GMOHX Portfolio moves — GMO Opportunistic Income Fund

GMOHX

GMO Opportunistic Income Fund

GMO TRUST

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

From To

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security	Shares Feb 2026	Δ shares	End %	Δ value
U.S. Treasury Floating Rate Notes	44,000,000	44,000,000	3.52%	$44.00M
Eaton Vance CLO 2014-1R Ltd	20,239,199	20,239,199	1.62%	$20.24M
Uniform Mortgage-Backed Security, TBA	13,800,000	13,800,000	1.13%	$14.16M
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A ARR 144A	9,985,038	9,985,038	0.80%	$9.99M
BlueMountain CLO 2015-4 Ltd	9,398,751	9,398,751	0.75%	$9.40M
Towd Point Asset Trust 2021-SL1	8,432,486	8,432,486	0.66%	$8.20M
Towd Point Asset Trust 2021-SL1	6,900,000	6,900,000	0.55%	$6.85M
Uniform Mortgage-Backed Security, TBA	7,000,000	7,000,000	0.49%	$6.06M
ZSCALER INC CFD	23,390,000	23,390,000	0.45%	$5.56M
AGL CLO 12 Ltd	5,510,000	5,510,000	0.44%	$5.51M
Rockford Tower CLO Ltd., Series 2019-2A, Class AR2	4,797,672	4,797,672	0.38%	$4.81M
Octagon Investment Partners 18-R Ltd	4,740,000	4,740,000	0.38%	$4.76M
Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR	4,635,554	4,635,554	0.37%	$4.64M
LCM 37 LTD LCM 37A A1R	4,156,901	4,156,901	0.33%	$4.16M
FNCL 6 3/24	4,000,000	4,000,000	0.33%	$4.10M
OZLM XV LTD	4,066,939	4,066,939	0.33%	$4.07M
MADISON PARK FUNDING XLII LTD	3,375,228	3,375,228	0.27%	$3.38M
National Collegiate Student Loan Trust 2006-4	5,440,000	5,440,000	0.25%	$3.08M
NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A	2,754,000	2,754,000	0.22%	$2.76M
Battalion CLO VIII Ltd., Series 2015-8A, Class BR3	2,454,000	2,454,000	0.20%	$2.45M
SLM Private Credit Student Loan Trust 2003-B	7,367,782	7,367,782	0.16%	$2.00M
LCM XVIII LP	1,180,000	1,180,000	0.09%	$1.18M
TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33	1,146,481	1,146,481	0.09%	$1.15M
VOYA CLO LTD VOYA 2019 2A AR 144A	902,595	902,595	0.07%	$903.30K
Uniform Mortgage-Backed Security, TBA	-20,000,000	-20,000,000	-1.53%	-$19.08M

Security	Shares Nov 2025	Δ shares	End %	Δ value
FNCL 6 12/24	38,470,000	-38,470,000	0.00%	-$39.38M
FNCL 5.5 12/24	33,263,000	-33,263,000	0.00%	-$33.68M
Uniform Mortgage-Backed Security, TBA	13,800,000	-13,800,000	0.00%	-$14.12M
ZOETIS INC CFD	-903,754	903,754	0.00%	-$7.73M
BMARK 2019-B11 A5	6,490,722	-6,490,722	0.00%	-$6.29M
BMARK 2022-B33 A5	5,295,000	-5,295,000	0.00%	-$4.96M
Uniform Mortgage-Backed Security, TBA	4,600,000	-4,600,000	0.00%	-$4.77M
OZLM XVIII Ltd., Series 2018-18A, Class A	1,673,975	-1,673,975	0.00%	-$1.67M
MIDOCEAN CREDIT CLO VI	1,135,765	-1,135,765	0.00%	-$1.14M
MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A	493,620	-493,620	0.00%	-$493.70K
Symphony CLO XV Ltd., Series 2014-15A, Class AR3	255,892	-255,892	0.00%	-$256.04K
SHACKLETON CLO LTD SHACK 2014 5RA A 144A	103,440	-103,440	0.00%	-$103.47K
ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033	649	-649	0.00%	-$4.06K
ZCS BRL 14.0087 05/12/25-01/04/27 CME	649	-649	0.00%	-$4.06K
