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Holdings (Monthly) Guide ↗

GMO Opportunistic Income Fund

· Gmo Trust
Monthly Holdings $1.3B AUM 329 positions Period Feb 2026 Filed Apr 29, 2026 EDGAR ↗ ← All Funds
# Name Ticker Since Shares Value % Port Cat
1 United States Treasury 91282CMX6 Feb 2026 109,150,000 $109.3M 8.69% DBT
2 Daiwa Capital Markets America, Inc. 000000000 Feb 2026 88,001,109 $88.0M 7.00% RA
3 United States Treasury 91282CPX3 Feb 2026 44,000,000 $44.0M 3.50% DBT
4 COMM Mortgage Trust 12595VAD9 Feb 2026 26,327,712 $26.0M 2.07% ABS-MBS
5 Eaton Vance CDO Ltd 27830TAL9 Feb 2026 20,239,199 $20.2M 1.61% ABS-CBDO
6 Towd Point Asset Trust 89179XAC9 Feb 2026 17,741,000 $17.5M 1.39% ABS-O
7 BENCHMARK Mortgage Trust 08162XBG8 Feb 2026 18,847,000 $17.0M 1.35% ABS-MBS
8 COMM Mortgage Trust 12654FAA8 Feb 2026 15,516,000 $16.4M 1.30% ABS-MBS
9 BENCHMARK Mortgage Trust 08160JAE7 Feb 2026 16,000,000 $15.8M 1.26% ABS-MBS
10 BENCHMARK Mortgage Trust 08161YBG7 Feb 2026 16,535,000 $15.7M 1.25% ABS-MBS
11 UMBS, TBA 01F060634 Feb 2026 14,500,000 $14.9M 1.18% ABS-MBS
12 Barclays Commercial Mortgage Securities LLC 05548WAA5 Feb 2026 15,387,600 $14.8M 1.18% ABS-MBS
13 SLM Student Loan Trust 78445CAD4 Feb 2026 14,661,461 $14.7M 1.17% ABS-O
14 SLM Student Loan Trust 78443CBV5 Feb 2026 14,744,461 $14.6M 1.16% ABS-O
15 UMBS, TBA 01F052433 Feb 2026 13,800,000 $14.2M 1.13% ABS-MBS
16 American Express Credit Account Master Trust 02589BAE0 Feb 2026 13,695,000 $13.9M 1.10% ABS-O
17 SLM Student Loan Trust 78443CCL6 Feb 2026 13,717,241 $13.5M 1.07% ABS-O
18 MKT 2020-525M Mortgage Trust 55316PAA5 Feb 2026 14,600,000 $13.4M 1.06% ABS-MBS
19 United States Treasury 91282CNQ0 Feb 2026 13,200,000 $13.2M 1.05% DBT
20 Bravo Mortgage Asset Trust 105667AD1 Feb 2026 14,094,246 $12.9M 1.03% ABS-O
21 Tricon American Homes 89613GAA4 Feb 2026 12,749,049 $12.6M 1.00% ABS-O
22 BX Trust 2019-OC11 05606FAA1 Feb 2026 13,000,000 $12.5M 0.99% ABS-MBS
23 GMO US Treasury Fund 362013369 Feb 2026 2,323,242 $11.6M 0.93% EC
24 JP Morgan Chase Commercial Mortgage Sec Trust 46593JAA2 Feb 2026 11,393,000 $11.6M 0.92% ABS-MBS
25 Canyon Capital CLO Ltd 13887PAK1 Feb 2026 11,229,012 $11.2M 0.89% ABS-CBDO
26 Tricon American Homes 89612LAA4 Feb 2026 11,080,867 $11.1M 0.88% ABS-O
27 WAMU Commercial Mortgage Securities Trust 93364LAM0 Feb 2026 11,594,960 $10.7M 0.85% ABS-MBS
28 BENCHMARK Mortgage Trust 08163NBJ3 Feb 2026 11,556,000 $10.6M 0.84% ABS-MBS
29 Dryden Senior Loan Fund 26245JBA5 Feb 2026 9,985,038 $10.0M 0.79% ABS-CBDO
30 SMB Private Education Loan Trust 78448YAD3 Feb 2026 10,182,331 $10.0M 0.79% ABS-O
31 Tricon Residential 895975AA8 Feb 2026 9,907,707 $9.9M 0.79% ABS-O
32 BENCHMARK Mortgage Trust 08160KAE4 Feb 2026 10,395,000 $9.8M 0.78% ABS-MBS
33 Barclays Commercial Mortgage Securities LLC 05491VAL0 Feb 2026 11,037,000 $9.6M 0.76% ABS-MBS
34 Bluemountain CLO Ltd 09628NAY8 Feb 2026 9,398,751 $9.4M 0.75% ABS-CBDO
35 BENCHMARK Mortgage Trust 08162WBC9 Feb 2026 10,380,057 $9.4M 0.75% ABS-MBS
36 SLC Student Loan Trust 78444NAD1 Feb 2026 9,423,595 $9.3M 0.74% ABS-O
37 WF-RBS COMMERCIAL MORTGAGE TRUST 92939FAY5 Feb 2026 9,814,966 $9.3M 0.74% ABS-MBS
38 Keycorp Student Loan Trust 49327HAJ4 Feb 2026 11,024,863 $9.0M 0.72% ABS-O
39 SLM Student Loan Trust 78443CCB8 Feb 2026 8,829,153 $8.7M 0.69% ABS-O
