QLMHIX
Western Asset Core Plus VIT Portfolio
Legg Mason Partners Variable Income 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.

Dec 31, 2025 → Mar 31, 2026

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

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 5.5 4/26 0 2,100,000 2,100,000 1.64% $2.11M
FNCL 2.5 4/26 0 2,500,000 2,500,000 1.63% $2.10M
FNCL 3 4/26 0 2,200,000 2,200,000 1.50% $1.93M
FNCL 5 4/26 0 1,400,000 1,400,000 1.07% $1.38M
G2SF 5.5 4/25 0 1,000,000 1,000,000 0.78% $1.01M
G2SF 5 4/26 0 1,000,000 1,000,000 0.77% $990.54K
G2SF 2.5 4/24 0 1,000,000 1,000,000 0.67% $860.47K
G2SF 2 4/26 0 1,000,000 1,000,000 0.64% $826.33K
Fannie Mae Pool 0 567,174 567,174 0.45% $586.44K
FN DE9374 0 490,333 490,333 0.39% $500.22K
Freddie Mac Pool 0 300,438 300,438 0.24% $309.07K
FNCL 6 4/26 0 300,000 300,000 0.24% $305.85K
Republic of Paraguay 0 320,000 320,000 0.23% $297.04K
OCP SA 0 280,000 280,000 0.23% $291.57K
Republic of Costa Rica 0 270,000 270,000 0.22% $285.35K
G2SF 3 4/26 0 300,000 300,000 0.21% $267.87K
Elevation CLO Ltd., Series 2025-18A, Class A1 0 250,000 250,000 0.19% $249.95K
MUCLO 2021-2RA A1R 0 250,000 250,000 0.19% $249.43K
MLTI 2026-SF75 A 0 250,000 250,000 0.19% $249.16K
REP OF POLAND 0 230,000 230,000 0.18% $231.45K
BXMT 2026-FL6 Ltd 0 220,000 220,000 0.17% $219.61K
G2SF 6.5 4/25 0 200,000 200,000 0.16% $207.88K
Navient Refinance Loan Trust 2026-A 0 210,000 210,000 0.16% $207.85K
G2SF 6 4/25 0 200,000 200,000 0.16% $203.39K
Corporacion Nacional del Cobre de Chile 0 200,000 200,000 0.15% $196.56K
HSBC HOLDINGS 0 200,000 200,000 0.15% $196.48K
REPUBLIC OF PERU 0 180,000 180,000 0.15% $194.80K
First Quantum Minerals Ltd 0 200,000 200,000 0.15% $192.56K
MPEL 6.5 09/24/33 144A 0 200,000 200,000 0.15% $192.14K
CHILE 0 210,000 210,000 0.14% $179.21K
Freddie Mac Pool 0 160,905 160,905 0.13% $166.46K
PANAMA 0 200,000 200,000 0.13% $164.74K
Freddie Mac Pool 0 157,632 157,632 0.13% $161.71K
Freddie Mac STACR REMIC Trust 2026-DNA2 0 160,000 160,000 0.12% $160.19K
MALAYSIA GOVT 0 600,000 600,000 0.12% $155.18K
Fannie Mae Pool 0 149,025 149,025 0.12% $152.01K
BX 2026-VLT9 A 144A FRN 03-15-45 0 150,000 150,000 0.12% $149.57K
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042 0 3,120,000 3,120,000 0.11% $144.64K
TESORERIA PESOS 0 130,000,000 130,000,000 0.11% $144.42K
South Africa, Parliament of 0 2,600,000 2,600,000 0.11% $139.33K
UNITK 2026-1A A2 0 130,000 130,000 0.10% $129.95K
WOOF 8.25 02/01/31 144A 0 130,000 130,000 0.10% $129.91K
HUB INTL LTD 0 129,616 129,616 0.10% $129.47K
CORELOGIC INC TL 1ST LIEN (TSFR3M+361.448) (FLR 0.5) 7.28640% 06-02-28 0 129,661 129,661 0.10% $124.31K
AMWINS TERM B 1LN 01/30/2032 0 119,549 119,549 0.09% $118.89K
BROADCOM INC 0 120,000 120,000 0.09% $118.22K
PHNTOM 2026-1 A 0 119,536 119,536 0.09% $117.49K
ARGENTINA 0 160,000 160,000 0.09% $115.60K
SOUTHERN COPPER 0 100,000 100,000 0.09% $114.42K
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037 0 151,198 151,198 0.09% $114.34K
MTBRV 2026-1A A Mtge 4.35% 01/15/2046 144A 0 114,851 114,851 0.09% $113.77K
ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 0 -36 -36 0.09% $110.13K
MORGAN STANLEY 0 110,000 110,000 0.08% $108.18K
WOOF TL B 1L USD 0 110,000 110,000 0.08% $107.76K
Belron Finance 2019 LLC, First Lien, CME Term Loan, B 0 99,002 99,002 0.08% $99.09K
Sedgwick CMS Term Loan B 250 2031-07-01 0 99,749 99,749 0.08% $98.07K
VST 5.35 01/31/36 144A 0 100,000 100,000 0.08% $97.89K
Michaels Cos Inc/The 0 100,000 100,000 0.08% $97.45K
Asurion First-lien Term Loan B-14 375 2033-02-09 0 100,000 100,000 0.08% $96.81K
FNCL 4.5 4/26 0 100,000 100,000 0.07% $96.52K
Ultimate Software Group, Inc., First Lien Term Loan 0 99,749 99,749 0.07% $95.45K
G2SF 3.5 4/24 0 100,000 100,000 0.07% $91.74K
TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB 3/21/2031 0 99,749 99,749 0.07% $91.67K
Freddie Mac Pool 0 88,014 88,014 0.07% $91.50K
CHTR 7.375 02/01/36 144A 0 90,000 90,000 0.07% $89.71K
FR SL3013 0 85,820 85,820 0.07% $89.35K
HBR FGHT TOOLS U 06/05/31 0 90,000 90,000 0.07% $89.20K
GNR 2025-169 SA 0 884,762 884,762 0.07% $88.52K
Fannie Mae REMICS 0 82,020 82,020 0.06% $83.37K
FR SL0203 0 79,208 79,208 0.06% $81.28K
Cloudera, Inc., Initial Term Loan (First Lien) - First Lien 0 90,000 90,000 0.06% $80.61K
FHR 5449 FQ 0 78,879 78,879 0.06% $79.34K
HONEYWELL AEROSP 0 80,000 80,000 0.06% $79.13K
FNCL UMBS 6.5 FA2842 07-01-55 0 75,912 75,912 0.06% $78.58K
ATHENA TL B 1L USD 0 79,798 79,798 0.06% $78.45K
ABBOTT LABS 0 80,000 80,000 0.06% $78.32K
JBS 5.625 3/10/2037 0 70,000 70,000 0.05% $70.26K
URUGUAY REPUBLICA ORIENTAL DL 8.25% 05/21/2031 0 2,740,000 2,740,000 0.05% $69.96K
ALPHABET INC 0 70,000 70,000 0.05% $69.82K
SV RNO Property Owner 1 LLC 0 70,000 70,000 0.05% $69.24K
GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A 0 70,000 70,000 0.05% $68.74K
PERU REPUBLIC OF 5.4% 08/12/2034 0 250,000 250,000 0.05% $68.20K
Fannie Mae Pool 0 65,643 65,643 0.05% $68.14K
2-Year T-Note Futures, Jun-2026,ETH 0 127 127 0.05% $67.84K
Black Pearl Compute LLC 0 60,000 60,000 0.05% $61.14K
PRIMO BRANDS CORPORATION 2026 TERM LOAN B 0 60,000 60,000 0.05% $60.17K
Government National Mortgage Association 0 587,567 587,567 0.05% $59.87K
ALPHABET INC 0 60,000 60,000 0.05% $59.77K
ALPHABET INC 0 60,000 60,000 0.05% $59.55K
TRUIST INSURANCE TERM B 1LN 05/06/2031 0 60,000 60,000 0.05% $59.31K
FEDEX FREIGHT HO 0 60,000 60,000 0.05% $59.29K
Mercury Borrower, Inc./Term Loan B 12/24 0 60,000 60,000 0.05% $59.14K
