Western Asset Mortgage Opportunity Fund
Sponsor: Western Asset (Franklin Templeton) · Inception Feb 24, 2010 · Pays monthly
Market priceShare price
$9.61
+0.52% (+$0.05)
NAVAsset value per share
$10.75
as of Oct 13, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
10.60% discount *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
14.98%
regular, annualised · on NAV 13.40%
Expense ratioAnnual cost
Not reported
no tagged fee table
LeverageBorrowing
Not reported
senior securities not tagged
Quote status: Market closed — last regular-session price · last trade Oct 15, 2026, 4:00 PM EDT (exchange time, ET) · retrieved Oct 15, 2026, 5:45 PM EDTRegular-session prices; extended-hours quotes are not displayed.
Full portfolio as filed on SEC Form N-PORT for the month ending Jun 30, 2026, filed Aug 26, 2026. 276 positions; weights are percent of net assets as reported. Weights sum to 100.0% — leverage, cash, derivatives and short positions mean totals need not equal 100%. This is a historical report, not a live portfolio.
Top 10 holdings
| # | Security | Type | Country | Weight | Value (USD) |
|---|---|---|---|---|---|
| 1 | STACR TRUST 2018-HRP1 | ABS | United States | 4.93% | $6.2M |
| 2 | GS MORTGAGE SECURITIES CORP TRUST 2024-70P | ABS | United States | 3.50% | $4.4M |
| 3 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK TRUST 2018-HRP2 | ABS | United States | 3.34% | $4.2M |
| 4 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | ABS | United States | 2.83% | $3.6M |
| 5 | 280 PARK AVENUE TRUST | ABS | United States | 2.72% | $3.4M |
| 6 | AEGIS ASSET BACKED SECURITIES TRUST SERIES 2005-3 | ABS | United States | 2.45% | $3.1M |
| 7 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | ABS | United States | 2.28% | $2.9M |
| 8 | HOME RE 2026-1 LTD | ABS | United States | 2.17% | $2.7M |
| 9 | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 | ABS | United States | 2.04% | $2.6M |
| 10 | FREDDIE MAC MSCR TRUST MN7 | ABS | United States | 2.03% | $2.5M |
Asset class
| Asset class | % net assets | Value |
|---|---|---|
| CDO/CLO | 9.14% | $11.5M |
| Equity (preferred) | 3.39% | $4.3M |
| Debt | 2.20% | $2.8M |
| ABS (other) | 173.01% | $217M |
| Loans | 1.55% | $1.9M |
| Repurchase agreement | -89.05% | $-112M |
| Derivative (interest rate) | -0.25% | $-310K |
Country (top 12)
| Country (top 12) | % net assets | Value |
|---|---|---|
| United States | 88.18% | $111M |
| Cayman Islands | 8.28% | $10.4M |
| Bermuda | 1.93% | $2.4M |
| Jersey | 0.82% | $1M |
| Ireland | 0.78% | $980K |
Region
| Region | % net assets | Value |
|---|---|---|
| United States | 88.18% | $111M |
| Offshore domiciles | 10.21% | $12.8M |
| Developed Europe | 1.60% | $2M |
Issuer type
| Issuer type | % net assets | Value |
|---|---|---|
| Corporate | 51.43% | $64.6M |
| U.S. GSE | 47.43% | $59.6M |
| U.S. government agency | 1.14% | $1.4M |
Fair-value level
| Fair-value level | % net assets | Value |
|---|---|---|
| Level 2 | 96.52% | $121M |
| Level 1 | 3.15% | $4M |
| Level 3 | 0.34% | $424K |
Level 3 = valued with unobservable inputs (typically private or illiquid).
Long / short
| Long / short | % net assets | Value |
|---|---|---|
| Long | 189.30% | $238M |
| Short | -89.05% | $-112M |
| N/A | -0.25% | $-310K |
All allocation percentages use net assets as the denominator (N-PORT convention). A position's share of invested assets may differ from its share of the whole fund including cash and leverage.
