GMO Mutual Funds > GMO TRUST
GMO Opportunistic Income Fund
$1.30B
Avg Monthly Net Assets
$1.53B
Total Assets
$143.68M
Total Liabilities
$1.39B
Net Assets
GMO Opportunistic Income Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has four share classes
and monthly net assets of $1.30B.
On July 29th, 2024 it reported 326 holdings, the largest
being Daiwa Capital Markets America, Inc. (19.8%), United States Treasury (3.8%) and United States Treasury (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000213384 | GMOLX | |
| Class III | C000137450 | GMOHX | |
| Class R6 | C000213385 | GAAAX | |
| Class VI | C000020548 | GMODX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABFC 2005-AQ1 Trust (Asset Backed Funding Certificates) | Long | ABS-mortgage backed security | US | $900K | – | 0.06 |
| Access Group Inc 2005-A | Long | ABS-other | US | $953K | – | 0.07 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $10M | – | 0.75 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $4M | – | 0.26 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-ASL1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-A | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Alternative Loan Trust 2004-J11 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Alternative Loan Trust 2005-18CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Alternative Loan Trust 2006-28CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $626K | – | 0.05 |
| Alternative Loan Trust 2006-7CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $660K | – | 0.05 |
| American Home Mortgage Assets Trust 2006-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| American Home Mortgage Investment Trust 2006-2 | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| AMSR 2020-SFR5 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.41 |
| ARCap 2005-1 Resecuritization Trust (Arcap Reit Inc) | Long | ABS-other | US | $468K | – | 0.03 |
| Bank of America Auto Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.36 |
| BankAmerica Manufactured Housing Contract Trust | Long | ABS-other | US | $2M | – | 0.17 |
| Bayview Commercial Asset Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Bayview Commercial Asset Trust 2006-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Bayview Commercial Asset Trust 2006-1 | Long | ABS-mortgage backed security | US | $616K | – | 0.04 |
| Bayview Commercial Asset Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Bayview Commercial Asset Trust 2006-2 | Long | ABS-mortgage backed security | US | $905K | – | 0.07 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Bayview Commercial Asset Trust 2006-SP2 | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Bayview Commercial Asset Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Bayview Commercial Asset Trust 2007-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Bayview Commercial Asset Trust 2007-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Bayview Commercial Asset Trust 2008-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.62 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.81 |
| BCAP LLC 2014-RR2 (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $791K | – | 0.06 |
| BCMSC Trust 1999-A (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $3M | – | 0.23 |
| BCMSC Trust 1999-B (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $851K | – | 0.06 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $310K | – | 0.02 |
| Bear Stearns ALT-A Trust 2004-11 | Long | ABS-mortgage backed security | US | $763K | – | 0.05 |
| Bear Stearns ALT-A Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Bear Stearns ARM Trust 2005-9 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $394K | – | 0.03 |
| Bear Stearns Asset Backed Securities I Trust 2004-AC5 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Bear Stearns Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Bear Stearns Mortgage Funding Trust 2007-SL2 | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Benchmark 2018-B2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| Benchmark 2018-B7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| Benchmark 2019-B15 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 1.18 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 1.06 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.50 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.82 |
| Benchmark 2022-B34 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.91 |
| BMO3JB0N4 GMODUB (Goldman Sachs International) | Derivative-credit | US | $-3K | – | -0.00 | |
| BMO3M50C7 GMODUB (JPMorgan Chase Bank NA) | Derivative-credit | US | $86K | – | 0.01 | |
| BMO3M50D5 GMODUB (JPMorgan Chase Bank NA) | Derivative-credit | US | $-6K | – | -0.00 | |
| BofA Auto Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.22 |
