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549300ZJL46M82UL2Z22 94989QBA7 1072000 PA USD 1029208.55 0.238135667247 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.464 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 N/A 46590LAE2 2330000 PA USD 1085097.31 0.251067066966 Long ABS-MBS CORP US N 2 2049-06-15 Variable 3.322 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UB11 N/A 61767FBF7 1920000 PA USD 1841940.1 0.426183434585 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.691 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBE3 790000 PA USD 566741.66 0.131131249698 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.071 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5 549300SGFUCMB43V8P22 95000CBJ1 1174000 PA USD 1011914.27 0.234134160549 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.975 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 549300JPCJUA5JJLRW54 95000LAJ2 1498000 PA USD 1318556.23 0.305084200510 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.123 N N N N 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ABS-MBS CORP US N 2 2050-05-10 Variable 3.947 N N N N N N GS MORTGAGE SECURITIES TRUST 2017-GS5 N/A 36252HAL5 1021000 PA USD 226521.71 0.052412019466 Long ABS-MBS CORP US N 2 2050-03-10 Variable 3.509 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 N/A 465968AM7 859000 PA USD 508170.4 0.117579179924 Long ABS-MBS CORP US N 2 2050-09-15 Variable 4.425 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C3 N/A 90276GAY8 1405000 PA USD 1310870.62 0.303305923536 Long ABS-MBS CORP US N 2 2050-08-15 Variable 4.38 N N N N N N COMM 2017-COR2 MORTGAGE TRUST N/A 12595EAN5 882000 PA USD 765541.69 0.177129097066 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 N/A 61767EAK0 751000 PA USD 641060.13 0.148326869033 Long ABS-MBS CORP US N 2 2052-11-15 Variable 4.171 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRUST N/A 08162PBB6 718000 PA USD 622871.61 0.144118455348 Long ABS-MBS CORP US N 2 2051-01-15 Variable 4.204 N N N N N N BENCHMARK 2018-B3 MORTGAGE TRUST N/A 08161BAA1 1141000 PA USD 760225.59 0.175899071314 Long ABS-MBS CORP US N 2 2051-04-10 Variable 3.053 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 2316000 PA USD 178556.65 0.041313985382 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N BANK 2018-BNK11 N/A 06540TAP5 839000 PA USD 625302 0.144680792830 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 3 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAN7 499000 PA USD 180295.54 0.041716325345 Long ABS-MBS CORP US N 2 2051-05-10 Variable 2.814 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABF1 636000 PA USD 583392.37 0.134983848800 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.522 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 835000 PA USD 734507.17 0.169948408441 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.757 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A 90276XAC9 1695000 PA USD 964439.41 0.223149547699 Long ABS-MBS CORP US N 2 2051-06-15 Variable 3 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A 90276XBA2 986000 PA USD 895602.63 0.207222267910 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.876 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAD9 1550000 PA USD 1112000.38 0.257291831156 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.591 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 868000 PA USD 795983.69 0.184172689914 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.95 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 1892000 PA USD 785011.99 0.181634085760 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.438 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 N/A 17323CAN7 2218264.68 PA USD 2129045.63 0.492613184860 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.529 N N N N N N BENCHMARK 2019-B11 MORTGAGE TRUST N/A 08162BAJ1 1556000 PA USD 760595.83 0.175984736507 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3 N N N N N N CD 2019-CD8 MORTGAGE TRUST N/A 12515BAR9 1450000 PA USD 847858.79 0.196175419149 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 3 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 N/A 07335CAV6 2034000 PA USD 1008930.92 0.233443880583 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.25 N N N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A 12597BAC3 1828000 PA USD 894738 0.207022212011 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.5 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 2998653.18 PA USD 3051890.67 0.706138732589 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.704 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 742000 PA USD 706428.37 0.163451606822 Long ABS-MBS CORP US N 2 2043-08-10 Variable 6.364 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 1123000 PA USD 1000333.59 0.231454652145 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.533 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 1296342.48 PA USD 1247269.05 0.288589953376 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.288 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 1066568 PA USD 973105.71 0.225154734240 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.96 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 603000 PA USD 557014.44 0.128880590174 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 1938000 PA USD 748223.04 0.173121951698 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.82 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAS1 1677000 PA USD 664910.38 0.153845279464 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.064 N N N N N N COMM 2012-CCRE4 MORTGAGE TRUST N/A 12624QBA0 1848000 PA USD 1332608.51 0.308335581461 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.703 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 1408000 PA USD 1336043.46 0.309130351491 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.577 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAJ3 1406000 PA USD 1192950.37 0.276021834790 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.806 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAH7 1387487.69 PA USD 1262689.97 0.292158006784 Long ABS-MBS CORP US N 2 2045-09-10 Variable 4.783 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAH7 1104500 PA USD 1051797.13 0.243362155670 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.75 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 N/A 46639JAK6 421585.14 PA USD 397816.09 0.092045679210 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.076 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 1122000 PA USD 1021323.16 0.236311165683 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.804 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAZ4 1095601.51 PA USD 1044889.73 0.241763938954 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.708 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DBB6 946000 PA USD 870111.69 0.201324238783 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.716 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 375873.67 PA USD 353783.95 0.081857634193 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.499 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAX5 933000 PA USD 228767.87 0.052931730277 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.287 N N N N N N COMM 2013-CCRE7 MORTGAGE TRUST 549300FVY7JUBJ0PIH53 12625FBA3 708715.88 PA USD 675944.65 0.156398360906 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.244 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 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