JAGBX Portfolio moves — Select Bond Trust

JAGBX

Select Bond Trust

John Hancock Variable Insurance Trust

Portfolio moves

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

From To

Dec 31, 2025 → Mar 31, 2026

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

Security	Shares Mar 2026	Δ shares	End %	Δ value
US TREASURY N/B	51,856,000	51,856,000	2.83%	$51.05M
US TREASURY N/B	44,273,000	44,273,000	2.43%	$43.88M
US TREASURY N/B	35,005,000	35,005,000	1.85%	$33.45M
U.S. Treasury Notes	32,950,000	32,950,000	1.84%	$33.18M
U.S. Treasury Notes	30,885,000	30,885,000	1.71%	$30.79M
US TREASURY N/B	25,271,000	25,271,000	1.39%	$25.07M
US TREASURY N/B	11,423,000	11,423,000	0.61%	$11.01M
Uniform Mortgage-Backed Securities	5,710,408	5,710,408	0.28%	$5.10M
ABBOTT LABS	3,722,000	3,722,000	0.20%	$3.64M
AMERICAN NATIONAL GLOBAL FUNDI SR SECURED 144A 01/31 4.875	3,362,000	3,362,000	0.18%	$3.29M
First Citizens BancShares Inc/NC	3,029,000	3,029,000	0.16%	$2.93M
UMBS	3,230,813	3,230,813	0.16%	$2.89M
Morgan Stanley	2,407,000	2,407,000	0.13%	$2.39M
SLG Office Trust 2026-OMA	2,129,000	2,129,000	0.12%	$2.13M
SAUDI INT BOND	2,214,000	2,214,000	0.12%	$2.12M
HOME DEPOT INC	2,092,000	2,092,000	0.12%	$2.11M
SNF Group SACA	1,946,000	1,946,000	0.11%	$1.97M
Danske Bank A/S	1,895,000	1,895,000	0.11%	$1.90M
ALPHABET INC	1,920,000	1,920,000	0.11%	$1.90M
DEUTSCHE BANK NY	1,911,000	1,911,000	0.10%	$1.88M
BANK HAPOALIM BM SR UNSECURED 144A REGS 07/29 4	1,861,000	1,861,000	0.10%	$1.84M
LOCKHEED MARTIN	1,756,000	1,756,000	0.10%	$1.83M
BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31	1,851,000	1,851,000	0.10%	$1.83M
JPMORGAN CHASE	1,715,000	1,715,000	0.09%	$1.69M
SDCP 2026-1 A2	1,700,000	1,700,000	0.09%	$1.69M
NEXTERA ENERGY CAPITAL REGD 2.44000000	1,818,000	1,818,000	0.09%	$1.60M
Progress Residential 2026-SFR1 Trust	1,677,000	1,677,000	0.09%	$1.60M
BP CAP MKTS AMER	1,585,000	1,585,000	0.09%	$1.59M
REGENCY CENTERS	1,617,000	1,617,000	0.09%	$1.58M
ENTERPRISE PRODU	1,509,000	1,509,000	0.09%	$1.56M
VBTEL 2026-1A C2	1,563,000	1,563,000	0.09%	$1.54M
KENVUE INC	1,501,000	1,501,000	0.08%	$1.51M
EOG RESOURCES IN	1,488,000	1,488,000	0.08%	$1.51M
TYCO ELECTRONICS	1,509,000	1,509,000	0.08%	$1.51M
GEORGIA POWER	1,492,000	1,492,000	0.08%	$1.50M
KLA CORP	1,484,000	1,484,000	0.08%	$1.49M
THERMO FISHER	1,489,000	1,489,000	0.08%	$1.47M
INTERCONTINENT	1,481,000	1,481,000	0.08%	$1.46M
MEDTRONIC GLOBAL HOLDINGS SCA COMPANY GUAR 03/33 4.5	1,475,000	1,475,000	0.08%	$1.46M
MERCK & CO INC	1,465,000	1,465,000	0.08%	$1.45M
WM 4.15 04/15/32	1,457,000	1,457,000	0.08%	$1.43M
AMPHENOL CORP	1,455,000	1,455,000	0.08%	$1.42M
DUBAEE 4.95 01/15/33 144A	1,415,000	1,415,000	0.07%	$1.34M
HOME DEPOT INC	1,391,000	1,391,000	0.07%	$1.30M
MORGAN STANLEY	1,318,000	1,318,000	0.07%	$1.30M
JABIL INC	1,316,000	1,316,000	0.07%	$1.28M
UNION PAC CORP	1,367,000	1,367,000	0.07%	$1.24M
ORACLE CORP	1,290,000	1,290,000	0.07%	$1.24M
Fannie Mae Pool	1,348,505	1,348,505	0.07%	$1.20M
BMARK 2026-V20 A3	1,160,000	1,160,000	0.07%	$1.18M
EATON CORP	1,151,000	1,151,000	0.06%	$1.14M
WSP Global Inc	1,137,000	1,137,000	0.06%	$1.13M
FANNIE MAE POOL FN 02/52 FIXED VAR	1,259,139	1,259,139	0.06%	$1.12M
UNITK 2026-1A A2	1,104,000	1,104,000	0.06%	$1.10M
AT&T INC	1,092,000	1,092,000	0.06%	$1.08M
BANK5 2026-5YR20 A3 5.244% 02/15/2057	1,064,000	1,064,000	0.06%	$1.08M
CONSTL ENRGY GEN	1,085,000	1,085,000	0.06%	$1.07M
CHENIERE ENERGYP	1,044,000	1,044,000	0.06%	$1.06M
PR 6.25 02/01/33 144A	1,002,000	1,002,000	0.06%	$1.02M
NOVARTIS CAPITAL	1,018,000	1,018,000	0.06%	$1.01M
Augusta SpinCo Corp	1,001,000	1,001,000	0.06%	$997.54K
AMAZON.COM INC	1,007,000	1,007,000	0.06%	$997.31K
CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR	994,000	994,000	0.05%	$971.61K
ATWALD 5 1/4 01/15/33	996,000	996,000	0.05%	$964.60K
JETBLUE AIRWAYS	1,017,969	1,017,969	0.05%	$964.38K
MARRIOTT INTL	957,000	957,000	0.05%	$924.67K
KEY V5.305 01/28/37	941,000	941,000	0.05%	$921.57K
Vistra Operations Company, LLC	923,000	923,000	0.05%	$908.14K
UNILEVER CAPITAL	838,000	838,000	0.05%	$907.03K
BANK5 2026-5YR21	855,000	855,000	0.05%	$881.19K
RIO TINTO FIN PL	851,000	851,000	0.05%	$868.32K
OLD NATL BANCORP	872,000	872,000	0.05%	$867.79K
STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489	855,000	855,000	0.05%	$834.37K
Anglo American Capital PLC	845,000	845,000	0.05%	$831.99K
Prologis Targeted US Logistics Fund LP	855,000	855,000	0.05%	$831.46K
HPS CORPORATE LE	849,000	849,000	0.05%	$824.93K
AIRBNB INC	817,000	817,000	0.05%	$815.16K
ABBVIE INC	824,000	824,000	0.04%	$808.90K
MICRON TECH	711,000	711,000	0.04%	$767.20K
SAN DIEGO G & E	762,000	762,000	0.04%	$759.87K
JBS/FOODS/FOOD	724,000	724,000	0.04%	$751.56K
BANK HAPOALIM BM SR UNSECURED 144A REGS 01/33 5	705,000	705,000	0.04%	$695.48K
HPS CORPORATE LE	673,000	673,000	0.04%	$643.55K
CITIZENS FIN GRP	630,000	630,000	0.03%	$624.33K
OBX 2026-NQM3 A1	501,512	501,512	0.03%	$496.59K
OBX Trust 2026-NQM2	493,149	493,149	0.03%	$489.34K
NATL RURAL UTIL	415,000	415,000	0.03%	$480.14K
Cross Mortgage Trust 2026-NQM1	471,574	471,574	0.03%	$466.67K
FORDR 2026-1 A	448,000	448,000	0.02%	$444.59K
A&D Mortgage Trust 2026-NQM2	447,736	447,736	0.02%	$442.97K
Navient Refinance Loan Trust 2026-A	435,000	435,000	0.02%	$430.10K
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 01/38 5.6	429,000	429,000	0.02%	$423.53K
Jersey Mike's Funding LLC	405,000	405,000	0.02%	$399.45K
GGP 2026-TY A VAR 03/05/2043 144A	350,000	350,000	0.02%	$345.75K
ADMT 2026-NQM1 A1	346,650	346,650	0.02%	$343.45K
VERUS SECURITIZATION TRUST 2026-2 A1 VAR 02/25/2071 144A	326,779	326,779	0.02%	$323.56K
Verus Securitization Trust 2026-1	309,734	309,734	0.02%	$308.15K
GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A	296,703	296,703	0.02%	$294.66K
DATABANK ISSUER COLO 2026 1A A2 144A	295,000	295,000	0.02%	$293.15K
New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1	285,712	285,712	0.02%	$283.07K
ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A	268,897	268,897	0.01%	$266.43K
US 2YR NOTE CBT 0626	483	483	0.01%	$265.16K
SPRITE 2026-1 LTD SPRTE 2026 1 A 144A	267,000	267,000	0.01%	$262.73K
MetroNet Infrastructure Issuer LLC	250,000	250,000	0.01%	$250.11K
BBCMS 2026-5C40 A3	245,000	245,000	0.01%	$250.03K
EFMT 2026-NQM1 VAR 02/25/2071	202,374	202,374	0.01%	$200.40K
New Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1	201,848	201,848	0.01%	$199.81K
PRKCM 2026-AFC1 A1	201,009	201,009	0.01%	$198.89K
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara	200,000	200,000	0.01%	$194.09K
S&P GLOBAL INC	172,000	172,000	0.01%	$156.85K

