GTO Holdings List

As of Dec 19, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	Cash	11.71%	272,256,147
2	n/a	10 Year Treasury Note Future Mar 25	4.70%	1,006
3	FNCL 5 1.12	Federal National Mortgage Association 5%	4.24%	102,295,888
4	FNCL 5.5 1.12	Federal National Mortgage Association 5.5%	3.98%	94,053,190
5	T 4.25 08.15.54	United States Treasury Bonds 4.25%	3.30%	83,220,800
6	T 4.25 11.15.34	United States Treasury Notes 4.25%	2.90%	69,064,300
7	T 4.125 11.30.29	United States Treasury Notes 4.125%	2.50%	58,878,700
8	n/a	US Treasury Bond Future Mar 25	2.42%	494
9	FNCL 3 1.12	Federal National Mortgage Association 3%	2.13%	58,448,425
10	FNCL 4 1.12	Federal National Mortgage Association 4%	2.11%	53,852,117
11	n/a	2 Year Treasury Note Future Mar 25	1.85%	209
12	FNCL 6 1.12	Federal National Mortgage Association 6%	1.82%	42,188,214
13	n/a	Ultra US Treasury Bond Future Mar 25	1.43%	277
14	FNCL 4.5 1.12	Federal National Mortgage Association 4.5%	1.42%	35,052,156
15	FNCL 3.5 1.12	Federal National Mortgage Association 3.5%	1.40%	36,982,766
16	T 4.25 11.30.26	United States Treasury Notes 4.25%	1.24%	28,955,800
17	G2SF 6 1.12	Government National Mortgage Association 6%	1.23%	28,542,000
18	n/a	5 Year Treasury Note Future Mar 25	1.16%	255
19	FNCL 2.5 1.12	Federal National Mortgage Association 2.5%	0.97%	27,877,711
20	T 4 12.15.27	United States Treasury Notes 4%	0.85%	19,873,900
21	G2SF 4.5 1.12	Government National Mortgage Association 4.5%	0.61%	15,045,006
22	BCBSNJ 6.2 11.15.34 144A	Horizon Mut Holding Inc. 6.2%	0.58%	13,823,000
23	T 4.125 11.30.31	United States Treasury Notes 4.125%	0.55%	13,071,000
24	VI VITGEN 9 04.01.2053	VIRGIN IS PUB FIN AUTH ECONOMIC RECOVERY FEE REV 9%	0.52%	12,000,000
25	G2SF 5.5 1.12	Government National Mortgage Association 5.5%	0.50%	11,702,317
26	FHMS K-162 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.15%	0.44%	10,000,000
27	FHMS K-164 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5%	0.43%	10,000,000
28	WFCIT 2024-A1 A	WF Card Issuance Trust 4.94%	0.43%	9,926,000
29	FHMS K-161 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.9%	0.43%	10,000,000
30	BX 2021-LGCY B	BX TRUST 5.36648%	0.43%	10,000,000
31	CVS V7 03.10.55	CVS Health Corp 7%	0.39%	9,185,000
32	BX 2021-VOLT D	BX COMMERCIAL MORTGAGE TRUST 6.16157%	0.38%	8,799,000
33	AOMT 2024-8 A1	ANGEL OAK MORTGAGE TRUST 2024-8 5.338%	0.37%	8,635,368
34	NJ NJSTRN 5.09 06.15.2025	NEW JERSEY ST TRANSN TR FD AUTH 5.093%	0.37%	8,575,000
35	KKR 15 A1R2	Kkr Financial Clo 5.73235%	0.37%	8,564,416
36	SYNIT 2024-A2 A	Synchrony Card Issuance Trust 2018-1 4.93%	0.35%	8,085,000
37	JPMMT 2024-8 A3	J P MORGAN MORTGAGE TRUST 2024-8 5.5%	0.34%	8,010,612
38	FNCI 1.5 1.14	Federal National Mortgage Association 1.5%	0.32%	8,760,000
39	RZNCAN 9.375 05.01.29 144A	Raising Canes Restaurants LLC 9.375%	0.32%	6,885,000
40	FR RA9448	Federal Home Loan Mortgage Corp. 6%	0.31%	7,079,477
41	T 4.625 11.15.44	United States Treasury Bonds 4.625%	0.30%	7,241,100
42	CEDF 2019-11A A1R2	Cedar Fdg Xi Clo Ltd / Cedar Fdg Xi FRN 5.57391%	0.30%	6,883,000
43	FN FS5767	Fnma Pass-Thru I 5.5%	0.29%	6,763,873
44	QDOBA 2023-1A A2	QDOBA FUNDING LLC 8.5%	0.29%	6,383,002
45	MSRM 2024-3 A1	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 6%	0.27%	6,345,603
46	n/a	Tba Cash Collateral	0.27%	6,309,932
47	MSRM 2024-NQM5 A1	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM5 5.64%	0.27%	6,240,000
48	FR RA9375	Federal Home Loan Mortgage Corp. 5.5%	0.27%	6,219,914
49	SPEAK 2014-1A AR4	Signal Peak Clo 1 Ltd / Signal Peak FRN 0%	0.26%	6,080,000
50	OCP 2020-8RA AR	OCP CLO LTD 5.77266%	0.26%	6,049,000

As of Dec 19, 2024

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