ROYAL CARIBBEAN 0 60,000 60,000 0.04% $57.95K
AMAZON.COM INC 0 50,000 50,000 0.04% $49.86K
AMAZON.COM INC 0 50,000 50,000 0.04% $49.64K
CONSTL ENRGY GEN 0 50,000 50,000 0.04% $49.62K
ALPHABET INC 0 50,000 50,000 0.04% $49.58K
GE VERNOVA INC 0 50,000 50,000 0.04% $49.57K
AMAZON.COM INC 0 50,000 50,000 0.04% $49.56K
AMAZON.COM INC 0 50,000 50,000 0.04% $49.53K
FEDEX FREIGHT HO 0 50,000 50,000 0.04% $49.17K
Government National Mortgage Association 0 495,081 495,081 0.04% $47.94K
HUNT INGALLS IND 0 40,000 40,000 0.03% $41.46K
ONCOR ELECTRIC D 0 40,000 40,000 0.03% $40.89K
AMAZON.COM INC 0 40,000 40,000 0.03% $40.00K
GE VERNOVA INC 0 40,000 40,000 0.03% $39.56K
UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 0 40,000 40,000 0.03% $39.22K
US TREASURY N/B 0 40,000 40,000 0.03% $39.09K
FEDEX FREIGHT HO 0 40,000 40,000 0.03% $39.03K
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 0 40,000 40,000 0.03% $38.93K
ABBOTT LABS 0 40,000 40,000 0.03% $38.81K
ORACLE CORP 0 40,000 40,000 0.03% $38.48K
AMAZON.COM INC 0 30,000 30,000 0.02% $30.12K
ALPHABET INC 0 30,000 30,000 0.02% $29.80K
HONEYWELL AEROSP 0 30,000 30,000 0.02% $29.58K
ABBOTT LABS 0 30,000 30,000 0.02% $29.53K
ABBOTT LABS 0 30,000 30,000 0.02% $29.44K
GE VERNOVA INC 0 30,000 30,000 0.02% $28.88K
ORACLE CORP 0 30,000 30,000 0.02% $27.61K
ONCOR ELECTRIC D 0 20,000 20,000 0.02% $19.81K
ALPHABET INC 0 20,000 20,000 0.02% $19.76K
SPIRIT FUNDED ROLL UP TL 0 28,153 28,153 0.02% $19.71K
ORACLE CORP 0 20,000 20,000 0.02% $19.48K
ROYAL CARIBBEAN 0 20,000 20,000 0.01% $19.03K
US TREASURY N/B 0 10,000 10,000 0.01% $9.92K
HONEYWELL AEROSP 0 10,000 10,000 0.01% $9.90K
CONSTL ENRGY GEN 0 10,000 10,000 0.01% $9.87K
ORACLE CORP 0 10,000 10,000 0.01% $9.79K
Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH 0 -1 -1 0.00% -$345
Commonwealth of Australia 0 11 11 -0.01% -$6.67K
5-Year T-Note Futures, Jun-2026,ETH 0 -31 -31 -0.02% -$22.47K
Long Gilt 0 4 4 -0.02% -$24.57K
30 YEAR US TREASURY BOND FUTURE MAR26 0 27 27 -0.07% -$91.78K
10-Year T-Note Futures, Jun-2026,ETH 0 129 129 -0.22% -$286.59K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Western Asset Premier Institutional Government Reserves 5,933,670 0 -5,933,670 0.00% -$5.93M
FNCL 6 1/26 2,900,000 0 -2,900,000 0.00% -$2.98M
US TREASURY N/B 2,760,000 0 -2,760,000 0.00% -$2.82M
FNCL 2.5 1/26 3,300,000 0 -3,300,000 0.00% -$2.79M
FNCL 3 1/26 2,800,000 0 -2,800,000 0.00% -$2.48M
UMBS 1,434,277 0 -1,434,277 0.00% -$1.46M
Government National Mortgage Association, TBA 1,600,000 0 -1,600,000 0.00% -$1.38M
FNCL 4.5 1/26 1,200,000 0 -1,200,000 0.00% -$1.17M
FNCL 5 1/26 1,000,000 0 -1,000,000 0.00% -$997.42K
FNCL 5.5 1/26 700,000 0 -700,000 0.00% -$709.90K
G2SF 2 1/26 800,000 0 -800,000 0.00% -$662.75K
G2SF 3.5 1/26 700,000 0 -700,000 0.00% -$637.14K
Government National Mortgage Association, TBA 600,000 0 -600,000 0.00% -$611.09K
G2SF 3 1/26 600,000 0 -600,000 0.00% -$539.23K
G2SF 4.5 1/26 400,000 0 -400,000 0.00% -$389.69K
FNCL 4 1/26 400,000 0 -400,000 0.00% -$379.46K
OCP SA 7.5% 05/02/2054 144A 340,000 0 -340,000 0.00% -$377.16K
US TREASURY N/B 670,000 0 -670,000 0.00% -$320.95K
FNCL 3.5 2/26 300,000 0 -300,000 0.00% -$276.43K
Barings CLO Ltd 2024-I 270,000 0 -270,000 0.00% -$271.33K
Hertz Vehicle Financing LLC, Series 2023-3A, Class A 250,000 0 -250,000 0.00% -$253.86K
NIGERIA REPUBLIC 6.5% 11/28/2027 144A 200,000 0 -200,000 0.00% -$203.54K
Fannie Mae REMICS 238,919 0 -238,919 0.00% -$199.76K
G2SF 4 1/26 200,000 0 -200,000 0.00% -$188.96K
Fannie Mae REMICS 1,079,881 0 -1,079,881 0.00% -$185.04K
BPR Trust, Series 2021-TY, Class A 170,000 0 -170,000 0.00% -$169.98K
American Airlines Inc 140,000 0 -140,000 0.00% -$146.51K
SOUTHERN COPPER 150,000 0 -150,000 0.00% -$143.91K
HONEYWELL INTL 130,000 0 -130,000 0.00% -$132.47K
US TREASURY N/B 130,000 0 -130,000 0.00% -$132.25K
US TREASURY N/B 120,000 0 -120,000 0.00% -$120.90K
US TREASURY N/B 110,000 0 -110,000 0.00% -$110.94K
BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-26 602,000 0 -602,000 0.00% -$109.86K
Government National Mortgage Association 890,714 0 -890,714 0.00% -$100.78K
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A 100,626 0 -100,626 0.00% -$100.04K
BELRON TL B 1L USD 99,250 0 -99,250 0.00% -$99.93K
T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000 99,246 0 -99,246 0.00% -$99.69K
Government National Mortgage Association 1,092,215 0 -1,092,215 0.00% -$97.31K
Freddie Mac REMICS 85,559 0 -85,559 0.00% -$86.09K
TRP 2021 LLC 85,329 0 -85,329 0.00% -$82.55K
Government National Mortgage Association 960,493 0 -960,493 0.00% -$82.47K
Freddie Mac REMICS 808,087 0 -808,087 0.00% -$72.30K
US TREASURY N/B 70,000 0 -70,000 0.00% -$70.90K
US TREASURY N/B 70,000 0 -70,000 0.00% -$69.00K
URI 6.125 03/15/34 144A 60,000 0 -60,000 0.00% -$62.58K
MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 60,000 0 -60,000 0.00% -$62.10K
ASCENSUS HOLDINGS INC 60,000 0 -60,000 0.00% -$60.01K
T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000 59,549 0 -59,549 0.00% -$59.79K
Freddie Mac REMICS 421,536 0 -421,536 0.00% -$54.47K
US TREASURY N/B 50,000 0 -50,000 0.00% -$50.10K
ONCOR ELECTRIC D 40,000 0 -40,000 0.00% -$41.26K
US TREASURY N/B 40,000 0 -40,000 0.00% -$40.52K
VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR3M + 350) (FLR 0.0) FRN 01-30-31 40,000 0 -40,000 0.00% -$40.06K
BANK OF AMER CRP 40,000 0 -40,000 0.00% -$40.03K
Lightning Power LLC 30,000 0 -30,000 0.00% -$31.92K
