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N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317AAB7 15712.54 PA USD 0.16 0.000000014922 Long ABS-MBS CORP US N 2 2045-07-15 Variable 6.817 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 10237.52 PA USD 0.1 0.000000009326 Long ABS-MBS CORP US N 2 2049-12-15 Variable 6.571 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAH3 11697291.32 PA USD 28354.23 0.002644429439 Long ABS-MBS CORP US N 2 2063-05-10 Variable 1.268 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 840386.2 PA USD 5948.76 0.000554805264 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.575 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAS6 2687524.94 PA USD 31083.38 0.002898960935 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.229 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAG0 5488132.37 PA USD 64378.54 0.006004201362 Long ABS-MBS CORP US N 2 2046-02-10 Variable 1.475 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19 N/A 46641WAX5 3642666.94 PA USD 43307.67 0.004039047347 Long ABS-MBS CORP US N 2 2047-04-15 Variable .655 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBC6 3566168.21 PA USD 65942.02 0.00615001779 Long ABS-MBS CORP US N 2 2047-05-10 Variable .959 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAA7 1992215.82 PA USD 14469.46 0.001349479989 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.483 N N N N N N COMM 2013-LC13 MORTGAGE TRUST N/A 12626GAG8 3766273.17 PA USD 50173.54 0.004679385976 Long ABS-MBS CORP US N 2 2046-08-10 Variable .997 N N N N N N COMM 2014-CR14 MORTGAGE TRUST N/A 12630DAZ7 11625658.21 PA USD 115281.19 0.010751587067 Long ABS-MBS CORP US N 2 2047-02-10 Variable .547 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBA9 2674166.64 PA USD 49525.57 0.00461895369 Long ABS-MBS CORP US N 2 2047-08-15 Variable 1.055 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAX4 4393617.32 PA USD 92662.71 0.008642096724 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.082 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PBG4 3230878.84 PA USD 64404.34 0.006006607574 Long ABS-MBS CORP US N 2 2047-11-15 Variable .83 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 3910045.75 PA USD 78548.91 0.007325787016 Long ABS-MBS CORP US N 2 2047-12-10 Variable .862 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QAY9 1126500.32 PA USD 23239.7 0.002167427817 Long ABS-MBS CORP US N 2 2047-07-15 Variable .997 N N N N N N COMM 2014-UBS4 MORTGAGE TRUST 5493004GWEVMOU8S3L34 12591QAS1 4467428.17 PA USD 99536.09 0.009283135765 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.094 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAY4 4238326.76 PA USD 142284.87 0.013270058785 Long ABS-MBS CORP US N 2 2059-12-15 Variable .836 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 549300ZVNWG0TX42H716 94989VAF6 208000 PA USD 221106.08 0.020621241593 Long ABS-MBS CORP US N 2 2057-09-15 Variable 3.972 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAM4 266000 PA USD 276715.81 0.025807628495 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.091 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAL6 206000 PA USD 206082.4 0.019220072819 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.086 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 216000 PA USD 218706.37 0.020397434994 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EBD6 193000 PA USD 199972.03 0.018650195157 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.778 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAX6 263000 PA USD 283023.48 0.026395907148 Long ABS-MBS CORP US N 2 2059-12-15 Variable 3.872 N N N N N N CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST 5493006MX7HG5PC85C29 12637UBA6 255000 PA USD 272232.9 0.025389534292 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.958 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAL5 576000 PA USD 578829.25 0.05398394203 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.517 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CBC8 179000 PA USD 190548.72 0.017771339396 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAQ5 265000 PA USD 263953.46 0.024617360445 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.598 N N N N N N GS MORTGAGE SECURITIES TRUST 2017-GS7 N/A 36254CAZ3 311000 PA USD 330307.35 0.030805790886 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.663 N N N N N N BANK 2017-BNK8 N/A 06650AAJ6 275000 PA USD 293792.48 0.027400267366 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.925 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AH0 374000 PA USD 395882.07 0.036921552803 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.709 N N N N N N BENCHMARK 2018-B7 MORTGAGE TRUST N/A 08162TBD4 642000 PA USD 738728.6 0.068896798008 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.741 N N N N N N BENCHMARK 2018-B8 MORTGAGE TRUST N/A 08162UBA7 173000 PA USD 196116.64 0.018290625992 Long ABS-MBS CORP US N 2 2052-01-15 Variable 4.532 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 N/A 95001WBE7 244000 PA USD 271766.69 0.025346053674 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.244 N N N N N N BENCHMARK 2019-B11 MORTGAGE TRUST N/A 08162BBJ0 181000 PA USD 197822.14 0.018449687776 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.784 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 N/A 05550MAZ7 223000 PA USD 238374.74 0.022231786223 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.178 N N N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A 12597BAY5 277000 PA USD 292713.63 0.027299649479 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 3.278 N N N N N N BANK 2019-BNK22 N/A 06540XBM2 382000 PA USD 396567.8 0.036985506738 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.461 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAX0 420000 PA USD 443502.19 0.041362796568 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.366 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 193000 PA USD 205194.9 0.019137301003 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.343 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137F72D6 4661133.98 PA USD 178368.55 0.016635367793 Long ABS-MBS CORP US N 2 2027-09-25 Variable .758 N N N N N N BXMT LTD N/A 05609GAA6 399000 PA USD 398251.88 0.037142570807 Long ABS-MBS CORP KY N 2 2038-05-15 Floating 1.16 N N N N N N VMC FINANCE 2018-FL1 LLC 549300QK6J0UZ3WZJ014 91835RAA8 162907.87 PA USD 162500.6 0.015155459007 Long ABS-MBS CORP US N 2 2036-06-16 Floating 1.204 N N N N N N COMM 2015-LC21 MORTGAGE TRUST N/A 12593FBG8 289000 PA USD 306880.52 0.028620910574 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.334 N N N N N N BBCMS MORTGAGE TRUST 2021-C11 N/A 05493MAT1 274000 PA USD 228881.32 0.021346391722 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2 N N N N N N AREIT 2021-CRE5 TRUST N/A 04002PAA2 379000 PA USD 378052.5 0.035258695452 Long ABS-MBS CORP KY N 2 2026-07-17 Floating 1.19 N N N N N N PFP 2021-8 LTD N/A 69357XAC5 276000 PA USD 275008.61 0.025648408162 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 1.359 N N N N N N AREIT 2020-CRE4 TRUST N/A 04002RAG5 335000 PA USD 337646.5 0.03149026951 Long ABS-MBS CORP US N 2 2037-04-15 Floating 3.272 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2007-IQ15 N/A 61755YAP9 606032.72 PA USD 615547.43 0.057408427058 Long ABS-MBS CORP US N 2 2049-06-11 Variable 6.187 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 435000 PA USD 320201.24 0.029863254454 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.989 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2010-C2 N/A 46635GAN0 150057.28 PA USD 149871.37 0.013977606263 Long ABS-MBS CORP US N 2 2043-11-15 Variable 5.694 N N N N N N COMM 2010-C1 MORTGAGE TRUST N/A 12622DAK0 606000 PA USD 600232.7 0.055980113792 Long ABS-MBS CORP US N 2 2046-07-10 Variable 5.987 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 N/A 92935VAS7 639171.86 PA USD 320097.27 0.029853557794 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.425 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 825000 PA USD 820132.5 0.076488852864 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.365 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 123000 PA USD 90916.19 0.00847920925 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 411000 PA USD 409628.21 0.038203573061 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 253000 PA USD 188282.09 0.017559944374 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.122 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 414000 PA USD 415306.34 0.038733138284 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.636 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAR1 319000 PA USD 159500 0.014875610992 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.885 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C8 N/A 92936YAE1 509000 PA USD 513423.01 0.047883893236 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.66 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAJ1 291000 PA USD 290136.43 0.02705928945 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.809 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ9 N/A 36192PAG1 373000 PA USD 373131.45 0.034799738552 Long ABS-MBS CORP US N 2 2045-11-10 Variable 4.448 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C8 N/A 61761QAH6 294000 PA USD 298620.5 0.027850547914 Long ABS-MBS CORP US N 2 2048-12-15 Variable 3.525 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAF1 290000 PA USD 294448.08 0.027461411256 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.311 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAH7 628000 PA USD 639326.17 0.059626127912 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.183 N N N N N N COMM 2013-CCRE9 MORTGAGE TRUST 549300C72XVZH4MIKU63 12625UAJ2 215000 PA USD 162279.42 0.015134830871 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.279 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAV3 235000 PA USD 239239.17 0.022312406439 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 378000 PA USD 382734.75 0.035695380903 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 153000 PA USD 89247.1 0.008323543209 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.503 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAN1 251000 PA USD 252284.12 0.0235290309 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAS0 409000 PA USD 367911.86 0.034312938612 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 401000 PA USD 141791.43 0.013224038587 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAP7 219000 PA USD 227827.06 0.021248067198 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.738 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAF7 129000 PA USD 130419 0.012163400062 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBN1 233000 PA USD 244386.71 0.022792486706 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.715 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 N/A 46641BAK9 202000 PA USD 210571.49 0.019638743393 Long ABS-MBS CORP US N 2 2046-12-15 Variable 5.006 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 534000 PA USD 556411.18 0.051893142729 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.881 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C18 549300O5GNH0TNJ6B119 96221QAG8 629000 PA USD 656267.15 0.061206111788 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.387 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 295000 PA USD 309749.29 0.028888463593 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.049 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAG1 286000 PA USD 300055.64 0.027984394838 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.198 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAH9 190000 PA USD 196856.59 0.018359636702 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.599 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 N/A 61763KBD5 215000 PA USD 225380.59 0.021019899574 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.565 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A 17322MAY2 291000 PA USD 304887.68 0.028435050307 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.026 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19 N/A 46641WBB2 84000 PA USD 87602.03 0.008170117369 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.655 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 246000 PA USD 247979.56 0.023127570336 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.749 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BBB8 895000 PA USD 918719.29 0.085683453096 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.689 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20 N/A 46642CBN9 320000 PA USD 334940.64 0.031237910132 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.043 N N N N N N MORGAN STANLEY BANK OF 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