Security	Shares Dec 2025	Δ shares	End %	Δ value
US TREASURY N/B	116,463,000	-116,463,000	0.00%	-$114.50M
US TREASURY N/B	67,355,000	-67,355,000	0.00%	-$68.88M
US TREASURY N/B	72,597,000	-72,597,000	0.00%	-$66.54M
US TREASURY N/B	63,881,000	-63,881,000	0.00%	-$64.50M
US TREASURY N/B	53,299,000	-53,299,000	0.00%	-$52.53M
US TREASURY N/B	50,121,000	-50,121,000	0.00%	-$49.54M
US TREASURY N/B	41,567,000	-41,567,000	0.00%	-$29.44M
FREDDIE MAC POOL FR 09/52 FIXED 5	22,539,301	-22,539,301	0.00%	-$22.58M
FANNIE MAE POOL FN 08/52 FIXED 4.5	18,404,755	-18,404,755	0.00%	-$18.06M
FREDDIE MAC GOLD POOL FG G07848	15,020,168	-15,020,168	0.00%	-$14.37M
AERCAP IRELAND	14,669,000	-14,669,000	0.00%	-$13.54M
FREDDIE MAC POOL FR 04/55 FIXED 5.5	12,671,151	-12,671,151	0.00%	-$12.98M
FANNIE MAE POOL FN 11/54 FIXED 5	12,586,764	-12,586,764	0.00%	-$12.63M
FANNIE MAE POOL FN 04/55 FIXED 5.5	12,219,889	-12,219,889	0.00%	-$12.48M
FN CB4808	12,672,691	-12,672,691	0.00%	-$12.03M
FANNIE MAE POOL FN 08/52 FIXED 4.5	11,454,123	-11,454,123	0.00%	-$11.24M
FREDDIE MAC POOL FR 10/54 FIXED 5	11,036,219	-11,036,219	0.00%	-$11.12M
NEXTERA ENERGY	10,987,000	-10,987,000	0.00%	-$10.10M
MORGAN STANLEY	9,578,000	-9,578,000	0.00%	-$9.83M
REGENERON PHARM	10,161,000	-10,161,000	0.00%	-$9.06M
US TREASURY N/B	8,572,000	-8,572,000	0.00%	-$8.80M
FRESENIUS MEDICAL CARE US FINANCE III INC	9,496,000	-9,496,000	0.00%	-$8.44M
ENBRIDGE INC SUBORDINATED 03/78 VAR	8,184,000	-8,184,000	0.00%	-$8.28M
DataBank Issuer, Series 2021-1A, Class A2	7,289,000	-7,289,000	0.00%	-$7.26M
FREDDIE MAC POOL FR 08/52 FIXED 5	7,005,032	-7,005,032	0.00%	-$7.04M
BNP PARIBAS	6,675,000	-6,675,000	0.00%	-$6.91M
FN AL0160	6,642,000	-6,642,000	0.00%	-$6.65M
FANNIE MAE POOL FN 07/42 FIXED 4	6,789,479	-6,789,479	0.00%	-$6.64M
FANNIE MAE POOL FN 08/49 FIXED VAR	6,821,388	-6,821,388	0.00%	-$6.59M
JPMORGAN CHASE	6,182,000	-6,182,000	0.00%	-$6.33M
F&G ANNUITIES	6,018,000	-6,018,000	0.00%	-$6.12M
CRED AGRICOLE SA	5,562,000	-5,562,000	0.00%	-$5.86M
FANNIE MAE POOL FN 09/41 FIXED 4	5,989,844	-5,989,844	0.00%	-$5.86M
FREDDIE MAC POOL FR 11/52 FIXED 5	5,801,305	-5,801,305	0.00%	-$5.82M
FANNIE MAE POOL FN 04/43 FIXED 3.5	6,047,285	-6,047,285	0.00%	-$5.77M
FANNIE MAE POOL FN 12/40 FIXED 4.5	5,744,554	-5,744,554	0.00%	-$5.75M
FANNIE MAE POOL FN 10/48 FIXED 4	5,785,485	-5,785,485	0.00%	-$5.60M
FANNIE MAE POOL FN 05/42 FIXED VAR	5,259,972	-5,259,972	0.00%	-$5.27M
Federal National Mortgage Association	5,187,734	-5,187,734	0.00%	-$5.20M
FN AE0385	5,120,510	-5,120,510	0.00%	-$5.02M
JEFFERIES GROUP	4,595,000	-4,595,000	0.00%	-$4.85M
BPCE	4,316,000	-4,316,000	0.00%	-$4.50M
HAROT 2025-4 A3	4,456,000	-4,456,000	0.00%	-$4.48M
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5	4,625,723	-4,625,723	0.00%	-$4.36M
MICRON TECH	4,201,000	-4,201,000	0.00%	-$4.35M
NRG ENERGY INC SR SECURED 144A 06/29 4.45	4,211,000	-4,211,000	0.00%	-$4.19M
FREDDIE MAC POOL FR 08/52 FIXED 4	4,189,947	-4,189,947	0.00%	-$4.00M
FANNIE MAE POOL FN 05/53 FIXED VAR	4,040,076	-4,040,076	0.00%	-$3.98M
FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5	4,149,609	-4,149,609	0.00%	-$3.92M
SEMPRA	3,793,000	-3,793,000	0.00%	-$3.90M
UBS GROUP	3,698,000	-3,698,000	0.00%	-$3.82M
DEUTSCHE BANK NY	3,641,000	-3,641,000	0.00%	-$3.73M
FANNIE MAE POOL FN 03/49 FIXED VAR	3,965,256	-3,965,256	0.00%	-$3.73M
NAROT 2025-B A3	3,682,000	-3,682,000	0.00%	-$3.70M
FANNIE MAE POOL FN 06/42 FIXED 3.5	3,735,461	-3,735,461	0.00%	-$3.57M
LLOYDS BK GR PLC	3,363,000	-3,363,000	0.00%	-$3.54M
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5	3,734,933	-3,734,933	0.00%	-$3.52M
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A	3,456,000	-3,456,000	0.00%	-$3.46M
