Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Commercial Mortgage-Backed Securities (Continued) |
United States (cont’d.) |
| | |
|
Cold Storage Trust, Series 2020-ICE05, Class E, 144A, 1 Month SOFR + 2.880% (Cap N/A, Floor 2.766%) | 8.102 %(c) | 11/15/37 | | 4,399 | $4,342,337 |
Commercial Mortgage Trust, Series 2014-UBS04, Class XB, IO, 144A | 0.216(cc) | 08/10/47 | | 50,000 | 82,645 |
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE04, Class E, 144A, 1 Month SOFR + 2.197% (Cap N/A, Floor 2.150%) | 7.419(c) | 05/15/36 | | 14,090 | 13,937,569 |
CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A3 | 4.095 | 04/15/51 | | 1,039 | 1,024,929 |
DBWF Mortgage Trust, Series 2016-85T, Class E, 144A | 3.808(cc) | 12/10/36 | | 3,000 | 1,770,459 |
Eleven Madison Mortgage Trust, Series 2015-11MD, Class C, 144A | 3.555(cc) | 09/10/35 | | 500 | 378,884 |
ELP Commercial Mortgage Trust, Series 2021-ELP, Class F, 144A, 1 Month SOFR + 2.781% (Cap N/A, Floor 2.667%) | 8.003(c) | 11/15/38 | | 23,600 | 22,654,001 |
FHLMC Multifamily Structured Pass-Through Certificates, | | | | | |
Series K037, Class X1, IO | 0.923(cc) | 01/25/24 | | 8,136 | 18,677 |
Series K043, Class X1, IO | 0.504(cc) | 12/25/24 | | 11,449 | 70,561 |
Series K049, Class X1, IO | 0.552(cc) | 07/25/25 | | 36,991 | 335,023 |
Series K052, Class X1, IO | 0.631(cc) | 11/25/25 | | 11,376 | 126,430 |
Series K053, Class X1, IO | 0.873(cc) | 12/25/25 | | 43,493 | 747,764 |
Series K054, Class X1, IO | 1.152(cc) | 01/25/26 | | 29,188 | 671,375 |
Series K058, Class X1, IO | 0.911(cc) | 08/25/26 | | 39,221 | 889,189 |
Series K090, Class X1, IO | 0.709(cc) | 02/25/29 | | 22,844 | 773,769 |
Series K111, Class X1, IO | 1.571(cc) | 05/25/30 | | 29,257 | 2,423,142 |
Series K113, Class X1, IO | 1.380(cc) | 06/25/30 | | 118,444 | 8,636,167 |
Series K114, Class X1, IO | 1.116(cc) | 06/25/30 | | 75,189 | 4,563,123 |
Series K116, Class X1, IO | 1.424(cc) | 07/25/30 | | 48,976 | 3,671,629 |
Series K121, Class X1, IO | 1.023(cc) | 10/25/30 | | 126,360 | 7,049,318 |
Series KG03, Class X1, IO | 1.378(cc) | 06/25/30 | | 101,252 | 7,067,933 |
Series Q001, Class XA, IO | 2.110(cc) | 02/25/32 | | 5,689 | 442,446 |
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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%) | 7.566(c) | 08/01/23 | | 17,250 | 17,036,341 |
GS Mortgage Securities Corp. Trust, | | | | | |
Series 2021-RENT, Class C, 144A, 1 Month SOFR + 1.664% (Cap N/A, Floor 1.550%) | 6.928(c) | 11/21/35 | | 7,700 | 7,007,707 |
Series 2021-RENT, Class D, 144A, 1 Month SOFR + 1.964% (Cap N/A, Floor 1.850%) | 7.228(c) | 11/21/35 | | 4,454 | 3,919,685 |