Holdings
Symbol
Weight %
Shares
Market value
F
Fannie Mae REMIC Trust 2012-134 ZC 2.5% 25-DEC-2042
3.12%
24.78 M
19.91 MUSD
M
Morgan Stanley Institutional Liquidity Funds treasury Portfolio Institutional
3.07%
19.55 M
19.55 MUSD
F
Freddie Mac Multiclass Certificates, Series 5299 ZA 3.0% 25-MAR-2052
2.66%
22.60 M
16.94 MUSD
F
FHLMC 30yr Pool#SD7550 3.000% 01-Feb-2052 3.0% 01-FEB-2052
2.28%
16.05 M
14.54 MUSD
F
FNMA 30yr Pool#AL9394 3.000% 01-Nov-2046 3.0% 01-NOV-2046
2.15%
15.21 M
13.74 MUSD
G
GNMA II 30yr Pool#MA7192 2.000% 20-Feb-2051 2.0% 20-FEB-2051
2.10%
16.11 M
13.42 MUSD
F
Freddie Mac Multiclass Certificates, Series 5202 ZN 3.0% 25-MAY-2051
2.00%
17.90 M
12.73 MUSD
F
FNMA 30yr Pool#FM9712 3.500% 01-Nov-2050 3.5% 01-NOV-2050
1.99%
13.47 M
12.72 MUSD
G
Ginnie Mae REMIC Trust 2023-164 AZ 3.0% 20-JAN-2052
1.97%
17.23 M
12.57 MUSD
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