FANNIE MAE POOL FN 07/41 FIXED VAR	3,434,945	-3,434,945	0.00%	-$3.44M
CITADL 5.9 02/10/30 144A	3,312,000	-3,312,000	0.00%	-$3.38M
DELL INT / EMC	3,402,000	-3,402,000	0.00%	-$3.36M
HYUNDAI AUTO RECEIVABLES TRUST HART 2025 D A3	3,191,000	-3,191,000	0.00%	-$3.20M
F&G ANNUITIES	2,989,000	-2,989,000	0.00%	-$3.11M
FREDDIE MAC POOL FR 08/52 FIXED 4.5	3,027,204	-3,027,204	0.00%	-$2.99M
Ford Credit Auto Owner Trust 3.90 06/15/2030	2,961,000	-2,961,000	0.00%	-$2.97M
NEXTERA ENERGY	2,781,000	-2,781,000	0.00%	-$2.89M
FANNIE MAE POOL FN 10/41 FIXED VAR	2,908,205	-2,908,205	0.00%	-$2.85M
US TREASURY N/B	2,754,000	-2,754,000	0.00%	-$2.79M
FNMA, 30 Year	2,906,744	-2,906,744	0.00%	-$2.79M
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A3	2,753,000	-2,753,000	0.00%	-$2.76M
CHENIERE ENERGYP	2,672,000	-2,672,000	0.00%	-$2.73M
PACIFIC GAS&ELEC	2,999,000	-2,999,000	0.00%	-$2.53M
FANNIE MAE POOL FN 08/52 FIXED VAR	2,540,761	-2,540,761	0.00%	-$2.51M
TAOT 2024-D A4	2,467,000	-2,467,000	0.00%	-$2.50M
JPMORGAN CHASE	2,662,000	-2,662,000	0.00%	-$2.48M
Gulfstream Natural Gas System, L.L.C.	2,224,000	-2,224,000	0.00%	-$2.28M
VOLKSWAGEN AUTO LOAN ENHANCED VALET 2025 2 A3	2,241,000	-2,241,000	0.00%	-$2.25M
Capital Power (US Holdings) Inc.	2,149,000	-2,149,000	0.00%	-$2.19M
AKER BP ASA SR UNSECURED 144A 01/31 4	1,997,000	-1,997,000	0.00%	-$1.93M
Flutter Treasury DAC	1,880,000	-1,880,000	0.00%	-$1.91M
FANNIE MAE POOL FN 06/44 FIXED 4	1,788,707	-1,788,707	0.00%	-$1.74M
FANNIE MAE POOL FN 05/44 FIXED 4	1,784,281	-1,784,281	0.00%	-$1.74M
COPAR 2025-1 A3	1,652,000	-1,652,000	0.00%	-$1.65M
NRZT 2020-1A A1B	1,743,179	-1,743,179	0.00%	-$1.65M
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A3	1,542,000	-1,542,000	0.00%	-$1.54M
BAXTER INTL	1,504,000	-1,504,000	0.00%	-$1.52M
JBS USA/FOOD/GRP	1,414,000	-1,414,000	0.00%	-$1.49M
FANNIE MAE POOL FN 05/44 FIXED 4	1,352,574	-1,352,574	0.00%	-$1.32M
ADC 2021-1A A2	1,331,000	-1,331,000	0.00%	-$1.31M
FANNIE MAE POOL FN 11/41 FIXED VAR	1,263,497	-1,263,497	0.00%	-$1.26M
AKER BP ASA REGD 144A P/P 3.10000000	1,302,000	-1,302,000	0.00%	-$1.19M
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO	33,264,972	-33,264,972	0.00%	-$1.02M
Aqua Finance Trust, Series 2021-A, Class A	1,011,520	-1,011,520	0.00%	-$930.63K
US TREASURY N/B	899,000	-899,000	0.00%	-$903.71K
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A	646,758	-646,758	0.00%	-$639.61K
FREDDIE MAC POOL FR 05/52 FIXED 4	617,450	-617,450	0.00%	-$594.11K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO	23,993,080	-23,993,080	0.00%	-$584.68K
FANNIE MAE POOL FN 06/52 FIXED VAR	606,725	-606,725	0.00%	-$583.41K
BAXTER INTL	501,000	-501,000	0.00%	-$502.23K
Government National Mortgage Association Variable Rate Notes, Series 2017-61	13,385,832	-13,385,832	0.00%	-$460.33K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO	17,826,444	-17,826,444	0.00%	-$456.76K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO	21,875,733	-21,875,733	0.00%	-$444.32K
BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR	368,000	-368,000	0.00%	-$397.10K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO	10,983,056	-10,983,056	0.00%	-$393.86K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO	7,522,639	-7,522,639	0.00%	-$270.76K
DBJPM Mortgage Trust, Series 2020-C9, Class A2	249,932	-249,932	0.00%	-$249.49K
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO	7,503,910	-7,503,910	0.00%	-$230.82K
FREDDIE MAC GOLD POOL FG 03/48 FIXED 4	222,630	-222,630	0.00%	-$215.93K
Government National Mortgage Association	9,615,957	-9,615,957	0.00%	-$142.90K
Government National Mortgage Association	6,063,671	-6,063,671	0.00%	-$141.89K
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO	8,555,046	-8,555,046	0.00%	-$86.16K