All 276 positions
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| Security | Identifier | Type | Issuer | Country | Balance | Units | Value (USD) | Weight | FV level |
|---|---|---|---|---|---|---|---|---|---|
| STACR TRUST 2018-HRP1 | 3137G0VB2 | ABS | USGSE | United States | 5,332,255 | principal | $6.2M | 4.93% | 2 |
| GS MORTGAGE SECURITIES CORP TRUST 2024-70P | 36269JAN8 | ABS | CORP | United States | 4,420,000 | principal | $4.4M | 3.50% | 2 |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK TRUST 2018-HRP2 | 35564ACC3 | ABS | USGSE | United States | 3,530,000 | principal | $4.2M | 3.34% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 30711XDY7 | ABS | USGSE | United States | 3,478,123 | principal | $3.6M | 2.83% | 2 |
| 280 PARK AVENUE TRUST | 90205FAN0 | ABS | CORP | United States | 3,430,000 | principal | $3.4M | 2.72% | 2 |
| AEGIS ASSET BACKED SECURITIES TRUST SERIES 2005-3 | 00764MFT9 | ABS | CORP | United States | 3,460,000 | principal | $3.1M | 2.45% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 3137G1DQ7 | ABS | USGSE | United States | 3,653,192 | principal | $2.9M | 2.28% | 2 |
| HOME RE 2026-1 LTD | 436956AD8 | ABS | CORP | United States | 2,700,000 | principal | $2.7M | 2.17% | 2 |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 | 62547NAD1 | ABS | CORP | United States | 2,500,000 | principal | $2.6M | 2.04% | 2 |
| FREDDIE MAC MSCR TRUST MN7 | 35563QAC1 | ABS | USGSE | United States | 2,200,000 | principal | $2.5M | 2.03% | 2 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU | 36256AAS1 | ABS | CORP | United States | 2,500,000 | principal | $2.5M | 1.97% | 2 |
| CSMC MORTGAGE-BACKED TRUST | 12649QBE3 | ABS | CORP | United States | 2,719,024 | principal | $2.3M | 1.84% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST INC | 17314TAC5 | ABS | CORP | United States | 5,236,858 | principal | $2.3M | 1.83% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 35562HAC2 | ABS | USGSE | United States | 2,250,000 | principal | $2.3M | 1.80% | 2 |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK TRUST 2018-DNA3 | 35563WBE3 | ABS | USGSE | United States | 2,000,000 | principal | $2.3M | 1.80% | 2 |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2 | 27786YAB4 | ABS | CORP | United States | 2,250,000 | principal | $2.3M | 1.80% | 2 |
| FREDDIE MAC STACR TRUST 2019-FTR1 | 35564PAC2 | ABS | USGSE | United States | 1,855,000 | principal | $2.2M | 1.74% | 2 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 | 35563PAG4 | ABS | USGSE | United States | 18,645,976 | principal | $2.2M | 1.74% | 2 |
| CONSECO FINANCE CORP | 393505Z62 | ABS | CORP | United States | 10,083,507 | principal | $2.2M | 1.74% | 2 |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW | 088921AF8 | ABS | CORP | United States | 1,900,000 | principal | $2M | 1.60% | 2 |
| PNW TRUST 2026-ARTE | 73020TAJ8 | ABS | CORP | United States | 2,000,000 | principal | $2M | 1.59% | 2 |
| BRES COMMERCIAL MORTGAGE TRUST 2025-ATCAP | 05619GAL0 | ABS | CORP | United States | 2,000,000 | principal | $2M | 1.59% | 2 |
| GREYSTONE CRE NOTES 2025-HC4 LLC | 39809NAJ9 | CDO/CLO | CORP | United States | 2,000,000 | principal | $2M | 1.59% | 2 |
| BX TRUST 2019-IMC | 05608BAQ3 | ABS | CORP | United States | 2,000,000 | principal | $2M | 1.58% | 2 |
| MF1 2021-FL7 LTD | 55284AAL2 | CDO/CLO | CORP | Cayman Islands | 2,000,000 | principal | $2M | 1.57% | 2 |
| VERUS SECURITIZATION TRUST 2023-7 | 92539YAE2 | ABS | CORP | United States | 1,960,000 | principal | $2M | 1.57% | 2 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 | 85573PAH5 | ABS | CORP | United States | 2,700,000 | principal | $1.9M | 1.54% | 2 |
| ANCHOR MORTGAGE TRUST 2025-RTL1 | 03290CAB2 | ABS | CORP | United States | 1,930,000 | principal | $1.9M | 1.53% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PPP8 | ABS | USGSE | United States | 3,975,116 | principal | $1.9M | 1.52% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-1 | 64829JBP7 | ABS | CORP | United States | 2,044,595 | principal | $1.9M | 1.52% | 2 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3 | 52474XAB1 | ABS | CORP | United States | 1,886,580 | principal | $1.9M | 1.50% | 2 |
| FREDDIE MAC STACR TRUST 2019-HQA3 | 35564XBE0 | ABS | USGSE | United States | 1,680,000 | principal | $1.9M | 1.50% | 2 |
| BANC OF AMERICA FUNDING 2014-R5 TRUST | 05990PAB1 | ABS | CORP | United States | 2,643,024 | principal | $1.9M | 1.49% | 2 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 | 35563PAF6 | ABS | USGSE | United States | 11,947,137 | principal | $1.9M | 1.48% | 2 |
