FRANKLIN TEMPLETON > Legg Mason Partners Income Trust
Western Asset Income Fund
$1.18B
Avg Monthly Net Assets
$1.20B
Total Assets
$35.13M
Total Liabilities
$1.17B
Net Assets
Western Asset Income Fund is a Mutual Fund in Legg Mason Partners Income Trust
from FRANKLIN TEMPLETON,
based in New York,
United States of America.
The fund has five share classes
and monthly net assets of $1.18B.
On September 26th, 2024 it reported 741 holdings, the largest
being Western Asset Premier Institutional Government Reserves (3.4%), INTER-AMERICAN DEVEL BK (1.0%) and MEX BONOS DESARR FIX RT (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000024372 | SDSAX | |
| Class C | C000024374 | LWSIX | |
| Class C1 | C000081533 | SDSIX | |
| Class I | C000024375 | SDSYX | |
| Class IS | C000118995 | WAGIX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-739K | – | -0.06 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $294K | – | 0.03 | |
| 19th Holdings Golf LLC (19th Holdings Golf, LLC) | Long | Loan | US | $4M | – | 0.32 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| 8th Avenue Food & Provisions Inc | Long | Loan | US | $233K | – | 0.02 |
| A-L PARENT LLC (Learfield Communications LLC) | Long | Loan | US | $3M | – | 0.28 |
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $583K | – | 0.05 |
| Accelerate360 Holdings LLC (ACCELERATE360 HOLD LLC) | Long | Debt | US | $5M | – | 0.46 |
| Accession Risk Mgmt Group (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Loan | US | $1M | – | 0.10 |
| ACRISURE LLC | Long | Loan | US | $4M | – | 0.37 |
| ADTALEM GLOBAL EDUCATION (Adtalem Global Education Inc) | Long | Loan | US | $337K | – | 0.03 |
| Advanced Drainage Systems Inc | Long | Debt | US | $2M | – | 0.17 |
| Advanced Drainage Systems Inc | Long | Debt | US | $20K | – | 0.00 |
| AerCap Holdings NV | Long | Debt | NL | $729K | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.11 |
| AI AQUA MERGER SUB INC | Long | Loan | US | $3M | – | 0.28 |
| Aimco CLO 12 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Air Canada | Long | Debt | CA | $1M | – | 0.10 |
| Akumin Inc | Long | Debt | US | $2M | – | 0.21 |
| Allen Media LLC | Long | Loan | US | $2M | – | 0.21 |
| Allen Media LLC / Allen Media Co-Issuer Inc (ALLEN MEDIA LLC/CO-ISSR) | Long | Debt | US | $1M | – | 0.11 |
| ALLWYN ENTERTAINMENT FINANCING US LLC (Allwyn International a.s.) | Long | Loan | US | $2M | – | 0.15 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $202K | – | 0.02 |
| ALTERRA MOUNTAIN CO (Alterra Mountain Company) | Long | Loan | US | $4M | – | 0.32 |
| Altice Financing SA | Long | Debt | LU | $2M | – | 0.20 |
| Altice France Holding SA | Long | Debt | LU | $1M | – | 0.12 |
| Altice France SA | Long | Debt | FR | $2M | – | 0.20 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.10 |
| AMAZON HOLDCO INC (Amazon Holdco Inc.) | Long | Loan | US | $3M | – | 0.24 |
| AMC Entertainment Holdings Inc (AMC ENTERTAINMENT HLDGS) | Long | Debt | US | $833K | – | 0.07 |
| AMC Entertainment Holdings Inc (AMC ENTERTAINMENT HLDGS) | Long | Debt | US | $561K | – | 0.05 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $2M | – | 0.16 |
| American Airlines Inc | Long | Debt | US | $2M | – | 0.14 |
| American Airlines Inc | Long | Debt | US | $1M | – | 0.09 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $323K | – | 0.03 | |
| American News Co LLC (AMERICAN NEWS COMPANY) | Long | Debt | US | $2M | – | 0.17 |
| AMMC CLO 30 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.09 |
| Angel Oak Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $984K | – | 0.08 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $777K | – | 0.07 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $691K | – | 0.06 |
| Apex Credit CLO 2020 LTD (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.12 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Apollo Commercial Real Estate Finance Inc | Long | Loan | US | $808K | – | 0.07 |
| Apollo Commercial Real Estate Finance Inc | Long | Loan | US | $778K | – | 0.07 |
| ARCTIC CANADIAN DIAMONDS (Arctic Canadian Diamond Company Ltd) | Long | Debt | US | $1M | – | 0.12 |
| ARCTIC CANADIAN DIAMONDS | Long | Equity-common | AU | $194K | 1K | 0.02 |
| ARD Finance SA | Long | Debt | LU | $216K | – | 0.02 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $2M | – | 0.17 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $855K | – | 0.07 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $116K | – | 0.01 | |
| ARES XLIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $381K | – | 0.03 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $31K | – | 0.00 |
| Ascensus Holdings Inc (Mercury Borrower Inc) | Long | Loan | US | $2M | – | 0.19 |
| ASSUREDPARTNERS INC (AssuredPartners Inc.) | Long | Loan | US | $3M | – | 0.28 |
| Asurion LLC | Long | Loan | US | $2M | – | 0.13 |
| AUD CALL VERSUS USD PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $63K | – | 0.01 | |
| AUD/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-313K | – | -0.03 | |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $87K | – | 0.01 | |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.39 |
| B3 SA - Brasil Bolsa Balcao (B3 SA-BRASIL BOLSA BALCA) | Long | Debt | BR | $1M | – | 0.11 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $903K | – | 0.08 |
| Bain Capital Credit CLO 2023-1 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.23 |
| Balboa Bay Loan Funding 2022-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Banc of America Funding Corp (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $3M | – | 0.24 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $611K | – | 0.05 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $599K | – | 0.05 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $971K | – | 0.08 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $887K | – | 0.08 |
| Bank of Nova Scotia/The | Long | Debt | CA | $3M | – | 0.23 |
| Bank of Nova Scotia/The | Long | Debt | CA | $478K | – | 0.04 |
| Barings Clo Ltd 2015-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Barings CLO Ltd 2016-II (Barings CLO Ltd. 2016-II) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.04 |