40 BX Trust 2019-OC11 05606FAN3 Feb 2026 9,000,000 $8.4M 0.67% ABS-MBS
41 Invitation Homes Trust 46188DAA6 Feb 2026 8,478,739 $8.4M 0.67% ABS-O
42 Gallatin Loan Management, LLC 36361UAL4 Feb 2026 8,296,009 $8.3M 0.66% ABS-CBDO
43 SLM Student Loan Trust 78443DAD4 Feb 2026 8,274,773 $8.2M 0.65% ABS-O
44 Towd Point Asset Trust 89179XAA3 Feb 2026 8,432,486 $8.2M 0.65% ABS-O
45 Dryden Senior Loan Fund 26244GAS4 Feb 2026 8,088,687 $8.1M 0.64% ABS-CBDO
46 Gracechurch Mortgage Finance Plc 38406JAA6 Feb 2026 8,625,000 $7.8M 0.62% ABS-MBS
47 BX Trust 05608MAA4 Feb 2026 8,000,000 $7.5M 0.60% ABS-MBS
48 BX Trust 12433XAG4 Feb 2026 8,000,000 $7.5M 0.60% ABS-MBS
49 Angel Oak Mortgage Trust 03466EAA8 Feb 2026 7,367,029 $7.4M 0.59% ABS-MBS
50 Deutsche Alt-A Securities INC Mortgage Loan Trust 25151UAA5 Feb 2026 7,264,683 $7.0M 0.56% ABS-MBS
51 SLM Student Loan Trust 78445AAD8 Feb 2026 6,897,194 $6.9M 0.55% ABS-O
52 Access Group Inc 00432CBX8 Feb 2026 6,960,589 $6.9M 0.55% ABS-O
53 Towd Point Asset Trust 89179XAB1 Feb 2026 6,900,000 $6.8M 0.54% ABS-O
54 SLM Student Loan Trust 78444YAD7 Feb 2026 6,768,297 $6.8M 0.54% ABS-O
55 Washington Mutual Mortgage Pass-Through CTFS 93936PAF5 Feb 2026 7,080,684 $6.7M 0.53% ABS-MBS
56 Chase Auto Owner Trust 16144YAC2 Feb 2026 6,518,282 $6.6M 0.52% ABS-O
57 FRESB Multifamily Mortgage Pass-Through Certifica 30316AAJ2 Feb 2026 192,198,440 $6.4M 0.51% ABS-MBS
58 Onslow Bay Financial LLC 67449AAA3 Feb 2026 6,306,639 $6.4M 0.51% ABS-MBS
59 SLM Student Loan Trust 78443CCU6 Feb 2026 6,385,678 $6.3M 0.50% ABS-O
60 National Collegiate Student Loan Trust 63543XAD1 Feb 2026 6,269,905 $6.2M 0.49% ABS-O
61 Hyundai Auto Receivables Trust 448973AD9 Feb 2026 6,134,602 $6.2M 0.49% ABS-O
62 World Omni Auto Receivables Trust 98164NAD7 Feb 2026 6,030,000 $6.1M 0.48% ABS-O
63 UMBS, TBA 01F022634 Feb 2026 7,000,000 $6.1M 0.48% ABS-MBS
64 FirstKey Homes 2021-SFR3 Trust 33768JAA9 Feb 2026 6,141,463 $6.0M 0.48% ABS-O
65 Rockford Tower CLO Ltd 77342JAC7 Feb 2026 6,000,000 $6.0M 0.48% ABS-CBDO
66 GSR Mortgage Loan Trust 3622NCAA4 Feb 2026 10,130,855 $5.8M 0.46% ABS-MBS
67 IndyMac INDX Mortgage Loan Trust 45661EAA2 Feb 2026 6,118,842 $5.8M 0.46% ABS-MBS
68 BNP Paribas SA 000000000 Feb 2026 23,390,000 $5.6M 0.44% DCR
69 AGL CLO Ltd. 00120BAL4 Feb 2026 5,510,000 $5.5M 0.44% ABS-CBDO
70 Bayview Commercial Asset Trust 07326BAA5 Feb 2026 5,721,201 $5.5M 0.43% ABS-MBS
71 Tricon American Homes 89613JAA8 Feb 2026 5,664,696 $5.4M 0.43% ABS-O
72 Zais Matrix CDO I 98875JBJ2 Feb 2026 5,368,000 $5.4M 0.43% ABS-CBDO
73 Bayview Commercial Asset Trust 07325KAA6 Feb 2026 5,335,440 $5.1M 0.41% ABS-MBS
74 HarborView Mortgage Loan Trust 41164YAB7 Feb 2026 5,180,562 $5.1M 0.40% ABS-MBS
75 HOUSTON GALLERIA MALL TRUST 44216XAA3 Feb 2026 4,636,000 $4.9M 0.39% ABS-MBS
76 SLM Student Loan Trust 78443CBP8 Feb 2026 4,861,738 $4.8M 0.38% ABS-O
77 BENCHMARK Mortgage Trust 08162UAW0 Feb 2026 4,825,120 $4.8M 0.38% ABS-MBS
78 Rockford Tower CLO Ltd 77341GAS9 Feb 2026 4,797,672 $4.8M 0.38% ABS-CBDO
79 Octagon Investment Partners Ltd 67576FAE9 Feb 2026 4,740,000 $4.8M 0.38% ABS-CBDO
80 Bear Stearns Mortgage Funding Trust 07401LAA1 Feb 2026 5,024,611 $4.7M 0.38% ABS-MBS
81 GM Financial Securitized Term Auto Receivables Tr 36268GAD7 Feb 2026 4,695,424 $4.7M 0.38% ABS-O
