iShares CMBS ETF Fund Holdings as of,"Mar 27, 2024" Inception Date,"Feb 14, 2012" Shares Outstanding,"9,200,000.00" Stock,"-" Bond,"-" Cash,"-" Other,"-"   Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date "BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","10,589,999.99","2.45","10,589,999.99","10,590,000.00","066922477","US0669224778","6922477","United States","-","USD","0.13","5.13","1.00","-","5.34","0.14","-","5.13","0.14","5.13","USD","-","Feb 04, 2009" "FHMS_K506 A2","Agency CMBS","Fixed Income","3,004,173.07","0.70","3,004,173.07","3,000,000.00","3137HAMH6","US3137HAMH63","-","United States","-","USD","3.70","4.66","1.00","Aug 25, 2028","4.65","3.69","-","4.66","3.69","4.66","USD","Sep 01, 2023","Sep 01, 2023" "FNMA_19-M9 A2","Agency CMBS","Fixed Income","2,881,632.09","0.67","2,881,632.09","3,086,558.00","3136B4VT2","US3136B4VT26","-","United States","-","USD","4.18","4.60","1.00","Jun 25, 2029","2.94","4.17","-","4.60","4.17","4.60","USD","Jun 01, 2019","Jun 01, 2019" "FHMS_K074 AM","Agency CMBS","Fixed Income","2,648,432.08","0.61","2,648,432.08","2,750,000.00","3137F4D58","US3137F4D588","-","United States","-","USD","3.54","4.70","1.00","Feb 25, 2028","3.60","3.52","-","4.70","3.52","4.70","USD","Mar 01, 2018","Mar 01, 2018" "BBCMS_23-C20 A5","Non-Agency CMBS","Fixed Income","2,610,688.85","0.60","2,610,688.85","2,500,000.00","07336DAW1","US07336DAW11","-","United States","-","USD","6.82","5.03","1.00","Jul 17, 2056","5.58","6.78","-","5.03","6.78","5.03","USD","Jul 01, 2023","Jul 01, 2023" "BANK_23-5YR1 A3","Non-Agency CMBS","Fixed Income","2,606,101.70","0.60","2,606,101.70","2,500,000.00","06644EAG3","US06644EAG35","-","United States","-","USD","3.05","5.04","1.00","Apr 15, 2056","6.26","3.04","-","5.04","3.04","5.04","USD","Apr 01, 2023","Apr 01, 2023" "BMARK_22-B35 A5","Non-Agency CMBS","Fixed Income","2,585,633.28","0.60","2,585,633.28","2,750,000.00","08163RBQ8","US08163RBQ83","-","United States","-","USD","6.42","5.55","1.00","May 15, 2055","4.59","6.37","-","5.55","6.37","5.55","USD","May 01, 2022","May 01, 2022" "FHMS_K517 A2","Agency CMBS","Fixed Income","2,581,119.26","0.60","2,581,119.26","2,500,000.00","3137HC2C5","US3137HC2C57","-","United States","-","USD","3.99","4.62","1.00","Jan 25, 2029","5.48","3.98","-","4.62","3.98","4.62","USD","Mar 01, 2024","Mar 01, 2024" "FREMF_K-512 A2","Agency CMBS","Fixed Income","2,540,254.98","0.59","2,540,254.98","2,500,000.00","3137HBCF9","US3137HBCF90","-","United States","-","USD","3.80","4.64","1.00","Nov 25, 2028","5.00","3.79","-","4.64","3.79","4.64","USD","Dec 01, 2023","Dec 01, 2023" "FREMF_20-K109 A2","Agency CMBS","Fixed Income","2,529,219.01","0.59","2,529,219.01","3,000,000.00","3137FTFY8","US3137FTFY88","-","United States","-","USD","5.37","4.72","1.00","Apr 25, 2030","1.56","5.35","-","4.72","5.35","4.72","USD","May 01, 2020","May 01, 2020" "GSMS_16-GS3 A4","Non-Agency CMBS","Fixed Income","2,377,165.36","0.55","2,377,165.36","2,530,000.00","36251PAD6","US36251PAD69","-","United States","-","USD","2.28","5.65","1.00","Oct 10, 2049","2.85","2.27","-","5.65","2.27","5.65","USD","Sep 01, 2016","Sep 01, 2016" "FNMA_19-M7 A2","Agency CMBS","Fixed Income","2,321,622.71","0.54","2,321,622.71","2,473,819.00","3136B4QB7","US3136B4QB72","-","United States","-","USD","4.39","4.61","1.00","Apr 25, 2029","3.14","4.38","-","4.61","4.38","4.61","USD","May 01, 2019","May 01, 2019" "FNMA_18-M10 A2","Agency CMBS","Fixed Income","2,279,616.99","0.53","2,279,616.99","2,378,954.00","3136B2HA3","US3136B2HA35","-","United States","-","USD","3.65","4.61","1.00","Jul 25, 2028","3.36","3.64","-","4.61","3.64","4.61","USD","Jul 01, 2018","Jul 01, 2018" "FNMA_20-M1 A2","Agency CMBS","Fixed Income","2,267,756.57","0.53","2,267,756.57","2,530,000.00","3136B75M9","US3136B75M95","-","United States","-","USD","4.99","4.64","1.00","Oct 25, 2029","2.44","4.98","-","4.64","4.98","4.64","USD","Jan 01, 2020","Jan 01, 2020" "FNMA_19-M5 A2","Agency CMBS","Fixed Income","2,256,543.54","0.52","2,256,543.54","2,382,088.00","3136B4KB3","US3136B4KB37","-","United States","-","USD","4.12","4.61","1.00","Feb 25, 2029","3.27","4.11","-","4.61","4.11","4.61","USD","Apr 01, 2019","Apr 01, 2019" "BBCMS_23-C21 AS","Non-Agency CMBS","Fixed Income","2,149,237.33","0.50","2,149,237.33","2,000,000.00","05553WAH2","US05553WAH25","-","United States","-","USD","6.77","5.34","1.00","Sep 15, 2056","6.30","6.72","-","5.34","6.72","5.34","USD","Oct 01, 2023","Oct 01, 2023" "BBCMS_23-5C23 A3","Non-Agency CMBS","Fixed Income","2,137,863.88","0.50","2,137,863.88","2,000,000.00","05493QAB1","US05493QAB14","-","United States","-","USD","3.62","4.97","1.00","Dec 15, 2056","6.67","3.60","-","4.97","3.60","4.97","USD","Dec 01, 2023","Dec 01, 2023" "FHMS_K147 A2","Agency CMBS","Fixed Income","2,087,352.03","0.48","2,087,352.03","2,350,000.00","3137H8BK6","US3137H8BK61","-","United States","-","USD","6.85","4.74","1.00","Jun 25, 2032","3.00","6.82","-","4.74","6.82","4.74","USD","Jul 01, 2022","Jul 01, 2022" "BMO_24-5C3 A3","Non-Agency CMBS","Fixed Income","2,061,465.70","0.48","2,061,465.70","2,000,000.00","09660QAT1","US09660QAT13","-","United States","-","USD","3.80","5.06","1.00","Feb 15, 2057","5.74","3.78","-","5.06","3.78","5.06","USD","Feb 01, 2024","Feb 01, 2024" "FNMA_21-M4 A2","Agency CMBS","Fixed Income","2,037,935.16","0.47","2,037,935.16","2,500,000.00","3136BDZA9","US3136BDZA93","-","United States","-","USD","6.27","4.72","1.00","Feb 25, 2031","1.46","6.25","-","4.72","6.25","4.72","USD","Feb 01, 2021","Feb 01, 2021" "BMARK_23-B38 A2","Non-Agency CMBS","Fixed Income","2,036,372.60","0.47","2,036,372.60","2,000,000.00","081916AB4","US081916AB42","-","United States","-","USD","3.18","5.18","1.00","Apr 15, 2056","5.63","3.17","-","5.18","3.17","5.18","USD","Apr 01, 2023","Apr 01, 2023" "FREMF_K-161 A2","Agency CMBS","Fixed Income","2,035,635.02","0.47","2,035,635.02","2,000,000.00","3137HB2X1","-","-","United States","-","USD","7.22","4.71","1.00","Oct 25, 2033","4.90","7.19","-","4.71","7.19","4.71","USD","Nov 01, 2023","Nov 01, 2023" "FNMA_20-M5 A2","Agency CMBS","Fixed Income","2,018,423.50","0.47","2,018,423.50","2,280,803.00","3136B8TG4","US3136B8TG47","-","United States","-","USD","4.98","4.66","1.00","Jan 25, 2030","2.21","4.97","-","4.66","4.97","4.66","USD","Feb 01, 2020","Feb 01, 2020" "FHMS-K159 A2","Agency CMBS","Fixed Income","1,976,074.10","0.46","1,976,074.10","2,000,000.00","3137HAMB9","-","-","United States","-","USD","7.17","4.71","1.00","Jul 25, 2033","4.50","7.14","-","4.71","7.14","4.71","USD","Sep 01, 2023","Sep 01, 2023" "FHMS-K156 A2","Agency CMBS","Fixed Income","1,967,698.59","0.46","1,967,698.59","2,000,000.00","3137HA2B1","US3137HA2B11","-","United States","-","USD","6.87","4.71","1.00","Feb 25, 2033","4.43","6.84","-","4.71","6.84","4.71","USD","May 01, 2023","May 01, 2023" "FREMF_K-752 A2","Agency CMBS","Fixed Income","1,963,431.98","0.45","1,963,431.98","2,000,000.00","3137HAGZ3","US3137HAGZ36","-","United States","-","USD","5.10","4.69","1.00","Jul 25, 2030","4.28","5.08","-","4.69","5.08","4.69","USD","Aug 01, 2023","Aug 01, 2023" "FHLMC_K154 A2","Agency CMBS","Fixed Income","1,956,817.53","0.45","1,956,817.53","2,000,000.00","3137H9UD9","US3137H9UD90","-","United States","-","USD","6.89","4.71","1.00","Jan 25, 2033","4.35","6.86","-","4.71","6.86","4.71","USD","Mar 01, 2023","Mar 01, 2023" "FREMF_K-751 AM","Agency CMBS","Fixed Income","1,944,403.98","0.45","1,944,403.98","2,000,000.00","3137HA4C7","-","-","United States","-","USD","5.08","4.83","1.00","Apr 25, 2030","4.33","5.06","-","4.83","5.06","4.83","USD","May 01, 2023","May 01, 2023" "FHMS_K076 AM","Agency CMBS","Fixed Income","1,942,601.93","0.45","1,942,601.93","2,000,000.00","3137FEZV5","US3137FEZV50","-","United States","-","USD","3.60","4.75","1.00","Apr 25, 2028","3.90","3.58","-","4.75","3.58","4.75","USD","May 01, 2018","May 01, 2018" "FHMS_K155 A2","Agency CMBS","Fixed Income","1,941,546.59","0.45","1,941,546.59","2,000,000.00","3137H9ZV4","US3137H9ZV44","-","United States","-","USD","7.08","4.71","1.00","Apr 25, 2033","4.25","7.05","-","4.71","7.05","4.71","USD","Apr 01, 2023","Apr 01, 2023" "FREMF_K-082 AM","Agency CMBS","Fixed Income","1,939,281.00","0.45","1,939,281.00","2,000,000.00","3137FJKF5","US3137FJKF52","-","United States","-","USD","3.97","4.74","1.00","Sep 25, 2028","3.92","3.95","-","4.74","3.95","4.74","USD","Oct 01, 2018","Oct 01, 2018" "CGCMT_16-C1 A3","Non-Agency CMBS","Fixed Income","1,897,253.78","0.44","1,897,253.78","1,987,859.00","17290YAQ1","US17290YAQ17","-","United States","-","USD","1.60","5.96","1.00","May 10, 2049","2.94","1.59","-","5.96","1.59","5.96","USD","May 01, 2016","May 01, 2016" "FHMS-K152 A2","Agency CMBS","Fixed Income","1,877,175.40","0.43","1,877,175.40","2,000,000.00","3137H9M89","US3137H9M891","-","United States","-","USD","6.92","4.73","1.00","Nov 25, 2032","3.78","6.89","-","4.73","6.89","4.73","USD","Dec 01, 2022","Dec 01, 2022" "FHMS_K150 A2","Agency CMBS","Fixed Income","1,870,062.33","0.43","1,870,062.33","2,000,000.00","3137H9C98","-","-","United States","-","USD","6.81","4.73","1.00","Sep 25, 2032","3.71","6.78","-","4.73","6.78","4.73","USD","Oct 01, 2022","Oct 01, 2022" "WFCM_15-NXS4 A4","Non-Agency CMBS","Fixed Income","1,869,348.73","0.43","1,869,348.73","1,920,000.00","94989XBC8","US94989XBC83","-","United States","-","USD","1.26","5.96","1.00","Dec 17, 2048","3.72","1.25","-","5.96","1.25","5.96","USD","Dec 01, 2015","Dec 01, 2015" "CSAIL_15-C3 A4","Non-Agency CMBS","Fixed Income","1,851,451.46","0.43","1,851,451.46","1,900,000.00","12635FAT1","US12635FAT12","BZ052N6","United States","-","USD","0.99","6.49","1.00","Aug 15, 2048","3.72","0.98","-","6.49","0.98","6.49","USD","Aug 01, 2015","Aug 01, 2015" "FHMS_K108 A2","Agency CMBS","Fixed Income","1,817,694.60","0.42","1,817,694.60","2,153,000.00","3137FTBM8","US3137FTBM86","-","United States","-","USD","5.22","4.74","1.00","Mar 25, 2030","1.52","5.20","-","4.74","5.20","4.74","USD","May 01, 2020","May 01, 2020" "FHMS_K120-A2 A2","Agency CMBS","Fixed Income","1,816,606.82","0.42","1,816,606.82","2,200,000.00","3137F72P9","US3137F72P90","-","United States","-","USD","5.86","4.75","1.00","Oct 25, 2030","1.50","5.84","-","4.75","5.84","4.75","USD","Nov 01, 2020","Nov 01, 2020" "BMARK_19-B14 A5","Non-Agency CMBS","Fixed Income","1,804,108.73","0.42","1,804,108.73","2,000,000.00","08162YAE2","US08162YAE23","-","United States","-","USD","4.83","5.22","1.00","Dec 15, 2062","3.05","4.80","-","5.22","4.80","5.22","USD","Nov 01, 2019","Nov 01, 2019" "FNMA_16-M9 A2","Agency CMBS","Fixed Income","1,791,586.33","0.42","1,791,586.33","1,881,839.00","3136ATYT5","US3136ATYT54","-","United States","-","USD","1.97","4.79","1.00","Jun 25, 2026","2.29","1.97","-","4.79","1.97","4.79","USD","Sep 01, 2016","Sep 01, 2016" "CSAIL_19-C17 A5","Non-Agency CMBS","Fixed Income","1,776,770.07","0.41","1,776,770.07","2,000,000.00","12597BAU3","US12597BAU35","-","United States","-","USD","4.71","5.56","1.00","Sep 15, 2052","3.02","4.67","-","5.56","4.67","5.56","USD","Sep 01, 2019","Sep 01, 2019" "FHMS_K049 A2","Agency CMBS","Fixed Income","1,757,693.73","0.41","1,757,693.73","1,800,000.00","3137BLMZ8","US3137BLMZ80","-","United States","-","USD","0.92","5.63","1.00","Jul 25, 2025","3.01","0.92","-","5.63","0.92","5.63","USD","Oct 01, 2015","Oct 01, 2015" "FNMA_19-M2 A2","Agency CMBS","Fixed Income","1,741,548.24","0.40","1,741,548.24","1,806,584.00","3136B3J50","US3136B3J509","-","United States","-","USD","3.97","4.63","1.00","Nov 25, 2028","3.62","3.96","-","4.63","3.96","4.63","USD","Feb 01, 2019","Feb 01, 2019" "WFCM_21-C59 A5","Non-Agency CMBS","Fixed Income","1,708,474.91","0.40","1,708,474.91","2,000,000.00","95003CAJ9","US95003CAJ99","-","United States","-","USD","6.00","5.27","1.00","Apr 15, 2054","2.63","5.96","-","5.27","5.96","5.27","USD","May 01, 2021","May 01, 2021" "BMARK_21-B31 A5","Non-Agency CMBS","Fixed Income","1,697,787.12","0.39","1,697,787.12","2,000,000.00","08163MAE7","US08163MAE75","-","United States","-","USD","6.61","5.16","1.00","Dec 15, 2054","2.67","6.57","-","5.16","6.57","5.16","USD","Dec 01, 2021","Dec 01, 2021" "BBCMS_24-C24 AS","Non-Agency CMBS","Fixed Income","1,696,225.66","0.39","1,696,225.66","1,630,000.00","07336VAW1","US07336VAW19","-","United States","-","USD","7.25","5.41","1.00","Feb 15, 2057","5.87","7.20","-","5.41","7.20","5.41","USD","Feb 01, 2024","Feb 01, 2024" "FREMF_K136 A2","Agency CMBS","Fixed Income","1,681,505.99","0.39","1,681,505.99","2,000,000.00","3137H4SH4","US3137H4SH46","-","United States","-","USD","6.61","4.74","1.00","Nov 25, 2031","2.13","6.59","-","4.74","6.59","4.74","USD","Dec 01, 2021","Dec 01, 2021" "FNMA_16-M5 A2","Agency CMBS","Fixed Income","1,680,583.89","0.39","1,680,583.89","1,754,663.00","3136AR5S3","US3136AR5S36","-","United States","-","USD","1.86","4.79","1.00","Apr 25, 2026","2.47","1.86","-","4.79","1.86","4.79","USD","May 01, 2016","May 01, 2016" "FHMS_K086 A2","Agency CMBS","Fixed Income","1,673,970.39","0.39","1,673,970.39","1,725,000.00","3137FKSH0","US3137FKSH00","-","United States","-","USD","3.95","4.66","1.00","Nov 25, 2028","3.86","3.94","-","4.66","3.94","4.66","USD","Dec 01, 2018","Dec 01, 2018" "FHMS_K116 A2","Agency CMBS","Fixed Income","1,672,388.25","0.39","1,672,388.25","2,025,000.00","3137FWHT0","US3137FWHT05","-","United States","-","USD","5.62","4.76","1.00","Jul 25, 2030","1.38","5.60","-","4.76","5.60","4.76","USD","Sep 01, 2020","Sep 01, 2020" "FHMS_K119 A2","Agency CMBS","Fixed Income","1,663,364.08","0.39","1,663,364.08","2,000,000.00","3137F63Z8","US3137F63Z81","-","United States","-","USD","5.74","4.76","1.00","Sep 25, 2030","1.57","5.72","-","4.76","5.72","4.76","USD","Nov 01, 2020","Nov 01, 2020" "FNMA_21-M17 A2","Agency CMBS","Fixed Income","1,641,371.28","0.38","1,641,371.28","2,000,000.00","3136BGFQ9","US3136BGFQ96","-","United States","-","USD","6.51","4.73","1.00","Jul 25, 2031","1.71","6.49","-","4.73","6.49","4.73","USD","Jul 01, 2021","Jul 01, 2021" "FNMA_21-M19 A2","Agency CMBS","Fixed Income","1,636,973.46","0.38","1,636,973.46","2,000,000.00","3136BJRY3","US3136BJRY32","-","United States","-","USD","6.74","4.72","1.00","Oct 25, 2031","1.74","6.72","-","4.72","6.72","4.72","USD","Oct 01, 2021","Oct 01, 2021" "FNMA_22-M3 A2","Agency CMBS","Fixed Income","1,624,495.09","0.38","1,624,495.09","2,000,000.00","3136BLW22","US3136BLW227","-","United States","-","USD","6.96","4.70","1.00","Nov 25, 2031","1.76","6.93","-","4.70","6.93","4.70","USD","Mar 01, 2022","Mar 01, 2022" "FNMA_22-M1 A2","Agency CMBS","Fixed Income","1,623,834.67","0.38","1,623,834.67","2,000,000.00","3136BKX80","US3136BKX805","-","United States","-","USD","6.87","4.71","1.00","Oct 25, 2031","1.67","6.84","-","4.71","6.84","4.71","USD","Jan 01, 2022","Jan 01, 2022" "FHLMC_K148 A2","Agency CMBS","Fixed Income","1,612,656.53","0.37","1,612,656.53","1,750,000.00","3137H8U90","US3137H8U904","-","United States","-","USD","6.79","4.73","1.00","Jul 25, 2032","3.50","6.76","-","4.73","6.76","4.73","USD","Aug 01, 2022","Aug 01, 2022" "CD_17-CD3 A4","Non-Agency CMBS","Fixed Income","1,610,902.39","0.37","1,610,902.39","1,730,000.00","12515GAD9","US12515GAD97","-","United States","-","USD","2.43","6.67","1.00","Feb 10, 2050","3.63","2.41","-","6.67","2.41","6.67","USD","Feb 01, 2017","Feb 01, 2017" "FHMS_K078 A2","Agency CMBS","Fixed Income","1,595,843.42","0.37","1,595,843.42","1,640,000.00","3137FGR31","US3137FGR317","-","United States","-","USD","3.58","4.65","1.00","Jun 25, 2028","3.85","3.57","-","4.65","3.57","4.65","USD","Jul 01, 2018","Jul 01, 2018" "FHMS_K051 A2","Agency CMBS","Fixed Income","1,594,303.08","0.37","1,594,303.08","1,630,000.00","3137BM7C4","US3137BM7C47","-","United States","-","USD","1.08","5.40","1.00","Sep 25, 2025","3.31","1.07","-","5.40","1.07","5.40","USD","Dec 01, 2015","Dec 01, 2015" "BANK_19-BN19 A3","Non-Agency CMBS","Fixed Income","1,589,191.48","0.37","1,589,191.48","1,797,000.00","06540WBD4","US06540WBD48","-","United States","-","USD","4.50","5.95","1.00","Aug 17, 2061","3.18","4.46","-","5.95","4.46","5.95","USD","Aug 