| Barings CLO Ltd 2020-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.10 |
| Bausch Health Cos Inc | Long | Debt | CA | $928K | – | 0.08 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $826K | – | 0.07 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $600K | – | 0.05 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Berry Petroleum Co LLC | Long | Debt | US | $6M | – | 0.48 |
| BIG Commercial Mortgage Trust 2022-BIG | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Birch Grove CLO Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $436K | – | 0.04 |
| BLACKHAWK NETWORK HOLDINGS INC (Blackhawk Network Holdings Inc.) | Long | Loan | US | $2M | – | 0.13 |
| Blackstone Mortgage Trust Inc | Long | Loan | US | $3M | – | 0.24 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $2M | – | 0.15 |
| Blueberry Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Bombardier Inc | Long | Debt | CA | $2M | – | 0.15 |
| Boost Newco Borrower LLC | Long | Debt | US | $2M | – | 0.14 |
| Bravo Mortgage Asset Trust | Long | ABS-other | US | $2M | – | 0.17 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $809K | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $5M | – | 0.45 |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $47K | – | 0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-48K | – | -0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-518K | – | -0.04 | |
| Brown Group Holding LLC | Long | Loan | US | $4M | – | 0.34 |
| BROWN GROUP HOLDING LLC | Long | Loan | US | $327K | – | 0.03 |
| Buckhorn Park CLO Ltd (Buckhorn Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.27 |
| Buckhorn Park CLO Ltd (Buckhorn Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $705K | – | 0.06 |
| Builders FirstSource Inc | Long | Debt | US | $1M | – | 0.10 |
| Burford Capital Global Finance LLC (BURFORD CAPITAL GLBL FIN) | Long | Debt | US | $2M | – | 0.20 |
| BX Commercial Mortgage Trust 2019-IMC (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| BX Trust 2018-GW MZ | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BX Trust 2019-MMP | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $652K | – | 0.06 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $664K | – | 0.06 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| CAD CALL VERSUS USD PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $68K | – | 0.01 | |
| CAD/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $2M | – | 0.20 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.10 |
| Caesars Entertainment Inc (Caesars Entertainment, Inc.) | Long | Loan | US | $800K | – | 0.07 |
| CAFL 2023-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| CalAtlantic Group LLC | Long | Debt | US | $238K | – | 0.02 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| Cardinal Parent Inc | Long | Loan | US | $3M | – | 0.27 |
| Carnival Corp | Long | Debt | PA | $1M | – | 0.12 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $2M | – | 0.13 |
| Carriage Purchaser Inc | Long | Debt | US | $3M | – | 0.25 |
| Carriage Services Inc | Long | Debt | US | $1M | – | 0.11 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.26 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $414K | – | 0.04 | |
| CDS DAIMLER AG (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS FORD MOTOR COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $427K | – | 0.04 | |
| CDS FORD MOTOR COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $267K | – | 0.02 | |
| CDS GENERAL MOTORS CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-282K | – | -0.02 | |
| CDS GENERAL MOTORS CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-485K | – | -0.04 | |
| CDS NABORS INDUSTRIES INC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-434K | – | -0.04 | |
| CDS TRANSOCEAN INC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $321K | – | 0.03 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $7K | – | 0.00 | |
| Central Parent Inc / CDK Global Inc (CNTRL PARENT/CDK GLB INC) | Long | Debt | US | $1M | – | 0.09 |
| CFK Trust 2020-MF2 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Chord Energy Corp | Long | Debt | US | $3M | – | 0.24 |
| CHROMALLOY CORP (Chromalloy Corporation) | Long | Loan | US | $957K | – | 0.08 |
| CHS/Community Health Systems Inc | Long | Debt | US | $5M | – | 0.46 |
| CHS/Community Health Systems Inc | Long | Debt | US | $3M | – | 0.23 |
| CHS/Community Health Systems Inc | Long | Debt | US | $3M | – | 0.23 |
| Cidron Aida Finco Sarl | Long | Debt | LU | $2M | – | 0.17 |
| CIFC Funding 2017-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $789K | – | 0.07 |
| CIM Trust 2023-R4 | Long | ABS-mortgage backed security | US | $480K | – | 0.04 |
| CITADEL SECURITIES LP | Long | Loan | US | $161K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $910K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $425K | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.16 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| CLARIOS GLOBAL LP | Long | Loan | CA | $2M | – | 0.14 |
| Clean Harbors Inc | Long | Debt | US | $1M | – | 0.11 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $3M | – | 0.26 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $2M | – | 0.19 |
| Cloudera Inc | Long | Loan | US | $5M | – | 0.42 |
| Cloudera Inc | Long | Loan | US | $488K | – | 0.04 |
| CNH/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| Co-operative Group Holdings 2011 Ltd (CO-OP GRP HLDS) | Long | Debt | GB | $2M | – | 0.18 |
| College Ave Student Loans 2023-A LLC | Long | ABS-other | US | $549K | – | 0.05 |
| CommScope LLC | Long | Debt | US | $2M | – | 0.20 |
| Community Brands Private (CB Buyer INC) | Long | Loan | US | $802K | – | 0.07 |
| Community Brands Private (CB Buyer INC) | Long | Loan | US | $226K | – | 0.02 |
| Connecticut Avenue Securities Trust 2019-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $505K | – | 0.04 |
| Connecticut Avenue Securities Trust 2019-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $466K | – | 0.04 |
