Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Commercial Mortgage-Backed Securities (Continued) |
United States (cont’d.) |
FHLMC Multifamily Structured Pass-Through Certificates, (cont’d.) | | | | | |
Series K052, Class X1, IO | 0.636 %(cc) | 11/25/25 | | 11,513 | $163,297 |
Series K053, Class X1, IO | 0.877(cc) | 12/25/25 | | 43,844 | 887,393 |
Series K054, Class X1, IO | 1.156(cc) | 01/25/26 | | 29,482 | 819,048 |
Series K058, Class X1, IO | 0.915(cc) | 08/25/26 | | 39,670 | 1,058,760 |
Series K090, Class X1, IO | 0.707(cc) | 02/25/29 | | 22,891 | 834,898 |
Series K111, Class X1, IO | 1.572(cc) | 05/25/30 | | 29,295 | 2,606,333 |
Series K113, Class X1, IO | 1.380(cc) | 06/25/30 | | 118,509 | 9,320,134 |
Series K114, Class X1, IO | 1.116(cc) | 06/25/30 | | 75,271 | 4,879,679 |
Series K116, Class X1, IO | 1.425(cc) | 07/25/30 | | 49,041 | 3,965,580 |
Series K121, Class X1, IO | 1.024(cc) | 10/25/30 | | 126,628 | 7,553,696 |
Series KG03, Class X1, IO | 1.379(cc) | 06/25/30 | | 101,531 | 7,836,795 |
Series Q001, Class XA, IO | 2.115(cc) | 02/25/32 | | 5,773 | 600,593 |
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Greystone Commercial Capital Trust, Series 2021-03, Class A, 144A, 1 Month LIBOR + 2.230% (Cap N/A, Floor 2.230%) | 6.684(c) | 08/01/23 | | 17,250 | 16,777,559 |
GS Mortgage Securities Corp. Trust, | | | | | |
Series 2021-RENT, Class C, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 1.550%) | 6.058(c) | 11/21/35 | | 7,700 | 7,062,933 |
Series 2021-RENT, Class D, 144A, 1 Month LIBOR + 1.850% (Cap N/A, Floor 1.850%) | 6.358(c) | 11/21/35 | | 4,454 | 4,026,326 |
GS Mortgage Securities Trust, | | | | | |
Series 2014-GC20, Class XB, IO | 0.472(cc) | 04/10/47 | | 30,000 | 131,928 |
Series 2014-GC22, Class XB, IO | 0.295(cc) | 06/10/47 | | 35,000 | 155,253 |
Series 2014-GC24, Class XB, IO | 0.021(cc) | 09/10/47 | | 83,262 | 20,999 |
Series 2014-GC26, Class XB, IO | 0.306(cc) | 11/10/47 | | 56,483 | 302,613 |
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JPMBB Commercial Mortgage Securities Trust, Series 2016-C01, Class A3 | 3.515 | 03/17/49 | | 95 | 94,737 |
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP06, Class A3 | 3.109 | 07/15/50 | | 2,240 | 2,167,771 |
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR07, Class A4 | 1.915 | 05/13/53 | | 5,000 | 4,052,778 |
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class E, 144A | 4.613(cc) | 07/05/31 | | 5,564 | 4,098,732 |
MKT Mortgage Trust, Series 2020-525M, Class F, 144A | 2.941(cc) | 02/12/40 | | 3,775 | 2,107,202 |
Morgan Stanley Capital I Trust, | | | | | |
Series 2019-MEAD, Class E, 144A | 3.177(cc) | 11/10/36 | | 1,700 | 1,432,501 |
Series 2020-HR08, Class XB, IO | 0.877(cc) | 07/15/53 | | 54,413 | 2,946,954 |