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
JH COLLATERAL	4,155,896	9,416,936	5,261,040	5.22%	$52.61M
ABBVIE INC	2,015,000	3,296,000	1,281,000	0.19%	$1.27M
NRG Energy Inc	2,188,000	2,290,000	102,000	0.12%	$60.64K

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
US TREASURY N/B	145,252,000	72,648,000	-72,604,000	1.97%	-$35.89M
US TREASURY N/B	97,530,000	55,550,000	-41,980,000	1.79%	-$24.83M
US TREASURY N/B	79,162,000	44,971,000	-34,191,000	1.30%	-$18.10M
US TREASURY N/B	41,623,000	23,847,000	-17,776,000	1.04%	-$14.25M
US TREASURY N/B	189,017,000	17,042,000	-171,975,000	0.93%	-$170.38M
FANNIE MAE POOL FN 10/52 FIXED 5	43,442,069	14,867,698	-28,574,370	0.82%	-$28.88M
FREDDIE MAC POOL FR 08/52 FIXED 5	21,417,838	12,247,415	-9,170,423	0.68%	-$9.42M
FREDDIE MAC POOL FR 02/53 FIXED 5	16,439,138	9,645,475	-6,793,664	0.53%	-$6.94M
FREDDIE MAC POOL FR 07/53 FIXED 5	29,687,343	8,995,741	-20,691,602	0.50%	-$20.97M
FREDDIE MAC POOL FR 08/53 FIXED 5	13,504,760	7,886,611	-5,618,149	0.43%	-$5.77M
FNMA 30YR 2% 07/01/2051#FS5871	16,067,752	9,569,233	-6,498,519	0.43%	-$5.33M
FNCL UMBS 4.5 CB4384 08-01-52	12,912,167	7,453,809	-5,458,358	0.40%	-$5.47M
FANNIE MAE POOL FN 07/52 FIXED 4.5	12,257,330	7,024,967	-5,232,364	0.38%	-$5.25M
FANNIE MAE POOL FN 11/51 FIXED VAR	28,959,877	7,880,052	-21,079,826	0.37%	-$18.22M
US TREASURY N/B	11,428,000	6,630,000	-4,798,000	0.37%	-$4.94M
FNMA 30YR 4.5% 08/01/2052#CB4387	11,655,141	6,661,219	-4,993,922	0.36%	-$4.98M
FANNIE MAE POOL FN 01/52 FIXED VAR	12,818,472	7,425,177	-5,393,296	0.35%	-$4.65M
FN MA4099	12,038,144	6,508,702	-5,529,443	0.34%	-$5.30M
FREDDIE MAC POOL FR 10/52 FIXED 5	10,313,262	6,177,897	-4,135,365	0.34%	-$4.21M
FANNIE MAE POOL FN 04/37 FIXED VAR	12,206,488	6,584,157	-5,622,331	0.34%	-$5.27M
UMBS	10,564,410	6,056,650	-4,507,760	0.33%	-$4.58M
FANNIE MAE POOL FN 05/52 FIXED VAR	10,625,930	6,297,597	-4,328,333	0.33%	-$4.18M
FNMA UMBS, 30 Year	12,711,829	7,291,488	-5,420,341	0.33%	-$4.47M
FREDDIE MAC POOL FR 11/51 FIXED 2.5	11,725,310	6,875,783	-4,849,527	0.33%	-$4.20M
FANNIE MAE POOL FN 12/52 FIXED VAR	10,070,526	5,839,882	-4,230,644	0.32%	-$4.35M
FN CB3618	10,356,029	6,065,089	-4,290,940	0.32%	-$4.16M
FANNIE MAE POOL FN 06/52 FIXED 4.5	9,561,838	5,602,702	-3,959,136	0.30%	-$3.98M
FANNIE MAE POOL FN 03/33 FIXED VAR	10,395,728	5,513,654	-4,882,074	0.30%	-$4.79M
FANNIE MAE POOL FN 08/51 FIXED VAR	10,296,116	6,151,768	-4,144,348	0.29%	-$3.60M
FREDDIE MAC POOL FR 07/53 FIXED 5.5	8,965,849	5,139,513	-3,826,336	0.29%	-$3.98M
FANNIE MAE POOL FN 02/52 FIXED 3	10,347,459	5,889,318	-4,458,141	0.29%	-$3.99M
FANNIE MAE POOL FN 08/51 FIXED VAR	10,261,177	6,062,043	-4,199,134	0.29%	-$3.63M
FREDDIE MAC GOLD POOL FG 08/48 FIXED 4	9,378,162	5,374,576	-4,003,586	0.29%	-$3.95M
FREDDIE MAC POOL FR 09/52 FIXED 4.5	9,204,083	5,251,848	-3,952,236	0.28%	-$3.96M
FANNIE MAE POOL FN 09/52 FIXED VAR	9,282,215	5,361,879	-3,920,337	0.27%	-$3.69M
FN CB4861	8,492,714	4,932,190	-3,560,524	0.27%	-$3.62M
FREDDIE MAC POOL FR 07/52 FIXED 3.5	9,146,801	5,315,564	-3,831,236	0.27%	-$3.61M
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5	8,730,135	5,269,154	-3,460,981	0.27%	-$3.27M
UMBS	8,410,258	5,030,715	-3,379,543	0.27%	-$3.33M
FANNIE MAE POOL FN 04/53 FIXED 5	37,073,479	4,822,290	-32,251,189	0.27%	-$32.58M
FREDDIE MAC POOL FR 08/52 FIXED 4	8,829,864	5,048,999	-3,780,865	0.26%	-$3.66M
AMGEN INC	17,631,000	4,647,000	-12,984,000	0.26%	-$13.48M
FANNIE MAE POOL FN 07/52 FIXED 4	8,308,715	4,961,742	-3,346,973	0.26%	-$3.25M
FREDDIE MAC GOLD POOL FG 05/46 FIXED 3	9,084,841	5,163,469	-3,921,372	0.26%	-$3.64M
FANNIE MAE POOL FN 09/49 FIXED 3	9,011,512	5,304,644	-3,706,868	0.26%	-$3.33M
Federal National Mortgage Association, Inc.	9,784,208	5,774,263	-4,009,945	0.26%	-$3.30M
FANNIE MAE POOL FN 08/52 FIXED 4.5	8,035,058	4,787,858	-3,247,200	0.26%	-$3.26M
FREDDIE MAC POOL FR 06/53 FIXED 5.5	8,066,668	4,515,905	-3,550,763	0.25%	-$3.69M
FANNIE MAE POOL FN 06/52 FIXED 4.5	8,361,971	4,699,475	-3,662,495	0.25%	-$3.67M
FREDDIE MAC POOL FR 09/52 FIXED 4.5	8,175,456	4,683,775	-3,491,681	0.25%	-$3.50M
FREDDIE MAC POOL FR 12/54 FIXED 5	7,857,037	4,577,865	-3,279,172	0.25%	-$3.36M
BOEING CO/THE	14,927,000	4,013,000	-10,914,000	0.24%	-$12.14M
FANNIE MAE POOL FN 12/51 FIXED VAR	8,224,725	4,916,074	-3,308,651	0.24%	-$2.98M
FANNIE MAE POOL FN 05/54 FIXED VAR	7,722,403	4,319,483	-3,402,920	0.24%	-$3.54M
FREDDIE MAC POOL FR 12/49 FIXED 3	8,161,601	4,854,768	-3,306,832	0.24%	-$3.01M
FN FS3040	8,517,033	4,859,365	-3,657,668	0.24%	-$3.30M
