Top holdings Market Value Shares Weight %
BBCMS Mortgage Trust 5.10448% 15/11/2034 153.4942 K 3.2500 M 0.0113% BMW US Capital, LLC 4.713991% 13/08/2027 150.9306 K 150.0000 K 0.0111% J.P. Morgan Mortgage Trust 2019-INV2 4.687% 25/02/2050 141.5785 K 143.8887 K 0.0104% Sumitomo Mitsui Trust Bank, Ltd. 4.689149% 10/09/2027 126.2020 K 125.0000 K 0.0093% Bank of New York Mellon Corp. (The) 4.496185% 21/07/2028 125.7117 K 125.0000 K 0.0092% Bear Stearns Adjustable Rate Mortgage Trust 6.19054% 25/01/2034 89.1625 K 89.4659 K 0.0066% Credit Agricole S.A. 4.899978% 11/09/2028 75.5434 K 75.0000 K 0.0056% Citibank N.A. 4.773187% 04/12/2026 75.4774 K 75.0000 K 0.0055% Caterpillar Financial Services Corp. 4.308593% 14/05/2027 75.3959 K 75.0000 K 0.0055% Toyota Motor Credit Corp. 4.331681% 19/03/2027 75.3292 K 75.0000 K 0.0055% State Street Corp. 4.664314% 03/08/2026 75.1924 K 75.0000 K 0.0055% Macquarie Group Ltd. 4.60112% 23/09/2027 75.1813 K 75.0000 K 0.0055% J.P. Morgan Mortgage Trust 2019-INV3 4.787% 25/05/2050 62.3929 K 63.1372 K 0.0046% WaMu Mortgage Pass-Through Ctfs. Trust 4.516084% 25/06/2034 33.3618 K 34.8710 K 0.0025% Merrill Lynch Mortgage Investors Trust 5.17071% 25/02/2035 29.8214 K 31.0956 K 0.0022% Adjustable Rate Mortgage Trust 0.70613% 25/02/2035 4 125.8100 4 143.4800 0.0003% J.P. Morgan Mortgage Trust 2020-LTV1 4.84621% 25/06/2050 1 578.7600 1 580.3300 0.0001% 