主要持股 Market Value Shares Weight %
CIM Trust 5% 25/05/2062 6.85 M 6.80 M 0.16% Freddiemac Strip 3% 15/03/2044 6.41 M 6.95 M 0.15% Onslow Bay Financial LLC 5.48% 25/07/2064 6.03 M 6.02 M 0.14% New Residential Mortgage Loan Trust 6.09% 25/08/2065 5.88 M 5.85 M 0.14% JP Morgan Mortgage Trust 5.23% 25/05/2066 5.69 M 5.74 M 0.14% SOFI CONSUMER LOAN PROGRAM TRUST 4.97% 25/06/2034 5.53 M 5.50 M 0.13% Home Owner Mortgage Enhanced Securuties Limited 6.18% 25/01/2068 5.52 M 5.53 M 0.13% Chase Auto Owner Trust 4.15% 25/03/2030 5.26 M 5.25 M 0.13% GCAT 5.45% 25/02/2071 5.01 M 5.00 M 0.12% Magnetite CLO Ltd 4.92% 25/01/2039 4.99 M 5.00 M 0.12% Benefit Street Partners CLO Ltd 4.88% 25/10/2038 4.99 M 5.00 M 0.12% IndyMac IMJA Mortgage Loan Trust 6.25% 25/02/2038 4.90 M 21.71 M 0.12% Luminent Mortgage Trust 4.11% 25/11/2036 4.78 M 5.29 M 0.11% Lehman XS Trust 4.45% 25/06/2046 4.38 M 5.60 M 0.10% Ellington Financial Mortgage Trust 5% 25/08/2067 4.27 M 4.28 M 0.10% Chicago Board of Trade 4.25 M -1 220.00 0.10% Argent Securities Inc. 3.97% 25/07/2036 4.15 M 16.67 M 0.10% BENCHMARK Mortgage Trust 6.17% 15/06/2058 4.09 M 3.94 M 0.10% Freddie Mac - SCRT 2% 25/11/2059 4.08 M 5.15 M 0.10% Structured Asset Mortgage Investments Inc 4.21% 25/09/2047 4.07 M 5.06 M 0.10% 
