FLTGX Holdings List

As of Feb 28, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCI.1.5 3.14	FNMA/FHLG TBA ISSUER - UMBS 15YR 1.5% 03/01/2040 #TBA	4.12%	2,000,000
2	G2SF.5.5 3.12	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER - GNII II 5.5% 03/01/2055 #TBA	4.12%	1,750,000
3	n/a	Fidelity Revere Street Trust - Fidelity Cash Central Fund	3.54%	1,508,493
4	FORDR.2021-1 A	FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A	3.02%	1,330,000
5	G2SF.5.5 4.11	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER - GNII II 5.5% 04/01/2055 #TBA	2.82%	1,200,000
6	FNCI.2 3.12	FNMA/FHLG TBA ISSUER - UMBS 15YR 2% 03/01/2040 #TBA	2.49%	1,175,000
7	KCOT.2024-2A A3	KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A	2.39%	1,000,000
8	VALET.2023-2 A3	VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028	2.39%	1,000,000
9	CCCIT.2017-A6 A6	CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029	2.38%	1,000,000
10	VZMT.2023-4 A1A	VERIZON MASTER TRUST 5.16% 06/20/2029	2.37%	1,000,000
11	FORDF.2024-3 A1	FORD CR FLOORPLN MAST OWN TR A 4.3% 09/15/2029 144A	2.34%	1,000,000
12	FORDR.2021-2 A	FORD CR AUTO OWNER TR 2021-REV2 1.53% 05/15/2034 144A	2.24%	1,000,000
13	n/a	GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 1.17% 06/12/2034 144A	2.24%	1,000,000
14	FNCI.4.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 15YR 4.5% 03/01/2040 #TBA	2.21%	950,000
15	DLLAD.2023-1A A3	DLLAD 2023-1A 4.79% 01/20/2028 144A	2.20%	933,000
16	AMXCA.2024-3 A	AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 4.65% 07/15/2029	2.13%	900,000
17	DEFT.2024-1 A3	DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A	2.02%	850,000
18	FORDR.2022-1 A	FORD CREDIT AUTO OWNER TRUST 2022-REV1 A 3.88% 11/15/2034 144A	1.86%	800,000
19	GSMS.2018-GS9 A4	GS MTG SECS TR 2018-GS9 3.992% 03/10/2051	1.83%	800,000
20	COMET.2019-A3 A3	CAPTIAL ONE MULTI-ASSET EXECUT - CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028	1.82%	800,000
21	n/a	BANK 2020-BNK26 2.313% 03/15/2063	1.78%	800,000
22	EVGRN.2025-CRT5 B	EVERGREEN CR CARD TR 5.24% 05/15/2029 144A	1.66%	700,000
23	REACH.2025-1A A	REACH ABS TRUST 2025-1 4.96% 08/16/2032 144A	1.56%	662,244
24	AMXCA.2024-1 A	AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029	1.50%	625,000
25	SREIT.2021-MFP A	SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	1.37%	582,778
26	BX.2021-SOAR A	BX TRUST 0.8% 06/15/2023 144A	1.24%	527,796
27	DTP.2023-STE2 A	DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A	1.21%	503,000
28	VZMT.2024-8 A1A	VERIZON MASTER TRUST 4.62% 11/20/2030	1.18%	500,000
29	TALNT.2022-1A A	TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 3.82% 04/25/2035 144A	1.16%	500,000
30	CSAIL.2016-C6 A5	CSAIL 2016-C6 COML MTG TR - CSAIL 2016-C6 A5 3.0898% 01/15/2049	1.15%	500,000
31	CSAIL.2018-CX12 A3	CSAIL 2018-CX12 COML MTG TR 3.9585% 08/15/2051	1.14%	500,000
32	PRPM.2024-RPL4 A1	PRPM 2024-RPL4 LLC - PRPM 2024-RPL4 A1 LLC STEP 12/25/2054 144A	1.12%	489,069
33	CFMT.2024-R1 A1	CFMT 2024-R1 LLC - CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A	1.04%	454,859
34	FNCL.6.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 6.5% 03/01/2055 #TBA	0.97%	400,000
35	DLLAD.2024-1A A3	DLLAD 2024-1 LLC 5.3% 07/20/2029 144A	0.96%	400,000
36	FORDF.2024-1 A1	FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A	0.96%	400,000