82 Madison Park Funding Ltd 55819JAN3 Feb 2026 4,635,554 $4.6M 0.37% ABS-CBDO
83 Conseco Finance Securitizations Corp. 20846QHQ4 Feb 2026 4,422,180 $4.6M 0.37% ABS-O
84 Verus Securitization Trust 924921AA7 Feb 2026 4,422,330 $4.4M 0.35% ABS-MBS
85 BX Trust 2019-OC11 05606FAL7 Feb 2026 4,570,000 $4.4M 0.35% ABS-MBS
86 Battalion CLO LTD 07131AAM6 Feb 2026 4,300,994 $4.3M 0.34% ABS-CBDO
87 ROCC Trust 74970WAJ9 Feb 2026 4,000,000 $4.3M 0.34% ABS-MBS
88 LCM Ltd Partnership 50204JAL1 Feb 2026 4,156,901 $4.2M 0.33% ABS-CBDO
89 Keycorp Student Loan Trust 493268CL8 Feb 2026 4,222,601 $4.1M 0.33% ABS-O
90 ROCC Trust 74970WAA8 Feb 2026 4,000,000 $4.1M 0.33% ABS-MBS
91 Bayview Commercial Asset Trust 07325XAA8 Feb 2026 4,355,668 $4.1M 0.33% ABS-MBS
92 Conseco Finance Securitizations Corp. 20846QJZ2 Feb 2026 4,018,223 $4.1M 0.33% ABS-O
93 OZLM Ltd 67111DBG0 Feb 2026 4,066,939 $4.1M 0.32% ABS-CBDO
94 Mountain View CLO Ltd 62431UBD3 Feb 2026 4,000,000 $4.0M 0.32% ABS-CBDO
95 Bear Stearns Mortgage Funding Trust 07401MAA9 Feb 2026 4,448,795 $4.0M 0.32% ABS-MBS
96 Volkswagen Auto Loan Enhanced Trust 92868RAD0 Feb 2026 3,621,000 $3.7M 0.29% ABS-O
97 SLM Student Loan Trust 78444EAD1 Feb 2026 3,692,684 $3.7M 0.29% ABS-O
98 American Home Mortgage Assets 02660LAB6 Feb 2026 7,238,353 $3.6M 0.29% ABS-MBS
99 Conseco Finance Securitizations Corp. 20846QJT6 Feb 2026 3,522,623 $3.6M 0.29% ABS-O
100 WAMU Commercial Mortgage Securities Trust 933633AG4 Feb 2026 3,594,555 $3.6M 0.28% ABS-MBS
101 Residential Asset Securitization Trust 76113NAP8 Feb 2026 15,303,444 $3.5M 0.28% ABS-MBS
102 HARVEST COMMERCIAL CAPITAL LOAN TRUST 41753CAF3 Feb 2026 3,500,000 $3.4M 0.27% ABS-MBS
103 Dryden Senior Loan Fund 26251LAC8 Feb 2026 3,414,636 $3.4M 0.27% ABS-CBDO
104 Madison Park Funding Ltd 55822RAB6 Feb 2026 3,375,228 $3.4M 0.27% ABS-CBDO
105 SLM Student Loan Trust 78445QAE1 Feb 2026 3,168,880 $3.3M 0.26% ABS-O
106 Terwin Mortgage Trust 88156PAZ4 Feb 2026 7,541,850 $3.3M 0.26% ABS-O
107 Keycorp Student Loan Trust 493268CB0 Feb 2026 3,403,107 $3.3M 0.26% ABS-O
108 harvest commercial capital loan trust 41754FAE8 Feb 2026 3,230,000 $3.2M 0.26% ABS-MBS
109 Navient Student Loan Trust 63942MAA8 Feb 2026 3,475,746 $3.2M 0.26% ABS-O
110 Velocity Commercial Capital Loan Trust 92258DAA5 Feb 2026 3,532,079 $3.2M 0.26% ABS-MBS
111 Lehman ABS Manufactured Housing Contract 52519SAM5 Feb 2026 3,324,962 $3.2M 0.25% ABS-O
112 Credit Suisse Mortgage Trust 12656TAB4 Feb 2026 3,599,931 $3.1M 0.25% ABS-MBS
113 National Collegiate Student Loan Trust 63543WAF8 Feb 2026 5,440,000 $3.1M 0.24% ABS-O
114 COLT Funding LLC 12598PAA5 Feb 2026 3,186,532 $3.0M 0.24% ABS-MBS
115 Structured Adjustable Rate Mortgage Loan Trust 863579QX9 Feb 2026 3,638,370 $3.0M 0.23% ABS-MBS
116 Oakwood Mortgage Investors Inc. 67087TCF6 Feb 2026 2,973,509 $2.9M 0.23% ABS-O
117 Bank of America NA 000000000 Feb 2026 78,580,000 $2.9M 0.23% DCR
118 Residential Accredit Loans, Inc. 761118CE6 Feb 2026 3,307,781 $2.8M 0.23% ABS-MBS
119 Bayview Commercial Asset Trust 07324NAA1 Feb 2026 2,920,313 $2.8M 0.23% ABS-MBS
120 FRESB Multifamily Mortgage Pass-Through Certifica 30298BAK9 Feb 2026 89,778,622 $2.8M 0.22% ABS-MBS
121 Nelnet Student Loan Trust 64034YAA9 Feb 2026 2,793,409 $2.8M 0.22% ABS-O