FANNIE MAE POOL FN 11/49 FIXED VAR	8,483,566	4,882,807	-3,600,759	0.24%	-$3.22M
FANNIE MAE POOL FN 03/50 FIXED VAR	8,178,161	4,636,191	-3,541,970	0.24%	-$3.32M
FANNIE MAE POOL FN 04/52 FIXED VAR	7,717,246	4,532,613	-3,184,634	0.23%	-$3.00M
FANNIE MAE POOL FN 06/43 FIXED VAR	7,388,712	4,265,698	-3,123,014	0.23%	-$3.08M
FANNIE MAE POOL FN 06/55 FIXED 5.5	6,963,823	4,081,270	-2,882,553	0.23%	-$3.01M
WELLS FARGO CO	17,039,000	4,481,000	-12,558,000	0.23%	-$11.79M
SABINE PASS LIQU	11,259,000	4,093,000	-7,166,000	0.23%	-$7.24M
FANNIE MAE POOL FN 06/52 FIXED 4	7,429,982	4,277,444	-3,152,538	0.22%	-$3.06M
BARCLAYS PLC	15,692,000	3,910,000	-11,782,000	0.22%	-$12.31M
T-MOBILE USA INC	16,003,000	4,113,000	-11,890,000	0.22%	-$11.73M
FANNIE MAE POOL FN 01/42 FIXED VAR	6,901,251	4,086,636	-2,814,615	0.22%	-$2.78M
FR SL0765	6,822,491	4,086,331	-2,736,160	0.22%	-$2.75M
BANK OF AMER CRP	15,672,000	4,022,000	-11,650,000	0.22%	-$11.68M
FANNIE MAE POOL FN 09/52 FIXED 5	6,619,239	3,954,819	-2,664,419	0.22%	-$2.73M
FREDDIE MAC POOL FR 07/52 FIXED 3.5	7,114,436	4,222,789	-2,891,647	0.22%	-$2.72M
GEN MOTORS FIN	14,276,000	3,796,000	-10,480,000	0.22%	-$10.99M
FNMA 30YR 3.5% 06/01/2050#FM6039	7,422,155	4,159,273	-3,262,882	0.21%	-$3.08M
FREDDIE MAC POOL FR 12/49 FIXED 3.5	7,016,567	4,162,457	-2,854,111	0.21%	-$2.68M
FANNIE MAE POOL FN 11/52 FIXED VAR	6,931,616	3,922,307	-3,009,310	0.21%	-$3.02M
FANNIE MAE POOL FN FS6158	7,307,124	3,976,066	-3,331,059	0.21%	-$3.22M
BANK OF AMER CRP	15,228,000	4,042,000	-11,186,000	0.20%	-$10.31M
FREDDIE MAC POOL FR 01/55 FIXED 5	29,835,421	3,676,408	-26,159,013	0.20%	-$26.35M
GOLDMAN SACHS GP	15,280,000	4,033,000	-11,247,000	0.20%	-$10.31M
FANNIE MAE POOL FN 04/53 FIXED VAR	6,223,223	3,610,445	-2,612,777	0.20%	-$2.69M
CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2	9,542,000	3,478,000	-6,064,000	0.20%	-$6.52M
FR SD8276	27,462,111	3,620,178	-23,841,933	0.20%	-$23.97M
JPMORGAN CHASE	13,595,000	3,542,000	-10,053,000	0.20%	-$10.48M
UMBS	6,742,323	3,843,424	-2,898,899	0.20%	-$2.77M
FANNIE MAE POOL FN 04/53 FIXED VAR	6,353,780	3,641,348	-2,712,432	0.20%	-$2.72M
Federal National Mortgage Association, Inc.	6,693,277	3,840,447	-2,852,830	0.20%	-$2.68M
CHARTER COMM OPT	9,507,000	3,459,000	-6,048,000	0.19%	-$6.30M
FREDDIE MAC POOL FR 03/52 FIXED 3.5	6,394,350	3,776,638	-2,617,712	0.19%	-$2.48M
FANNIE MAE POOL FN 10/52 FIXED VAR	6,305,898	3,578,753	-2,727,145	0.19%	-$2.73M
CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25	10,291,000	3,690,000	-6,601,000	0.19%	-$6.32M
DTMINC 4 3/8 06/15/31	9,644,000	3,554,000	-6,090,000	0.19%	-$6.02M
FANNIE MAE POOL FN 08/53 FIXED VAR	6,538,285	3,681,827	-2,856,458	0.19%	-$2.70M
FANNIE MAE POOL FN 07/52 FIXED VAR	6,456,816	3,591,107	-2,865,709	0.19%	-$2.78M
ENTERPRISE PRODU	9,537,000	3,403,000	-6,134,000	0.19%	-$6.15M
FANNIE MAE POOL FN 03/52 FIXED 2.5	44,545,981	3,909,901	-40,636,080	0.18%	-$34.84M
NRG ENERGY INC SR SECURED 144A 03/33 7	5,799,000	3,081,000	-2,718,000	0.18%	-$3.07M
FANNIE MAE POOL FN 02/50 FIXED VAR	5,913,935	3,461,412	-2,452,523	0.18%	-$2.39M
VARNO 8 11/15/32 144A	11,393,000	2,850,000	-8,543,000	0.18%	-$9.80M
FREDDIE MAC GOLD POOL FG 03/43 FIXED 3	6,135,920	3,499,956	-2,635,964	0.18%	-$2.46M
FANNIE MAE POOL FN 05/44 FIXED 4	5,913,012	3,321,253	-2,591,759	0.18%	-$2.55M
FANNIE MAE POOL FN 07/52 FIXED 4	38,563,966	3,383,662	-35,180,304	0.18%	-$33.77M
FANNIE MAE POOL UMBS P#FA2696 5.50000000	5,175,587	3,150,676	-2,024,911	0.18%	-$2.11M
FREDDIE MAC POOL FR 03/52 FIXED 3.5	5,972,598	3,441,015	-2,531,583	0.18%	-$2.40M
FANNIE MAE POOL FN 09/52 FIXED VAR	6,032,467	3,455,725	-2,576,742	0.18%	-$2.41M
FREDDIE MAC POOL FR 07/52 FIXED 4.5	5,433,712	3,256,649	-2,177,063	0.18%	-$2.19M
BANK OF AMER CRP	12,552,000	3,161,000	-9,391,000	0.17%	-$9.68M
FANNIE MAE POOL FN 11/49 FIXED VAR	6,130,336	3,513,241	-2,617,095	0.17%	-$2.38M
FANNIE MAE POOL FN 12/45 FIXED VAR	6,038,635	3,434,143	-2,604,492	0.17%	-$2.39M
TRUIST FINANCIAL	12,193,000	2,960,000	-9,233,000	0.17%	-$9.89M
Nordea Bank Abp	8,181,000	3,088,000	-5,093,000	0.17%	-$5.28M
UNTD AIR 23-1 A	6,143,614	2,961,362	-3,182,252	0.17%	-$3.37M
FREDDIE MAC POOL FR 09/53 FIXED 5.5	5,378,843	2,977,552	-2,401,290	0.17%	-$2.50M
SCF Equipment Leasing LLC, Series 2025-2A, Class A3	5,140,000	3,017,000	-2,123,000	0.17%	-$2.15M
FANNIE MAE POOL FN 03/52 FIXED VAR	38,384,678	3,365,677	-35,019,000	0.17%	-$31.38M
BANK OF AMER CRP	9,261,000	3,233,000	-6,028,000	0.17%	-$5.64M
INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 12/32 5.65	8,098,000	2,874,000	-5,224,000	0.16%	-$5.48M
FANNIE MAE POOL FN 10/52 FIXED VAR	5,460,490	3,037,143	-2,423,347	0.16%	-$2.43M
Var Energi ASA	7,896,000	2,865,000	-5,031,000	0.16%	-$5.26M
FANNIE MAE POOL FN 02/52 FIXED VAR	5,752,911	3,189,291	-2,563,621	0.16%	-$2.45M
FREDDIE MAC POOL FR 04/53 FIXED 4	5,243,630	3,088,228	-2,155,402	0.16%	-$2.09M
PFIZER INVSTMNT	5,425,000	2,941,000	-2,484,000	0.16%	-$2.55M
FREDDIE MAC POOL FR 08/37 FIXED 4	5,617,550	2,974,195	-2,643,355	0.16%	-$2.66M
BROADCOM INC	13,250,000	3,191,000	-10,059,000	0.16%	-$9.35M
Royal Bank of Canada	8,023,000	2,995,000	-5,028,000	0.16%	-$5.10M
FANNIE MAE POOL FN 09/52 FIXED 4.5	5,063,382	2,970,856	-2,092,526	0.16%	-$2.10M
JPMORGAN CHASE	8,146,000	2,854,000	-5,292,000	0.16%	-$5.51M
WELLS FARGO CO	7,675,000	2,668,000	-5,007,000	0.16%	-$5.61M
NATL GRID PLC	7,098,000	2,760,000	-4,338,000	0.16%	-$4.67M
UMBS	5,465,631	3,162,040	-2,303,591	0.16%	-$2.14M
GREATAMERICA LSNG REC FDS LLC 4.39% 12/17/2029 144A	4,968,000	2,853,000	-2,115,000	0.16%	-$2.14M
FREDDIE MAC POOL FR 07/53 FIXED 5	4,571,527	2,829,175	-1,742,353	0.16%	-$1.79M
MORGAN STANLEY	9,696,000	3,264,000	-6,432,000	0.16%	-$5.72M
FREDDIE MAC POOL FR 04/53 FIXED 4.5	4,639,978	2,860,168	-1,779,810	0.15%	-$1.79M
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65	7,718,000	2,694,000	-5,024,000	0.15%	-$5.25M
SOLVENTUM CORP	7,602,000	2,710,000	-4,892,000	0.15%	-$5.15M
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3	5,071,921	3,067,141	-2,004,780	0.15%	-$1.86M
BROADCOM INC	7,847,000	2,749,000	-5,098,000	0.15%	-$5.24M
MARVELL TECH INC	7,786,000	2,614,000	-5,172,000	0.15%	-$5.56M
FREDDIE MAC POOL FR 04/53 FIXED 4	5,116,108	2,913,372	-2,202,736	0.15%	-$2.14M
FANNIE MAE POOL FN 10/51 FIXED VAR	5,621,475	3,217,072	-2,404,404	0.15%	-$2.08M
FANNIE MAE POOL FN 08/46 FIXED 3	5,316,326	3,042,044	-2,274,282	0.15%	-$2.10M
FANNIE MAE POOL FN 07/51 FIXED VAR	5,869,696	3,341,479	-2,528,217	0.15%	-$2.07M
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5	4,799,724	2,877,380	-1,922,344	0.15%	-$1.84M
FANNIE MAE POOL FN 05/54 FIXED VAR	4,864,923	2,655,490	-2,209,433	0.15%	-$2.27M
GFORT 2024-2A A	4,681,000	2,620,000	-2,061,000	0.15%	-$2.15M
FREDDIE MAC POOL FR 01/55 FIXED 5.5	4,437,027	2,638,820	-1,798,207	0.15%	-$1.87M
Uniform Mortgage-Backed Securities	5,224,806	2,943,170	-2,281,635	0.15%	-$2.11M
KENVUE INC	6,913,000	2,627,000	-4,286,000	0.15%	-$4.41M
FREDDIE MAC POOL FR 12/52 FIXED 4.5	4,878,170	2,717,294	-2,160,876	0.15%	-$2.16M
ENACT HOLDINGS	5,682,000	2,552,000	-3,130,000	0.15%	-$3.32M
MORGAN STANLEY	6,945,000	2,612,000	-4,333,000	0.15%	-$4.53M
AM AIRLN 21-1A	7,313,022	2,933,283	-4,379,738	0.15%	-$4.06M
CHENIERE ENERGYP	12,750,000	2,851,000	-9,899,000	0.14%	-$9.14M
FREDDIE MAC POOL FR 07/52 FIXED 3.5	4,743,593	2,807,055	-1,936,538	0.14%	-$1.82M
FN CB9485	4,254,800	2,476,636	-1,778,164	0.14%	-$1.85M
FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A	6,181,667	2,961,290	-3,220,376	0.14%	-$2.70M
CNO FINANCIAL	7,460,000	2,449,000	-5,011,000	0.14%	-$5.11M
FANNIE MAE POOL FN 01/38 FIXED 4	4,759,915	2,468,500	-2,291,416	0.13%	-$2.30M
FANNIE MAE POOL FN 03/53 FIXED VAR	22,549,735	2,460,539	-20,089,196	0.13%	-$19.74M
FREDDIE MAC POOL FR 04/52 FIXED 3.5	29,086,242	2,565,941	-26,520,301	0.13%	-$24.77M
MOTOROLA SOLUTIO	7,931,000	2,599,000	-5,332,000	0.13%	-$4.89M
UMBS, 30 Year	22,176,694	2,476,876	-19,699,818	0.13%	-$18.98M
JBS USA/FOOD/FIN	5,259,000	2,522,000	-2,737,000	0.13%	-$2.59M
FANNIE MAE POOL FN 06/52 FIXED VAR	22,153,133	2,384,782	-19,768,351	0.13%	-$19.51M
REGIONS FINL	10,439,000	2,313,000	-8,126,000	0.13%	-$8.44M
FANNIE MAE POOL FN 03/44 FIXED 4	3,939,898	2,376,662	-1,563,235	0.13%	-$1.54M
FANNIE MAE POOL FN 11/48 FIXED VAR	4,542,950	2,553,291	-1,989,659	0.13%	-$1.82M
FREDDIE MAC POOL FR 08/52 FIXED 4	25,959,397	2,414,292	-23,545,105	0.13%	-$22.58M
Bank of Montreal	7,283,000	2,223,000	-5,060,000	0.13%	-$5.45M
PROLOGIS TARGETE	6,686,000	2,280,000	-4,406,000	0.13%	-$4.52M
ATHENE HOLDING	11,755,000	2,453,000	-9,302,000	0.13%	-$8.83M
FIRST CITIZENS	5,187,000	2,312,000	-2,875,000	0.13%	-$2.92M
FANNIE MAE POOL FN 12/54 FIXED VAR	3,699,609	2,221,777	-1,477,832	0.12%	-$1.54M
EXPAND ENRGY	6,234,000	2,311,000	-3,923,000	0.12%	-$3.90M
CIMIC FINANCE USA PTY LT REGD 144A P/P 7.00000000	4,678,000	2,103,000	-2,575,000	0.12%	-$2.84M
FREDDIE MAC POOL FR 06/53 FIXED 5	3,723,896	2,253,765	-1,470,131	0.12%	-$1.50M
FN FS3045	3,716,518	2,240,600	-1,475,917	0.12%	-$1.52M