| Connecticut Avenue Securities Trust 2019-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $694K | – | 0.06 |
| Connecticut Avenue Securities Trust 2023-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $4M | – | 0.33 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.11 |
| CoreCivic Inc | Long | Debt | US | $4M | – | 0.36 |
| COTIVITI INC | Long | Loan | US | $2M | – | 0.19 |
| Country Garden Holdings Co Ltd (COUNTRY GARDEN HLDGS) | Long | Debt | KY | $89K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $4M | – | 0.34 |
| CREDIT SUISSE ESCROW CL | Long | Debt | US | $161K | – | 0.01 |
| Crescent Energy Finance LLC | Long | Debt | US | $1M | – | 0.12 |
| Crescent Energy Finance LLC | Long | Debt | US | $1M | – | 0.12 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| CSC Holdings LLC | Long | Debt | US | $8M | – | 0.69 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.19 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $139K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $236K | – | 0.02 |
| CSMC Series 2019-UVIL (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| CSMC Trust 2017-CHOP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| CTC Holdings LP (CtC Holdings, LP) | Long | Loan | US | $2M | – | 0.18 |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $1M | – | 0.11 |
| Dcert Buyer Inc | Long | Loan | US | $4M | – | 0.35 |
| Dcert Buyer Inc | Long | Loan | US | $1M | – | 0.12 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $1M | – | 0.10 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $365K | – | 0.03 |
| Directv Financing LLC | Long | Debt | US | $251K | – | 0.02 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $874K | – | 0.07 |
| DISH DBS Corp | Long | Debt | US | $4M | – | 0.33 |
| DISH DBS Corp | Long | Debt | US | $1M | – | 0.12 |
| DISH DBS Corp | Long | Debt | US | $309K | – | 0.03 |
| DISH Network Corp | Long | Debt | US | $4M | – | 0.32 |
| DISH Network Corp | Long | Debt | US | $2M | – | 0.20 |
| Doman Building Materials Group Ltd | Long | Debt | CA | $1M | – | 0.10 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.16 |
| Dominican Republic International Bond | Long | Debt | DO | $616K | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $295K | – | 0.03 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $1M | – | 0.11 |
| Dryden 43 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.21 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $748K | – | 0.06 |
| DS PARENT INC | Long | Loan | US | $3M | – | 0.22 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.26 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $266K | – | 0.02 |
| Edison International | Long | Debt | US | $3M | – | 0.24 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.09 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $872K | – | 0.07 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $612K | – | 0.05 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $248K | – | 0.02 |
| Empire Communities Corp | Long | Debt | CA | $1M | – | 0.10 |
| EMRLD BORROWER LP | Long | Loan | US | $2M | – | 0.18 |
| EMRLD BORROWER LP (Emerald Debt Merger Sub L.L.C.) | Long | Loan | US | $351K | – | 0.03 |
| Endo Finance Holdings Inc | Long | Debt | US | $2M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $453K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $425K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $273K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.15 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.10 |
| EquipmentShare.com Inc | Long | Debt | US | $2M | – | 0.16 |
| Esab Corp | Long | Debt | US | $1M | – | 0.09 |
| Ethiopia International Bond (FEDERAL REP OF ETHIOPIA) | Long | Debt | ET | $671K | – | 0.06 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-42K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $1M | – | 0.09 | |
| EVERTEC GROUP LLC | Long | Loan | US | $1M | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| EYECARE PARTNERS LLC | Long | Loan | US | $2M | – | 0.14 |
| EYECARE PARTNERS LLC | Long | Loan | US | $58K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231.32 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89.84 | – | 0.00 |
| First Brands Group LLC (First Brands Group LLC(f/k/a TRICO GROUP LLC)) | Long | Loan | US | $2M | – | 0.14 |
| First Brands Group LLC (First Brands Group LLC(f/k/a TRICO GROUP LLC)) | Long | Loan | US | $218K | – | 0.02 |
| FIRST EAGLE HOLDINGS INC | Long | Loan | US | $1M | – | 0.11 |
| First Franklin Mortgage Loan Trust 2003-FF4 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $367K | – | 0.03 |
| First Quantum Minerals Ltd | Long | Debt | CA | $4M | – | 0.36 |
| First Quantum Minerals Ltd | Long | Debt | CA | $3M | – | 0.29 |
| FirstCash Inc | Long | Debt | US | $2M | – | 0.17 |
| FirstEnergy Corp | Long | Debt | US | $789K | – | 0.07 |
| Five Point Operating Co LP / Five Point Capital Corp (FIVE POINT OP CO LP/FIVE) | Long | Debt | US | $1M | – | 0.10 |
| Flatiron CLO 18 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| FLUTTER FINANCING BV (Flutter Entertainment Public Limited Company) | Long | Loan | NL | $3M | – | 0.26 |
| flyExclusive Inc | Long | Equity-common | US | $25K | 47K | 0.00 |
| Focus Financial Partners LLC | Long | Loan | US | $2M | – | 0.18 |
| FOCUS FINANCIAL PARTNERS LLC | Long | Loan | US | $2M | – | 0.20 |
| Foot Locker Inc | Long | Debt | US | $2M | – | 0.21 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $1M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $850K | – | 0.07 |
| Fortress Credit BSL XII Ltd (Fortress Credit BSL Limited) | Long | ABS-collateralized bond/debt obligation | KY | $963K | – | 0.08 |
| FOUR SEASONS HOTELS LTD (Four Seasons Hotels Limited) | Long | Loan | CA | $2M | – | 0.16 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $188.19 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Freddie Mac STACR REMIC Trust 2020-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $665K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $893K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $464K | – | 0.04 |