| BANK 2021-BNK35 | 06540CCJ4 | ABS | CORP | United States | 4,703,147 | principal | $1.8M | 1.45% | 2 |
| CSMC SERIES 2014-11R | 12649FCL0 | ABS | CORP | United States | 2,277,054 | principal | $1.8M | 1.45% | 2 |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA | 78451FAL0 | ABS | CORP | United States | 1,800,000 | principal | $1.8M | 1.44% | 2 |
| Wells Fargo Commercial Mortgage | 95003GAQ4 | ABS | CORP | United States | 2,200,000 | principal | $1.8M | 1.43% | 2 |
| BANC OF AMERICA FUNDING 2015-R3 TRUST | 05990QAE3 | ABS | CORP | United States | 1,933,639 | principal | $1.8M | 1.41% | 2 |
| VERUS SECURITIZATION TRUST 2024-8 | 92540PAE8 | ABS | CORP | United States | 1,750,000 | principal | $1.8M | 1.40% | 2 |
| SMR 2022-IND MORTGAGE TRUST | 78458MAN4 | ABS | CORP | United States | 1,800,000 | principal | $1.7M | 1.36% | 2 |
| CITICORP MORTGAGE SECURITIES TRUST | 17312DAL2 | ABS | CORP | United States | 2,372,206 | principal | $1.7M | 1.35% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 | 64830GCC8 | ABS | CORP | United States | 1,920,245 | principal | $1.7M | 1.35% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4 | 35564KPP8 | ABS | USGSE | United States | 1,650,000 | principal | $1.7M | 1.35% | 2 |
| ROCK TRUST 2024-CNTR | 74970WAJ9 | ABS | CORP | United States | 1,600,000 | principal | $1.7M | 1.33% | 2 |
| HIT TRUST 2022-HI32 | 40442AAN9 | ABS | CORP | United States | 1,600,000 | principal | $1.6M | 1.29% | 2 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-JERI | 63875LAS2 | ABS | CORP | United States | 3,500,000 | principal | $1.6M | 1.28% | 2 |
| DGWD TRUST 2025-INFL | 23347FAJ9 | ABS | CORP | United States | 1,600,000 | principal | $1.6M | 1.27% | 2 |
| CSMC TRUST 2017-CHOP | 12651QAQ2 | ABS | CORP | United States | 1,620,000 | principal | $1.6M | 1.27% | 2 |
| MFA FINANCIAL INC | 55272X508 | Preferred | CORP | United States | 70,049 | shares | $1.6M | 1.26% | 1 |
| NYC COMMERCIAL MORTGAGE TRUST 2026-1325 | 67124GAJ3 | ABS | CORP | United States | 1,500,000 | principal | $1.6M | 1.24% | 2 |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | 62548QAF8 | ABS | CORP | United States | 1,500,000 | principal | $1.6M | 1.24% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754KAJ0 | ABS | USGSE | United States | 1,500,000 | principal | $1.5M | 1.22% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754CAF6 | ABS | USGSE | United States | 1,500,000 | principal | $1.5M | 1.21% | 2 |
| CONE 2026-DFW3 | 20681AAJ0 | ABS | CORP | United States | 1,500,000 | principal | $1.5M | 1.21% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 | 64828EAF2 | ABS | CORP | United States | 1,608,000 | principal | $1.5M | 1.20% | 2 |
| MLTI TRUST 2026-SF75 | 55318JAL3 | ABS | CORP | United States | 1,500,000 | principal | $1.5M | 1.20% | 2 |
| LHOME MORTGAGE TRUST 2024-RTL5 | 50205WAD9 | ABS | CORP | United States | 1,500,000 | principal | $1.5M | 1.20% | 2 |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555 | 78432WAJ2 | ABS | CORP | United States | 1,500,000 | principal | $1.5M | 1.19% | 2 |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK TRUST 2019-FTR2 | 35564WBE2 | ABS | USGSE | United States | 1,270,000 | principal | $1.5M | 1.18% | 2 |
| PRKCM 2023-AFC1 TRUST | 693981AD4 | ABS | CORP | United States | 1,480,000 | principal | $1.5M | 1.18% | 2 |
| CAFL 2024-RTL1 ISSUER LLC | 12770DAB0 | ABS | CORP | United States | 1,460,000 | principal | $1.5M | 1.17% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 | 35564KJB6 | ABS | USGSE | United States | 1,200,000 | principal | $1.5M | 1.17% | 2 |
| PRKCM 2024-AFC1 TRUST | 69380WAF1 | ABS | CORP | United States | 1,450,000 | principal | $1.5M | 1.16% | 2 |
| VERUS SECURITIZATION TRUST 2025-R1 | 92541AAE0 | ABS | CORP | United States | 1,450,000 | principal | $1.4M | 1.15% | 2 |
| CSMC TRUST 2017-CHOP | 12651QAU3 | ABS | CORP | United States | 1,509,000 | principal | $1.4M | 1.13% | 2 |
| HOME PARTNERS OF AMERICA 2021-2 TRUST | 43732VAL0 | ABS | CORP | United States | 1,429,424 | principal | $1.4M | 1.13% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-4 | 64830WCK5 | ABS | CORP | United States | 2,098,456 | principal | $1.4M | 1.11% | 2 |
| NYC COMMERCIAL MORTGAGE TRUST 2025-28L | 67123JAN9 | ABS | CORP | United States | 1,400,000 | principal | $1.4M | 1.11% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137G1AG2 | ABS | USGSE | United States | 2,064,505 | principal | $1.4M | 1.10% | 2 |
| FREDDIE MAC STACR TRUST 2019-FTR4 | 35565GAE7 | ABS | USGSE | United States | 1,250,000 | principal | $1.4M | 1.10% | 2 |
| EAGLE RE 2023-1 LTD | 26982EAG1 | ABS | CORP | Bermuda | 1,290,000 | principal | $1.4M | 1.08% | 2 |
