Top holdings Market Value Shares Weight %
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/04/2051 2.91 M 3.80 M 2.910%
Federal National Mortgage Association 3.5% 01/10/2048 2.18 M 2.41 M 2.174%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 0% 15/05/2034 2.09 M 3.00 M 2.089%
Federal Home Loan Mortgage Corp. 4.8% 25/07/2031 2.02 M 2.03 M 2.018%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2% 20/02/2051 2.01 M 2.50 M 2.009%
FEDERAL HOME LOAN MORTGAGE CORP 4.51608% 25/03/2056 1.94 M 1.97 M 1.944%
MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS 1.12 M 1.12 M 1.120%
CHASE HOME LENDING MORTGAGE TRUST 2026-CINV1 4.82776% 25/01/2057 948.29 K 946.95 K 0.948%
SG RESIDENTIAL MTG TR 2022-1 3.952293% 25/03/2062 543.68 K 582.05 K 0.543%
J.P.MORGAN MTG TR 2022-LTV1 3.511681% 25/07/2052 522.52 K 589.82 K 0.522%
PRPM 2025-NQM6 TRUST 4.986% 25/12/2070 515.95 K 522.55 K 0.516%
BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 496.41 K -195.00 0.496%
Government National Mortgage Association 4.83153% 20/06/2056 486.54 K 538.90 K 0.486%
BBCMS 2018-TALL MORTGAGE TRUST 4.59601% 16/03/2037 416.52 K 440.00 K 0.416%
FIDELIS MORTGAGE TRUST 2025-RTL2 5.5700001% 25/07/2040 404.97 K 405.00 K 0.405%
OBX 2026-J1 TRUST 4.97776% 25/01/2056 399.41 K 398.87 K 0.399%
PRPM 2026-RCF1 LLC 4.845% 25/01/2056 367.77 K 372.93 K 0.368%
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1 5.659% 25/07/2034 348.08 K 348.68 K 0.348%
OBX 2022-NQM2 TRUST 4.384% 25/01/2062 348.00 K 380.00 K 0.348%
PMT LOAN TRUST 2025-INV11 4.97776% 25/11/2056 340.43 K 340.10 K 0.340%