FNCL 4.5 12/23	-5,520,000	5,520,000	0.00%	$5.41M
FNCL 4 12/22	-12,880,000	12,880,000	0.00%	$12.27M
Uniform Mortgage-Backed Security, TBA	-20,000,000	20,000,000	0.00%	$18.92M

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
BMARK 2020-B20 A5	9,567,000	18,847,000	9,280,000	1.36%	$8.49M
SLM STUDENT LOAN TRUST SLMA 2005 A A4	12,317,503	14,744,461	2,426,958	1.16%	$2.40M
BMARK 2022-B32 A5	10,694,000	11,556,000	862,000	0.84%	$952.24K
BMARK 2020-B19 A5	9,635,057	10,380,057	745,000	0.75%	$810.28K
SLM STUDENT LOAN TRUST SLMA 2005 B A4	8,763,448	8,829,153	65,706	0.70%	$140.86K
Dryden 40 Senior Loan Fund, Series 2015-40A, Class AR2	1,401,475	8,088,687	6,687,211	0.65%	$6.69M
FRESB 2020-SB77 Mortgage Trust	132,093,043	192,198,440	60,105,397	0.51%	$1.26M
USD P ZAR C @16.70000 EO	66,120,950	118,328,899	52,207,949	0.36%	-$148.44K
Battalion CLO XV Ltd., Series 2020-15A, Class A1RR	3,905,958	4,300,994	395,036	0.34%	$395.96K
Mountain View CLO 2016-1 LLC	1,441,859	2,574,451	1,132,593	0.21%	$1.13M
SLM Private Credit Student Loan Trust 2003-C	5,400,350	11,085,730	5,685,381	0.19%	$978.25K
VENTURE CDO LTD VENTR 2018 32A A1 144A	1,531,843	2,030,731	498,887	0.16%	$499.67K
IndyMac INDA Mortgage Loan Trust 2006-AR3	1,005,933	1,701,609	695,676	0.10%	$532.91K
IndyMac INDA Mortgage Loan Trust, Series 2007-AR1, Class 1A1	770,958	771,063	105	0.05%	$4.01K
WHEAT SEP 26	924	1,041	117	0.04%	$372.17K
GMO Ultra-Short Income ETF	2,000	6,000	4,000	0.02%	$201.31K

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
U.S. Treasury Notes	190,150,000	109,150,000	-81,000,000	8.74%	-$80.82M
REPO DAIWA	115,000,526	88,001,109	-26,999,416	7.04%	-$27.00M
SLM Student Loan Trust 2008-6	15,494,047	14,661,461	-832,586	1.17%	-$743.32K
SLM STUDENT LOAN TRUST SLMA 2006 A A5	14,192,035	13,717,241	-474,794	1.08%	-$190.41K
BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A M1 144A	14,473,952	14,094,246	-379,706	1.04%	-$269.87K
TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A	12,773,300	12,749,049	-24,251	1.01%	$65.05K
Canyon Capital CLO Ltd., Series 2016-1A, Class AR	18,683,473	11,229,012	-7,454,461	0.90%	-$7.46M
Tricon American Homes Trust, Series 2019-SFR1, Class A	11,107,536	11,080,867	-26,669	0.88%	$13.08K
SMB Private Education Loan Trust, Series 2021-A, Class B	13,296,097	10,182,331	-3,113,766	0.80%	-$3.03M
TRICON RESIDENTIAL 2024-SFR4 TRUST TCN 2024-SFR4 A	9,936,339	9,907,707	-28,633	0.79%	$8.37K
SLC STUDENT LOAN TRUST SLCLT 2008 2 A4	9,761,242	9,423,595	-337,647	0.75%	-$331.96K
KeyCorp Student Loan Trust 2006-A	11,586,833	11,024,863	-561,971	0.72%	-$649.18K
Invitation Homes Trust, Series 2024-SFR1, Class A	8,485,464	8,478,739	-6,725	0.67%	$56.10K
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	10,035,295	8,296,009	-1,739,286	0.66%	-$1.74M
SLM STUDENT LOAN TRUST SLMA 2007 A A4A	8,973,423	8,274,773	-698,651	0.66%	-$600.26K
ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A	8,199,586	7,367,029	-832,557	0.60%	-$815.68K