122 NYC Commercial Mortgage Trust 2021-909 62979QAA7 Feb 2026 2,754,000 $2.8M 0.22% ABS-MBS
123 Goldman Sachs & Co. LLC 000000000 Feb 2026 18,250,000 $2.8M 0.22% DCR
124 Access Group Inc 00432CBZ3 Feb 2026 2,994,236 $2.8M 0.22% ABS-O
125 Structured Asset Mortgage Investments Inc 86362XAA6 Feb 2026 2,943,351 $2.7M 0.22% ABS-MBS
126 National Collegiate Student Loan Trust 63543PCD6 Feb 2026 2,604,329 $2.6M 0.21% ABS-O
127 MOUNTAIN VIEW CLO 62432FAS3 Feb 2026 2,574,451 $2.6M 0.20% ABS-CBDO
128 Fieldstone Mortgage Investment Corp. 31659TCE3 Feb 2026 3,972,434 $2.6M 0.20% ABS-O
129 SLM Student Loan Trust 78443JAG4 Feb 2026 2,672,291 $2.5M 0.20% ABS-O
130 SLM Student Loan Trust 784442AC9 Feb 2026 2,487,835 $2.5M 0.20% ABS-O
131 Battalion CLO LTD 07132ACN1 Feb 2026 2,454,000 $2.5M 0.20% ABS-CBDO
132 SLM Student Loan Trust 78443CBE3 Feb 2026 11,085,730 $2.4M 0.19% ABS-O
133 WF-RBS COMMERCIAL MORTGAGE TRUST 92939FAX7 Feb 2026 2,428,476 $2.4M 0.19% ABS-MBS
134 National Collegiate Student Loan Trust 63543LAD7 Feb 2026 2,420,891 $2.4M 0.19% ABS-O
135 Northwoods Capital Ltd 66860PAA2 Feb 2026 2,365,473 $2.4M 0.19% ABS-CBDO
136 Zais CLO 13, Limited 98876NAW4 Feb 2026 2,278,069 $2.3M 0.18% ABS-CBDO
137 Residential Asset Mortgage Products, INC. 76112BJH4 Feb 2026 2,266,741 $2.2M 0.18% ABS-O
138 Wells Fargo Commercial Mortgage Trust 95001VAU4 Feb 2026 2,285,000 $2.2M 0.18% ABS-MBS
139 COMMONBOND STUDENT LOAN TRUST 20268WAA2 Feb 2026 2,488,933 $2.2M 0.17% ABS-O
140 Oakwood Mortgage Investors Inc. 67087TAU5 Feb 2026 5,610,774 $2.1M 0.17% ABS-O
141 Venture CDO Ltd 92325QAA5 Feb 2026 2,030,731 $2.0M 0.16% ABS-CBDO
142 State Street Global Advisors 857492870 Feb 2026 2,029,558 $2.0M 0.16% STIV
143 SLM Student Loan Trust 78443CAR5 Feb 2026 7,367,782 $2.0M 0.16% ABS-O
144 Deutsche Alt-A Securities INC Mortgage Loan Trust 251510NC3 Feb 2026 2,080,487 $2.0M 0.16% ABS-MBS
145 Lehman Brothers Small Balance Commercial 52521GAE5 Feb 2026 2,075,724 $1.9M 0.15% ABS-MBS
146 Credit Suisse Mortgage Trust 126379AF3 Feb 2026 3,585,594 $1.9M 0.15% ABS-MBS
147 GMAC Mortgage Corporation Loan Trust 361856DL8 Feb 2026 1,881,888 $1.9M 0.15% ABS-O
148 SLM Student Loan Trust 78443CBH6 Feb 2026 1,853,796 $1.9M 0.15% ABS-O
149 GSAA Home Equity Trust 362382AF0 Feb 2026 10,214,073 $1.8M 0.15% ABS-MBS
150 Ace Securities Corp. 004421TR4 Feb 2026 1,967,296 $1.8M 0.14% ABS-MBS
151 Home Equity Asset Trust 437084TB2 Feb 2026 1,737,839 $1.8M 0.14% ABS-MBS
152 Oakwood Mortgage Investors Inc. 67087TDY4 Feb 2026 1,751,323 $1.8M 0.14% ABS-O
153 Citigroup Mortgage Loan Trust Inc 17309FAU2 Feb 2026 3,198,928 $1.8M 0.14% ABS-MBS
154 First Franklin Mtg Loan Asset Backed Certificates 32027GAA4 Feb 2026 1,815,420 $1.8M 0.14% ABS-O
155 Nelnet Student Loan Trust 64035DAB2 Feb 2026 1,844,202 $1.8M 0.14% ABS-O
156 Bayview Commercial Asset Trust 07324SBN1 Feb 2026 1,790,583 $1.8M 0.14% ABS-MBS
157 Voya CLO Ltd 92945JAA1 Feb 2026 1,725,000 $1.7M 0.14% ABS-CBDO
158 Oakwood Mortgage Investors Inc. 674135EB0 Feb 2026 1,712,587 $1.7M 0.14% ABS-O
159 Bombardier Capital Mortgage Securitization Corp. 09774XAX0 Feb 2026 1,731,261 $1.7M 0.14% ABS-O
160 SLM Student Loan Trust 78443CAJ3 Feb 2026 1,709,000 $1.7M 0.14% ABS-O
161 Ajax Mortgage Loan Trust 00971AAA0 Feb 2026 1,822,732 $1.7M 0.13% ABS-MBS
162 JEFFERSON MILL CLO LTD 47421MBJ1 Feb 2026 1,656,953 $1.7M 0.13% ABS-CBDO
