Principali partecipazioni Market Value Shares Weight %
OBX 2022-NQM2 TRUST 4.384% 25/01/2062 353.909 K 380.000 K 0.346% BWAY TRUST 2025-1535 7.710196% 07/05/2042 285.964 K 275.000 K 0.280% JP MORGAN MORTGAGE TRUST 2026-1 4.7619% 25/07/2056 276.088 K 277.705 K 0.270% KRE COMMERCIAL MORTGAGE TRUST 2026-ICNA 0% 15/05/2043 261.153 K 260.000 K 0.255% PRPM 2024-RCF1 LLC 4% 25/01/2054 255.423 K 260.000 K 0.250% RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-5 4.838% 26/06/2034 255.356 K 255.000 K 0.250% FIGRE TRUST 2026-FL1 5.489% 25/03/2056 254.943 K 255.000 K 0.249% SEQUOIA MORTGAGE TRUST 2026-HYB1 4.67373% 25/04/2056 254.689 K 260.142 K 0.249% PRPM 2024-RCF2 LLC 3.75% 25/03/2054 253.248 K 260.000 K 0.248% REDWOOD FUNDING TRUST 2026-2 6.259% 27/11/2056 251.000 K 251.000 K 0.245% GGP TRUST 2026-2PAK 0% 11/04/2031 249.368 K 250.000 K 0.244% MFA 2026-NQM1 TRUST 5.051% 25/02/2071 247.303 K 247.863 K 0.242% HOMES 2026-AFC1 TRUST 4.846% 01/02/2061 244.755 K 246.045 K 0.239% PRPM 2026-NQM1 TRUST 5.134% 25/02/2071 243.117 K 243.501 K 0.238% RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1 5.044% 27/06/2033 220.440 K 220.001 K 0.216% FREMF 2020-K110 MORTGAGE TRUST 1.751861% 25/04/2030 159.529 K 3.022 M 0.156% OBX 2026-NQM2 TRUST 5.228% 25/02/2066 155.089 K 155.000 K 0.152% SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM3 5.228% 25/03/2066 154.719 K 155.000 K 0.151% PAGAYA AI DEBT GRANTOR TRUST 2026-R1 4.714% 15/12/2033 134.192 K 134.530 K 0.131% CHICAGO MERCANTILE EXCHANGE -3 412.500 -6.000 -0.003% 