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1	7,463,324	7,264,683	-198,641	0.56%	-$158.31K
SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 A4	7,482,198	6,897,194	-585,004	0.55%	-$585.89K
AccessLex Institute	7,350,672	6,960,589	-390,083	0.55%	-$367.22K
SLM STUDENT LOAN TRUST SLMA 2008 5 A4	7,653,884	6,768,297	-885,588	0.54%	-$880.83K
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust	7,150,641	7,080,684	-69,957	0.53%	-$15.59K
CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A	6,847,000	6,518,282	-328,718	0.53%	-$336.52K
OBX Trust, Series 2025-NQM8, Class A1	7,008,749	6,306,639	-702,109	0.51%	-$680.85K
SLM STUDENT LOAN TRUST SLMA 2006 B A5	6,783,112	6,385,678	-397,434	0.50%	-$363.40K
National Collegiate Student Loan Trust 2007-1	7,177,456	6,269,905	-907,552	0.50%	-$891.37K
HART 2024-A A3	7,000,000	6,134,602	-865,398	0.49%	-$870.75K
FKH 2021-SFR3 A 144A 2.135% 12-17-38	6,188,118	6,141,463	-46,655	0.48%	-$14.02K
GSR Mortgage Loan Trust 2007-OA2	10,206,548	10,130,855	-75,693	0.46%	-$61.08K
IndyMac INDX Mortgage Loan Trust 2006-AR2	6,267,351	6,118,842	-148,509	0.46%	-$94.45K
ZSCALER INC CFD	93,790,361	93,715,236	-75,124	0.46%	-$573.52K
Bayview Commercial Asset Trust, Series 2007-4A, Class A1	5,979,582	5,721,201	-258,381	0.44%	-$220.32K
Tricon American Homes Trust, Series 2020-SFR2, Class A	5,707,392	5,664,696	-42,696	0.43%	-$9.38K
BAYVIEW COMMERCIAL ASSET TRUST BAYC 2006 SP2 A 144A	5,434,472	5,335,440	-99,032	0.41%	-$79.98K
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1	5,292,189	5,180,562	-111,627	0.41%	-$62.11K
Houston Galleria Mall Trust, Series 2025-HGLR, Class A	13,916,000	4,636,000	-9,280,000	0.39%	-$9.69M
SLM Private Credit Student Loan Trust, Series 2004-B, Class A4	5,308,318	4,861,738	-446,580	0.39%	-$427.98K
Bear Stearns Mortgage Funding Trust 2006-AR1	5,056,020	5,024,611	-31,409	0.38%	-$802
GMCAR 2024-1 A3	5,856,151	4,695,424	-1,160,727	0.38%	-$1.16M
Conseco Finance Securitizations Corp	4,640,579	4,422,180	-218,399	0.37%	-$213.49K
Verus Securitization Trust 2022-5	4,626,407	4,422,330	-204,077	0.35%	-$177.59K
KeyCorp Student Loan Trust, Series 2005-A, Class 2C	4,584,282	4,222,601	-361,681	0.33%	-$350.70K
Bayview Commercial Asset Trust, Series 2007-2A, Class A1	4,573,616	4,355,668	-217,948	0.33%	-$181.30K
Conseco Finance Securitizations Corp	4,219,126	4,018,223	-200,903	0.33%	-$181.03K
Bear Stearns Mortgage Funding Trust 2007-AR1	4,478,978	4,448,795	-30,184	0.32%	$260
ZOOM COMMUNICATIONS INC CLASS A	72,282,553	20,392,188	-51,890,364	0.31%	-$3.67M
SLM STUDENT LOAN TRUST SLMA 2007 7 A4	3,983,896	3,692,684	-291,213	0.29%	-$273.85K
Conseco Finance Securitizations Corp	3,685,703	3,522,623	-163,080	0.29%	-$13.38K
WaMu Commercial Mortgage Securities Trust 2006-SL1	3,715,390	3,594,555	-120,835	0.29%	-$117.55K
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	4,697,099	3,414,636	-1,282,463	0.27%	-$1.28M
SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A	3,291,261	3,168,880	-122,381	0.27%	-$133.02K