163 harvest commercial capital loan trust 417927AA8 Feb 2026 1,599,759 $1.7M 0.13% ABS-MBS
164 Bank of America NA 000000000 Feb 2026 39,500,000 $1.6M 0.13% DCR
165 FRESB Multifamily Mortgage Pass-Through Certifica 30315EAE6 Feb 2026 71,813,367 $1.6M 0.13% ABS-MBS
166 Lehman Brothers Small Balance Commercial 52521UAJ3 Feb 2026 1,500,178 $1.5M 0.12% ABS-MBS
167 Bayview Commercial Asset Trust 07325YAA6 Feb 2026 1,554,864 $1.5M 0.12% ABS-MBS
168 Countrywide Alternative Loan Trust 12667GFE8 Feb 2026 2,000,564 $1.5M 0.12% ABS-MBS
169 Washington Mutual Mortgage Pass-Through CTFS 93934FGN6 Feb 2026 1,577,716 $1.4M 0.11% ABS-MBS
170 Venture CDO Ltd 92332NBC8 Feb 2026 1,404,357 $1.4M 0.11% ABS-CBDO
171 Bear Stearns Alt-A Trust 07386XAA4 Feb 2026 1,556,871 $1.4M 0.11% ABS-MBS
172 Towd Point Asset Trust 2018-SL1 89174UAB2 Feb 2026 1,340,247 $1.3M 0.11% ABS-O
173 Bayview Commercial Asset Trust 07324YAC3 Feb 2026 1,364,698 $1.3M 0.11% ABS-MBS
174 Oakwood Mortgage Investors Inc. 67087TBW0 Feb 2026 11,752,084 $1.3M 0.10% ABS-O
175 IndyMac INDA Mortgage Loan Trust 45662FAA8 Feb 2026 1,701,609 $1.3M 0.10% ABS-MBS
176 Washington Mutual Mortgage Pass-Through CTFS 9393365X7 Feb 2026 1,482,281 $1.3M 0.10% ABS-MBS
177 HARVEST COMMERCIAL CAPITAL LOAN TRUST 41753CAE6 Feb 2026 1,295,000 $1.3M 0.10% ABS-MBS
178 FRESB Multifamily Mortgage Pass-Through Certifica 30291SAJ2 Feb 2026 33,937,654 $1.3M 0.10% ABS-MBS
179 Residential Funding Mortgage Securities II 43718MAD6 Feb 2026 7,572,884 $1.3M 0.10% ABS-MBS
180 Washington Mutual Mortgage Pass-Through CTFS 939346AB8 Feb 2026 1,420,426 $1.3M 0.10% ABS-MBS
181 Washington Mutual Mortgage Pass-Through CTFS 93935EAG9 Feb 2026 3,786,627 $1.2M 0.10% ABS-MBS
182 SLM Student Loan Trust 78443CCY8 Feb 2026 1,255,937 $1.2M 0.10% ABS-O
183 Progress Residential Trust 74333WAA0 Feb 2026 1,272,714 $1.2M 0.10% ABS-O
184 Velocity Commercial Capital Loan Trust 92258XAA1 Feb 2026 1,326,592 $1.2M 0.10% ABS-MBS
185 Residential Asset Securitization Trust 45660LSU4 Feb 2026 2,462,449 $1.2M 0.10% ABS-MBS
186 LCM Ltd Partnership 50188GAV5 Feb 2026 1,180,000 $1.2M 0.09% ABS-CBDO
187 Oakwood Mortgage Investors Inc. 68213KAB1 Feb 2026 1,206,179 $1.2M 0.09% ABS-O
188 Trinitas CLO Ltd 89641GAY8 Feb 2026 1,146,481 $1.1M 0.09% ABS-CBDO
189 Bayview Commercial Asset Trust 07324SDF6 Feb 2026 1,197,513 $1.1M 0.09% ABS-MBS
190 Goldman Sachs & Co. LLC 000000000 Feb 2026 9,940,000 $1.1M 0.09% DCR
191 UCFC Manufactured Housing Contract 90263ABY5 Feb 2026 1,152,846 $1.1M 0.09% ABS-O
192 Bear Stearns Asset Backed Securities Trust 073879GM4 Feb 2026 1,141,050 $1.1M 0.09% ABS-MBS
193 National Collegiate Commutation Trust 63544HAA1 Feb 2026 8,758,011 $1.1M 0.09% ABS-O
194 SMB Private Education Loan Trust 784456AF2 Feb 2026 1,150,000 $1.1M 0.08% ABS-O
195 Black Diamond CLO Ltd 09203WAN5 Feb 2026 1,048,271 $1.0M 0.08% ABS-CBDO
196 Velocity Commercial Capital Loan Trust 92258DAK3 Feb 2026 1,224,422 $1.0M 0.08% ABS-MBS
197 GMAC Mortgage Corporation Loan Trust 36186MAC5 Feb 2026 1,017,133 $1.0M 0.08% ABS-MBS
198 ELFI Graduate Loan Program 2021-A LLC 28628BAA6 Feb 2026 1,094,528 $991K 0.08% ABS-O
199 Atlas Senior Loan Fund LTD 04942MAN4 Feb 2026 960,100 $962K 0.08% ABS-CBDO
200 Navient Student Loan Trust 63942TAB1 Feb 2026 948,222 $957K 0.08% ABS-O
