MTGP Holdings List

As of Jun 28, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	Us 5yr Note (Cbt) Sep24 Xcbt 20240930	5.63%	2,700,000
2	FN MA4562	Federal National Mortgage Association 2%	5.11%	3,329,288
3	G2 MA7648	Government National Mortgage Association 2%	3.84%	2,425,508
4	G2SF 5.5 7.11	Government National Mortgage Association 5.5%	3.30%	1,700,000
5	FN FS6300	Fnma Pass-Thru I 3%	3.16%	1,882,681
6	FN MA4511	Federal National Mortgage Association 2%	3.01%	1,961,275
7	G2 MA7589	Government National Mortgage Association 2.5%	2.95%	1,791,074
8	FN MA4761	Federal National Mortgage Association 5%	2.63%	1,387,893
9	FN MA4768	Federal National Mortgage Association 2.5%	2.14%	1,339,744
10	FN MA4731	Federal National Mortgage Association 3.5%	2.08%	1,198,052
11	n/a	2 Year Treasury Note Future Sept 24	2.00%	1,000,000
12	FN MA4781	Federal National Mortgage Association 3%	2.00%	1,198,416
13	FN MA4866	Federal National Mortgage Association 4%	2.00%	1,114,630
14	FN MA5026	Federal National Mortgage Association 3.5%	1.96%	1,131,330
15	FN MA4733	Federal National Mortgage Association 4.5%	1.81%	981,380
16	FR QD6052	Federal Home Loan Mortgage Corp. 2%	1.35%	868,675
17	FNR 2010-102 PN	Federal National Mortgage Association 5%	1.29%	663,771
18	FN MA4548	Federal National Mortgage Association 2.5%	1.29%	803,567
19	G2 MA7418	Government National Mortgage Association 2.5%	1.25%	758,523
20	GNR 2014-43 Z	Government National Mortgage Association 4%	1.22%	677,606
21	FN FM9867	Fnma Pass-Thru I 2.5%	1.08%	664,599
22	RATE 2022-J1 A19	RATE MORTGAGE TRUST 2022-J1 3%	1.06%	660,409
23	SCRT 2016-1 M2	Freddie Mac Seasoned Credit Risk Transfer Trust 3.75%	1.01%	568,383
24	G2 787283	Government National Mortgage Association 5.5%	0.97%	496,021
25	FNR 2015-23 HZ	Federal National Mortgage Association 3%	0.91%	527,748
26	FR RA6765	Federal Home Loan Mortgage Corp. 2.5%	0.89%	553,633
27	SCRT 2017-2 M1	Freddie Mac Seasoned Credit Risk Transfer Trust 4%	0.89%	461,133
28	GNR 2009-64 KZ	Government National Mortgage Association 6%	0.89%	425,204
29	FSMT 2021-8INV A6	FLAGSTAR MORTGAGE TRUST 2021-8INV 2.5%	0.83%	490,058
30	G2SF 2.5 7.13	Government National Mortgage Association 2.5%	0.82%	500,000
31	LCM 28A C	Lcm Ltd 2018-28 7.74%	0.78%	400,000
32	FNCL 2 8.13	Federal National Mortgage Association 2%	0.77%	500,000
33	MELLO 2021-INV2 A3	Mello Mortgage Capital Acceptance 2.5%	0.76%	490,934
34	G2 MA7766	Government National Mortgage Association 2%	0.76%	481,174
35	HIT 2022-HI32 B	HIT TRUST 2022-HI32 8.52%	0.76%	387,656
36	CHASE 2024-1 A9	CHASE HOME LENDING MORTGAGE TRUST 2024-1 6.5%	0.74%	380,248
37	FHR 4136 ZG	Federal Home Loan Mortgage Corp. 3%	0.73%	424,473
38	FN MA4492	Federal National Mortgage Association 2%	0.73%	476,070
39	FHR 3658 CZ	Federal Home Loan Mortgage Corp. 5%	0.72%	377,435
40	SEMT 2024-3 A19	SEQUOIA MORTGAGE TRUST 2024-3 6%	0.72%	375,104
41	FR QD6054	Federal Home Loan Mortgage Corp. 2.5%	0.71%	439,978
42	FN CA7963	Fnma Pass-Thru I 2.5%	0.71%	433,133
43	FHR 4179 AZ	Federal Home Loan Mortgage Corp. 4%	0.68%	364,597
44	FR SD0715	Federal Home Loan Mortgage Corp. 2%	0.67%	424,047
45	FN BF0035	Federal National Mortgage Association 4%	0.65%	361,877
46	JPMMT 2022-2 A25A	J.P. MORGAN MORTGAGE TRUST 2022-2 2.5%	0.60%	390,686
47	SNDPT 2021-1A C1	SOUND POINT CLO XXIX LTD 7.89%	0.59%	300,000
48	LCM 18A CR	LCM XVIII Limited Partnership / LCM XVIII LLC 7.44%	0.59%	300,000
49	PFMT 2020-1 B1	PROVIDENT FUNDING MORTGAGE LOAN TRUST 3.24%	0.59%	359,532
50	G2 MA4654	Government National Mortgage Association 4.5%	0.58%	308,771

As of Jun 28, 2024

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