01, 2019","Aug 01, 2019" "BANK5_23-5YR2 A3","Non-Agency CMBS","Fixed Income","1,588,523.45","0.37","1,588,523.45","1,500,000.00","06211CAG0","US06211CAG06","-","United States","-","USD","3.26","5.04","1.00","Jul 17, 2056","6.66","3.25","-","5.04","3.25","5.04","USD","Jul 01, 2023","Jul 01, 2023" "WFCM_16-LC24 A4","Non-Agency CMBS","Fixed Income","1,587,780.36","0.37","1,587,780.36","1,680,000.00","95000HBF8","US95000HBF82","-","United States","-","USD","2.05","5.75","1.00","Oct 15, 2049","2.94","2.04","-","5.75","2.04","5.75","USD","Sep 01, 2016","Sep 01, 2016" "FNMA_22-M04A A2","Agency CMBS","Fixed Income","1,586,423.81","0.37","1,586,423.81","1,800,000.00","3136BLP79","US3136BLP791","-","United States","-","USD","5.37","4.64","1.00","May 25, 2030","2.29","5.35","-","4.64","5.35","4.64","USD","Feb 01, 2022","Feb 01, 2022" "CFCRE_16-C4 A4","Non-Agency CMBS","Fixed Income","1,582,806.05","0.37","1,582,806.05","1,650,000.00","12531YAN8","US12531YAN85","BD6CSZ1","United States","-","USD","1.57","6.06","1.00","May 10, 2058","3.28","1.56","-","6.06","1.56","6.06","USD","May 01, 2016","May 01, 2016" "FHMS_K118 A1","Agency CMBS","Fixed Income","1,579,109.66","0.37","1,579,109.66","1,798,567.00","3137F62L0","US3137F62L05","-","United States","-","USD","2.91","5.19","1.00","Mar 25, 2030","0.79","2.90","-","5.19","2.90","5.19","USD","Oct 01, 2020","Oct 01, 2020" "FHMS_K135 A2","Agency CMBS","Fixed Income","1,519,151.56","0.35","1,519,151.56","1,800,000.00","3137H4R36","US3137H4R362","-","United States","-","USD","6.46","4.77","1.00","Oct 25, 2031","2.15","6.44","-","4.77","6.44","4.77","USD","Dec 01, 2021","Dec 01, 2021" "CCUBS_17-C1 A4","Non-Agency CMBS","Fixed Income","1,489,379.44","0.35","1,489,379.44","1,580,000.00","12508GAU0","US12508GAU04","-","United States","-","USD","3.14","5.49","1.00","Nov 15, 2050","3.54","3.12","-","5.49","3.12","5.49","USD","Nov 01, 2017","Nov 01, 2017" "BBCMS_22-C15 A5","Non-Agency CMBS","Fixed Income","1,487,649.51","0.34","1,487,649.51","1,640,000.00","05552FBA4","US05552FBA49","-","United States","-","USD","6.51","5.20","1.00","Apr 15, 2055","3.66","6.47","-","5.20","6.47","5.20","USD","Apr 01, 2022","Apr 01, 2022" "FHMS_K127 A2","Agency CMBS","Fixed Income","1,487,612.78","0.34","1,487,612.78","1,740,000.00","3137FXZ35","US3137FXZ356","-","United States","-","USD","5.98","4.72","1.00","Jan 25, 2031","2.11","5.96","-","4.72","5.96","4.72","USD","Mar 01, 2021","Mar 01, 2021" "FNMA_19-M25 A2","Agency CMBS","Fixed Income","1,483,828.37","0.34","1,483,828.37","1,658,915.00","3136B7FC0","US3136B7FC06","-","United States","-","USD","4.80","4.65","1.00","Nov 25, 2029","2.33","4.79","-","4.65","4.79","4.65","USD","Nov 01, 2019","Nov 01, 2019" "FHMS_K070 A2","Agency CMBS","Fixed Income","1,477,932.71","0.34","1,477,932.71","1,541,000.00","3137FCJK1","US3137FCJK14","-","United States","-","USD","3.10","4.68","1.00","Nov 25, 2027","3.30","3.09","-","4.68","3.09","4.68","USD","Dec 01, 2017","Dec 01, 2017" "FHMS_K081 A2","Agency CMBS","Fixed Income","1,460,110.09","0.34","1,460,110.09","1,500,000.00","3137FJEH8","US3137FJEH82","-","United States","-","USD","3.70","4.67","1.00","Aug 25, 2028","3.90","3.69","-","4.67","3.69","4.67","USD","Oct 01, 2018","Oct 01, 2018" "FHMS K058 A-2","Agency CMBS","Fixed Income","1,457,951.60","0.34","1,457,951.60","1,527,000.00","3137BSP72","US3137BSP729","BD24G68","United States","-","USD","2.04","4.93","1.00","Aug 25, 2026","2.65","2.04","-","4.93","2.04","4.93","USD","Nov 01, 2016","Nov 01, 2016" "GSMS_15-GS1 A3","Non-Agency CMBS","Fixed Income","1,455,706.33","0.34","1,455,706.33","1,500,000.00","36252AAC0","US36252AAC09","-","United States","-","USD","1.35","6.11","1.00","Nov 10, 2048","3.73","1.34","-","6.11","1.34","6.11","USD","Nov 01, 2015","Nov 01, 2015" "BMARK_18-B7 A4","Non-Agency CMBS","Fixed Income","1,453,605.09","0.34","1,453,605.09","1,500,000.00","08162TBB8","US08162TBB89","-","United States","-","USD","3.86","5.41","1.00","May 16, 2053","4.51","3.84","-","5.41","3.84","5.41","USD","Nov 01, 2018","Nov 01, 2018" "UBSCM_19-C16 AS","Non-Agency CMBS","Fixed Income","1,449,639.40","0.34","1,449,639.40","1,592,158.00","90276YAH6","US90276YAH62","-","United States","-","USD","4.28","6.14","1.00","Apr 17, 2052","3.89","4.24","-","6.14","4.24","6.14","USD","Apr 01, 2019","Apr 01, 2019" "FHMS_K157 A2","Agency CMBS","Fixed Income","1,449,593.23","0.34","1,449,593.23","1,500,000.00","3137HAAG1","US3137HAAG19","-","United States","-","USD","7.17","4.72","1.00","May 25, 2033","4.20","7.14","-","4.72","7.14","4.72","USD","Jun 01, 2023","Jun 01, 2023" "FHMS_K155 AM","Agency CMBS","Fixed Income","1,446,850.33","0.34","1,446,850.33","1,500,000.00","3137H9ZW2","-","-","United States","-","USD","7.33","4.78","1.00","Apr 25, 2033","4.25","7.30","-","4.78","7.30","4.78","USD","Apr 01, 2023","Apr 01, 2023" "MSC_21-L6 A2","Non-Agency CMBS","Fixed Income","1,397,707.69","0.32","1,397,707.69","1,500,000.00","61692CAX6","US61692CAX65","-","United States","-","USD","2.03","5.63","1.00","Jun 15, 2054","2.13","2.01","-","5.63","2.01","5.63","USD","Jul 01, 2021","Jul 01, 2021" "FHMS_K110 A2","Agency CMBS","Fixed Income","1,377,522.48","0.32","1,377,522.48","1,640,000.00","3137FTZQ3","US3137FTZQ35","-","United States","-","USD","5.29","4.76","1.00","Apr 25, 2030","1.48","5.27","-","4.76","5.27","4.76","USD","Jun 01, 2020","Jun 01, 2020" "FHLMC_20-K1516 A2","Agency CMBS","Fixed Income","1,348,138.33","0.31","1,348,138.33","1,825,000.00","3137FUZJ6","US3137FUZJ64","-","United States","-","USD","9.38","4.91","1.00","May 25, 2035","1.72","9.33","-","4.91","9.33","4.91","USD","Jul 01, 2020","Jul 01, 2020" "MSBAM_16-C32 A4","Non-Agency CMBS","Fixed Income","1,346,432.73","0.31","1,346,432.73","1,400,000.00","61691GAS9","US61691GAS93","-","United States","-","USD","2.30","5.50","1.00","Dec 15, 2049","3.72","2.29","-","5.50","2.29","5.50","USD","Dec 01, 2016","Dec 01, 2016" "FHMS_K089 A2","Agency CMBS","Fixed Income","1,340,303.76","0.31","1,340,303.76","1,400,000.00","3137FL6P4","US3137FL6P46","-","United States","-","USD","4.12","4.65","1.00","Jan 25, 2029","3.56","4.10","-","4.65","4.10","4.65","USD","Mar 01, 2019","Mar 01, 2019" "BMARK_22-B34 A5","Non-Agency CMBS","Fixed Income","1,335,369.43","0.31","1,335,369.43","1,500,000.00","08161YBG7","US08161YBG70","-","United States","-","USD","6.23","5.70","1.00","Apr 15, 2055","3.79","6.18","-","5.70","6.18","5.70","USD","Apr 01, 2022","Apr 01, 2022" "DBGS_18-C1 A4","Non-Agency CMBS","Fixed Income","1,318,978.48","0.31","1,318,978.48","1,400,000.00","23307DBA0","US23307DBA00","-","United States","-","USD","3.56","6.23","1.00","Oct 15, 2051","4.47","3.52","-","6.23","3.52","6.23","USD","Oct 01, 2018","Oct 01, 2018" "BBCMS_20-C6 A4","Non-Agency CMBS","Fixed Income","1,318,489.57","0.31","1,318,489.57","1,500,000.00","05492TBP4","US05492TBP49","-","United States","-","USD","4.99","5.25","1.00","Feb 15, 2053","2.64","4.96","-","5.25","4.96","5.25","USD","Feb 01, 2020","Feb 01, 2020" "CSAIL_19-C15 A3","Non-Agency CMBS","Fixed Income","1,311,409.22","0.30","1,311,409.22","1,400,000.00","22945DAE3","US22945DAE31","-","United States","-","USD","3.42","5.76","1.00","Mar 15, 2052","3.78","3.39","-","5.76","3.39","5.76","USD","Mar 01, 2019","Mar 01, 2019" "FHMS_K063 A2","Agency CMBS","Fixed Income","1,304,598.38","0.30","1,304,598.38","1,345,000.00","3137BVZ82","US3137BVZ821","BYPZJK0","United States","-","USD","2.31","4.78","1.00","Jan 25, 2027","3.43","2.30","-","4.78","2.30","4.78","USD","Mar 01, 2017","Mar 01, 2017" "BBCMS_22-C14 A5","Non-Agency CMBS","Fixed Income","1,285,787.83","0.30","1,285,787.83","1,500,000.00","07336AAE7","US07336AAE73","-","United States","-","USD","6.53","5.33","1.00","Feb 15, 2055","2.95","6.48","-","5.33","6.48","5.33","USD","Feb 01, 2022","Feb 01, 2022" "FHMS_K105 A2","Agency CMBS","Fixed Income","1,282,458.46","0.30","1,282,458.46","1,485,000.00","3137FRUJ8","US3137FRUJ80","-","United States","-","USD","5.10","4.74","1.00","Jan 25, 2030","1.87","5.09","-","4.74","5.09","4.74","USD","Mar 01, 2020","Mar 01, 2020" "FHMS_K082 A2","Agency CMBS","Fixed Income","1,275,578.35","0.30","1,275,578.35","1,310,000.00","3137FJKE8","-","-","United States","-","USD","3.78","4.66","1.00","Sep 25, 2028","3.92","3.77","-","4.66","3.77","4.66","USD","Oct 01, 2018","Oct 01, 2018" "CSAIL_20-C19 A3","Non-Agency CMBS","Fixed Income","1,274,416.90","0.30","1,274,416.90","1,500,000.00","12597NAS2","US12597NAS27","-","United States","-","USD","5.09","5.78","1.00","Mar 15, 2053","2.56","5.05","-","5.78","5.05","5.78","USD","Mar 01, 2020","Mar 01, 2020" "FNMA_17-M14 A2","Agency CMBS","Fixed Income","1,269,777.79","0.29","1,269,777.79","1,345,220.00","3136AY2H5","US3136AY2H53","-","United States","-","USD","3.30","4.61","1.00","Nov 25, 2027","2.81","3.30","-","4.61","3.30","4.61","USD","Nov 01, 2017","Nov 01, 2017" "FREMF_22-K141 A2","Agency CMBS","Fixed Income","1,267,575.48","0.29","1,267,575.48","1,500,000.00","3137H6ZM0","US3137H6ZM06","-","United States","-","USD","6.72","4.75","1.00","Feb 25, 2032","2.25","6.69","-","4.75","6.69","4.75","USD","Apr 01, 2022","Apr 01, 2022" "BMARK_20-B17 A5","Non-Agency CMBS","Fixed Income","1,267,408.93","0.29","1,267,408.93","1,500,000.00","08162MAX6","US08162MAX65","-","United States","-","USD","5.14","5.58","1.00","Mar 15, 2053","2.29","5.10","-","5.58","5.10","5.58","USD","Mar 01, 2020","Mar 01, 2020" "FHMS_K740 A2","Agency CMBS","Fixed Income","1,261,828.40","0.29","1,261,828.40","1,400,000.00","3137F72B0","US3137F72B05","-","United States","-","USD","3.14","4.76","1.00","Sep 25, 2027","1.47","3.14","-","4.76","3.14","4.76","USD","Nov 01, 2020","Nov 01, 2020" "UBSCM_18-C8 A4","Non-Agency CMBS","Fixed Income","1,256,454.68","0.29","1,256,454.68","1,325,000.00","90276VAE9","US90276VAE92","-","United States","-","USD","3.32","5.66","1.00","Feb 15, 2051","3.98","3.30","-","5.66","3.30","5.66","USD","Feb 01, 2018","Feb 01, 2018" "BBCMS_21-C11 A5","Non-Agency CMBS","Fixed Income","1,255,237.81","0.29","1,255,237.81","1,500,000.00","05493MAF1","US05493MAF14","-","United States","-","USD","6.38","5.12","1.00","Sep 15, 2054","2.32","6.34","-","5.12","6.34","5.12","USD","Sep 01, 2021","Sep 01, 2021" "FHMS_K061 A2","Agency CMBS","Fixed Income","1,250,444.13","0.29","1,250,444.13","1,290,417.00","3137BTUM1","US3137BTUM12","BYXM721","United States","-","USD","2.16","4.84","1.00","Nov 25, 2026","3.35","2.15","-","4.84","2.15","4.84","USD","Jan 01, 2017","Jan 01, 2017" "FHMS_K111 A2","Agency CMBS","Fixed Income","1,244,528.91","0.29","1,244,528.91","1,500,000.00","3137FUZC1","US3137FUZC12","-","United States","-","USD","5.47","4.74","1.00","May 25, 2030","1.35","5.45","-","4.74","5.45","4.74","USD","Jul 01, 2020","Jul 01, 2020" "FHMS_K118 A2","Agency CMBS","Fixed Income","1,242,533.68","0.29","1,242,533.68","1,500,000.00","3137F62M8","US3137F62M87","-","United States","-","USD","5.75","4.75","1.00","Sep 25, 2030","1.49","5.73","-","4.75","5.73","4.75","USD","Oct 01, 2020","Oct 01, 2020" "BNK_21-B31 A4","Non-Agency CMBS","Fixed Income","1,242,286.52","0.29","1,242,286.52","1,500,000.00","06541ABG4","US06541ABG40","-","United States","-","USD","5.89","5.23","1.00","Feb 15, 2054","2.04","5.86","-","5.23","5.86","5.23","USD","Feb 01, 2021","Feb 01, 2021" "FHMS_K130 A2","Agency CMBS","Fixed Income","1,238,435.49","0.29","1,238,435.49","1,500,000.00","3137H1YS9","US3137H1YS97","-","United States","-","USD","6.35","4.72","1.00","Jun 25, 2031","1.72","6.33","-","4.72","6.33","4.72","USD","Aug 01, 2021","Aug 01, 2021" "FHMS_K117 A2","Agency CMBS","Fixed Income","1,237,945.04","0.29","1,237,945.04","1,500,000.00","3137FX3Q9","US3137FX3Q92","-","United States","-","USD","5.68","4.76","1.00","Aug 25, 2030","1.41","5.66","-","4.76","5.66","4.76","USD","Oct 01, 2020","Oct 01, 2020" "FHMS_K065 A2","Agency CMBS","Fixed Income","1,237,419.53","0.29","1,237,419.53","1,285,000.00","3137F1G44","US3137F1G447","BYZ6DK1","United States","-","USD","2.57","4.74","1.00","Apr 25, 2027","3.24","2.57","-","4.74","2.57","4.74","USD","Jul 01, 2017","Jul 01, 2017" "FHMS_K742 AM","Agency CMBS","Fixed Income","1,233,933.28","0.29","1,233,933.28","1,400,000.00","3137FYZL3","US3137FYZL33","-","United States","-","USD","3.79","4.68","1.00","Apr 25, 2028","1.37","3.78","-","4.68","3.78","4.68","USD","May 01, 2021","May 01, 2021" "WFCM_18-C47 A4","Non-Agency CMBS","Fixed Income","1,220,985.54","0.28","1,220,985.54","1,250,000.00","95002DBG3","US95002DBG34","-","United States","-","USD","3.72","5.16","1.00","Sep 15, 2061","4.44","3.70","-","5.16","3.70","5.16","USD","Oct 01, 2018","Oct 01, 2018" "JPMCC_17-JP5 AS","Non-Agency CMBS","Fixed Income","1,218,235.58","0.28","1,218,235.58","1,300,000.00","46647TAX6","US46647TAX63","-","United States","-","USD","2.52","6.55","1.00","Mar 15, 2050","3.88","2.49","-","6.55","2.49","6.55","USD","Mar 01, 2017","Mar 01, 2017" "MSC_16-UB11 A4","Non-Agency CMBS","Fixed Income","1,195,918.27","0.28","1,195,918.27","1,275,000.00","61767FBA8","US61767FBA84","-","United States","-","USD","2.01","6.03","1.00","Aug 15, 2049","2.78","1.99","-","6.03","1.99","6.03","USD","Aug 01, 2016","Aug 01, 2016" "WFCM_18-C44 A4","Non-Agency CMBS","Fixed Income","1,194,459.27","0.28","1,194,459.27","1,250,000.00","95001JAW7","US95001JAW71","-","United States","-","USD","2.76","5.68","1.00","May 15, 2051","3.95","2.74","-","5.68","2.74","5.68","USD","May 01, 2018","May 01, 2018" "FNMA_20-M01 A1","Agency CMBS","Fixed Income","1,174,053.75","0.27","1,174,053.75","1,242,985.00","3136B75L1","US3136B75L13","-","United States","-","USD","2.13","4.82","1.00","Oct 25, 2029","2.15","2.12","-","4.82","2.12","4.82","USD","Jan 01, 2020","Jan 01, 2020" "CGCMT_18-C6 A4","Non-Agency CMBS","Fixed Income","1,140,700.98","0.26","1,140,700.98","1,199,000.00","17327GAY0","US17327GAY08","-","United States","-","USD","3.90","5.79","1.00","Nov 10, 2051","4.41","3.87","-","5.79","3.87","5.79","USD","Dec 01, 2018","Dec 01, 2018" "BBCMS_23-C22 A5","Non-Agency CMBS","Fixed Income","1,134,683.06","0.26","1,134,683.06","1,000,000.00","05554FAD7","US05554FAD78","-","United States","-","USD","6.80","5.04","1.00","Nov 15, 2056","6.80","6.76","-","5.04","6.76","5.04","USD","Nov 01, 2023","Nov 01, 2023" "FHMS_K159 A1","Agency CMBS","Fixed Income","1,112,048.75","0.26","1,112,048.75","1,130,328.00","3137FKKM7","US3137FKKM76","-","United States","-","USD","2.36","4.68","1.00","Dec 25, 2029","3.95","2.35","-","4.68","2.35","4.68","USD","Dec 01, 2018","Dec 01, 2018" "FHMS_K103 A2","Agency CMBS","Fixed Income","1,105,317.16","0.26","1,105,317.16","1,220,000.00","3137FQKN2","US3137FQKN20","-","United States","-","USD","4.85","4.69","1.00","Nov 25, 2029","2.65","4.84","-","4.69","4.84","4.69","USD","Dec 01, 2019","Dec 01, 2019" "BMO_23-C7 AS","Non-Agency CMBS","Fixed Income","1,091,780.20","0.25","1,091,780.20","1,000,000.00","05593FAH1","-","-","United States","-","USD","6.93","5.51","1.00","Dec 15, 2056","6.65","6.88","-","5.51","6.88","5.51","USD","Dec 01, 2023","Dec 01, 2023" "FHMS_K106 A2","Agency CMBS","Fixed Income","1,091,234.10","0.25","1,091,234.10","1,250,000.00","3137FRUT6","US3137FRUT62","-","United States","-","USD","5.09","4.73","1.00","Jan 25, 2030","2.07","5.08","-","4.73","5.08","4.73","USD","Mar 01, 2020","Mar 01, 2020" "BBCMS_23-5C23 AS","Non-Agency CMBS","Fixed Income","1,088,592.50","0.25","1,088,592.50","1,000,000.00","05493QAD7","US05493QAD79","-","United States","-","USD","3.71","5.41","1.00","Dec 15, 2056","7.45","3.68","-","5.41","3.68","5.41","USD","Dec 01, 2023","Dec 01, 2023" "JPMCC_19-COR5 A4","Non-Agency CMBS","Fixed Income","1,079,188.71","0.25","1,079,188.71","1,200,000.00","46591EAT4","US46591EAT47","-","United States","-","USD","4.35","5.88","1.00","Jun 13, 2052","3.39","4.31","-","5.88","4.31","5.88","USD","Jun 01, 2019","Jun 01, 2019" "FHMS_K145 A2","Agency CMBS","Fixed Income","1,076,670.13","0.25","1,076,670.13","1,250,000.00","3137H7QH9","US3137H7QH94","-","United States","-","USD","6.91","4.74","1.00","May 25, 2032","2.58","6.88","-","4.74","6.88","4.74","USD","Jun 01, 2022","Jun 01, 2022" "FHMS_K083 A2","Agency CMBS","Fixed