FRANKLIN TEMPLETON > Western Asset Funds Inc
Western Asset Total Return Unconstrained Fund
$273.11M
Avg Monthly Net Assets
$332.80M
Total Assets
$100.00M
Total Liabilities
$232.80M
Net Assets
Western Asset Total Return Unconstrained Fund is a Mutual Fund in Western Asset Funds Inc
from FRANKLIN TEMPLETON,
based in Maryland,
United States of America.
The fund has six share classes
and monthly net assets of $273.11M.
On July 29th, 2024 it reported 508 holdings, the largest
being Western Asset Premier Institutional Government Reserves (10.3%), US TREASURY N/B (6.6%) and Government National Mortgage A (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000113713 | WAUAX | |
| Class C | C000113714 | WAUCX | |
| Class FI | C000034299 | WARIX | |
| Class I | C000034298 | WAARX | |
| Class IS | C000066992 | WAASX | |
| Class R | C000113715 | WAURX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $3K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $468.75 | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $185K | – | 0.08 | |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $553K | – | 0.24 |
| 5 YEAR U.S. TREASURY NOTE WEEK 1 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $92K | – | 0.04 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $562.5 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $421.9 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $421.9 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-140.63 | – | -0.00 | |
| AB BSL CLO 3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $302K | – | 0.13 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $79K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $545K | – | 0.23 |
| AIMCO CLO 22 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $370K | – | 0.16 |
| ALM 2020 Ltd (ALM Loan Funding) | Long | ABS-collateralized bond/debt obligation | KY | $560K | – | 0.24 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $477K | – | 0.20 |
| Alternative Loan Trust 2005-52CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $100K | – | 0.04 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Alternative Loan Trust 2006-21CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| Alternative Loan Trust 2006-4CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $246K | – | 0.11 |
| Alternative Loan Trust 2006-8T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $238K | – | 0.10 |
| American Airlines Inc | Long | Debt | US | $114K | – | 0.05 |
| AMMC CLO 23 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $280K | – | 0.12 |
| AMMC Clo 28 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $160K | – | 0.07 |
| AMMC CLO 30 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $141K | – | 0.06 |
| Amortizing Residential Collateral Trust 2002-BC5 | Long | ABS-other | US | $8K | – | 0.00 |
| Anglo American Capital PLC | Long | Debt | GB | $536K | – | 0.23 |
| Anglo American Capital PLC | Long | Debt | GB | $277K | – | 0.12 |
| Apex Credit CLO 2020 LTD (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $280K | – | 0.12 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $491K | – | 0.21 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $313K | – | 0.13 |
| AUD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $-305K | – | -0.13 | |
| Banco Santander SA | Long | Debt | ES | $576K | – | 0.25 |
| BANK 2018-BNK15 | Long | ABS-mortgage backed security | US | $988K | – | 0.42 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $204K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $763K | – | 0.33 |
| Bank of America Corp | Long | Debt | US | $244K | – | 0.11 |
| Barings Clo Ltd 2015-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.11 |
| Barings CLO Ltd 2018-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 1.07 |
| Bear Stearns Mortgage Funding Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $824K | – | 0.35 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $237K | – | 0.10 |
| Birch Grove CLO Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $951K | – | 0.41 |
| Braskem America Finance Co | Long | Debt | US | $720K | – | 0.31 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $7M | – | 2.80 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $4M | – | 1.53 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $1M | – | 0.50 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.72 |
| BRL CALL VERSUS USD PUT (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BRL CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $650.14 | – | 0.00 | |
| BRL CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-0.31 | – | -0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-430.4 | – | -0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| BRSP 2021-FL1 Ltd (BrightSpire Capital, Inc) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.49 |
| Builders FirstSource Inc | Long | Debt | US | $26K | – | 0.01 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $839K | – | 0.36 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $766K | – | 0.33 |
| BX Commercial Mortgage Trust 2023-VLT2 (BX Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.07 |
| BX Trust 2018-GW MZ | Long | ABS-mortgage backed security | US | $1M | – | 0.50 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $995K | – | 0.43 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $798K | – | 0.34 |
| CAD CALL VERSUS USD PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| CAD CALL VERSUS USD PUT (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-539.29 | – | -0.00 | |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $40K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $30K | – | 0.01 |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.11 |
| Carlyle US CLO 2022-3 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $346K | – | 0.15 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.46 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $317K | – | 0.14 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-822K | – | -0.35 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-53K | – | -0.02 | |
| CDS DAIMLER AG (BNP PARIBAS) | Derivative-credit | FR | $-56K | – | -0.02 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (BNP PARIBAS) | Derivative-credit | FR | $47K | – | 0.02 | |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $737K | – | 0.32 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $293K | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $121K | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $316K | – | 0.14 |
| Cheniere Energy Partners LP | Long | Debt | US | $237K | – | 0.10 |
| CHF/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHL Mortgage Pass-Through Trust 2001-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2003-60 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.17 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $143K | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $159K | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $332K | – | 0.14 |
