Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value |
Commercial Mortgage-Backed Securities (Continued) |
United States 4.4% |
20 Times Square Trust, | | | | | |
Series 2018-20TS, Class G, 144A | 3.100 %(cc) | 05/15/35 | | 1,000 | $750,079 |
Series 2018-20TS, Class H, 144A | 3.100(cc) | 05/15/35 | | 1,000 | 730,079 |
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BANK, Series 2017-BNK05, Class A3 | 3.020 | 06/15/60 | | 2,008 | 1,958,344 |
Benchmark Mortgage Trust, Series 2020-B17, Class A4 | 2.042 | 03/15/53 | | 6,200 | 5,250,518 |
Cantor Commercial Real Estate Lending, Series 2019-CF02, Class A3 | 2.647 | 11/15/52 | | 13,263 | 13,199,998 |
CF Mortgage Trust, Series 2020-P01, Class A1, 144A | 2.840(cc) | 04/15/25 | | 9,201 | 8,967,332 |
Citigroup Commercial Mortgage Trust, | | | | | |
Series 2014-GC21, Class XB, IO | 0.290(cc) | 05/10/47 | | 23,375 | 234 |
Series 2016-GC37, Class XB, IO | 0.679(cc) | 04/10/49 | | 33,868 | 303,102 |
Series 2016-P04, Class XB, IO | 1.311(cc) | 07/10/49 | | 9,100 | 195,670 |
Series 2017-P08, Class A2 | 3.109 | 09/15/50 | | 1,767 | 1,730,826 |
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Cold Storage Trust, Series 2020-ICE05, Class E, 144A, 1 Month SOFR + 2.880% (Cap N/A, Floor 2.766%) | 8.208(c) | 11/15/37 | | 4,399 | 4,385,136 |
Commercial Mortgage Trust, Series 2014-UBS04, Class XB, IO, 144A | 0.203(cc) | 08/10/47 | | 50,000 | 500 |
CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A3 | 4.095 | 04/15/51 | | 39 | 38,554 |
Eleven Madison Mortgage Trust, Series 2015-11MD, Class C, 144A | 3.555(cc) | 09/10/35 | | 500 | 436,941 |
ELP Commercial Mortgage Trust, Series 2021-ELP, Class F, 144A, 1 Month SOFR + 2.781% (Cap N/A, Floor 2.667%) | 8.110(c) | 11/15/38 | | 13,584 | 13,278,544 |
FHLMC Multifamily Structured Pass-Through Certificates, | | | | | |
Series K043, Class X1, IO | 0.498(cc) | 12/25/24 | | 11,096 | 10,472 |
Series K049, Class X1, IO | 0.542(cc) | 07/25/25 | | 36,133 | 133,113 |
Series K052, Class X1, IO | 0.620(cc) | 11/25/25 | | 5,229 | 35,486 |
Series K053, Class X1, IO | 0.865(cc) | 12/25/25 | | 42,785 | 389,485 |
Series K054, Class X1, IO | 1.142(cc) | 01/25/26 | | 28,596 | 365,355 |
Series K058, Class X1, IO | 0.904(cc) | 08/25/26 | | 38,230 | 568,296 |
Series K090, Class X1, IO | 0.707(cc) | 02/25/29 | | 22,685 | 644,153 |
Series K111, Class X1, IO | 1.569(cc) | 05/25/30 | | 29,152 | 2,139,781 |
Series K113, Class X1, IO | 1.379(cc) | 06/25/30 | | 118,215 | 7,680,424 |
Series K114, Class X1, IO | 1.115(cc) | 06/25/30 | | 75,011 | 4,018,612 |
Series K116, Class X1, IO | 1.421(cc) | 07/25/30 | | 48,714 | 3,218,897 |
Series K121, Class X1, IO | 1.020(cc) | 10/25/30 | | 125,495 | 6,180,950 |