| Freddie Mac STACR Trust 2019-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Freeport-McMoRan Inc | Long | Debt | US | $653K | – | 0.06 |
| Full House Resorts Inc | Long | Debt | US | $4M | – | 0.31 |
| Gainwell Acquisition Corp | Long | Loan | US | $2M | – | 0.18 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Gannett Co Inc | Long | Debt | US | $240K | – | 0.02 |
| Gannett Holdings LLC | Long | Debt | US | $136K | – | 0.01 |
| Garda World Security Corp (Garda World Security Corporation) | Long | Loan | CA | $2M | – | 0.16 |
| Gatwick Airport Finance PLC | Long | Debt | GB | $3M | – | 0.28 |
| Gen Digital Inc | Long | Debt | US | $3M | – | 0.22 |
| GEO Group Inc/The | Long | Debt | US | $3M | – | 0.22 |
| GEO Group Inc/The | Long | Debt | US | $2M | – | 0.15 |
| GEO GROUP INC/THE (GEO Group Inc (The)) | Long | Loan | US | $1M | – | 0.11 |
| GFL Environmental Inc | Long | Debt | CA | $2M | – | 0.21 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $993K | – | 0.08 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $4M | – | 0.33 |
| Global Auto Holdings Ltd/AAG FH UK Ltd (GLOBAL AUTO HO/AAG FH UK) | Long | Debt | GB | $3M | – | 0.29 |
| GLOBAL MEDICAL RESPONSE (Global Medical Response Inc) | Long | Loan | US | $3M | – | 0.23 |
| Global Tel*Link Corp (Global Tel Link Corp) | Long | Loan | US | $208K | – | 0.02 |
| Golub Capital Partners CLO 53B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $574K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6.02 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2.68 | – | 0.00 |
| Gray Television Inc | Long | Loan | US | $2M | – | 0.18 |
| Gray Television Inc | Long | Debt | US | $969K | – | 0.08 |
| GRAY TELEVISION INC | Long | Loan | US | $818K | – | 0.07 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Greystone CRE Notes 2024-HC3 (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| Greystone Select Financial LLC (Greystone Select Holdings LLC) | Long | Loan | US | $2M | – | 0.19 |
| Greywolf CLO IV Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GS Mortgage Securities Corp Trust 2018-LUAU (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $236K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2020-DUNE (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $689K | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| GS Mortgage-Backed Securities Corp Trust 2021-RPL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GSMPS Mortgage Loan Trust 2006-RP1 | Long | ABS-mortgage backed security | US | $433K | – | 0.04 |
| GSMPS Mortgage Loan Trust 2006-RP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GTCR W MERGER SUB (Boost Newco Borrower LLC) | Long | Loan | US | $1M | – | 0.12 |
| H&E Equipment Services Inc | Long | Debt | US | $1M | – | 0.10 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.03 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $264K | – | 0.02 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $2M | – | 0.18 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Hayfin US XV Ltd (Hayfin US XV, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| HCA Inc | Long | Debt | US | $1M | – | 0.12 |
| HERO FUNDING TRUST 2016-1 | Long | Debt | US | $227K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $2M | – | 0.14 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $1M | – | 0.11 |
| Historic TW Inc | Long | Debt | US | $3M | – | 0.22 |
| Home Equity Asset Trust 2005-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $1M | – | 0.12 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $1M | – | 0.10 |
| Hudbay Minerals Inc | Long | Debt | CA | $1M | – | 0.09 |
| Hudson River Trading LLC | Long | Loan | US | $4M | – | 0.30 |
| HYPERION REFINANCE SARL (HIG Finance 2 Limited) | Long | Loan | LU | $456K | – | 0.04 |
| iHeartCommunications Inc | Long | Debt | US | $423K | – | 0.04 |
| Impac CMB Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $875K | – | 0.07 |
| INDY US HOLDCO LLC (Indy Us Bidco, LLC) | Long | Loan | US | $2M | – | 0.14 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $12M | – | 1.00 | |
| Intesa Sanpaolo SpA | Long | Debt | IT | $6M | – | 0.53 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $709K | – | 0.06 |
| IRS BRL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-158K | – | -0.01 | |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-830K | – | -0.07 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-45K | – | -0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-467K | – | -0.04 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-821K | – | -0.07 | |
| Ivory Coast Government International Bond | Long | Debt | CI | $4M | – | 0.32 |
| Ivory Coast Government International Bond | Long | Debt | CI | $882K | – | 0.08 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $275 | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $849K | – | 0.07 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $2M | – | 0.13 |
| JANE STREET GROUP LLC | Long | Loan | US | $4M | – | 0.32 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $2M | – | 0.16 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $846K | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | Long | ABS-mortgage backed security | US | $966K | – | 0.08 |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1.32 | – | 0.00 | |
| Katayma CLO I Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $351K | – | 0.03 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.12 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| KKR Clo 17 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $696K | – | 0.06 |
| Knight Health Holdings LLC | Long | Loan | US | $304K | – | 0.03 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $3M | – | 0.29 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| LEIA FINCO US LLC (Darktrace Plc) | Long | Loan | US | $4M | – | 0.32 |
| Lids Holdings Inc (Lids Holdings, Inc.) | Long | Loan | US | $3M | – | 0.23 |
| LifePoint Health Inc | Long | Debt | US | $3M | – | 0.24 |
| LIFEPOINT HEALTH INC | Long | Loan | US | $4M | – | 0.37 |
