Top holdings Market Value Shares Weight %
CIM Trust 5% 25/05/2062 7.0 M 7.0 M 0.2% Onslow Bay Financial LLC 5.48% 25/07/2064 6.8 M 6.7 M 0.2% Freddie Mac - SCRT 2% 25/05/2060 6.7 M 8.5 M 0.2% Freddiemac Strip 3% 15/03/2044 6.7 M 7.2 M 0.2% JP Morgan Mortgage Trust 5.23% 25/05/2065 6.0 M 6.0 M 0.1% New Residential Mortgage Loan Trust 6.09% 25/08/2065 6.0 M 5.8 M 0.1% Home Owner Mortgage Enhanced Securuties Limited 6.18% 25/01/2068 5.8 M 5.8 M 0.1% SOFI CONSUMER LOAN PROGRAM TRUST 4.97% 25/06/2034 5.5 M 5.5 M 0.1% Chase Auto Owner Trust 4.15% 25/03/2030 5.3 M 5.3 M 0.1% Pretium Mortgage Credit Partners LLC 5.85% 25/12/2054 5.2 M 5.2 M 0.1% IndyMac IMJA Mortgage Loan Trust 6.25% 25/02/2038 5.1 M 21.7 M 0.1% Benefit Street Partners CLO Ltd 5.07% 25/10/2038 5.0 M 5.0 M 0.1% Magnetite CLO Ltd 4.92% 25/01/2039 5.0 M 5.0 M 0.1% Luminent Mortgage Trust 4.17% 25/11/2036 4.9 M 5.4 M 0.1% Lehman XS Trust 4.51% 25/06/2046 4.5 M 5.6 M 0.1% Ellington Financial Mortgage Trust 5% 25/08/2067 4.4 M 4.4 M 0.1% Structured Asset Mortgage Investments Inc 4.27% 25/09/2047 4.3 M 5.2 M 0.1% Argent Securities Inc. 4.03% 25/07/2036 4.3 M 16.7 M 0.1% First Franklin Mtg Loan Asset Backed Certificates 4.13% 25/03/2037 4.2 M 8.0 M 0.1% BENCHMARK Mortgage Trust 6.17% 15/06/2058 4.1 M 3.9 M 0.1% 