GTO Holdings List

As of Nov 19, 2024

No.	Symbol	Name	% Weight	Shares
1	-CASH-	Cash/Receivables/Payables	11.34%	249,506,461
2	FNCL 5 12.11	Fannie Mae or Freddie Mac	4.52%	102,295,888
3	n/a	CBOT 10 Year US Treasury Note	4.52%	905
4	FNCL 5.5 12.11	Fannie Mae or Freddie Mac	4.24%	94,053,190
5	T 4.25 08.15.54	United States Treasury Note/Bond	3.07%	70,603,800
6	n/a	CBOT US Treasure Bond Futures	2.77%	521
7	FNCL 3 12.11	Fannie Mae or Freddie Mac	2.28%	58,448,425
8	FNCL 4 12.11	Fannie Mae or Freddie Mac	2.26%	53,852,117
9	n/a	CBOT 2 Year US Treasury Note Future	2.21%	237
10	FNCL 6 12.11	Fannie Mae or Freddie Mac	1.93%	42,188,214
11	T 4.125 10.31.29	United States Treasury Note/Bond	1.82%	40,117,700
12	n/a	Ultra U.S. Treasury Bond Futures	1.55%	276
13	FNCL 4.5 12.11	Fannie Mae or Freddie Mac	1.51%	35,052,156
14	FNCL 3.5 12.11	Fannie Mae or Freddie Mac	1.50%	36,982,766
15	T 4.25 11.15.34	United States Treasury Note/Bond	1.50%	33,294,300
16	G2SF 6 12.11	Ginnie Mae II Pool	1.31%	28,542,000
17	T 4.125 10.31.26	United States Treasury Note/Bond	1.24%	27,331,800
18	FNCL 2.5 12.11	Fannie Mae or Freddie Mac	1.04%	27,877,711
19	T 4.125 11.15.27	United States Treasury Note/Bond	0.83%	18,402,900
20	BCBSNJ 6.2 11.15.34 144A	Horizon Mutual Holdings Inc	0.74%	16,372,000
21	G2SF 4.5 12.11	Ginnie Mae II Pool	0.65%	15,045,006
22	VI VITGEN 9 04.01.2053	Virgin Islands Public Finance Authority	0.55%	12,000,000
23	G2SF 5.5 12.11	Ginnie Mae II Pool	0.53%	11,702,317
24	FHMS K-162 A2	Freddie Mac Multifamily Structured Pass Through Certificates	0.47%	10,000,000
25	FHMS K-164 A2	Freddie Mac Multifamily Structured Pass Through Certificates	0.46%	10,000,000
26	FHMS K-161 A2	Freddie Mac Multifamily Structured Pass Through Certificates	0.46%	10,000,000
27	WFCIT 2024-A1 A	WF Card Issuance Trust	0.46%	9,926,000
28	BX 2021-LGCY B	BX Trust 2021-LGCY	0.45%	10,000,000
29	T 4.125 10.31.31	United States Treasury Note/Bond	0.44%	9,851,000
30	BX 2021-VOLT D	BX Commercial Mortgage Trust 2021-VOLT	0.40%	8,799,000
31	AOMT 2024-8 A1	Angel Oak Mortgage Trust 2024-8	0.40%	9,000,000
32	NJ NJSTRN 5.09 06.15.2025	New Jersey Transportation Trust Fund Authority	0.39%	8,575,000
33	KKR 15 A1R2	KKR CLO 15 Ltd	0.39%	9,621,000
34	JPMMT 2024-8 A3	JP Morgan Mortgage Trust Series 2024-8	0.37%	8,630,000
35	SYNIT 2024-A2 A	Synchrony Card Funding LLC	0.37%	8,085,000
36	FNCI 1.5 12.13	Fannie Mae or Freddie Mac	0.34%	8,760,000
37	RZNCAN 9.375 05.01.29 144A	Raising Cane's Restaurants LLC	0.34%	6,885,000
38	ANZ V5.204 09.30.35 144A	Australia & New Zealand Banking Group Ltd	0.33%	7,482,000
39	CHASE 2024-9 A4	Chase Home Lending Mortgage Trust 2024-9	0.33%	7,283,043
40	FR RA9448	Freddie Mac Pool	0.33%	7,741,000
41	CEDF 2019-11A A1R2	Cedar Funding XI Clo Ltd	0.32%	7,000,000
42	MSRM 2024-3 A1	Morgan Stanley Residential Mortgage Loan Trust 2024-3	0.31%	7,962,000
43	QDOBA 2023-1A A2	Qdoba Funding LLC	0.31%	6,399,000
44	FN FS5767	Fannie Mae Pool	0.31%	7,376,044
45	BAC V5.518 10.25.35	Bank of America Corp	0.31%	6,775,000
46	T 4.125 08.15.44	United States Treasury Note/Bond	0.29%	6,812,100
47	FR RA9375	Freddie Mac Pool	0.28%	6,688,573
48	AGL 2024-29A A1	AGL CLO 29 Ltd	0.28%	6,019,000
49	OCP 2020-8RA AR	OCP CLO 2020-8R Ltd	0.28%	6,049,000
50	JANEST 6.125 11.01.32 144A	Jane Street Group / JSG Finance Inc	0.27%	5,937,000

As of Nov 19, 2024

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