Income","1,076,516.69","0.25","1,076,516.69","1,100,000.00","3137FJXV6","US3137FJXV65","-","United States","-","USD","3.81","4.66","1.00","Sep 25, 2028","4.05","3.80","-","4.66","3.80","4.66","USD","Nov 01, 2018","Nov 01, 2018" "FHMS_K079 A2","Agency CMBS","Fixed Income","1,072,849.52","0.25","1,072,849.52","1,100,000.00","3137FGZT5","US3137FGZT52","-","United States","-","USD","3.62","4.65","1.00","Jun 25, 2028","3.93","3.62","-","4.65","3.62","4.65","USD","Aug 01, 2018","Aug 01, 2018" "FNMA_19-M4 A2","Agency CMBS","Fixed Income","1,068,851.64","0.25","1,068,851.64","1,143,431.00","3136B35Z9","US3136B35Z99","-","United States","-","USD","5.60","4.84","1.00","Feb 25, 2031","3.61","5.57","-","4.84","5.57","4.84","USD","Mar 01, 2019","Mar 01, 2019" "FNMA_19-M12 A2","Agency CMBS","Fixed Income","1,068,569.00","0.25","1,068,569.00","1,152,938.00","3136B5NV3","US3136B5NV39","-","United States","-","USD","4.47","4.60","1.00","Jun 25, 2029","2.88","4.46","-","4.60","4.46","4.60","USD","Jul 01, 2019","Jul 01, 2019" "FHMS_K107 A2","Agency CMBS","Fixed Income","1,066,587.44","0.25","1,066,587.44","1,250,000.00","3137FRZA2","US3137FRZA27","-","United States","-","USD","5.09","4.74","1.00","Jan 25, 2030","1.64","5.08","-","4.74","5.08","4.74","USD","Apr 01, 2020","Apr 01, 2020" "BMARK_23-V3 AS","Non-Agency CMBS","Fixed Income","1,063,406.36","0.25","1,063,406.36","1,000,000.00","08163VAF4","US08163VAF40","-","United States","-","USD","3.46","5.47","1.00","Jul 15, 2056","7.10","3.44","-","5.47","3.44","5.47","USD","Jul 01, 2023","Jul 01, 2023" "BBCMS_22-C18 A5","Non-Agency CMBS","Fixed Income","1,052,379.54","0.24","1,052,379.54","1,000,000.00","054975AE7","US054975AE77","-","United States","-","USD","6.58","5.02","1.00","Dec 15, 2055","5.71","6.54","-","5.02","6.54","5.02","USD","Dec 01, 2022","Dec 01, 2022" "MSBAM_17-C33 A5","Non-Agency CMBS","Fixed Income","1,047,447.74","0.24","1,047,447.74","1,100,000.00","61767CAV0","US61767CAV00","-","United States","-","USD","2.62","5.55","1.00","May 15, 2050","3.60","2.60","-","5.55","2.60","5.55","USD","May 01, 2017","May 01, 2017" "JPMDB_17-C5 A5","Non-Agency CMBS","Fixed Income","1,047,392.02","0.24","1,047,392.02","1,100,000.00","46590TAE5","US46590TAE55","-","United States","-","USD","2.42","5.80","1.00","Mar 15, 2050","3.69","2.40","-","5.80","2.40","5.80","USD","Mar 01, 2017","Mar 01, 2017" "BANK_23-5YR3 A2","Non-Agency CMBS","Fixed Income","1,047,318.92","0.24","1,047,318.92","999,770.00","06211EAA9","US06211EAA91","-","United States","-","USD","3.24","4.96","1.00","Sep 15, 2056","6.25","3.23","-","4.96","3.23","4.96","USD","Sep 01, 2023","Sep 01, 2023" "FNMA_17-M8 A2","Agency CMBS","Fixed Income","1,035,716.55","0.24","1,035,716.55","1,080,225.00","3136AW7J0","US3136AW7J01","BDT7YH7","United States","-","USD","2.75","4.61","1.00","May 25, 2027","3.06","2.75","-","4.61","2.75","4.61","USD","Jul 01, 2017","Jul 01, 2017" "FHMS_K115 A2","Agency CMBS","Fixed Income","1,034,769.68","0.24","1,034,769.68","1,250,000.00","3137FWG79","US3137FWG796","-","United States","-","USD","5.52","4.78","1.00","Jun 25, 2030","1.38","5.51","-","4.78","5.51","4.78","USD","Sep 01, 2020","Sep 01, 2020" "FHMS_K746 A2","Agency CMBS","Fixed Income","1,032,850.79","0.24","1,032,850.79","1,150,000.00","3137H4BY5","US3137H4BY51","-","United States","-","USD","4.00","4.71","1.00","Sep 25, 2028","2.03","3.99","-","4.71","3.99","4.71","USD","Nov 01, 2021","Nov 01, 2021" "JPMCC_16-JP4 A4","Non-Agency CMBS","Fixed Income","1,032,812.89","0.24","1,032,812.89","1,090,000.00","46645UAT4","US46645UAT43","-","United States","-","USD","2.30","6.08","1.00","Dec 15, 2049","3.65","2.28","-","6.08","2.28","6.08","USD","Dec 01, 2016","Dec 01, 2016" "GSMS_19-GC40 A4","Non-Agency CMBS","Fixed Income","1,028,234.09","0.24","1,028,234.09","1,131,000.00","36257HBP0","US36257HBP01","-","United States","-","USD","4.48","5.34","1.00","Jul 10, 2052","3.16","4.45","-","5.34","4.45","5.34","USD","Jul 01, 2019","Jul 01, 2019" "FHMS_K135 A1","Agency CMBS","Fixed Income","1,026,627.87","0.24","1,026,627.87","1,177,129.00","3137H4R28","US3137H4R289","-","United States","-","USD","3.86","5.12","1.00","Oct 25, 2054","1.61","3.84","-","5.12","3.84","5.12","USD","Dec 01, 2021","Dec 01, 2021" "BMO_22-C3 A5","Non-Agency CMBS","Fixed Income","1,020,381.64","0.24","1,020,381.64","1,000,000.00","05602QAY9","US05602QAY98","-","United States","-","USD","6.52","5.09","1.00","Sep 15, 2054","5.31","6.48","-","5.09","6.48","5.09","USD","Oct 01, 2022","Oct 01, 2022" "UBSCM_17-C2 A4","Non-Agency CMBS","Fixed Income","1,018,205.58","0.24","1,018,205.58","1,080,000.00","90276CAE1","US90276CAE12","-","United States","-","USD","2.88","5.60","1.00","Aug 15, 2050","3.49","2.86","-","5.60","2.86","5.60","USD","Aug 01, 2017","Aug 01, 2017" "FHMS_K738-A2 A2","Agency CMBS","Fixed Income","1,014,964.46","0.24","1,014,964.46","1,100,000.00","3137FTFK8","US3137FTFK84","-","United States","-","USD","2.42","4.86","1.00","Jan 25, 2027","1.54","2.41","-","4.86","2.41","4.86","USD","May 01, 2020","May 01, 2020" "FHMS_K741 A2","Agency CMBS","Fixed Income","1,007,939.21","0.23","1,007,939.21","1,120,000.00","3137FF3X3","US3137FF3X33","-","United States","-","USD","3.28","4.80","1.00","Dec 25, 2027","1.60","3.27","-","4.80","3.27","4.80","USD","Mar 01, 2021","Mar 01, 2021" "FHMS_K505 A2","Agency CMBS","Fixed Income","1,007,537.71","0.23","1,007,537.71","1,000,000.00","3137HACX2","US3137HACX24","-","United States","-","USD","3.56","4.66","1.00","Jun 25, 2028","4.82","3.55","-","4.66","3.55","4.66","USD","Jul 01, 2023","Jul 01, 2023" "FHMS_K508 A2","Agency CMBS","Fixed Income","1,004,645.11","0.23","1,004,645.11","1,000,000.00","3137HAQ74","US3137HAQ748","-","United States","-","USD","3.70","4.70","1.00","Aug 25, 2028","4.74","3.69","-","4.70","3.69","4.70","USD","Oct 01, 2023","Oct 01, 2023" "BANK_18-BNK15 A4","Non-Agency CMBS","Fixed Income","990,279.73","0.23","990,279.73","1,015,000.00","06036FBC4","US06036FBC41","-","United States","-","USD","3.86","5.13","1.00","Nov 15, 2061","4.41","3.84","-","5.13","3.84","5.13","USD","Nov 01, 2018","Nov 01, 2018" "FREMF_K-751 A2","Agency CMBS","Fixed Income","989,945.14","0.23","989,945.14","1,000,000.00","3137HA4B9","-","-","United States","-","USD","4.74","4.68","1.00","Mar 25, 2030","4.41","4.72","-","4.68","4.72","4.68","USD","May 01, 2023","May 01, 2023" "FNMA_23-M6 A2","Agency CMBS","Fixed Income","984,299.66","0.23","984,299.66","1,000,000.00","3136BQDE6","US3136BQDE66","-","United States","-","USD","3.84","4.65","1.00","Jul 25, 2028","4.19","3.83","-","4.65","3.83","4.65","USD","Jul 01, 2023","Jul 01, 2023" "FHMS_K047 A2","Agency CMBS","Fixed Income","982,177.83","0.23","982,177.83","1,000,000.00","3137BKRJ1","US3137BKRJ11","-","United States","-","USD","0.78","5.68","1.00","May 25, 2025","3.33","0.77","-","5.68","0.77","5.68","USD","Jul 01, 2015","Jul 01, 2015" "FHMS_K048 A2","Agency CMBS","Fixed Income","981,296.70","0.23","981,296.70","1,000,000.00","3137BLAC2","US3137BLAC24","BYSPNZ0","United States","-","USD","0.82","5.63","1.00","Jun 25, 2025","3.28","0.82","-","5.63","0.82","5.63","USD","Sep 01, 2015","Sep 01, 2015" "FHMS_KS03 A4","Agency CMBS","Fixed Income","981,167.34","0.23","981,167.34","1,000,000.00","3137BLMD7","US3137BLMD78","-","United States","-","USD","0.83","5.19","1.00","May 25, 2025","3.16","0.83","-","5.19","0.83","5.19","USD","Oct 01, 2015","Oct 01, 2015" "BANK_18-BN12 A4","Non-Agency CMBS","Fixed Income","980,444.05","0.23","980,444.05","1,010,000.00","06541KBA5","US06541KBA51","-","United States","-","USD","3.54","5.17","1.00","May 15, 2061","4.25","3.52","-","5.17","3.52","5.17","USD","May 01, 2018","May 01, 2018" "WFCM_18-C48 A5","Non-Agency CMBS","Fixed Income","980,080.82","0.23","980,080.82","1,010,000.00","95001RAX7","US95001RAX70","-","United States","-","USD","3.94","5.14","1.00","Jan 15, 2052","4.30","3.92","-","5.14","3.92","5.14","USD","Dec 01, 2018","Dec 01, 2018" "FHMS_K085 A2","Agency CMBS","Fixed Income","978,024.49","0.23","978,024.49","1,000,000.00","3137FK4M5","US3137FK4M50","-","United States","-","USD","3.61","4.72","1.00","Oct 25, 2028","4.06","3.60","-","4.72","3.60","4.72","USD","Dec 01, 2018","Dec 01, 2018" "WFCM_15LC22 A4","Non-Agency CMBS","Fixed Income","974,799.81","0.23","974,799.81","1,000,000.00","94989TAZ7","US94989TAZ75","-","United States","-","USD","1.08","6.36","1.00","Sep 15, 2058","3.84","1.07","-","6.36","1.07","6.36","USD","Sep 01, 2015","Sep 01, 2015" "FHMS_K734 A2","Agency CMBS","Fixed Income","973,845.91","0.23","973,845.91","1,000,000.00","3137FLN34","US3137FLN340","-","United States","-","USD","1.34","5.21","1.00","Feb 25, 2026","3.21","1.34","-","5.21","1.34","5.21","USD","Apr 01, 2019","Apr 01, 2019" "FHMS_K077 A2","Agency CMBS","Fixed Income","973,381.69","0.23","973,381.69","1,000,000.00","3137FG6X8","US3137FG6X87","-","United States","-","USD","3.48","4.66","1.00","May 25, 2028","3.85","3.47","-","4.66","3.47","4.66","USD","Jun 01, 2018","Jun 01, 2018" "FHMS_K088 A2","Agency CMBS","Fixed Income","972,562.56","0.23","972,562.56","1,010,000.00","3137FKZZ2","US3137FKZZ25","-","United States","-","USD","4.09","4.65","1.00","Jan 25, 2029","3.69","4.07","-","4.65","4.07","4.65","USD","Mar 01, 2019","Mar 01, 2019" "FHMS-K091 A2","Agency CMBS","Fixed Income","970,646.44","0.22","970,646.44","1,017,000.00","3137FLN91","US3137FLN910","-","United States","-","USD","4.18","4.65","1.00","Mar 25, 2029","3.50","4.17","-","4.65","4.17","4.65","USD","Apr 01, 2019","Apr 01, 2019" "FHMS K152 A1","Agency CMBS","Fixed Income","967,552.94","0.22","967,552.94","1,030,465.00","3137BPVM8","US3137BPVM80","-","United States","-","USD","3.40","4.69","1.00","May 25, 2030","2.83","3.39","-","4.69","3.39","4.69","USD","Jun 01, 2016","Jun 01, 2016" "FHMS_K075 A2","Agency CMBS","Fixed Income","967,414.69","0.22","967,414.69","1,000,000.00","3137F4X72","US3137F4X727","BD8ZD97","United States","-","USD","3.38","4.66","1.00","Feb 25, 2028","3.65","3.37","-","4.66","3.37","4.66","USD","Apr 01, 2018","Apr 01, 2018" "MSBAM_16-C28 A4","Non-Agency CMBS","Fixed Income","965,558.85","0.22","965,558.85","1,000,000.00","61766LBS7","US61766LBS79","BYXF9Y6","United States","-","USD","1.47","6.03","1.00","Jan 15, 2049","3.54","1.46","-","6.03","1.46","6.03","USD","Feb 01, 2016","Feb 01, 2016" "CGCMT_18-C5 A4","Non-Agency CMBS","Fixed Income","964,004.99","0.22","964,004.99","1,000,000.00","17291DAD5","US17291DAD57","-","United States","-","USD","3.49","5.37","1.00","Jun 10, 2051","4.23","3.47","-","5.37","3.47","5.37","USD","Jun 01, 2018","Jun 01, 2018" "BMARK_18-B8 A4","Non-Agency CMBS","Fixed Income","962,892.49","0.22","962,892.49","1,000,000.00","08162UAV2","US08162UAV26","-","United States","-","USD","2.52","5.55","1.00","Jan 15, 2052","3.96","2.50","-","5.55","2.50","5.55","USD","Dec 01, 2018","Dec 01, 2018" "WFCM_16-C33 A4","Non-Agency CMBS","Fixed Income","960,970.95","0.22","960,970.95","1,000,000.00","95000LAZ6","US95000LAZ67","-","United States","-","USD","1.56","6.08","1.00","Mar 15, 2059","3.43","1.55","-","6.08","1.55","6.08","USD","Mar 01, 2016","Mar 01, 2016" "FHMS_K073 A2","Agency CMBS","Fixed Income","958,368.49","0.22","958,368.49","1,000,000.00","3137FETN0","US3137FETN09","-","United States","-","USD","3.25","4.69","1.00","Jan 25, 2028","3.35","3.24","-","4.69","3.24","4.69","USD","Feb 01, 2018","Feb 01, 2018" "FHMS_K066 A2","Agency CMBS","Fixed Income","958,094.14","0.22","958,094.14","1,000,000.00","3137F2LJ3","US3137F2LJ39","-","United States","-","USD","2.70","4.73","1.00","Jun 25, 2027","3.12","2.69","-","4.73","2.69","4.73","USD","Aug 01, 2017","Aug 01, 2017" "CSAIL_18-CX11 A5","Non-Agency CMBS","Fixed Income","957,318.97","0.22","957,318.97","1,000,000.00","12652UAU3","US12652UAU34","-","United States","-","USD","3.24","5.46","1.00","Apr 15, 2051","4.03","3.22","-","5.46","3.22","5.46","USD","Apr 01, 2018","Apr 01, 2018" "BACM_17-BNK3 A4","Non-Agency CMBS","Fixed Income","955,635.22","0.22","955,635.22","1,000,000.00","06427DAS2","US06427DAS27","-","United States","-","USD","2.31","5.62","1.00","Feb 15, 2050","3.57","2.29","-","5.62","2.29","5.62","USD","Feb 01, 2017","Feb 01, 2017" "FREMF_K-158 A2","Agency CMBS","Fixed Income","954,817.61","0.22","954,817.61","1,000,000.00","3137HAGS9","US3137HAGS92","-","United States","-","USD","7.30","4.72","1.00","Jul 25, 2033","4.05","7.27","-","4.72","7.27","4.72","USD","Aug 01, 2023","Aug 01, 2023" "WFCM_16-C34 A4","Non-Agency CMBS","Fixed Income","954,382.97","0.22","954,382.97","1,000,000.00","95000DBD2","US95000DBD21","-","United States","-","USD","1.68","5.96","1.00","Jun 15, 2049","3.10","1.67","-","5.96","1.67","5.96","USD","May 01, 2016","May 01, 2016" "FHMS_K092 A2","Agency CMBS","Fixed Income","954,037.30","0.22","954,037.30","1,010,000.00","3137FLYV0","US3137FLYV03","-","United States","-","USD","4.30","4.65","1.00","Apr 25, 2029","3.30","4.29","-","4.65","4.29","4.65","USD","May 01, 2019","May 01, 2019" "BANK_18-BN13 A4","Non-Agency CMBS","Fixed Income","953,925.78","0.22","953,925.78","1,000,000.00","06539LBA7","US06539LBA70","-","United States","-","USD","3.41","5.41","1.00","Aug 15, 2061","3.95","3.39","-","5.41","3.39","5.41","USD","Aug 01, 2018","Aug 01, 2018" "BANK_17-BNK4 A4","Non-Agency CMBS","Fixed Income","953,530.45","0.22","953,530.45","1,000,000.00","06541FBA6","US06541FBA66","BD4HFX5","United States","-","USD","2.53","5.58","1.00","May 15, 2050","3.63","2.51","-","5.58","2.51","5.58","USD","Apr 01, 2017","Apr 01, 2017" "FHMS_K126 A2","Agency CMBS","Fixed Income","953,137.71","0.22","953,137.71","1,116,000.00","3137FXYV4","US3137FXYV41","-","United States","-","USD","5.94","4.72","1.00","Jan 25, 2031","2.07","5.92","-","4.72","5.92","4.72","USD","Mar 01, 2021","Mar 01, 2021" "BBCMS_22-C17 A4","Non-Agency CMBS","Fixed Income","949,702.42","0.22","949,702.42","1,000,000.00","054976AD7","US054976AD77","-","United States","-","USD","6.36","5.04","1.00","Sep 15, 2055","4.17","6.32","-","5.04","6.32","5.04","USD","Sep 01, 2022","Sep 01, 2022" "FHMS_K137 A2","Agency CMBS","Fixed Income","947,789.75","0.22","947,789.75","1,110,000.00","3137H5DP9","US3137H5DP91","-","United States","-","USD","6.57","4.75","1.00","Nov 25, 2031","2.35","6.55","-","4.75","6.55","4.75","USD","Jan 01, 2022","Jan 01, 2022" "SGCMS_16-C5 A4","Non-Agency CMBS","Fixed Income","946,606.20","0.22","946,606.20","1,000,000.00","78419CAD6","US78419CAD65","-","United States","-","USD","1.84","6.13","1.00","Oct 10, 2048","3.06","1.83","-","6.13","1.83","6.13","USD","Jul 01, 2016","Jul 01, 2016" "FHMS-K152 A1","Agency CMBS","Fixed Income","946,366.16","0.22","946,366.16","991,258.00","3137H9M71","US3137H9M719","-","United States","-","USD","4.05","4.96","1.00","Jan 25, 2032","3.78","4.03","-","4.96","4.03","4.96","USD","Dec 01, 2022","Dec 01, 2022" "JPMDB_16-C2 A4","Non-Agency CMBS","Fixed Income","946,237.13","0.22","946,237.13","1,000,000.00","46590LAT9","US46590LAT98","-","United States","-","USD","1.82","6.26","1.00","Jun 15, 2049","3.14","1.81","-","6.26","1.81","6.26","USD","May 01, 2016","May 01, 2016" "MSC_17-H1 A5","Non-Agency CMBS","Fixed Income","945,481.84","0.22","945,481.84","1,000,000.00","61691JAV6","US61691JAV61","-","United States","-","USD","2.74","5.64","1.00","Jun 15, 2050","3.53","2.72","-","5.64","2.72","5.64","USD","Jun 01, 2017","Jun 01, 2017" "WFCM_17-C38 A5","Non-Agency CMBS","Fixed Income","945,279.54","0.22","945,279.54","1,000,000.00","95001MAF7","US95001MAF77","-","United States","-","USD","2.83","5.50","1.00","Jul 15, 2050","3.45","2.82","-","5.50","2.82","5.50","USD","Jul 01, 2017","Jul 01, 2017" "UBSCM_17-C7 A4","Non-Agency CMBS","Fixed Income","943,540.74","0.22","943,540.74","1,000,000.00","90276WAS6","US90276WAS61","-","United States","-","USD","3.20","5.56","1.00","Dec 15, 2050","3.68","3.18","-","5.56","3.18","5.56","USD","Dec 01, 2017","Dec 01, 2017" "WFCM_17-C39 A5","Non-Agency CMBS","Fixed Income","942,718.30","0.22","942,718.30","1,000,000.00","95000XAF4","US95000XAF42","-","United States","-","USD","2.89","5.53","1.00","Sep 15, 2050","3.42","2.87","-","5.53","2.87","5.53","USD","Aug 01, 2017","Aug 01, 2017" "MSBAM_17-C34 