MTGDX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	United States Treasury - U.S. Treasury Bills	6.51%	35,000,000
2	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	6.25%	33,000,000
3	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	4.83%	26,000,000
4	n/a	United States Treasury - U.S. Treasury Bills	4.64%	25,000,000
5	FNCL 3 2.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	2.88%	18,000,000
6	FNCL 5 2.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	2.73%	15,000,000
7	n/a	United States Treasury - U.S. Treasury Bills	1.85%	10,000,000
8	n/a	United States Treasury - U.S. Treasury Bills	1.81%	10,000,000
9	G2SF 6 2.12	Government National Mortgage Association - Ginnie Mae	1.31%	6,900,000
10	FNCL 4 2.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	1.21%	7,000,000
11	n/a	Finance of America HECM Buyout 2024-HB1	1.14%	6,800,000
12	n/a	HSBC USA Inc	1.11%	6,000,000
13	n/a	United States Treasury - U.S. Treasury Bills	1.01%	5,434,000
14	FN FS5206	Fannie Mae Pool	0.95%	4,969,569
15	n/a	RMF Buyout Issuance Trust 2020-HB1	0.94%	7,064,765
16	B 0 05.29.25	United States Treasury - U.S. Treasury Bills	0.93%	5,000,000
17	MVRXX	Morgan Stanley & Co. LLC - Morgan Stanley Institutional Liquidity Funds - Government Portfolio	0.84%	4,449,973
18	G2 MA9853	Government National Mortgage Association - Ginnie Mae II Pool	0.82%	4,286,418
19	n/a	NRZ Excess Spread Collateralized Notes - NRM FNT1 Excess LLC	0.81%	4,242,124
20	n/a	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3	0.79%	4,344,146
21	FNCL 2.5 2.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	0.77%	5,000,000
22	n/a	PNMAC GMSR Issuer Trust	0.76%	4,000,000
23	NYMT 2025-R1 A	New York Mortgage Trust - NYMT Loan Trust Series 2025-R1	0.75%	4,000,000
24	SCRT 2019-4 M	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4	0.75%	4,247,000
25	n/a	FMC GMSR Issuer Trust - FMC Issuer Trust-FMSR	0.71%	3,800,000
26	n/a	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2	0.70%	3,872,500
27	RPIT 2019-1 A	RMF Proprietary Issuance Trust 2019-1	0.69%	3,916,306
28	G2SF 5 2.12	Government National Mortgage Association - Ginnie Mae	0.68%	3,700,000
29	n/a	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1	0.65%	3,584,659
30	n/a	Cascade Funding Mortgage Trust - CFMT 2022-HB8 LLC	0.63%	3,500,000
31	n/a	Fannie Mae Pool	0.62%	4,150,295
32	n/a	Ocwen Loan Investment Trust 2023-HB1	0.62%	3,500,000
33	n/a	Cascade Funding Mortgage Trust - CFMT 2024-HB14 LLC	0.62%	4,000,000
34	FMMSR 2022-GT2 A	FMC GMSR Issuer Trust	0.61%	3,200,000
35	n/a	Fannie Mae Pool	0.61%	4,320,392
36	n/a	Fannie Mae Pool	0.61%	4,280,939
37	CFMT 2020-AB1 A	Cascade Funding Mortgage Trust - CFMT 2020-ABC1 LLC	0.58%	3,142,637
38	n/a	Saluda Grade Alternative Mortgage Trust 2025-NPL1	0.57%	3,000,000
39	n/a	CHAMPS TRUST 2024-3	0.57%	2,902,851
40	FR QU8040	Freddie Mac Pool	0.55%	3,485,492
41	n/a	Rate Mortgage Trust 2024-J4	0.55%	2,903,719
42	BABS 2025-RM10 A1	Brean Asset Backed Securities Trust 2025-RM10	0.55%	3,000,000
43	n/a	Banco Santander SA	0.54%	3,000,000
44	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.54%	2,787,099
45	n/a	HSBC USA Inc	0.54%	3,000,000
46	n/a	Champs Trust 2024-2	0.53%	2,722,030
47	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.53%	2,835,071
48	n/a	Ellington Financial Mortgage Trust - EFMT 2024-RM2	0.52%	2,960,235
49	n/a	Nykredit Realkredit AS	0.52%	19,637,498
50	n/a	Cascade Funding Mortgage Trust - CFMT 2023-H12 LLC	0.51%	2,900,000

As of Jan 31, 2025

Showing 50 of 679

Subscribe to see the full list

Asset Class	% Weight
Bond	90.28%
Cash	9.72%

Sector	% Weight
United States	63.63%
Other	31.94%
XS	3.76%
Portugal	0.27%
Spain	0.15%
Canada	0.14%
Australia	0.11%