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Holdings (Monthly) Guide ↗

John Hancock Managed Account Shares Securitized Debt Portfolio

· John Hancock Strategic Series
Monthly Holdings $323M AUM 203 positions Period May 2026 Filed Jul 27, 2026 EDGAR ↗ ← All Funds
All 21 New 20 Added 203 Reduced 5 Exited · May 2026 vs Feb 2026
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A BEACN Feb 2026 3,479,667 -160,600 $3.2M -6.0% 1.01% ABS-O
2 CLI Funding IX LLC CLIF Feb 2026 2,640,155 -62,660 $2.6M -4.2% 0.82% ABS-O
3 OBX 2026-NQM2 Trust OBX Feb 2026 2,561,203 -48,549 $2.5M -2.8% 0.80% ABS-MBS
4 EFMT 2025-INV5 EFMT 2025 INV5 A1 144A EFMT Feb 2026 2,504,176 -54,386 $2.5M -3.3% 0.78% ABS-MBS
5 SEB FUNDING LLC SEB4P 2024 1A A2 144A SEB4P Feb 2026 2,219,438 -5,562 $2.3M -1.4% 0.71% ABS-O
6 New Residential Mortgage Loan Trust 2025-NQM3 NRZT Feb 2026 2,229,110 -219,910 $2.2M -10.0% 0.70% ABS-MBS
7 OBX 2026-NQM3 Trust OBX Feb 2026 2,178,986 -104,014 $2.2M -5.7% 0.67% ABS-MBS
8 ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A AOMT Feb 2026 2,169,217 -61,788 $2.1M -3.9% 0.67% ABS-MBS
9 SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A SUBWAY Feb 2026 2,186,700 -5,550 $2.1M -4.3% 0.66% ABS-O
10 CARS-DB7 LP CAUTO 2023 1A A1 144A CAUTO Feb 2026 2,035,549 -2,724 $2.0M -0.4% 0.64% ABS-O
11 NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A NAVRL Feb 2026 2,072,415 -156,585 $2.0M -8.8% 0.64% ABS-O
12 NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A NBLY Feb 2026 2,098,603 -5,523 $2.0M -1.2% 0.63% ABS-O
13 Jersey Mike's Funding LLC JMIKE Feb 2026 2,009,962 -5,038 $2.0M -2.9% 0.62% ABS-O
14 Driven Brands Funding LLC HONK Feb 2026 1,971,878 -5,018 $2.0M -3.8% 0.62% ABS-O
15 Sonic Capital LLC SONIC Feb 2026 1,943,435 -5,155 $1.9M -0.2% 0.60% ABS-O
16 COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A COLT Feb 2026 2,078,906 -68,652 $1.8M -5.7% 0.55% ABS-MBS
17 Driven Brands Funding LLC HONK Feb 2026 1,826,363 -4,940 $1.8M -1.7% 0.55% ABS-O
18 Wendy's Funding LLC WEN Feb 2026 1,890,805 -5,149 $1.7M -2.4% 0.55% ABS-O
19 Driven Brands Funding LLC HONK Feb 2026 1,755,120 -4,710 $1.6M -2.7% 0.51% ABS-O
20 CLI Funding VI LLC CLIF Feb 2026 1,732,873 -94,129 $1.6M -6.3% 0.51% ABS-O
21 GBX Leasing 2022-1 LLC GBXL Feb 2026 1,597,106 -4,894 $1.6M -3.9% 0.49% ABS-O
22 ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A AOMT Feb 2026 1,546,564 -53,214 $1.5M -4.4% 0.48% ABS-MBS
23 CF Hippolyta Issuer LLC SORT Feb 2026 1,831,286 -14,042 $1.5M -2.2% 0.48% ABS-O
24 CF Hippolyta Issuer LLC SORT Feb 2026 1,876,512 -14,389 $1.5M -3.4% 0.47% ABS-O
25 PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A PROG Feb 2026 1,506,101 -4,019 $1.4M -2.4% 0.44% ABS-O
26 SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A SMB Feb 2026 1,372,411 -80,559 $1.4M -8.1% 0.43% ABS-O
27 PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A PROG Feb 2026 1,392,829 -1,362 $1.3M -2.5% 0.42% ABS-O
28 Jersey Mike's Funding LLC JMIKE Feb 2026 1,317,325 -3,335 $1.3M -2.0% 0.42% ABS-O