| LIFEPOINT HEALTH INC | Long | Loan | US | $733K | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $3M | – | 0.23 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.14 |
| Long Beach Mortgage Loan Trust 2005-1 | Long | ABS-other | US | $1M | – | 0.12 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $676K | – | 0.06 | |
| LORCA CO-BORROWER LLC (Lorca Telecom Bidco S.A.) | Long | Loan | US | $591K | – | 0.05 |
| LRS Holdings LLC | Long | Loan | US | $3M | – | 0.25 |
| LTR Intermediate Holdings Inc | Long | Loan | US | $2M | – | 0.17 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Madison Park Funding XXXV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| Magnetite XXII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Magnetite XXXIX Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| Marble Point CLO XIV Ltd (Marble Point CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Marks & Spencer PLC | Long | Debt | GB | $1M | – | 0.09 |
| Mastr Asset Backed Securities Trust 2007-HE2 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| McClatchy Co LLC/The (THE MCCLATCHY CO LLC) | Long | Debt | US | $2M | – | 0.14 |
| Mclaren Finance PLC | Long | Debt | GB | $4M | – | 0.34 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.26 |
| MEDLINE BORROWER LP | Long | Loan | US | $1M | – | 0.10 |
| MEDLINE BORROWER LP | Long | Loan | US | $1M | – | 0.09 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $950K | – | 0.08 |
| MEG Energy Corp | Long | Debt | CA | $584K | – | 0.05 |
| MEGlobal Canada ULC | Long | Debt | CA | $2M | – | 0.17 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $1M | – | 0.13 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $1M | – | 0.12 |
| MercadoLibre Inc | Long | Debt | US | $2M | – | 0.19 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $11M | – | 0.94 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $8M | – | 0.65 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.24 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.21 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $598K | – | 0.05 |
| MFA 2023-NQM4 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $534K | – | 0.05 |
| MH SUB I LLC | Long | Loan | US | $3M | – | 0.22 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Michaels Cos Inc/The | Long | Debt | US | $1M | – | 0.11 |
| Midcap Financial Issuer Trust (MIDCAP FINANCIAL ISSR TR) | Long | Debt | US | $1M | – | 0.10 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $1M | – | 0.09 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $1M | – | 0.09 |
| MITCHELL INTERNATIONAL INC (Mitchell International, Inc.) | Long | Loan | US | $3M | – | 0.27 |
| MODENA BUYER LLC | Long | Loan | US | $4M | – | 0.32 |
| Mohegan Tribal Gaming Authority | Long | Debt | US | $1M | – | 0.11 |
| Morgan Stanley ABS Capital I Inc Trust 2004-NC2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Morgan Stanley ABS Capital I Inc Trust 2004-NC4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $675K | – | 0.06 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $611K | – | 0.05 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $446K | – | 0.04 |
| Morgan Stanley Mortgage Loan Trust 2005-2AR | Long | ABS-mortgage backed security | US | $658K | – | 0.06 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $561K | – | 0.05 |
| Mountain View CLO XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| Mozambique International Bond (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $597K | – | 0.05 |
| MPH Acquisition Holdings LLC | Long | Loan | US | $2M | – | 0.14 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $2M | – | 0.14 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $1M | – | 0.12 |
| MRI SOFTWARE LLC | Long | Loan | US | $2M | – | 0.14 |
| MRI SOFTWARE LLC | Long | Loan | US | $441K | – | 0.04 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $846K | – | 0.07 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Multifamily Connecticut Avenue Securities Trust 2020-01 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Multifamily Trust 2016-1 | Long | ABS-mortgage backed security | US | $375K | – | 0.03 |
| Multiplan Corp | Long | Debt | US | $1M | – | 0.11 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $346K | – | 0.03 |
| National Collegiate Student Loan Trust 2005-1 | Long | ABS-other | US | $854K | – | 0.07 |
| National Collegiate Student Loan Trust 2005-3 | Long | ABS-other | US | $2M | – | 0.20 |
| National Collegiate Student Loan Trust 2007-2 | Long | ABS-other | US | $373K | – | 0.03 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $5M | – | 0.45 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $1M | – | 0.13 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $1M | – | 0.09 |
| NCMF Trust 2022-MFP | Long | ABS-mortgage backed security | US | $725K | – | 0.06 |
| NEPTUNE BIDCO US INC (Neptune Bidco Us Inc.) | Long | Loan | US | $3M | – | 0.25 |
| Neuberger Berman CLO XVI-S Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Neuberger Berman CLO XVIII Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Neuberger Berman Loan Advisers Clo 44 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| New Residential Mortgage Loan Trust 2017-5 | Long | ABS-mortgage backed security | US | $715K | – | 0.06 |
| New Residential Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $565K | – | 0.05 |
| Newell Brands Inc | Long | Debt | US | $3M | – | 0.26 |
| Nexstar Media Inc | Long | Debt | US | $3M | – | 0.25 |
| NEXUS BUYER LLC | Long | Loan | US | $4M | – | 0.32 |
| NEXUS BUYER LLC | Long | Loan | US | $515K | – | 0.04 |
| NGP XI MIDSTREAM HOLDINGS LLC | Long | Loan | US | $719K | – | 0.06 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $1M | – | 0.11 |
| Noble Finance II LLC | Long | Debt | US | $1M | – | 0.11 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $53K | – | 0.00 | |
| NOK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| Nomura Resecuritization Trust 2015-4R | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Nomura Resecuritization Trust 2015-8R | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Northern Oil & Gas Inc | Long | Debt | US | $3M | – | 0.23 |