A4","Non-Agency CMBS","Fixed Income","941,446.74","0.22","941,446.74","1,000,000.00","61767EAE4","US61767EAE41","-","United States","-","USD","3.02","5.60","1.00","Nov 15, 2052","3.54","3.00","-","5.60","3.00","5.60","USD","Oct 01, 2017","Oct 01, 2017" "FHMS_K153 A2","Agency CMBS","Fixed Income","940,985.36","0.22","940,985.36","1,000,000.00","3137H9PB9","US3137H9PB99","-","United States","-","USD","6.93","4.73","1.00","Dec 25, 2032","3.82","6.90","-","4.73","6.90","4.73","USD","Jan 01, 2023","Jan 01, 2023" "FHMS_K-151 A2","Agency CMBS","Fixed Income","940,731.02","0.22","940,731.02","1,000,000.00","3137H9JG5","US3137H9JG50","-","United States","-","USD","6.91","4.72","1.00","Oct 25, 2032","3.80","6.89","-","4.72","6.89","4.72","USD","Nov 01, 2022","Nov 01, 2022" "MSC_20-HR8 A4","Non-Agency CMBS","Fixed Income","937,536.04","0.22","937,536.04","1,120,000.00","61692BBP4","US61692BBP40","-","United States","-","USD","5.36","5.36","1.00","Jul 15, 2053","2.04","5.33","-","5.36","5.33","5.36","USD","Jul 01, 2020","Jul 01, 2020" "CD_17-CD4 A4","Non-Agency CMBS","Fixed Income","937,514.73","0.22","937,514.73","1,000,000.00","12515DAR5","US12515DAR52","-","United States","-","USD","2.52","6.17","1.00","May 10, 2050","3.51","2.50","-","6.17","2.50","6.17","USD","May 01, 2017","May 01, 2017" "CSAIL_16-C7 AS","Non-Agency CMBS","Fixed Income","935,325.04","0.22","935,325.04","1,000,000.00","12637UBA6","US12637UBA60","-","United States","-","USD","2.50","6.72","1.00","Nov 15, 2049","3.96","2.47","-","6.72","2.47","6.72","USD","Nov 01, 2016","Nov 01, 2016" "GSMS_17-GS7 A3","Non-Agency CMBS","Fixed Income","934,552.89","0.22","934,552.89","1,000,000.00","36254CAU4","US36254CAU45","-","United States","-","USD","2.72","5.73","1.00","Aug 10, 2050","3.17","2.70","-","5.73","2.70","5.73","USD","Aug 01, 2017","Aug 01, 2017" "WFCM_16-BNK1 A3","Non-Agency CMBS","Fixed Income","933,470.93","0.22","933,470.93","1,000,000.00","95000GAY0","US95000GAY08","-","United States","-","USD","1.92","6.30","1.00","Aug 15, 2049","2.65","1.90","-","6.30","1.90","6.30","USD","Aug 01, 2016","Aug 01, 2016" "BMARK_21-B27 A2","Non-Agency CMBS","Fixed Income","931,920.10","0.22","931,920.10","1,000,000.00","08163HAB4","US08163HAB42","-","United States","-","USD","1.81","5.93","1.00","Jul 15, 2054","2.02","1.79","-","5.93","1.79","5.93","USD","Jun 01, 2021","Jun 01, 2021" "WFCM_22-C62 A4","Non-Agency CMBS","Fixed Income","931,157.28","0.22","931,157.28","1,000,000.00","95003MBS6","US95003MBS61","-","United States","-","USD","6.23","5.20","1.00","Apr 15, 2055","4.00","6.19","-","5.20","6.19","5.20","USD","Apr 01, 2022","Apr 01, 2022" "BANK_21-BN32 A5","Non-Agency CMBS","Fixed Income","928,505.95","0.22","928,505.95","1,075,000.00","06542BBH9","US06542BBH96","-","United States","-","USD","5.88","5.15","1.00","Apr 15, 2054","2.64","5.85","-","5.15","5.85","5.15","USD","Mar 01, 2021","Mar 01, 2021" "MSBAM_15-C24 A4","Non-Agency CMBS","Fixed Income","926,835.03","0.21","926,835.03","950,000.00","61765LAU4","US61765LAU44","BYXB1Z9","United States","-","USD","0.98","6.42","1.00","May 15, 2048","3.73","0.97","-","6.42","0.97","6.42","USD","Aug 01, 2015","Aug 01, 2015" "CSAIL_17-CX9 A5","Non-Agency CMBS","Fixed Income","926,580.33","0.21","926,580.33","1,000,000.00","12595FAE2","US12595FAE25","-","United States","-","USD","2.62","6.44","1.00","Sep 15, 2050","3.45","2.59","-","6.44","2.59","6.44","USD","Sep 01, 2017","Sep 01, 2017" "BMARK_20-B17 A2","Non-Agency CMBS","Fixed Income","925,549.29","0.21","925,549.29","1,000,000.00","08162MAV0","US08162MAV00","-","United States","-","USD","1.42","8.19","1.00","Mar 15, 2053","2.21","1.39","-","8.19","1.39","8.19","USD","Mar 01, 2020","Mar 01, 2020" "MSC_16-UB12 A3","Non-Agency CMBS","Fixed Income","925,564.57","0.21","925,564.57","983,500.00","61691EAZ8","US61691EAZ88","-","United States","-","USD","2.03","6.41","1.00","Dec 15, 2049","3.34","2.01","-","6.41","2.01","6.41","USD","Dec 01, 2016","Dec 01, 2016" "FHMS_K149 A2","Agency CMBS","Fixed Income","923,097.29","0.21","923,097.29","1,000,000.00","3137H93C1","US3137H93C15","-","United States","-","USD","6.77","4.74","1.00","Aug 25, 2032","3.53","6.74","-","4.74","6.74","4.74","USD","Sep 01, 2022","Sep 01, 2022" "CSAIL_19-C15 B","Non-Agency CMBS","Fixed Income","921,728.98","0.21","921,728.98","1,000,000.00","22945DAS2","US22945DAS27","-","United States","-","USD","4.21","6.50","1.00","Mar 15, 2052","4.48","4.16","-","6.50","4.16","6.50","USD","Mar 01, 2019","Mar 01, 2019" "MSC_19-H7 A4","Non-Agency CMBS","Fixed Income","912,072.55","0.21","912,072.55","1,000,000.00","61771MAW0","US61771MAW01","-","United States","-","USD","4.52","5.34","1.00","Jul 15, 2052","3.26","4.49","-","5.34","4.49","5.34","USD","Jul 01, 2019","Jul 01, 2019" "FHMS_K100 A2","Agency CMBS","Fixed Income","909,406.33","0.21","909,406.33","1,000,000.00","3137FQ3A9","US3137FQ3A94","-","United States","-","USD","4.70","4.70","1.00","Sep 25, 2029","2.67","4.69","-","4.70","4.69","4.70","USD","Nov 01, 2019","Nov 01, 2019" "FREMF_22-K141 A1","Agency CMBS","Fixed Income","908,525.22","0.21","908,525.22","995,494.00","3137H6S63","US3137H6S639","-","United States","-","USD","4.07","4.80","1.00","May 25, 2031","2.55","4.06","-","4.80","4.06","4.80","USD","Apr 01, 2022","Apr 01, 2022" "BBCMS_19-C5 A4","Non-Agency CMBS","Fixed Income","905,564.96","0.21","905,564.96","1,000,000.00","05492JAW2","US05492JAW27","-","United States","-","USD","4.79","5.17","1.00","Nov 15, 2052","3.06","4.77","-","5.17","4.77","5.17","USD","Nov 01, 2019","Nov 01, 2019" "FREMF_K156 A1","Agency CMBS","Fixed Income","903,348.68","0.21","903,348.68","930,144.00","3137FGZY4","US3137FGZY48","-","United States","-","USD","2.88","4.75","1.00","May 25, 2030","3.70","2.87","-","4.75","2.87","4.75","USD","Aug 01, 2018","Aug 01, 2018" "COMM_15-CR24 A4","Non-Agency CMBS","Fixed Income","903,117.72","0.21","903,117.72","924,844.00","12593JBE5","US12593JBE55","-","United States","-","USD","0.84","6.49","1.00","Aug 10, 2048","3.43","0.83","-","6.49","0.83","6.49","USD","Aug 01, 2015","Aug 01, 2015" "FHMS_K742 A2","Agency CMBS","Fixed Income","900,439.54","0.21","900,439.54","1,000,000.00","3137FYZK5","US3137FYZK59","-","United States","-","USD","3.55","4.71","1.00","Mar 25, 2028","1.76","3.54","-","4.71","3.54","4.71","USD","May 01, 2021","May 01, 2021" "BBCMS_19-C5 A3","Non-Agency CMBS","Fixed Income","900,193.48","0.21","900,193.48","1,000,000.00","05492JAV4","US05492JAV44","-","United States","-","USD","3.76","5.63","1.00","Nov 15, 2052","2.81","3.73","-","5.63","3.73","5.63","USD","Nov 01, 2019","Nov 01, 2019" "CGCMT_19-C7 A4","Non-Agency CMBS","Fixed Income","898,351.16","0.21","898,351.16","1,000,000.00","17328CAD4","US17328CAD48","-","United States","-","USD","4.85","5.35","1.00","Dec 15, 2072","3.10","4.82","-","5.35","4.82","5.35","USD","Dec 01, 2019","Dec 01, 2019" "BBCMS_19-C4 A5","Non-Agency CMBS","Fixed Income","897,963.07","0.21","897,963.07","1,000,000.00","07335CAF1","US07335CAF14","-","United States","-","USD","4.54","5.32","1.00","Aug 15, 2052","2.92","4.52","-","5.32","4.52","5.32","USD","Aug 01, 2019","Aug 01, 2019" "FHMS_K747 A2","Agency CMBS","Fixed Income","896,203.57","0.21","896,203.57","1,000,000.00","3137H5DX2","US3137H5DX26","-","United States","-","USD","4.15","4.69","1.00","Nov 25, 2028","2.05","4.14","-","4.69","4.14","4.69","USD","Jan 01, 2022","Jan 01, 2022" "CD_19-CD8 A4","Non-Agency CMBS","Fixed Income","894,713.76","0.21","894,713.76","1,000,000.00","12515BAE8","US12515BAE83","-","United States","-","USD","4.70","5.31","1.00","Aug 17, 2057","2.91","4.67","-","5.31","4.67","5.31","USD","Aug 01, 2019","Aug 01, 2019" "UBSCM_19-C17 A4","Non-Agency CMBS","Fixed Income","892,874.64","0.21","892,874.64","1,000,000.00","90278MBA4","US90278MBA45","-","United States","-","USD","4.68","5.38","1.00","Oct 15, 2052","2.92","4.65","-","5.38","4.65","5.38","USD","Oct 01, 2019","Oct 01, 2019" "CF_19-CF3 A4","Non-Agency CMBS","Fixed Income","892,615.25","0.21","892,615.25","1,000,000.00","12529TAX1","US12529TAX19","-","United States","-","USD","4.88","5.37","1.00","Jan 15, 2053","3.01","4.85","-","5.37","4.85","5.37","USD","Dec 01, 2019","Dec 01, 2019" "COMM_19-GC44 A5","Non-Agency CMBS","Fixed Income","891,426.36","0.21","891,426.36","1,000,000.00","12655TBM0","US12655TBM09","-","United States","-","USD","4.87","5.34","1.00","Aug 15, 2057","2.95","4.84","-","5.34","4.84","5.34","USD","Dec 01, 2019","Dec 01, 2019" "BMARK_22-B33 A5","Non-Agency CMBS","Fixed Income","889,205.57","0.21","889,205.57","1,000,000.00","08163PBG4","US08163PBG46","-","United States","-","USD","6.39","5.33","1.00","Mar 15, 2055","3.46","6.35","-","5.33","6.35","5.33","USD","Mar 01, 2022","Mar 01, 2022" "FNMA_17-M11 A2","Agency CMBS","Fixed Income","887,810.02","0.21","887,810.02","957,196.00","3136AX3J2","US3136AX3J29","-","United States","-","USD","4.53","4.66","1.00","Aug 25, 2029","2.98","4.52","-","4.66","4.52","4.66","USD","Sep 01, 2017","Sep 01, 2017" "JPMBB_15-C31 A3","Non-Agency CMBS","Fixed Income","885,520.98","0.21","885,520.98","909,485.00","46644YAU4","US46644YAU47","-","United States","-","USD","0.95","6.78","1.00","Aug 17, 2048","3.80","0.94","-","6.78","0.94","6.78","USD","Aug 01, 2015","Aug 01, 2015" "JPMCC_16-JP3 AS","Non-Agency CMBS","Fixed Income","880,887.30","0.20","880,887.30","1,000,000.00","46590RAJ8","US46590RAJ86","-","United States","-","USD","2.16","9.13","1.00","Aug 15, 2049","3.14","2.11","-","9.13","2.11","9.13","USD","Sep 01, 2016","Sep 01, 2016" "CGCMT_20-GC46 A5","Non-Agency CMBS","Fixed Income","879,215.22","0.20","879,215.22","1,000,000.00","17328RAZ2","US17328RAZ29","-","United States","-","USD","5.03","5.30","1.00","Feb 18, 2053","2.72","5.00","-","5.30","5.00","5.30","USD","Feb 01, 2020","Feb 01, 2020" "BANK_19-BN21 A4","Non-Agency CMBS","Fixed Income","877,199.93","0.20","877,199.93","982,988.00","06540BBC2","US06540BBC28","-","United States","-","USD","4.19","5.34","1.00","Oct 17, 2052","2.60","4.16","-","5.34","4.16","5.34","USD","Oct 01, 2019","Oct 01, 2019" "FNMA_20-M05 A3","Agency CMBS","Fixed Income","877,182.18","0.20","877,182.18","1,000,000.00","3136B8TH2","US3136B8TH20","-","United States","-","USD","5.34","4.64","1.00","Jan 25, 2030","2.19","5.32","-","4.64","5.32","4.64","USD","Feb 01, 2020","Feb 01, 2020" "BMARK_20-B16 A5","Non-Agency CMBS","Fixed Income","874,812.22","0.20","874,812.22","990,000.00","08161NAF4","US08161NAF42","-","United States","-","USD","5.07","5.19","1.00","Feb 15, 2053","2.73","5.05","-","5.19","5.05","5.19","USD","Feb 01, 2020","Feb 01, 2020" "JPMCC_15-JP1 A4","Non-Agency CMBS","Fixed Income","874,118.32","0.20","874,118.32","900,886.00","46590KAD6","US46590KAD63","-","United States","-","USD","1.25","6.20","1.00","Jan 15, 2049","3.65","1.24","-","6.20","1.24","6.20","USD","Dec 01, 2015","Dec 01, 2015" "BANK_22-BN40 AS","Non-Agency CMBS","Fixed Income","869,691.74","0.20","869,691.74","1,000,000.00","06541LBP0","-","-","United States","-","USD","6.65","5.56","1.00","Mar 17, 2064","3.51","6.60","-","5.56","6.60","5.56","USD","Mar 01, 2022","Mar 01, 2022" "FHMS_K158 A2","Agency CMBS","Fixed Income","864,596.67","0.20","864,596.67","905,000.00","3137FJY60","US3137FJY606","-","United States","-","USD","5.44","4.77","1.00","Dec 25, 2030","3.90","5.42","-","4.77","5.42","4.77","USD","Nov 01, 2018","Nov 01, 2018" "FNMA_22-M13 A2","Agency CMBS","Fixed Income","862,007.55","0.20","862,007.55","1,000,000.00","3136BNX43","US3136BNX437","-","United States","-","USD","7.06","4.74","1.00","Jun 25, 2032","2.59","7.03","-","4.74","7.03","4.74","USD","Sep 01, 2022","Sep 01, 2022" "FNMA_19-M21 2A2","Agency CMBS","Fixed Income","860,078.14","0.20","860,078.14","965,652.00","3136B6WY5","US3136B6WY59","-","United States","-","USD","5.01","4.65","1.00","Dec 31, 2049","2.35","5.00","-","4.65","5.00","4.65","USD","Oct 01, 2019","Oct 01, 2019" "BMARK_20-B16 AM","Non-Agency CMBS","Fixed Income","857,090.03","0.20","857,090.03","1,000,000.00","08161NAH0","US08161NAH08","-","United States","-","USD","5.23","5.92","1.00","Feb 18, 2053","2.94","5.18","-","5.92","5.18","5.92","USD","Feb 01, 2020","Feb 01, 2020" "FHMS_K097 A1","Agency CMBS","Fixed Income","856,523.38","0.20","856,523.38","917,135.00","3137FNX47","US3137FNX477","-","United States","-","USD","2.33","5.08","1.00","May 25, 2029","2.16","2.32","-","5.08","2.32","5.08","USD","Sep 01, 2019","Sep 01, 2019" "FNMA_17-M15 A2","Agency CMBS","Fixed Income","854,664.70","0.20","854,664.70","895,065.00","3136AY6X6","US3136AY6X67","-","United States","-","USD","2.92","4.60","1.00","Sep 25, 2027","2.96","2.91","-","4.60","2.91","4.60","USD","Dec 01, 2017","Dec 01, 2017" "FHMS-K144 A2","Agency CMBS","Fixed Income","853,914.39","0.20","853,914.39","1,000,000.00","3137H7M91","US3137H7M911","-","United States","-","USD","6.86","4.75","1.00","Apr 25, 2032","2.45","6.84","-","4.75","6.84","4.75","USD","May 01, 2022","May 01, 2022" "FHMS_K142 A2","Agency CMBS","Fixed Income","852,714.36","0.20","852,714.36","1,000,000.00","3137H73P6","US3137H73P63","-","United States","-","USD","6.81","4.74","1.00","Mar 25, 2032","2.40","6.78","-","4.74","6.78","4.74","USD","Apr 01, 2022","Apr 01, 2022" "BBCMS_21-C12 A4","Non-Agency CMBS","Fixed Income","851,657.21","0.20","851,657.21","1,000,000.00","05552XBF4","US05552XBF42","-","United States","-","USD","5.65","5.27","1.00","Nov 15, 2054","2.42","5.62","-","5.27","5.62","5.27","USD","Nov 01, 2021","Nov 01, 2021" "FHMS_K128 A2","Agency CMBS","Fixed Income","849,458.99","0.20","849,458.99","1,000,000.00","3137FYUJ3","US3137FYUJ32","-","United States","-","USD","5.99","4.73","1.00","Mar 25, 2031","2.02","5.97","-","4.73","5.97","4.73","USD","Apr 01, 2021","Apr 01, 2021" "FHMS_K134 A2","Agency CMBS","Fixed Income","849,218.52","0.20","849,218.52","1,000,000.00","3137H4CD0","US3137H4CD06","-","United States","-","USD","6.51","4.75","1.00","Oct 25, 2031","2.24","6.48","-","4.75","6.48","4.75","USD","Nov 01, 2021","Nov 01, 2021" "BBCMS_20-C7 A5","Non-Agency CMBS","Fixed Income","847,890.07","0.20","847,890.07","1,000,000.00","05492VAF2","US05492VAF22","-","United States","-","USD","5.13","5.26","1.00","Apr 15, 2053","2.04","5.10","-","5.26","5.10","5.26","USD","Jun 01, 2020","Jun 01, 2020" "MSC_21-L7 A5","Non-Agency CMBS","Fixed Income","841,938.53","0.20","841,938.53","1,000,000.00","61772TBH6","US61772TBH68","-","United States","-","USD","6.38","5.28","1.00","Oct 15, 2054","2.57","6.34","-","5.28","6.34","5.28","USD","Oct 01, 2021","Oct 01, 2021" "FHMS_K133 A2","Agency CMBS","Fixed Income","841,065.64","0.19","841,065.64","1,000,000.00","3137H4BP4","-","-","United States","-","USD","6.56","4.72","1.00","Sep 25, 2031","2.10","6.54","-","4.72","6.54","4.72","USD","Nov 01, 2021","Nov 01, 2021" "BANK_19-BN20 B","Non-Agency CMBS","Fixed Income","840,833.83","0.19","840,833.83","1,000,000.00","06540AAH4","US06540AAH41","-","United States","-","USD","5.44","6.61","1.00","Sep 15, 2062","3.40","5.37","-","6.61","5.37","6.61","USD","Sep 01, 2019","Sep 01, 2019" "FHMS_K125 A2","Agency CMBS","Fixed Income","840,383.07","0.19","840,383.07","1,000,000.00","3137F9Z79","US3137F9Z796","-","United States","-","USD","5.98","4.74","1.00","Jan 25, 2031","1.85","5.96","-","4.74","5.96","4.74","USD","Feb 01, 2021","Feb 01, 2021" "FHMS_K-1513 A3","Agency CMBS","Fixed Income","840,052.02","0.19","840,052.02","1,015,000.00","3137FPJ97","US3137FPJ976","-","United States","-","USD","8.25","5.08","1.00","Aug 25, 2034","2.80","8.21","-","5.08","8.21","5.08","USD","Oct 01, 2019","Oct 01, 2019" "FHMS_K110 A1","Agency CMBS","Fixed Income","839,007.15","0.19","839,007.15","949,618.00","3137FTZP5","US3137FTZP51","-","United States","-","USD","3.08","4.98","1.00","Sep 25, 2029","1.02","3.07","-","4.98","3.07","4.98","USD","Jun 01, 2020","Jun 01, 2020" "FREMF_K132 A2","Agency CMBS","Fixed Income","837,748.31","0.19","837,748.31","1,000,000.00","3137H3EV0","-","-","United States","-","USD","6.46","4.75","1.00","Aug 25, 2031","2.02","6.44","-","4.75","6.44","4.75","USD","Oct 01, 2021","Oct 01, 2021" "BBCMS_20-C8 A5","Non-Agency CMBS","Fixed