29 Sonic Capital LLC SONIC Feb 2026 1,417,607 -3,717 $1.3M -1.1% 0.41% ABS-O
30 SPRITE 2026-1 LTD SPRTE 2026 1 A 144A SPRTE Feb 2026 1,347,937 -17,063 $1.3M -4.1% 0.41% ABS-O
31 OBX 2025-NQM20 Trust OBX Feb 2026 1,313,579 -117,605 $1.3M -9.0% 0.41% ABS-MBS
32 INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A IHSFR Feb 2026 1,300,812 -924 $1.3M -2.0% 0.40% ABS-O
33 New Residential Mortgage Loan Trust 2026-NQM1 NRZT Feb 2026 1,257,501 -61,415 $1.2M -5.6% 0.39% ABS-MBS
34 ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A AOMT Feb 2026 1,244,782 -93,000 $1.2M -7.8% 0.39% ABS-MBS
35 Triton Container Finance VIII LLC TCF Feb 2026 1,306,200 -53,550 $1.2M -4.7% 0.38% ABS-O
36 EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A EFMT Feb 2026 1,237,469 -34,775 $1.2M -3.8% 0.38% ABS-MBS
37 OBX 2025-NQM19 Trust OBX Feb 2026 1,223,645 -168,202 $1.2M -12.9% 0.38% ABS-MBS
38 SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A SUBWAY Feb 2026 1,205,640 -3,060 $1.2M -0.7% 0.38% ABS-O
39 Sonic Capital LLC SONIC Feb 2026 1,234,675 -3,275 $1.2M -2.8% 0.37% ABS-O
40 SERVPRO Master Issuer LLC SPRO Feb 2026 1,211,250 -3,188 $1.2M -0.5% 0.36% ABS-O
41 SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A SUBWAY Feb 2026 1,116,990 -2,835 $1.1M -2.1% 0.35% ABS-O
42 SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A SMB Feb 2026 1,098,208 -67,100 $1.1M -7.7% 0.34% ABS-O
43 Verus Securitization Trust 2025-11 VERUS Feb 2026 1,104,238 -56,272 $1.1M -5.8% 0.34% ABS-MBS
44 ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A AOMT Feb 2026 1,083,085 -46,111 $1.1M -4.4% 0.34% ABS-MBS
45 MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A MSRM Feb 2026 1,016,489 -70,494 $1.0M -7.4% 0.32% ABS-MBS
46 WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A WESTF Feb 2026 1,020,120 -11,366 $1.0M -3.2% 0.32% ABS-O
47 DB Master Finance LLC DNKN Feb 2026 1,018,425 -2,775 $1.0M -0.8% 0.32% ABS-O
48 TIF FUNDING II LLC TIF 2020 1A A 144A TIF Feb 2026 1,046,400 -38,400 $1.0M -3.9% 0.31% ABS-O
49 Government National Mortgage Association GNR Feb 2026 12,660,060 -24,745 $988K -3.9% 0.31% ABS-MBS
50 OBX 2025-NQM21 Trust OBX Feb 2026 984,793 -91,765 $980K -9.5% 0.31% ABS-MBS
51 Triton Container Finance VIII LLC TCF Feb 2026 1,057,171 -40,056 $976K -4.9% 0.31% ABS-O
52 NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A NRZT Feb 2026 979,486 -71,081 $975K -7.8% 0.31% ABS-MBS
53 Government National Mortgage Association GNR Feb 2026 15,923,901 -42,349 $951K -4.2% 0.30% ABS-MBS
54 WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3 WFCM Feb 2026 919,000 -860,000 $946K -49.5% 0.30% ABS-MBS
55 DB Master Finance LLC DNKN Feb 2026 950,225 -2,388 $939K -2.8% 0.29% ABS-O
56 Government National Mortgage Association GNR Feb 2026 19,965,611 -87,632 $933K -4.8% 0.29% ABS-MBS
57 Government National Mortgage Association GNR Feb 2026 13,667,887 -30,714 $931K -3.5% 0.29% ABS-MBS
58 SERVPRO Master Issuer LLC SPRO Feb 2026 896,368 -2,292 $917K -1.8% 0.29% ABS-O
