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ILS vs MTGP

Shared holdings
1
ILS covered by MTGP
6.55%
MTGP covered by ILS
6.55%

Coverage = share of one portfolio's weight reproduced by the other (overlapping positions, min weight). Top 50 positions per side shown; = held by both — hover a shared position to highlight it in both columns.

ILS (March 31, 2026)

SecurityWeight
U.S. Treasury Bills6.55%
2001 Cat RE Ltd., Series A3.34%
INTEGRITY RE III UNSECURED 144A 06/27 VAR3.09%
FloodSmart Re Ltd., Series A2.45%
MASCHPARK RE LTD2.39%
EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR2.37%
Integrity RE III Ltd2.34%
Sanders Re III Ltd., Series A2.29%
HERBIE RE LTD2.09%
ARMOR RE II LTD UNSECURED 144A 01/32 VAR1.98%
WINSTON RE LTD UNSECURED 144A 02/28 VAR1.92%
ARAGONITE RE LTD1.91%
ABACAB1.87%
PUERTO RICO PARAMETRIC RE LTD1.47%
CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR1.47%
Fuchsia 2023-1 - London Bridge 2 PCC Ltd.1.45%
Atlas Capital Designated Activity Company1.44%
GATEWAY RE LTD1.44%
NAKAMA RE LTD1.44%
Four Lakes Re Ltd., Series A1.44%
FOUNDATION RE IV LTD1.43%
MONTOYA RE LTD1.43%
Torrey Pines Re Ltd., Series B1.43%
WRIGLEY RE LTD1.42%
Sutter Re Ltd1.42%
Four Lakes Re Ltd., Series B1.42%
RESIDENTIAL REINSURANCE 2025 LTD1.39%
BLUE RIDGE RE LTD1.39%
BONANZA RE LTD UNSECURED 144A 01/27 VAR1.19%
3264 RE LTD0.98%
PALM RE LTD UNSECURED 144A 06/31 VAR0.98%
BAYOU RE LTD UNSECURED 144A 04/31 VAR0.97%
PALM RE LTD UNSECURED 144A 06/32 VAR0.96%
TITANIA RE LTD0.96%
Torrey Pines Re Ltd.0.96%
Kendall Re Ltd., Series B0.96%
VERAISON RE LTD UNSECURED 144A 03/33 VAR0.95%
HESTIA RE LTD UNSECURED 144A 03/32 VAR0.95%
Ashera Re0.95%
Bonanza RE Ltd., Series C0.95%
BLACK KITE RE LTD0.94%
Windrose Re Ltd.0.94%
Turris RE Ltd., Series A0.94%
SABINE RE LTD0.94%
CAPE LOOKOUT RE LTD0.94%
CITRUS RE LTD0.94%
Matterhorn Re Ltd.0.93%
Matterhorn Re Ltd., Series B0.93%
MEADOWS LTD0.93%
Sanders RE II Ltd., Series B-20.49%

MTGP (Feb. 28, 2026)

SecurityWeight
U.S. Treasury Bills6.96%
FNCL 5 3/244.21%
FN MA57353.70%
FN MA51062.97%
Barton Capital S.A. 0% CP 16/03/20262.61%
Uniform Mortgage-Backed Security, TBA2.28%
G2 MA76482.06%
FN MA47612.00%
FN MA47311.93%
XIB 0 03/03/261.92%
FN FS63001.78%
G2SF 5.5 4/251.77%
FN MA45111.71%
G2 MA75891.57%
FN MA57611.57%
FN MA54701.33%
Government National Mortgage Association1.30%
Government National Mortgage Association1.26%
Government National Mortgage Association1.22%
FN MA56141.19%
OBX 2022-J2 Trust1.17%
FEDERAL NATIONAL MORTGAGE ASSOCIATION1.14%
FN MA46541.14%
FN MA45781.11%
FN MA48661.10%
Taco Bell Funding, LLC, Series 2025-1A, Class A2I1.00%
G2 MA49000.99%
FN MA47330.98%
Uniform Mortgage-Backed Securities0.96%
Freddie Mac REMICS0.96%
TOWN 2025-STAY C 144A FRN 03-15-420.93%
BMARK 2020-B16 A50.88%
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-30.87%
G2 MA91710.83%
UMBS, 30 Year0.82%
Government National Mortgage Association0.82%
FN MA58780.81%
GNR 2025-134 HA0.80%
GNR 2024-78 TZ0.80%
Uniform Mortgage-Backed Security, TBA0.79%
Government National Mortgage Association0.76%
Freddie Mac Pool0.76%
Government National Mortgage Association0.75%
GCAT 2025-INV5 Trust0.74%
FN MA45480.72%
Government National Mortgage Association0.68%
G2 MA74180.67%
GNR 2023-133 AL0.63%
Rate Mortgage Trust 2022-J10.61%
Government National Mortgage Association0.60%

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