PAYPAL HOLDING 30,000 0 -30,000 0.00% -$27.80K
Government National Mortgage Association 210,847 0 -210,847 0.00% -$27.21K
Government National Mortgage Association 239,651 0 -239,651 0.00% -$26.93K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA 248,758 0 -248,758 0.00% -$24.60K
Vistra Operations Co. LLC 20,000 0 -20,000 0.00% -$21.08K
ONCOR ELECTRIC D 20,000 0 -20,000 0.00% -$20.14K
United Airlines Pass Through Certificates, Series 2015-1 20,000 0 -20,000 0.00% -$19.99K
T-MOBILE USA INC 20,000 0 -20,000 0.00% -$19.96K
ALPHABET INC 20,000 0 -20,000 0.00% -$19.63K
Government National Mortgage Association 134,203 0 -134,203 0.00% -$16.58K
Spirit Contingent TL 38,879 0 -38,879 0.00% -$15.85K
ZSCALER INC CFD 11,990,000 0 -11,990,000 0.00% -$12.09K
Government National Mortgage Association 60,238 0 -60,238 0.00% -$8.77K
BECTON DICKINSON 8,000 0 -8,000 0.00% -$7.11K
WTI CRUDE MAR 26 4 0 -4 0.00% -$6.76K
Fannie Mae REMICS 92,178 0 -92,178 0.00% -$4.16K
SPI 200 11 0 -11 0.00% -$3.26K
FNCL 2 1/26 0 0 0 0.00% $0
FNCL 3.5 1/26 0 0 0 0.00% $0
WHEAT (CBT) -25 0 25 0.00% $98.54K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 110,000 570,000 460,000 0.38% $394.43K
BX Commercial Mortgage Trust, Series 2025-COPT, Class A 230,000 330,000 100,000 0.26% $99.83K
Fannie Mae REMICS 941,771 1,679,467 737,697 0.23% $136.14K
FNMA Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1 170,521 236,738 66,216 0.18% $65.68K
T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 128,982 188,982 60,000 0.14% $57.22K
JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7 85,729 188,605 102,875 0.13% $94.28K
BLURAC 7.25 07/15/32 144A 70,000 130,000 60,000 0.10% $60.80K
FREDDIE MAC REMICS FHR 4391 MZ 140,085 140,898 813 0.10% $869
FANNIE MAE REMICS FNR 2015-65 CZ 143,496 144,756 1,259 0.10% $2.41K
Freddie Mac REMICS 114,218 760,224 646,006 0.09% $98.91K
T/L MEDLINE BORROWER LP REGD TERM LOAN 0.00000000 17,788 57,026 39,238 0.04% $39.32K
HRI 7.25 06/15/33 144A 20,000 50,000 30,000 0.04% $30.06K
Jane Street Group / JSG Finance Inc. 20,000 40,000 20,000 0.03% $19.23K
SPIRIT DIP NEWMONEY1ST DR 14,743 18,603 3,860 0.01% -$5.28K
ZAR/USD FORWARD 1 2 1 0.00% $6.87K
ZAR/USD FORWARD 3 5 2 0.00% -$9.59K
USD/TWD FORWARD 6 10 4 -0.13% $322.21K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 3,790,000 3,290,000 -500,000 2.54% -$536.82K
US TREASURY N/B 2,930,000 2,260,000 -670,000 1.76% -$699.32K
U.S. Treasury Inflation-Protected Indexed Notes 757,499 756,682 -818 0.59% -$118
Freddie Mac Pool 660,310 644,400 -15,911 0.49% -$24.27K
FR SD1741 611,169 591,540 -19,629 0.46% -$25.67K
SMB Private Education Loan Trust (Private Loans) 5.77 10/16/2056 555,660 512,805 -42,854 0.40% -$47.75K
FANNIE MAE REMICS FNR 2020-56 AQ 596,501 587,384 -9,118 0.37% -$12.70K
FANNIE MAE POOL FN FS2023 474,460 462,218 -12,242 0.34% -$14.22K
Government National Mortgage Association 439,807 430,499 -9,307 0.34% -$9.22K
Ginnie Mae II Pool 510,010 489,097 -20,913 0.33% -$21.36K
AOMT 2022-3 A3 464,153 450,803 -13,350 0.33% -$14.94K
CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000 478,546 459,027 -19,519 0.32% -$15.65K
Fannie Mae Pool 476,311 463,615 -12,696 0.32% -$9.37K
INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30 47,000,000 38,000,000 -9,000,000 0.31% -$142.76K
FNMA, Other 474,452 464,772 -9,680 0.30% -$14.71K
STACR 2023-DNA2 M1A 379,508 351,770 -27,738 0.28% -$29.80K
FREDDIE MAC POOL FR SC0384 395,991 386,572 -9,419 0.26% -$1.79K
Ginnie Mae II Pool 330,365 320,423 -9,941 0.26% -$11.12K
FREDDIE MAC REMICS 2,129,501 2,098,344 -31,157 0.25% -$7.74K
FANNIE MAE POOL FN CB3044 371,538 364,013 -7,525 0.24% -$7.57K
FR RB5084 369,859 361,698 -8,161 0.24% -$7.85K
Government National Mortgage Association Series 2021-223, Class P 354,275 348,761 -5,514 0.24% -$5.43K
Freddie Mac Pool 377,519 372,900 -4,619 0.24% -$4.69K
MSAIC 2024-1A A 327,574 318,592 -8,982 0.23% -$15.92K
Ginnie Mae II Pool 317,195 314,645 -2,550 0.23% -$4.89K
FNMA 30YR 3.5% 11/01/2048#FS5059 316,345 309,994 -6,351 0.23% -$9.09K
PRKCM Trust, Series 2023-AFC1, Class A1 330,474 283,227 -47,247 0.22% -$47.51K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA 334,741 332,013 -2,727 0.21% -$1.54K
FR RB5105 315,159 308,096 -7,063 0.21% -$3.29K
FN MA3210 299,716 293,350 -6,366 0.21% -$8.53K
Government National Mortgage Association 4,083,915 4,063,609 -20,306 0.21% -$5.72K
BVCLN 2025-EDU1 C 287,120 258,986 -28,134 0.20% -$27.70K
GUYS 2023-1A A2 247,500 246,875 -625 0.20% -$3.14K
UMBS 274,031 267,581 -6,450 0.19% -$8.66K
BRAVO Residential Funding Trust, Series 2024-NQM5, Class A1 283,842 248,605 -35,237 0.19% -$36.41K
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M3 260,000 250,393 -9,607 0.19% -$9.48K
FREDDIE MAC POOL FR SC0093 285,048 277,783 -7,265 0.19% -$5.16K
GNMA II POOL BC4732 G2 10/47 FIXED 3.5 269,828 262,235 -7,593 0.19% -$5.09K
GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1 242,642 237,139 -5,503 0.18% -$7.68K
FR RB5110 275,341 269,591 -5,750 0.18% -$5.76K
Uniform Mortgage-Backed Securities 261,185 255,428 -5,757 0.18% -$6.81K
Fannie Mae Pool 279,210 274,742 -4,468 0.18% -$4.27K
DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A 250,000 249,375 -625 0.17% -$25.81K
HOMES Trust, Series 2023-NQM1, Class A1 236,092 224,690 -11,402 0.17% -$11.93K
Fannie Mae Pool 277,446 271,163 -6,283 0.17% -$5.81K
FREDDIE MAC POOL FR SC0160 261,378 254,094 -7,284 0.17% -$4.32K
GNMA II POOL 786366 G2 08/52 FIXED 4.5 233,126 227,405 -5,720 0.17% -$7.33K