| ARBOR REALTY SR INC | 03881NAJ6 | Debt | CORP | United States | 1,430,000 | principal | $1.3M | 1.07% | 2 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | 35563PW21 | ABS | USGSE | United States | 1,540,000 | principal | $1.3M | 1.07% | 2 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 | 20754RAJ5 | ABS | USGSE | United States | 1,320,000 | principal | $1.3M | 1.07% | 2 |
| AGNC INVESTMENT CORP | 00123Q872 | Preferred | CORP | United States | 52,953 | shares | $1.3M | 1.05% | 1 |
| BWAY 2013-1515 MORTGAGE TRUST | 05604FAS4 | ABS | CORP | United States | 1,500,000 | principal | $1.3M | 1.05% | 2 |
| FREDDIE MAC STACR TRUST 2019-FTR3 | 35565EAE2 | ABS | USGSE | United States | 1,200,000 | principal | $1.3M | 1.05% | 2 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 | 85573MAF6 | ABS | CORP | United States | 1,490,000 | principal | $1.3M | 1.04% | 2 |
| GS MORTGAGE-BACKED SECURITIES 2022- | 36264EBG8 | ABS | CORP | United States | 1,487,629 | principal | $1.3M | 1.03% | 2 |
| KNDR TRUST 2021-KIND | 482606AS9 | ABS | CORP | United States | 1,299,330 | principal | $1.3M | 1.03% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA2 | 35565KBE7 | ABS | USGSE | United States | 1,166,729 | principal | $1.3M | 1.02% | 2 |
| HIH TRUST 2024-61P | 40444VAL5 | ABS | CORP | United States | 1,262,283 | principal | $1.3M | 1.01% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PFX2 | ABS | USGSE | United States | 3,361,441 | principal | $1.3M | 1.01% | 2 |
| NYT 2019- NYT MORTGAGE TRUST | 62954PAN0 | ABS | CORP | United States | 1,440,000 | principal | $1.3M | 1.00% | 2 |
| BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 | 07325QAC9 | ABS | CORP | United States | 1,223,688 | principal | $1.2M | 0.98% | 2 |
| PRKCM 2023-AFC3 TRUST | 693984AE6 | ABS | CORP | United States | 1,220,000 | principal | $1.2M | 0.97% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 35563PJ59 | ABS | USGSE | United States | 1,337,000 | principal | $1.2M | 0.97% | 2 |
| REDWOOD FUNDING TRUST 2026-2 | 75805CAA0 | ABS | CORP | United States | 1,193,566 | principal | $1.2M | 0.95% | 2 |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV | 08861RAJ0 | ABS | CORP | United States | 1,170,000 | principal | $1.2M | 0.93% | 2 |
| CSMC TRUST 2017-RPL1 | 22945AAH2 | ABS | CORP | United States | 2,880,124 | principal | $1.2M | 0.93% | 2 |
| BX TRUST 2018-BILT | 12433FAJ7 | ABS | CORP | United States | 1,133,303 | principal | $1.1M | 0.90% | 2 |
| LHOME MORTGAGE TRUST 2026-RTL1 | 50206JAC9 | ABS | CORP | United States | 1,130,000 | principal | $1.1M | 0.89% | 2 |
| RAAC SERIES 2007-SP1 TRUST | 74978AAF7 | ABS | CORP | United States | 1,379,556 | principal | $1.1M | 0.88% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR2 TRUST | 92922FD96 | ABS | CORP | United States | 1,153,749 | principal | $1.1M | 0.87% | 2 |
| FARM 2021-1 MORTGAGE TRUST | 30768WAC2 | ABS | CORP | United States | 1,379,718 | principal | $1.1M | 0.86% | 2 |
| HOME RE 2023-1 LTD | 43731BAC5 | ABS | CORP | Bermuda | 1,000,000 | principal | $1.1M | 0.85% | 2 |
| CONSECO FINANCE CORP | 393505Z54 | ABS | CORP | United States | 4,535,964 | principal | $1.1M | 0.84% | 2 |
| FREDDIE MAC MSCR TRUST MN1 | 35563FAC5 | ABS | USGSE | United States | 950,000 | principal | $1.1M | 0.84% | 2 |
| NELNET STUDENT LOAN TRUST 2021-D | 64034YAE1 | ABS | CORP | United States | 1,200,000 | principal | $1M | 0.83% | 2 |
| MULTIFAMILY CONNECTICUT AVENUE SECU | 62549CAC5 | ABS | CORP | United States | 975,000 | principal | $1M | 0.82% | 2 |
| SEB FUNDING LLC | 78433DAC8 | ABS | CORP | United States | 1,017,450 | principal | $1M | 0.82% | 2 |
| FULL HOUSE RESORTS INC | 359678AC3 | Debt | CORP | United States | 1,050,000 | principal | $1M | 0.82% | 2 |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL1 | 27786FAB5 | ABS | CORP | United States | 1,010,000 | principal | $1M | 0.82% | 2 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1 | 35563PWQ8 | ABS | USGSE | United States | 1,035,521 | principal | $1M | 0.81% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 35563P6W4 | ABS | USGSE | United States | 1,638,974 | principal | $983K | 0.78% | 2 |
| PRIORITY 1 ISSUER LOGISTICS DAC | 69392PAE5 | ABS | CORP | Ireland | 1,000,000 | principal | $980K | 0.78% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PGW3 | ABS | USGSE | United States | 3,267,089 | principal | $979K | 0.78% | 2 |
| Greystone Select Financial | 39808KAB3 | Loan | CORP | United States | 965,190 | principal | $961K | 0.76% | 2 |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM | 04965JAJ2 | ABS | CORP | United States | 928,311 | principal | $903K | 0.72% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 | 64831PAF2 | ABS | CORP | United States | 870,000 | principal | $870K | 0.69% | 2 |