Income","837,401.22","0.19","837,401.22","1,000,000.00","05552ABC1","US05552ABC18","-","United States","-","USD","5.63","5.19","1.00","Oct 15, 2053","2.04","5.60","-","5.19","5.60","5.19","USD","Oct 01, 2020","Oct 01, 2020" "BMarK_21-B24 A4","Non-Agency CMBS","Fixed Income","836,924.44","0.19","836,924.44","1,000,000.00","08163CBB4","US08163CBB46","-","United States","-","USD","4.77","6.00","1.00","Mar 15, 2054","2.26","4.72","-","6.00","4.72","6.00","USD","Mar 01, 2021","Mar 01, 2021" "CGCMT_16-C1 A4","Non-Agency CMBS","Fixed Income","836,762.35","0.19","836,762.35","874,000.00","17290YAR9","US17290YAR99","-","United States","-","USD","1.78","5.77","1.00","May 10, 2049","3.21","1.76","-","5.77","1.76","5.77","USD","May 01, 2016","May 01, 2016" "FNMA_19-M1 A2","Agency CMBS","Fixed Income","834,895.74","0.19","834,895.74","867,632.00","3136B3XY1","US3136B3XY10","-","United States","-","USD","3.85","4.63","1.00","Sep 25, 2028","3.55","3.84","-","4.63","3.84","4.63","USD","Jan 01, 2019","Jan 01, 2019" "BMARK_21-B24 A5","Non-Agency CMBS","Fixed Income","834,612.08","0.19","834,612.08","1,000,000.00","08163CBC2","US08163CBC29","-","United States","-","USD","5.85","5.69","1.00","Mar 15, 2054","2.58","5.80","-","5.69","5.80","5.69","USD","Mar 01, 2021","Mar 01, 2021" "FNMA_20-M14 A2","Agency CMBS","Fixed Income","833,015.30","0.19","833,015.30","972,384.00","3136B9KC0","US3136B9KC07","-","United States","-","USD","5.36","4.65","1.00","May 25, 2030","1.78","5.35","-","4.65","5.35","4.65","USD","Apr 01, 2020","Apr 01, 2020" "FHMS K-131 A2","Agency CMBS","Fixed Income","832,145.56","0.19","832,145.56","1,000,000.00","3137H2AD6","US3137H2AD67","-","United States","-","USD","6.34","4.74","1.00","Jul 25, 2031","1.85","6.32","-","4.74","6.32","4.74","USD","Sep 01, 2021","Sep 01, 2021" "CGCMT_17-P8 A3","Non-Agency CMBS","Fixed Income","831,785.03","0.19","831,785.03","885,000.00","17326DAC6","US17326DAC65","-","United States","-","USD","2.72","5.54","1.00","Sep 15, 2050","3.20","2.70","-","5.54","2.70","5.54","USD","Sep 01, 2017","Sep 01, 2017" "FHLMC_K102 A1","Agency CMBS","Fixed Income","828,818.43","0.19","828,818.43","888,946.00","3137FQKB8","US3137FQKB81","-","United States","-","USD","2.55","4.92","1.00","May 25, 2029","2.18","2.54","-","4.92","2.54","4.92","USD","Dec 01, 2019","Dec 01, 2019" "FHMS_K1510 A2","Agency CMBS","Fixed Income","828,654.18","0.19","828,654.18","880,000.00","3137FL2L7","US3137FL2L77","-","United States","-","USD","5.48","4.85","1.00","Jan 25, 2031","3.72","5.46","-","4.85","5.46","4.85","USD","Feb 01, 2019","Feb 01, 2019" "FNMA_22-M3 A1","Agency CMBS","Fixed Income","828,619.70","0.19","828,619.70","941,550.00","3136BLR69","US3136BLR698","-","United States","-","USD","4.22","4.72","1.00","Nov 25, 2031","1.71","4.20","-","4.72","4.20","4.72","USD","Mar 01, 2022","Mar 01, 2022" "FHMS_K112 A2","Agency CMBS","Fixed Income","826,387.31","0.19","826,387.31","1,000,000.00","3137FUZV9","US3137FUZV92","-","United States","-","USD","5.50","4.76","1.00","May 25, 2030","1.31","5.48","-","4.76","5.48","4.76","USD","Jul 01, 2020","Jul 01, 2020" "FNMA_22-M8 A2","Agency CMBS","Fixed Income","825,623.59","0.19","825,623.59","1,000,000.00","3136BMST6","US3136BMST66","-","United States","-","USD","6.91","4.72","1.00","Dec 25, 2031","1.94","6.88","-","4.72","6.88","4.72","USD","Apr 01, 2022","Apr 01, 2022" "BMARK_21-B25 A5","Non-Agency CMBS","Fixed Income","821,189.20","0.19","821,189.20","1,000,000.00","08163DAE7","US08163DAE76","-","United States","-","USD","5.88","5.94","1.00","Apr 15, 2054","2.58","5.82","-","5.94","5.82","5.94","USD","Apr 01, 2021","Apr 01, 2021" "FNMA_17-M7 A2","Agency CMBS","Fixed Income","820,088.69","0.19","820,088.69","856,341.00","3136AV7G8","US3136AV7G89","-","United States","-","USD","2.60","4.65","1.00","Feb 25, 2027","2.96","2.59","-","4.65","2.59","4.65","USD","Jun 01, 2017","Jun 01, 2017" "BMARK_21-B27 A5","Non-Agency CMBS","Fixed Income","818,376.83","0.19","818,376.83","1,000,000.00","08163HAE8","US08163HAE80","-","United States","-","USD","6.21","5.62","1.00","Jul 15, 2054","2.39","6.16","-","5.62","6.16","5.62","USD","Jun 01, 2021","Jun 01, 2021" "JPMDB_19-COR6 A4","Non-Agency CMBS","Fixed Income","815,516.17","0.19","815,516.17","955,000.00","48129RAX3","US48129RAX35","-","United States","-","USD","4.78","6.40","1.00","Nov 13, 2052","3.06","4.73","-","6.40","4.73","6.40","USD","Nov 01, 2019","Nov 01, 2019" "BBCMS_21-C10 B","Non-Agency CMBS","Fixed Income","806,721.77","0.19","806,721.77","1,000,000.00","05551VBN2","US05551VBN29","-","United States","-","USD","6.38","5.86","1.00","Jul 15, 2054","2.49","6.32","-","5.86","6.32","5.86","USD","Jul 01, 2021","Jul 01, 2021" "FHMS_K159 A2","Agency CMBS","Fixed Income","798,551.45","0.19","798,551.45","833,000.00","3137FKKN5","US3137FKKN59","-","United States","-","USD","5.42","4.77","1.00","Nov 25, 2030","3.95","5.40","-","4.77","5.40","4.77","USD","Dec 01, 2018","Dec 01, 2018" "FHMS_K106 A1","Agency CMBS","Fixed Income","796,907.68","0.18","796,907.68","873,056.00","3137FRUS8","US3137FRUS89","-","United States","-","USD","2.79","5.03","1.00","Oct 25, 2029","1.78","2.77","-","5.03","2.77","5.03","USD","Mar 01, 2020","Mar 01, 2020" "CGCMT_17-C4 A3","Non-Agency CMBS","Fixed Income","794,352.90","0.18","794,352.90","846,531.00","17326FAC1","US17326FAC14","-","United States","-","USD","2.64","5.69","1.00","Oct 12, 2050","3.21","2.62","-","5.69","2.62","5.69","USD","Oct 01, 2017","Oct 01, 2017" "FHMS_18-K157 A2","Agency CMBS","Fixed Income","794,035.28","0.18","794,035.28","826,000.00","3137FHQ63","US3137FHQ630","-","United States","-","USD","5.33","4.77","1.00","May 25, 2033","3.99","5.31","-","4.77","5.31","4.77","USD","Sep 01, 2018","Sep 01, 2018" "JPMBB_16-C1 A-5","Non-Agency CMBS","Fixed Income","794,040.10","0.18","794,040.10","822,000.00","46645LAY3","US46645LAY39","-","United States","-","USD","1.50","5.98","1.00","Mar 17, 2049","3.58","1.49","-","5.98","1.49","5.98","USD","Mar 01, 2016","Mar 01, 2016" "BMO_23-C5 A5","Non-Agency CMBS","Fixed Income","791,014.71","0.18","791,014.71","750,000.00","055988AD1","US055988AD13","-","United States","-","USD","6.82","5.07","1.00","Jun 15, 2056","5.77","6.78","-","5.07","6.78","5.07","USD","Jun 01, 2023","Jun 01, 2023" "FHLK_15-20 A2","Agency CMBS","Fixed Income","785,499.46","0.18","785,499.46","1,000,000.00","3137FYTX4","US3137FYTX45","-","United States","-","USD","9.62","4.92","1.00","Feb 25, 2036","2.44","9.58","-","4.92","9.58","4.92","USD","Apr 01, 2021","Apr 01, 2021" "WFCM_20-C57 A4","Non-Agency CMBS","Fixed Income","781,571.15","0.18","781,571.15","919,000.00","95002XBD6","US95002XBD66","-","United States","-","USD","5.38","5.14","1.00","Aug 15, 2053","2.12","5.35","-","5.14","5.35","5.14","USD","Aug 01, 2020","Aug 01, 2020" "MSWF_23-1 A5","Non-Agency CMBS","Fixed Income","766,843.44","0.18","766,843.44","730,000.00","55376CAJ2","US55376CAJ27","-","United States","-","USD","6.80","5.12","1.00","May 15, 2033","5.75","6.75","-","5.12","6.75","5.12","USD","May 01, 2023","May 01, 2023" "BACM_16-UB10 A4","Non-Agency CMBS","Fixed Income","764,138.10","0.18","764,138.10","800,000.00","06054MAE3","US06054MAE30","-","United States","-","USD","1.64","6.05","1.00","Jul 16, 2049","3.17","1.63","-","6.05","1.63","6.05","USD","Jun 01, 2016","Jun 01, 2016" "FHMS_K076 A1","Agency CMBS","Fixed Income","763,935.39","0.18","763,935.39","778,480.00","3137FEZT0","US3137FEZT05","-","United States","-","USD","1.28","5.24","1.00","Dec 25, 2027","3.73","1.28","-","5.24","1.28","5.24","USD","May 01, 2018","May 01, 2018" "FHMS K-1521 A2","Agency CMBS","Fixed Income","754,315.89","0.17","754,315.89","1,000,000.00","3137H2NY6","US3137H2NY67","-","United States","-","USD","10.12","4.94","1.00","Aug 25, 2036","2.18","10.08","-","4.94","10.08","4.94","USD","Sep 01, 2021","Sep 01, 2021" "FHMS_K089 A1","Agency CMBS","Fixed Income","752,466.53","0.17","752,466.53","776,675.00","3137FL6N9","US3137FL6N97","-","United States","-","USD","2.21","4.80","1.00","Oct 25, 2028","3.34","2.20","-","4.80","2.20","4.80","USD","Mar 01, 2019","Mar 01, 2019" "BMARK_19-B10 A3","Non-Agency CMBS","Fixed Income","740,622.37","0.17","740,622.37","797,447.00","08162VAD0","US08162VAD01","-","United States","-","USD","3.37","5.70","1.00","Mar 15, 2062","3.46","3.34","-","5.70","3.34","5.70","USD","Apr 01, 2019","Apr 01, 2019" "COMM_15-CR25 A4","Non-Agency CMBS","Fixed Income","732,544.09","0.17","732,544.09","750,000.00","12593PAW2","US12593PAW23","BYX0D94","United States","-","USD","1.05","6.20","1.00","Aug 10, 2048","3.76","1.04","-","6.20","1.04","6.20","USD","Aug 01, 2015","Aug 01, 2015" "CGCMT_15-GC31 A4","Non-Agency CMBS","Fixed Income","730,694.85","0.17","730,694.85","750,000.00","17323YAD1","US17323YAD13","-","United States","-","USD","0.91","6.86","1.00","Jun 10, 2048","3.76","0.90","-","6.86","0.90","6.86","USD","Jul 01, 2015","Jul 01, 2015" "WFCMT_15-LC20 B","Non-Agency CMBS","Fixed Income","723,257.37","0.17","723,257.37","750,000.00","94989EAK3","US94989EAK38","-","United States","-","USD","0.78","8.60","1.00","Apr 15, 2050","3.72","0.76","-","8.60","0.76","8.60","USD","Mar 01, 2015","Mar 01, 2015" "COMM_15-CR24 B","Non-Agency CMBS","Fixed Income","722,292.92","0.17","722,292.92","750,000.00","12593JBJ4","US12593JBJ43","-","United States","-","USD","2.56","5.96","1.00","Aug 12, 2048","4.35","2.54","-","5.96","2.54","5.96","USD","Aug 01, 2015","Aug 01, 2015" "GSMS_19-GC38 A4","Non-Agency CMBS","Fixed Income","714,408.39","0.17","714,408.39","750,000.00","36252SAV9","US36252SAV97","-","United States","-","USD","4.04","5.25","1.00","Feb 10, 2052","3.97","4.02","-","5.25","4.02","5.25","USD","Feb 01, 2019","Feb 01, 2019" "COMM_18-COR3 A3","Non-Agency CMBS","Fixed Income","711,672.61","0.16","711,672.61","750,000.00","12595VAD9","US12595VAD91","BYW3X83","United States","-","USD","3.44","5.86","1.00","May 10, 2051","4.23","3.41","-","5.86","3.41","5.86","USD","May 01, 2018","May 01, 2018" "CD_17-CD5 A4","Non-Agency CMBS","Fixed Income","708,439.31","0.16","708,439.31","750,000.00","12515HAZ8","US12515HAZ82","-","United States","-","USD","2.86","5.49","1.00","Aug 15, 2050","3.43","2.84","-","5.49","2.84","5.49","USD","Aug 01, 2017","Aug 01, 2017" "CSAIL_16-C5 C","Non-Agency CMBS","Fixed Income","703,627.50","0.16","703,627.50","750,000.00","12636LBE9","US12636LBE92","BD6CLC9","United States","-","USD","2.27","7.56","1.00","Nov 15, 2048","4.64","2.23","-","7.56","2.23","7.56","USD","Feb 01, 2016","Feb 01, 2016" "MSBAM_15-C23 A3","Non-Agency CMBS","Fixed Income","701,181.21","0.16","701,181.21","717,052.00","61690QAD1","US61690QAD16","-","United States","-","USD","0.74","6.65","1.00","Jul 15, 2050","3.45","0.74","-","6.65","0.74","6.65","USD","Jun 01, 2015","Jun 01, 2015" "WFCM_19-C50 A5","Non-Agency CMBS","Fixed Income","700,495.30","0.16","700,495.30","750,000.00","95001XBB1","US95001XBB10","-","United States","-","USD","4.26","5.39","1.00","May 15, 2052","3.73","4.24","-","5.39","4.24","5.39","USD","May 01, 2019","May 01, 2019" "BMARK_21-B29 A5","Non-Agency CMBS","Fixed Income","696,149.85","0.16","696,149.85","830,000.00","08163JAE4","US08163JAE47","-","United States","-","USD","6.39","5.14","1.00","Sep 15, 2054","2.39","6.36","-","5.14","6.36","5.14","USD","Sep 01, 2021","Sep 01, 2021" "FHMS_K057 A2","Agency CMBS","Fixed Income","693,476.28","0.16","693,476.28","725,000.00","3137BRQJ7","US3137BRQJ72","BZC0BP4","United States","-","USD","1.82","5.02","1.00","Jul 25, 2026","2.57","1.82","-","5.02","1.82","5.02","USD","Sep 01, 2016","Sep 01, 2016" "FNMA_17-M1 A2","Agency CMBS","Fixed Income","690,840.09","0.16","690,840.09","728,889.00","3136AUG21","US3136AUG215","BYX7TQ4","United States","-","USD","2.36","4.73","1.00","Oct 25, 2026","2.42","2.36","-","4.73","2.36","4.73","USD","Jan 01, 2017","Jan 01, 2017" "FNMA_18-M7 A2","Agency CMBS","Fixed Income","688,350.30","0.16","688,350.30","724,608.00","3136B1K86","US3136B1K865","-","United States","-","USD","3.45","4.58","1.00","Mar 25, 2028","3.03","3.44","-","4.58","3.44","4.58","USD","May 01, 2018","May 01, 2018" "BBCMS_24-C24 B","Non-Agency CMBS","Fixed Income","685,884.97","0.16","685,884.97","680,000.00","07336VAX9","US07336VAX91","-","United States","-","USD","7.34","5.69","1.00","Feb 15, 2057","5.72","7.27","-","5.69","7.27","5.69","USD","Feb 01, 2024","Feb 01, 2024" "UBSCM_18-C15 B","Non-Agency CMBS","Fixed Income","683,981.45","0.16","683,981.45","750,000.00","90278LBC2","US90278LBC28","-","United States","-","USD","4.01","7.33","1.00","Dec 15, 2051","4.92","3.94","-","7.33","3.94","7.33","USD","Dec 01, 2018","Dec 01, 2018" "COMM_17-COR2 C","Non-Agency CMBS","Fixed Income","683,841.61","0.16","683,841.61","750,000.00","12595EAH8","US12595EAH80","-","United States","-","USD","3.17","7.69","1.00","Sep 10, 2050","4.59","3.12","-","7.69","3.12","7.69","USD","Sep 01, 2017","Sep 01, 2017" "MSBAM_15-C22 A4","Non-Agency CMBS","Fixed Income","683,655.61","0.16","683,655.61","700,000.00","61690FAM5","US61690FAM59","BWZMHS1","United States","-","USD","0.83","6.30","1.00","Apr 15, 2048","3.31","0.83","-","6.30","0.83","6.30","USD","Apr 01, 2015","Apr 01, 2015" "GSMS_20-GC45 A4","Non-Agency CMBS","Fixed Income","681,494.31","0.16","681,494.31","775,000.00","36258YBF4","US36258YBF43","-","United States","-","USD","4.71","5.41","1.00","Feb 13, 2053","2.66","4.68","-","5.41","4.68","5.41","USD","Jan 01, 2020","Jan 01, 2020" "FNMA_15-M11 A2","Agency CMBS","Fixed Income","680,956.68","0.16","680,956.68","694,439.00","3136APSZ6","US3136APSZ66","-","United States","-","USD","0.93","5.03","1.00","Apr 25, 2025","2.85","0.92","-","5.03","0.92","5.03","USD","Jul 01, 2015","Jul 01, 2015" "BBCMS_22-C17 C","Non-Agency CMBS","Fixed Income","680,121.84","0.16","680,121.84","847,000.00","054976AL9","US054976AL93","-","United States","-","USD","6.31","9.01","1.00","Sep 15, 2055","5.45","6.16","-","9.01","6.16","9.01","USD","Sep 01, 2022","Sep 01, 2022" "CFCRE_17-C8 B","Non-Agency CMBS","Fixed Income","678,345.67","0.16","678,345.67","750,000.00","12532CBC8","US12532CBC82","-","United States","-","USD","3.12","7.50","1.00","Jun 15, 2050","4.20","3.08","-","7.50","3.08","7.50","USD","Jun 01, 2017","Jun 01, 2017" "BMARK_18-B3 A4","Non-Agency CMBS","Fixed Income","669,230.29","0.16","669,230.29","700,000.00","08161BAX1","US08161BAX10","-","United States","-","USD","2.95","5.37","1.00","Apr 12, 2051","3.76","2.93","-","5.37","2.93","5.37","USD","Apr 01, 2018","Apr 01, 2018" "CGCMT_19-GC43 A4","Non-Agency CMBS","Fixed Income","664,786.22","0.15","664,786.22","750,000.00","17328HBD2","US17328HBD26","-","United States","-","USD","4.68","5.66","1.00","Nov 10, 2052","3.04","4.65","-","5.66","4.65","5.66","USD","Nov 01, 2019","Nov 01, 2019" "FHMS_K1512 A2","Agency CMBS","Fixed Income","661,134.33","0.15","661,134.33","730,000.00","3137FMTS1","US3137FMTS12","-","United States","-","USD","5.70","4.74","1.00","May 25, 2031","2.99","5.68","-","4.74","5.68","4.74","USD","Jul 01, 2019","Jul 01, 2019" "FNMA_18-M1 A2","Agency CMBS","Fixed Income","660,777.74","0.15","660,777.74","694,132.00","3136AY7L1","US3136AY7L11","-","United States","-","USD","3.19","4.59","1.00","Dec 25, 2027","2.99","3.19","-","4.59","3.19","4.59","USD","Jan 01, 2018","Jan 01, 2018" "CD_17-CD3 AS","Non-Agency CMBS","Fixed Income","655,859.85","0.15","655,859.85","750,000.00","12515GAF4","US12515GAF46","-","United States","-","USD","2.97","8.47","1.00","Feb 10, 2050","3.83","2.90","-","8.47","2.90","8.47","USD","Feb 01, 2017","Feb 01, 2017" "CGCMT_19-GC41 AS","Non-Agency CMBS","Fixed Income","654,186.88","0.15","654,186.88","750,000.00","17328FAY1","US17328FAY16","-","United States","-","USD","4.73","5.95","1.00","Aug 10, 2056","3.02","4.69","-","5.95","4.69","5.95","USD","Aug 01, 2019","Aug 01, 2019" "FHMS_K139 A2","Agency CMBS","Fixed Income","650,811.77","0.15","650,811.77","750,000.00","3137H6LN3","US3137H6LN35","-","United States","-","USD","6.63","4.73","1.00","Jan 25, 2032","2.59","6.60","-","4.73","6.60","4.73","USD","Mar 01, 2022","Mar 01, 2022" "FNMA_15-M13 A2","Agency CMBS","Fixed Income","649,995.61","0.15","649,995.61","666,333.00","3136AQHL7","US3136AQHL72","-","United