Top holdings Market Value Shares Weight %
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 3.5% 15/02/2029 4.16 M 4.20 M 4.063%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% 01/04/2051 3.04 M 3.86 M 2.968%
Federal National Mortgage Association 3.5% 01/10/2048 2.29 M 2.47 M 2.239%
FEDERAL HOME LOAN MORTGAGE CORP 4.54516% 25/03/2056 2.00 M 2.00 M 1.959%
Federal Home Loan Mortgage Corp. 3.5% 01/07/2050 1.97 M 2.14 M 1.928%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4% 20/08/2041 1.66 M 1.75 M 1.628%
MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS 1.08 M 1.08 M 1.059%
CHASE HOME LENDING MORTGAGE TRUST 2026-CINV1 4.8619% 25/01/2057 977.87 K 976.35 K 0.956%
FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES 3.5% 25/03/2058 956.11 K 986.04 K 0.935%
CHICAGO BOARD OF TRADE 580.67 K -221.00 0.568%
SG RESIDENTIAL MTG TR 2022-1 3.166% 25/03/2062 575.80 K 608.09 K 0.563%
PRPM 2025-NQM6 TRUST 4.986% 25/12/2070 555.94 K 558.41 K 0.544%
J.P.MORGAN MTG TR 2022-LTV1 3.509184% 25/07/2052 543.89 K 603.10 K 0.532%
BMO 2023-C7 MORTGAGE TRUST 6.16% 15/12/2056 529.88 K 500.00 K 0.518%
BBCMS 2018-TALL MORTGAGE TRUST 4.57401% 16/03/2037 416.51 K 440.00 K 0.407%
OBX 2026-J1 TRUST 5.0119% 25/01/2056 409.95 K 409.34 K 0.401%
FIDELIS MORTGAGE TRUST 2025-RTL2 5.57% 25/07/2040 406.40 K 405.00 K 0.397%
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1 5.659% 25/07/2034 404.24 K 403.68 K 0.395%
PRPM 2026-RCF1 LLC 4.845% 25/01/2056 392.54 K 394.39 K 0.384%
PMT LOAN TRUST 2025-INV11 5.0119% 25/11/2056 365.28 K 363.40 K 0.357%
