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%) | 8.219 %(c) | 11/15/37 | | 4,399 | $4,387,885 |
Commercial Mortgage Trust, Series 2014-UBS04, Class XB, IO, 144A | 0.293(cc) | 08/10/47 | | 50,000 | 22,390 |
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 | | 14,090 | 14,036,609 |
CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A3 | 4.095 | 04/15/51 | | 845 | 813,872 |
DBWF Mortgage Trust, Series 2016-85T, Class E, 144A | 3.935(cc) | 12/10/36 | | 3,000 | 1,892,340 |
Eleven Madison Mortgage Trust, Series 2015-11MD, Class C, 144A | 3.673(cc) | 09/10/35 | | 500 | 410,705 |
ELP Commercial Mortgage Trust, Series 2021-ELP, Class F, 144A, 1 Month SOFR + 2.781% (Cap N/A, Floor 2.667%) | 8.115(c) | 11/15/38 | | 13,584 | 13,210,623 |
FHLMC Multifamily Structured Pass-Through Certificates, | | | | | |
Series K043, Class X1, IO | 0.626(cc) | 12/25/24 | | 11,213 | 37,549 |
Series K049, Class X1, IO | 0.673(cc) | 07/25/25 | | 36,570 | 233,815 |
Series K052, Class X1, IO | 0.760(cc) | 11/25/25 | | 11,241 | 101,812 |
Series K053, Class X1, IO | 1.007(cc) | 12/25/25 | | 43,147 | 569,944 |
Series K054, Class X1, IO | 1.286(cc) | 01/25/26 | | 28,899 | 522,053 |
Series K058, Class X1, IO | 1.036(cc) | 08/25/26 | | 38,777 | 728,963 |
Series K090, Class X1, IO | 0.855(cc) | 02/25/29 | | 22,798 | 710,073 |
Series K111, Class X1, IO | 1.680(cc) | 05/25/30 | | 29,210 | 2,246,827 |
Series K113, Class X1, IO | 1.482(cc) | 06/25/30 | | 118,338 | 8,193,732 |
Series K114, Class X1, IO | 1.210(cc) | 06/25/30 | | 75,102 | 4,311,559 |
Series K116, Class X1, IO | 1.527(cc) | 07/25/30 | | 48,856 | 3,461,740 |
Series K121, Class X1, IO | 1.117(cc) | 10/25/30 | | 125,990 | 6,635,977 |
Series KG03, Class X1, IO | 1.478(cc) | 06/25/30 | | 100,917 | 6,808,140 |
Series Q001, Class XA, IO | 2.106(cc) | 02/25/32 | | 5,444 | 407,725 |
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Greystone Commercial Capital Trust, Series 2021-03, Class A, 144A, 1 Month SOFR + 2.344% (Cap N/A, Floor 2.230%) | 7.682(c) | 08/01/24 | | 17,250 | 17,109,526 |
GS Mortgage Securities Corp. Trust, | | | | | |
Series 2021-RENT, Class C, 144A, 1 Month SOFR + 1.664% (Cap N/A, Floor 1.550%)^ | 7.026(c) | 11/21/35 | | 7,700 | 6,514,385 |
Series 2021-RENT, Class D, 144A, 1 Month SOFR + 1.964% (Cap N/A, Floor 1.850%)^ | 7.326(c) | 11/21/35 | | 4,454 | 3,701,152 |