States","-","USD","1.13","4.95","1.00","Jun 25, 2025","2.70","1.13","-","4.95","1.13","4.95","USD","Oct 01, 2015","Oct 01, 2015" "BANK_17-BNK8 A3","Non-Agency CMBS","Fixed Income","640,522.64","0.15","640,522.64","683,243.00","06650AAD9","US06650AAD90","-","United States","-","USD","2.66","5.72","1.00","Nov 15, 2050","3.23","2.64","-","5.72","2.64","5.72","USD","Nov 01, 2017","Nov 01, 2017" "FNMA_17-M4 A2","Agency CMBS","Fixed Income","638,015.26","0.15","638,015.26","672,837.00","3136AVY52","US3136AVY521","-","United States","-","USD","2.54","4.69","1.00","Dec 25, 2026","2.55","2.53","-","4.69","2.53","4.69","USD","Apr 01, 2017","Apr 01, 2017" "BANK_21-BN36 A5","Non-Agency CMBS","Fixed Income","633,891.49","0.15","633,891.49","750,000.00","06540DBH7","US06540DBH70","-","United States","-","USD","6.41","5.10","1.00","Sep 15, 2064","2.47","6.38","-","5.10","6.38","5.10","USD","Oct 01, 2021","Oct 01, 2021" "WFCM_20-C56 C","Non-Agency CMBS","Fixed Income","621,251.62","0.14","621,251.62","800,000.00","95002RBA5","US95002RBA59","-","United States","-","USD","5.40","8.38","1.00","Jun 15, 2053","3.74","5.29","-","8.38","5.29","8.38","USD","Jun 01, 2020","Jun 01, 2020" "FHMS_K095 A2","Agency CMBS","Fixed Income","620,793.35","0.14","620,793.35","675,000.00","3137FNAE0","US3137FNAE00","-","United States","-","USD","4.46","4.68","1.00","Jun 25, 2029","2.79","4.44","-","4.68","4.44","4.68","USD","Aug 01, 2019","Aug 01, 2019" "BMARK_20-IG1 A3","Non-Agency CMBS","Fixed Income","613,190.75","0.14","613,190.75","750,000.00","08162LAC4","US08162LAC46","-","United States","-","USD","4.71","6.99","1.00","Sep 15, 2043","2.69","4.64","-","6.99","4.64","6.99","USD","Feb 01, 2020","Feb 01, 2020" "WFCM_19-C49 C","Non-Agency CMBS","Fixed Income","611,678.51","0.14","611,678.51","665,000.00","95001WBG2","US95001WBG24","-","United States","-","USD","4.87","6.63","1.00","Mar 15, 2052","4.87","4.81","-","6.63","4.81","6.63","USD","Mar 01, 2019","Mar 01, 2019" "JPMBB_15-C30 AS","Non-Agency CMBS","Fixed Income","608,027.35","0.14","608,027.35","635,000.00","46644UBE7","US46644UBE73","-","United States","-","USD","1.38","7.51","1.00","Jul 17, 2048","4.23","1.37","-","7.51","1.37","7.51","USD","Jul 01, 2015","Jul 01, 2015" "BMARK_19-B12 A5","Non-Agency CMBS","Fixed Income","601,495.43","0.14","601,495.43","660,000.00","08162FAE3","US08162FAE34","-","United States","-","USD","4.47","5.23","1.00","Aug 15, 2052","3.12","4.45","-","5.23","4.45","5.23","USD","Aug 01, 2019","Aug 01, 2019" "JPMDB_16-C2 B","Non-Agency CMBS","Fixed Income","599,571.06","0.14","599,571.06","750,000.00","46590LAY8","US46590LAY83","-","United States","-","USD","3.37","10.68","1.00","Jun 15, 2049","3.99","3.26","-","10.68","3.26","10.68","USD","May 01, 2016","May 01, 2016" "WFCM_18-C46 A4","Non-Agency CMBS","Fixed Income","596,137.57","0.14","596,137.57","623,351.00","95001QAU5","US95001QAU58","-","United States","-","USD","3.67","5.44","1.00","Aug 15, 2051","4.15","3.65","-","5.44","3.65","5.44","USD","Aug 01, 2018","Aug 01, 2018" "FNMA_17-M3 A2","Agency CMBS","Fixed Income","594,708.98","0.14","594,708.98","628,124.00","3136AVYL7","US3136AVYL74","-","United States","-","USD","2.49","4.71","1.00","Dec 25, 2026","2.47","2.49","-","4.71","2.49","4.71","USD","Mar 01, 2017","Mar 01, 2017" "MSBAM_16-C30 A4","Non-Agency CMBS","Fixed Income","586,200.45","0.14","586,200.45","623,395.00","61766NBA2","US61766NBA28","-","United States","-","USD","1.67","6.34","1.00","Sep 15, 2049","2.60","1.66","-","6.34","1.66","6.34","USD","Sep 01, 2016","Sep 01, 2016" "BBCMS_24-5C25 A3","Non-Agency CMBS","Fixed Income","583,770.49","0.14","583,770.49","560,000.00","05554VAB6","US05554VAB62","-","United States","-","USD","3.84","4.98","1.00","Mar 15, 2057","5.95","3.82","-","4.98","3.82","4.98","USD","Mar 01, 2024","Mar 01, 2024" "JPMBB_15-C28 A3","Non-Agency CMBS","Fixed Income","580,047.22","0.13","580,047.22","590,295.00","46644FAC5","US46644FAC59","-","United States","-","USD","0.24","13.02","1.00","Oct 15, 2048","2.91","0.23","-","13.02","0.23","13.02","USD","Apr 01, 2015","Apr 01, 2015" "BANK_18-BN14 A3","Non-Agency CMBS","Fixed Income","575,894.38","0.13","575,894.38","600,000.00","06035RAR7","US06035RAR75","-","United States","-","USD","3.47","5.22","1.00","Sep 17, 2060","3.97","3.45","-","5.22","3.45","5.22","USD","Sep 01, 2018","Sep 01, 2018" "FHMS_K067 A2","Agency CMBS","Fixed Income","575,147.42","0.13","575,147.42","600,000.00","3137FAWS3","US3137FAWS37","-","United States","-","USD","2.83","4.71","1.00","Jul 25, 2027","3.19","2.82","-","4.71","2.82","4.71","USD","Sep 01, 2017","Sep 01, 2017" "CGCMT_18-B2 A4","Non-Agency CMBS","Fixed Income","574,656.01","0.13","574,656.01","600,000.00","17327FAD8","US17327FAD87","-","United States","-","USD","3.22","5.45","1.00","Mar 10, 2051","4.01","3.20","-","5.45","3.20","5.45","USD","Mar 01, 2018","Mar 01, 2018" "FHMS_K146 A2","Agency CMBS","Fixed Income","574,313.55","0.13","574,313.55","650,000.00","3137H7ZB2","US3137H7ZB24","-","United States","-","USD","6.91","4.72","1.00","Jun 25, 2032","2.92","6.88","-","4.72","6.88","4.72","USD","Jun 01, 2022","Jun 01, 2022" "BANK_19-BNK16 A3","Non-Agency CMBS","Fixed Income","564,316.60","0.13","564,316.60","600,000.00","065405AD4","US065405AD41","-","United States","-","USD","3.86","5.39","1.00","Feb 15, 2052","3.74","3.83","-","5.39","3.83","5.39","USD","Feb 01, 2019","Feb 01, 2019" "BMARK_19-B10 AM","Non-Agency CMBS","Fixed Income","548,432.12","0.13","548,432.12","600,000.00","08162VAG3","US08162VAG32","-","United States","-","USD","4.28","6.15","1.00","Mar 15, 2062","3.98","4.24","-","6.15","4.24","6.15","USD","Apr 01, 2019","Apr 01, 2019" "BMARK_18-B8 AS","Non-Agency CMBS","Fixed Income","533,434.69","0.12","533,434.69","563,000.00","08162UBA7","US08162UBA79","-","United States","-","USD","4.05","5.95","1.00","Jan 15, 2052","4.53","4.02","-","5.95","4.02","5.95","USD","Dec 01, 2018","Dec 01, 2018" "FNMA_14-M11B 2A","Agency CMBS","Fixed Income","525,413.89","0.12","525,413.89","542,744.00","3136AK2F9","US3136AK2F96","-","United States","-","USD","2.18","4.83","1.00","Aug 25, 2026","3.29","2.18","-","4.83","2.18","4.83","USD","Sep 01, 2014","Sep 01, 2014" "FHMS_K059 A2","Agency CMBS","Fixed Income","511,353.77","0.12","511,353.77","530,000.00","3137BSRE5","US3137BSRE59","-","United States","-","USD","2.02","4.92","1.00","Sep 25, 2026","3.12","2.01","-","4.92","2.01","4.92","USD","Nov 01, 2016","Nov 01, 2016" "BANK_23-BNK45 A5","Non-Agency CMBS","Fixed Income","506,709.35","0.12","506,709.35","500,000.00","06541BBK3","US06541BBK35","-","United States","-","USD","6.69","5.09","1.00","Feb 15, 2056","5.20","6.65","-","5.09","6.65","5.09","USD","Feb 01, 2023","Feb 01, 2023" "FHMS-_K123 A2","Agency CMBS","Fixed Income","498,125.10","0.12","498,125.10","600,000.00","3137F8ZV8","US3137F8ZV80","-","United States","-","USD","5.88","4.77","1.00","Dec 25, 2030","1.62","5.86","-","4.77","5.86","4.77","USD","Jan 01, 2021","Jan 01, 2021" "BANK_17-BNK7 B","Non-Agency CMBS","Fixed Income","492,430.84","0.11","492,430.84","550,000.00","06541XAK6","US06541XAK63","-","United States","-","USD","3.22","7.47","1.00","Sep 15, 2060","3.95","3.17","-","7.47","3.17","7.47","USD","Sep 01, 2017","Sep 01, 2017" "COMM_15-CR23 A4","Non-Agency CMBS","Fixed Income","489,352.55","0.11","489,352.55","500,000.00","12593ABA2","US12593ABA25","-","United States","-","USD","0.73","6.70","1.00","May 10, 2048","3.50","0.72","-","6.70","0.72","6.70","USD","May 01, 2015","May 01, 2015" "COMM_15-LC21 A4","Non-Agency CMBS","Fixed Income","488,931.31","0.11","488,931.31","500,000.00","12593FBD5","US12593FBD50","-","United States","-","USD","0.87","6.51","1.00","Jul 10, 2048","3.71","0.86","-","6.51","0.86","6.51","USD","Jun 01, 2015","Jun 01, 2015" "CSAIL_15-C2 A4","Non-Agency CMBS","Fixed Income","488,172.32","0.11","488,172.32","500,000.00","12634NAT5","US12634NAT54","-","United States","-","USD","0.73","6.98","1.00","Jun 15, 2057","3.50","0.72","-","6.98","0.72","6.98","USD","May 01, 2015","May 01, 2015" "MSC_15-MS1 A4","Non-Agency CMBS","Fixed Income","487,829.73","0.11","487,829.73","500,000.00","61765DAU2","US61765DAU28","-","United States","-","USD","0.94","6.56","1.00","May 15, 2048","3.78","0.94","-","6.56","0.94","6.56","USD","Jul 01, 2015","Jul 01, 2015" "MSBAM_15-C20 AS","Non-Agency CMBS","Fixed Income","486,823.61","0.11","486,823.61","500,000.00","61764RBH0","US61764RBH03","-","United States","-","USD","0.74","9.56","1.00","Feb 15, 2048","3.61","0.72","-","9.56","0.72","9.56","USD","Jan 01, 2015","Jan 01, 2015" "WFCM_15-C31 A4","Non-Agency CMBS","Fixed Income","486,011.42","0.11","486,011.42","500,000.00","94989WAS6","US94989WAS61","-","United States","-","USD","1.18","6.22","1.00","Nov 15, 2048","3.69","1.18","-","6.22","1.18","6.22","USD","Nov 01, 2015","Nov 01, 2015" "JPMDB_18-C8 A3","Non-Agency CMBS","Fixed Income","484,521.22","0.11","484,521.22","512,095.00","46591AAZ8","US46591AAZ84","-","United States","-","USD","2.83","5.98","1.00","Jun 15, 2051","3.94","2.81","-","5.98","2.81","5.98","USD","Jun 01, 2018","Jun 01, 2018" "CFCRE_16-C3 A3","Non-Agency CMBS","Fixed Income","483,420.22","0.11","483,420.22","500,000.00","12531WBB7","US12531WBB72","BD6CSY0","United States","-","USD","1.41","6.43","1.00","Jan 10, 2048","3.87","1.39","-","6.43","1.39","6.43","USD","Jan 01, 2016","Jan 01, 2016" "FHMS_K055 A2","Agency CMBS","Fixed Income","481,069.15","0.11","481,069.15","500,000.00","3137BPW21","US3137BPW218","-","United States","-","USD","1.59","5.12","1.00","Mar 25, 2026","2.67","1.58","-","5.12","1.58","5.12","USD","Jun 01, 2016","Jun 01, 2016" "MSC_18-H3 A4","Non-Agency CMBS","Fixed Income","478,030.80","0.11","478,030.80","500,000.00","61767YAY6","US61767YAY68","-","United States","-","USD","2.95","5.51","1.00","Jul 15, 2051","3.91","2.93","-","5.51","2.93","5.51","USD","Jul 01, 2018","Jul 01, 2018" "GSMS_15-GC30 AS","Non-Agency CMBS","Fixed Income","477,237.88","0.11","477,237.88","500,000.00","36250GAT2","US36250GAT22","-","United States","-","USD","1.00","8.68","1.00","May 10, 2050","3.78","0.98","-","8.68","0.98","8.68","USD","May 01, 2015","May 01, 2015" "GSMS_15-GC32 A3","Non-Agency CMBS","Fixed Income","476,288.01","0.11","476,288.01","489,323.00","36250PAC9","US36250PAC95","-","United States","-","USD","0.86","6.86","1.00","Jul 10, 2048","3.50","0.85","-","6.86","0.85","6.86","USD","Jul 01, 2015","Jul 01, 2015" "CD_18-CD7 ASB","Non-Agency CMBS","Fixed Income","471,773.36","0.11","471,773.36","480,469.00","12512JAT1","US12512JAT16","-","United States","-","USD","1.92","5.27","1.00","Aug 17, 2051","4.21","1.91","-","5.27","1.91","5.27","USD","Aug 01, 2018","Aug 01, 2018" "FHLMC_K735 A2","Agency CMBS","Fixed Income","470,567.97","0.11","470,567.97","487,880.00","3137FMU67","US3137FMU673","-","United States","-","USD","1.67","5.05","1.00","May 25, 2026","2.86","1.66","-","5.05","1.66","5.05","USD","Jul 01, 2019","Jul 01, 2019" "CSAIL_19-C18 ASB","Non-Agency CMBS","Fixed Income","470,222.23","0.11","470,222.23","500,000.00","12597DAE5","US12597DAE58","-","United States","-","USD","2.84","5.07","1.00","Dec 15, 2052","2.87","2.82","-","5.07","2.82","5.07","USD","Dec 01, 2019","Dec 01, 2019" "BANK_17-BNK4 AS","Non-Agency CMBS","Fixed Income","470,101.40","0.11","470,101.40","500,000.00","06541FBD0","US06541FBD06","-","United States","-","USD","2.72","6.12","1.00","May 15, 2050","3.78","2.70","-","6.12","2.70","6.12","USD","Apr 01, 2017","Apr 01, 2017" "BANK_18-BN15 A3","Non-Agency CMBS","Fixed Income","469,877.72","0.11","469,877.72","490,111.00","06036FBB6","US06036FBB67","-","United States","-","USD","3.51","5.42","1.00","Nov 15, 2061","4.14","3.49","-","5.42","3.49","5.42","USD","Nov 01, 2018","Nov 01, 2018" "MSBAM_16-C30 A5","Non-Agency CMBS","Fixed Income","469,777.78","0.11","469,777.78","500,000.00","61766NBB0","US61766NBB01","-","United States","-","USD","2.10","5.88","1.00","Sep 15, 2049","2.86","2.09","-","5.88","2.09","5.88","USD","Sep 01, 2016","Sep 01, 2016" "BANK_18-BN14 AS","Non-Agency CMBS","Fixed Income","469,316.21","0.11","469,316.21","500,000.00","06035RAU0","US06035RAU05","-","United States","-","USD","3.96","6.16","1.00","Sep 15, 2060","4.48","3.92","-","6.16","3.92","6.16","USD","Sep 01, 2018","Sep 01, 2018" "BMARK_18-B5 B","Non-Agency CMBS","Fixed Income","467,389.35","0.11","467,389.35","500,000.00","08160BAJ3","US08160BAJ35","-","United States","-","USD","3.88","6.40","1.00","Jul 15, 2051","4.57","3.84","-","6.40","3.84","6.40","USD","Aug 01, 2018","Aug 01, 2018" "WFCM_18-C46 AS","Non-Agency CMBS","Fixed Income","467,268.08","0.11","467,268.08","500,000.00","95001QAX9","US95001QAX97","-","United States","-","USD","3.78","6.26","1.00","Aug 15, 2051","4.38","3.74","-","6.26","3.74","6.26","USD","Aug 01, 2018","Aug 01, 2018" "JPMBB_15-C27 AS","Non-Agency CMBS","Fixed Income","466,422.66","0.11","466,422.66","500,000.00","46644ABK7","US46644ABK79","-","United States","-","USD","1.18","7.71","1.00","Feb 15, 2048","3.63","1.16","-","7.71","1.16","7.71","USD","Feb 01, 2015","Feb 01, 2015" "FHMS_K1510 A3","Agency CMBS","Fixed Income","465,978.32","0.11","465,978.32","500,000.00","3137FL2M5","US3137FL2M50","-","United States","-","USD","7.37","4.78","1.00","Jan 25, 2034","3.79","7.34","-","4.78","7.34","4.78","USD","Feb 01, 2019","Feb 01, 2019" "WFCM_16-NXS6 B","Non-Agency CMBS","Fixed Income","465,683.85","0.11","465,683.85","500,000.00","95000KBG9","US95000KBG94","-","United States","-","USD","2.24","7.09","1.00","Nov 15, 2049","3.81","2.21","-","7.09","2.21","7.09","USD","Oct 01, 2016","Oct 01, 2016" "FHMS_K156 A3","Agency CMBS","Fixed Income","464,539.60","0.11","464,539.60","500,000.00","3137FH2A0","US3137FH2A03","-","United States","-","USD","7.25","4.74","1.00","Jun 25, 2033","3.70","7.22","-","4.74","7.22","4.74","USD","Aug 01, 2018","Aug 01, 2018" "UBSCM_17-C6 AS","Non-Agency CMBS","Fixed Income","463,942.53","0.11","463,942.53","500,000.00","90276UBC4","US90276UBC45","-","United States","-","USD","3.22","6.33","1.00","Dec 15, 2050","3.93","3.19","-","6.33","3.19","6.33","USD","Dec 01, 2017","Dec 01, 2017" "FHMS-K-1511 A2","Agency CMBS","Fixed Income","461,417.77","0.11","461,417.77","500,000.00","3137FLYJ7","US3137FLYJ74","-","United States","-","USD","5.61","4.93","1.00","Mar 25, 2031","3.47","5.59","-","4.93","5.59","4.93","USD","May 01, 2019","May 01, 2019" "BANK_22-BNK41 A4","Non-Agency CMBS","Fixed Income","460,989.22","0.11","460,989.22","500,000.00","06540MBH7","US06540MBH79","-","United States","-","USD","6.50","5.13","1.00","Apr 15, 2065","3.92","6.46","-","5.13","6.46","5.13","USD","May 01, 2022","May 01, 2022" "BNK_20-BN25 A3","Non-Agency CMBS","Fixed Income","459,548.49","0.11","459,548.49","484,436.00","06539WAY2","US06539WAY21","-","United States","-","USD","1.57","5.78","1.00","Jan 15, 2063","2.39","1.56","-","5.78","1.56","5.78","USD","Feb 01, 2020","Feb 01, 2020" "WFCM_20-C56 ASB","Non-Agency CMBS","Fixed Income","459,083.23","0.11","459,083.23","500,000.00","95002RAV0","US95002RAV06","-","United States","-","USD","3.14","5.15","1.00","Jun 15, 2053","2.42","3.12","-","5.15","3.12","5.15","USD","Jun 01, 2020","Jun 01, 2020" "WFCM_16-C36 AS","Non-Agency CMBS","Fixed Income","457,513.33","0.11","457,513.33","500,000.00","95000MBR1","US95000MBR16","-","United States","-","USD","2.54","6.99","1.00","Nov 15, 2059","3.42","2.50","-","6.99","2.50","6.99","USD","Nov 01, 2016","Nov 01, 2016" "BMARK_18-B1 AM","Non-Agency CMBS","Fixed Income","457,138.12","0.11","457,138.12","500,000.00","08162PAZ4","US08162PAZ45","-","United States","-","USD","3.30","6.67","1.00","Jan 15, 2051","3.88","3.26","-","6.67","3.26","6.67","USD","Jan 01, 2018","Jan 01, 2018" "FHMS_K153 A3","Agency CMBS","Fixed Income","452,611.08","0.10","452,611.08","500,000.00","3137BXHC9","US3137BXHC98","-","United States","-","USD","6.33","4.71","1.00","Oct 25, 2031","3.12","6.30","-","4.71","6.30","4.71","USD","Apr 01, 2017","Apr 01, 2017" "BMARK_19-B11 AS","Non-Agency CMBS","Fixed Income","451,336.14","0.10","451,336.14","500,000.00","08162BBJ0","US08162BBJ08","-","United States","-","USD","4.55","6.09","1.00","May 15, 