| Citigroup Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $340K | – | 0.15 |
| CNH/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-19K | – | -0.01 | |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $260K | – | 0.11 |
| Connecticut Avenue Securities Trust 2019-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| Continental Resources Inc/OK | Long | Debt | US | $621K | – | 0.27 |
| Continental Resources Inc/OK | Long | Debt | US | $195K | – | 0.08 |
| Cook Park CLO Ltd (Cook Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $839K | – | 0.36 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 1.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $428K | – | 0.18 |
| Coterra Energy Inc | Long | Debt | US | $219K | – | 0.09 |
| Credit Agricole SA | Long | Debt | FR | $838K | – | 0.36 |
| CREDIT SUISSE ESCROW CL | Long | Debt | US | $50K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $422K | – | 0.18 |
| CSC Holdings LLC | Long | Debt | US | $417K | – | 0.18 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $470K | – | 0.20 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $835K | – | 0.36 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $950K | – | 0.41 |
| CSMC Trust 2017-CHOP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| CVS Pass-Through Trust | Long | Debt | US | $30K | – | 0.01 |
| CWHEQ Revolving Home Equity Loan Trust Series 2007-A (Countrywide Home Equity Loan T) | Long | ABS-other | US | $505K | – | 0.22 |
| Danske Bank A/S | Long | Debt | DK | $502K | – | 0.22 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $614K | – | 0.26 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $177K | – | 0.08 | |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust 2004-4 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $136K | – | 0.06 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $89K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $80K | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $26K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $26K | – | 0.01 |
| Dignity Health | Long | Debt | US | $633K | – | 0.27 |
| DISH DBS Corp | Long | Debt | US | $303K | – | 0.13 |
| DISH DBS Corp | Long | Debt | US | $224K | – | 0.10 |
| Dividend Solar Loans 2018-1 LLC (Dividend Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.76 |
| Dominican Republic International Bond | Long | Debt | DO | $282K | – | 0.12 |
| Dryden 119 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $660K | – | 0.28 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $241K | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $848K | – | 0.36 |
| Ecopetrol SA | Long | Debt | CO | $69K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.83 |
| Energy Transfer LP | Long | Debt | US | $144K | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $121K | – | 0.05 |
| EQT Corp | Long | Debt | US | $592K | – | 0.25 |
| EQT Corp | Long | Debt | US | $64K | – | 0.03 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-99K | – | -0.04 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $108K | – | 0.05 | |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 4.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 3.18 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 2.81 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 2.53 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 1.55 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.49 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.25 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.14 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.13 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.94 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-98K | – | -0.04 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-162K | – | -0.07 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -1.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.98 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.78 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $683K | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $585K | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $483K | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA12 | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $535K | – | 0.23 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $210K | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $644K | – | 0.28 |
| Ford Motor Credit Co LLC | Long | Debt | US | $291K | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $500K | – | 0.21 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $201K | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $199K | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $188K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.55 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $882K | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $880K | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $554K | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $452K | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $598K | – | 0.26 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.85 |
| Freeport-McMoRan Inc | Long | Debt | US | $377K | – | 0.16 |
| Fremont Home Loan Trust 2006-B | Long | ABS-other | US | $95K | – | 0.04 |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-675.2 | – | -0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-63K | – | -0.03 | |
| General Motors Co | Long | Debt | US | $70K | – | 0.03 |
| GFL Environmental Inc | Long | Debt | CA | $163K | – | 0.07 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 4.38 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 2.51 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 2.32 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 1.65 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 1.34 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 1.15 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 1.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.88 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $827K | – | 0.36 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $333K | – | 0.14 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.78 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.82 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $795K | – | 0.34 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $717K | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $450K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $409K | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $266K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $258K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $249K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $240K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $235K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $204K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $202K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $191K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $177K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $175K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $124K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $81K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $73K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Golub Capital Partners Clo 45M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.41 |
