Principais ativos Market Value Shares Weight %
United States Treasury 4.5% 15/11/2054 17.9 M 19.2 M 3.9%
Freddie Mac 5% 01/05/2054 6.9 M 6.9 M 1.5%
Fannie Mae 3.5% 01/05/2052 5.7 M 6.3 M 1.2%
UMBS, TBA 3.5% 01/07/2056 2.3 M 2.5 M 0.5%
State Street Global Advisors 2.1 M 2.1 M 0.4%
Morgan Stanley Residential Mortgage Loan Trust 5.5% 25/09/2054 1.5 M 1.5 M 0.3%
Chase Mortgage Finance Corporation 5.5% 25/04/2057 1.5 M 1.5 M 0.3%
FOUNDRY JV HOLDCO LLC 5.88% 25/01/2034 1.4 M 1.4 M 0.3%
SEAGATE DATA STOR 4.09% 01/06/2029 1.3 M 1.4 M 0.3%
GCAT 5.29% 25/11/2070 1.3 M 1.3 M 0.3%
Freddie Mac - SLST 3% 25/10/2035 1.3 M 1.5 M 0.3%
AES CORP/THE 5.2% 15/07/2029 1.3 M 1.3 M 0.3%
Colony American Finance Ltd 5.36% 15/06/2059 1.3 M 1.3 M 0.3%
ACRA Trust 5.57% 25/06/2066 1.2 M 1.2 M 0.3%
Credit Suisse Mortgage Trust 5% 25/02/2067 1.2 M 1.3 M 0.3%
PMT Loan Trust 5% 25/01/2057 1.2 M 1.3 M 0.3%
SG Capital Partners 4.78% 25/01/2066 1.2 M 1.2 M 0.3%
SOUTHERN POWER CO 4.8% 15/06/2031 1.1 M 1.1 M 0.2%
ENERGY TRANSFER LP 4.55% 15/01/2031 1.1 M 1.1 M 0.2%
ORANGE SA 4.25% 13/01/2031 1.1 M 1.1 M 0.2%