37	FORDR.2024-1 A	FORD CR AUTO OWNER TR 2024-REV1 - FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A	0.95%	400,000
38	WFCIT.2024-A1 A	WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029	0.95%	400,000
39	GFORT.2023-1 A2	GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A	0.95%	400,000
40	MMAF.2025-A A2	BARINGS EQUIPMENT FINANCE LLC 2025-A 4.64% 10/13/2028 144A	0.94%	400,000
41	CFCRE.2017-C8 A3	CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 A3 3.3048% 06/15/2050	0.93%	408,354
42	CGCMT.2017-P8 A3	CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 A3 3.203% 09/15/2050	0.91%	400,000
43	CHAIT.2023-A1 A	CHASE ISSUANCE TR 5.16% 09/15/2028	0.89%	374,000
44	BX.2024-CNYN A	BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	0.86%	367,698
45	FN.MA4540	FNMA GTD MTG PASS THRU CTF - FNMA 20YR 2% 02/01/2042#MA4540	0.86%	430,876
46	FORDO.2024-B A3	FORDO 2024-B 5.1% 04/15/2029	0.81%	342,000
47	GMREV.2023-1 A	GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A	0.72%	300,000
48	BACCT.2024-A1 A	BA CR CARD TR 4.93% 05/15/2029	0.71%	300,000
49	FR.RB5099	FED HOME LOAN MTG CORP - GOLD - FHLG 20YR 1.5% 02/01/2041#RB5099	0.71%	363,043
50	BMARK.2018-B7 A4	BENCHMARK 2018-B7 MTG TR - BENCHMARK 2018-B7 A4 4.51% 05/15/2053	0.69%	300,000
51	FN.MA4202	FNMA GTD MTG PASS THRU CTF - FNMA 20YR 1.5% 12/01/2040#MA4202	0.69%	352,975
52	n/a	ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A	0.67%	285,173
53	MSC.2018-H4 A4	MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051	0.66%	285,000
54	FHMS.K748 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	0.65%	300,000
55	GSMBS.2024-RPL2 A1	GS MTG-BACKED SECS TR 2024-RPL2 3.75% 07/25/2061 144A	0.61%	270,733
56	n/a	OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A	0.60%	255,550
57	EFF.2024-3 A3	ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A	0.59%	250,000
58	CITZN.2024-1 A3	CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A	0.59%	250,000
59	TMUST.2025-1A A	T-MOBILE US TRUST 2025-1 4.74% 11/20/2029 144A	0.59%	250,000
60	BX.2021-LBA AJV	BX 2021-LBA TSFR1M+91.45 02/15/2036 144A	0.59%	250,000
61	FHMS.K735 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	0.56%	240,407
62	DEFT.2023-2 A3	DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A	0.48%	205,000
63	FR.RC1599	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 2% 10/01/2035#RC1599	0.48%	222,227
64	FNR.2024-100 EF	FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054	0.48%	202,569
65	BX.2024-MDHS A	BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	0.47%	201,449
66	AFFRM.2024-A 1A	AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A	0.47%	200,000
67	FN.FM4516	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 2% 10/01/2035#FM4516	0.47%	220,710
68	FHR.5499 NF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055	0.47%	200,862
69	STRU	FANNIE MAE SOFR30A+140 12/31/2199	0.47%	200,000
70	VFET.2024-1A A3	VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A	0.47%	200,000
71	EQS.2024-2M A	OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A	0.47%	197,190
72	FNR.2023-54 FD	FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053	0.47%	196,804
73	FHMS.K068 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027	0.46%	200,000
74	FHMS.K070 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027	0.46%	200,000