| Bravo Mortgage Asset Trust | Long | ABS-other | US | $9M | – | 0.68 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.50 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| BX Commercial Mortgage Trust 2021-VINO (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $8M | – | 0.54 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 | Long | ABS-other | US | $431K | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2004-HYB6 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $836K | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $9M | – | 0.66 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| Citigroup Mortgage Loan Trust 2006-AR5 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Collegiate Funding Services Education Loan Trust 2005B | Long | ABS-other | US | $2M | – | 0.18 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 1.07 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $2M | – | 0.13 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $1M | – | 0.10 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $5M | – | 0.39 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $5M | – | 0.39 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $5M | – | 0.34 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $743K | – | 0.05 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Crestline Denali CLO XVI Ltd (Crestline Denali CLO XVI, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| CSMC Mortgage-Backed Trust 2007-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Federal Home Loan Banks | Long | Debt | US | $8M | – | 0.54 |
| Fieldstone Mortgage Investment Trust Series 2004-4 (Fieldstone Mortgage Investment Corp.) | Long | ABS-other | US | $3M | – | 0.19 |
| First Franklin Mortgage Loan Trust 2006-FF12 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $2M | – | 0.15 |
| FirstKey Homes 2021-SFR3 Trust | Long | ABS-other | US | $6M | – | 0.43 |
| FRESB 2019-SB63 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| FRESB 2020-SB74 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FRESB 2020-SB76 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| FRESB 2020-SB77 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $719K | – | 0.05 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $699K | – | 0.05 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $605K | – | 0.04 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $535K | – | 0.04 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $368K | – | 0.03 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GM Financial Consumer Automobile Receivables Trust 2021-3 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $7M | – | 0.51 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $6M | – | 0.43 |
| GMACM Home Equity Loan Trust 2004-HE3 (GMAC Mortgage Corporation Loan Trust) | Long | ABS-other | US | $444K | – | 0.03 |
| GMACM Home Equity Loan Trust 2007-HE3 (GMAC Mortgage Corporation Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GMO US Treasury Fund | Long | Equity-common | US | $12M | 2M | 0.84 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance Plc) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| GS Mortgage Securities Corp Trust 2006-CC1 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| GSAA Home Equity Trust 2006-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GSR Mortgage Loan Trust 2007-OA2 | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| HarborView Mortgage Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| Harvest Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.47 |
| Home Equity Asset Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Home Equity Loan Trust 2005-HS1 (Residential Funding Mortgage Securities II) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INDS- 2006-A (IndyMac Seconds Asset Backed Trust) | Long | ABS-mortgage backed security | US | $506K | – | 0.04 |
| Home Loan Trust 2006-HI4 (Residential Funding Mortgage Securities II) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Home Loan Trust 2007-HI1 (Residential Funding Mortgage Securities II) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Hyundai Auto Receivables Trust 2024-A | Long | ABS-other | US | $7M | – | 0.50 |
| IBOXXTRS--USD-SOFR-COMPOUND-20240620 (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $174K | – | 0.01 | |
| ILPT Commercial Mortgage Trust 2022-LPFX | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| IndyMac INDA Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $897K | – | 0.06 |
| IndyMac INDA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $586K | – | 0.04 |
| IndyMac INDX Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| JP Morgan Resecuritization Trust Series 2009-10 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| KeyCorp Student Loan Trust 2004-A | Long | ABS-other | US | $4M | – | 0.30 |
| KeyCorp Student Loan Trust 2005-A | Long | ABS-other | US | $7M | – | 0.50 |
| Lehman ABS Manufactured Housing Contract Trust 2001-B | Long | ABS-other | US | $3M | – | 0.22 |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Lehman XS Trust Series 2007-15N | Long | ABS-mortgage backed security | US | $640K | – | 0.05 |
| Man GLG US CLO (Man GLG US CLO 2018-1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 1.83 |
| MASTR Second Lien Trust 2006-1 | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| Mellon Re-REMIC Pass-Through Trust 2004-TBC1 (Mellon Residential Funding Corporation) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1 | Long | ABS-other | US | $1M | – | 0.08 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Midocean Credit Clo VIII | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.85 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Morgan Stanley Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $705K | – | 0.05 |
| Mountain View CLO 2013-1 Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| National Collegiate 2007-3 Commutation Trust (National Collegiate Commutation Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| National Collegiate II Commutation Trust | Long | ABS-other | US | $2M | – | 0.11 |