| TOORAK MTG TR 2024-RRTL1 | 89054YAE3 | ABS | CORP | United States | 800,000 | principal | $802K | 0.64% | 2 |
| LHOME MORTGAGE TRUST 2026-RTL1 | 50206JAD7 | ABS | CORP | United States | 799,000 | principal | $799K | 0.64% | 2 |
| AMSR 2026-SFR1 TRUST | 66982GAF4 | ABS | CORP | United States | 900,000 | principal | $779K | 0.62% | 2 |
| Farm Mortgage Trust 2024-2 | 307910AE9 | ABS | CORP | United States | 870,026 | principal | $776K | 0.62% | 2 |
| REDWOOD FUNDING TRUST 2025-3 | 75806GAA0 | ABS | CORP | United States | 768,553 | principal | $775K | 0.62% | 2 |
| BANK 2021-BNK35 | 06540CAQ0 | ABS | CORP | United States | 1,860,000 | principal | $773K | 0.62% | 2 |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA | 05618UAJ5 | ABS | CORP | United States | 750,000 | principal | $753K | 0.60% | 2 |
| SOLRR AIRCRAFT 2021-1 LTD | 83438LAC5 | ABS | CORP | Cayman Islands | 763,610 | principal | $746K | 0.59% | 2 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ2 | 36264DAX4 | ABS | CORP | United States | 55,694,983 | principal | $740K | 0.59% | 2 |
| SOHO TRUST 2021-SOHO | 83410JAJ7 | ABS | CORP | United States | 1,000,000 | principal | $728K | 0.58% | 2 |
| Renew 2024-2 | 75975DAC8 | ABS | CORP | Cayman Islands | 719,421 | principal | $717K | 0.57% | 2 |
| CSMC 2021-INV2 TRUST | 12659TBW4 | ABS | CORP | United States | 24,031,360 | principal | $715K | 0.57% | 2 |
| SUNNOVA HELIOS II ISSUER LLC | 86745JAB3 | ABS | CORP | United States | 750,653 | principal | $710K | 0.57% | 2 |
| CHIMERA INVESTMENT CORP | 16934Q505 | Preferred | CORP | United States | 31,276 | shares | $708K | 0.56% | 1 |
| Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC | 36173XAF9 | ABS | CORP | Cayman Islands | 700,000 | principal | $700K | 0.56% | 2 |
| WHITEBOX CLO V LTD | 96467NAA1 | CDO/CLO | CORP | Cayman Islands | 690,000 | principal | $695K | 0.55% | 2 |
| METRONET INFRASTRUCTURE ISSUER LLC | 59170JBB3 | ABS | CORP | United States | 670,000 | principal | $684K | 0.54% | 2 |
| CLOVER CLO 2021-3 LLC | 18915FAJ1 | CDO/CLO | CORP | United States | 720,000 | principal | $680K | 0.54% | 2 |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | 05377RJU9 | ABS | CORP | United States | 670,000 | principal | $678K | 0.54% | 2 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 | 36262JBR5 | ABS | CORP | United States | 60,261,511 | principal | $666K | 0.53% | 2 |
| CHIMERA INVESTMENT CORP | 16934Q307 | Preferred | CORP | United States | 31,752 | shares | $658K | 0.52% | 1 |
| TOORAK MTG TR 2024-RRTL1 | 890938AE3 | ABS | CORP | United States | 640,000 | principal | $643K | 0.51% | 2 |
| FRESB MORTGAGE TRUST 2018-SB48 | 30296RAJ9 | ABS | USGSE | United States | 1,025,463 | principal | $640K | 0.51% | 2 |
| DRB PRIME STUDENT LOAN TRUST 2017-A | 23342K104 | ABS | CORP | United States | 429 | principal | $638K | 0.51% | 2 |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC | 7609853J8 | ABS | CORP | United States | 701,618 | principal | $638K | 0.51% | 2 |
| BALBOA BAY LOAN FUNDING 2023-1 LTD | 05766HAF2 | CDO/CLO | CORP | Cayman Islands | 640,000 | principal | $637K | 0.51% | 2 |
| NRZ FHT EXCESS LLC | 62956YAA7 | ABS | CORP | United States | 622,417 | principal | $623K | 0.50% | 2 |
| REDWOOD FUNDING TRUST 2026-2 | 75805CAB8 | ABS | CORP | United States | 610,000 | principal | $612K | 0.49% | 2 |
| MIDOCEAN CREDIT CLO XVIII LTD | 59803MAA4 | CDO/CLO | CORP | Cayman Islands | 600,000 | principal | $602K | 0.48% | 2 |
| NYC COMMERCIAL MORTGAGE TRUST 2025-28L | 67123JAL3 | ABS | CORP | United States | 600,000 | principal | $601K | 0.48% | 2 |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC | 05591UAQ0 | ABS | CORP | United States | 3,013,097 | principal | $593K | 0.47% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PKR9 | ABS | USGSE | United States | 595,273 | principal | $581K | 0.46% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45660LVZ9 | ABS | CORP | United States | 1,479,207 | principal | $575K | 0.46% | 2 |
| OCEAN TRAILS CLO XIV LTD | 67515MAG3 | CDO/CLO | CORP | Jersey | 600,000 | principal | $574K | 0.46% | 2 |
| CoreWeave | 21882DAB6 | Loan | CORP | United States | 550,000 | principal | $562K | 0.45% | 2 |
| BAYVIEW FINANCIAL ASSET TRUST 2007-SSR1 | 07325QAD7 | ABS | CORP | United States | 554,409 | principal | $561K | 0.45% | 2 |