59 Government National Mortgage Association GNR Feb 2026 15,767,194 -32,414 $916K -4.1% 0.29% ABS-MBS
60 Towd Point Mortgage Trust 2024-1 TPMT Feb 2026 901,270 -52,555 $914K -6.6% 0.29% ABS-MBS
61 Government National Mortgage Association GNR Feb 2026 12,763,621 -25,621 $910K -3.9% 0.28% ABS-MBS
62 ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A EFMT Feb 2026 1,067,794 -47,973 $906K -6.2% 0.28% ABS-MBS
63 Verus Securitization Trust 2025-R2 VERUS Feb 2026 910,537 -31,035 $906K -4.8% 0.28% ABS-MBS
64 TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A TPMT Feb 2026 982,158 -46,637 $894K -6.0% 0.28% ABS-MBS
65 CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A CSMC Feb 2026 1,061,022 -26,372 $894K -4.8% 0.28% ABS-MBS
66 Capital Automotive REIT CAUTO Feb 2026 932,593 -4,138 $893K -3.8% 0.28% ABS-O
67 DB Master Finance LLC DNKN Feb 2026 889,530 -2,235 $880K -2.3% 0.28% ABS-O
68 Government National Mortgage Association GNR Feb 2026 15,753,065 -38,366 $873K -4.7% 0.27% ABS-MBS
69 Capital Automotive REIT CAUTO Feb 2026 875,981 -1,119 $868K -1.5% 0.27% ABS-O
70 Government National Mortgage Association GNR Feb 2026 13,041,209 -28,252 $859K -3.9% 0.27% ABS-MBS
71 Government National Mortgage Association GNR Feb 2026 14,345,841 -39,076 $852K -4.3% 0.27% ABS-MBS
72 NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A NBLY Feb 2026 895,262 -2,338 $849K -0.8% 0.27% ABS-O
73 COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A COLT Feb 2026 841,197 -53,883 $845K -6.7% 0.26% ABS-MBS
74 ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A ZAXBY Feb 2026 885,825 -2,325 $844K -0.9% 0.26% ABS-O
75 EFMT 2025-INV4 EFMT 2025 INV4 A1 144A EFMT Feb 2026 838,297 -28,773 $836K -4.3% 0.26% ABS-MBS
76 Government National Mortgage Association GNR Feb 2026 11,346,308 -69,140 $828K -1.2% 0.26% ABS-MBS
77 Driven Brands Funding LLC HONK Feb 2026 840,775 -2,112 $807K -5.0% 0.25% ABS-O
78 WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A WESTF Feb 2026 800,508 -6,915 $804K -2.7% 0.25% ABS-O
79 OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A OBX Feb 2026 954,811 -33,046 $798K -5.6% 0.25% ABS-MBS
80 TIF FUNDING II LLC TIF 2021 1A A 144A TIF Feb 2026 869,833 -32,619 $791K -5.1% 0.25% ABS-O
81 FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A FSMT Feb 2026 921,418 -15,822 $761K -5.3% 0.24% ABS-MBS
82 OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A OBX Feb 2026 927,329 -32,580 $759K -6.0% 0.24% ABS-MBS
83 PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A PROG Feb 2026 769,281 -3,348 $739K -1.9% 0.23% ABS-O
84 CLI Funding VIII LLC CLIF Feb 2026 789,880 -24,500 $726K -5.0% 0.23% ABS-O
85 GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A GSMBS Feb 2026 772,338 -53,072 $714K -7.1% 0.22% ABS-MBS
86 CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A CSMC Feb 2026 792,420 -76,905 $688K -8.1% 0.22% ABS-MBS
87 GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A GCAT Feb 2026 778,919 -53,965 $683K -8.3% 0.21% ABS-MBS