| National Collegiate Student Loan Trust 2004-2 | Long | ABS-other | US | $2M | – | 0.13 |
| National Collegiate Student Loan Trust 2005-2 | Long | ABS-other | US | $2M | – | 0.16 |
| National Collegiate Student Loan Trust 2006-1 | Long | ABS-other | US | $6M | – | 0.45 |
| National Collegiate Student Loan Trust 2006-4 | Long | ABS-other | US | $3M | – | 0.18 |
| National Collegiate Student Loan Trust 2007-1 | Long | ABS-other | US | $13M | – | 0.96 |
| National Collegiate Student Loan Trust 2007-2 | Long | ABS-other | US | $4M | – | 0.32 |
| National Collegiate Student Loan Trust 2007-3 | Long | ABS-other | US | $19K | – | 0.00 |
| National Collegiate Student Loan Trust 2007-4 | Long | ABS-other | US | $57K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2022-A (Navient Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.22 |
| Navient Student Loan Trust | Long | ABS-other | US | $2M | – | 0.15 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $2M | – | 0.16 |
| New Century Home Equity Loan Trust 2006-S1 | Long | ABS-other | US | $524K | – | 0.04 |
| New Century Home Equity Loan Trust 2006-S1 | Long | ABS-other | US | $345K | – | 0.02 |
| New Century Home Equity Loan Trust 2006-S1 | Long | ABS-other | US | $197K | – | 0.01 |
| New Century Home Equity Loan Trust Series 2003-B | Long | ABS-mortgage backed security | US | $936K | – | 0.07 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $7M | – | 0.51 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-S3 (Nomura Asset Acceptance Corporation) | Long | ABS-other | US | $282K | – | 0.02 |
| Northwoods Capital XVII Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.38 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $5M | – | 0.34 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $3M | – | 0.25 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $3M | – | 0.24 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $2M | – | 0.17 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $2M | – | 0.16 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $2M | – | 0.12 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $1M | – | 0.10 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $1M | – | 0.08 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $353K | – | 0.03 |
| OCP CLO 2014-6 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 1.32 |
| OFSI BSL VIII Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.49 |
| OZLM VII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $25K | – | 0.00 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.68 |
| OZLM XXII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-170.04 | – | -0.00 | |
| RAMP Series 2005-RS1 Trust (Residential Asset Mortgage Products, INC.) | Long | ABS-other | US | $3M | – | 0.18 |
| REPO DAIWA (Daiwa Capital Markets America, Inc.) | Long | Repurchase agreement | US | $275M | – | 19.80 |
| Residential Asset Securitization Trust 2005-A8CB | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Residential Asset Securitization Trust 2006-A7CB | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Saranac CLO III Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $986K | – | 0.07 |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| SLC Student Loan Trust 2008-2 | Long | ABS-other | US | $5M | – | 0.38 |
| SLM Private Credit Student Loan Trust 2003-A (SLM Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.19 |
| SLM Private Credit Student Loan Trust 2003-A (SLM Student Loan Trust) | Long | ABS-other | US | $688K | – | 0.05 |
| SLM Private Credit Student Loan Trust 2003-C (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| SLM Private Credit Student Loan Trust 2003-C (SLM Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| SLM Private Credit Student Loan Trust 2004-A (SLM Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.23 |
| SLM Private Credit Student Loan Trust 2004-B (SLM Student Loan Trust) | Long | ABS-other | US | $8M | – | 0.56 |
| SLM Private Credit Student Loan Trust 2005-A (SLM Student Loan Trust) | Long | ABS-other | US | $13M | – | 0.95 |
| SLM Private Credit Student Loan Trust 2005-B (SLM Student Loan Trust) | Long | ABS-other | US | $10M | – | 0.71 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $16M | – | 1.16 |
| SLM Private Credit Student Loan Trust 2006-B (SLM Student Loan Trust) | Long | ABS-other | US | $8M | – | 0.56 |
| SLM Private Credit Student Loan Trust 2006-B (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.12 |
| SLM Private Credit Student Loan Trust 2006-C (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.18 |
| SLM Private Credit Student Loan Trust 2007-A (SLM Student Loan Trust) | Long | ABS-other | US | $13M | – | 0.96 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $6M | – | 0.44 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $12M | – | 0.87 |
| SLM Student Loan Trust 2008-5 | Long | ABS-other | US | $14M | – | 1.00 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $4M | – | 0.26 |
| SMB Private Education Loan Trust 2023-B | Long | ABS-other | US | $825K | – | 0.06 |
| SOUND POINT CLO XIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| Sounds Point CLO IV-R LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| South Carolina Student Loan Corp 2015-A (South Carolina Student Loan Corporation) | Long | ABS-other | US | $1M | – | 0.08 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $4M | 4M | 0.27 |
