Principaux titres en portefeuille Market Value Shares Weight %
CLI Funding VIII LLC 3.12% 18/01/2047 230.68 K 255.25 K 0.1149%
CARS-DB4 L.P. 3.81% 15/02/2050 229.88 K 243.70 K 0.1144%
READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A 5.165674% 25/02/2052 228.60 K 250.00 K 0.1138%
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 3 A1 144A 5% 25/08/2067 228.41 K 229.11 K 0.1137%
GS Mortgage-Backed Securities Trust 2023-PJ2 5% 25/05/2053 220.36 K 225.62 K 0.1097%
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A 5.9% 25/09/2067 211.01 K 211.54 K 0.1051%
JP MORGAN MORTGAGE TRUST 2021- JPMMT 2021 12 A12 144A 5% 25/02/2052 206.14 K 212.61 K 0.1026%
BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 B 6.7% 15/07/2057 205.96 K 200.00 K 0.1025%
OBX 2023-NQM10 Trust 7.173% 25/10/2063 203.15 K 202.57 K 0.1011%
Verus Securitization Trust 2024-4 6.7% 25/06/2069 201.58 K 200.00 K 0.1004%
CROSS 2024-H7 MORTGAGE TRUST CROSS 2024 H7 B1A 144A 7.048% 25/11/2069 200.85 K 200.00 K 0.1000%
GCAT 2024-NQM2 TRUST GCAT 2024 NQM2 M1 144A 6.569% 25/06/2059 200.78 K 200.00 K 0.1000%
ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 10 M1 144A 6.007% 25/10/2069 200.21 K 200.00 K 0.0997%
AandD MORTGAGE TRUST 2024-NQM4 ADMT 2024 NQM4 M1 144A 5.929% 25/08/2069 199.89 K 200.00 K 0.0995%
SERVPRO Master Issuer LLC 6.174% 25/01/2054 199.70 K 195.50 K 0.0994%
COLT 2024-5 MORTGAGE LOAN TRUS COLT 2024 5 M1 144A 5.655% 25/08/2069 199.25 K 200.00 K 0.0992%
Verus Securitization Trust 2024-7 5.599% 25/09/2069 199.22 K 200.00 K 0.0992%
FREDDIE MAC POOL FR 01/52 FIXED 3 3% 01/01/2052 198.17 K 224.74 K 0.0987%
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A 3.475% 15/04/2049 197.78 K 200.00 K 0.0985%
J.P. Morgan Mortgage Trust 2019-INV3 4.33054% 25/05/2050 179.34 K 191.58 K 0.0893%