88 NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A NLT Feb 2026 786,503 -73,951 $682K -11.4% 0.21% ABS-MBS
89 NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A NYMT Feb 2026 675,652 -35,127 $635K -6.0% 0.20% ABS-MBS
90 TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A TPMT Feb 2026 610,309 -56,363 $607K -10.5% 0.19% ABS-MBS
91 OBX 2025-NQM18 Trust OBX Feb 2026 600,295 -77,614 $599K -12.3% 0.19% ABS-MBS
92 Verus Securitization Trust 2021-1 VERUS Feb 2026 643,973 -19,640 $586K -4.0% 0.18% ABS-MBS
93 ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A AOMT Feb 2026 588,389 -50,062 $585K -8.7% 0.18% ABS-MBS
94 Government National Mortgage Association GNR Feb 2026 7,231,678 -27,868 $583K -3.2% 0.18% ABS-MBS
95 CLI Funding VIII LLC CLIF Feb 2026 627,952 -39,946 $581K -7.2% 0.18% ABS-O
96 Towd Point Mortgage Trust 2019-1 TPMT Feb 2026 549,996 -29,137 $534K -6.2% 0.17% ABS-MBS
97 TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A TPMT Feb 2026 536,272 -18,588 $507K -4.9% 0.16% ABS-MBS
98 Csmc 2021-Nqm6 Trust CSMC Feb 2026 569,165 -17,500 $488K -5.5% 0.15% ABS-MBS
99 BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3 BMO Feb 2026 460,000 -540,000 $471K -55.1% 0.15% ABS-MBS
100 Government National Mortgage Association GNR Feb 2026 14,693,642 -80,750 $467K -3.4% 0.15% ABS-MBS
101 Government National Mortgage Association GNR Feb 2026 7,932,533 -25,693 $462K -3.7% 0.14% ABS-MBS
102 TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A TPMT Feb 2026 461,495 -22,069 $461K -6.4% 0.14% ABS-MBS
103 Government National Mortgage Association GNR Feb 2026 13,603,270 -79,044 $451K -3.3% 0.14% ABS-MBS
104 Government National Mortgage Association GNR Feb 2026 18,989,767 -108,958 $450K -3.8% 0.14% ABS-MBS
105 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A AOMT Feb 2026 522,245 -14,150 $438K -5.0% 0.14% ABS-MBS
106 COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A COLT Feb 2026 524,690 -24,491 $438K -8.6% 0.14% ABS-MBS
107 NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A NAVSL Feb 2026 478,480 -25,752 $425K -7.1% 0.13% ABS-O
108 Government National Mortgage Association GNR Feb 2026 6,672,216 -24,558 $421K -4.0% 0.13% ABS-MBS
109 Government National Mortgage Association GNR Feb 2026 7,466,239 -24,695 $418K -4.4% 0.13% ABS-MBS
110 MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A MFRA Feb 2026 436,130 -32,219 $411K -7.1% 0.13% ABS-MBS
111 TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A TAH Feb 2026 419,930 -6,388 $401K -1.7% 0.13% ABS-O
112 GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A GCAT Feb 2026 410,592 -11,875 $395K -3.4% 0.12% ABS-MBS
113 COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A COLT Feb 2026 409,499 -21,232 $389K -7.3% 0.12% ABS-MBS
114 Verus Securitization Trust 2021-4 VERUS Feb 2026 449,139 -23,394 $381K -6.8% 0.12% ABS-MBS
115 CSMC 2021-NQM1 CSMC 2021 NQM1 A1 144A CSMC Feb 2026 393,271 -12,650 $349K -6.3% 0.11% ABS-MBS
116 Verus Securitization Trust 2021-3 VERUS Feb 2026 394,563 -40,625 $348K -12.0% 0.11% ABS-MBS