201 Saxon Asset Securities Trust 805564QV6 Feb 2026 974,742 $955K 0.08% ABS-O
202 National Collegiate II Commutation Trust 63543CAA3 Feb 2026 7,625,000 $934K 0.07% ABS-O
203 Merrill Lynch First Franklin Mortgage Loan Trust 59025TAD5 Feb 2026 941,314 $929K 0.07% ABS-O
204 BankAmerica Manufactured Housing Contract Trust 066053AD1 Feb 2026 13,743,281 $923K 0.07% ABS-O
205 Oakwood Mortgage Investors Inc. 67087TCW9 Feb 2026 2,430,509 $919K 0.07% ABS-O
206 Voya CLO Ltd 92917RAL3 Feb 2026 902,595 $903K 0.07% ABS-CBDO
207 Bayview Commercial Asset Trust 07324SCS9 Feb 2026 935,260 $900K 0.07% ABS-MBS
208 Conseco Financial Corp 393505K35 Feb 2026 836,151 $849K 0.07% ABS-O
209 Conseco Financial Corp 393505XH0 Feb 2026 826,333 $839K 0.07% ABS-O
210 Bayview Commercial Asset Trust 07325MAA2 Feb 2026 866,993 $838K 0.07% ABS-MBS
211 Morgan Stanley Capital Services LLC 000000000 Feb 2026 2,878,183 $809K 0.06% DCR
212 SLM Student Loan Trust 78443CBA1 Feb 2026 800,000 $800K 0.06% ABS-O
213 SLM Student Loan Trust 78443CAH7 Feb 2026 1,939,289 $790K 0.06% ABS-O
214 Citibank NA 000000000 Feb 2026 5,000,000 $772K 0.06% DCR
215 Goldman Sachs & Co. LLC 000000000 Feb 2026 5,000,000 $772K 0.06% DCR
216 Morgan Stanley & Co. International PLC 000000000 Feb 2026 5,000,000 $772K 0.06% DCR
217 Bayview Commercial Asset Trust 07324AAF8 Feb 2026 755,073 $750K 0.06% ABS-MBS
218 Residential Funding Mortgage Securities II 43718WAD4 Feb 2026 8,298,726 $735K 0.06% ABS-MBS
219 National Collegiate Student Loan Trust 63543PBU9 Feb 2026 728,609 $724K 0.06% ABS-O
220 New Century Home Equity Loan Trust 64352VES6 Feb 2026 699,045 $701K 0.06% ABS-MBS
221 WAMU Mortgage Pass-Through Certificates 933638AD0 Feb 2026 751,073 $685K 0.05% ABS-MBS
222 National Collegiate Student Loan Trust 63543WAD3 Feb 2026 673,142 $671K 0.05% ABS-O
223 Citibank NA 000000000 Feb 2026 5,752,000 $660K 0.05% DCR
224 Goldman Sachs & Co. LLC 000000000 Feb 2026 8,160,000 $657K 0.05% DCR
225 Bayview Commercial Asset Trust 07324YAB5 Feb 2026 667,167 $648K 0.05% ABS-MBS
226 Citibank NA 000000000 Feb 2026 3,933,500 $647K 0.05% DCR
227 Asset Backed Funding Certificates 04542BMT6 Feb 2026 649,660 $640K 0.05% ABS-MBS
228 Lehman XS Trust 52524VAG4 Feb 2026 639,764 $635K 0.05% ABS-MBS
229 Bear Stearns Alt-A Trust 07386HMR9 Feb 2026 630,588 $633K 0.05% ABS-MBS
230 Morgan Stanley Mortgage Loan Trust 61748HVW8 Feb 2026 1,598,475 $627K 0.05% ABS-MBS
231 Countrywide Home Loans 12669GBA8 Feb 2026 645,585 $624K 0.05% ABS-MBS
232 Morgan Stanley & Co. International PLC 000000000 Feb 2026 3,967,000 $599K 0.05% DCR
233 IndyMac INDA Mortgage Loan Trust 45669AAA2 Feb 2026 771,063 $599K 0.05% ABS-MBS
234 Citibank NA 000000000 Feb 2026 5,215,000 $598K 0.05% DCR
235 Sound Point CLO LTD 83609YAC0 Feb 2026 595,866 $596K 0.05% ABS-CBDO
236 OZLM Ltd 67111VAE6 Feb 2026 589,132 $590K 0.05% ABS-CBDO
237 Countrywide Alternative Loan Trust 12668BXS7 Feb 2026 1,472,733 $581K 0.05% ABS-MBS
238 WAMU Mortgage Pass-Through Certificates 92922FW46 Feb 2026 591,211 $563K 0.04% ABS-MBS
239 SMB Private Education Loan Trust 78448QAE8 Feb 2026 534,197 $534K 0.04% ABS-O
240 Countrywide Alternative Loan Trust 02147TAA4 Feb 2026 1,524,683 $526K 0.04% ABS-MBS
241 Bluemountain CLO Ltd 09626YAS9 Feb 2026 520,304 $521K 0.04% ABS-CBDO