| GoodLeap Sustainable Home Solutions Trust 2022-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $1M | – | 0.44 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $131K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $102K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $570.82 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20.73 | – | 0.00 |
| Greywolf CLO III Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $317K | – | 0.14 |
| Greywolf CLO IV Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.79 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $822K | – | 0.35 |
| H&E Equipment Services Inc | Long | Debt | US | $1M | – | 0.59 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $785K | – | 0.34 |
| HarborView Mortgage Loan Trust 2006-13 | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Hayfin US XV Ltd (Hayfin US XII, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $320K | – | 0.14 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $764K | – | 0.33 |
| Humana Inc | Long | Debt | US | $511K | – | 0.22 |
| India Government Bond | Long | Debt | IN | $2M | – | 0.97 |
| India Government Bond | Long | Debt | IN | $2M | – | 0.84 |
| India Government Bond | Long | Debt | IN | $1M | – | 0.63 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $461K | – | 0.20 |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-67K | – | -0.03 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2M | – | -0.65 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.74 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.74 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $772K | – | 0.33 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $682K | – | 0.29 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $160K | – | 0.07 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1M | – | -0.44 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5M | – | -2.15 | |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $624K | – | 0.27 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $204K | – | 0.09 |
| Jamestown CLO XII Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $863K | – | 0.37 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $330K | – | 0.14 | |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| JPY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $43K | – | 0.02 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $15K | – | 0.01 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| Katayma CLO I Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $239K | – | 0.10 |
| Katayma CLO II Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $323K | – | 0.14 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $531K | – | 0.23 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $487K | – | 0.21 |
| Las Vegas Sands Corp | Long | Debt | US | $536K | – | 0.23 |
| LCM 41 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.11 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $1M | – | 0.49 |
| Lehman XS Trust Series 2006-16N | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Lehman XS Trust Series 2006-GP3 | Long | ABS-other | US | $24K | – | 0.01 |
| LifePoint Health Inc | Long | Debt | US | $43K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.61 |
| Lloyds Banking Group PLC | Long | Debt | GB | $467K | – | 0.20 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-30K | – | -0.01 | |
| Magnetite XXII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.15 |
| Magnetite XXV Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.11 |
| Magnetite XXXIX Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $689K | – | 0.30 |
| Mastr Specialized Loan Trust | Long | ABS-other | US | $57K | – | 0.02 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A3 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| MetLife Inc | Long | Debt | US | $454K | – | 0.20 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $4M | – | 1.53 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 1.06 |
| Micron Technology Inc | Long | Debt | US | $278K | – | 0.12 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $161K | – | 0.07 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $321K | – | 0.14 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $473K | – | 0.20 |
| Morongo Band of Mission Indians/The | Long | Debt | US | $377K | – | 0.16 |
| Mosaic Solar Loan Trust 2021-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $340K | – | 0.15 |
| Mountain View CLO XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $470K | – | 0.20 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $161K | – | 0.07 |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-107.01 | – | -0.00 | |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-233.05 | – | -0.00 | |
| National Collegiate Student Loan Trust 2007-2 | Long | ABS-other | US | $487K | – | 0.21 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $2M | – | 0.75 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $397K | – | 0.17 |
| Netflix Inc | Long | Debt | US | $917K | – | 0.39 |
| Neuberger Berman Loan Advisers CLO 30 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.11 |
| Neuberger Berman Loan Advisers CLO 55 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.14 |
| Neuberger Berman Loan Advisers CLO 55 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $320K | – | 0.14 |
| Nissan Motor Co Ltd | Long | Debt | JP | $368K | – | 0.16 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $114K | – | 0.05 | |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF2 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $271K | – | 0.12 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.11 |
| OHA Credit Funding 18 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $422K | – | 0.18 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $793K | – | 0.34 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $301K | – | 0.13 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $523K | – | 0.22 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $67K | – | 0.03 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $235K | – | 0.10 |
| Petrobras Global Finance BV | Long | Debt | NL | $494K | – | 0.21 |
| PRKCM 2022-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $546K | – | 0.23 |
| Prosus NV | Long | Debt | NL | $739K | – | 0.32 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $1M | – | 0.50 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $44K | – | 0.02 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $967K | – | 0.42 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $1M | – | 0.47 |