75	n/a	GS MTG SECS TR 2018-GS10 AAB 4.106% 07/10/2051	0.46%	196,055
76	n/a	GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A	0.45%	188,899
77	FN.AL7320	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 3% 09/01/2030#AL7320	0.44%	193,666
78	n/a	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 2% 01/01/2036#FS7188	0.44%	205,601
79	UBSCM.2019-C18 A4	UBS COMMERCIAL MORTGAGE TRUST 2019-C18 3.0352% 12/15/2052	0.43%	200,000
80	n/a	USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A	0.43%	180,000
81	PRPM.2024-RCF6 A1	PRPM 2024-RCF6 LLC - PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A	0.43%	185,972
82	GFORT.2024-1A A1	GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A	0.42%	175,000
83	FN.FS3713	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 2.5% 12/01/2036#FS3713	0.42%	189,030
84	BBCMS.2022-C14 ASB	BBCMS Mortgage Trust 2022-C14 ASB 2.901% 02/15/2055	0.41%	190,000
85	BX.2024-XL5 A	BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	0.41%	172,941
86	FN.FS9362	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 10/01/2036#FS9362	0.40%	192,059
87	WFCM.2016-LC24 A3	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 2.684% 10/15/2049	0.39%	170,314
88	JPMDB.2020-COR7 A5	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053	0.39%	200,000
89	FNCL.2 3.13	FNMA/FHLG TBA ISSUER - UMBS 30YR 2% 03/01/2055 #TBA	0.38%	200,000
90	FHR.5148 D	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051	0.37%	198,696
91	FN.CB9828	FNMA GTD MTG PASS THRU CTF - FNMA 30YR 6.5% 01/01/2055#CB9828	0.37%	148,975
92	FR.RB5107	FED HOME LOAN MTG CORP - GOLD - FHLG 20YR 1.5% 04/01/2041#RB5107	0.37%	188,174
93	WFLF.2023-2A A	WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A	0.36%	151,072
94	MHC.2021-MHC A	MHC COML MTG TR 2021-MHC A TSFR1M+91.544 096 04/15/2026 144A	0.36%	152,355
95	n/a	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 2% 09/01/2035#MA4123	0.36%	167,265
96	GSMS.2015-GC30 A4	GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050	0.35%	151,204
97	OPTN.2025-1 A	OPORTUN FUNDING TRUST 2025-1 A 4.96% 08/16/2032 144A	0.35%	150,000
98	ILPT.2019-SURF A	ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A	0.34%	150,000
99	GSMS.2018-GS10 A5	GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051	0.34%	150,000
100	BANK.2017-BNK8 A3	BANK 2017-BNK8 A3 3.229% 11/15/2050	0.34%	147,580
101	n/a	BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052	0.33%	150,000
102	EFF.2024-2 A2	ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A	0.33%	138,352
103	JPMCC.2016-JP4 ASB	JPMCC COML MTG SECS TR 2016-JP4 3.4743% 12/15/2049	0.33%	140,071
104	CFII.2023-2A A1	CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A	0.30%	124,865
105	PRPM.2024-RCF4 A1	PRPM 2024-RCF4 LLC - PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A	0.29%	127,349
106	GFORT.2023-1 B	GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A	0.27%	115,000
107	WFCIT.2024-A2 A	WELLS FARGO CARD ISSUANCE TRUST 4.29% 10/15/2029	0.26%	110,000
108	UBSCM.2017-C5 ASB	UBS COML MTG TR 2017-C5 3.345% 11/15/2050	0.25%	109,476
109	BMARK.2024-V9 A3	BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057	0.24%	100,000
110	FORDR.2023-2 A	FORD CR AUTO OWNER TR 2023-REV2 5.28% 02/15/2036 144A	0.24%	100,000
111	BANK.2023-BNK45 A5	BANK 2023-BNK45 5.203% 02/15/2056	0.24%	100,000