| APEX CREDIT CLO 2019-II LTD | 03755CBJ2 | CDO/CLO | CORP | Cayman Islands | 560,000 | principal | $551K | 0.44% | 2 |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R2 | 61690HAE9 | ABS | CORP | United States | 615,024 | principal | $551K | 0.44% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HKRE6 | ABS | USGSE | United States | 2,909,987 | principal | $550K | 0.44% | 2 |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK (STACR) SECURITIZED PARTICIPATION INTERESTS TRUST SERIES 2017-SPI1 | 3137G1CG0 | ABS | USGSE | United States | 736,933 | principal | $540K | 0.43% | 2 |
| RENAISSANCE HOME EQUITY LOAN TRUST 2006-2 | 75971FAF0 | ABS | CORP | United States | 1,410,027 | principal | $528K | 0.42% | 2 |
| RR 18 LTD | 749737AJ1 | CDO/CLO | CORP | Cayman Islands | 520,000 | principal | $521K | 0.41% | 2 |
| FREMF 2021-KF117 MORTGAGE TRUST | 30320YAE5 | ABS | USGSE | United States | 539,172 | principal | $517K | 0.41% | 2 |
| Black Diamond CLO Ltd | 09204WAM6 | CDO/CLO | CORP | Cayman Islands | 510,000 | principal | $512K | 0.41% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38380PTL8 | ABS | USGA | United States | 6,311,417 | principal | $504K | 0.40% | 2 |
| COLUMBIA CENT CLO 35 LTD | 19739RAJ7 | CDO/CLO | CORP | Cayman Islands | 500,000 | principal | $502K | 0.40% | 2 |
| ELEVATION CLO 2016-5 LTD | 28623BAC7 | CDO/CLO | CORP | Cayman Islands | 500,000 | principal | $479K | 0.38% | 2 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 | 35563PAH2 | ABS | USGSE | United States | 116,937,313 | principal | $479K | 0.38% | 2 |
| ALTERNATIVE LOAN TRUST 2006-HY12 | 02148GAA1 | ABS | CORP | United States | 516,452 | principal | $474K | 0.38% | 2 |
| LOANPAL SOLAR LOAN 2021-1 LTD | 53948PAC2 | ABS | CORP | Cayman Islands | 583,032 | principal | $471K | 0.37% | 2 |
| HUNTINGTON NATIONAL BANK | 44644NAR0 | ABS | CORP | United States | 482,846 | principal | $470K | 0.37% | 2 |
| ROCKFORD TOWER CLO 2022-2 LTD | 77340NAK2 | CDO/CLO | CORP | Cayman Islands | 500,000 | principal | $464K | 0.37% | 2 |
| BEAR MOUNTAIN PARK CLO LTD | 07403KAE3 | CDO/CLO | CORP | Jersey | 500,000 | principal | $460K | 0.37% | 2 |
| CHASEFLEX TRUST SERIES 2005-2 | 16165TBD4 | ABS | CORP | United States | 5,371,071 | principal | $459K | 0.37% | 2 |
| Cushman & Wakefield | 23340DAY8 | Loan | CORP | United States | 423,750 | principal | $424K | 0.34% | 3 |
| National Collegiate Commutatio | 63546VAA8 | ABS | CORP | United States | 5,942,187 | principal | $415K | 0.33% | 2 |
| ARBOR REALTY SR INC | 03881NAL1 | Debt | CORP | United States | 400,000 | principal | $395K | 0.31% | 2 |
| LEHMAN MORTGAGE TRUST | 52521RAS0 | ABS | CORP | United States | 2,577,496 | principal | $388K | 0.31% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 | 64831PAC9 | ABS | CORP | United States | 380,000 | principal | $380K | 0.30% | 2 |
| LEHMAN MORTGAGE TRUST | 52520CAK1 | ABS | CORP | United States | 3,957,446 | principal | $378K | 0.30% | 2 |
| LOANPAL SOLAR LOAN 2020-3 LLC | 53948NAC7 | ABS | CORP | United States | 566,201 | principal | $375K | 0.30% | 2 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-15AR | 61756XBK0 | ABS | CORP | United States | 415,433 | principal | $375K | 0.30% | 2 |
| CIM TRUST | 12566PCU7 | ABS | CORP | United States | 41,683,042 | principal | $372K | 0.30% | 2 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FAME | 63873VAN3 | ABS | CORP | United States | 950,000 | principal | $366K | 0.29% | 2 |
| PROVIDENT BANK HOME EQUITY LOAN TRUST 2000-2 | 743844DA7 | ABS | CORP | United States | 376,691 | principal | $360K | 0.29% | 2 |
| JP MORGAN MORTGAGE TRUST 2024-3 | 46657QBB6 | ABS | CORP | United States | 18,762,831 | principal | $357K | 0.28% | 2 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FAME | 63873VAL7 | ABS | CORP | United States | 500,000 | principal | $329K | 0.26% | 2 |
| EXTENDED STAY AMERICA INC | 30227TAG5 | ABS | CORP | United States | 317,834 | principal | $321K | 0.26% | 2 |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2005-2 | 02660VBH0 | ABS | CORP | United States | 510,704 | principal | $317K | 0.25% | 2 |
| 280 PARK AVENUE TRUST | 90205FAQ3 | ABS | CORP | United States | 320,000 | principal | $314K | 0.25% | 2 |
| RESIDENTIAL ACCREDIT LOANS INC | 76110H2N8 | ABS | CORP | United States | 677,985 | principal | $314K | 0.25% | 2 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-3 | 026933AA9 | ABS | CORP | United States | 1,692,098 | principal | $298K | 0.24% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J2 | 17329MDX4 | ABS | CORP | United States | 60,773,949 | principal | $298K | 0.24% | 2 |