HY 2025-SPRL A 144A FRN 01-13-40	3,647,000	2,181,000	-1,466,000	0.12%	-$1.55M
FREDDIE MAC POOL FR 11/50 FIXED 3	4,164,523	2,501,754	-1,662,769	0.12%	-$1.50M
META PLATFORMS	6,281,000	2,227,000	-4,054,000	0.12%	-$4.09M
JPMORGAN CHASE	5,672,000	2,186,000	-3,486,000	0.12%	-$3.56M
US BANCORP	5,750,000	2,097,000	-3,653,000	0.12%	-$3.95M
FANNIE MAE POOL FN 04/53 FIXED VAR	16,764,662	2,230,135	-14,534,527	0.12%	-$14.52M
CSGP 2.8 07/15/30 144A	7,216,000	2,415,000	-4,801,000	0.12%	-$4.43M
FN AV0691	3,819,096	2,244,097	-1,575,000	0.12%	-$1.55M
FREDDIE MAC POOL FR 03/52 FIXED 2	49,350,913	2,634,611	-46,716,302	0.12%	-$38.38M
FOUNDRY JV HOLDC	9,051,000	2,054,000	-6,997,000	0.12%	-$7.45M
MERCADOLIBRE INC	3,657,000	2,202,000	-1,455,000	0.12%	-$1.48M
VICI PROPERTIE	10,005,000	2,167,000	-7,838,000	0.12%	-$7.94M
FANNIE MAE POOL FN 02/54 FIXED VAR	3,635,323	2,100,833	-1,534,491	0.12%	-$1.60M
MACQUARIE BK LTD	4,283,000	2,241,000	-2,042,000	0.12%	-$1.97M
FREDDIE MAC POOL FR 05/52 FIXED 4	16,766,783	2,246,390	-14,520,393	0.12%	-$13.90M
FANNIE MAE POOL FN 12/37 FIXED VAR	4,134,942	2,120,540	-2,014,402	0.12%	-$2.04M
ROCHE HOLDINGS INC COMPANY GUAR 144A 11/30 5.489	5,692,000	2,008,000	-3,684,000	0.12%	-$3.93M
CITIZENS FIN GRP	9,251,000	2,032,000	-7,219,000	0.12%	-$7.61M
HCA INC	4,457,000	2,024,000	-2,433,000	0.11%	-$2.58M
FREDDIE MAC POOL FR 06/54 FIXED 4.5	18,567,300	2,131,421	-16,435,879	0.11%	-$16.29M
GBLATL 4.5 09/18/30 144A	6,157,000	2,138,000	-4,019,000	0.11%	-$4.03M
FANNIE MAE POOL FN 12/50 FIXED 2.5	43,697,514	2,393,905	-41,303,609	0.11%	-$35.47M
TEACHERS INS&ANN	7,843,000	2,549,000	-5,294,000	0.11%	-$4.39M
DUBAEE 3.375 03/20/28 144A	6,526,000	2,132,000	-4,394,000	0.11%	-$4.31M
OCCIDENTAL PETE	8,761,000	1,906,000	-6,855,000	0.11%	-$7.30M
ARES STRATEGIC I	4,605,000	2,086,000	-2,519,000	0.11%	-$2.62M
UMBS	15,621,643	2,354,653	-13,266,990	0.11%	-$11.44M
DPABS 2021-1A A2I	3,885,138	2,132,692	-1,752,445	0.11%	-$1.67M
US BANCORP	5,850,000	2,041,000	-3,809,000	0.11%	-$3.88M
Bank of America Corp.	8,168,000	1,958,000	-6,210,000	0.11%	-$6.50M
AT&T INC	10,797,000	2,193,000	-8,604,000	0.11%	-$7.91M
ENBRIDGE INC SUBORDINATED 07/80 VAR	6,888,000	1,982,000	-4,906,000	0.11%	-$4.98M
DELL INT LLC / EMC CORP REGD 5.40000000	8,556,000	1,956,000	-6,600,000	0.11%	-$6.81M
FANNIE MAE POOL FN 07/52 FIXED 4.5	18,581,875	2,027,916	-16,553,958	0.11%	-$16.34M
AR 5.375 03/01/30 144A	6,088,000	1,958,000	-4,130,000	0.11%	-$4.20M
CITIZENS FIN GRP	3,806,000	1,826,000	-1,980,000	0.11%	-$2.23M
BROOKFIELD FIN. INC F2V	4,318,000	2,031,000	-2,287,000	0.11%	-$2.33M
NTT FINANCE	3,568,000	1,925,000	-1,643,000	0.11%	-$1.72M
FREDDIE MAC POOL FR 12/51 FIXED 2.5	3,716,372	2,269,937	-1,446,435	0.11%	-$1.24M
FREDDIE MAC POOL FR 06/52 FIXED 4	16,179,994	2,033,536	-14,146,458	0.11%	-$13.54M
CITIGROUP INC	5,665,000	2,137,000	-3,528,000	0.11%	-$3.23M
GOLDEN ST TOBACCO-A1	4,967,000	2,522,000	-2,445,000	0.11%	-$1.72M
VZMT 2025-9 A1A 3.96% 10-21-30	3,415,000	1,898,000	-1,517,000	0.10%	-$1.53M
VST 4.3 07/15/29 144A	8,669,000	1,924,000	-6,745,000	0.10%	-$6.72M
FANNIE MAE POOL FN 05/36 FIXED 2.5	18,387,517	1,985,022	-16,402,495	0.10%	-$15.62M
FANNIE MAE POOL FN 10/52 FIXED 4.5	22,189,205	1,947,370	-20,241,834	0.10%	-$19.88M
DVN 5.2 09/15/34	4,013,000	1,877,000	-2,136,000	0.10%	-$2.11M
TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR	5,528,000	1,855,000	-3,673,000	0.10%	-$3.83M
PNC FINANCIAL	5,467,000	1,883,000	-3,584,000	0.10%	-$3.69M
MD HLTH&HGR EDUCTNL-D	8,929,000	2,756,000	-6,173,000	0.10%	-$4.17M
FREDDIE MAC POOL FR 08/37 FIXED 4	3,608,145	1,905,399	-1,702,746	0.10%	-$1.71M
UMBS	17,213,680	1,996,175	-15,217,505	0.10%	-$14.38M
FREDDIE MAC POOL FR 08/52 FIXED 4.5	15,324,522	1,917,177	-13,407,345	0.10%	-$13.24M
MARS INC	3,392,000	1,841,000	-1,551,000	0.10%	-$1.63M
FANNIE MAE POOL FN 12/52 FIXED VAR	15,679,217	1,815,972	-13,863,245	0.10%	-$14.27M
FANNIE MAE POOL FN 07/49 FIXED VAR	3,453,416	1,934,895	-1,518,521	0.10%	-$1.49M
MICRON TECH	3,463,000	1,729,000	-1,734,000	0.10%	-$1.81M
SRE 5.5 08/01/33	3,547,000	1,784,000	-1,763,000	0.10%	-$1.87M
DOMINION ENERGY	3,886,000	1,774,000	-2,112,000	0.10%	-$2.21M
APOLLO DEBT SOLU	3,921,000	1,800,000	-2,121,000	0.10%	-$2.32M
ROYAL CARIBBEAN	2,004,000	1,852,000	-152,000	0.10%	-$192.90K
BLACKSTONE PRIVA	4,139,000	1,920,000	-2,219,000	0.10%	-$2.27M
GMREV 2024-1 A	3,257,000	1,777,000	-1,480,000	0.10%	-$1.54M
UBS GROUP	3,758,000	1,697,000	-2,061,000	0.10%	-$2.30M
MARS INC	5,094,000	1,778,000	-3,316,000	0.10%	-$3.41M