242 American Home Mortgage Investment Trust 02660YAB8 Feb 2026 17,663,707 $511K 0.04% ABS-MBS
243 Bombardier Capital Mortgage Securitization Corp. 09774XBE1 Feb 2026 8,834,023 $485K 0.04% ABS-O
244 Goldman Sachs & Co. LLC 000000000 Feb 2026 3,060,000 $462K 0.04% DCR
245 Bayview Commercial Asset Trust 07324SDG4 Feb 2026 481,374 $455K 0.04% ABS-MBS
246 BCAP LLC Trust 05543DCC6 Feb 2026 453,433 $446K 0.04% ABS-MBS
247 Oakwood Mortgage Investors Inc. 674135DG0 Feb 2026 439,007 $441K 0.04% ABS-O
248 New Century Home Equity Loan Trust 64352VQN4 Feb 2026 20,461,833 $428K 0.03% ABS-O
249 Goldman Sachs & Co. LLC 000000000 Feb 2026 5,156,000 $415K 0.03% DCR
250 Morgan Stanley & Co. International PLC 000000000 Feb 2026 5,156,000 $415K 0.03% DCR
251 SMB Private Education Loan Trust 78449HAF4 Feb 2026 1,000 $404K 0.03% ABS-O
252 Colony American Finance Ltd 21873LAA1 Feb 2026 408,771 $404K 0.03% ABS-O
253 Steele Creek CLO Ltd 858102AX4 Feb 2026 337,525 $338K 0.03% ABS-CBDO
254 Citibank NA 000000000 Feb 2026 2,128,767 $325K 0.03% DCR
255 Bear Stearns Adjustable Rate Mortgage Trust 07387AEG6 Feb 2026 323,790 $315K 0.03% ABS-MBS
256 GMO Ultra-Short Income ETF 90139K886 Feb 2026 6,000 $301K 0.02% EC
257 New Century Home Equity Loan Trust 64352VQM6 Feb 2026 13,454,617 $281K 0.02% ABS-O
258 Chicago Board of Trade 000000000 Feb 2026 558 $279K 0.02% DIR
259 Goldman Sachs & Co. LLC 000000000 Feb 2026 3,060,000 $275K 0.02% DCR
260 Carrington Mortgage Loan Trust 144526AC4 Feb 2026 277,611 $274K 0.02% ABS-O
261 Chicago Board of Trade 000000000 Feb 2026 373 $248K 0.02% DIR
262 Oakwood Mortgage Investors Inc. 68213KAC9 Feb 2026 249,121 $246K 0.02% ABS-O
263 Goldman Sachs & Co. LLC 000000000 Feb 2026 1,360,000 $224K 0.02% DCR
264 Nomura Asset Acceptance Corporation 65535VNS3 Feb 2026 10,725 $221K 0.02% ABS-O
265 Citibank NA 000000000 Feb 2026 71,100,000 $210K 0.02% DCR
266 Citibank NA 000000000 Feb 2026 1,639,911 $208K 0.02% DCR
267 Citibank NA 000000000 Feb 2026 5,000,000 $204K 0.02% DCR
268 Goldman Sachs & Co. LLC 000000000 Feb 2026 1,565,474 $199K 0.02% DCR
269 Morgan Stanley & Co. International PLC 000000000 Feb 2026 4,560,000 $184K 0.01% DCR
270 MASTR Second Lien Trust 57644DAR4 Feb 2026 3,463,783 $183K 0.01% ABS-MBS
271 Bombardier Capital Mortgage Securitization Corp. 09774XBQ4 Feb 2026 2,928,137 $183K 0.01% ABS-O
272 Chicago Board of Trade 000000000 Feb 2026 410 $169K 0.01% DIR
273 Citibank NA 000000000 Feb 2026 2,581,235 $167K 0.01% DCR
274 New Century Home Equity Loan Trust 64352VQC8 Feb 2026 7,674,789 $160K 0.01% ABS-O
275 Goldman Sachs & Co. LLC 000000000 Feb 2026 2,682,000 $136K 0.01% DCR
276 Morgan Stanley Capital Services LLC 000000000 Feb 2026 3,000,000 $123K 0.01% DCR
277 South Carolina Student Loan Corporation 83715RAH5 Feb 2026 122,243 $122K 0.01% ABS-O
278 Bear Stearns Mortgage Funding Trust 07401RAA8 Feb 2026 69,080 $93K 0.01% ABS-MBS
279 Goldman Sachs & Co. LLC 000000000 Feb 2026 604,570 $92K 0.01% DCR
280 Countrywide Alternative Loan Trust 12667FXJ9 Feb 2026 88,031 $89K 0.01% ABS-MBS
281 Mellon Residential Funding Corporation 58552RAA8 Feb 2026 78,392 $74K 0.01% ABS-MBS
282 Morgan Stanley Capital Services LLC 000000000 Feb 2026 1,032,494 $67K 0.01% DCR
283 Goldman Sachs & Co. LLC 000000000 Feb 2026 944,216 $61K 0.00% DCR