2052","3.78","4.50","-","6.09","4.50","6.09","USD","Jun 01, 2019","Jun 01, 2019" "FHMS_K098 A2","Agency CMBS","Fixed Income","450,023.34","0.10","450,023.34","500,000.00","3137FPHK4","US3137FPHK45","-","United States","-","USD","4.65","4.69","1.00","Aug 25, 2029","2.42","4.64","-","4.69","4.64","4.69","USD","Oct 01, 2019","Oct 01, 2019" "WFCM_17-C39 C","Non-Agency CMBS","Fixed Income","445,513.20","0.10","445,513.20","500,000.00","95000XAL1","US95000XAL10","-","United States","-","USD","3.52","7.48","1.00","Sep 15, 2050","4.12","3.46","-","7.48","3.46","7.48","USD","Aug 01, 2017","Aug 01, 2017" "BANK_19-BN21 A5","Non-Agency CMBS","Fixed Income","445,080.79","0.10","445,080.79","500,000.00","06540BBD0","US06540BBD01","-","United States","-","USD","4.64","5.39","1.00","Oct 18, 2052","2.85","4.62","-","5.39","4.62","5.39","USD","Oct 01, 2019","Oct 01, 2019" "GSMS_17-GS7 B","Non-Agency CMBS","Fixed Income","444,055.36","0.10","444,055.36","500,000.00","36254CBA7","US36254CBA71","-","United States","-","USD","3.64","7.23","1.00","Aug 12, 2050","3.88","3.58","-","7.23","3.58","7.23","USD","Aug 01, 2017","Aug 01, 2017" "MSC_20-L4 A3","Non-Agency CMBS","Fixed Income","441,591.11","0.10","441,591.11","500,000.00","61770KAX3","US61770KAX37","-","United States","-","USD","5.00","5.21","1.00","Feb 15, 2053","2.70","4.97","-","5.21","4.97","5.21","USD","Feb 01, 2020","Feb 01, 2020" "COMM_18-COR3 B","Non-Agency CMBS","Fixed Income","441,313.68","0.10","441,313.68","500,000.00","12595VAG2","US12595VAG23","-","United States","-","USD","3.97","7.83","1.00","May 10, 2051","4.51","3.90","-","7.83","3.90","7.83","USD","May 01, 2018","May 01, 2018" "WFCM_19-C51 AS","Non-Agency CMBS","Fixed Income","437,418.73","0.10","437,418.73","492,000.00","95001VAX8","US95001VAX82","-","United States","-","USD","4.62","6.18","1.00","Jun 15, 2052","3.58","4.57","-","6.18","4.57","6.18","USD","Jul 01, 2019","Jul 01, 2019" "WFCM_17-C42 B","Non-Agency CMBS","Fixed Income","434,267.89","0.10","434,267.89","500,000.00","95001GAL7","US95001GAL77","-","United States","-","USD","3.80","7.79","1.00","Dec 15, 2050","4.00","3.73","-","7.79","3.73","7.79","USD","Dec 01, 2017","Dec 01, 2017" "WFCM_17-C38 A4","Non-Agency CMBS","Fixed Income","433,181.46","0.10","433,181.46","459,366.00","95001MAE0","US95001MAE03","-","United States","-","USD","2.48","5.62","1.00","Jul 15, 2050","3.19","2.46","-","5.62","2.46","5.62","USD","Jul 01, 2017","Jul 01, 2017" "CGCMT_20-GC46 AS","Non-Agency CMBS","Fixed Income","430,808.76","0.10","430,808.76","500,000.00","17328RBB4","US17328RBB42","-","United States","-","USD","5.14","5.84","1.00","Feb 18, 2053","2.92","5.10","-","5.84","5.10","5.84","USD","Feb 01, 2020","Feb 01, 2020" "JPMDB_20-COR7 A5","Non-Agency CMBS","Fixed Income","430,267.40","0.10","430,267.40","539,000.00","46652JAW2","US46652JAW27","-","United States","-","USD","5.12","6.59","1.00","May 13, 2053","2.18","5.06","-","6.59","5.06","6.59","USD","Jun 01, 2020","Jun 01, 2020" "BBCMS_21-C10 A5","Non-Agency CMBS","Fixed Income","427,089.95","0.10","427,089.95","500,000.00","05551VBJ1","US05551VBJ17","-","United States","-","USD","5.90","5.17","1.00","Jul 15, 2054","2.49","5.86","-","5.17","5.86","5.17","USD","Jul 01, 2021","Jul 01, 2021" "JPMBB_16-C1 B","Non-Agency CMBS","Fixed Income","426,400.72","0.10","426,400.72","450,000.00","46645LBE6","US46645LBE65","-","United States","-","USD","1.71","8.11","1.00","Mar 15, 2049","4.70","1.67","-","8.11","1.67","8.11","USD","Mar 01, 2016","Mar 01, 2016" "BMARK_18-B2 C","Non-Agency CMBS","Fixed Income","424,809.77","0.10","424,809.77","500,000.00","08161CAL5","US08161CAL54","-","United States","-","USD","4.42","8.08","1.00","Feb 15, 2051","4.29","4.34","-","8.08","4.34","8.08","USD","Feb 01, 2018","Feb 01, 2018" "FHMS_17-K064 A-1","Agency CMBS","Fixed Income","423,204.63","0.10","423,204.63","435,043.00","3137BXQX3","US3137BXQX35","-","United States","-","USD","1.44","4.83","1.00","Oct 25, 2026","2.89","1.44","-","4.83","1.44","4.83","USD","May 01, 2017","May 01, 2017" "BBCMS_21-C10 AS","Non-Agency CMBS","Fixed Income","418,996.40","0.10","418,996.40","500,000.00","05551VBM4","US05551VBM46","-","United States","-","USD","6.27","5.51","1.00","Jul 15, 2054","2.68","6.23","-","5.51","6.23","5.51","USD","Jul 01, 2021","Jul 01, 2021" "WFCM_21-C59 ASB","Non-Agency CMBS","Fixed Income","418,289.23","0.10","418,289.23","459,000.00","95003CAD2","US95003CAD20","-","United States","-","USD","3.61","4.88","1.00","Apr 15, 2054","2.30","3.60","-","4.88","3.60","4.88","USD","May 01, 2021","May 01, 2021" "GSMS_19-GSA1 C","Non-Agency CMBS","Fixed Income","416,959.65","0.10","416,959.65","500,000.00","36261PAZ5","US36261PAZ53","-","United States","-","USD","5.27","7.34","1.00","Nov 10, 2052","3.93","5.18","-","7.34","5.18","7.34","USD","Nov 01, 2019","Nov 01, 2019" "WFCM_15-C31 C","Non-Agency CMBS","Fixed Income","416,129.22","0.10","416,129.22","450,000.00","94989WAZ0","US94989WAZ05","-","United States","-","USD","1.56","9.91","1.00","Nov 15, 2048","4.59","1.52","-","9.91","1.52","9.91","USD","Nov 01, 2015","Nov 01, 2015" "BMARK 2019-B13 C","Non-Agency CMBS","Fixed Income","415,588.15","0.10","415,588.15","500,000.00","08162DAJ7","US08162DAJ72","-","United States","-","USD","5.34","7.34","1.00","Aug 15, 2057","3.84","5.25","-","7.34","5.25","7.34","USD","Oct 01, 2019","Oct 01, 2019" "BANK_20-BN28 A4","Non-Agency CMBS","Fixed Income","413,968.76","0.10","413,968.76","500,000.00","06540YAH2","US06540YAH27","-","United States","-","USD","5.64","5.19","1.00","Mar 15, 2063","1.84","5.61","-","5.19","5.61","5.19","USD","Sep 01, 2020","Sep 01, 2020" "BANK_17-BNK4 C","Non-Agency CMBS","Fixed Income","413,860.36","0.10","413,860.36","485,000.00","06541FBF5","US06541FBF53","-","United States","-","USD","3.08","9.64","1.00","May 15, 2050","4.37","3.00","-","9.64","3.00","9.64","USD","Apr 01, 2017","Apr 01, 2017" "FHMS_K155 A1","Agency CMBS","Fixed Income","409,394.63","0.09","409,394.63","419,480.00","3137FG6R1","US3137FG6R10","-","United States","-","USD","2.63","4.71","1.00","Nov 25, 2029","3.75","2.62","-","4.71","2.62","4.71","USD","Jun 01, 2018","Jun 01, 2018" "BMARK_20-B21 AS","Non-Agency CMBS","Fixed Income","407,253.40","0.09","407,253.40","500,000.00","08163LAQ2","US08163LAQ23","-","United States","-","USD","6.02","5.66","1.00","Dec 17, 2053","2.25","5.97","-","5.66","5.97","5.66","USD","Nov 01, 2020","Nov 01, 2020" "BMARK_21-B26 AM","Non-Agency CMBS","Fixed Income","404,386.70","0.09","404,386.70","500,000.00","08163EBF1","US08163EBF16","-","United States","-","USD","6.12","6.31","1.00","Jun 15, 2054","2.83","6.05","-","6.31","6.05","6.31","USD","May 01, 2021","May 01, 2021" "DBJPM_16-C1 C","Non-Agency CMBS","Fixed Income","402,460.90","0.09","402,460.90","468,000.00","23312LAV0","US23312LAV09","-","United States","-","USD","3.71","7.44","1.00","May 10, 2049","3.32","3.65","-","7.44","3.65","7.44","USD","Apr 01, 2016","Apr 01, 2016" "BMARK_21-B27 AS","Non-Agency CMBS","Fixed Income","400,851.39","0.09","400,851.39","500,000.00","08163HAH1","US08163HAH12","-","United States","-","USD","6.34","6.00","1.00","Jul 15, 2054","2.51","6.28","-","6.00","6.28","6.00","USD","Jun 01, 2021","Jun 01, 2021" "BANK_21-BN34 AS","Non-Agency CMBS","Fixed Income","400,596.13","0.09","400,596.13","500,000.00","06541JAT8","US06541JAT88","-","United States","-","USD","6.35","6.07","1.00","Jun 15, 2063","2.57","6.28","-","6.07","6.28","6.07","USD","Jun 01, 2021","Jun 01, 2021" "BMARK_18-B4 ASB","Non-Agency CMBS","Fixed Income","396,128.98","0.09","396,128.98","405,146.00","08161HAD2","US08161HAD26","-","United States","-","USD","1.91","5.35","1.00","Jul 15, 2051","4.06","1.89","-","5.35","1.89","5.35","USD","Jul 01, 2018","Jul 01, 2018" "BMARK_22-B32 B","Non-Agency CMBS","Fixed Income","394,723.92","0.09","394,723.92","500,000.00","08163NBP9","US08163NBP96","-","United States","-","USD","6.68","6.75","1.00","Jan 15, 2055","3.20","6.59","-","6.75","6.59","6.75","USD","Feb 01, 2022","Feb 01, 2022" "FNMA_18-M14 A2","Agency CMBS","Fixed Income","391,621.89","0.09","391,621.89","406,683.00","3136B27L0","US3136B27L04","-","United States","-","USD","3.91","4.63","1.00","Aug 25, 2028","3.58","3.90","-","4.63","3.90","4.63","USD","Nov 01, 2018","Nov 01, 2018" "BMARK_21-B23 AS","Non-Agency CMBS","Fixed Income","390,618.63","0.09","390,618.63","500,000.00","08162RAG2","US08162RAG20","-","United States","-","USD","6.05","6.36","1.00","Feb 15, 2054","2.27","5.98","-","6.36","5.98","6.36","USD","Feb 01, 2021","Feb 01, 2021" "FHMS_K052 A2","Agency CMBS","Fixed Income","389,819.80","0.09","389,819.80","400,000.00","3137BMTX4","US3137BMTX43","-","United States","-","USD","1.18","5.36","1.00","Nov 25, 2025","3.15","1.18","-","5.36","1.18","5.36","USD","Feb 01, 2016","Feb 01, 2016" "FNMA_16-M10 AV2","Agency CMBS","Fixed Income","389,515.51","0.09","389,515.51","500,000.00","3136ATX66","US3136ATX667","-","United States","-","USD","10.31","5.32","1.00","Nov 25, 2045","3.00","10.34","-","5.32","10.34","5.32","USD","Sep 01, 2016","Sep 01, 2016" "FNMA_19-M6-A2 A2","Agency CMBS","Fixed Income","389,401.45","0.09","389,401.45","405,683.00","3136B4KJ6","US3136B4KJ62","-","United States","-","USD","3.58","4.62","1.00","Jan 25, 2029","3.45","3.56","-","4.62","3.56","4.62","USD","Apr 01, 2019","Apr 01, 2019" "BMARK_20-B20 B","Non-Agency CMBS","Fixed Income","388,460.85","0.09","388,460.85","500,000.00","08162XBM5","US08162XBM56","-","United States","-","USD","6.17","6.61","1.00","Oct 15, 2053","2.53","6.09","-","6.61","6.09","6.61","USD","Oct 01, 2020","Oct 01, 2020" "FHMS_K094 A2","Agency CMBS","Fixed Income","388,368.07","0.09","388,368.07","420,000.00","3137FMTY8","US3137FMTY89","-","United States","-","USD","4.49","4.66","1.00","Jun 25, 2029","2.90","4.47","-","4.66","4.47","4.66","USD","Jul 01, 2019","Jul 01, 2019" "BANK_21-BN33 C","Non-Agency CMBS","Fixed Income","386,063.22","0.09","386,063.22","500,000.00","06541CCD6","US06541CCD65","-","United States","-","USD","6.13","7.53","1.00","May 15, 2064","3.30","6.03","-","7.53","6.03","7.53","USD","May 01, 2021","May 01, 2021" "FHMS_K-1512 A3","Agency CMBS","Fixed Income","381,010.14","0.09","381,010.14","450,000.00","3137FMTT9","US3137FMTT94","-","United States","-","USD","7.81","5.19","1.00","Apr 25, 2034","3.06","7.76","-","5.19","7.76","5.19","USD","Jul 01, 2019","Jul 01, 2019" "BANK_20-BNK29 C","Non-Agency CMBS","Fixed Income","379,942.96","0.09","379,942.96","520,000.00","06541TBU2","US06541TBU25","-","United States","-","USD","5.91","8.38","1.00","Nov 15, 2053","3.03","5.78","-","8.38","5.78","8.38","USD","Nov 01, 2020","Nov 01, 2020" "FHLMC_1518 A2","Agency CMBS","Fixed Income","372,627.97","0.09","372,627.97","500,000.00","3137FXQW1","US3137FXQW16","-","United States","-","USD","9.58","4.89","1.00","Oct 25, 2035","1.86","9.54","-","4.89","9.54","4.89","USD","Nov 01, 2020","Nov 01, 2020" "FHMS_K-1517 A2","Agency CMBS","Fixed Income","371,707.83","0.09","371,707.83","500,000.00","3137FWHF0","US3137FWHF01","-","United States","-","USD","9.26","4.88","1.00","Jul 25, 2035","1.72","9.22","-","4.88","9.22","4.88","USD","Sep 01, 2020","Sep 01, 2020" "BANK_19-BN20 A2","Non-Agency CMBS","Fixed Income","365,378.67","0.08","365,378.67","410,382.00","06540AAC5","US06540AAC53","-","United States","-","USD","4.26","5.51","1.00","Sep 15, 2062","2.76","4.23","-","5.51","4.23","5.51","USD","Sep 01, 2019","Sep 01, 2019" "BMARK_18-B7 B","Non-Agency CMBS","Fixed Income","365,235.24","0.08","365,235.24","400,000.00","08162TBE2","US08162TBE29","-","United States","-","USD","4.07","7.23","1.00","May 16, 2053","4.84","4.01","-","7.23","4.01","7.23","USD","Nov 01, 2018","Nov 01, 2018" "JPMBB_16-C1 C","Non-Agency CMBS","Fixed Income","364,580.60","0.08","364,580.60","400,000.00","46645LBF3","US46645LBF31","-","United States","-","USD","2.00","9.59","1.00","Mar 15, 2049","4.70","1.94","-","9.59","1.94","9.59","USD","Mar 01, 2016","Mar 01, 2016" "JPMCC_17-JP6 AS","Non-Agency CMBS","Fixed Income","361,270.11","0.08","361,270.11","400,000.00","48128KAX9","US48128KAX90","-","United States","-","USD","3.18","7.03","1.00","Jul 15, 2050","3.74","3.13","-","7.03","3.13","7.03","USD","Jun 01, 2017","Jun 01, 2017" "COMM_18-COR3 C","Non-Agency CMBS","Fixed Income","351,256.61","0.08","351,256.61","500,000.00","12595VAH0","US12595VAH06","-","United States","-","USD","4.45","12.42","1.00","May 10, 2051","4.56","4.27","-","12.42","4.27","12.42","USD","May 01, 2018","May 01, 2018" "BBCMS_21-C10 C","Non-Agency CMBS","Fixed Income","351,200.81","0.08","351,200.81","500,000.00","05551VBP7","US05551VBP76","-","United States","-","USD","6.35","8.39","1.00","Jul 15, 2054","2.84","6.22","-","8.39","6.22","8.39","USD","Jul 01, 2021","Jul 01, 2021" "BMARK_18-B4 C","Non-Agency CMBS","Fixed Income","350,179.48","0.08","350,179.48","400,000.00","08161HAK6","US08161HAK68","-","United States","-","USD","3.92","8.12","1.00","Jul 15, 2051","4.50","3.84","-","8.12","3.84","8.12","USD","Jul 01, 2018","Jul 01, 2018" "CGCMT_15-P1 A5","Non-Agency CMBS","Fixed Income","347,313.05","0.08","347,313.05","356,000.00","17324DAU8","US17324DAU81","-","United States","-","USD","1.06","6.20","1.00","Sep 15, 2048","3.72","1.05","-","6.20","1.05","6.20","USD","Aug 01, 2015","Aug 01, 2015" "BMARK_20-B18 AM","Non-Agency CMBS","Fixed Income","345,864.17","0.08","345,864.17","430,000.00","08163AAG8","US08163AAG85","-","United States","-","USD","5.67","6.18","1.00","Jul 15, 2053","2.34","5.61","-","6.18","5.61","6.18","USD","Jul 01, 2020","Jul 01, 2020" "BBCMS_21-C12 C","Non-Agency CMBS","Fixed Income","336,294.28","0.08","336,294.28","500,000.00","05552XBN7","US05552XBN75","-","United States","-","USD","6.46","9.33","1.00","Nov 15, 2054","3.21","6.29","-","9.33","6.29","9.33","USD","Nov 01, 2021","Nov 01, 2021" "WFCM_18-C45 AS","Non-Agency CMBS","Fixed Income","334,896.41","0.08","334,896.41","350,000.00","95001NBB3","US95001NBB38","-","United States","-","USD","3.67","5.69","1.00","Jun 15, 2051","4.41","3.64","-","5.69","3.64","5.69","USD","Jul 01, 2018","Jul 01, 2018" "CSAIL_16-C6 C","Non-Agency CMBS","Fixed Income","316,625.68","0.07","316,625.68","350,000.00","12636MAL2","US12636MAL28","-","United States","-","USD","2.26","9.49","1.00","Jan 15, 2049","4.92","2.20","-","9.49","2.20","9.49","USD","May 01, 2016","May 01, 2016" "FHMS_K154 A3","Agency CMBS","Fixed Income","316,517.91","0.07","316,517.91","345,000.00","3137FDET5","US3137FDET50","-","United States","-","USD","6.96","4.72","1.00","Nov 25, 2032","3.46","6.94","-","4.72","6.94","4.72","USD","Jan 01, 2018","Jan 01, 2018" "COMM_16-DC2 A4","Non-Agency CMBS","Fixed Income","314,853.61","0.07","314,853.61","323,818.00","12594CBE9","US12594CBE93","-","United States","-","USD","1.14","6.13","1.00","Feb 10, 2049","3.50","1.13","-","6.13","1.13","6.13","USD","Mar 01, 2016","Mar 01, 2016" "WFCM_15-C27 B","Non-Agency CMBS","Fixed Income","314,213.02","0.07","314,213.02","330,000.00","94989DBB4","US94989DBB47","-","United States","-","USD","0.79","10.62","1.00","Feb 15, 2048","4.14","0.77","-","10.62","0.77","10.62","USD","Mar 01, 2015","Mar 01, 2015" "FHMS_K064 A2","Agency CMBS","Fixed Income","313,179.65","0.07","313,179.65","325,000.00","3137BXQY1","US3137BXQY18","-","United States","-","USD","2.47","4.75","1.00","Mar 25, 2027","3.22","2.47","-","4.75","2.47","4.75","USD","May 01, 2017","May 01, 2017" "WFCM_20-C56 B","Non-Agency CMBS","Fixed Income","303,636.98","0.07","303,636.98","345,000.00","95002RAZ1","US95002RAZ10","-","United States","-","USD","5.21","6.21","1.00","Jun 15, 2053","3.74","5.16","-","6.21","5.16","6.21","USD","Jun 01, 2020","Jun 01, 2020" "MSBAM_15-C24 A3","Non-Agency CMBS","Fixed Income","300,953.58","0.07","300,953.58","307,986.00","61765LAT7","US61765LAT70","BYXB1W6","United States","-","USD","0.86","6.33","1.00","May 15, 2048","3.48","0.85","-","6.33","0.85","6.33","USD","Aug 01, 2015","Aug 01, 2015" "COMM_15-CR25 B","Non-Agency CMBS","Fixed Income","288,468.03","0.07","288,468.03","300,000.00","12593PAZ5","US12593PAZ53","-","United States","-","USD","1.56","7.28","1.00","Aug 12, 2048","4.52","1.54","-","7.28","1.54","7.28","USD","Aug 01, 2015","Aug 01, 