FANNIE MAE REMICS FNR 2014-6 Z 252,376 246,318 -6,058 0.17% -$6.15K
HONK 2024-1A A2 237,000 236,400 -600 0.17% -$26.87K
Freddie Mac Pool 223,494 215,328 -8,166 0.17% -$9.14K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 IO 3,501,508 3,481,351 -20,157 0.17% -$4.24K
FANNIE MAE INTEREST STRIP FNS 440 C6 1,678,727 1,642,113 -36,614 0.16% -$5.80K
FANNIE MAE POOL FN CB4103 214,894 208,527 -6,367 0.16% -$9.08K
GINNIE MAE II POOL G2 786535 215,359 205,953 -9,406 0.16% -$10.22K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 218,723 211,785 -6,938 0.16% -$7.60K
GNMA II POOL BD0384 G2 10/47 FIXED 3.5 224,079 219,136 -4,943 0.16% -$2.97K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT 238,686 235,330 -3,355 0.15% -$3.07K
SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 205,172 193,754 -11,418 0.15% -$13.24K
FREDDIE MAC GOLD POOL FG U99124 211,389 206,821 -4,568 0.15% -$6.42K
Government National Mortgage Association 1,120,819 1,088,549 -32,271 0.15% -$5.91K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A 324,657 187,447 -137,209 0.15% -$137.09K
XAV HEALTH CARE 224 50 -174 0.14% $70.27K
Freddie Mac REMICS 905,856 894,454 -11,402 0.14% -$3.15K
FN MA2773 194,644 188,533 -6,111 0.14% -$6.67K
FNMA 30YR 2% 03/01/2052#FS1112 221,116 216,624 -4,492 0.14% -$4.20K
FN CB0470 200,447 197,205 -3,242 0.14% -$2.89K
Fannie Mae Pool 201,408 197,582 -3,826 0.13% -$2.65K
FREDDIE MAC REMICS FHR 4980 KI 723,766 709,127 -14,639 0.13% -$4.62K
FREDDIE MAC NON GOLD POOL FH 841076 169,392 162,817 -6,574 0.13% -$6.55K
BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 144A P/P 5.37219000 166,350 160,485 -5,865 0.12% -$5.98K
Freddie Mac REMICS 1,332,290 1,307,574 -24,715 0.12% -$4.46K
Navient Student Loan Trust 5.33867 06/25/2065 156,146 152,626 -3,520 0.12% -$3.61K
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037 211,232 204,562 -6,670 0.12% -$7.99K
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A 160,688 154,126 -6,562 0.12% -$6.11K
Government National Mortgage Association 1,068,645 1,054,086 -14,559 0.11% -$3.73K
FNMA 30YR 2% 03/51#FM6184 182,328 178,906 -3,422 0.11% -$3.18K
GINNIE MAE II POOL G2 786474 149,421 145,955 -3,466 0.11% -$4.54K
PRKCM Trust, Series 2024-HOME1, Class A1 146,468 136,480 -9,988 0.11% -$10.61K
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR 172,541 162,487 -10,054 0.11% -$10.85K
EDUSA 2015-1 A 138,613 134,887 -3,726 0.10% -$4.12K
T/L FOCUS FINANCIAL PARTNERS LLC REGD 0.00000000 138,601 138,254 -347 0.10% -$4.89K
FREDDIE MAC NON GOLD POOL FH 841077 137,810 129,021 -8,789 0.10% -$9.18K
OBX 2023-NQM6 Trust 145,409 132,664 -12,745 0.10% -$13.29K
FANNIE MAE POOL FN FS5306 135,850 127,687 -8,163 0.10% -$9.26K
Fannie Mae Pool 142,409 135,951 -6,459 0.10% -$7.89K
Venture CLO Ltd., Series 2019-38A, Class ARR 155,672 131,073 -24,598 0.10% -$24.58K
STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A1 139,627 132,977 -6,651 0.10% -$6.43K
SMB Private Education Loan Trust, Series 2021-A, Class A2A1 134,208 126,685 -7,523 0.10% -$7.43K
GNMA II POOL 785944 G2 02/52 FIXED 3 143,947 140,629 -3,318 0.10% -$3.75K
FNMA 20YR 2.5% 11/01/2041#CB2113 140,928 136,307 -4,621 0.10% -$3.94K
Fannie Mae Pool 141,283 138,788 -2,494 0.09% -$1.53K
FANNIE MAE POOL FN AS5314 128,943 125,221 -3,722 0.09% -$4.84K
GNMA II POOL 785667 G2 10/51 FIXED 2.5 137,831 135,141 -2,690 0.09% -$1.76K
JACK IN THE BOX FUNDING LLC SER 2019-1A CL A23 REGD 144A P/P 4.97000000 123,825 123,500 -325 0.09% -$2.25K
Service Experts Issuer LLC, Series 2025-1A, Class A 120,822 115,938 -4,884 0.09% -$5.39K
Freddie Mac Multifamily Structured Pass Through Certificates 3,303,539 3,286,965 -16,574 0.09% -$8.23K
Government National Mortgage Association 611,719 595,035 -16,684 0.09% -$5.09K
FREDDIE MAC POOL FR SC0206 133,151 129,935 -3,216 0.09% -$2.80K
Fannie Mae REMICS 817,096 807,193 -9,904 0.09% -$1.30K
GNMA II POOL 785663 G2 10/51 FIXED 2.5 132,120 128,396 -3,724 0.09% -$2.96K
Fannie Mae REMICS 787,698 773,040 -14,658 0.08% -$1.37K
FREDDIE MAC REMICS FHR 5293 IO 823,943 811,469 -12,474 0.08% -$2.07K
FANNIE MAE REMICS FNR 2023-2 CI 819,130 807,126 -12,004 0.08% $1.59K
FNMA REMICS, Series 2021-43 650,186 638,870 -11,317 0.08% -$2.83K
FANNIE MAE POOL FN BF0148 104,060 100,535 -3,526 0.08% -$4.60K
Iron Mountain Information Management LLC 99,241 98,987 -253 0.08% -$779
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 709,608 691,905 -17,703 0.08% -$3.77K
Fannie Mae REMICS 561,686 552,965 -8,721 0.07% -$1.08K
Freddie Mac REMICS 577,097 567,377 -9,720 0.07% -$996
FN MA2832 102,186 98,690 -3,496 0.07% -$3.78K
FANNIE MAE REMICS FNR 2012-118 VZ 104,006 100,750 -3,256 0.07% -$3.94K
Fannie Mae Interest Strip 715,180 703,512 -11,669 0.07% -$3.99K
Freddie Mac REMICS 671,360 662,663 -8,697 0.07% -$1.32K
Freddie Mac REMICS 396,794 384,839 -11,954 0.07% -$3.35K
FREDDIE MAC POOL FR SD5416 84,001 82,364 -1,637 0.07% -$2.18K
InStar Leasing III LLC 86,685 85,467 -1,219 0.06% -$1.20K
Freddie Mac REMICS 85,610 80,132 -5,478 0.06% -$5.49K
Government National Mortgage Association 1,459,176 1,454,831 -4,345 0.06% -$2.51K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H04 CL FP V/R 4.61411000 90,342 77,778 -12,563 0.06% -$12.53K
FNMA UMBS, 30 Year 84,583 82,219 -2,364 0.06% -$3.21K
Uniform Mortgage-Backed Securities 81,323 77,800 -3,523 0.06% -$4.54K
Freddie Mac REMICS 607,855 591,108 -16,747 0.06% -$3.48K
STENOR TL B 1L USD 75,425 75,236 -189 0.06% -$543
