Principali partecipazioni Market Value Shares Weight %
JPMorgan Prime Money Market Fund 250.63 M 250.58 M 2.755%
GNMA 5.5% 20/12/2055 198.37 M 196.94 M 2.181%
FNMA 5.5% 01/01/2056 100.75 M 100.25 M 1.108%
FHLMC Pool 6% 01/11/2055 81.50 M 78.63 M 0.896%
Citi Asset Receivables Trust I 25.54% 20/05/2032 67.54 M 66.70 M 0.742%
FHLMC 15.1121016% 25/10/2050 54.52 M 39.87 M 0.599%
FHLMC STACR REMIC Trust 9.1121004% 25/01/2034 28.88 M 23.73 M 0.317%
Multi-Family Connecticut Avenue Securities Trust 10.1121012% 25/11/2053 26.26 M 22.98 M 0.289%
PMT Loan Trust 5.5000008% 25/04/2057 25.36 M 25.46 M 0.279%
OBX Trust 6.0000012% 25/05/2056 24.47 M 24.02 M 0.269%
FHLMC Structured Agency Credit Risk Debt Notes 9.6121008% 25/08/2033 22.91 M 18.62 M 0.252%
New Residential Mortgage Loan Trust 5.2930008% 25/05/2066 21.99 M 22.01 M 0.242%
ROCK Trust 8.81906% 13/11/2041 21.26 M 20.40 M 0.234%
Hertz Vehicle Financing III LLC 9.4% 25/09/2029 19.77 M 19.08 M 0.217%
FNMA/FHLMC 6.5% 25/07/2056 19.71 M 19.00 M 0.217%
GS Mortgage-Backed Securities Trust 6.0000012% 25/03/2056 19.27 M 19.07 M 0.212%
Provident Funding Mortgage Trust 6.0000012% 25/08/2055 18.45 M 18.29 M 0.203%
JPMBB Commercial Mortgage Securities Trust 4.1068404% 15/07/2048 18.31 M 19.27 M 0.201%
American Credit Acceptance Receivables Trust 5.1% 12/01/2033 18.28 M 18.40 M 0.201%
Connecticut Avenue Securities Trust 12.9765816% 25/11/2039 17.88 M 17.27 M 0.197%