112	MFF.2023-1A A	MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A	0.24%	100,212
113	MFF.2024-1A A	MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A	0.24%	100,000
114	HPEFS.2024-2A A3	HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A	0.24%	100,000
115	AMXCA.2023-1 A	AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028	0.24%	100,000
116	CHAIT.2024-A1 A	CHASE ISSUANCE TR VAR 01/16/2029	0.24%	100,000
117	WFCM.2024-MGP A12	WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A	0.24%	100,000
118	n/a	WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A	0.24%	100,000
119	DEFT.2024-2 A3	DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A	0.24%	100,000
120	WFCM.2024-GRP A	WELLS FARGO COML MTG TR 2024-GRP - WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A	0.24%	100,000
121	WFCM.2024-GRP B	WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A	0.24%	100,000
122	PREF.2025-1A A2	POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A	0.24%	100,000
123	FNCL.5.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 5.5% 03/01/2055 #TBA	0.24%	100,000
124	n/a	FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054	0.23%	99,330
125	ARIFL.2024-B A2	ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A	0.23%	98,811
126	ELP.2021-ELP A	ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	0.23%	99,884
127	BX.2021-PAC A	BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	0.23%	100,000
128	FHMS.K077 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028	0.23%	100,000
129	FN.CB8857	FNMA GTD MTG PASS THRU CTF - FNMA 30YR 6% 07/01/2054#CB8857	0.23%	96,060
130	CGCMT.2017-C4 A4	CITIGROUP COMMERCIAL MORTGAGE TRUST 2017 - CITIGROUP COML MTG TR 2017-C4 3.471% 10/12/2050	0.23%	100,000
131	FR.RC2193	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 2% 08/01/2036#RC2193	0.23%	105,433
132	FNR.2022-12 EA	FEDERAL NAT MTG ASN GTD REM PA 2.25% 09/25/2046	0.21%	98,600
133	MFRA.2024-RPL1 A1	MFRA TRST - MFRA TRUST VAR 02/25/2066 144A	0.21%	94,771
134	DLLAA.2025-1A A3	DLLAA 2025-1 LLC 4.95% 09/20/2029 144A	0.20%	85,000
135	WFCM.2019-C51 ASB	WELLS FARGO COML MTG TR 2019-C51 ASB 3.16% 06/15/2052	0.20%	86,168
136	BRAVO.2023-RPL1 A1	BRAVO RESIDENTIAL FDG TR 2023-RPL1 A1 5% 05/25/2063 144A	0.19%	79,285
137	MFT.2024-1A A	MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A	0.18%	76,640
138	CFMT.2024-HB15 A	CFMT 2024-HB15 LLC VAR 08/25/2034 144A	0.18%	76,983
139	CMXS.2024-A A3	CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028	0.18%	75,000
140	FN.MA4231	FNMA GTD MTG PASS THRU CTF - FNMA 20YR 1.5% 01/01/2041#MA4231	0.17%	88,512
141	OPTN.2024-3 A	OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A	0.17%	72,238
142	BX.2023-XL3 B	BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A	0.17%	71,601
143	DBJPM.2016-C1 A3A	DBJPM 16-C1 3.015% 05/10/2049	0.17%	71,372
144	T.4.625 02.15.55	UNITED STATES TREASURY BOND 4.625% 02/15/2055	0.14%	60,000
145	FNCL.2 4.13	FNMA/FHLG TBA ISSUER - UMBS 30YR 2% 04/01/2055 #TBA	0.14%	75,000
146	MSC.2024-NSTB A	MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A	0.13%	59,309
147	FN.FM7881	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 2% 07/01/2036#FM7881	0.12%	56,918
148	PEAC.2025-1A A2	PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A	0.12%	50,000
149	EFF.2024-4 A3	ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A	0.12%	50,000