| NYMT Loan Trust Series 2024-BPL1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $755K | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $6M | – | 0.55 |
| Occidental Petroleum Corp | Long | Debt | US | $4M | – | 0.32 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.25 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.11 |
| Occidental Petroleum Corp | Long | Debt | US | $410K | – | 0.04 |
| Ocean Trails CLO V | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.13 |
| Ocean Trails Clo X | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Ocean Trails CLO XIV Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.21 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| OCP CLO Ltd (OSD CLO 2023-27, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $3M | – | 0.26 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| OCTAGON INVESTMENT PARTNERS 35 LTD | Long | ABS-collateralized bond/debt obligation | KY | $807K | – | 0.07 |
| ONNI Commerical Mortgage Trust 2024-APT (ONNI Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Option Care Health Inc | Long | Debt | US | $2M | – | 0.16 |
| Option One Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $875K | – | 0.07 |
| Origen Manufactured Housing Contract Trust 2006-A | Long | ABS-other | US | $152K | – | 0.01 |
| OVATION PARENT INC | Long | Loan | US | $2M | – | 0.19 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Pan American Energy LLC/Argentina | Long | Debt | AR | $2M | – | 0.18 |
| Parallel 2017-1 Ltd (Parallel Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Peace Park CLO Ltd (Peace Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| PECF USS Intermediate Holding III Corp (Pecf Uss Intermediate Holding Iii Corporation) | Long | Loan | US | $1M | – | 0.12 |
| PECF USS Intermediate Holding III Corp | Long | Debt | US | $1M | – | 0.09 |
| PEER HOLDING III BV | Long | Loan | NL | $2M | – | 0.16 |
| PEER HOLDING III BV | Long | Loan | NL | $1M | – | 0.12 |
| Peraton Corp | Long | Loan | US | $868K | – | 0.07 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $3M | – | 0.22 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $2M | – | 0.20 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $829K | – | 0.07 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $454K | – | 0.04 |
| Petrobras Global Finance BV | Long | Debt | NL | $1M | – | 0.12 |
| Petroleos del Peru SA | Long | Debt | PE | $1M | – | 0.13 |
| PHOENIX GUARANTOR INC | Long | Loan | US | $3M | – | 0.28 |
| Pioneer Aircraft Finance Ltd (Pioneer Aircraft Finance Limit) | Long | ABS-other | KY | $847K | – | 0.07 |
| Plains All American Pipeline LP | Long | Debt | US | $2M | – | 0.19 |
| PLANVIEW PARENT INC | Long | Loan | US | $3M | – | 0.26 |
| PLANVIEW PARENT INC | Long | Loan | US | $655K | – | 0.06 |
| PM General Purchaser LLC | Long | Debt | US | $4M | – | 0.36 |
| PMT Credit Risk Transfer Trust 2020-1R | Long | ABS-mortgage backed security | US | $910K | – | 0.08 |
| Popular ABS Mortgage Pass-Through Trust 2005-2 | Long | ABS-other | US | $1M | – | 0.09 |
| PRIME SECURITY SERVICES BORROWER LLC (Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)) | Long | Loan | US | $1M | – | 0.11 |
| PROJECT ALPHA INTERMEDIATE HOLDING INC | Long | Loan | US | $2M | – | 0.17 |
| Prosus NV | Long | Debt | NL | $3M | – | 0.22 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $4M | – | 0.32 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $905K | – | 0.08 |
| Provincia de Cordoba | Long | Debt | AR | $561K | – | 0.05 |
| Provincia de Cordoba | Long | Debt | AR | $330K | – | 0.03 |
| Provincia de Cordoba | Long | Debt | AR | $290K | – | 0.02 |
| Puma International Financing SA | Long | Debt | LU | $2M | – | 0.18 |
| QazaqGaz NC JSC | Long | Debt | KZ | $1M | – | 0.11 |
| Rackspace Finance LLC | Long | Debt | US | $132K | – | 0.01 |
| RAD CLO 21 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| Radnor RE 2021-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $2M | – | 0.17 |
| Railworks Holdings LP / Railworks Rally Inc (RAILWORKS HOLDINGS LP/R) | Long | Debt | US | $3M | – | 0.27 |
| Range Resources Corp | Long | Debt | US | $4M | – | 0.34 |
| Range Resources Corp | Long | Debt | US | $2M | – | 0.13 |
| Renew 2024-1 (Renew Financial) | Long | ABS-other | US | $1M | – | 0.10 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $3M | – | 0.30 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $632K | – | 0.05 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $740K | – | 0.06 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $3M | – | 0.26 |
| Rockies Express Pipeline LLC | Long | Debt | US | $713K | – | 0.06 |
| Rockies Express Pipeline LLC | Long | Debt | US | $59K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $2M | – | 0.18 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $2M | – | 0.17 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $867K | – | 0.07 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $752K | – | 0.06 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $631K | – | 0.05 |
| RR 18 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| RR Donnelley & Sons Co | Long | Debt | US | $2M | – | 0.19 |
| RR Donnelley & Sons Co | Long | Debt | US | $998K | – | 0.09 |
| RSC Acquisition 5/22 DDTL (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Debt | US | $274K | – | 0.02 |
| RSC ACQUISITION INC (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Loan | US | $516K | – | 0.04 |
| RSC ACQUISITION INC (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Loan | US | $374K | – | 0.03 |
| RSC ACQUISITION INC (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Loan | US | $187K | – | 0.02 |
| RSCIBI TL DD3 1L USD (Accession Risk Management Group Inc (f/k/a RSC Acquisition Inc)) | Long | Loan | US | $203K | – | 0.02 |
| RYAN LLC | Long | Loan | US | $3M | – | 0.22 |
| RYAN LLC | Long | Loan | US | $281K | – | 0.02 |
| S&P EMINI WEEK 3 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $95K | – | 0.01 | |
| S&P EMINI WEEK 3 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $29K | – | 0.00 | |