| Steele Creek CLO 2014-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.34 |
| Steele Creek CLO 2016-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.55 |
| Steele Creek Clo 2017-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 15-25%) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-199K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 15-25%) (Citibank NA) | Derivative-credit | US | $-303K | – | -0.02 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SCI24Z20US00 (Citibank NA) | Derivative-credit | US | $157K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SCI24Z20US04 (Citibank NA) | Derivative-credit | US | $397K | – | 0.03 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SGO24Z20US00 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $971K | – | 0.07 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SJP24Z20US04 (JPMorgan Chase Bank NA) | Derivative-credit | US | $389K | – | 0.03 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SMO24Z20US02 (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $104K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 15-25%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-443K | – | -0.03 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 25-35%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-1M | – | -0.10 | |
| SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 35-100%) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $12M | – | 0.87 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.10.AAA)_SGO59X17US04 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-12K | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_ (Citibank NA) | Derivative-credit | US | $60K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SCI54X18US00 (Citibank NA) | Derivative-credit | US | $69K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SMO54X18US00 (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $69K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SMO54X18US01 (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $69K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.11.BBB-) (Citibank NA) | Derivative-credit | US | $743K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.12.AA)_SGO61Q17US01 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $153K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.13.AA) (Citibank NA) | Derivative-credit | US | $87K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.13.AA) (Citibank NA) | Derivative-credit | US | $58K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.14.A) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $187K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-) (Citibank NA) | Derivative-credit | US | $803K | – | 0.06 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $278K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.A) (Citibank NA) | Derivative-credit | US | $313K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.A) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $188K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-34K | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA) (Citibank NA) | Derivative-credit | US | $-122K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-) (Citibank NA) | Derivative-credit | US | $741K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $741K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $741K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.6.A) (Citibank NA) | Derivative-credit | US | $728K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.6.AA)_SGO62Q17US00 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $71K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.6.BBB-)_SCI63K11US02 (Citibank NA) | Derivative-credit | US | $245K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.A) (Citibank NA) | Derivative-credit | US | $485K | – | 0.03 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.A)_SCI47F17US00 (Citibank NA) | Derivative-credit | US | $69K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.A)_SGO47F17US06 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $138K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AA) (Citibank NA) | Derivative-credit | US | $-108K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SBA47F17US00 (Bank of America NA) | Derivative-credit | US | $-117.6 | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47F17US01 (Deutsche Bank AG) | Derivative-credit | US | $-198.61 | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47M10US00 (Deutsche Bank AG) | Derivative-credit | US | $-435.38 | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SGO47F17US00 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-114.87 | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SMO47F17US00 (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-346.43 | – | -0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.A) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $85K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.A) (Citibank NA) | Derivative-credit | US | $48K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.A) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $19K | – | 0.00 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $312K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $234K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)_SGO57V17US01 