Top holdings Market Value Shares Weight %
VERAISON RE LTD 8.564% 08/03/2033 257.712 K 250.000 K 0.004% JP MORGAN ALTERNATIVE LOAN TR 2005-A2 5.35831% 25/12/2035 254.090 K 375.918 K 0.004% CREDIT SUISSE MORTGAGE TRUST 2008-2R 6% 25/07/2037 252.186 K 290.802 K 0.004% VITALITY RE XVI LTD 7.33% 08/01/2030 250.987 K 250.000 K 0.004% HANDSHAKE RE LTD 4.2% 08/01/2030 250.304 K 250.000 K 0.004% ATLAS SENIOR LOAN FUND LTD 2018-12A 5.30702% 24/10/2031 224.602 K 224.482 K 0.003% ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2002-HE2 7.0896% 15/08/2032 218.337 K 225.733 K 0.003% SEQUOIA MORTGAGE TRUST 2005-1 5.13874% 20/02/2035 215.537 K 222.171 K 0.003% COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB 5.5% 25/08/2035 214.647 K 250.773 K 0.003% CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 4.125% 15/06/2043 203.521 K 205.560 K 0.003% GSR MORTGAGE LOAN TRUST 2006-4F 6.5% 25/05/2036 203.088 K 527.776 K 0.003% PAGAYA AI DEBT GRANTOR TRUST 2024-6 6.093% 15/11/2031 201.194 K 200.181 K 0.003% RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A 7.09% 25/06/2032 195.126 K 194.119 K 0.003% ING INVESTMENT MANAGEMENT CLO LTD 2012-4A 5.16615% 15/10/2030 193.780 K 193.541 K 0.003% FREDDIE MAC 2577 0% 15/01/2033 193.270 K 206.061 K 0.003% WELLS FARGO MTGE BK SEC TR 2006-AR11 6.19316% 25/08/2036 192.729 K 204.256 K 0.003% SLM STUDENT LOAN TRUST 2005-A 4.29481% 15/12/2038 187.360 K 189.657 K 0.003% MMIFS RE LTD 5.20865% 10/01/2033 182.607 K 250.000 K 0.003% CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3 4.10621% 25/03/2037 168.056 K 182.417 K 0.002% CMLTI 2005-HE4 4.52121% 25/10/2035 157.843 K 159.250 K 0.002% 