FREDDIE MAC POOL FR 02/55 FIXED 5.5	2,954,376	1,760,666	-1,193,710	0.10%	-$1.24M
Capital Power (US Holdings) Inc.	3,631,000	1,750,000	-1,881,000	0.10%	-$2.00M
UNTD AIR 24-1 AA	5,239,885	1,756,384	-3,483,501	0.10%	-$3.60M
FREDDIE MAC POOL FR 08/49 FIXED 4	16,739,880	1,881,588	-14,858,292	0.10%	-$14.24M
PILGRIM'S PRIDE	3,414,000	1,703,000	-1,711,000	0.10%	-$1.87M
ORACLE CORP	4,016,000	1,807,000	-2,209,000	0.10%	-$2.24M
AMT 4.7 12/15/32	3,986,000	1,796,000	-2,190,000	0.10%	-$2.22M
FANNIE MAE POOL FN 09/52 FIXED VAR	15,014,464	1,806,577	-13,207,886	0.10%	-$13.09M
UNIV OF CALIFORNIA CA	8,900,000	2,685,000	-6,215,000	0.10%	-$4.18M
Federal National Mortgage Association	17,060,394	1,811,364	-15,249,030	0.10%	-$14.89M
FANNIE MAE POOL FN 06/52 FIXED VAR	3,376,798	1,842,552	-1,534,245	0.10%	-$1.49M
BROADCOM INC	5,154,000	1,801,000	-3,353,000	0.10%	-$3.33M
TARGA RES PRTNRS	4,143,000	1,847,000	-2,296,000	0.10%	-$2.20M
NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A	3,310,000	1,779,000	-1,531,000	0.10%	-$1.54M
DUKE ENERGY CAR	4,993,000	1,719,000	-3,274,000	0.10%	-$3.40M
TMUST 2025-2A A	3,247,000	1,739,000	-1,508,000	0.10%	-$1.53M
JBS USA/FOOD/FIN	5,554,000	1,677,000	-3,877,000	0.10%	-$4.07M
BLACKSTONE PRIVA	3,644,000	1,816,000	-1,828,000	0.10%	-$1.89M
DELL INT / EMC	5,643,000	1,704,000	-3,939,000	0.10%	-$4.07M
FN CA3828	3,332,433	1,812,179	-1,520,253	0.10%	-$1.48M
VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A	3,228,000	1,729,000	-1,499,000	0.10%	-$1.54M
LLOYDS V6.625 PERP	3,810,000	1,803,000	-2,007,000	0.10%	-$2.08M
UBS Group AG	3,674,000	1,733,000	-1,941,000	0.09%	-$2.07M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 IO	47,154,201	27,491,069	-19,663,132	0.09%	-$1.25M
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A	2,829,000	1,654,000	-1,175,000	0.09%	-$1.23M
Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1	3,200,000	1,694,000	-1,506,000	0.09%	-$1.55M
ORACLE CORP	3,771,000	1,840,000	-1,931,000	0.09%	-$1.82M
WEIR GROUP PLC THE	4,112,000	1,653,000	-2,459,000	0.09%	-$2.55M
NWG 8 1/8 PERP	7,912,000	1,541,000	-6,371,000	0.09%	-$7.23M
NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000	3,974,351	1,891,619	-2,082,732	0.09%	-$1.85M
FIRST HORIZON	3,392,000	1,642,000	-1,750,000	0.09%	-$1.84M
ENBRIDGE INC SUBORDINATED 01/84 VAR	3,176,000	1,475,000	-1,701,000	0.09%	-$1.98M
ARES STRATEGIC I	3,504,000	1,702,000	-1,802,000	0.09%	-$1.86M
Progress Residential Trust, Series 2025-SFR5, Class A	3,293,000	1,723,219	-1,569,781	0.09%	-$1.54M
Progress Residential Trust, Series 2025-SFR2, Class A	2,693,156	1,744,081	-949,075	0.09%	-$923.90K
FREDDIE MAC POOL FR 08/52 FIXED 4.5	12,802,560	1,683,247	-11,119,313	0.09%	-$10.99M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO	42,599,826	24,589,230	-18,010,595	0.09%	-$1.25M
AM AIRAN 25-1A	4,914,000	1,680,000	-3,234,000	0.09%	-$3.24M
FN CB3606	15,633,313	1,761,393	-13,871,919	0.09%	-$12.86M
MPLX LP	3,412,000	1,620,000	-1,792,000	0.09%	-$1.82M
LAZARD GROUP LLC	3,245,000	1,547,000	-1,698,000	0.09%	-$1.83M
TARGA RESOURCES	3,338,000	1,592,000	-1,746,000	0.09%	-$1.81M
MPLX LP	3,400,000	1,612,000	-1,788,000	0.09%	-$1.82M
FREDDIE MAC POOL FR 06/36 FIXED 2	11,914,448	1,736,885	-10,177,564	0.09%	-$9.47M
UNTD AIR 20-1 A	4,800,944	1,562,259	-3,238,685	0.09%	-$3.33M
IQVIA INC SR SECURED 02/29 6.25	2,930,000	1,526,000	-1,404,000	0.09%	-$1.50M
RADIAN GROUP INC	7,871,000	1,532,000	-6,339,000	0.09%	-$6.67M
FANNIE MAE POOL FN 06/36 FIXED 2	20,507,352	1,697,278	-18,810,073	0.09%	-$17.46M
The PNC Financial Services Group, Inc.	3,312,000	1,550,000	-1,762,000	0.09%	-$1.86M
FG G60989	19,774,884	1,728,864	-18,046,020	0.09%	-$16.47M
NETFLIX INC	5,059,000	1,536,000	-3,523,000	0.09%	-$3.63M
Neighborly Issuer, Series 2022-1A, Class A2	2,942,362	1,652,160	-1,290,202	0.09%	-$1.23M
Subway Funding LLC, Series 2024-1A, Class A2I	2,868,030	1,539,512	-1,328,518	0.09%	-$1.36M
ALLY FINL INC 6.184%/VAR 07/26/2035	3,319,000	1,542,000	-1,777,000	0.09%	-$1.89M
DISCOVER FINANCIAL SERVICES	6,707,000	1,422,000	-5,285,000	0.09%	-$5.88M
FANNIE MAE POOL FN 11/54 FIXED VAR	2,428,488	1,519,032	-909,456	0.09%	-$946.18K
JMIKE 2024-1A A2	4,747,128	1,524,600	-3,222,528	0.09%	-$3.30M
QORVO INC	3,050,000	1,570,000	-1,480,000	0.09%	-$1.47M

Top 300 of 738, by weight.

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
Air Canada Pass-Through Trust, Series 2015-2, Class AA	1,304,889	1,304,889	0	0.07%	$2.35K
ARES STRATEGIC I	254,000	254,000	0	0.01%	-$3.72K

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