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH 98,506 98,182 -324 0.06% $99
GINNIE MAE II POOL G2 786340 75,077 74,154 -924 0.06% -$1.46K
Freddie Mac Multifamily Structured Pass Through Certificates 3,090,458 3,088,683 -1,775 0.06% -$3.85K
FR SD7563 76,944 75,113 -1,832 0.06% -$2.59K
Fannie Mae Pool 77,856 75,716 -2,140 0.06% -$3.16K
FNMA 30YR 3.5% 01/01/2050#FS5313 79,998 78,328 -1,669 0.06% -$2.09K
FANNIE MAE POOL FN FM3123 78,256 75,629 -2,627 0.05% -$2.74K
FANNIE MAE POOL FN FS4480 71,888 70,860 -1,028 0.05% -$2.00K
GINNIE MAE II POOL G2 BM9743 79,129 73,325 -5,804 0.05% -$6.11K
GCAT 2024-INV3 Trust, Series 2024-INV3, Class A17 74,198 67,715 -6,483 0.05% -$7.09K
US TREASURY N/B 100,000 70,000 -30,000 0.05% -$30.12K
Freddie Mac Pool 84,251 82,692 -1,559 0.05% -$1.52K
GINNIE MAE II POOL G2 787097 70,842 67,996 -2,846 0.05% -$3.27K
LMAT 2021-GS5 A1 144A 6.25% 07-25-67 67,994 66,451 -1,543 0.05% -$1.55K
Ginnie Mae II Pool 70,031 69,358 -673 0.05% -$1.18K
FANNIE MAE POOL FN BF0338 70,662 68,380 -2,282 0.05% -$2.97K
Freddie Mac Pool 72,303 70,626 -1,677 0.05% -$1.50K
FANNIE MAE POOL FN FS1014 75,361 73,874 -1,487 0.05% -$1.38K
Fannie Mae Pool 68,334 66,345 -1,989 0.05% -$1.72K
Ginnie Mae II Pool 68,972 66,664 -2,309 0.05% -$2.45K
Peer Holding III BV 2025 USD Term Loan B5B 59,549 59,398 -150 0.05% -$525
GNMA 69,125 66,742 -2,383 0.05% -$2.49K
Verscend Holding Corp., Term Loan B 63,844 63,683 -162 0.05% -$2.68K
FNMA, Other 72,003 70,316 -1,686 0.04% -$1.47K
Fannie Mae Pool 65,441 63,903 -1,537 0.04% -$912
SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A 66,279 60,615 -5,663 0.04% -$5.60K
Freddie Mac STACR REMIC Trust 2021-DNA2 60,566 56,647 -3,919 0.04% -$3.96K
FR SD0745 71,925 69,613 -2,311 0.04% -$2.06K
FR RB5114 66,540 65,008 -1,532 0.04% -$1.33K
FREDDIE MAC POOL FR SC0188 65,353 63,744 -1,609 0.04% -$1.48K
FR QB9290 67,929 67,291 -638 0.04% -$666
FANNIE MAE POOL FN CB0101 63,101 61,146 -1,955 0.04% -$1.50K
FANNIE MAE POOL FN BQ9453 67,901 67,011 -890 0.04% -$924
Triton Water Holdings, Inc., Term Loan B 55,116 54,977 -139 0.04% -$241
FR RA3882 64,927 63,595 -1,331 0.04% -$1.28K
GINNIE MAE II POOL G2 786134 60,049 57,370 -2,679 0.04% -$2.72K
PR 6.25 02/01/33 144A 90,000 50,000 -40,000 0.04% -$41.40K
Benchmark 2022-B32 Mortgage Trust 4,107,549 4,105,271 -2,278 0.04% -$4.50K
OBX 2021-NQM2 TRUST OBX 2021-NQM2 A3 59,035 57,652 -1,383 0.04% -$1.09K
FREDDIE MAC POOL FR QB9087 59,286 57,599 -1,687 0.04% -$1.51K
FREDDIE MAC POOL FR SD0573 57,048 56,249 -799 0.04% -$749
GINNIE MAE II POOL G2 784905 52,368 51,588 -781 0.04% -$727
Fannie Mae REMICS 267,909 262,678 -5,231 0.03% -$956
FR RB5071 50,489 49,381 -1,108 0.03% -$670
Federal National Mortgage Association, Inc. 45,420 43,726 -1,693 0.03% -$1.83K
CORPBOND 60,000 40,000 -20,000 0.03% -$20.76K
FANNIE MAE POOL UMBS P#MA2707 3.00000000 43,737 42,068 -1,669 0.03% -$1.80K
CSMC 2021-NQM3 CSMC 2021-NQM3 A3 47,887 44,531 -3,356 0.03% -$3.07K
FNMA 20YR 3% 04/01/2038#FM7607 38,210 35,981 -2,229 0.03% -$2.29K
Fannie Mae Pool 35,623 34,825 -798 0.03% -$973
PCI Gaming Term Loan B 300 2026-04-22 33,208 33,123 -84 0.03% -$150
FNMA 20YR 3% 03/01/2040#FM6134 36,279 34,991 -1,289 0.03% -$1.26K
FANNIE MAE POOL FN FM5783 35,830 34,333 -1,497 0.03% -$1.50K
CLARIOS TERM B 1LN 05/06/2030 31,923 31,842 -81 0.02% -$223
FREDDIE MAC POOL FR ZA2489 33,341 32,291 -1,050 0.02% -$1.16K
Fannie Mae Pool 33,791 33,083 -708 0.02% -$790
STACR 2022-DNA2 M1A 144A FRN 02-25-42 41,241 29,937 -11,304 0.02% -$11.32K
GN AB9108 33,772 32,644 -1,128 0.02% -$1.22K
CENTENE CORP 50,000 28,000 -22,000 0.02% -$22.22K
GINNIE MAE I POOL GN BS8439 31,519 29,626 -1,893 0.02% -$1.54K
FNMA, Other 28,630 28,222 -408 0.02% -$523
FANNIE MAE POOL FN MA2749 29,772 28,556 -1,216 0.02% -$1.25K
Government National Mortgage Association 29,423 28,884 -539 0.02% -$799
ZIJIN MINING GROUP LTD H 9 7 -2 0.02% -$5.99K
Freddie Mac REMICS 139,406 137,136 -2,270 0.02% -$475
Ginnie Mae I Pool 25,040 24,321 -719 0.02% -$791
Freddie Mac REMICS 153,712 150,902 -2,811 0.02% -$782
DELTA/SKYMILES 20,000 18,333 -1,667 0.01% -$1.81K
Government National Mortgage Association 81,329 80,041 -1,289 0.01% -$406
Fannie Mae Pool 15,047 14,722 -325 0.01% -$383
FN AH6622 14,426 13,575 -852 0.01% -$1.00K
FREDDIE MAC POOL FR ZT1970 14,312 13,311 -1,001 0.01% -$1.07K
Ginnie Mae I Pool 13,927 13,602 -325 0.01% -$377
Wells Fargo Commercial Mortgage Trust 2017-RB1 1,710,591 1,669,017 -41,574 0.01% -$5.43K
Government National Mortgage Association 277,712 276,211 -1,501 0.01% -$474
Freddie Mac Multifamily Structured Pass Through Certificates 136,420 136,304 -116 0.01% -$376
Freddie Mac REMICS 69,930 68,501 -1,429 0.01% -$307
FREDDIE MAC POOL FR ZS8673 12,204 11,483 -722 0.01% -$772
NAVIENT STUDENT LOAN TRUST NAVSL 2019 A A2B 144A 17,740 11,030 -6,710 0.01% -$6.71K
FREDDIE MAC REMICS 71,874 70,812 -1,061 0.01% $83
GINNIE MAE II POOL G2 784106 10,362 10,119 -244 0.01% -$129
Government National Mortgage Association 62,434 61,096 -1,337 0.01% -$64
Government National Mortgage Association 61,469 59,932 -1,537 0.01% -$333
BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1 9,208 5,419 -3,790 0.00% -$3.68K
Government National Mortgage Association 3,362 3,305 -57 0.00% -$73
Government National Mortgage Association 299,238 222,821 -76,417 0.00% -$734
Freddie Mac Multifamily Structured Pass Through Certificates 834,796 795,249 -39,548 0.00% -$2.02K
UFC Holdings, LLC, Term Loan 99,251 249 -99,001 0.00% -$99.57K