117 GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A GCAT Feb 2026 390,362 -10,626 $346K -4.8% 0.11% ABS-MBS
118 Government National Mortgage Association GNR Feb 2026 5,298,202 -177,765 $333K -6.1% 0.10% ABS-MBS
119 OBX 2021-NQM1 Trust OBX Feb 2026 368,348 -40,044 $327K -11.1% 0.10% ABS-MBS
120 TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A TPMT Feb 2026 333,248 -17,766 $320K -6.2% 0.10% ABS-MBS
121 Government National Mortgage Association GNR Feb 2026 5,509,324 -18,281 $314K -4.0% 0.10% ABS-MBS
122 Government National Mortgage Association GNR Feb 2026 4,437,898 -16,090 $304K -2.2% 0.10% ABS-MBS
123 Government National Mortgage Association GNR Feb 2026 5,009,248 -25,516 $302K -3.0% 0.09% ABS-MBS
124 Government National Mortgage Association GNR Feb 2026 4,417,222 -14,144 $294K -4.0% 0.09% ABS-MBS
125 Government National Mortgage Association GNR Feb 2026 4,770,647 -49,004 $293K -3.4% 0.09% ABS-MBS
126 ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 A1 144A AOMT Feb 2026 304,191 -27,689 $292K -8.8% 0.09% ABS-MBS
127 Government National Mortgage Association GNR Feb 2026 4,823,999 -16,936 $291K -3.9% 0.09% ABS-MBS
128 Government National Mortgage Association GNR Feb 2026 5,312,264 -21,493 $289K -4.0% 0.09% ABS-MBS
129 Government National Mortgage Association GNR Feb 2026 4,387,645 -27,918 $286K -3.2% 0.09% ABS-MBS
130 ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A ABDLF Feb 2026 309,587 -2,429 $284K -8.3% 0.09% ABS-O
131 STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A STAR Feb 2026 289,700 -51,068 $277K -14.8% 0.09% ABS-MBS
132 SMB Private Education Loan Trust 2021-A SMB Feb 2026 299,854 -18,907 $275K -6.5% 0.09% ABS-O
133 CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2 CF Feb 2026 272,969 -1 $269K -0.5% 0.08% ABS-MBS
134 VCP RRL ABS I LTD VCRRL 2021 1A A 144A VCRRL Feb 2026 273,762 -27,488 $263K -10.0% 0.08% ABS-O
135 CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A CSMC Feb 2026 293,262 -11,620 $263K -5.3% 0.08% ABS-MBS
136 TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A TPMT Feb 2026 265,543 -21,096 $256K -7.9% 0.08% ABS-MBS
137 CLI Funding VI LLC CLIF Feb 2026 272,062 -20,910 $255K -8.4% 0.08% ABS-O
138 Verus Securitization Trust 2021-5 VERUS Feb 2026 293,213 -8,133 $252K -5.4% 0.08% ABS-MBS
139 IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A IMPRL Feb 2026 281,729 -7,846 $242K -7.8% 0.08% ABS-MBS
140 VISIO 2020-1R TRUST VISIO 2020 1R A1 144A VISIO Feb 2026 243,489 -45,374 $236K -15.8% 0.07% ABS-MBS
141 COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A COLT Feb 2026 276,017 -15,307 $235K -6.3% 0.07% ABS-MBS
142 Government National Mortgage Association GNR Feb 2026 3,765,647 -21,573 $226K -3.4% 0.07% ABS-MBS
143 BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A BRAVO Feb 2026 225,580 -31,866 $214K -12.8% 0.07% ABS-MBS
144 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 1 A1 144A AOMT Feb 2026 236,504 -19,780 $207K -10.1% 0.06% ABS-MBS
145 Verus Securitization Trust 2023-8 VERUS Feb 2026 205,439 -30,624 $206K -13.4% 0.06% ABS-MBS
