Principais ativos Valor de mercado Quantidade de ações Participação, %
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.5% 15/09/2056 195.40 M 197.74 M 3.075%
MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS 125.77 M 125.77 M 1.979%
FHLMC Super 30Y Fixed 4% 01/05/2049 101.28 M 109.86 M 1.594%
Federal Home Loan Mortgage Corp. 4.8% 25/07/2031 94.52 M 95.11 M 1.487%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.5% 15/08/2056 69.05 M 73.66 M 1.087%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 0.125% 15/04/2027 58.02 M 50.00 M 0.913%
Fnma Pass-Thru I 4% 01/03/2047 44.18 M 47.01 M 0.695%
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.61608% 25/03/2056 40.16 M 40.23 M 0.632%
Federal National Mortgage Association 3% 01/07/2050 38.65 M 44.06 M 0.608%
FEDERAL HOME LOAN MORTGAGE CORP 3% 01/09/2047 32.66 M 37.50 M 0.514%
Government National Mortgage Association 4.83153% 20/06/2056 30.17 M 33.42 M 0.475%
BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 24.88 M -10.66 K 0.392%
FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES 3.5% 25/03/2058 22.75 M 23.75 M 0.358%
GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC 5.09301% 15/08/2028 16.33 M 16.30 M 0.257%
PRPM 2024-RPL4 LLC 4% 25/12/2054 13.18 M 13.55 M 0.207%
CHASE HOME LENDING MORTGAGE TRUST 2026-CINV1 4.82776% 25/01/2057 13.15 M 13.13 M 0.207%
PMT LOAN TRUST 2025-INV2 5.02776% 25/01/2057 12.75 M 12.70 M 0.201%
JP MORGAN MORTGAGE TRUST 2025-3 5.638% 25/09/2055 11.72 M 11.85 M 0.184%
GCAT 2019-NQM3 TRUST 5.12776% 25/12/2055 10.02 M 10.01 M 0.158%
MFA 2024-NQM3 TRUST 5.722% 25/12/2069 9.75 M 9.74 M 0.153%