TERWIN MORTGAGE TRUST TMTS 2006 7 2A3 144A	7,574,330	7,541,850	-32,480	0.26%	$12.99K
KeyCorp Student Loan Trust, Series 2004-A, Class 2D	3,645,302	3,403,107	-242,194	0.26%	-$232.84K
NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A	3,637,760	3,475,746	-162,014	0.26%	-$116.85K
Velocity Commercial Capital Loan Trust 2021-4	3,546,406	3,532,079	-14,327	0.26%	-$2.06K
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	3,325,064	3,324,962	-101	0.26%	$32.56K
CSMC Trust	3,725,481	3,599,931	-125,550	0.25%	-$83.50K
COLT Trust, Series 2021-RPL1, Class A1	3,359,189	3,186,532	-172,657	0.24%	-$134.67K
Structured Adjustable Rate Mortgage Loan Trust	3,751,610	3,638,370	-113,240	0.24%	-$109.53K
Oakwood Mortgage Investors Inc	3,279,241	2,973,509	-305,733	0.24%	-$290.00K
RALI Series 2005-QS11 Trust	3,431,103	3,307,781	-123,323	0.23%	-$87.52K
Bayview Commercial Asset Trust, Series 2006-3A, Class A1	3,239,298	2,920,313	-318,986	0.23%	-$295.87K
FRESB 2019-SB63 Mortgage Trust	92,887,195	89,778,622	-3,108,572	0.23%	-$379.46K
NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A	3,041,723	2,793,409	-248,315	0.22%	-$246.05K
ACCSS 2004-2 B	3,095,785	2,994,236	-101,549	0.22%	-$74.19K
Structured Asset Mortgage Investments II Trust 2007-AR1	2,986,664	2,943,351	-43,313	0.22%	-$24.08K
National Collegiate Student Loan Trust 2006-1	3,059,664	2,604,329	-455,335	0.21%	-$448.40K
Fieldstone Mortgage Investment Trust Series 2004-4	4,004,148	3,972,434	-31,714	0.20%	-$10.77K
SLM STUDENT LOAN TRUST SLMA 2008 2 A3	4,014,846	2,487,835	-1,527,011	0.20%	-$1.53M
WFRBS Commercial Mortgage Trust, Series 2014-C21, Class B	2,442,804	2,428,476	-14,329	0.19%	$4.50K
NCSLT 2007-2 A4	2,728,431	2,420,891	-307,541	0.19%	-$301.29K
Northwoods Capital XVII Ltd	2,878,008	2,365,473	-512,535	0.19%	-$513.01K
Zais Clo 13 Ltd	2,827,523	2,278,069	-549,453	0.18%	-$549.27K
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2	2,314,760	2,266,741	-48,019	0.18%	-$43.70K
Commonbond Student Loan Trust, Series 2021-AGS, Class A	2,606,984	2,488,933	-118,051	0.17%	-$65.79K
Oakwood Mortgage Investors Inc	5,702,990	5,610,774	-92,216	0.17%	-$168.62K
State Street Institutional Treasury Money Market Fund	4,389,281	2,029,558	-2,359,723	0.16%	-$2.36M
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4	2,125,105	2,080,487	-44,619	0.16%	-$34.51K
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1	2,111,576	2,075,724	-35,852	0.15%	-$27.39K
CSMC Mortgage-Backed Trust 2007-4	3,588,210	3,585,594	-2,616	0.15%	$2.25K
GMACM Home Equity Loan Trust 2004-HE3	2,065,676	1,881,888	-183,788	0.15%	-$177.38K
SLM Private Credit Student Loan Trust, Series 2004-A, Class A3	2,306,007	1,853,796	-452,211	0.15%	-$449.89K
GSAA HOME EQUITY TRUST GSAA 2006 9 A3	10,241,138	10,214,073	-27,065	0.15%	-$73.97K
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3	2,040,944	1,967,296	-73,648	0.14%	-$55.30K
HOME EQUITY ASSET TRUST HEAT 2006 2 M1 144A	1,759,132	1,737,839	-21,293	0.14%	-$22.32K