150	BX.2024-GPA3 A	BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A	0.12%	49,000
151	WFCM.2018-C46 A4	WELLS FARGO COML MTG TR 2018-C46 A4 4.152% 08/15/2051	0.11%	50,000
152	BMARK.2021-B31 A5	BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054	0.10%	50,000
153	TUM5	CHICAGO BOARD OF TRADE - US 2YR NOTE (CBT) FUT JUN25 TUM5	0.09%	33
154	BX.2025-DIME A	BX TRUST 2024-FNX - BX TRUST 2025-DIME A TSFR1M+120 02/15/2030 144A	0.06%	27,000
155	BANK.2017-BNK5 A4	BANK 2017-BNKS 3.131% 06/15/2060	0.06%	24,324
156	WFCM.2021-C61 ASB	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054	0.05%	25,000
157	SDART.2025-1 A3	SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029	0.05%	20,000
158	BMARK.2018-B4 ASB	BENCHMARK 2018-B4 MTG TR 4.059% 07/15/2051	0.04%	17,240
159	FR.QN4142	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 11/01/2035#QN4142	0.04%	18,509
160	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - JPSW SWAP REC 3.92 11/20/29	0.04%	400,000
161	FN.MA4417	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 09/01/2036#MA4417	0.04%	17,584
162	FN.MA4402	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 08/01/2036#	0.03%	16,883
163	FR.SB8106	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 06/36#SB8106	0.03%	16,861
164	FN.BR2059	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 06/01/2036#BR2059	0.03%	16,724
165	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - JPSW SWAP PAY 3.92 11/20/29	0.03%	400,000
166	FN.MA4382	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 07/01/2036#MA4382	0.03%	16,623
167	FN.BR1069	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 05/01/2036#BR1069	0.03%	16,605
168	FR.SB8110	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 07/01/2036#SB8110	0.03%	16,435
169	FR.SB8097	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 04/01/2036#SB8097	0.03%	16,350
170	FN.MA4359	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 06/01/2036#MA4359	0.03%	16,346
171	FN.MA4278	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 03/01/2036#	0.03%	15,901
172	FN.MA4302	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 04/01/2036#MA4302	0.03%	15,765
173	FN.FM6100	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 04/01/2036#FM6100	0.03%	15,714
174	FR.SB8098	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 2% 04/01/2036#SB8098	0.03%	14,850
175	FN.FM5367	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 02/01/2036#FM5367	0.03%	14,522
176	FR.SB8088	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 02/01/2036#SB8088	0.03%	14,427
177	FN.MA4205	FNMA GTD MTG PASS THRU CTF - FNMA 15YR 1.5% 12/01/2035#MA4205	0.03%	14,375
178	FR.SB8089	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 2% 02/01/2036#SB8089	0.03%	13,786
179	FR.SB8083	FED HOME LOAN MTG CORP - GOLD - FHLG 15YR 1.5% 01/01/2036#SB8083	0.03%	14,128
180	BX.2025-ROIC B	BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A	0.03%	12,000
181	n/a	BANK OF AMERICA, N.A. - BOAM SWAP PAY 3.14 09/12/2025	0.03%	200,000
182	n/a	MORGAN STANLEY CAPITAL SERVICES LLC - MSCS SWAP REC 3.87 11/07/29	0.03%	300,000
183	n/a	BANK OF AMERICA, N.A. - BOAM SWAP PAY 3.805 11/05/29	0.03%	300,000
184	n/a	MORGAN STANLEY CAPITAL SERVICES LLC - MSCS SWAP PAY 3.87 11/07/29	0.03%	300,000