ZAR/USD FORWARD 1,260,006 3 -1,260,003 -0.01% -$41.75K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 4,400,000 4,400,000 0 3.51% -$49.24K
US TREASURY N/B 1,960,000 1,960,000 0 1.54% -$19.68K
US TREASURY N/B 2,330,000 2,330,000 0 0.88% -$6.37K
US TREASURY N/B 1,990,000 1,990,000 0 0.80% -$6.61K
US TREASURY N/B 1,150,000 1,150,000 0 0.72% -$8.18K
US TREASURY N/B 1,570,000 1,570,000 0 0.69% -$5.40K
PRKCM 2022-AFC2 Trust 730,000 730,000 0 0.57% -$1.29K
ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1 720,000 720,000 0 0.55% -$8.69K
US TREASURY N/B 780,000 780,000 0 0.54% -$6.57K
BANK 2017-BNK7 A5 580,000 580,000 0 0.44% -$1.57K
BANK5 2024-5YR7 540,000 540,000 0 0.43% -$8.38K
US TREASURY N/B 770,000 770,000 0 0.41% -$4.90K
BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E 523,113 523,113 0 0.41% -$2.02K
Park Blue CLO Ltd., Series 2022-2A, Class A1R 510,000 510,000 0 0.40% -$769
MULTIFAMILY PERMANENT MBS 500,000 500,000 0 0.39% -$3.28K
BANK OF AMER CRP 481,000 481,000 0 0.37% -$2.42K
US TREASURY N/B 640,000 640,000 0 0.36% -$4.00K
BMARK 2020-IG1 AS 500,000 500,000 0 0.33% $3.12K
US TREASURY N/B 470,000 470,000 0 0.33% -$4.03K
Galaxy 33 CLO Ltd 415,000 415,000 0 0.32% -$1.07K
Birch Grove CLO 11 Ltd., Series 2024-11A, Class A1 410,000 410,000 0 0.32% -$605
US TREASURY N/B 430,000 430,000 0 0.32% -$4.13K
HUMANA INC 410,000 410,000 0 0.32% -$702
OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2 500,000 500,000 0 0.31% $608
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P F 144A 410,000 410,000 0 0.31% -$1.77K
CITIGROUP INC 430,000 430,000 0 0.31% -$4.30K
OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029 410,000 410,000 0 0.30% -$3.66K
GS Mortgage Securities Corp II 380,000 380,000 0 0.30% -$6.60K
WELLS FARGO CO 440,000 440,000 0 0.30% -$14.43K
T-MOBILE USA INC 370,000 370,000 0 0.28% -$3.49K
FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA1 M2 144A 340,000 340,000 0 0.27% -$421
MF1 LLC, Series 2025-FL19, Class A 340,000 340,000 0 0.26% -$453
UNITED MEXICAN 440,000 440,000 0 0.26% -$9.31K
JPMORGAN CHASE 350,000 350,000 0 0.25% -$2.60K
Greystone CRE Notes LLC, Series 2025-FL4, Class A 320,000 320,000 0 0.25% -$659
STWD 2025-FL4 LLC 310,000 310,000 0 0.24% -$538
SMB Private Education Loan Trust 2015-C 1,092 1,092 0 0.24% $49.33K
WFCM 2016-C36 A4 3.065% 11-15-59 310,000 310,000 0 0.24% $582
CSC HOLDINGS LLC REGD 144A P/P 4.50000000 510,000 510,000 0 0.23% -$9.15K
SLG Office Trust, Series 2021-OVA, Class A 337,000 337,000 0 0.23% -$1.58K
U.S. Treasury Bonds 950,000 950,000 0 0.23% -$444
BNP PARIBAS SA 144A 5.125000% 01/13/2029 290,000 290,000 0 0.23% -$2.48K
UBS V9.25 PERP 144a 260,000 260,000 0 0.21% -$8.77K
Aimco CLO 15 Ltd 270,000 270,000 0 0.21% -$253
COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31 300,000 300,000 0 0.21% -$3.80K
BANK OF AMER CRP 290,000 290,000 0 0.21% -$2.34K
RIDE 2025-SHRE D 260,000 260,000 0 0.21% -$851
DLLMT 2024-1 LLC 260,000 260,000 0 0.20% -$1.64K
Elmwood CLO 29 Ltd., Series 2024-5A, Class AR1 260,000 260,000 0 0.20% -$112
ABBVIE INC 270,000 270,000 0 0.20% -$1.57K
Fannie Mae Connecticut Avenue Securities 250,000 250,000 0 0.20% -$109
GOLDMAN SACHS GP 260,000 260,000 0 0.20% -$2.20K
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A 250,000 250,000 0 0.20% -$2.31K
Presidencia da Republica 1,564,000 1,564,000 0 0.20% $12.18K
FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1 250,000 250,000 0 0.20% -$1.67K
BX Trust, Series 2022-LBA6, Class A 250,000 250,000 0 0.19% $40
UBS GROUP 250,000 250,000 0 0.19% -$435
HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A 240,000 240,000 0 0.19% -$1.78K
FREDDIE MAC REMICS FHR 5230 PE 300,000 300,000 0 0.19% -$2.90K
UBS GROUP 250,000 250,000 0 0.19% -$3.04K
Venture Global Plaquemines LNG, LLC 230,000 230,000 0 0.19% $8.06K
STACR 2021-DNA6 B1 240,000 240,000 0 0.19% -$1.65K
MS V4.892 10/22/36 I 250,000 250,000 0 0.19% -$6.11K
MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A 240,000 240,000 0 0.19% -$20
COTERRA ENERGY 240,000 240,000 0 0.18% -$890
META PLATFORMS 240,000 240,000 0 0.18% -$4.27K
JPMORGAN CHASE 240,000 240,000 0 0.18% -$1.65K
CCO Holdings, LLC/CCO Holdings Capital Corp. 260,000 260,000 0 0.18% -$2.53K
PRXNA 3.061 07/13/31 260,000 260,000 0 0.18% -$3.79K
GOLDMAN SACHS GP 260,000 260,000 0 0.18% -$3.87K
United Airlines Pass Through Certificates, Series 2015-1 230,000 230,000 0 0.18% -$3.36K
Silver Point CLO 8 Ltd., Series 2025-8A, Class A1 220,000 220,000 0 0.17% $120
Palmer Square CLO Ltd., Series 2021-1A, Class A1AR 220,000 220,000 0 0.17% -$757
CHARTER COMM OPT 220,000 220,000 0 0.17% -$804
BANK OF AMER CRP 240,000 240,000 0 0.17% -$2.91K
TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 B2 250,000 250,000 0 0.16% -$2.21K
CITIGROUP INC 210,000 210,000 0 0.16% -$1.37K
BNP PARIBAS 200,000 200,000 0 0.16% -$3.89K
WELLS FARGO CO 210,000 210,000 0 0.16% -$1.65K
BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual 200,000 200,000 0 0.16% -$4.26K
US TREASURY N/B 290,000 290,000 0 0.16% -$1.89K
1261229 BC Ltd 200,000 200,000 0 0.16% -$3.22K
ABBVIE INC 200,000 200,000 0 0.16% -$1.71K
FOUNDRY JV HOLDC 200,000 200,000 0 0.16% -$2.90K
KZOKZ 5 3/8 04/24/30 200,000 200,000 0 0.16% -$2.10K
UNION PAC CORP 240,000 240,000 0 0.16% -$1.56K
NTT FINANCE 200,000 200,000 0 0.16% -$2.40K
NYCT Trust, Series 2024-3ELV, Class A 200,000 200,000 0 0.16% -$282
Sycamore Tree CLO Ltd., Series 2025-6A, Class A1 200,000 200,000 0 0.16% $110