146 Government National Mortgage Association GNR Feb 2026 2,883,337 -10,682 $184K -3.7% 0.06% ABS-MBS
147 GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A GCPAF Feb 2026 194,405 -23,517 $181K -16.8% 0.06% ABS-O
148 BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 BBCMS Feb 2026 190,937 -1 $179K -0.1% 0.06% ABS-MBS
149 Government National Mortgage Association GNR Feb 2026 5,006,667 -33,998 $164K -3.3% 0.05% ABS-MBS
150 GS Mortgage-Backed Securities Trust 2020-NQM1 GSMBS Feb 2026 159,196 -10,306 $152K -6.3% 0.05% ABS-MBS
151 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A AOMT Feb 2026 173,377 -7,291 $150K -5.8% 0.05% ABS-MBS
152 BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 BMARK Feb 2026 144,710 -53,289 $142K -26.2% 0.04% ABS-MBS
153 Government National Mortgage Association GNR Feb 2026 2,362,792 -14,852 $139K +1.9% 0.04% ABS-MBS
154 Government National Mortgage Association GNR Feb 2026 2,353,617 -8,851 $137K -3.7% 0.04% ABS-MBS
155 Government National Mortgage Association GNR Feb 2026 2,774,017 -14,143 $132K -3.9% 0.04% ABS-MBS
156 Government National Mortgage Association GNR Feb 2026 1,946,625 -11,352 $121K -3.2% 0.04% ABS-MBS
157 TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A TPMT Feb 2026 117,507 -28,170 $117K -19.4% 0.04% ABS-MBS
158 TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 3 A1 144A TPMT Feb 2026 115,422 -9,730 $112K -8.0% 0.04% ABS-MBS
159 GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A GCPAF Feb 2026 117,805 -18,016 $112K -17.5% 0.03% ABS-O
160 NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A NAVSL Feb 2026 119,981 -3,856 $102K -8.6% 0.03% ABS-O
161 VERUS SECURITIZATION TRUST 202 VERUS 2021 6 A1 144A VERUS Feb 2026 111,339 -3,944 $97K -6.0% 0.03% ABS-MBS
162 SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A SMB Feb 2026 95,703 -5,726 $96K -7.1% 0.03% ABS-O
163 COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A COLT Feb 2026 107,254 -4,370 $94K -4.3% 0.03% ABS-MBS
164 Navient Private Education Refi Loan Trust 2020-H NAVSL Feb 2026 101,743 -7,481 $93K -8.9% 0.03% ABS-O
165 SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A SMB Feb 2026 87,715 -6,191 $89K -8.3% 0.03% ABS-O
166 MVW 2022-2 LLC MVWOT Feb 2026 86,397 -7,835 $88K -8.9% 0.03% ABS-O
167 SMB Private Education Loan Trust 2021-D SMB Feb 2026 83,866 -9,324 $80K -10.2% 0.02% ABS-O
168 Arroyo Mortgage Trust 2021-1R ARRW Feb 2026 85,740 -4,367 $79K -5.3% 0.02% ABS-MBS
169 Government National Mortgage Association GNR Feb 2026 1,038,640 -12,287 $69K -4.3% 0.02% ABS-MBS
170 GCAT 2021-NQM6 TRUST GCAT 2021 NQM6 A1 144A GCAT Feb 2026 73,209 -5,808 $67K -8.5% 0.02% ABS-MBS
171 Verus Securitization Trust 2021-R2 VERUS Feb 2026 67,072 -8,958 $64K -11.0% 0.02% ABS-MBS
172 HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A HPA Feb 2026 62,332 -2,484 $61K -4.0% 0.02% ABS-O
173 New Residential Mortgage Loan Trust 2020-1 NRZT Feb 2026 62,575 -2,350 $58K -6.0% 0.02% ABS-MBS