284 National Collegiate Student Loan Trust 63544EAL4 Feb 2026 75,000 $58K 0.00% ABS-O
285 Goldman Sachs & Co. LLC 000000000 Feb 2026 488,626 $58K 0.00% DCR
286 Deutsche Bank AG 000000000 Feb 2026 1 $55K 0.00% DFE
287 Sound Point CLO LTD 83610JAA4 Feb 2026 51,320 $51K 0.00% ABS-CBDO
288 Elevation CLO Ltd 28623CAL5 Feb 2026 50,327 $50K 0.00% ABS-CBDO
289 Ace Securities Corp. 00442AAA1 Feb 2026 732,542 $46K 0.00% ABS-MBS
290 Citibank NA 000000000 Feb 2026 302,285 $46K 0.00% DCR
291 Goldman Sachs & Co. LLC 000000000 Feb 2026 6,974,000 $45K 0.00% DCR
292 Residential Funding Mortgage Securities II 76110VRX8 Feb 2026 4,328,989 $44K 0.00% ABS-MBS
293 Citibank NA 000000000 Feb 2026 3,000,000 $40K 0.00% DCR
294 Deutsche Bank AG 000000000 Feb 2026 1 $34K 0.00% DFE
295 Citibank NA 000000000 Feb 2026 2,000,000 $27K 0.00% DCR
296 JP Morgan ReRemic 46634ACN2 Feb 2026 26,996 $24K 0.00% ABS-MBS
297 Citibank NA 000000000 Feb 2026 4,626,000 $23K 0.00% DCR
298 Morgan Stanley Capital Services LLC 000000000 Feb 2026 4,624,500 $23K 0.00% DCR
299 Morgan Stanley Capital Services LLC 000000000 Feb 2026 4,624,500 $23K 0.00% DCR
300 Citibank NA 000000000 Feb 2026 4,000,000 $20K 0.00% DCR
301 National Collegiate Student Loan Trust 63544DAH5 Feb 2026 24,944 $19K 0.00% ABS-O
302 Goldman Sachs & Co. LLC 000000000 Feb 2026 7,540,000 $11K 0.00% DCR
303 Deutsche Bank AG 000000000 Feb 2026 921,441 $435 0.00% DCR
304 Morgan Stanley Capital Services LLC 000000000 Feb 2026 733,162 $346 0.00% DCR
305 Deutsche Bank AG 000000000 Feb 2026 420,339 $198 0.00% DCR
306 Bank of America NA 000000000 Feb 2026 248,899 $118 0.00% DCR
307 Goldman Sachs & Co. LLC 000000000 Feb 2026 243,098 $115 0.00% DCR
308 OZLM Ltd 67108XAE7 Feb 2026 1,083,456 $108 0.00% ABS-CBDO
309 Citibank NA 000000000 Feb 2026 1 $85 0.00% DFE
310 Arcap Reit Inc 03927NAB9 Feb 2026 8,586,000 $9 0.00% ABS-O
311 Residential Funding Mtg Sec I 76111XYJ6 Feb 2026 50,789,310 $1 0.00% ABS-MBS
312 Goldman Sachs & Co. LLC 000000000 Feb 2026 2,821,253 $-810 -0.00% DCR
313 Morgan Stanley & Co. International PLC 000000000 Feb 2026 9,107,902 $-2616 -0.00% DCR
314 Citibank NA 000000000 Feb 2026 9,986,735 $-2868 -0.00% DCR
315 Deutsche Bank AG 000000000 Feb 2026 1 $-34850 -0.00% DFE
316 Citibank NA 000000000 Feb 2026 776,756 $-46449 -0.00% DCR
317 Citibank NA 000000000 Feb 2026 -106,650,000 $-52550 -0.00% DCR
318 LCH Ltd. 000000000 Feb 2026 21,000,000 $-89237 -0.01% DIR
319 Chicago Board of Trade 000000000 Feb 2026 -300 $-183164 -0.01% DIR
320 Morgan Stanley & Co. International PLC 000000000 Feb 2026 3,966,000 $-530717 -0.04% DCR
321 Goldman Sachs & Co. LLC 000000000 Feb 2026 3,966,000 $-530717 -0.04% DCR
322 Intercontinental Exchange, Inc. 000000000 Feb 2026 23,700,000 $-621652 -0.05% DCR
323 Goldman Sachs & Co. LLC 000000000 Feb 2026 11,900,000 $-1067767 -0.08% DCR
324 Intercontinental Exchange, Inc. 000000000 Feb 2026 47,150,000 $-1241816 -0.10% DCR
325 Intercontinental Exchange, Inc. 000000000 Feb 2026 10,290,000 $-1342264 -0.11% DCR
326 Intercontinental Exchange, Inc. 000000000 Feb 2026 117,930,000 $-2511752 -0.20% DCR
327 Intercontinental Exchange, Inc. 000000000 Feb 2026 104,424,000 $-2542119 -0.20% DCR
328 UMBS, TBA 01F060634 Feb 2026 -10,500,000 $-10773008 -0.86% ABS-MBS
329 UMBS, TBA 01F022436 Feb 2026 -20,000,000 $-19084697 -1.52% ABS-MBS