| S&P EMINI WEEK 3 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-37K | – | -0.00 | |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $114K | – | 0.01 | |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $64K | – | 0.01 | |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-26K | – | -0.00 | |
| Saga PLC | Long | Debt | GB | $1M | – | 0.13 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $1M | – | 0.09 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Sands China Ltd | Long | Debt | KY | $986K | – | 0.08 |
| Sands China Ltd | Long | Debt | KY | $644K | – | 0.06 |
| Sands China Ltd | Long | Debt | KY | $596K | – | 0.05 |
| Sands China Ltd | Long | Debt | KY | $413K | – | 0.04 |
| Sands China Ltd | Long | Debt | KY | $178K | – | 0.02 |
| Sasol Financing USA LLC | Long | Debt | US | $862K | – | 0.07 |
| Sculptor CLO XXVI Ltd (Sculptor CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Sedgwick Claims Management Services Inc | Long | Loan | US | $2M | – | 0.16 |
| SEDGWICK CMS INC (Sedgwick Claims Management Services, Inc.) | Long | Loan | US | $331K | – | 0.03 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $706K | – | 0.06 |
| Service Properties Trust | Long | Debt | US | $1M | – | 0.11 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Shelf Drilling Holdings Ltd (SHELF DRILL HOLD LTD) | Long | Debt | KY | $2M | – | 0.15 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed (SIMMONS FOOD INC/SIMMONS) | Long | Debt | US | $748K | – | 0.06 |
| SkyMiles IP Ltd (Delta Air Lines Inc) | Long | Loan | KY | $494K | – | 0.04 |
| SMB Private Education Loan Trust 2015-C | Long | ABS-other | US | $307K | – | 0.03 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $430K | – | 0.04 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $1M | – | 0.09 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| SONRAVA HEALTH CO-BORROWER LLC (Sonrava Health Holdings LLC (f/k/a PDS Holdco Inc)) | Long | Loan | US | $3M | – | 0.30 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $3M | – | 0.27 |
| SOTERA HEALTH HOLDINGS LLC | Long | Loan | US | $3M | – | 0.27 |
| Southwestern Energy Co | Long | Debt | US | $3M | – | 0.24 |
| Southwestern Energy Co | Long | Debt | US | $2M | – | 0.18 |
| SPENCER SPIRIT IH LLC | Long | Loan | US | $3M | – | 0.26 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $2M | – | 0.20 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $925K | – | 0.08 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $487K | – | 0.04 |
| Starwood Property Trust Inc | Long | Debt | US | $1M | – | 0.11 |
| Starwood Retail Property Trust 2014-STAR | Long | ABS-mortgage backed security | US | $147.9 | – | 0.00 |
| State Street Corp | Long | Debt | US | $1M | – | 0.11 |
| STATION CASINOS LLC | Long | Loan | US | $3M | – | 0.26 |
| Stena International SA | Long | Debt | LU | $1M | – | 0.09 |
| StoneX Group Inc | Long | Debt | US | $385K | – | 0.03 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1 | Long | ABS-other | US | $86K | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $2M | – | 0.15 |
| Summit Midstream Holdings LLC / Summit Midstream Finance Corp (SUMMIT MID HLDS LLC / FI) | Long | Debt | US | $1M | – | 0.11 |
| Sunnova Energy Corp | Long | Debt | US | $3M | – | 0.29 |
| SUNNOVA HELIOS II ISSUER LLC 2019-A (Helios Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.12 |
| Suzano Austria GmbH | Long | Debt | AT | $1M | – | 0.13 |
| Suzano Austria GmbH | Long | Debt | AT | $292K | – | 0.02 |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $83K | – | 0.01 | |
| SWOP CDS CDX.NA.IG.42.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $12K | – | 0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-72K | – | -0.01 | |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.19 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $1M | – | 0.09 |
| TANZANIA PRIVATE BL | Long | Debt | TZ | $2M | – | 0.13 |
| TCI-Symphony CLO 2016-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| TCI-Symphony CLO 2016-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $482K | – | 0.04 |
| TEAM PUBLIC CHOICES LLC (Team Services Group LLC) | Long | Loan | US | $481K | – | 0.04 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $2M | – | 0.21 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $970K | – | 0.08 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $680K | – | 0.06 |
| THE VANGUARD GROUP INC | Long | Debt | US | $835K | – | 0.07 |
| THERMOSTAT PURCHASER III INC | Long | Loan | US | $2M | – | 0.20 |
| THREE MONTH SONIA INDEX (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $226K | – | 0.02 | |
| THREE MONTH SONIA INDEX (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $8K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-288K | – | -0.02 | |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.11 |
| Titan International Inc | Long | Debt | US | $2M | – | 0.13 |
| TK Elevator US Newco Inc | Long | Debt | US | $2M | – | 0.14 |
| TKC Holdings Inc | Long | Debt | US | $3M | – | 0.22 |
| TKC Holdings Inc | Long | Debt | US | $321K | – | 0.03 |
| TopBuild Corp | Long | Debt | US | $1M | – | 0.11 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $2M | – | 0.14 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Towd Point Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| TransAlta Corp | Long | Debt | CA | $2M | – | 0.16 |
| TransAlta Corp | Long | Debt | CA | $2M | – | 0.14 |
| TransDigm Inc | Long | Debt | US | $3M | – | 0.26 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.12 |
| Trinitas CLO XXVII LTD (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| Triton Water Holdings Inc | Long | Loan | US | $3M | – | 0.29 |
| Triton Water Holdings Inc | Long | Debt | US | $533K | – | 0.05 |
| TRITON WATER HOLDINGS INC | Long | Loan | US | $2M | – | 0.17 |
| Triumph Group Inc | Long | Debt | US | $3M | – | 0.23 |
| TRS JPEIFNTR INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $-33K | – | -0.00 | |
| Turk Telekomunikasyon AS | Long | Debt | TR | $3M | – | 0.24 |
| Turk Telekomunikasyon AS | Long | Debt | TR | $267K | – | 0.02 |