174 ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A AOMT Feb 2026 58,084 -12,224 $56K -17.1% 0.02% ABS-MBS
175 Government National Mortgage Association GNR Feb 2026 894,474 -5,018 $51K -3.2% 0.02% ABS-MBS
176 MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A MCAF Feb 2026 53,134 -2,443 $50K -9.7% 0.02% ABS-O
177 Government National Mortgage Association GNR Feb 2026 729,512 -32,498 $44K +2.8% 0.01% ABS-MBS
178 Government National Mortgage Association GNR Feb 2026 762,676 -4,427 $41K +2.4% 0.01% ABS-MBS
179 ARROYO MORTGAGE TRUST 2019-3 ARRW 2019 3 A1 144A ARRW Feb 2026 37,789 -3,094 $37K -7.6% 0.01% ABS-MBS
180 Government National Mortgage Association GNR Feb 2026 400,302 -13,399 $31K -4.5% 0.01% ABS-MBS
181 Government National Mortgage Association GNR Feb 2026 486,010 -2,669 $31K -3.2% 0.01% ABS-MBS
182 Elara HGV Timeshare Issuer 2021-A LLC EHGVT Feb 2026 26,302 -2,372 $25K -8.2% 0.01% ABS-O
183 Navient Private Education Refi Loan Trust 2020-F NAVSL Feb 2026 22,437 -2,235 $21K -9.8% 0.01% ABS-O
184 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A AOMT Feb 2026 23,815 -988,745 $20K -97.7% 0.01% ABS-MBS
185 STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A STAR Feb 2026 17,238 -1,071,828 $15K -98.4% 0.00% ABS-MBS
186 COLT 2021-1RMORTGAGE PASS-THRO COLT 2021 1R A1 144A COLT Feb 2026 14,315 -452 $13K -4.3% 0.00% ABS-MBS
187 ELLINGTON FINANCIAL MORTGAGE T EFMT 2019 2 A1 144A EFMT Feb 2026 10,518 -2,459 $10K -19.2% 0.00% ABS-MBS
188 Government National Mortgage Association GNR Feb 2026 162,066 -773 $9K -8.5% 0.00% ABS-MBS
189 Government National Mortgage Association GNR Feb 2026 223,646 -1,017 $7K -3.1% 0.00% ABS-MBS
190 Government National Mortgage Association GNR Feb 2026 128,650 -687 $7K -3.2% 0.00% ABS-MBS
191 Government National Mortgage Association GNR Feb 2026 162,396 -827 $4K -3.5% 0.00% ABS-MBS
192 Government National Mortgage Association GNR Feb 2026 79,247 -334 $3K -3.1% 0.00% ABS-MBS
193 Government National Mortgage Association GNR Feb 2026 56,181 -254 $2K -3.1% 0.00% ABS-MBS
194 Deephaven Residential Mortgage Trust 2021-2 DRMT Feb 2026 1,998 -314,940 $2K -99.4% 0.00% ABS-MBS
195 Government National Mortgage Association GNR Feb 2026 47,669 -309 $2K -3.0% 0.00% ABS-MBS
196 Government National Mortgage Association GNR Feb 2026 65,798 -434 $1K -3.6% 0.00% ABS-MBS
197 Government National Mortgage Association GNR Feb 2026 29,053 -209 $872 -3.3% 0.00% ABS-MBS
198 Government National Mortgage Association GNR Feb 2026 22,454 -2,582 $800 -11.7% 0.00% ABS-MBS
199 Government National Mortgage Association GNR Feb 2026 32,480 -501 $797 -5.6% 0.00% ABS-MBS
200 Government National Mortgage Association GNR Feb 2026 30,722 -204 $717 -4.2% 0.00% ABS-MBS
201 Government National Mortgage Association GNR Feb 2026 20,966 -1,002 $700 -11.1% 0.00% ABS-MBS
202 Government National Mortgage Association GNR Feb 2026 25,973 -9,439 $199 -43.2% 0.00% ABS-MBS
203 ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A EFMT Feb 2026 211 -92,920 $182 -99.8% 0.00% ABS-MBS