| BALBOA BAY LOAN FUNDING 2024-2 LTD | 05765BAA7 | CDO/CLO | CORP | Cayman Islands | 290,000 | principal | $293K | 0.23% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J2 | 17329MBF5 | ABS | CORP | United States | 29,593,625 | principal | $286K | 0.23% | 2 |
| ALTERNATIVE LOAN TRUST 2007-23CB | 02151EAS1 | ABS | CORP | United States | 349,340 | principal | $283K | 0.23% | 2 |
| JAMESTOWN CLO XVII LTD | 47048UAS7 | CDO/CLO | CORP | Cayman Islands | 280,000 | principal | $279K | 0.22% | 2 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI | 63875JAN8 | ABS | CORP | United States | 273,015 | principal | $274K | 0.22% | 2 |
| NEW MOUNTAIN CLO 5 LTD | 64754WAQ6 | CDO/CLO | CORP | Cayman Islands | 260,000 | principal | $260K | 0.21% | 2 |
| UWM MORTGAGE TRUST 2021-1 | 91824NAY8 | ABS | CORP | United States | 21,243,423 | principal | $251K | 0.20% | 2 |
| LEHMAN XS TRUST | 52523YAD6 | ABS | CORP | United States | 244,787 | principal | $245K | 0.20% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38384GXW5 | ABS | USGA | United States | 1,182,549 | principal | $245K | 0.19% | 2 |
| SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC | 826935AD0 | ABS | CORP | United States | 237,308 | principal | $241K | 0.19% | 2 |
| RENAISSANCE HOME EQUITY LOAN TRUST 2007-3 | 759950GX0 | ABS | CORP | United States | 516,941 | principal | $235K | 0.19% | 2 |
| MORGAN STANLEY MORTGAGE LOAN TRUST | 61751GAD9 | ABS | CORP | United States | 1,262,552 | principal | $235K | 0.19% | 2 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 | 86358EMH6 | ABS | CORP | United States | 297,405 | principal | $235K | 0.19% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38385LCG1 | ABS | USGA | United States | 3,020,456 | principal | $214K | 0.17% | 2 |
| AMSR 2026-SFR1 TRUST | 66982GAG2 | ABS | CORP | United States | 250,000 | principal | $206K | 0.16% | 2 |
| ALTERNATIVE LOAN TRUST 2005-56 | 12667G4G5 | ABS | CORP | United States | 351,513 | principal | $195K | 0.16% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38384WFF7 | ABS | USGA | United States | 2,626,166 | principal | $195K | 0.16% | 2 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-SEA1 | 23248AAA9 | ABS | CORP | United States | 208,602 | principal | $193K | 0.15% | 2 |
| New Residential Mortgage Loan Trust 2019-6 | 64828GAH3 | ABS | CORP | United States | 12,879,515 | principal | $174K | 0.14% | 2 |
| GS MORTGAGE SECURITIES CORP | 3623413E7 | ABS | CORP | United States | 173,349 | principal | $153K | 0.12% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45661EGK4 | ABS | CORP | United States | 175,301 | principal | $146K | 0.12% | 2 |
| Ginnie Mae (Ze) | 38385KQ86 | ABS | USGA | United States | 1,535,640 | principal | $144K | 0.11% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR11 | 45661KAA8 | ABS | CORP | United States | 194,393 | principal | $144K | 0.11% | 2 |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3 | 32051GQA6 | ABS | CORP | United States | 172,169 | principal | $141K | 0.11% | 2 |
| JP MORGAN ALTERNATIVE LOAN TRUST 2006-S3 | 466287AR0 | ABS | CORP | United States | 149,455 | principal | $135K | 0.11% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38385HFF9 | ABS | USGA | United States | 1,364,769 | principal | $131K | 0.10% | 2 |
| RESIDENTIAL ACCREDIT LOANS INC | 761118SZ2 | ABS | CORP | United States | 181,208 | principal | $130K | 0.10% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HCN65 | ABS | USGSE | United States | 579,909 | principal | $121K | 0.10% | 2 |
| MERRILL LYNCH MORTGAGE INVESTORS INC | 59020U5W1 | ABS | CORP | United States | 269,036 | principal | $119K | 0.09% | 2 |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP | 12638FAB7 | ABS | CORP | United States | 128,297 | principal | $113K | 0.09% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-10 TRUST | 93935YAA8 | ABS | CORP | United States | 210,286 | principal | $104K | 0.08% | 2 |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-SL1 | 14983AAC3 | ABS | CORP | United States | 3,354,483 | principal | $102K | 0.08% | 2 |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC | 74957XAM7 | ABS | CORP | United States | 1,529,664 | principal | $98K | 0.08% | 2 |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2 | 17309FAS7 | ABS | CORP | United States | 130,491 | principal | $97.9K | 0.08% | 2 |
| BANC OF AMERICA FUNDING CORP | 05946XLZ4 | ABS | CORP | United States | 106,959 | principal | $96.3K | 0.08% | 2 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST | 863579FR4 | ABS | CORP | United States | 105,302 | principal | $95.4K | 0.08% | 2 |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-36 | 12667GA29 | ABS | CORP | United States | 99,645 | principal | $93.6K | 0.07% | 2 |