| Residential Asset Securitization Trust 2005-A15 | Long | ABS-mortgage backed security | US | $488K | – | 0.21 |
| Sands China Ltd | Long | Debt | KY | $735K | – | 0.32 |
| Sands China Ltd | Long | Debt | KY | $581K | – | 0.25 |
| Sands China Ltd | Long | Debt | KY | $456K | – | 0.20 |
| Sands China Ltd | Long | Debt | KY | $290K | – | 0.12 |
| Sands China Ltd | Long | Debt | KY | $168K | – | 0.07 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $146K | – | 0.06 |
| SMR 2022-IND Mortgage Trust | Long | ABS-mortgage backed security | US | $596K | – | 0.26 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $9K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| Southwestern Energy Co | Long | Debt | US | $290K | – | 0.12 |
| Southwestern Energy Co | Long | Debt | US | $116K | – | 0.05 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $293K | – | 0.13 |
| Starwood Retail Property Trust 2014-STAR | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Stratus CLO 2021-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $420K | – | 0.18 |
| Stratus CLO 2021-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $320K | – | 0.14 |
| Stratus Static CLO 2022-3 Ltd (Stratus CLO) | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.11 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $251K | – | 0.11 |
| SWOP IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Sycamore Tree CLO 2024-5 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $342K | – | 0.15 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $721K | – | 0.31 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $936K | – | 0.40 |
| THE VANGUARD GROUP INC | Long | Debt | US | $612K | – | 0.26 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $825K | – | 0.35 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $372K | – | 0.16 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $144K | – | 0.06 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $4K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $737.5 | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-34K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-38K | – | -0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-46K | – | -0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-83K | – | -0.04 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-143K | – | -0.06 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-303K | – | -0.13 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-394K | – | -0.17 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1M | – | -0.48 | |
| Time Warner Cable LLC | Long | Debt | US | $508K | – | 0.22 |
| Time Warner Cable LLC | Long | Debt | US | $9K | – | 0.00 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.61 |
| Trans-Allegheny Interstate Line Co | Long | Debt | US | $540K | – | 0.23 |
| TransDigm Inc | Long | Debt | US | $257K | – | 0.11 |
| Trinitas CLO XXVII LTD (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $542K | – | 0.23 |
| TRS JPEIFNTR INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-39K | – | -0.02 | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $3K | – | 0.00 | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 5 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $399K | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.44 |
| UCFC Manufactured Housing Contract | Long | ABS-other | US | $479K | – | 0.21 |
| United Airlines Inc | Long | Debt | US | $1M | – | 0.58 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.49 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 6.57 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 3.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 2.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.91 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $490K | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $391K | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $190K | – | 0.08 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $3M | – | 1.26 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $180K | – | 0.08 |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $64K | – | 0.03 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-114K | – | -0.05 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-465K | – | -0.20 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $130K | – | 0.06 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $67K | – | 0.03 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $425K | – | 0.18 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $251.97 | – | 0.00 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-265.52 | – | -0.00 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-169K | – | -0.07 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CAD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $306.35 | – | 0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-868.5 | – | -0.00 | |
| USD/CNH FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/INR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-56K | – | -0.02 | |
| USD/JPY FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-154K | – | -0.07 | |
| USD/MXN FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $38K | – | 0.02 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/NOK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-40K | – | -0.02 | |
| USD/NZD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $31K | – | 0.01 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $730K | – | 0.31 |
| VanEck J. P. Morgan EM Local Currency Bond ETF | Long | Equity-common | US | $393K | 16K | 0.17 |
| Verus Securitization Trust 2022-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $995K | – | 0.43 |
| Warwick Capital CLO 3 Ltd (Warwick Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $319K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $121K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2022-ONL | Long | ABS-mortgage backed security | US | $932K | – | 0.40 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $24M | 24M | 10.29 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.47 |
| Western Midstream Operating LP | Long | Debt | US | $356K | – | 0.15 |
| Western Midstream Operating LP | Long | Debt | US | $171K | – | 0.07 |
| Whitehorse XII Ltd (Whitehorse Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $496K | – | 0.21 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $123K | – | 0.05 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $464K | – | 0.20 |
Address
Western Asset Funds Inc
100 International Drive
Baltimore
Maryland
21202
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
Bank of America Merill Lynch PriceServe
ICE Data Pricing & Reference Data, LLC
Bloomberg L.P.
LSEG US FIN CORP.
S&P Global Inc.
PricingDirect Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
R.J. O'BRIEN SECURITIES, LLC
JEFFERIES LLC
CITIGROUP GLOBAL MARKETS INC.
BNP Paribas Securities Corp.
MORGAN STANLEY & CO. LLC
WELLS FARGO SECURITIES, LLC
RBC CAPITAL MARKETS, LLC
GOLDMAN SACHS & CO. LLC
BOFA SECURITIES, INC.
UBS Securities LLC