Bayswater Park CLO Ltd., Series 2023-1A, Class A1R 200,000 200,000 0 0.16% $34
BNP PARIBAS SUBORDINATED 144A 03/27 4.625 200,000 200,000 0 0.16% -$840
DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A 200,000 200,000 0 0.15% -$729
US TREASURY N/B 200,000 200,000 0 0.15% -$2.61K
MORGAN STANLEY 200,000 200,000 0 0.15% -$1.53K
BANCO SANTANDER 200,000 200,000 0 0.15% -$3.04K
SANDS CHINA LTD 200,000 200,000 0 0.15% -$109
US TREASURY N/B 200,000 200,000 0 0.15% -$1.77K
T-MOBILE USA INC 190,000 190,000 0 0.15% -$2.79K
AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 AHART 2025-1A A3 190,000 190,000 0 0.15% -$1.13K
Abry Liquid Credit CLO 2025-2 Ltd 190,000 190,000 0 0.15% -$494
SANDS CHINA LTD 200,000 200,000 0 0.15% -$1.55K
AMAZON.COM INC 190,000 190,000 0 0.15% -$2.41K
JPMORGAN CHASE 210,000 210,000 0 0.14% -$2.83K
HSBC HOLDINGS 200,000 200,000 0 0.14% -$2.15K
Reliance Industries Ltd 260,000 260,000 0 0.14% -$6.79K
Royal Caribbean Cruises Ltd. 180,000 180,000 0 0.14% -$3.17K
WILLIAMS COS INC 180,000 180,000 0 0.14% -$2.96K
UNITED TECH CORP 180,000 180,000 0 0.14% -$1.48K
BANK OF AMER CRP 180,000 180,000 0 0.14% -$2.68K
VERIZON COMM INC 182,000 182,000 0 0.14% -$3.04K
VLS Commercial Mortgage Trust 2020-LAB 210,000 210,000 0 0.13% -$863
Balboa Bay Loan Funding Ltd., Series 2025-2A, Class A1 170,000 170,000 0 0.13% -$194
CITIGROUP INC 170,000 170,000 0 0.13% -$1.49K
NRG Energy Inc 170,000 170,000 0 0.13% -$3.79K
COMCAST CORP 170,000 170,000 0 0.13% -$1.93K
SUZANO AUSTRIA 190,000 190,000 0 0.13% -$2.87K
UBS AG LONDON 200,000 200,000 0 0.13% -$7.52K
US TREASURY N/B 301,000 301,000 0 0.13% -$1.03K
ECOPETROL SA SR UNSECURED 05/45 5.875 220,000 220,000 0 0.13% -$1.72K
C V6.625 PERP 160,000 160,000 0 0.12% -$2.44K
Freddie Mac Multiclass Certificates Series 2020-RR07 3,000,000 3,000,000 0 0.12% -$16.15K
VDC 2024-1A A2 160,000 160,000 0 0.12% -$1.60K
ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5 160,000 160,000 0 0.12% -$4.54K
WELLS FARGO CO 160,000 160,000 0 0.12% -$187
US TREASURY N/B 240,000 240,000 0 0.12% -$1.20K
AT&T INC 150,000 150,000 0 0.12% -$1.77K
CHARTER COMM OPT 150,000 150,000 0 0.12% -$993
LOCKHEED MARTIN 190,000 190,000 0 0.12% -$1.84K
BANK OF AMER CRP 150,000 150,000 0 0.12% $108
AT&T INC 170,000 170,000 0 0.12% -$607
AERCAP IRELAND 150,000 150,000 0 0.11% $369
CIXCN 7 1/2 05/30/29 140,000 140,000 0 0.11% -$2.00K
MARS INC 150,000 150,000 0 0.11% -$3.16K
RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 150,000 150,000 0 0.11% -$3.31K
BROADCOM INC 170,000 170,000 0 0.11% -$1.96K
US TREASURY N/B 150,000 150,000 0 0.11% -$1.67K
Government National Mortgage Association 200,000 200,000 0 0.11% -$1.40K
ENERGY TRANS 140,000 140,000 0 0.11% -$1.47K
Gulfstream Natural Gas System, L.L.C. 140,000 140,000 0 0.11% -$1.86K
US TREASURY N/B 140,000 140,000 0 0.11% -$1.90K
CIGNA GROUP/THE 140,000 140,000 0 0.11% -$1.39K
GOLDMAN SACHS GP 140,000 140,000 0 0.11% -$205
CAMERON LNG LLC SR SECURED 144A 01/35 3.302 160,000 160,000 0 0.11% -$1.04K
NORTHROP GRUMMAN 150,000 150,000 0 0.11% -$2.73K
WELLS FARGO CO 140,000 140,000 0 0.11% $52
ZOOM COMMUNICATIONS INC 2 2 0 0.11% $46.75K
RTX CORP 150,000 150,000 0 0.11% -$972
AT&T INC 140,000 140,000 0 0.11% $11
CVS HEALTH CORP 136,000 136,000 0 0.11% -$936
CVS HEALTH CORP 140,000 140,000 0 0.10% -$1.44K
MORGAN STANLEY 140,000 140,000 0 0.10% -$1.79K
T-MOBILE USA INC 150,000 150,000 0 0.10% -$1.42K
JPMORGAN CHASE 130,000 130,000 0 0.10% -$2.83K
CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/31/2031 130,000 130,000 0 0.10% -$61
CIFC Funding Ltd., Series 2018-1A, Class A1R 130,000 130,000 0 0.10% -$151
BANK OF AMER CRP 160,000 160,000 0 0.10% -$4.75K
US TREASURY N/B 160,000 160,000 0 0.10% -$1.21K
T-MOBILE USA INC 130,000 130,000 0 0.10% -$1.34K
PNC FINANCIAL 120,000 120,000 0 0.10% -$1.50K
WELLS FARGO CO 120,000 120,000 0 0.10% -$1.59K
GLENCORE FDG LLC 120,000 120,000 0 0.10% -$2.74K
ABBVIE INC 120,000 120,000 0 0.09% -$1.53K
Carnival Corp. 120,000 120,000 0 0.09% -$2.71K
CITIGROUP INC 120,000 120,000 0 0.09% -$787
Extended Stay America Trust, Series 2025-ESH, Class A 120,000 120,000 0 0.09% -$192
BANK OF AMER CRP 120,000 120,000 0 0.09% -$344
VERIZON COMM INC 132,000 132,000 0 0.09% -$719
ELI LILLY & CO 120,000 120,000 0 0.09% -$1.86K
US TREASURY N/B 120,000 120,000 0 0.09% -$621
GOLDMAN SACHS GP 120,000 120,000 0 0.09% -$945
ORACLE CORP 120,000 120,000 0 0.09% -$1.67K
US TREASURY N/B 200,000 200,000 0 0.09% -$812
ALTRIA GROUP INC 120,000 120,000 0 0.09% -$3.94K
ORACLE CORP 130,000 130,000 0 0.09% -$1.37K
COMCAST CORP 130,000 130,000 0 0.09% -$1.80K
FREEPORT-MC C&G 120,000 120,000 0 0.09% -$2.63K
Florida Gas Transmission Co., LLC 110,000 110,000 0 0.09% -$1.54K
CHARTER COMM OPT 120,000 120,000 0 0.09% -$829
META PLATFORMS 120,000 120,000 0 0.09% -$3.02K
CHARLES SCHWAB 110,000 110,000 0 0.09% -$586
HCA INC 120,000 120,000 0 0.09% -$3.49K
EPD 4.85 01/31/34 110,000 110,000 0 0.09% -$1.49K
COTERRA ENERGY 110,000 110,000 0 0.08% -$817
WELLS FARGO CO 110,000 110,000 0 0.08% -$1.67K
CITIGROUP INC 110,000 110,000 0 0.08% -$1.24K
MPLX LP 120,000 120,000 0 0.08% -$1.60K
UBS Commercial Mortgage Trust, Series 2018-C9, Class XA 7,515,219 7,515,219 0 0.08% -$15.88K
GOLDMAN SACHS GP 100,000 100,000 0 0.08% -$4.27K
BBCMS Mortgage Trust, Series 2025-5C34, Class A3 100,000 100,000 0 0.08% -$1.38K
SOLVENTUM CORP 100,000 100,000 0 0.08% -$1.82K
BRISTOL-MYERS 100,000 100,000 0 0.08% -$1.43K
HCA INC 100,000 100,000 0 0.08% -$1.08K
AL 5.3 02/01/28 100,000 100,000 0 0.08% -$715