Oakwood Mortgage Investors Inc	1,863,337	1,751,323	-112,013	0.14%	-$105.37K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR5 2A2A	3,198,939	3,198,928	-12	0.14%	$8.34K
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A1	1,842,976	1,815,420	-27,555	0.14%	-$16.06K
NSLT 2021-A APT1 144A 1.36% 04-20-62	2,012,091	1,844,202	-167,889	0.14%	-$135.39K
Bayview Commercial Asset Trust, Series 2005-2A, Class A1	1,976,965	1,790,583	-186,382	0.14%	-$174.66K
Voya CLO 2025-1 Ltd	2,070,000	1,725,000	-345,000	0.14%	-$344.99K
Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1	1,927,470	1,712,587	-214,884	0.14%	-$216.21K
BCMSC Trust 1999-A	1,937,569	1,731,261	-206,309	0.14%	-$200.53K
SLM Private Credit Student Loan Trust 2003-A	1,797,000	1,709,000	-88,000	0.14%	-$82.25K
Ajax Mortgage Loan Trust 2021-A	1,912,677	1,822,732	-89,944	0.13%	-$62.50K
Jefferson Mill CLO Ltd	2,909,988	1,656,953	-1,253,035	0.13%	-$1.25M
Harvest Commercial Capital Loan Trust, Series 2024-1, Class A	1,747,263	1,599,759	-147,504	0.13%	-$146.62K
FRESB 2020-SB76 MORTGAGE TRUST FRESB 2020-SB76 X1	75,691,547	71,813,367	-3,878,180	0.13%	-$1.25M
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3	3,731,451	1,500,178	-2,231,273	0.12%	-$2.22M
Bayview Commercial Asset Trust, Series 2007-3, Class A1	1,597,654	1,554,864	-42,790	0.12%	-$34.32K
Alternative Loan Trust 2005-18CB	2,021,740	2,000,564	-21,175	0.12%	-$19.22K
ZURICH INSURANCE GROUP AG	40,987,120	31,756,902	-9,230,218	0.11%	-$237.64K
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust	1,616,615	1,577,716	-38,898	0.11%	-$27.14K
Venture CLO Ltd., Series 2019-38A, Class ARR	1,667,909	1,404,357	-263,552	0.11%	-$263.11K
Bear Stearns ALT-A Trust, Series 2007-1, Class 1A1	1,564,595	1,556,871	-7,724	0.11%	$3.21K
Towd Point Asset Trust 2018-SL1	2,258,822	1,340,247	-918,575	0.11%	-$918.42K
Bayview Commercial Asset Trust, Series 2006-2A, Class A2	1,399,985	1,364,698	-35,287	0.11%	-$24.79K
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust	1,516,477	1,482,281	-34,196	0.10%	-$25.41K
FRESB 2020-SB74 Mortgage Trust	35,121,471	33,937,654	-1,183,817	0.10%	-$60.61K
Home Loan Trust 2006-HI4	7,633,491	7,572,884	-60,607	0.10%	-$121.32K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 2A	1,470,334	1,420,426	-49,908	0.10%	-$37.85K
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust	3,844,827	3,786,627	-58,200	0.10%	-$41.30K
SLM Private Credit Student Loan Trust 2006-B	1,334,104	1,255,937	-78,167	0.10%	-$68.29K
Progress Residential Trust, Series 2021-SFR10, Class A	1,278,902	1,272,714	-6,189	0.10%	$3.19K
Velocity Commercial Capital Loan Trust 2022-1	1,362,979	1,326,592	-36,387	0.10%	-$28.25K
RESIDENTIAL ASSET SECURITIZATION TRUST 200 SER 2005-A8CB CL A6 REGD 5.00000000	2,475,199	2,462,449	-12,750	0.10%	-$23.02K
Oakwood Mortgage Investors Inc	1,297,409	1,206,179	-91,230	0.09%	-$82.46K
Bayview Commercial Asset Trust, Series 2006-1A, Class A2	1,259,120	1,197,513	-61,607	0.09%	-$52.42K