185	n/a	BANK OF AMERICA, N.A. - BOAM SWAP REC 3.805 11/05/29	0.03%	300,000
186	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.25% MAC 03/19/35	0.02%	447,000
187	SSTRT.2025-A B	SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A	0.02%	9,327
188	n/a	GOLDMAN SACHS BANK USA - GSCM SWAP PAY 3.455 08/29/2029	0.02%	200,000
189	n/a	CITIBANK, N.A. - CITI SWAP PAY 3.79 11/05/29	0.02%	200,000
190	n/a	CITIBANK, N.A. - CITI SWAP PAY 3.658 12/09/25	0.02%	230,000
191	n/a	CITIBANK, N.A. - CITI SWAP REC 3.79 11/05/29	0.02%	200,000
192	n/a	GOLDMAN SACHS BANK USA - GSCM SWAP REC 3.455 08/29/2029	0.01%	200,000
193	n/a	GOLDMAN SACHS BANK USA - GSCM SWAP PAY 3.1415 09/15/2025	0.01%	100,000
194	n/a	CITIBANK, N.A. - CITI SWAP REC 3.658 12/09/25	0.01%	230,000
195	BX.2021-MFM1 A	BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A	0.01%	4,953
196	SBALT.2024-C A3	SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A	0.01%	4,000
197	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.25% MAC 03/19/45	0.01%	-191,000
198	FVM5	CHICAGO BOARD OF TRADE - US 5YR NOTE (CBT) FUT JUN25 FVM5	0.00%	1
199	n/a	BANK OF AMERICA, N.A. - BOAM SWAP REC 3.14 09/12/2025	0.00%	200,000
200	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.25% MAC 03/19/55	0.00%	30,000
201	n/a	GOLDMAN SACHS BANK USA - GSCM SWAP REC 3.1415 09/15/2025	0.00%	100,000
202	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.25% MAC 03/19/32	-0.00%	-1,000
203	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY562346 11/18/64 S	-0.00%	100,000
204	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY873245 04/17/65 S	-0.00%	100,000
205	n/a	GOLDMAN SACHS and CO LLC (GOV REPO) - GSCOFI SWAP CY873245 04/17/65 S	-0.00%	100,000
206	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.0% MAC 03/19/28	-0.00%	-1,149,000
207	n/a	GOLDMAN SACHS and CO LLC (GOV REPO) - GSCOFI SWAP CY885799 12/15/56 S	-0.00%	100,000
208	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY885799 12/15/56 S	-0.00%	100,000
209	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY885799 12/15/56 S	-0.01%	150,000
210	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY885799 12/15/56 S	-0.01%	200,000
211	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.0% MAC 03/19/30	-0.01%	-800,000
212	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY885799 12/15/56 S	-0.01%	250,000
213	n/a	MORGAN STANLEY CAPITAL SERVICES LLC - MSCS SWAP CY885799 12/15/56 S	-0.01%	300,000
214	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY885799 12/15/56 S	-0.02%	500,000
215	n/a	LONDON CLEARING HOUSE - LCH OIS SOFRV3.0% MAC 03/19/27	-0.02%	-2,010,000
216	TYM5	CHICAGO BOARD OF TRADE - US 10YR NOTE FUT (CBT)JUN25 TYM5	-0.02%	-5
217	n/a	CITIGROUP GLOBAL MARKETS LIMITED - SBLOFI SWAP CY873245 04/17/65 S	-0.02%	1,000,000
218	FNCL.5.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 5.5% 03/01/2055 #TBA	-0.24%	-100,000
219	FNCL.2 3.13	FNMA/FHLG TBA ISSUER - UMBS 30YR 2% 03/01/2055 #TBA	-0.33%	-175,000
220	FNCI.2 3.12	FNMA/FHLG TBA ISSUER - UMBS 15YR 2% 03/01/2040 #TBA	-0.90%	-425,000
221	FNCL.6.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 6.5% 03/01/2055 #TBA	-0.97%	-400,000
222	G2SF.5.5 3.12	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER - GNII II 5.5% 03/01/2055 #TBA	-2.83%	-1,200,000

As of Feb 28, 2025

Showing 50 of 222

Subscribe to see the full list