EXPAND ENRGY 100,000 100,000 0 0.08% -$501
BANK OF AMER CRP 130,000 130,000 0 0.08% -$3.63K
TRUIST FINANCIAL 100,000 100,000 0 0.08% -$562
UNITEDHEALTH GRP 100,000 100,000 0 0.08% -$1.63K
ENTERPRISE PRODUCTS OPER REGD 4.15000000 100,000 100,000 0 0.08% -$818
ROGERS COMMUNIC 100,000 100,000 0 0.08% -$1.37K
VERIZON COMM INC 100,000 100,000 0 0.08% -$1.94K
JAMAN 9.625 11/03/30 14,500,000 14,500,000 0 0.07% -$117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 100,000 100,000 0 0.07% -$10
SOLVENTUM CORP 98,000 98,000 0 0.07% -$2.69K
RTX CORP 90,000 90,000 0 0.07% -$1.28K
COLUMBIA PIPE OC 90,000 90,000 0 0.07% -$1.51K
PM GENERAL PURCHASER LLC SR SECURED 144A 10/28 9.5 100,000 100,000 0 0.07% $8.34K
FIRSTENERGY CORP 110,000 110,000 0 0.07% -$2.90K
WILLIAMS COS INC 110,000 110,000 0 0.07% -$2.87K
Fannie Mae Pool 100,000 100,000 0 0.07% $91
FREDDIE MAC REMICS FHR 5224 HL 100,000 100,000 0 0.07% -$637
US BANCORP 90,000 90,000 0 0.07% -$995
EXELON CORP 90,000 90,000 0 0.07% -$2.07K
PHILIP MORRIS IN 90,000 90,000 0 0.07% -$1.37K
PHILIP MORRIS IN 90,000 90,000 0 0.07% -$793
Georgia-Pacific LLC 90,000 90,000 0 0.07% -$1.68K
US TREASURY N/B 100,000 100,000 0 0.07% -$1.06K
Ellington Financial Mortgage Trust 2022-1 120,000 120,000 0 0.07% -$420
WILLIAMS COS INC/THE 7.750000% 06/15/2031 80,000 80,000 0 0.07% -$769
ELI LILLY & CO 100,000 100,000 0 0.07% -$2.14K
CHART INDUSTRIES TERM B 1LN 3/15/2030 88,931 88,931 0 0.07% -$478
VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 90,000 90,000 0 0.07% -$2.51K
ENTERPRISE PRODU 80,000 80,000 0 0.07% -$1.43K
CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 90,000 90,000 0 0.07% $408
ALTRIA GROUP INC 100,000 100,000 0 0.07% -$749
UNITEDHEALTH GRP 90,000 90,000 0 0.07% -$1.12K
MCDONALD'S CORP 90,000 90,000 0 0.07% -$888
MCDONALD'S CORP 110,000 110,000 0 0.07% -$2.26K
US TREASURY N/B 110,000 110,000 0 0.07% -$829
META PLATFORMS 90,000 90,000 0 0.07% -$2.22K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW 100,000 100,000 0 0.07% -$763
EQT CORP SR UNSECURED 144A 05/31 3.625 90,000 90,000 0 0.07% -$653
CHARTER COMM OPT 80,000 80,000 0 0.06% -$1.07K
BRISTOL-MYERS 80,000 80,000 0 0.06% -$1.08K
ABBVIE INC 80,000 80,000 0 0.06% -$1.01K
TIME WARNER CABL 90,000 90,000 0 0.06% -$1.72K
ABBVIE INC 100,000 100,000 0 0.06% -$1.19K
TARGA RES PRTNRS 80,000 80,000 0 0.06% -$34
OCCIDENTAL PETE 70,000 70,000 0 0.06% -$423
FIRSTENERGY CORP 80,000 80,000 0 0.06% -$360
ALPHABET INC 80,000 80,000 0 0.06% -$981
KROGER CO 80,000 80,000 0 0.06% -$1.46K
US TREASURY N/B 80,000 80,000 0 0.06% -$991
NORTHROP GRUMMAN 80,000 80,000 0 0.06% -$403
EXPAND ENRGY 80,000 80,000 0 0.06% -$960
WESTERN MIDSTRM 80,000 80,000 0 0.06% -$698
PACIFIC GAS&ELEC 80,000 80,000 0 0.06% -$41
MO 6.875 11/01/33 70,000 70,000 0 0.06% -$1.54K
REYNOLDS AMERICA 80,000 80,000 0 0.06% -$1.45K
DEVON ENERGY 80,000 80,000 0 0.06% -$12
ROYAL BK CANADA 80,000 80,000 0 0.06% -$910
HOME DEPOT INC 110,000 110,000 0 0.06% -$1.69K
VERIZON COMM INC 100,000 100,000 0 0.06% -$907
SHELL FINANCE US 80,000 80,000 0 0.06% -$607
CITIGROUP INC 80,000 80,000 0 0.06% -$1.32K
BANK OF AMER CRP 80,000 80,000 0 0.06% -$2.73K
CHENIERE ENERGYP 80,000 80,000 0 0.06% -$785
AMAZON.COM INC 80,000 80,000 0 0.06% -$1.38K
LAS VEGAS SAN 70,000 70,000 0 0.06% -$1.19K
CHARTER COMM OPT 80,000 80,000 0 0.06% -$2.07K
OCCIDENTAL PETE 70,000 70,000 0 0.06% $136
UNITED TECH CORP 80,000 80,000 0 0.06% -$1.51K
ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625 70,000 70,000 0 0.05% -$878
TLN 6.5 02/01/36 144A 70,000 70,000 0 0.05% -$1.91K
WASTE CONNECT 70,000 70,000 0 0.05% -$1.06K
EQT CORP 70,000 70,000 0 0.05% -$524
VERIZON COMM INC 80,000 80,000 0 0.05% -$291
Government National Mortgage Association 100,000 100,000 0 0.05% -$582
QUALCOMM INC 70,000 70,000 0 0.05% -$1.19K
CVS HEALTH CORP 80,000 80,000 0 0.05% -$909
GLENCORE FUNDING LLC REGD 144A P/P 3.87500000 70,000 70,000 0 0.05% -$459
HOWMET AEROSPACE 70,000 70,000 0 0.05% -$1.21K
US TREASURY N/B 80,000 80,000 0 0.05% -$734
VERIZON COMM INC 70,000 70,000 0 0.05% -$994
SUZANO NETHERLAN 70,000 70,000 0 0.05% -$1.67K
ANHEUSER-BUSCH 75,000 75,000 0 0.05% -$1.78K
UNITEDHEALTH GRP 100,000 100,000 0 0.05% -$1.84K
HOME DEPOT INC 70,000 70,000 0 0.05% -$348
BAT CAPITAL CORP 80,000 80,000 0 0.05% -$1.42K
NVIDIA CORP 90,000 90,000 0 0.05% -$1.11K
UNION PAC CORP 90,000 90,000 0 0.05% -$1.41K
PFIZER INC 70,000 70,000 0 0.05% -$536
MICRON TECH 60,000 60,000 0 0.05% $606
PACIFIC GAS&ELEC 70,000 70,000 0 0.05% -$333
FE 2.65 01/15/32 144A 70,000 70,000 0 0.05% -$369
AT&T INC 96,000 96,000 0 0.05% -$1.49K
TransDigm, Inc. 60,000 60,000 0 0.05% -$1.13K
WELLS FARGO CO 60,000 60,000 0 0.05% -$1.43K
AON NORTH AMER 60,000 60,000 0 0.05% -$1.07K
QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75 60,000 60,000 0 0.05% -$1.46K
QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 60,000 60,000 0 0.05% -$1.61K
RR DONNELLEY + SONS CO SR SECURED 144A 08/29 9.5 60,000 60,000 0 0.05% -$1.27K
MARS INC 60,000 60,000 0 0.05% -$1.10K
ORACLE CORP 70,000 70,000 0 0.05% -$2.82K
VIKING CRUISES LTD SR UNSECURED 144A 02/29 7 60,000 60,000 0 0.05% -$422
BARRICK NA FIN 60,000 60,000 0 0.05% -$1.10K
HCA INC 60,000 60,000 0 0.05% -$85
BANK OF AMER CRP 60,000 60,000 0 0.05% -$289
TARGA RES PRTNRS 60,000 60,000 0 0.05% -$453
FLORIDA POWER & 60,000 60,000 0 0.05% -$1.11K
COMCAST CORP 60,000 60,000 0 0.05% -$573

Top 300 of 558, by weight.

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