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A
61776EAA1
1340000.00000000
PA
USD
1352137.99000000
0.245342008062
Long
ABS-MBS
CORP
US
N
2
2029-05-05
Fixed
0.07291000
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
1511010.50000000
0.274169021959
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
2659077.44000000
0.482482855705
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
427311.39000000
0.077534567674
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Variable
0.02775460
N
N
N
N
N
N
DK TR 2024-SPBX
N/A
DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A
23346LAN8
2463000.00000000
PA
USD
2461469.00000000
0.446627305577
Long
ABS-MBS
CORP
US
N
2
2034-03-15
Variable
0.09316770
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
1826361.44000000
0.331388650012
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.09381480
N
N
N
N
N
N
BX COML MTG TR 2024-KING
N/A
BX COML MTG TR 2024-KING E TSFR1M+368.795 05/15/2039 144A
05612RAJ8
5350000.00000000
PA
USD
5336364.46000000
0.968269793505
Long
ABS-MBS
CORP
US
N
2
2034-05-15
Variable
0.08987950
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C2
3IFG42XD94UUZ7FL2766
MSC 2011-C2 D CSTR 6/44
617459AJ1
2931740.74000000
PA
USD
2815936.98000000
0.510944621303
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
515672.89000000
0.093567537685
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
0.03453228
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
388022.96000000
0.070405781721
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
0.03094020
N
N
N
N
N
N
BANK 2022-BNK42
N/A
BANK 2022-BNK42 E 2.5% 06/15/2055 144A
06541MAN4
1302000.00000000
PA
USD
775048.18000000
0.140630526050
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
3183605.05000000
0.577657059871
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.08982000
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
2930405.41000000
0.531714627532
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
0.04389376
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
2736573.29000000
0.496544281089
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.03374000
N
N
N
N
N
N
BX COML MTG TR 2024-WPT
N/A
BX COML MTG TR 2024-WPT TSFR1M+358.84 03/15/2034 144A
05612JAJ6
1775000.00000000
PA
USD
1770534.63000000
0.321259016964
Long
ABS-MBS
CORP
US
N
2
2034-03-15
Variable
0.08905170
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
1749105.30000000
0.317370719400
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
1749303.00000000
0.317406591563
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.05211300
N
N
N
N
N
N
COMM 2015-LC19 MTG TR
N/A
COMM 2015-LC19 C MTG TR CSTR 02/10/2048
200474BH6
3167000.00000000
PA
USD
2942292.17000000
0.533871449979
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.04211755
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
638944.29000000
0.115934820490
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.04683792
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
1296718.73000000
0.235286323927
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
0.06682812
N
N
N
N
N
N
2024-06-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer