iShares CMBS ETF Fund Holdings as of,"27/Mar/2024" Inception Date,"14/Feb/2012" Shares Outstanding,"9’200’000.00" Stock,"-" Bond,"-" Cash,"-" Other,"-"   Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date "BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","10’590’000","2.45","10’589’999.99","10’590’000.00","066922477","US0669224778","6922477","United States","-","USD","0.13","5.13","1.00","-","5.34","0.14","-","5.13","0.14","5.13","USD","-","04/Feb/2009" "FHMS_K506 A2","Agency CMBS","Fixed Income","3’004’173","0.70","3’004’173.07","3’000’000.00","3137HAMH6","US3137HAMH63","-","United States","-","USD","3.70","4.66","1.00","25/Aug/2028","4.65","3.69","-","4.66","3.69","4.66","USD","01/Sept/2023","01/Sept/2023" "FNMA_19-M9 A2","Agency CMBS","Fixed Income","2’881’632","0.67","2’881’632.09","3’086’558.00","3136B4VT2","US3136B4VT26","-","United States","-","USD","4.18","4.60","1.00","25/Jun/2029","2.94","4.17","-","4.60","4.17","4.60","USD","01/Jun/2019","01/Jun/2019" "FHMS_K074 AM","Agency CMBS","Fixed Income","2’648’432","0.61","2’648’432.08","2’750’000.00","3137F4D58","US3137F4D588","-","United States","-","USD","3.54","4.70","1.00","25/Feb/2028","3.60","3.52","-","4.70","3.52","4.70","USD","01/Mar/2018","01/Mar/2018" "BBCMS_23-C20 A5","Non-Agency CMBS","Fixed Income","2’610’689","0.60","2’610’688.85","2’500’000.00","07336DAW1","US07336DAW11","-","United States","-","USD","6.82","5.03","1.00","17/Jul/2056","5.58","6.78","-","5.03","6.78","5.03","USD","01/Jul/2023","01/Jul/2023" "BANK_23-5YR1 A3","Non-Agency CMBS","Fixed Income","2’606’102","0.60","2’606’101.70","2’500’000.00","06644EAG3","US06644EAG35","-","United States","-","USD","3.05","5.04","1.00","15/Apr/2056","6.26","3.04","-","5.04","3.04","5.04","USD","01/Apr/2023","01/Apr/2023" "BMARK_22-B35 A5","Non-Agency CMBS","Fixed Income","2’585’633","0.60","2’585’633.28","2’750’000.00","08163RBQ8","US08163RBQ83","-","United States","-","USD","6.42","5.55","1.00","15/May/2055","4.59","6.37","-","5.55","6.37","5.55","USD","01/May/2022","01/May/2022" "FHMS_K517 A2","Agency CMBS","Fixed Income","2’581’119","0.60","2’581’119.26","2’500’000.00","3137HC2C5","US3137HC2C57","-","United States","-","USD","3.99","4.62","1.00","25/Jan/2029","5.48","3.98","-","4.62","3.98","4.62","USD","01/Mar/2024","01/Mar/2024" "FREMF_K-512 A2","Agency CMBS","Fixed Income","2’540’255","0.59","2’540’254.98","2’500’000.00","3137HBCF9","US3137HBCF90","-","United States","-","USD","3.80","4.64","1.00","25/Nov/2028","5.00","3.79","-","4.64","3.79","4.64","USD","01/Dec/2023","01/Dec/2023" "FREMF_20-K109 A2","Agency CMBS","Fixed Income","2’529’219","0.59","2’529’219.01","3’000’000.00","3137FTFY8","US3137FTFY88","-","United States","-","USD","5.37","4.72","1.00","25/Apr/2030","1.56","5.35","-","4.72","5.35","4.72","USD","01/May/2020","01/May/2020" "GSMS_16-GS3 A4","Non-Agency CMBS","Fixed Income","2’377’165","0.55","2’377’165.36","2’530’000.00","36251PAD6","US36251PAD69","-","United States","-","USD","2.28","5.65","1.00","10/Oct/2049","2.85","2.27","-","5.65","2.27","5.65","USD","01/Sept/2016","01/Sept/2016" "FNMA_19-M7 A2","Agency CMBS","Fixed Income","2’321’623","0.54","2’321’622.71","2’473’819.00","3136B4QB7","US3136B4QB72","-","United States","-","USD","4.39","4.61","1.00","25/Apr/2029","3.14","4.38","-","4.61","4.38","4.61","USD","01/May/2019","01/May/2019" "FNMA_18-M10 A2","Agency CMBS","Fixed Income","2’279’617","0.53","2’279’616.99","2’378’954.00","3136B2HA3","US3136B2HA35","-","United States","-","USD","3.65","4.61","1.00","25/Jul/2028","3.36","3.64","-","4.61","3.64","4.61","USD","01/Jul/2018","01/Jul/2018" "FNMA_20-M1 A2","Agency CMBS","Fixed Income","2’267’757","0.53","2’267’756.57","2’530’000.00","3136B75M9","US3136B75M95","-","United States","-","USD","4.99","4.64","1.00","25/Oct/2029","2.44","4.98","-","4.64","4.98","4.64","USD","01/Jan/2020","01/Jan/2020" "FNMA_19-M5 A2","Agency CMBS","Fixed Income","2’256’544","0.52","2’256’543.54","2’382’088.00","3136B4KB3","US3136B4KB37","-","United States","-","USD","4.12","4.61","1.00","25/Feb/2029","3.27","4.11","-","4.61","4.11","4.61","USD","01/Apr/2019","01/Apr/2019" "BBCMS_23-C21 AS","Non-Agency CMBS","Fixed Income","2’149’237","0.50","2’149’237.33","2’000’000.00","05553WAH2","US05553WAH25","-","United States","-","USD","6.77","5.34","1.00","15/Sept/2056","6.30","6.72","-","5.34","6.72","5.34","USD","01/Oct/2023","01/Oct/2023" "BBCMS_23-5C23 A3","Non-Agency CMBS","Fixed Income","2’137’864","0.50","2’137’863.88","2’000’000.00","05493QAB1","US05493QAB14","-","United States","-","USD","3.62","4.97","1.00","15/Dec/2056","6.67","3.60","-","4.97","3.60","4.97","USD","01/Dec/2023","01/Dec/2023" "FHMS_K147 A2","Agency CMBS","Fixed Income","2’087’352","0.48","2’087’352.03","2’350’000.00","3137H8BK6","US3137H8BK61","-","United States","-","USD","6.85","4.74","1.00","25/Jun/2032","3.00","6.82","-","4.74","6.82","4.74","USD","01/Jul/2022","01/Jul/2022" "BMO_24-5C3 A3","Non-Agency CMBS","Fixed Income","2’061’466","0.48","2’061’465.70","2’000’000.00","09660QAT1","US09660QAT13","-","United States","-","USD","3.80","5.06","1.00","15/Feb/2057","5.74","3.78","-","5.06","3.78","5.06","USD","01/Feb/2024","01/Feb/2024" "FNMA_21-M4 A2","Agency CMBS","Fixed Income","2’037’935","0.47","2’037’935.16","2’500’000.00","3136BDZA9","US3136BDZA93","-","United States","-","USD","6.27","4.72","1.00","25/Feb/2031","1.46","6.25","-","4.72","6.25","4.72","USD","01/Feb/2021","01/Feb/2021" "BMARK_23-B38 A2","Non-Agency CMBS","Fixed Income","2’036’373","0.47","2’036’372.60","2’000’000.00","081916AB4","US081916AB42","-","United States","-","USD","3.18","5.18","1.00","15/Apr/2056","5.63","3.17","-","5.18","3.17","5.18","USD","01/Apr/2023","01/Apr/2023" "FREMF_K-161 A2","Agency CMBS","Fixed Income","2’035’635","0.47","2’035’635.02","2’000’000.00","3137HB2X1","-","-","United States","-","USD","7.22","4.71","1.00","25/Oct/2033","4.90","7.19","-","4.71","7.19","4.71","USD","01/Nov/2023","01/Nov/2023" "FNMA_20-M5 A2","Agency CMBS","Fixed Income","2’018’424","0.47","2’018’423.50","2’280’803.00","3136B8TG4","US3136B8TG47","-","United States","-","USD","4.98","4.66","1.00","25/Jan/2030","2.21","4.97","-","4.66","4.97","4.66","USD","01/Feb/2020","01/Feb/2020" "FHMS-K159 A2","Agency CMBS","Fixed Income","1’976’074","0.46","1’976’074.10","2’000’000.00","3137HAMB9","-","-","United States","-","USD","7.17","4.71","1.00","25/Jul/2033","4.50","7.14","-","4.71","7.14","4.71","USD","01/Sept/2023","01/Sept/2023" "FHMS-K156 A2","Agency CMBS","Fixed Income","1’967’699","0.46","1’967’698.59","2’000’000.00","3137HA2B1","US3137HA2B11","-","United States","-","USD","6.87","4.71","1.00","25/Feb/2033","4.43","6.84","-","4.71","6.84","4.71","USD","01/May/2023","01/May/2023" "FREMF_K-752 A2","Agency CMBS","Fixed Income","1’963’432","0.45","1’963’431.98","2’000’000.00","3137HAGZ3","US3137HAGZ36","-","United States","-","USD","5.10","4.69","1.00","25/Jul/2030","4.28","5.08","-","4.69","5.08","4.69","USD","01/Aug/2023","01/Aug/2023" "FHLMC_K154 A2","Agency CMBS","Fixed Income","1’956’818","0.45","1’956’817.53","2’000’000.00","3137H9UD9","US3137H9UD90","-","United States","-","USD","6.89","4.71","1.00","25/Jan/2033","4.35","6.86","-","4.71","6.86","4.71","USD","01/Mar/2023","01/Mar/2023" "FREMF_K-751 AM","Agency CMBS","Fixed Income","1’944’404","0.45","1’944’403.98","2’000’000.00","3137HA4C7","-","-","United States","-","USD","5.08","4.83","1.00","25/Apr/2030","4.33","5.06","-","4.83","5.06","4.83","USD","01/May/2023","01/May/2023" "FHMS_K076 AM","Agency CMBS","Fixed Income","1’942’602","0.45","1’942’601.93","2’000’000.00","3137FEZV5","US3137FEZV50","-","United States","-","USD","3.60","4.75","1.00","25/Apr/2028","3.90","3.58","-","4.75","3.58","4.75","USD","01/May/2018","01/May/2018" "FHMS_K155 A2","Agency CMBS","Fixed Income","1’941’547","0.45","1’941’546.59","2’000’000.00","3137H9ZV4","US3137H9ZV44","-","United States","-","USD","7.08","4.71","1.00","25/Apr/2033","4.25","7.05","-","4.71","7.05","4.71","USD","01/Apr/2023","01/Apr/2023" "FREMF_K-082 AM","Agency CMBS","Fixed Income","1’939’281","0.45","1’939’281.00","2’000’000.00","3137FJKF5","US3137FJKF52","-","United States","-","USD","3.97","4.74","1.00","25/Sept/2028","3.92","3.95","-","4.74","3.95","4.74","USD","01/Oct/2018","01/Oct/2018" "CGCMT_16-C1 A3","Non-Agency CMBS","Fixed Income","1’897’254","0.44","1’897’253.78","1’987’859.00","17290YAQ1","US17290YAQ17","-","United States","-","USD","1.60","5.96","1.00","10/May/2049","2.94","1.59","-","5.96","1.59","5.96","USD","01/May/2016","01/May/2016" "FHMS-K152 A2","Agency CMBS","Fixed Income","1’877’175","0.43","1’877’175.40","2’000’000.00","3137H9M89","US3137H9M891","-","United States","-","USD","6.92","4.73","1.00","25/Nov/2032","3.78","6.89","-","4.73","6.89","4.73","USD","01/Dec/2022","01/Dec/2022" "FHMS_K150 A2","Agency CMBS","Fixed Income","1’870’062","0.43","1’870’062.33","2’000’000.00","3137H9C98","-","-","United States","-","USD","6.81","4.73","1.00","25/Sept/2032","3.71","6.78","-","4.73","6.78","4.73","USD","01/Oct/2022","01/Oct/2022" "WFCM_15-NXS4 A4","Non-Agency CMBS","Fixed Income","1’869’349","0.43","1’869’348.73","1’920’000.00","94989XBC8","US94989XBC83","-","United States","-","USD","1.26","5.96","1.00","17/Dec/2048","3.72","1.25","-","5.96","1.25","5.96","USD","01/Dec/2015","01/Dec/2015" "CSAIL_15-C3 A4","Non-Agency CMBS","Fixed Income","1’851’451","0.43","1’851’451.46","1’900’000.00","12635FAT1","US12635FAT12","BZ052N6","United States","-","USD","0.99","6.49","1.00","15/Aug/2048","3.72","0.98","-","6.49","0.98","6.49","USD","01/Aug/2015","01/Aug/2015" "FHMS_K108 A2","Agency CMBS","Fixed Income","1’817’695","0.42","1’817’694.60","2’153’000.00","3137FTBM8","US3137FTBM86","-","United States","-","USD","5.22","4.74","1.00","25/Mar/2030","1.52","5.20","-","4.74","5.20","4.74","USD","01/May/2020","01/May/2020" "FHMS_K120-A2 A2","Agency CMBS","Fixed Income","1’816’607","0.42","1’816’606.82","2’200’000.00","3137F72P9","US3137F72P90","-","United States","-","USD","5.86","4.75","1.00","25/Oct/2030","1.50","5.84","-","4.75","5.84","4.75","USD","01/Nov/2020","01/Nov/2020" "BMARK_19-B14 A5","Non-Agency CMBS","Fixed Income","1’804’109","0.42","1’804’108.73","2’000’000.00","08162YAE2","US08162YAE23","-","United States","-","USD","4.83","5.22","1.00","15/Dec/2062","3.05","4.80","-","5.22","4.80","5.22","USD","01/Nov/2019","01/Nov/2019" "FNMA_16-M9 A2","Agency CMBS","Fixed Income","1’791’586","0.42","1’791’586.33","1’881’839.00","3136ATYT5","US3136ATYT54","-","United States","-","USD","1.97","4.79","1.00","25/Jun/2026","2.29","1.97","-","4.79","1.97","4.79","USD","01/Sept/2016","01/Sept/2016" "CSAIL_19-C17 A5","Non-Agency CMBS","Fixed Income","1’776’770","0.41","1’776’770.07","2’000’000.00","12597BAU3","US12597BAU35","-","United States","-","USD","4.71","5.56","1.00","15/Sept/2052","3.02","4.67","-","5.56","4.67","5.56","USD","01/Sept/2019","01/Sept/2019" "FHMS_K049 A2","Agency CMBS","Fixed Income","1’757’694","0.41","1’757’693.73","1’800’000.00","3137BLMZ8","US3137BLMZ80","-","United States","-","USD","0.92","5.63","1.00","25/Jul/2025","3.01","0.92","-","5.63","0.92","5.63","USD","01/Oct/2015","01/Oct/2015" "FNMA_19-M2 A2","Agency CMBS","Fixed Income","1’741’548","0.40","1’741’548.24","1’806’584.00","3136B3J50","US3136B3J509","-","United States","-","USD","3.97","4.63","1.00","25/Nov/2028","3.62","3.96","-","4.63","3.96","4.63","USD","01/Feb/2019","01/Feb/2019" "WFCM_21-C59 A5","Non-Agency CMBS","Fixed Income","1’708’475","0.40","1’708’474.91","2’000’000.00","95003CAJ9","US95003CAJ99","-","United States","-","USD","6.00","5.27","1.00","15/Apr/2054","2.63","5.96","-","5.27","5.96","5.27","USD","01/May/2021","01/May/2021" "BMARK_21-B31 A5","Non-Agency CMBS","Fixed Income","1’697’787","0.39","1’697’787.12","2’000’000.00","08163MAE7","US08163MAE75","-","United States","-","USD","6.61","5.16","1.00","15/Dec/2054","2.67","6.57","-","5.16","6.57","5.16","USD","01/Dec/2021","01/Dec/2021" "BBCMS_24-C24 AS","Non-Agency CMBS","Fixed Income","1’696’226","0.39","1’696’225.66","1’630’000.00","07336VAW1","US07336VAW19","-","United States","-","USD","7.25","5.41","1.00","15/Feb/2057","5.87","7.20","-","5.41","7.20","5.41","USD","01/Feb/2024","01/Feb/2024" "FREMF_K136 A2","Agency CMBS","Fixed Income","1’681’506","0.39","1’681’505.99","2’000’000.00","3137H4SH4","US3137H4SH46","-","United States","-","USD","6.61","4.74","1.00","25/Nov/2031","2.13","6.59","-","4.74","6.59","4.74","USD","01/Dec/2021","01/Dec/2021" "FNMA_16-M5 A2","Agency CMBS","Fixed Income","1’680’584","0.39","1’680’583.89","1’754’663.00","3136AR5S3","US3136AR5S36","-","United States","-","USD","1.86","4.79","1.00","25/Apr/2026","2.47","1.86","-","4.79","1.86","4.79","USD","01/May/2016","01/May/2016" "FHMS_K086 A2","Agency CMBS","Fixed Income","1’673’970","0.39","1’673’970.39","1’725’000.00","3137FKSH0","US3137FKSH00","-","United States","-","USD","3.95","4.66","1.00","25/Nov/2028","3.86","3.94","-","4.66","3.94","4.66","USD","01/Dec/2018","01/Dec/2018" "FHMS_K116 A2","Agency CMBS","Fixed Income","1’672’388","0.39","1’672’388.25","2’025’000.00","3137FWHT0","US3137FWHT05","-","United States","-","USD","5.62","4.76","1.00","25/Jul/2030","1.38","5.60","-","4.76","5.60","4.76","USD","01/Sept/2020","01/Sept/2020" "FHMS_K119 A2","Agency CMBS","Fixed Income","1’663’364","0.39","1’663’364.08","2’000’000.00","3137F63Z8","US3137F63Z81","-","United States","-","USD","5.74","4.76","1.00","25/Sept/2030","1.57","5.72","-","4.76","5.72","4.76","USD","01/Nov/2020","01/Nov/2020" "FNMA_21-M17 A2","Agency CMBS","Fixed Income","1’641’371","0.38","1’641’371.28","2’000’000.00","3136BGFQ9","US3136BGFQ96","-","United States","-","USD","6.51","4.73","1.00","25/Jul/2031","1.71","6.49","-","4.73","6.49","4.73","USD","01/Jul/2021","01/Jul/2021" "FNMA_21-M19 A2","Agency CMBS","Fixed Income","1’636’973","0.38","1’636’973.46","2’000’000.00","3136BJRY3","US3136BJRY32","-","United States","-","USD","6.74","4.72","1.00","25/Oct/2031","1.74","6.72","-","4.72","6.72","4.72","USD","01/Oct/2021","01/Oct/2021" "FNMA_22-M3 A2","Agency CMBS","Fixed Income","1’624’495","0.38","1’624’495.09","2’000’000.00","3136BLW22","US3136BLW227","-","United States","-","USD","6.96","4.70","1.00","25/Nov/2031","1.76","6.93","-","4.70","6.93","4.70","USD","01/Mar/2022","01/Mar/2022" "FNMA_22-M1 A2","Agency CMBS","Fixed Income","1’623’835","0.38","1’623’834.67","2’000’000.00","3136BKX80","US3136BKX805","-","United States","-","USD","6.87","4.71","1.00","25/Oct/2031","1.67","6.84","-","4.71","6.84","4.71","USD","01/Jan/2022","01/Jan/2022" "FHLMC_K148 A2","Agency CMBS","Fixed Income","1’612’657","0.37","1’612’656.53","1’750’000.00","3137H8U90","US3137H8U904","-","United States","-","USD","6.79","4.73","1.00","25/Jul/2032","3.50","6.76","-","4.73","6.76","4.73","USD","01/Aug/2022","01/Aug/2022" "CD_17-CD3 A4","Non-Agency CMBS","Fixed Income","1’610’902","0.37","1’610’902.39","1’730’000.00","12515GAD9","US12515GAD97","-","United States","-","USD","2.43","6.67","1.00","10/Feb/2050","3.63","2.41","-","6.67","2.41","6.67","USD","01/Feb/2017","01/Feb/2017" "FHMS_K078 A2","Agency CMBS","Fixed Income","1’595’843","0.37","1’595’843.42","1’640’000.00","3137FGR31","US3137FGR317","-","United States","-","USD","3.58","4.65","1.00","25/Jun/2028","3.85","3.57","-","4.65","3.57","4.65","USD","01/Jul/2018","01/Jul/2018" "FHMS_K051 A2","Agency CMBS","Fixed Income","1’594’303","0.37","1’594’303.08","1’630’000.00","3137BM7C4","US3137BM7C47","-","United States","-","USD","1.08","5.40","1.00","25/Sept/2025","3.31","1.07","-","5.40","1.07","5.40","USD","01/Dec/2015","01/Dec/2015" "BANK_19-BN19 A3","Non-Agency CMBS","Fixed Income","1’589’191","0.37","1’589’191.48","1’797’000.00","06540WBD4","US06540WBD48","-","United States","-","USD","4.50","5.95","1.00","17/Aug/2061","3.18","4.46","-","5.95","4.46","5.95","USD","01/Aug/2019","01/Aug/2019" "BANK5_23-5YR2 A3","Non-Agency CMBS","Fixed Income","1’588’523","0.37","1’588’523.45","1’500’000.00","06211CAG0","US06211CAG06","-","United States","-","USD","3.26","5.04","1.00","17/Jul/2056","6.66","3.25","-","5.04","3.25","5.04","USD","01/Jul/2023","01/Jul/2023" "WFCM_16-LC24 A4","Non-Agency CMBS","Fixed Income","1’587’780","0.37","1’587’780.36","1’680’000.00","95000HBF8","US95000HBF82","-","United States","-","USD","2.05","5.75","1.00","15/Oct/2049","2.94","2.04","-","5.75","2.04","5.75","USD","01/Sept/2016","01/Sept/2016" "FNMA_22-M04A A2","Agency CMBS","Fixed Income","1’586’424","0.37","1’586’423.81","1’800’000.00","3136BLP79","US3136BLP791","-","United States","-","USD","5.37","4.64","1.00","25/May/2030","2.29","5.35","-","4.64","5.35","4.64","USD","01/Feb/2022","01/Feb/2022" "CFCRE_16-C4 A4","Non-Agency CMBS","Fixed Income","1’582’806","0.37","1’582’806.05","1’650’000.00","12531YAN8","US12531YAN85","BD6CSZ1","United States","-","USD","1.57","6.06","1.00","10/May/2058","3.28","1.56","-","6.06","1.56","6.06","USD","01/May/2016","01/May/2016" "FHMS_K118 A1","Agency CMBS","Fixed Income","1’579’110","0.37","1’579’109.66","1’798’567.00","3137F62L0","US3137F62L05","-","United States","-","USD","2.91","5.19","1.00","25/Mar/2030","0.79","2.90","-","5.19","2.90","5.19","USD","01/Oct/2020","01/Oct/2020" "FHMS_K135 A2","Agency CMBS","Fixed Income","1’519’152","0.35","1’519’151.56","1’800’000.00","3137H4R36","US3137H4R362","-","United States","-","USD","6.46","4.77","1.00","25/Oct/2031","2.15","6.44","-","4.77","6.44","4.77","USD","01/Dec/2021","01/Dec/2021" "CCUBS_17-C1 A4","Non-Agency CMBS","Fixed Income","1’489’379","0.35","1’489’379.44","1’580’000.00","12508GAU0","US12508GAU04","-","United States","-","USD","3.14","5.49","1.00","15/Nov/2050","3.54","3.12","-","5.49","3.12","5.49","USD","01/Nov/2017","01/Nov/2017" "BBCMS_22-C15 A5","Non-Agency CMBS","Fixed Income","1’487’650","0.34","1’487’649.51","1’640’000.00","05552FBA4","US05552FBA49","-","United States","-","USD","6.51","5.20","1.00","15/Apr/2055","3.66","6.47","-","5.20","6.47","5.20","USD","01/Apr/2022","01/Apr/2022" "FHMS_K127 A2","Agency CMBS","Fixed Income","1’487’613","0.34","1’487’612.78","1’740’000.00","3137FXZ35","US3137FXZ356","-","United States","-","USD","5.98","4.72","1.00","25/Jan/2031","2.11","5.96","-","4.72","5.96","4.72","USD","01/Mar/2021","01/Mar/2021" "FNMA_19-M25 A2","Agency CMBS","Fixed Income","1’483’828","0.34","1’483’828.37","1’658’915.00","3136B7FC0","US3136B7FC06","-","United States","-","USD","4.80","4.65","1.00","25/Nov/2029","2.33","4.79","-","4.65","4.79","4.65","USD","01/Nov/2019","01/Nov/2019" "FHMS_K070 A2","Agency CMBS","Fixed Income","1’477’933","0.34","1’477’932.71","1’541’000.00","3137FCJK1","US3137FCJK14","-","United States","-","USD","3.10","4.68","1.00","25/Nov/2027","3.30","3.09","-","4.68","3.09","4.68","USD","01/Dec/2017","01/Dec/2017" "FHMS_K081 A2","Agency CMBS","Fixed Income","1’460’110","0.34","1’460’110.09","1’500’000.00","3137FJEH8","US3137FJEH82","-","United States","-","USD","3.70","4.67","1.00","25/Aug/2028","3.90","3.69","-","4.67","3.69","4.67","USD","01/Oct/2018","01/Oct/2018" "FHMS K058 A-2","Agency CMBS","Fixed Income","1’457’952","0.34","1’457’951.60","1’527’000.00","3137BSP72","US3137BSP729","BD24G68","United States","-","USD","2.04","4.93","1.00","25/Aug/2026","2.65","2.04","-","4.93","2.04","4.93","USD","01/Nov/2016","01/Nov/2016" "GSMS_15-GS1 A3","Non-Agency CMBS","Fixed Income","1’455’706","0.34","1’455’706.33","1’500’000.00","36252AAC0","US36252AAC09","-","United States","-","USD","1.35","6.11","1.00","10/Nov/2048","3.73","1.34","-","6.11","1.34","6.11","USD","01/Nov/2015","01/Nov/2015" "BMARK_18-B7 A4","Non-Agency CMBS","Fixed Income","1’453’605","0.34","1’453’605.09","1’500’000.00","08162TBB8","US08162TBB89","-","United States","-","USD","3.86","5.41","1.00","16/May/2053","4.51","3.84","-","5.41","3.84","5.41","USD","01/Nov/2018","01/Nov/2018" "UBSCM_19-C16 AS","Non-Agency CMBS","Fixed Income","1’449’639","0.34","1’449’639.40","1’592’158.00","90276YAH6","US90276YAH62","-","United States","-","USD","4.28","6.14","1.00","17/Apr/2052","3.89","4.24","-","6.14","4.24","6.14","USD","01/Apr/2019","01/Apr/2019" "FHMS_K157 A2","Agency CMBS","Fixed Income","1’449’593","0.34","1’449’593.23","1’500’000.00","3137HAAG1","US3137HAAG19","-","United States","-","USD","7.17","4.72","1.00","25/May/2033","4.20","7.14","-","4.72","7.14","4.72","USD","01/Jun/2023","01/Jun/2023" "FHMS_K155 AM","Agency CMBS","Fixed Income","1’446’850","0.34","1’446’850.33","1’500’000.00","3137H9ZW2","-","-","United States","-","USD","7.33","4.78","1.00","25/Apr/2033","4.25","7.30","-","4.78","7.30","4.78","USD","01/Apr/2023","01/Apr/2023" "MSC_21-L6 A2","Non-Agency CMBS","Fixed Income","1’397’708","0.32","1’397’707.69","1’500’000.00","61692CAX6","US61692CAX65","-","United States","-","USD","2.03","5.63","1.00","15/Jun/2054","2.13","2.01","-","5.63","2.01","5.63","USD","01/Jul/2021","01/Jul/2021" "FHMS_K110 A2","Agency CMBS","Fixed Income","1’377’522","0.32","1’377’522.48","1’640’000.00","3137FTZQ3","US3137FTZQ35","-","United States","-","USD","5.29","4.76","1.00","25/Apr/2030","1.48","5.27","-","4.76","5.27","4.76","USD","01/Jun/2020","01/Jun/2020" "FHLMC_20-K1516 A2","Agency CMBS","Fixed Income","1’348’138","0.31","1’348’138.33","1’825’000.00","3137FUZJ6","US3137FUZJ64","-","United States","-","USD","9.38","4.91","1.00","25/May/2035","1.72","9.33","-","4.91","9.33","4.91","USD","01/Jul/2020","01/Jul/2020" "MSBAM_16-C32 A4","Non-Agency CMBS","Fixed Income","1’346’433","0.31","1’346’432.73","1’400’000.00","61691GAS9","US61691GAS93","-","United States","-","USD","2.30","5.50","1.00","15/Dec/2049","3.72","2.29","-","5.50","2.29","5.50","USD","01/Dec/2016","01/Dec/2016" "FHMS_K089 A2","Agency CMBS","Fixed Income","1’340’304","0.31","1’340’303.76","1’400’000.00","3137FL6P4","US3137FL6P46","-","United States","-","USD","4.12","4.65","1.00","25/Jan/2029","3.56","4.10","-","4.65","4.10","4.65","USD","01/Mar/2019","01/Mar/2019" "BMARK_22-B34 A5","Non-Agency CMBS","Fixed Income","1’335’369","0.31","1’335’369.43","1’500’000.00","08161YBG7","US08161YBG70","-","United States","-","USD","6.23","5.70","1.00","15/Apr/2055","3.79","6.18","-","5.70","6.18","5.70","USD","01/Apr/2022","01/Apr/2022" "DBGS_18-C1 A4","Non-Agency CMBS","Fixed Income","1’318’978","0.31","1’318’978.48","1’400’000.00","23307DBA0","US23307DBA00","-","United States","-","USD","3.56","6.23","1.00","15/Oct/2051","4.47","3.52","-","6.23","3.52","6.23","USD","01/Oct/2018","01/Oct/2018" "BBCMS_20-C6 A4","Non-Agency CMBS","Fixed Income","1’318’490","0.31","1’318’489.57","1’500’000.00","05492TBP4","US05492TBP49","-","United States","-","USD","4.99","5.25","1.00","15/Feb/2053","2.64","4.96","-","5.25","4.96","5.25","USD","01/Feb/2020","01/Feb/2020" "CSAIL_19-C15 A3","Non-Agency CMBS","Fixed Income","1’311’409","0.30","1’311’409.22","1’400’000.00","22945DAE3","US22945DAE31","-","United States","-","USD","3.42","5.76","1.00","15/Mar/2052","3.78","3.39","-","5.76","3.39","5.76","USD","01/Mar/2019","01/Mar/2019" "FHMS_K063 A2","Agency CMBS","Fixed Income","1’304’598","0.30","1’304’598.38","1’345’000.00","3137BVZ82","US3137BVZ821","BYPZJK0","United States","-","USD","2.31","4.78","1.00","25/Jan/2027","3.43","2.30","-","4.78","2.30","4.78","USD","01/Mar/2017","01/Mar/2017" "BBCMS_22-C14 A5","Non-Agency CMBS","Fixed Income","1’285’788","0.30","1’285’787.83","1’500’000.00","07336AAE7","US07336AAE73","-","United States","-","USD","6.53","5.33","1.00","15/Feb/2055","2.95","6.48","-","5.33","6.48","5.33","USD","01/Feb/2022","01/Feb/2022" "FHMS_K105 A2","Agency CMBS","Fixed Income","1’282’458","0.30","1’282’458.46","1’485’000.00","3137FRUJ8","US3137FRUJ80","-","United States","-","USD","5.10","4.74","1.00","25/Jan/2030","1.87","5.09","-","4.74","5.09","4.74","USD","01/Mar/2020","01/Mar/2020" "FHMS_K082 A2","Agency CMBS","Fixed Income","1’275’578","0.30","1’275’578.35","1’310’000.00","3137FJKE8","-","-","United States","-","USD","3.78","4.66","1.00","25/Sept/2028","3.92","3.77","-","4.66","3.77","4.66","USD","01/Oct/2018","01/Oct/2018" "CSAIL_20-C19 A3","Non-Agency CMBS","Fixed Income","1’274’417","0.30","1’274’416.90","1’500’000.00","12597NAS2","US12597NAS27","-","United States","-","USD","5.09","5.78","1.00","15/Mar/2053","2.56","5.05","-","5.78","5.05","5.78","USD","01/Mar/2020","01/Mar/2020" "FNMA_17-M14 A2","Agency CMBS","Fixed Income","1’269’778","0.29","1’269’777.79","1’345’220.00","3136AY2H5","US3136AY2H53","-","United States","-","USD","3.30","4.61","1.00","25/Nov/2027","2.81","3.30","-","4.61","3.30","4.61","USD","01/Nov/2017","01/Nov/2017" "FREMF_22-K141 A2","Agency CMBS","Fixed Income","1’267’575","0.29","1’267’575.48","1’500’000.00","3137H6ZM0","US3137H6ZM06","-","United States","-","USD","6.72","4.75","1.00","25/Feb/2032","2.25","6.69","-","4.75","6.69","4.75","USD","01/Apr/2022","01/Apr/2022" "BMARK_20-B17 A5","Non-Agency CMBS","Fixed Income","1’267’409","0.29","1’267’408.93","1’500’000.00","08162MAX6","US08162MAX65","-","United States","-","USD","5.14","5.58","1.00","15/Mar/2053","2.29","5.10","-","5.58","5.10","5.58","USD","01/Mar/2020","01/Mar/2020" "FHMS_K740 A2","Agency CMBS","Fixed Income","1’261’828","0.29","1’261’828.40","1’400’000.00","3137F72B0","US3137F72B05","-","United States","-","USD","3.14","4.76","1.00","25/Sept/2027","1.47","3.14","-","4.76","3.14","4.76","USD","01/Nov/2020","01/Nov/2020" "UBSCM_18-C8 A4","Non-Agency CMBS","Fixed Income","1’256’455","0.29","1’256’454.68","1’325’000.00","90276VAE9","US90276VAE92","-","United States","-","USD","3.32","5.66","1.00","15/Feb/2051","3.98","3.30","-","5.66","3.30","5.66","USD","01/Feb/2018","01/Feb/2018" "BBCMS_21-C11 A5","Non-Agency CMBS","Fixed Income","1’255’238","0.29","1’255’237.81","1’500’000.00","05493MAF1","US05493MAF14","-","United States","-","USD","6.38","5.12","1.00","15/Sept/2054","2.32","6.34","-","5.12","6.34","5.12","USD","01/Sept/2021","01/Sept/2021" "FHMS_K061 A2","Agency CMBS","Fixed Income","1’250’444","0.29","1’250’444.13","1’290’417.00","3137BTUM1","US3137BTUM12","BYXM721","United States","-","USD","2.16","4.84","1.00","25/Nov/2026","3.35","2.15","-","4.84","2.15","4.84","USD","01/Jan/2017","01/Jan/2017" "FHMS_K111 A2","Agency CMBS","Fixed Income","1’244’529","0.29","1’244’528.91","1’500’000.00","3137FUZC1","US3137FUZC12","-","United States","-","USD","5.47","4.74","1.00","25/May/2030","1.35","5.45","-","4.74","5.45","4.74","USD","01/Jul/2020","01/Jul/2020" "FHMS_K118 A2","Agency CMBS","Fixed Income","1’242’534","0.29","1’242’533.68","1’500’000.00","3137F62M8","US3137F62M87","-","United States","-","USD","5.75","4.75","1.00","25/Sept/2030","1.49","5.73","-","4.75","5.73","4.75","USD","01/Oct/2020","01/Oct/2020" "BNK_21-B31 A4","Non-Agency CMBS","Fixed Income","1’242’287","0.29","1’242’286.52","1’500’000.00","06541ABG4","US06541ABG40","-","United States","-","USD","5.89","5.23","1.00","15/Feb/2054","2.04","5.86","-","5.23","5.86","5.23","USD","01/Feb/2021","01/Feb/2021" "FHMS_K130 A2","Agency CMBS","Fixed Income","1’238’435","0.29","1’238’435.49","1’500’000.00","3137H1YS9","US3137H1YS97","-","United States","-","USD","6.35","4.72","1.00","25/Jun/2031","1.72","6.33","-","4.72","6.33","4.72","USD","01/Aug/2021","01/Aug/2021" "FHMS_K117 A2","Agency CMBS","Fixed Income","1’237’945","0.29","1’237’945.04","1’500’000.00","3137FX3Q9","US3137FX3Q92","-","United States","-","USD","5.68","4.76","1.00","25/Aug/2030","1.41","5.66","-","4.76","5.66","4.76","USD","01/Oct/2020","01/Oct/2020" "FHMS_K065 A2","Agency CMBS","Fixed Income","1’237’420","0.29","1’237’419.53","1’285’000.00","3137F1G44","US3137F1G447","BYZ6DK1","United States","-","USD","2.57","4.74","1.00","25/Apr/2027","3.24","2.57","-","4.74","2.57","4.74","USD","01/Jul/2017","01/Jul/2017" "FHMS_K742 AM","Agency CMBS","Fixed Income","1’233’933","0.29","1’233’933.28","1’400’000.00","3137FYZL3","US3137FYZL33","-","United States","-","USD","3.79","4.68","1.00","25/Apr/2028","1.37","3.78","-","4.68","3.78","4.68","USD","01/May/2021","01/May/2021" "WFCM_18-C47 A4","Non-Agency CMBS","Fixed Income","1’220’986","0.28","1’220’985.54","1’250’000.00","95002DBG3","US95002DBG34","-","United States","-","USD","3.72","5.16","1.00","15/Sept/2061","4.44","3.70","-","5.16","3.70","5.16","USD","01/Oct/2018","01/Oct/2018" "JPMCC_17-JP5 AS","Non-Agency CMBS","Fixed Income","1’218’236","0.28","1’218’235.58","1’300’000.00","46647TAX6","US46647TAX63","-","United States","-","USD","2.52","6.55","1.00","15/Mar/2050","3.88","2.49","-","6.55","2.49","6.55","USD","01/Mar/2017","01/Mar/2017" "MSC_16-UB11 A4","Non-Agency CMBS","Fixed Income","1’195’918","0.28","1’195’918.27","1’275’000.00","61767FBA8","US61767FBA84","-","United States","-","USD","2.01","6.03","1.00","15/Aug/2049","2.78","1.99","-","6.03","1.99","6.03","USD","01/Aug/2016","01/Aug/2016" "WFCM_18-C44 A4","Non-Agency CMBS","Fixed Income","1’194’459","0.28","1’194’459.27","1’250’000.00","95001JAW7","US95001JAW71","-","United States","-","USD","2.76","5.68","1.00","15/May/2051","3.95","2.74","-","5.68","2.74","5.68","USD","01/May/2018","01/May/2018" "FNMA_20-M01 A1","Agency CMBS","Fixed Income","1’174’054","0.27","1’174’053.75","1’242’985.00","3136B75L1","US3136B75L13","-","United States","-","USD","2.13","4.82","1.00","25/Oct/2029","2.15","2.12","-","4.82","2.12","4.82","USD","01/Jan/2020","01/Jan/2020" "CGCMT_18-C6 A4","Non-Agency CMBS","Fixed Income","1’140’701","0.26","1’140’700.98","1’199’000.00","17327GAY0","US17327GAY08","-","United States","-","USD","3.90","5.79","1.00","10/Nov/2051","4.41","3.87","-","5.79","3.87","5.79","USD","01/Dec/2018","01/Dec/2018" "BBCMS_23-C22 A5","Non-Agency CMBS","Fixed Income","1’134’683","0.26","1’134’683.06","1’000’000.00","05554FAD7","US05554FAD78","-","United States","-","USD","6.80","5.04","1.00","15/Nov/2056","6.80","6.76","-","5.04","6.76","5.04","USD","01/Nov/2023","01/Nov/2023" "FHMS_K159 A1","Agency CMBS","Fixed Income","1’112’049","0.26","1’112’048.75","1’130’328.00","3137FKKM7","US3137FKKM76","-","United States","-","USD","2.36","4.68","1.00","25/Dec/2029","3.95","2.35","-","4.68","2.35","4.68","USD","01/Dec/2018","01/Dec/2018" "FHMS_K103 A2","Agency CMBS","Fixed Income","1’105’317","0.26","1’105’317.16","1’220’000.00","3137FQKN2","US3137FQKN20","-","United States","-","USD","4.85","4.69","1.00","25/Nov/2029","2.65","4.84","-","4.69","4.84","4.69","USD","01/Dec/2019","01/Dec/2019" "BMO_23-C7 AS","Non-Agency CMBS","Fixed Income","1’091’780","0.25","1’091’780.20","1’000’000.00","05593FAH1","-","-","United States","-","USD","6.93","5.51","1.00","15/Dec/2056","6.65","6.88","-","5.51","6.88","5.51","USD","01/Dec/2023","01/Dec/2023" "FHMS_K106 A2","Agency CMBS","Fixed Income","1’091’234","0.25","1’091’234.10","1’250’000.00","3137FRUT6","US3137FRUT62","-","United States","-","USD","5.09","4.73","1.00","25/Jan/2030","2.07","5.08","-","4.73","5.08","4.73","USD","01/Mar/2020","01/Mar/2020" "BBCMS_23-5C23 AS","Non-Agency CMBS","Fixed Income","1’088’593","0.25","1’088’592.50","1’000’000.00","05493QAD7","US05493QAD79","-","United States","-","USD","3.71","5.41","1.00","15/Dec/2056","7.45","3.68","-","5.41","3.68","5.41","USD","01/Dec/2023","01/Dec/2023" "JPMCC_19-COR5 A4","Non-Agency CMBS","Fixed Income","1’079’189","0.25","1’079’188.71","1’200’000.00","46591EAT4","US46591EAT47","-","United States","-","USD","4.35","5.88","1.00","13/Jun/2052","3.39","4.31","-","5.88","4.31","5.88","USD","01/Jun/2019","01/Jun/2019" "FHMS_K145 A2","Agency CMBS","Fixed Income","1’076’670","0.25","1’076’670.13","1’250’000.00","3137H7QH9","US3137H7QH94","-","United States","-","USD","6.91","4.74","1.00","25/May/2032","2.58","6.88","-","4.74","6.88","4.74","USD","01/Jun/2022","01/Jun/2022" "FHMS_K083 A2","Agency CMBS","Fixed Income","1’076’517","0.25","1’076’516.69","1’100’000.00","3137FJXV6","US3137FJXV65","-","United States","-","USD","3.81","4.66","1.00","25/Sept/2028","4.05","3.80","-","4.66","3.80","4.66","USD","01/Nov/2018","01/Nov/2018" "FHMS_K079 A2","Agency CMBS","Fixed Income","1’072’850","0.25","1’072’849.52","1’100’000.00","3137FGZT5","US3137FGZT52","-","United States","-","USD","3.62","4.65","1.00","25/Jun/2028","3.93","3.62","-","4.65","3.62","4.65","USD","01/Aug/2018","01/Aug/2018" "FNMA_19-M4 A2","Agency CMBS","Fixed Income","1’068’852","0.25","1’068’851.64","1’143’431.00","3136B35Z9","US3136B35Z99","-","United States","-","USD","5.60","4.84","1.00","25/Feb/2031","3.61","5.57","-","4.84","5.57","4.84","USD","01/Mar/2019","01/Mar/2019" "FNMA_19-M12 A2","Agency CMBS","Fixed Income","1’068’569","0.25","1’068’569.00","1’152’938.00","3136B5NV3","US3136B5NV39","-","United States","-","USD","4.47","4.60","1.00","25/Jun/2029","2.88","4.46","-","4.60","4.46","4.60","USD","01/Jul/2019","01/Jul/2019" "FHMS_K107 A2","Agency CMBS","Fixed Income","1’066’587","0.25","1’066’587.44","1’250’000.00","3137FRZA2","US3137FRZA27","-","United States","-","USD","5.09","4.74","1.00","25/Jan/2030","1.64","5.08","-","4.74","5.08","4.74","USD","01/Apr/2020","01/Apr/2020" "BMARK_23-V3 AS","Non-Agency CMBS","Fixed Income","1’063’406","0.25","1’063’406.36","1’000’000.00","08163VAF4","US08163VAF40","-","United States","-","USD","3.46","5.47","1.00","15/Jul/2056","7.10","3.44","-","5.47","3.44","5.47","USD","01/Jul/2023","01/Jul/2023" "BBCMS_22-C18 A5","Non-Agency CMBS","Fixed Income","1’052’380","0.24","1’052’379.54","1’000’000.00","054975AE7","US054975AE77","-","United States","-","USD","6.58","5.02","1.00","15/Dec/2055","5.71","6.54","-","5.02","6.54","5.02","USD","01/Dec/2022","01/Dec/2022" "MSBAM_17-C33 A5","Non-Agency CMBS","Fixed Income","1’047’448","0.24","1’047’447.74","1’100’000.00","61767CAV0","US61767CAV00","-","United States","-","USD","2.62","5.55","1.00","15/May/2050","3.60","2.60","-","5.55","2.60","5.55","USD","01/May/2017","01/May/2017" "JPMDB_17-C5 A5","Non-Agency CMBS","Fixed Income","1’047’392","0.24","1’047’392.02","1’100’000.00","46590TAE5","US46590TAE55","-","United States","-","USD","2.42","5.80","1.00","15/Mar/2050","3.69","2.40","-","5.80","2.40","5.80","USD","01/Mar/2017","01/Mar/2017" "BANK_23-5YR3 A2","Non-Agency CMBS","Fixed Income","1’047’319","0.24","1’047’318.92","999’770.00","06211EAA9","US06211EAA91","-","United States","-","USD","3.24","4.96","1.00","15/Sept/2056","6.25","3.23","-","4.96","3.23","4.96","USD","01/Sept/2023","01/Sept/2023" "FNMA_17-M8 A2","Agency CMBS","Fixed Income","1’035’717","0.24","1’035’716.55","1’080’225.00","3136AW7J0","US3136AW7J01","BDT7YH7","United States","-","USD","2.75","4.61","1.00","25/May/2027","3.06","2.75","-","4.61","2.75","4.61","USD","01/Jul/2017","01/Jul/2017" "FHMS_K115 A2","Agency CMBS","Fixed Income","1’034’770","0.24","1’034’769.68","1’250’000.00","3137FWG79","US3137FWG796","-","United States","-","USD","5.52","4.78","1.00","25/Jun/2030","1.38","5.51","-","4.78","5.51","4.78","USD","01/Sept/2020","01/Sept/2020" "FHMS_K746 A2","Agency CMBS","Fixed Income","1’032’851","0.24","1’032’850.79","1’150’000.00","3137H4BY5","US3137H4BY51","-","United States","-","USD","4.00","4.71","1.00","25/Sept/2028","2.03","3.99","-","4.71","3.99","4.71","USD","01/Nov/2021","01/Nov/2021" "JPMCC_16-JP4 A4","Non-Agency CMBS","Fixed Income","1’032’813","0.24","1’032’812.89","1’090’000.00","46645UAT4","US46645UAT43","-","United States","-","USD","2.30","6.08","1.00","15/Dec/2049","3.65","2.28","-","6.08","2.28","6.08","USD","01/Dec/2016","01/Dec/2016" "GSMS_19-GC40 A4","Non-Agency CMBS","Fixed Income","1’028’234","0.24","1’028’234.09","1’131’000.00","36257HBP0","US36257HBP01","-","United States","-","USD","4.48","5.34","1.00","10/Jul/2052","3.16","4.45","-","5.34","4.45","5.34","USD","01/Jul/2019","01/Jul/2019" "FHMS_K135 A1","Agency CMBS","Fixed Income","1’026’628","0.24","1’026’627.87","1’177’129.00","3137H4R28","US3137H4R289","-","United States","-","USD","3.86","5.12","1.00","25/Oct/2054","1.61","3.84","-","5.12","3.84","5.12","USD","01/Dec/2021","01/Dec/2021" "BMO_22-C3 A5","Non-Agency CMBS","Fixed Income","1’020’382","0.24","1’020’381.64","1’000’000.00","05602QAY9","US05602QAY98","-","United States","-","USD","6.52","5.09","1.00","15/Sept/2054","5.31","6.48","-","5.09","6.48","5.09","USD","01/Oct/2022","01/Oct/2022" "UBSCM_17-C2 A4","Non-Agency CMBS","Fixed Income","1’018’206","0.24","1’018’205.58","1’080’000.00","90276CAE1","US90276CAE12","-","United States","-","USD","2.88","5.60","1.00","15/Aug/2050","3.49","2.86","-","5.60","2.86","5.60","USD","01/Aug/2017","01/Aug/2017" "FHMS_K738-A2 A2","Agency CMBS","Fixed Income","1’014’964","0.24","1’014’964.46","1’100’000.00","3137FTFK8","US3137FTFK84","-","United States","-","USD","2.42","4.86","1.00","25/Jan/2027","1.54","2.41","-","4.86","2.41","4.86","USD","01/May/2020","01/May/2020" "FHMS_K741 A2","Agency CMBS","Fixed Income","1’007’939","0.23","1’007’939.21","1’120’000.00","3137FF3X3","US3137FF3X33","-","United States","-","USD","3.28","4.80","1.00","25/Dec/2027","1.60","3.27","-","4.80","3.27","4.80","USD","01/Mar/2021","01/Mar/2021" "FHMS_K505 A2","Agency CMBS","Fixed Income","1’007’538","0.23","1’007’537.71","1’000’000.00","3137HACX2","US3137HACX24","-","United States","-","USD","3.56","4.66","1.00","25/Jun/2028","4.82","3.55","-","4.66","3.55","4.66","USD","01/Jul/2023","01/Jul/2023" "FHMS_K508 A2","Agency CMBS","Fixed Income","1’004’645","0.23","1’004’645.11","1’000’000.00","3137HAQ74","US3137HAQ748","-","United States","-","USD","3.70","4.70","1.00","25/Aug/2028","4.74","3.69","-","4.70","3.69","4.70","USD","01/Oct/2023","01/Oct/2023" "BANK_18-BNK15 A4","Non-Agency CMBS","Fixed Income","990’280","0.23","990’279.73","1’015’000.00","06036FBC4","US06036FBC41","-","United States","-","USD","3.86","5.13","1.00","15/Nov/2061","4.41","3.84","-","5.13","3.84","5.13","USD","01/Nov/2018","01/Nov/2018" "FREMF_K-751 A2","Agency CMBS","Fixed Income","989’945","0.23","989’945.14","1’000’000.00","3137HA4B9","-","-","United States","-","USD","4.74","4.68","1.00","25/Mar/2030","4.41","4.72","-","4.68","4.72","4.68","USD","01/May/2023","01/May/2023" "FNMA_23-M6 A2","Agency CMBS","Fixed Income","984’300","0.23","984’299.66","1’000’000.00","3136BQDE6","US3136BQDE66","-","United States","-","USD","3.84","4.65","1.00","25/Jul/2028","4.19","3.83","-","4.65","3.83","4.65","USD","01/Jul/2023","01/Jul/2023" "FHMS_K047 A2","Agency CMBS","Fixed Income","982’178","0.23","982’177.83","1’000’000.00","3137BKRJ1","US3137BKRJ11","-","United States","-","USD","0.78","5.68","1.00","25/May/2025","3.33","0.77","-","5.68","0.77","5.68","USD","01/Jul/2015","01/Jul/2015" "FHMS_K048 A2","Agency CMBS","Fixed Income","981’297","0.23","981’296.70","1’000’000.00","3137BLAC2","US3137BLAC24","BYSPNZ0","United States","-","USD","0.82","5.63","1.00","25/Jun/2025","3.28","0.82","-","5.63","0.82","5.63","USD","01/Sept/2015","01/Sept/2015" "FHMS_KS03 A4","Agency CMBS","Fixed Income","981’167","0.23","981’167.34","1’000’000.00","3137BLMD7","US3137BLMD78","-","United States","-","USD","0.83","5.19","1.00","25/May/2025","3.16","0.83","-","5.19","0.83","5.19","USD","01/Oct/2015","01/Oct/2015" "BANK_18-BN12 A4","Non-Agency CMBS","Fixed Income","980’444","0.23","980’444.05","1’010’000.00","06541KBA5","US06541KBA51","-","United States","-","USD","3.54","5.17","1.00","15/May/2061","4.25","3.52","-","5.17","3.52","5.17","USD","01/May/2018","01/May/2018" "WFCM_18-C48 A5","Non-Agency CMBS","Fixed Income","980’081","0.23","980’080.82","1’010’000.00","95001RAX7","US95001RAX70","-","United States","-","USD","3.94","5.14","1.00","15/Jan/2052","4.30","3.92","-","5.14","3.92","5.14","USD","01/Dec/2018","01/Dec/2018" "FHMS_K085 A2","Agency CMBS","Fixed Income","978’024","0.23","978’024.49","1’000’000.00","3137FK4M5","US3137FK4M50","-","United States","-","USD","3.61","4.72","1.00","25/Oct/2028","4.06","3.60","-","4.72","3.60","4.72","USD","01/Dec/2018","01/Dec/2018" "WFCM_15LC22 A4","Non-Agency CMBS","Fixed Income","974’800","0.23","974’799.81","1’000’000.00","94989TAZ7","US94989TAZ75","-","United States","-","USD","1.08","6.36","1.00","15/Sept/2058","3.84","1.07","-","6.36","1.07","6.36","USD","01/Sept/2015","01/Sept/2015" "FHMS_K734 A2","Agency CMBS","Fixed Income","973’846","0.23","973’845.91","1’000’000.00","3137FLN34","US3137FLN340","-","United States","-","USD","1.34","5.21","1.00","25/Feb/2026","3.21","1.34","-","5.21","1.34","5.21","USD","01/Apr/2019","01/Apr/2019" "FHMS_K077 A2","Agency CMBS","Fixed Income","973’382","0.23","973’381.69","1’000’000.00","3137FG6X8","US3137FG6X87","-","United States","-","USD","3.48","4.66","1.00","25/May/2028","3.85","3.47","-","4.66","3.47","4.66","USD","01/Jun/2018","01/Jun/2018" "FHMS_K088 A2","Agency CMBS","Fixed Income","972’563","0.23","972’562.56","1’010’000.00","3137FKZZ2","US3137FKZZ25","-","United States","-","USD","4.09","4.65","1.00","25/Jan/2029","3.69","4.07","-","4.65","4.07","4.65","USD","01/Mar/2019","01/Mar/2019" "FHMS-K091 A2","Agency CMBS","Fixed Income","970’646","0.22","970’646.44","1’017’000.00","3137FLN91","US3137FLN910","-","United States","-","USD","4.18","4.65","1.00","25/Mar/2029","3.50","4.17","-","4.65","4.17","4.65","USD","01/Apr/2019","01/Apr/2019" "FHMS K152 A1","Agency CMBS","Fixed Income","967’553","0.22","967’552.94","1’030’465.00","3137BPVM8","US3137BPVM80","-","United States","-","USD","3.40","4.69","1.00","25/May/2030","2.83","3.39","-","4.69","3.39","4.69","USD","01/Jun/2016","01/Jun/2016" "FHMS_K075 A2","Agency CMBS","Fixed Income","967’415","0.22","967’414.69","1’000’000.00","3137F4X72","US3137F4X727","BD8ZD97","United States","-","USD","3.38","4.66","1.00","25/Feb/2028","3.65","3.37","-","4.66","3.37","4.66","USD","01/Apr/2018","01/Apr/2018" "MSBAM_16-C28 A4","Non-Agency CMBS","Fixed Income","965’559","0.22","965’558.85","1’000’000.00","61766LBS7","US61766LBS79","BYXF9Y6","United States","-","USD","1.47","6.03","1.00","15/Jan/2049","3.54","1.46","-","6.03","1.46","6.03","USD","01/Feb/2016","01/Feb/2016" "CGCMT_18-C5 A4","Non-Agency CMBS","Fixed Income","964’005","0.22","964’004.99","1’000’000.00","17291DAD5","US17291DAD57","-","United States","-","USD","3.49","5.37","1.00","10/Jun/2051","4.23","3.47","-","5.37","3.47","5.37","USD","01/Jun/2018","01/Jun/2018" "BMARK_18-B8 A4","Non-Agency CMBS","Fixed Income","962’892","0.22","962’892.49","1’000’000.00","08162UAV2","US08162UAV26","-","United States","-","USD","2.52","5.55","1.00","15/Jan/2052","3.96","2.50","-","5.55","2.50","5.55","USD","01/Dec/2018","01/Dec/2018" "WFCM_16-C33 A4","Non-Agency CMBS","Fixed Income","960’971","0.22","960’970.95","1’000’000.00","95000LAZ6","US95000LAZ67","-","United States","-","USD","1.56","6.08","1.00","15/Mar/2059","3.43","1.55","-","6.08","1.55","6.08","USD","01/Mar/2016","01/Mar/2016" "FHMS_K073 A2","Agency CMBS","Fixed Income","958’368","0.22","958’368.49","1’000’000.00","3137FETN0","US3137FETN09","-","United States","-","USD","3.25","4.69","1.00","25/Jan/2028","3.35","3.24","-","4.69","3.24","4.69","USD","01/Feb/2018","01/Feb/2018" "FHMS_K066 A2","Agency CMBS","Fixed Income","958’094","0.22","958’094.14","1’000’000.00","3137F2LJ3","US3137F2LJ39","-","United States","-","USD","2.70","4.73","1.00","25/Jun/2027","3.12","2.69","-","4.73","2.69","4.73","USD","01/Aug/2017","01/Aug/2017" "CSAIL_18-CX11 A5","Non-Agency CMBS","Fixed Income","957’319","0.22","957’318.97","1’000’000.00","12652UAU3","US12652UAU34","-","United States","-","USD","3.24","5.46","1.00","15/Apr/2051","4.03","3.22","-","5.46","3.22","5.46","USD","01/Apr/2018","01/Apr/2018" "BACM_17-BNK3 A4","Non-Agency CMBS","Fixed Income","955’635","0.22","955’635.22","1’000’000.00","06427DAS2","US06427DAS27","-","United States","-","USD","2.31","5.62","1.00","15/Feb/2050","3.57","2.29","-","5.62","2.29","5.62","USD","01/Feb/2017","01/Feb/2017" "FREMF_K-158 A2","Agency CMBS","Fixed Income","954’818","0.22","954’817.61","1’000’000.00","3137HAGS9","US3137HAGS92","-","United States","-","USD","7.30","4.72","1.00","25/Jul/2033","4.05","7.27","-","4.72","7.27","4.72","USD","01/Aug/2023","01/Aug/2023" "WFCM_16-C34 A4","Non-Agency CMBS","Fixed Income","954’383","0.22","954’382.97","1’000’000.00","95000DBD2","US95000DBD21","-","United States","-","USD","1.68","5.96","1.00","15/Jun/2049","3.10","1.67","-","5.96","1.67","5.96","USD","01/May/2016","01/May/2016" "FHMS_K092 A2","Agency CMBS","Fixed Income","954’037","0.22","954’037.30","1’010’000.00","3137FLYV0","US3137FLYV03","-","United States","-","USD","4.30","4.65","1.00","25/Apr/2029","3.30","4.29","-","4.65","4.29","4.65","USD","01/May/2019","01/May/2019" "BANK_18-BN13 A4","Non-Agency CMBS","Fixed Income","953’926","0.22","953’925.78","1’000’000.00","06539LBA7","US06539LBA70","-","United States","-","USD","3.41","5.41","1.00","15/Aug/2061","3.95","3.39","-","5.41","3.39","5.41","USD","01/Aug/2018","01/Aug/2018" "BANK_17-BNK4 A4","Non-Agency CMBS","Fixed Income","953’530","0.22","953’530.45","1’000’000.00","06541FBA6","US06541FBA66","BD4HFX5","United States","-","USD","2.53","5.58","1.00","15/May/2050","3.63","2.51","-","5.58","2.51","5.58","USD","01/Apr/2017","01/Apr/2017" "FHMS_K126 A2","Agency CMBS","Fixed 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"FHMS-K152 A1","Agency CMBS","Fixed Income","946’366","0.22","946’366.16","991’258.00","3137H9M71","US3137H9M719","-","United States","-","USD","4.05","4.96","1.00","25/Jan/2032","3.78","4.03","-","4.96","4.03","4.96","USD","01/Dec/2022","01/Dec/2022" "JPMDB_16-C2 A4","Non-Agency CMBS","Fixed Income","946’237","0.22","946’237.13","1’000’000.00","46590LAT9","US46590LAT98","-","United States","-","USD","1.82","6.26","1.00","15/Jun/2049","3.14","1.81","-","6.26","1.81","6.26","USD","01/May/2016","01/May/2016" "MSC_17-H1 A5","Non-Agency CMBS","Fixed Income","945’482","0.22","945’481.84","1’000’000.00","61691JAV6","US61691JAV61","-","United States","-","USD","2.74","5.64","1.00","15/Jun/2050","3.53","2.72","-","5.64","2.72","5.64","USD","01/Jun/2017","01/Jun/2017" "WFCM_17-C38 A5","Non-Agency CMBS","Fixed Income","945’280","0.22","945’279.54","1’000’000.00","95001MAF7","US95001MAF77","-","United 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"FHMS_K747 A2","Agency CMBS","Fixed Income","896’204","0.21","896’203.57","1’000’000.00","3137H5DX2","US3137H5DX26","-","United States","-","USD","4.15","4.69","1.00","25/Nov/2028","2.05","4.14","-","4.69","4.14","4.69","USD","01/Jan/2022","01/Jan/2022" "CD_19-CD8 A4","Non-Agency CMBS","Fixed Income","894’714","0.21","894’713.76","1’000’000.00","12515BAE8","US12515BAE83","-","United States","-","USD","4.70","5.31","1.00","17/Aug/2057","2.91","4.67","-","5.31","4.67","5.31","USD","01/Aug/2019","01/Aug/2019" "UBSCM_19-C17 A4","Non-Agency CMBS","Fixed Income","892’875","0.21","892’874.64","1’000’000.00","90278MBA4","US90278MBA45","-","United States","-","USD","4.68","5.38","1.00","15/Oct/2052","2.92","4.65","-","5.38","4.65","5.38","USD","01/Oct/2019","01/Oct/2019" "CF_19-CF3 A4","Non-Agency CMBS","Fixed Income","892’615","0.21","892’615.25","1’000’000.00","12529TAX1","US12529TAX19","-","United 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A1","Agency CMBS","Fixed Income","828’620","0.19","828’619.70","941’550.00","3136BLR69","US3136BLR698","-","United States","-","USD","4.22","4.72","1.00","25/Nov/2031","1.71","4.20","-","4.72","4.20","4.72","USD","01/Mar/2022","01/Mar/2022" "FHMS_K112 A2","Agency CMBS","Fixed Income","826’387","0.19","826’387.31","1’000’000.00","3137FUZV9","US3137FUZV92","-","United States","-","USD","5.50","4.76","1.00","25/May/2030","1.31","5.48","-","4.76","5.48","4.76","USD","01/Jul/2020","01/Jul/2020" "FNMA_22-M8 A2","Agency CMBS","Fixed Income","825’624","0.19","825’623.59","1’000’000.00","3136BMST6","US3136BMST66","-","United States","-","USD","6.91","4.72","1.00","25/Dec/2031","1.94","6.88","-","4.72","6.88","4.72","USD","01/Apr/2022","01/Apr/2022" "BMARK_21-B25 A5","Non-Agency CMBS","Fixed Income","821’189","0.19","821’189.20","1’000’000.00","08163DAE7","US08163DAE76","-","United 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"COMM_15-CR25 A4","Non-Agency CMBS","Fixed Income","732’544","0.17","732’544.09","750’000.00","12593PAW2","US12593PAW23","BYX0D94","United States","-","USD","1.05","6.20","1.00","10/Aug/2048","3.76","1.04","-","6.20","1.04","6.20","USD","01/Aug/2015","01/Aug/2015" "CGCMT_15-GC31 A4","Non-Agency CMBS","Fixed Income","730’695","0.17","730’694.85","750’000.00","17323YAD1","US17323YAD13","-","United States","-","USD","0.91","6.86","1.00","10/Jun/2048","3.76","0.90","-","6.86","0.90","6.86","USD","01/Jul/2015","01/Jul/2015" "WFCMT_15-LC20 B","Non-Agency CMBS","Fixed Income","723’257","0.17","723’257.37","750’000.00","94989EAK3","US94989EAK38","-","United States","-","USD","0.78","8.60","1.00","15/Apr/2050","3.72","0.76","-","8.60","0.76","8.60","USD","01/Mar/2015","01/Mar/2015" "COMM_15-CR24 B","Non-Agency CMBS","Fixed Income","722’293","0.17","722’292.92","750’000.00","12593JBJ4","US12593JBJ43","-","United 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Income","703’628","0.16","703’627.50","750’000.00","12636LBE9","US12636LBE92","BD6CLC9","United States","-","USD","2.27","7.56","1.00","15/Nov/2048","4.64","2.23","-","7.56","2.23","7.56","USD","01/Feb/2016","01/Feb/2016" "MSBAM_15-C23 A3","Non-Agency CMBS","Fixed Income","701’181","0.16","701’181.21","717’052.00","61690QAD1","US61690QAD16","-","United States","-","USD","0.74","6.65","1.00","15/Jul/2050","3.45","0.74","-","6.65","0.74","6.65","USD","01/Jun/2015","01/Jun/2015" "WFCM_19-C50 A5","Non-Agency CMBS","Fixed Income","700’495","0.16","700’495.30","750’000.00","95001XBB1","US95001XBB10","-","United States","-","USD","4.26","5.39","1.00","15/May/2052","3.73","4.24","-","5.39","4.24","5.39","USD","01/May/2019","01/May/2019" "BMARK_21-B29 A5","Non-Agency CMBS","Fixed Income","696’150","0.16","696’149.85","830’000.00","08163JAE4","US08163JAE47","-","United States","-","USD","6.39","5.14","1.00","15/Sept/2054","2.39","6.36","-","5.14","6.36","5.14","USD","01/Sept/2021","01/Sept/2021" "FHMS_K057 A2","Agency CMBS","Fixed Income","693’476","0.16","693’476.28","725’000.00","3137BRQJ7","US3137BRQJ72","BZC0BP4","United States","-","USD","1.82","5.02","1.00","25/Jul/2026","2.57","1.82","-","5.02","1.82","5.02","USD","01/Sept/2016","01/Sept/2016" "FNMA_17-M1 A2","Agency CMBS","Fixed Income","690’840","0.16","690’840.09","728’889.00","3136AUG21","US3136AUG215","BYX7TQ4","United States","-","USD","2.36","4.73","1.00","25/Oct/2026","2.42","2.36","-","4.73","2.36","4.73","USD","01/Jan/2017","01/Jan/2017" "FNMA_18-M7 A2","Agency CMBS","Fixed Income","688’350","0.16","688’350.30","724’608.00","3136B1K86","US3136B1K865","-","United States","-","USD","3.45","4.58","1.00","25/Mar/2028","3.03","3.44","-","4.58","3.44","4.58","USD","01/May/2018","01/May/2018" "BBCMS_24-C24 B","Non-Agency CMBS","Fixed Income","685’885","0.16","685’884.97","680’000.00","07336VAX9","US07336VAX91","-","United 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"FNMA_18-M14 A2","Agency CMBS","Fixed Income","391’622","0.09","391’621.89","406’683.00","3136B27L0","US3136B27L04","-","United States","-","USD","3.91","4.63","1.00","25/Aug/2028","3.58","3.90","-","4.63","3.90","4.63","USD","01/Nov/2018","01/Nov/2018" "BMARK_21-B23 AS","Non-Agency CMBS","Fixed Income","390’619","0.09","390’618.63","500’000.00","08162RAG2","US08162RAG20","-","United States","-","USD","6.05","6.36","1.00","15/Feb/2054","2.27","5.98","-","6.36","5.98","6.36","USD","01/Feb/2021","01/Feb/2021" "FHMS_K052 A2","Agency CMBS","Fixed Income","389’820","0.09","389’819.80","400’000.00","3137BMTX4","US3137BMTX43","-","United States","-","USD","1.18","5.36","1.00","25/Nov/2025","3.15","1.18","-","5.36","1.18","5.36","USD","01/Feb/2016","01/Feb/2016" "FNMA_16-M10 AV2","Agency CMBS","Fixed Income","389’516","0.09","389’515.51","500’000.00","3136ATX66","US3136ATX667","-","United 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"WFCM_18-C45 AS","Non-Agency CMBS","Fixed Income","334’896","0.08","334’896.41","350’000.00","95001NBB3","US95001NBB38","-","United States","-","USD","3.67","5.69","1.00","15/Jun/2051","4.41","3.64","-","5.69","3.64","5.69","USD","01/Jul/2018","01/Jul/2018" "CSAIL_16-C6 C","Non-Agency CMBS","Fixed Income","316’626","0.07","316’625.68","350’000.00","12636MAL2","US12636MAL28","-","United States","-","USD","2.26","9.49","1.00","15/Jan/2049","4.92","2.20","-","9.49","2.20","9.49","USD","01/May/2016","01/May/2016" "FHMS_K154 A3","Agency CMBS","Fixed Income","316’518","0.07","316’517.91","345’000.00","3137FDET5","US3137FDET50","-","United States","-","USD","6.96","4.72","1.00","25/Nov/2032","3.46","6.94","-","4.72","6.94","4.72","USD","01/Jan/2018","01/Jan/2018" "COMM_16-DC2 A4","Non-Agency CMBS","Fixed Income","314’854","0.07","314’853.61","323’818.00","12594CBE9","US12594CBE93","-","United 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"FNMA_20-M20 A2","Agency CMBS","Fixed Income","210’075","0.05","210’074.87","250’000.00","3136B9WE3","US3136B9WE35","-","United States","-","USD","5.19","4.77","1.00","25/Oct/2029","1.44","5.18","-","4.77","5.18","4.77","USD","01/May/2020","01/May/2020" "BANK_17-BNK7 A5","Non-Agency CMBS","Fixed Income","208’597","0.05","208’597.06","220’000.00","06541XAF7","US06541XAF78","-","United States","-","USD","2.89","5.34","1.00","15/Sept/2060","3.44","2.87","-","5.34","2.87","5.34","USD","01/Sept/2017","01/Sept/2017" "BMARK_19-B9 C","Non-Agency CMBS","Fixed Income","208’414","0.05","208’414.24","250’000.00","08160JAK3","US08160JAK34","-","United States","-","USD","4.80","8.80","1.00","15/Mar/2052","4.97","4.68","-","8.80","4.68","8.80","USD","01/Feb/2019","01/Feb/2019" "BANK_20-BN26 B","Non-Agency CMBS","Fixed Income","205’920","0.05","205’919.67","250’000.00","06540JBU5","US06540JBU51","-","United States","-","USD","5.32","6.58","1.00","15/Mar/2063","2.91","5.25","-","6.58","5.25","6.58","USD","01/Mar/2020","01/Mar/2020" "BANK_21-BN34 A5","Non-Agency CMBS","Fixed Income","199’178","0.05","199’177.69","244’000.00","06541JAL5","US06541JAL52","-","United States","-","USD","6.12","5.76","1.00","15/Jun/2063","2.44","6.07","-","5.76","6.07","5.76","USD","01/Jun/2021","01/Jun/2021" "CGCMT_20-GC46 B","Non-Agency CMBS","Fixed Income","197’145","0.05","197’144.77","234’000.00","17328RBC2","US17328RBC25","-","United States","-","USD","5.25","6.45","1.00","18/Feb/2053","3.15","5.18","-","6.45","5.18","6.45","USD","01/Feb/2020","01/Feb/2020" "WFCM_16-LC25 B","Non-Agency CMBS","Fixed Income","188’699","0.04","188’699.20","198’000.00","95000JBA5","US95000JBA51","-","United States","-","USD","2.44","6.49","1.00","17/Dec/2059","4.33","2.41","-","6.49","2.41","6.49","USD","01/Dec/2016","01/Dec/2016" "BMARK_20-B17 C","Non-Agency CMBS","Fixed Income","186’338","0.04","186’338.16","250’000.00","08162MBD9","US08162MBD92","-","United States","-","USD","5.50","8.72","1.00","15/Mar/2053","3.37","5.37","-","8.72","5.37","8.72","USD","01/Mar/2020","01/Mar/2020" "CSAIL_16-C7 A4","Non-Agency CMBS","Fixed Income","185’431","0.04","185’431.15","193’092.00","12637UAV1","US12637UAV17","-","United States","-","USD","1.50","6.00","1.00","15/Nov/2049","3.21","1.49","-","6.00","1.49","6.00","USD","01/Nov/2016","01/Nov/2016" "MSBAM_16-C32 ASB","Non-Agency CMBS","Fixed Income","175’694","0.04","175’693.79","180’226.00","61691GAQ3","US61691GAQ38","-","United States","-","USD","1.25","5.66","1.00","15/Dec/2049","3.51","1.24","-","5.66","1.24","5.66","USD","01/Dec/2016","01/Dec/2016" "BANK_17-BNK4 ASB","Non-Agency CMBS","Fixed Income","167’952","0.04","167’951.63","172’095.00","06541FAY5","US06541FAY51","-","United States","-","USD","1.22","5.54","1.00","15/May/2050","3.42","1.21","-","5.54","1.21","5.54","USD","01/Apr/2017","01/Apr/2017" "CD_17-CD3 C","Non-Agency CMBS","Fixed Income","158’941","0.04","158’940.90","300’000.00","12515GAH0","US12515GAH02","-","United States","-","USD","3.84","20.19","1.00","10/Feb/2050","4.54","3.56","-","20.19","3.56","20.19","USD","01/Feb/2017","01/Feb/2017" "MSBAM_15-C25 ASB","Non-Agency CMBS","Fixed Income","150’085","0.03","150’085.05","152’297.00","61765TAC7","US61765TAC71","-","United States","-","USD","0.93","6.87","1.00","15/Oct/2048","3.38","0.92","-","6.87","0.92","6.87","USD","01/Oct/2015","01/Oct/2015" "FHMS_K140 A2","Agency CMBS","Fixed Income","139’378","0.03","139’377.50","165’000.00","3137H6LZ6","US3137H6LZ64","-","United States","-","USD","6.71","4.76","1.00","25/Jan/2032","2.25","6.69","-","4.76","6.69","4.76","USD","01/Mar/2022","01/Mar/2022" "CGCMT_15-GC35 A-AB","Non-Agency CMBS","Fixed Income","137’516","0.03","137’515.57","139’099.00","17324KAQ1","US17324KAQ13","-","United States","-","USD","0.84","6.88","1.00","10/Nov/2048","3.61","0.83","-","6.88","0.83","6.88","USD","01/Dec/2015","01/Dec/2015" "MSC_21-L5 ASB","Non-Agency CMBS","Fixed Income","130’144","0.03","130’143.75","145’000.00","61691YAC5","US61691YAC57","-","United States","-","USD","4.23","5.00","1.00","15/May/2054","2.43","4.21","-","5.00","4.21","5.00","USD","01/May/2021","01/May/2021" "FNMA_13-M6 1A2","Agency CMBS","Fixed Income","123’739","0.03","123’738.99","131’449.00","3136AC7G0","US3136AC7G06","-","United States","-","USD","6.62","2.10","1.00","25/Feb/2043","3.39","6.66","-","2.10","6.66","2.10","USD","01/Apr/2013","01/Apr/2013" "BMO_24-C8 C","Non-Agency CMBS","Fixed Income","121’751","0.03","121’750.51","120’000.00","05593HAK0","US05593HAK05","-","United States","-","USD","7.15","6.14","1.00","11/Mar/2057","6.42","7.07","-","6.14","7.07","6.14","USD","01/Mar/2024","01/Mar/2024" "CSAIL_16-C7 A5","Non-Agency CMBS","Fixed Income","108’488","0.03","108’487.80","115’000.00","12637UAW9","US12637UAW99","-","United States","-","USD","2.08","6.40","1.00","15/Nov/2049","3.50","2.06","-","6.40","2.06","6.40","USD","01/Nov/2016","01/Nov/2016" "WFCM_15-C30 ASB","Non-Agency CMBS","Fixed Income","106’070","0.02","106’069.57","107’173.00","94989NBF3","US94989NBF33","-","United States","-","USD","0.92","5.92","1.00","15/Sept/2058","3.41","0.91","-","5.92","0.91","5.92","USD","01/Aug/2015","01/Aug/2015" "WFRBS_14-C24 A5","Non-Agency CMBS","Fixed Income","98’555","0.02","98’554.87","100’000.00","92939KAE8","US92939KAE82","-","United States","-","USD","0.70","8.22","1.00","15/Nov/2047","3.61","0.69","-","8.22","0.69","8.22","USD","01/Nov/2014","01/Nov/2014" "JPMCC_16-JP3 B","Non-Agency CMBS","Fixed Income","92’349","0.02","92’349.38","108’000.00","46590RAK5","US46590RAK59","-","United States","-","USD","2.36","10.15","1.00","15/Aug/2049","3.40","2.29","-","10.15","2.29","10.15","USD","01/Sept/2016","01/Sept/2016" "JPMBB_15-C29 ASB","Non-Agency CMBS","Fixed Income","91’475","0.02","91’474.91","92’459.00","46644RBA2","US46644RBA23","-","United States","-","USD","0.98","5.57","1.00","15/May/2048","3.30","0.97","-","5.57","0.97","5.57","USD","01/Jun/2015","01/Jun/2015" "FNMA_20-M8 A2","Agency CMBS","Fixed Income","83’531","0.02","83’530.64","96’849.00","3136B8M97","US3136B8M973","-","United States","-","USD","5.13","4.69","1.00","25/Feb/2030","1.82","5.11","-","4.69","5.11","4.69","USD","01/Mar/2020","01/Mar/2020" "JPMCC_17-JP5 ASB","Non-Agency CMBS","Fixed Income","77’794","0.02","77’794.05","79’834.00","46647TAT5","US46647TAT51","-","United States","-","USD","1.29","5.67","1.00","15/Mar/2050","3.55","1.28","-","5.67","1.28","5.67","USD","01/Mar/2017","01/Mar/2017" "FNMA_18-M13 A2","Agency CMBS","Fixed Income","73’375","0.02","73’374.84","77’297.00","3136B3DE7","US3136B3DE75","BGKG6B2","United States","-","USD","5.26","4.82","1.00","25/Sept/2030","3.74","5.23","-","4.82","5.23","4.82","USD","01/Oct/2018","01/Oct/2018" "CGCMT_16-P3 A4","Non-Agency CMBS","Fixed Income","71’876","0.02","71’876.05","75’000.00","29429CAD7","US29429CAD74","-","United States","-","USD","1.65","6.00","1.00","15/Apr/2049","3.33","1.64","-","6.00","1.64","6.00","USD","01/Apr/2016","01/Apr/2016" "FHMS_K056 A1","Agency CMBS","Fixed Income","65’988","0.02","65’988.04","67’287.00","3137BQYR2","US3137BQYR24","-","United States","-","USD","0.88","6.32","1.00","25/Jul/2025","2.20","0.87","-","6.32","0.87","6.32","USD","01/Aug/2016","01/Aug/2016" "GSMS_15-GC30 AAB","Non-Agency CMBS","Fixed Income","59’250","0.01","59’250.45","59’581.00","36250GAQ8","US36250GAQ82","-","United States","-","USD","0.56","6.85","1.00","10/May/2050","3.12","0.55","-","6.85","0.55","6.85","USD","01/May/2015","01/May/2015" "FHMS_15-K048 A1","Agency CMBS","Fixed Income","50’313","0.01","50’312.84","50’763.00","3137BL6J2","US3137BL6J27","-","United States","-","USD","0.63","5.79","1.00","25/Dec/2024","2.69","0.63","-","5.79","0.63","5.79","USD","01/Sept/2015","01/Sept/2015" "GSMS_16-GS4 A4","Non-Agency CMBS","Fixed Income","37’110","0.01","37’109.89","39’000.00","36251XAR8","US36251XAR89","-","United States","-","USD","2.25","5.74","1.00","10/Nov/2049","3.44","2.24","-","5.74","2.24","5.74","USD","01/Nov/2016","01/Nov/2016" "GSMS_14-GC24 AAB","Non-Agency CMBS","Fixed Income","24’603","0.01","24’602.71","24’606.00","36253GAF9","US36253GAF90","-","United States","-","USD","0.95","3.44","1.00","10/Sept/2047","3.65","0.95","-","3.44","0.95","3.44","USD","01/Sept/2014","01/Sept/2014" "USD CASH","Cash and/or Derivatives","Cash","-1’806’485","-0.42","-1’806’485.39","-1’806’485.00","-","-","-","United States","-","USD","0.00","5.34","1.00","-","0.00","0.00","-","5.34","0.00","5.34","USD","-","01/Jan/1989"