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ABS-MBS CORP US N 2 2057-08-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAE2 80000 PA USD 45223.92 0.168596448942 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.574 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EAA5 100000 PA USD 63461.53 0.236586934578 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 23000 PA USD 20580.69 0.076725574669 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N COMM 2015-CCRE23 MORTGAGE TRUST N/A 12593ABE4 72000 PA USD 68725.46 0.256211060604 Long ABS-MBS CORP US N 2 2048-05-10 Variable 4.492 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563FAB7 85000 PA USD 88546.74 0.330105526663 Long ABS-MBS CORP US N 2 2051-01-25 Floating 8.09 N N N N N N BWAY 2022-26BW MORTGAGE TRUST N/A 12429EAN7 138000 PA USD 80569.59 0.300366415974 Long ABS-MBS CORP US N 2 2044-02-10 Variable 4.866 N N N N N N CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST 549300D5DIOOMKWXVZ20 12634NBA5 55000 PA USD 43175.39 0.160959453220 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.237 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 145000 PA USD 129161.51 0.481518893673 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 115491.77 PA USD 111119.79 0.414258693212 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.288 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 63000 PA USD 61515.97 0.229333814831 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.568 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAS1 124000 PA USD 49164.51 0.183287114429 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 123000 PA USD 88696.35 0.330663278285 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 100000 PA USD 94889.45 0.353751384489 Long ABS-MBS CORP US N 2 2047-12-15 Variable 3.577 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAY5 57000 PA USD 47933.12 0.178696446896 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.311 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAH7 74000 PA USD 70468.98 0.262710967748 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 28411.67 PA USD 26809.81 0.099947964767 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 61762DAZ4 79687.72 PA USD 75999.24 0.283327981879 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 58000 PA USD 53347.23 0.198880449525 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 31864.72 PA USD 29992.06 0.111811510644 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 62000 PA USD 15202.15 0.056674178317 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.287 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAX9 87000 PA USD 80093.9 0.298593026033 Long ABS-MBS CORP US N 2 2045-07-15 Variable 3.86 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBZ3 73955.18 PA USD 69149.91 0.257793425927 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAJ6 88000 PA USD 73834.82 0.275258943945 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.206 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAQ4 53416.92 PA USD 51467.73 0.191873603904 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.822 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC13 549300WF5YRKNHB1FX69 36198EBB0 105000 PA USD 74981.55 0.279533995862 Long ABS-MBS CORP US N 2 2046-07-10 Variable 3.878 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 116000 PA USD 89499.09 0.333655922740 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.935 N N N N N N COMM 2013-LC13 MORTGAGE TRUST N/A 12626GAT0 100976.06 PA USD 86730.86 0.323335858759 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.372 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 N/A 61762XAZ0 15662.17 PA USD 14709.19 0.054836405177 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.749 N N N N N N COMM 2013-CCRE12 MORTGAGE TRUST 549300MGZ5FI5VFL1177 12591KAG0 103862.29 PA USD 97743.21 0.364390307478 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.3 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 15655.03 PA USD 14549.55 0.054241261344 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.646 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 N/A 17321RAM8 89272.47 PA USD 87128.15 0.324816970595 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.076 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAN2 41644.8 PA USD 40837.87 0.152245092074 Long ABS-MBS CORP US N 2 2049-07-15 Variable 4.943 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAQ4 74969.28 PA USD 70727.14 0.263673397790 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JBB1 50252.45 PA USD 48636.76 0.181319642880 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.484 N N N N N N COMM 2014-CCRE16 MORTGAGE TRUST N/A 12591VAK7 119000 PA USD 111972.55 0.417437814080 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.751 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 144000 PA USD 117982.01 0.439841303562 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.787 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