UCFC Manufactured Housing Contract	1,314,637	1,152,846	-161,791	0.09%	-$153.58K
Bear Stearns Asset Backed Securities I Trust 2004-AC5	1,179,451	1,141,050	-38,401	0.09%	-$30.53K
Black Diamond CLO 2016-1 Ltd	3,123,210	1,048,271	-2,074,939	0.08%	-$2.08M
ZYMEWORKS INC CFD	17,107,462	16,892,839	-214,623	0.08%	$98.29K
Velocity Commercial Capital Loan Trust 2021-4	1,243,761	1,224,422	-19,339	0.08%	-$14.20K
GMAC MORTGAGE CORPORATION LOAN GMACM 2007 HE3 2A1	1,079,209	1,017,133	-62,077	0.08%	-$58.80K
ELFI Graduate Loan Program LLC, Series 2021-A, Class A	1,147,667	1,094,528	-53,139	0.08%	-$42.37K
Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R	1,327,993	960,100	-367,893	0.08%	-$367.93K
NAVSL 2023-BA A1B	1,083,199	948,222	-134,977	0.08%	-$135.97K
Saxon Asset Securities Trust, Series 2004-3, Class M1	1,080,570	974,742	-105,828	0.08%	-$100.63K
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1	1,019,285	941,314	-77,970	0.07%	-$74.46K
Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4	2,460,710	2,430,509	-30,202	0.07%	-$51.51K
Bayview Commercial Asset Trust, Series 2005-4A, Class A2	965,295	935,260	-30,034	0.07%	-$24.30K
Conseco Finance Corp., Series 1998-6, Class M1	916,718	836,151	-80,567	0.07%	-$81.42K
Conseco Finance Corp., Series 1997-6, Class M1	944,904	826,333	-118,571	0.07%	-$121.51K
Bayview Commercial Asset Trust, Series 2007-1, Class A1	924,539	866,993	-57,547	0.07%	-$51.90K
SLM Private Credit Student Loan Trust 2003-C	850,000	800,000	-50,000	0.06%	-$47.28K
Bayview Commercial Asset Trust 2008-1	831,385	755,073	-76,312	0.06%	-$71.72K
Home Loan Trust 2007-HI1	8,346,803	8,298,726	-48,077	0.06%	-$47.43K
National Collegiate Student Loan Trust 2005-2	901,406	728,609	-172,797	0.06%	-$170.80K
New Century Home Equity Loan Trust Series 2003-B	741,413	699,045	-42,368	0.06%	-$46.04K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A	760,079	751,073	-9,006	0.05%	-$32.42K
National Collegiate Student Loan Trust 2006-4	898,577	673,142	-225,435	0.05%	-$223.66K
Bayview Commercial Asset Trust 2006-2	684,418	667,167	-17,251	0.05%	-$15.18K
ABFC 2005-AQ1 Trust	668,492	649,660	-18,832	0.05%	-$18.74K
Lehman XS Trust, Series 2007-15N	662,327	639,764	-22,563	0.05%	-$22.57K
Bear Stearns ALT-A Trust 2004-11	790,317	630,588	-159,728	0.05%	-$160.07K
Morgan Stanley Mortgage Loan Trust 2006-2	1,599,490	1,598,475	-1,015	0.05%	-$11.54K
CWMBS, Inc.	657,972	645,585	-12,387	0.05%	-$9.05K
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A	755,452	595,866	-159,586	0.05%	-$160.52K
OZLM XXII Ltd	1,572,517	589,132	-983,385	0.05%	-$985.58K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A1	1,478,105	1,472,733	-5,372	0.05%	-$18.13K
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust	595,708	591,211	-4,497	0.05%	-$3.38K
SMB Private Education Loan Trust, Series 2015-B, Class B	1,274,406	534,197	-740,208	0.04%	-$737.49K
Alternative Loan Trust 2006-28CB	1,535,131	1,524,683	-10,448	0.04%	-$19.95K