| ALTERNATIVE LOAN TRUST 2005-56 | 12668BUF8 | ABS | CORP | United States | 99,153 | principal | $92.2K | 0.07% | 2 |
| RALI SERIES 2006-QA4 TRUST | 748939AA3 | ABS | CORP | United States | 98,342 | principal | $90.6K | 0.07% | 2 |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP | 225470DY6 | ABS | CORP | United States | 178,102 | principal | $89.9K | 0.07% | 2 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2 | 02660CAH3 | ABS | CORP | United States | 12,735,445 | principal | $83.3K | 0.07% | 2 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A2 | 761120AA2 | ABS | CORP | United States | 170,003 | principal | $81.5K | 0.06% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST | 93934FCK6 | ABS | CORP | United States | 79,757 | principal | $78.3K | 0.06% | 2 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1 | 576433G42 | ABS | CORP | United States | 80,969 | principal | $76.6K | 0.06% | 2 |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-7 | 007036MT0 | ABS | CORP | United States | 84,086 | principal | $74.5K | 0.06% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45661EDE1 | ABS | CORP | United States | 77,074 | principal | $73.8K | 0.06% | 2 |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-5 | 007036LG9 | ABS | CORP | United States | 71,570 | principal | $61.5K | 0.05% | 2 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST | 863579MP0 | ABS | CORP | United States | 72,521 | principal | $60.3K | 0.05% | 2 |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-14 | 12667GCF8 | ABS | CORP | United States | 75,240 | principal | $59.8K | 0.05% | 2 |
| BEAR STEARNS ALT-A TRUST 2004-9 | 07386HYF2 | ABS | CORP | United States | 101,361 | principal | $58.8K | 0.05% | 2 |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4 | 126670JP4 | ABS | CORP | United States | 57,512 | principal | $54.6K | 0.04% | 2 |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP | 93934FGB2 | ABS | CORP | United States | 55,922 | principal | $51.6K | 0.04% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST | 92922F4V7 | ABS | CORP | United States | 49,493 | principal | $48K | 0.04% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45660LY60 | ABS | CORP | United States | 55,580 | principal | $43.7K | 0.03% | 2 |
| CHEVY CHASE FUNDING LLC MORTGAGE BACKED CERTIFICATES SERIES 2006-2 | 16678WAA4 | ABS | CORP | United States | 36,798 | principal | $38K | 0.03% | 2 |
| CREDIT SUISSE FIRST BOSTON MORTGAGE ACCEPTANCE CORP | 2254W0MM4 | ABS | CORP | United States | 166,805 | principal | $37.6K | 0.03% | 2 |
| HSI ASSET LOAN OBLIGATION TRUST 2007-AR1 | 40431LAF5 | ABS | CORP | United States | 47,804 | principal | $36.3K | 0.03% | 2 |
| ALTERNATIVE LOAN TRUST 2005-11CB | 12667GJT1 | ABS | CORP | United States | 708,330 | principal | $35.7K | 0.03% | 2 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 61749LAB7 | ABS | CORP | United States | 180,675 | principal | $34.6K | 0.03% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST | 93934FFE7 | ABS | CORP | United States | 31,387 | principal | $27.9K | 0.02% | 2 |
| RESIDENTIAL ACCREDIT LOANS INC | 761118VY1 | ABS | CORP | United States | 165,246 | principal | $26.8K | 0.02% | 2 |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-J8 | 23245LAE0 | ABS | CORP | United States | 70,784 | principal | $25.6K | 0.02% | 2 |
| MASTR REPERFORMING LOAN TRUST 2005-1 | 576436AU3 | ABS | CORP | United States | 33,902 | principal | $23.6K | 0.02% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45660LVM8 | ABS | CORP | United States | 28,675 | principal | $23.3K | 0.02% | 2 |
| BANC OF AMERICA FUNDING 2006-D TRUST | 058933AE2 | ABS | CORP | United States | 24,405 | principal | $23.2K | 0.02% | 2 |
| BANC OF AMERICA FUNDING 2006-F TRUST | 05950HAA9 | ABS | CORP | United States | 22,671 | principal | $22.9K | 0.02% | 2 |
Equities show share counts; bonds and loans show principal amount. Coupon, maturity and ratings are shown where the filing discloses them. Source: SEC N-PORT via market-data vendor re-serve, position-level.
Holdings reports on file
| Report date | Filed | Positions | Σ weight | Net assets (calc.) | Coverage |
|---|---|---|---|---|---|
| Jun 30, 2026 | Aug 26, 2026 | 276 | 100.0% | $126M | full |
| Mar 31, 2026 | May 28, 2026 | 284 | 100.0% | $129M | full |
| Dec 31, 2025 | Feb 23, 2026 | 293 | 100.0% | $132M | full |
Net assets here are calculated from position values ÷ reported weights (median across positions), not a reported figure.
CEF Explorer research page for Western Asset Mortgage Opportunity Fund Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.