2015" "FHMS_K737 AM","Agency CMBS","Fixed Income","280,579.02","0.07","280,579.02","300,000.00","3137FQXK4","US3137FQXK44","-","United States","-","USD","2.44","4.84","1.00","Oct 25, 2026","2.10","2.44","-","4.84","2.44","4.84","USD","Jan 01, 2020","Jan 01, 2020" "JPMCC_17-JP6 A5","Non-Agency CMBS","Fixed Income","280,046.48","0.06","280,046.48","300,000.00","48128KAU5","US48128KAU51","-","United States","-","USD","2.65","6.16","1.00","Jul 15, 2050","3.49","2.63","-","6.16","2.63","6.16","USD","Jun 01, 2017","Jun 01, 2017" "FHMS_K088 A1","Agency CMBS","Fixed Income","275,609.07","0.06","275,609.07","282,785.00","3137FKZ82","US3137FKZ825","-","United States","-","USD","1.97","4.82","1.00","Sep 25, 2028","3.48","1.96","-","4.82","1.96","4.82","USD","Mar 01, 2019","Mar 01, 2019" "JPMCC_19-COR5 A2","Non-Agency CMBS","Fixed Income","259,127.15","0.06","259,127.15","259,437.00","46591EAR8","US46591EAR80","-","United States","-","USD","0.86","6.60","1.00","Jun 14, 2052","3.15","0.86","-","6.60","0.86","6.60","USD","Jun 01, 2019","Jun 01, 2019" "BBCMS_23-C19 B","Non-Agency CMBS","Fixed Income","252,160.61","0.06","252,160.61","250,000.00","05553RAH3","US05553RAH30","-","United States","-","USD","6.58","6.44","1.00","Apr 15, 2056","6.33","6.50","-","6.44","6.50","6.44","USD","Apr 01, 2023","Apr 01, 2023" "BANK_19-BNK16 AS","Non-Agency CMBS","Fixed Income","251,325.01","0.06","251,325.01","262,417.00","065405AF9","US065405AF98","-","United States","-","USD","4.20","5.37","1.00","Feb 15, 2052","4.27","4.17","-","5.37","4.17","5.37","USD","Feb 01, 2019","Feb 01, 2019" "BBCMS_20-C7 AS","Non-Agency CMBS","Fixed Income","250,113.30","0.06","250,113.30","300,000.00","05492VAJ4","US05492VAJ44","-","United States","-","USD","5.25","5.92","1.00","Apr 15, 2053","2.44","5.20","-","5.92","5.20","5.92","USD","Jun 01, 2020","Jun 01, 2020" "FHMS_K124 A2","Agency CMBS","Fixed Income","249,259.61","0.06","249,259.61","300,000.00","3137F9CT6","US3137F9CT64","-","United States","-","USD","5.96","4.75","1.00","Dec 25, 2030","1.66","5.94","-","4.75","5.94","4.75","USD","Feb 01, 2021","Feb 01, 2021" "WFCM_15-C28 AS","Non-Agency CMBS","Fixed Income","242,363.07","0.06","242,363.07","250,000.00","94989JBB1","US94989JBB17","-","United States","-","USD","1.11","6.82","1.00","May 15, 2048","3.87","1.10","-","6.82","1.10","6.82","USD","May 01, 2015","May 01, 2015" "CGCMT_15-GC29 C","Non-Agency CMBS","Fixed Income","240,708.41","0.06","240,708.41","250,000.00","17323VBE4","US17323VBE48","-","United States","-","USD","2.38","5.88","1.00","Apr 10, 2048","4.14","2.35","-","5.88","2.35","5.88","USD","Apr 01, 2015","Apr 01, 2015" "BMO_24-C8 B","Non-Agency CMBS","Fixed Income","240,477.08","0.06","240,477.08","230,000.00","05593HAJ3","US05593HAJ32","-","United States","-","USD","7.19","5.62","1.00","Mar 11, 2057","6.13","7.13","-","5.62","7.13","5.62","USD","Mar 01, 2024","Mar 01, 2024" "JPMBB_15-C29 B","Non-Agency CMBS","Fixed Income","238,186.77","0.06","238,186.77","250,000.00","46644RBE4","US46644RBE45","-","United States","-","USD","0.97","9.32","1.00","May 15, 2048","4.12","0.95","-","9.32","0.95","9.32","USD","Jun 01, 2015","Jun 01, 2015" "MSCI_15-UBS8 AS","Non-Agency CMBS","Fixed Income","237,802.16","0.06","237,802.16","250,000.00","61691ABN2","US61691ABN28","-","United States","-","USD","1.54","7.51","1.00","Dec 15, 2048","4.11","1.52","-","7.51","1.52","7.51","USD","Dec 01, 2015","Dec 01, 2015" "FNMA_16-M6 A2","Agency CMBS","Fixed Income","236,145.10","0.05","236,145.10","246,973.00","3136ASVZ6","US3136ASVZ68","-","United States","-","USD","1.98","4.76","1.00","May 25, 2026","2.49","1.98","-","4.76","1.98","4.76","USD","Jun 01, 2016","Jun 01, 2016" "BACM_16-UB10 B","Non-Agency CMBS","Fixed Income","233,130.61","0.05","233,130.61","250,000.00","06054MAJ2","US06054MAJ27","-","United States","-","USD","1.87","7.65","1.00","Jul 15, 2049","3.79","1.84","-","7.65","1.84","7.65","USD","Jun 01, 2016","Jun 01, 2016" "COMM_16-DC2 C","Non-Agency CMBS","Fixed Income","231,862.75","0.05","231,862.75","250,000.00","12594CBK5","US12594CBK53","-","United States","-","USD","2.09","8.53","1.00","Feb 10, 2049","4.66","2.04","-","8.53","2.04","8.53","USD","Mar 01, 2016","Mar 01, 2016" "FHMS_K1502 A2","Agency CMBS","Fixed Income","228,231.63","0.05","228,231.63","250,000.00","3137BPVN6","US3137BPVN63","BYT32J0","United States","-","USD","5.63","4.72","1.00","Jan 25, 2031","3.08","5.61","-","4.72","5.61","4.72","USD","Jun 01, 2016","Jun 01, 2016" "MSBAM_15-C22 C","Non-Agency CMBS","Fixed Income","227,729.29","0.05","227,729.29","250,000.00","61690FAS2","US61690FAS20","-","United States","-","USD","2.29","8.33","1.00","Apr 17, 2048","4.19","2.24","-","8.33","2.24","8.33","USD","Apr 01, 2015","Apr 01, 2015" "FHMS_K101 A2","Agency CMBS","Fixed Income","225,269.45","0.05","225,269.45","250,000.00","3137FQ3Z4","US3137FQ3Z46","-","United States","-","USD","4.80","4.70","1.00","Oct 25, 2029","2.52","4.78","-","4.70","4.78","4.70","USD","Nov 01, 2019","Nov 01, 2019" "BBCMS_18-C2 C","Non-Agency CMBS","Fixed Income","220,491.47","0.05","220,491.47","250,000.00","05491UBJ6","US05491UBJ60","-","United States","-","USD","5.20","7.54","1.00","Dec 15, 2051","4.97","5.11","-","7.54","5.11","7.54","USD","Dec 01, 2018","Dec 01, 2018" "DBJPM_16-C1 ASB","Non-Agency CMBS","Fixed Income","217,067.70","0.05","217,067.70","221,975.00","23312LAQ1","US23312LAQ14","-","United States","-","USD","0.90","5.38","1.00","May 10, 2049","3.04","0.90","-","5.38","0.90","5.38","USD","Apr 01, 2016","Apr 01, 2016" "BBCMS_22-C14 AS","Non-Agency CMBS","Fixed Income","215,461.21","0.05","215,461.21","250,000.00","07336AAJ6","US07336AAJ60","-","United States","-","USD","6.52","5.66","1.00","Feb 15, 2055","3.35","6.47","-","5.66","6.47","5.66","USD","Feb 01, 2022","Feb 01, 2022" "CSAIL_15-C4 D","Non-Agency CMBS","Fixed Income","213,912.08","0.05","213,912.08","250,000.00","12635RBE7","US12635RBE71","-","United States","-","USD","1.67","11.74","1.00","Nov 15, 2048","3.56","1.61","-","11.74","1.61","11.74","USD","Nov 01, 2015","Nov 01, 2015" "BANK_20-BN30 ASB","Non-Agency CMBS","Fixed Income","213,444.93","0.05","213,444.93","240,000.00","06541UBQ8","US06541UBQ85","-","United States","-","USD","3.56","4.96","1.00","Dec 15, 2053","1.67","3.54","-","4.96","3.54","4.96","USD","Dec 01, 2020","Dec 01, 2020" "FNMA_20-M20 A2","Agency CMBS","Fixed Income","210,074.87","0.05","210,074.87","250,000.00","3136B9WE3","US3136B9WE35","-","United States","-","USD","5.19","4.77","1.00","Oct 25, 2029","1.44","5.18","-","4.77","5.18","4.77","USD","May 01, 2020","May 01, 2020" "BANK_17-BNK7 A5","Non-Agency CMBS","Fixed Income","208,597.06","0.05","208,597.06","220,000.00","06541XAF7","US06541XAF78","-","United States","-","USD","2.89","5.34","1.00","Sep 15, 2060","3.44","2.87","-","5.34","2.87","5.34","USD","Sep 01, 2017","Sep 01, 2017" "BMARK_19-B9 C","Non-Agency CMBS","Fixed Income","208,414.24","0.05","208,414.24","250,000.00","08160JAK3","US08160JAK34","-","United States","-","USD","4.80","8.80","1.00","Mar 15, 2052","4.97","4.68","-","8.80","4.68","8.80","USD","Feb 01, 2019","Feb 01, 2019" "BANK_20-BN26 B","Non-Agency CMBS","Fixed Income","205,919.67","0.05","205,919.67","250,000.00","06540JBU5","US06540JBU51","-","United States","-","USD","5.32","6.58","1.00","Mar 15, 2063","2.91","5.25","-","6.58","5.25","6.58","USD","Mar 01, 2020","Mar 01, 2020" "BANK_21-BN34 A5","Non-Agency CMBS","Fixed Income","199,177.69","0.05","199,177.69","244,000.00","06541JAL5","US06541JAL52","-","United States","-","USD","6.12","5.76","1.00","Jun 15, 2063","2.44","6.07","-","5.76","6.07","5.76","USD","Jun 01, 2021","Jun 01, 2021" "CGCMT_20-GC46 B","Non-Agency CMBS","Fixed Income","197,144.77","0.05","197,144.77","234,000.00","17328RBC2","US17328RBC25","-","United States","-","USD","5.25","6.45","1.00","Feb 18, 2053","3.15","5.18","-","6.45","5.18","6.45","USD","Feb 01, 2020","Feb 01, 2020" "WFCM_16-LC25 B","Non-Agency CMBS","Fixed Income","188,699.20","0.04","188,699.20","198,000.00","95000JBA5","US95000JBA51","-","United States","-","USD","2.44","6.49","1.00","Dec 17, 2059","4.33","2.41","-","6.49","2.41","6.49","USD","Dec 01, 2016","Dec 01, 2016" "BMARK_20-B17 C","Non-Agency CMBS","Fixed Income","186,338.16","0.04","186,338.16","250,000.00","08162MBD9","US08162MBD92","-","United States","-","USD","5.50","8.72","1.00","Mar 15, 2053","3.37","5.37","-","8.72","5.37","8.72","USD","Mar 01, 2020","Mar 01, 2020" "CSAIL_16-C7 A4","Non-Agency CMBS","Fixed Income","185,431.15","0.04","185,431.15","193,092.00","12637UAV1","US12637UAV17","-","United States","-","USD","1.50","6.00","1.00","Nov 15, 2049","3.21","1.49","-","6.00","1.49","6.00","USD","Nov 01, 2016","Nov 01, 2016" "MSBAM_16-C32 ASB","Non-Agency CMBS","Fixed Income","175,693.79","0.04","175,693.79","180,226.00","61691GAQ3","US61691GAQ38","-","United States","-","USD","1.25","5.66","1.00","Dec 15, 2049","3.51","1.24","-","5.66","1.24","5.66","USD","Dec 01, 2016","Dec 01, 2016" "BANK_17-BNK4 ASB","Non-Agency CMBS","Fixed Income","167,951.63","0.04","167,951.63","172,095.00","06541FAY5","US06541FAY51","-","United States","-","USD","1.22","5.54","1.00","May 15, 2050","3.42","1.21","-","5.54","1.21","5.54","USD","Apr 01, 2017","Apr 01, 2017" "CD_17-CD3 C","Non-Agency CMBS","Fixed Income","158,940.90","0.04","158,940.90","300,000.00","12515GAH0","US12515GAH02","-","United States","-","USD","3.84","20.19","1.00","Feb 10, 2050","4.54","3.56","-","20.19","3.56","20.19","USD","Feb 01, 2017","Feb 01, 2017" "MSBAM_15-C25 ASB","Non-Agency CMBS","Fixed Income","150,085.05","0.03","150,085.05","152,297.00","61765TAC7","US61765TAC71","-","United States","-","USD","0.93","6.87","1.00","Oct 15, 2048","3.38","0.92","-","6.87","0.92","6.87","USD","Oct 01, 2015","Oct 01, 2015" "FHMS_K140 A2","Agency CMBS","Fixed Income","139,377.50","0.03","139,377.50","165,000.00","3137H6LZ6","US3137H6LZ64","-","United States","-","USD","6.71","4.76","1.00","Jan 25, 2032","2.25","6.69","-","4.76","6.69","4.76","USD","Mar 01, 2022","Mar 01, 2022" "CGCMT_15-GC35 A-AB","Non-Agency CMBS","Fixed Income","137,515.57","0.03","137,515.57","139,099.00","17324KAQ1","US17324KAQ13","-","United States","-","USD","0.84","6.88","1.00","Nov 10, 2048","3.61","0.83","-","6.88","0.83","6.88","USD","Dec 01, 2015","Dec 01, 2015" "MSC_21-L5 ASB","Non-Agency CMBS","Fixed Income","130,143.75","0.03","130,143.75","145,000.00","61691YAC5","US61691YAC57","-","United States","-","USD","4.23","5.00","1.00","May 15, 2054","2.43","4.21","-","5.00","4.21","5.00","USD","May 01, 2021","May 01, 2021" "FNMA_13-M6 1A2","Agency CMBS","Fixed Income","123,738.99","0.03","123,738.99","131,449.00","3136AC7G0","US3136AC7G06","-","United States","-","USD","6.62","2.10","1.00","Feb 25, 2043","3.39","6.66","-","2.10","6.66","2.10","USD","Apr 01, 2013","Apr 01, 2013" "BMO_24-C8 C","Non-Agency CMBS","Fixed Income","121,750.51","0.03","121,750.51","120,000.00","05593HAK0","US05593HAK05","-","United States","-","USD","7.15","6.14","1.00","Mar 11, 2057","6.42","7.07","-","6.14","7.07","6.14","USD","Mar 01, 2024","Mar 01, 2024" "CSAIL_16-C7 A5","Non-Agency CMBS","Fixed Income","108,487.80","0.03","108,487.80","115,000.00","12637UAW9","US12637UAW99","-","United States","-","USD","2.08","6.40","1.00","Nov 15, 2049","3.50","2.06","-","6.40","2.06","6.40","USD","Nov 01, 2016","Nov 01, 2016" "WFCM_15-C30 ASB","Non-Agency CMBS","Fixed Income","106,069.57","0.02","106,069.57","107,173.00","94989NBF3","US94989NBF33","-","United States","-","USD","0.92","5.92","1.00","Sep 15, 2058","3.41","0.91","-","5.92","0.91","5.92","USD","Aug 01, 2015","Aug 01, 2015" "WFRBS_14-C24 A5","Non-Agency CMBS","Fixed Income","98,554.87","0.02","98,554.87","100,000.00","92939KAE8","US92939KAE82","-","United States","-","USD","0.70","8.22","1.00","Nov 15, 2047","3.61","0.69","-","8.22","0.69","8.22","USD","Nov 01, 2014","Nov 01, 2014" "JPMCC_16-JP3 B","Non-Agency CMBS","Fixed Income","92,349.38","0.02","92,349.38","108,000.00","46590RAK5","US46590RAK59","-","United States","-","USD","2.36","10.15","1.00","Aug 15, 2049","3.40","2.29","-","10.15","2.29","10.15","USD","Sep 01, 2016","Sep 01, 2016" "JPMBB_15-C29 ASB","Non-Agency CMBS","Fixed Income","91,474.91","0.02","91,474.91","92,459.00","46644RBA2","US46644RBA23","-","United States","-","USD","0.98","5.57","1.00","May 15, 2048","3.30","0.97","-","5.57","0.97","5.57","USD","Jun 01, 2015","Jun 01, 2015" "FNMA_20-M8 A2","Agency CMBS","Fixed Income","83,530.64","0.02","83,530.64","96,849.00","3136B8M97","US3136B8M973","-","United States","-","USD","5.13","4.69","1.00","Feb 25, 2030","1.82","5.11","-","4.69","5.11","4.69","USD","Mar 01, 2020","Mar 01, 2020" "JPMCC_17-JP5 ASB","Non-Agency CMBS","Fixed Income","77,794.05","0.02","77,794.05","79,834.00","46647TAT5","US46647TAT51","-","United States","-","USD","1.29","5.67","1.00","Mar 15, 2050","3.55","1.28","-","5.67","1.28","5.67","USD","Mar 01, 2017","Mar 01, 2017" "FNMA_18-M13 A2","Agency CMBS","Fixed Income","73,374.84","0.02","73,374.84","77,297.00","3136B3DE7","US3136B3DE75","BGKG6B2","United States","-","USD","5.26","4.82","1.00","Sep 25, 2030","3.74","5.23","-","4.82","5.23","4.82","USD","Oct 01, 2018","Oct 01, 2018" "CGCMT_16-P3 A4","Non-Agency CMBS","Fixed Income","71,876.05","0.02","71,876.05","75,000.00","29429CAD7","US29429CAD74","-","United States","-","USD","1.65","6.00","1.00","Apr 15, 2049","3.33","1.64","-","6.00","1.64","6.00","USD","Apr 01, 2016","Apr 01, 2016" "FHMS_K056 A1","Agency CMBS","Fixed Income","65,988.04","0.02","65,988.04","67,287.00","3137BQYR2","US3137BQYR24","-","United States","-","USD","0.88","6.32","1.00","Jul 25, 2025","2.20","0.87","-","6.32","0.87","6.32","USD","Aug 01, 2016","Aug 01, 2016" "GSMS_15-GC30 AAB","Non-Agency CMBS","Fixed Income","59,250.45","0.01","59,250.45","59,581.00","36250GAQ8","US36250GAQ82","-","United States","-","USD","0.56","6.85","1.00","May 10, 2050","3.12","0.55","-","6.85","0.55","6.85","USD","May 01, 2015","May 01, 2015" "FHMS_15-K048 A1","Agency CMBS","Fixed Income","50,312.84","0.01","50,312.84","50,763.00","3137BL6J2","US3137BL6J27","-","United States","-","USD","0.63","5.79","1.00","Dec 25, 2024","2.69","0.63","-","5.79","0.63","5.79","USD","Sep 01, 2015","Sep 01, 2015" "GSMS_16-GS4 A4","Non-Agency CMBS","Fixed Income","37,109.89","0.01","37,109.89","39,000.00","36251XAR8","US36251XAR89","-","United States","-","USD","2.25","5.74","1.00","Nov 10, 2049","3.44","2.24","-","5.74","2.24","5.74","USD","Nov 01, 2016","Nov 01, 2016" "GSMS_14-GC24 AAB","Non-Agency CMBS","Fixed Income","24,602.71","0.01","24,602.71","24,606.00","36253GAF9","US36253GAF90","-","United States","-","USD","0.95","3.44","1.00","Sep 10, 2047","3.65","0.95","-","3.44","0.95","3.44","USD","Sep 01, 2014","Sep 01, 2014" "USD CASH","Cash and/or Derivatives","Cash","-1,806,485.39","-0.42","-1,806,485.39","-1,806,485.00","-","-","-","United States","-","USD","0.00","5.34","1.00","-","0.00","0.00","-","5.34","0.00","5.34","USD","-","Jan 01, 1989"   "The content contained herein is owned or licensed by BlackRock and/or its third-party information providers and is protected by applicable copyrights, trademarks, service marks, and/or other intellectual property rights. Such content is solely for your personal, non-commercial use. Accordingly, you may not copy, distribute, modify, post, frame or deep link this content. You may download material displayed on this Website for your personal use provided you also retain all copyright and other proprietary notices contained on the materials. Modification or use of the materials for any other purpose violates BlackRock's intellectual property rights. Holdings subject to change. See www.iShares.com for the most recent funds holdings. The values for “price” shown herein generally represent a price provided by a third-party pricing vendor for the portfolio holding and do not reflect the impact of systematic fair valuation (“the vendor price”). The vendor price is not necessarily the price at which the Fund values the portfolio holding for the purposes of determining its net asset value (the “valuation price”). 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