BlueMountain CLO Ltd., Series 2013-2A, Class BR	2,571,001	520,304	-2,050,698	0.04%	-$2.05M
Bayview Commercial Asset Trust 2006-1	506,138	481,374	-24,765	0.04%	-$20.76K
BCAP LLC 2014-RR2	527,057	453,433	-73,624	0.04%	-$70.90K
Oakwood Mortgage Investors Inc	538,518	439,007	-99,511	0.04%	-$99.58K
New Century Home Equity Loan Trust 2006-S1	20,470,627	20,461,833	-8,794	0.03%	-$6.54K
CoreVest American Finance Trust, Series 2021-1, Class A	515,224	408,771	-106,453	0.03%	-$104.43K
Steele Creek CLO 2016-1, Ltd.	1,306,188	337,525	-968,663	0.03%	-$968.83K
Bear Stearns ARM Trust, Series 2005-9, Class A1	341,790	323,790	-18,000	0.03%	-$15.76K
New Century Home Equity Loan Trust 2006-S1	13,460,399	13,454,617	-5,782	0.02%	-$4.37K
Carrington Mortgage Loan Trust, Series 2007-RFC1	301,984	277,611	-24,374	0.02%	-$23.90K
Oakwood Mortgage Investors Inc	267,963	249,121	-18,842	0.02%	-$17.39K
MASTR Second Lien Trust 2006-1	3,481,919	3,463,783	-18,136	0.01%	-$4.01K
New Century Home Equity Loan Trust 2006-S1	7,678,088	7,674,789	-3,298	0.01%	-$2.47K
SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A	263,443	122,243	-141,200	0.01%	-$141.23K
Bear Stearns Mortgage Funding Trust 2007-SL2	74,153	69,080	-5,073	0.01%	-$2.58K
Alternative Loan Trust 2004-J11	98,391	88,031	-10,360	0.01%	-$10.04K
Mellon Re-REMIC Pass-Through Trust 2004-TBC1	84,047	78,392	-5,656	0.01%	-$4.99K
TOTAL RETURN SWAP - INDEX	1,363,623	1,341,783	-21,840	0.00%	$22.03K
SOUND POINT CLO XIX Ltd	311,223	51,320	-259,902	0.00%	-$260.02K
Elevation CLO Ltd., Series 2018-10A, Class AR	4,945,735	50,327	-4,895,408	0.00%	-$4.89M
ACE Securities Corp Home Equity Loan Trust Series 2006-ASL1	734,336	732,542	-1,794	0.00%	-$4.09K
USD-SOFR-OIS Compound---20350226	26,000,000	21,000,000	-5,000,000	-0.01%	$381.94K
ZOOM COMMUNICATIONS INC	473,881,167	303,494,000	-170,387,167	-0.66%	$3.38M

Security	Shares Nov 2025	Shares Feb 2026	End %	Δ value
COMM 2018-COR3 A3	26,327,712	26,327,712	2.08%	$267.91K
Towd Point Asset Trust 2021-SL1	17,741,000	17,741,000	1.40%	$12.49K
COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000	15,516,000	15,516,000	1.31%	$17.10K
BMARK 2019-B9 A5	16,000,000	16,000,000	1.27%	$86.27K
BMARK 2022-B34 A5	16,535,000	16,535,000	1.25%	$146.14K
BBCMS Mortgage Trust, Series 2018-TALL, Class A	15,387,600	15,387,600	1.18%	$315.56K
American Express Credit Account Master Trust, Series 2024-3, Class A	13,695,000	13,695,000	1.11%	-$1.81K
MKT Mortgage Trust, Series 2020-525M, Class A	14,600,000	14,600,000	1.07%	$199.95K
U.S.Treasury Notes	13,200,000	13,200,000	1.06%	$19.90K
BX Trust, Series 2019-OC11, Class A	13,000,000	13,000,000	1.00%	$126.09K
GMO US Treasury Fund	2,323,242	2,323,242	0.93%	$0
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-OMNI CL A V/R REGD 144A P/P 5.79715000	11,393,000	11,393,000	0.93%	-$19.69K
WaMu Commercial Mortgage Securities Trust 2007-SL3	11,594,960	11,594,960	0.86%	$15.97K
BMARK 2019-B15 A5	10,395,000	10,395,000	0.79%	$76.14K