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $143K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)_SGO57V17US02 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $419K | – | 0.03 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-424K | – | -0.03 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_SCI58U17US0A (Citibank NA) | Derivative-credit | US | $-139K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_SGO58U17US0A (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-232K | – | -0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $681K | – | 0.05 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-) (Goldman Sachs & Co. LLC) | Derivative-credit | US | $291K | – | 0.02 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_SDB58U17US03 (Deutsche Bank AG) | Derivative-credit | US | $197K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_SMO58U17US00 (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $850K | – | 0.06 | |
| SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-300K | – | -0.02 | |
| SWAP/CDSWAP/ICE: (CDX.NA.IG.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-3M | – | -0.22 | |
| Taubman Centers Commercial Mortgage Trust 2022-DPM | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| Telos CLO 2014-5 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| Telos CLO 2014-5 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.03 |
| Terwin Mortgage Trust 2006-7 | Long | ABS-other | US | $3M | – | 0.24 |
| Towd Point Asset Trust 2018-SL1 | Long | ABS-other | US | $8M | – | 0.56 |
| Towd Point Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| Towd Point Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Tricon American Homes 2019-SFR1 Trust | Long | ABS-other | US | $11M | – | 0.76 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $9M | – | 0.62 |
| Tricon American Homes 2020-SFR2 Trust | Long | ABS-other | US | $5M | – | 0.36 |
| TRSWAP: IBOXIG INDEX (JPMorgan Chase Bank NA) | Derivative-credit | US | $289K | – | 0.02 | |
| TRSWAP: IBOXIG INDEX (JPMorgan Chase Bank NA) | Derivative-equity | US | $288K | – | 0.02 | |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $53M | – | 3.82 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $45M | – | 3.25 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.30 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $8M | – | 0.54 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| UCFC Manufactured Housing Contract | Long | ABS-other | US | $2M | – | 0.16 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $39M | – | 2.80 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $27M | – | 1.95 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-20M | – | -1.43 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-36M | – | -2.59 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $122K | – | 0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-67K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-292K | – | -0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-284K | – | -0.02 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-55K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Velocity Commercial Capital Loan Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.34 |
| Venture 34 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.53 |
| Venture XVII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Venture XVIII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $175K | – | 0.01 |
| Venture XXIV CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.65 |
| Verus Securitization Trust 2021-8 | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Verus Securitization Trust 2022-5 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| WaMu Commercial Mortgage Securities Trust 2006-SL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| WaMu Commercial Mortgage Securities Trust 2007-SL2 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| WaMu Commercial Mortgage Securities Trust 2007-SL3 | Long | ABS-mortgage backed security | US | $10M | – | 0.72 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust | Long | ABS-mortgage backed security | US | $576K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | Long | ABS-mortgage backed security | US | $736K | – | 0.05 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| Wellfleet CLO 2017-2A Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2018-C46 | Long | ABS-mortgage backed security | US | $7M | – | 0.54 |
| Wells Fargo Commercial Mortgage Trust 2019-C51 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13M | – | 0.95 |
| Whitehorse XII Ltd (Whitehorse Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.41 |
| World Omni Auto Receivables Trust 2024-B | Long | ABS-other | US | $6M | – | 0.43 |
| Zais Clo 15 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.52 |
| Zais Clo 7 Ltd (Zais Clo 7 llc) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| Zais CLO 8 Ltd (Zais CLO 8, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.20 |
Address
GMO TRUST
53 State Street, 33rd Floor
BOSTON
Massachusetts
02109
United States of America
Websites
Directors
Peter Tufano
Dina Santoro
Paul Braverman
Donald W. Glazer
Transfer Agents
State Street Bank and Trust Company
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
LCH Group Holdings Limited
Bloomberg L.P.
IDC Securities Corporation
S&P Global Inc.
JPMorgan Chase & Co.
State Street Bank and Trust Company
CME Group Inc.
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
N/A