| Tutor Perini Corp | Long | Debt | US | $2M | – | 0.21 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $510K | – | 0.04 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.28 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.16 |
| UFC Holdings LLC | Long | Loan | US | $2M | – | 0.16 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.09 |
| UniCredit SpA | Long | Debt | IT | $2M | – | 0.17 |
| UniCredit SpA | Long | Debt | IT | $821K | – | 0.07 |
| United Airlines 2020-1 Class B Pass Through Trust (UNITED AIR 2020-1 B PTT) | Long | Debt | US | $375K | – | 0.03 |
| UNITED AIRLINES INC | Long | Loan | US | $3M | – | 0.23 |
| United Rentals North America Inc | Long | Debt | US | $477K | – | 0.04 |
| UNIVISION COMMUNICATIONS INC | Long | Loan | US | $323K | – | 0.03 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $714K | – | 0.06 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $143K | – | 0.01 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.11 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.17 | |
| US Airways 2013-1 Class A Pass Through Trust (US AIRWAYS 2013-1A PTT) | Long | Debt | US | $296K | – | 0.03 |
| US Renal Care Inc | Long | Debt | US | $519K | – | 0.04 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $259K | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.15 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| USD/CAD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| USD/CAD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/CAD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/CAD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-284K | – | -0.02 | |
| USD/CNH FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/GBP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| USD/INR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/MXN FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| UST Global Inc | Long | Loan | US | $4M | – | 0.33 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $995K | – | 0.09 |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.13 |
| VARSITY BRANDS LLC (Varsity Brands, Inc.) | Long | Loan | US | $1M | – | 0.11 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $3M | – | 0.27 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $1M | – | 0.09 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $964K | – | 0.08 |
| Venture Global LNG Inc | Long | Debt | US | $3M | – | 0.27 |
| Venture Global LNG Inc | Long | Debt | US | $2M | – | 0.14 |
| Venture Global LNG Inc | Long | Debt | US | $1M | – | 0.11 |
| Vericast Corp | Long | Debt | US | $888K | – | 0.08 |
| VERICAST CORP (Vertiv Group Corp) | Long | Loan | US | $846K | – | 0.07 |
| VERTEX AEROSPACE SERVICES CORP | Long | Loan | US | $2M | – | 0.13 |
| Vertiv Group Corp (VERTIV GROUP CORPORATION) | Long | Debt | US | $1M | – | 0.11 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Verus Securitization Trust 2023-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Verus Securitization Trust 2024-INV1 | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| VFH PAREN 06/13/31 (VFH Parent LLC) | Long | Loan | US | $2M | – | 0.16 |
| VIAPATH TECHNOLOGIES (Global Tel Link Corp) | Long | Loan | US | $3M | – | 0.24 |
| Viking Cruises Ltd | Long | Debt | BM | $4M | – | 0.30 |
| Viking Cruises Ltd | Long | Debt | BM | $159K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $1M | – | 0.12 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | $2M | – | 0.19 | |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.11 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $1M | – | 0.11 |
| VOC Escrow Ltd | Long | Debt | BM | $859K | – | 0.07 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| VR Funding LLC | Long | ABS-other | US | $1M | – | 0.11 |
| WAIKIKI BEACH HOTEL TRUST 2019-WBM | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $297K | – | 0.03 |
| Warwick Capital CLO 3 Ltd (Warwick Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.10 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $665K | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $40M | 40M | 3.42 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.29 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.29 |
| Wheel Bidco Ltd | Long | Debt | JE | $3M | – | 0.24 |
| Whitebox CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.25 |
| Whitehorse XII Ltd (Whitehorse Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $786K | – | 0.07 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $656K | – | 0.06 |
| Win Waste Innovations Holdings Inc | Long | Loan | US | $709K | – | 0.06 |
| Winnebago Industries Inc | Long | Debt | US | $4M | – | 0.33 |
| WW International Inc | Long | Debt | US | $636K | – | 0.05 |
| WW International Inc | Long | Loan | US | $126K | – | 0.01 |
| Wynn Macau Ltd | Long | Debt | KY | $1M | – | 0.10 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $2M | – | 0.13 |
| XPO Inc | Long | Debt | US | $1M | – | 0.12 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $3M | – | 0.24 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $1M | – | 0.12 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $1M | – | 0.12 |
| Ziff Davis Inc | Long | Debt | US | $2M | – | 0.13 |
| ZipRecruiter Inc | Long | Debt | US | $1M | – | 0.10 |
Address
Legg Mason Partners Income Trust
620 Eighth Avenue
47th Floor
New York
New York
10018
United States of America
Websites
Directors
Peter J. Taylor
Jane Trust
Michael Larson
Susan B. Kerley
Robert Abeles, Jr.
Avedick B. Poladian
William E. B. Siart
Ronald L. Olson
Jane F. Dasher
Jaynie Miller Studenmund
Anita L. DeFrantz
Transfer Agents
Franklin Templeton Investor Services, LLC
Pricing Services
S&P Global Inc.
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
Bank of America Merill Lynch PriceServe
LSEG US FIN CORP.
PricingDirect Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
MORGAN STANLEY & CO. LLC
WELLS FARGO SECURITIES, LLC
UBS Securities LLC
JEFFERIES LLC
BOFA SECURITIES, INC.
CITIGROUP GLOBAL MARKETS INC.
RBC CAPITAL MARKETS, LLC
R.J. O'Brien Securities, LLC
J.P. MORGAN SECURITIES LLC
GOLDMAN SACHS & CO. LLC