BBCMS Mortgage Trust, Series 2018-CHRS, Class E	11,037,000	11,037,000	0.77%	$129.96K
WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C	9,814,966	9,814,966	0.75%	$108.06K
BX Trust, Series 2019-OC11, Class E	9,000,000	9,000,000	0.67%	$112.47K
Grace Trust, Series 2020-GRCE, Class A	8,625,000	8,625,000	0.63%	$73.09K
BX TRUST	8,000,000	8,000,000	0.60%	$78.41K
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.66704200	8,000,000	8,000,000	0.60%	$43.69K
WOART 2024-C A3	6,030,000	6,030,000	0.49%	$6.44K
Rockford Tower CLO Ltd., Series 2018-1A, Class B	6,000,000	6,000,000	0.48%	$2.10K
Zais CLO 16 Ltd., Series 2020-16A, Class A1R2	5,368,000	5,368,000	0.43%	$4.49K
BMARK 2018-B8 A5	4,825,120	4,825,120	0.38%	$16.79K
BX Trust, Series 2019-OC11, Class D	4,570,000	4,570,000	0.35%	$55.91K
ROCK Trust, Series 2024-CNTR, Class E	4,000,000	4,000,000	0.34%	$58.32K
ROCK Trust, Series 2024-CNTR, Class A	4,000,000	4,000,000	0.33%	$14.30K
Mountain View CLO 2013-1 Ltd	4,000,000	4,000,000	0.32%	$580
VALET 2024-1 A3	3,621,000	3,621,000	0.29%	$2.05K
American Home Mortgage Assets Trust, Series 2006-4, Class 1A12	7,238,353	7,238,353	0.29%	-$24.05K
Residential Asset Securitization Trust 2006-A7CB	15,303,444	15,303,444	0.28%	-$166.24K
Harvest Commercial Capital Loan Trust, Series 2019-1, Class M5	3,500,000	3,500,000	0.27%	$14.73K
Harvest Commercial Capital Loan Trust, Series 2020-1, Class M4	3,230,000	3,230,000	0.26%	$22.07K
SLM Private Credit Student Loan Trust 2006-C	2,672,291	2,672,291	0.20%	$9.30K
WFCM 2019-C51 A4	2,285,000	2,285,000	0.18%	$26.93K
Oakwood Mortgage Investors Inc	11,752,084	11,752,084	0.10%	-$142.88K
Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4	1,295,000	1,295,000	0.10%	$5.26K
National Collegiate 2007-3 Commutation Trust	8,758,011	8,758,011	0.09%	-$76.63K
SMB Private Education Loan Trust 2014-A	1,150,000	1,150,000	0.08%	$53.67K
National Collegiate II Commutation Trust	7,625,000	7,625,000	0.07%	-$66.72K
BankAmerica Manufactured Housing Contract Trust	13,743,281	13,743,281	0.07%	-$184.71K
SLM Private Credit Student Loan Trust 2003-A	1,939,289	1,939,289	0.06%	-$148.25K
American Home Mortgage Investment Trust 2006-2	17,663,707	17,663,707	0.04%	-$2.31K
BCMSC Trust 1999-B	8,834,023	8,834,023	0.04%	-$52.17K
SMB Private Education Loan Trust 2023-B	1,000	1,000	0.03%	-$69.01K
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-S3	10,725	10,725	0.02%	$0
BCMSC Trust, Series 2000-A, Class A4	2,928,137	2,928,137	0.01%	-$14.98K
National Collegiate Student Loan Trust 2007-4	75,000	75,000	0.00%	$0
Home Equity Loan Trust 2005-HS1	4,328,989	4,328,989	0.00%	-$3.11K
JP Morgan Resecuritization Trust Series 2009-10	26,996	26,996	0.00%	-$3.28K
National Collegiate Student Loan Trust 2007-3	24,944	24,944	0.00%	$0
OZLM VII, Ltd.	1,083,456	1,083,456	0.00%	$0
ARCap 2005-1 Resecuritization Trust	8,586,000	8,586,000	0.00%	$0
RFMSI Series 2005-SA4 Trust	50,789,310	50,789,310	0.00%	$0

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