Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Commercial Mortgage-Backed Securities (Continued) |
United States 7.2% |
BANK, | | | | | |
Series 2018-BN10, Class A4 | 3.428 % | 02/15/61 | | 243 | $231,942 |
Series 2020-BN26, Class A3 | 2.155 | 03/15/63 | | 200 | 171,787 |
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Barclays Commercial Mortgage Securities Trust, Series 2018-CHRS, Class C, 144A | 4.409(cc) | 08/05/38 | | 380 | 311,340 |
Benchmark Mortgage Trust, | | | | | |
Series 2018-B02, Class A3 | 3.544 | 02/15/51 | | 200 | 192,361 |
Series 2020-B17, Class A4 | 2.042 | 03/15/53 | | 75 | 62,489 |
Series 2020-B20, Class A3 | 1.945 | 10/15/53 | | 100 | 86,008 |
BX Commercial Mortgage Trust, | | | | | |
Series 2019-XL, Class F, 144A, 1 Month SOFR + 2.114% (Cap N/A, Floor 2.000%) | 7.448(c) | 10/15/36 | | 85 | 84,469 |
Series 2019-XL, Class G, 144A, 1 Month SOFR + 2.414% (Cap N/A, Floor 2.300%) | 7.748(c) | 10/15/36 | | 85 | 84,150 |
Series 2019-XL, Class J, 144A, 1 Month SOFR + 2.764% (Cap N/A, Floor 2.650%) | 8.098(c) | 10/15/36 | | 517 | 502,312 |
Series 2022-AHP, Class E, 144A, 1 Month SOFR + 3.040% (Cap N/A, Floor 3.040%) | 8.373(c) | 01/17/39 | | 300 | 287,216 |
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BX Trust, Series 2022-LBA06, Class E, 144A, 1 Month SOFR + 2.700% (Cap N/A, Floor 2.700%) | 8.033(c) | 01/15/39 | | 350 | 341,250 |
Citigroup Commercial Mortgage Trust, Series 2018-B02, Class A3 | 3.744 | 03/10/51 | | 150 | 143,553 |
Cold Storage Trust, Series 2020-ICE05, Class E, 144A, 1 Month SOFR + 2.880% (Cap N/A, Floor 2.766%) | 8.219(c) | 11/15/37 | | 98 | 98,053 |
Commercial Mortgage Trust, | | | | | |
Series 2014-CR17, Class A5 | 3.977 | 05/10/47 | | 1,000 | 993,629 |
Series 2014-UBS04, Class A5 | 3.694 | 08/10/47 | | 1,000 | 984,035 |
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Credit Suisse Mortgage Capital Certificates, Series 2019-ICE04, Class E, 144A, 1 Month SOFR + 2.197% (Cap N/A, Floor 2.150%) | 7.531(c) | 05/15/36 | | 200 | 198,748 |
FHLMC Multifamily Structured Pass-Through Certificates, | | | | | |
Series K052, Class X1, IO | 0.760(cc) | 11/25/25 | | 4,193 | 37,981 |
Series K111, Class X1, IO | 1.680(cc) | 05/25/30 | | 318 | 24,414 |
Series K113, Class X1, IO | 1.482(cc) | 06/25/30 | | 914 | 63,283 |
Series KG03, Class X1, IO | 1.478(cc) | 06/25/30 | | 1,045 | 70,521 |
GS Mortgage Securities Trust, | | | | | |
Series 2014-GC26, Class A5 | 3.629 | 11/10/47 | | 1,000 | 981,562 |
Series 2018-GS09, Class A3 | 3.727 | 03/10/51 | | 125 | 117,886 |
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