FRANKLIN TEMPLETON > Legg Mason Partners Institutional Trust
Western Asset SMASh Series M Fund
$1.40B
Avg Monthly Net Assets
$1.52B
Total Assets
$216.23M
Total Liabilities
$1.31B
Net Assets
Western Asset SMASh Series M Fund is a Mutual Fund in Legg Mason Partners Institutional Trust
from FRANKLIN TEMPLETON,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $1.40B.
On July 29th, 2024 it reported 420 holdings, the largest
being Government National Mortgage A (4.0%), Government National Mortgage A (4.0%) and Fannie Mae (3.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| SMASh Series M Fund | C000040179 | LMSMX |
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 US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| Alternative Loan Trust 2005-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Alternative Loan Trust 2005-57CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| American Home Mortgage Investment Trust 2005-1 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| AREIT 2021-CRE5 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.33 |
| AT&T Inc | Long | Debt | US | $887K | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $6M | – | 0.47 |
| BAC Capital Trust XIV | Long | Debt | US | $170K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $768K | – | 0.06 |
| Bank of Nova Scotia/The | Long | Debt | CA | $4M | – | 0.30 |
| Bayview Financial Asset Trust 2007-SSR1 | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $540K | – | 0.04 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.78 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.85 |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 | Long | ABS-other | KY | $10M | – | 0.76 |
| BNY MELLON CASH RESERVE EOD FUND | Long | Short-term investment vehicle | US | $47M | 47M | 3.58 |
| BRSP 2021-FL1 Ltd (BrightSpire Capital, Inc) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| BX 2021-LBA3 Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $35M | – | 2.68 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $22M | – | 1.72 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $32M | – | 2.44 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $21M | – | 1.63 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $10M | – | 0.76 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $3M | – | 0.24 | |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.17 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $724K | – | 0.06 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2003-4 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.09 |
| Comcast Corp | Long | Debt | US | $728K | – | 0.06 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.89 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $780K | – | 0.06 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $2M | – | 0.17 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| CSMC 2017-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $17M | – | 1.29 |
| CSMC 2017-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| CSMC 2017-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $14M | – | 1.10 |
| CSMC 2017-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.77 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.83 |
| CSMC 2021-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.50 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| CSMC Series 2019-UVIL (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $18M | – | 1.34 |
| CWABS Asset-Backed Notes Trust 2006-SD2 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $8K | – | 0.00 |
| CWABS Inc Asset-Backed Certificates Trust 2004-5 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $2M | – | 0.12 |
| Dividend Solar Loans 2019-1 LLC (Dividend Solar Loans LLC) | Long | ABS-other | US | $175K | – | 0.01 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $19M | – | 1.48 |
| EOG Resources Inc | Long | Debt | US | $2M | – | 0.15 |
| EQT Corp | Long | Debt | US | $5M | – | 0.40 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $8M | – | 0.61 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $993.52 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $952.27 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $685.75 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $588.03 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $521.5 | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $8M | – | 0.63 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49M | – | 3.72 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.64 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $925K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $735K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $656K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $631K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $592K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $580K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $560K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $610.6 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $10M | – | 0.79 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $868K | – | 0.07 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $847K | – | 0.06 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $360K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $334K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $5M | – | 0.41 |
| Foundation Finance Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.18 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2020-RR07 | Long | ABS-mortgage backed security | US | $510K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $805K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $714K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $660K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $216K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $892K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 1.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.76 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $714K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $348K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $769.68 | – | 0.00 |
| Freddie Mac STACR Debt Notes 2015-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 1.08 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $26M | – | 1.99 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $1M | – | 0.11 |
| FRESB 2015-SB7 Mortgage Trust (FRESB Multifamily Mortgage Pas) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52M | – | 3.97 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52M | – | 3.96 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 2.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26M | – | 1.95 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21M | – | 1.60 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 1.54 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.82 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.64 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.55 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.42 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $419K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 1.93 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 1.68 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 1.46 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 1.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.89 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.71 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $978K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $944K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $941K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $888K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $871K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $862K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $853K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $827K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $803K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $791K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $768K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $755K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $727K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $722K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $696K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $675K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $640K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $615K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $585K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $579K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $562K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $554K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $533K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $533K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $476K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $355K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $337K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $328K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $327K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GMACM Mortgage Loan Trust 2006-AR1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| Goldman Sachs & Co (GOLDMAN SACHS & CO. LLC) | Long | Repurchase agreement | US | $23M | – | 1.76 |
| Goodgreen 2021-1 Trust (Goodgreen Trust) | Long | ABS-other | US | $6M | – | 0.47 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $440K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1.32 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $0.96 | – | 0.00 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GS Mortgage-Backed Securities Corp Trust 2021-RPL1 | Long | ABS-mortgage backed security | US | $13M | – | 1.01 |
| GS Mortgage-Backed Securities Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $9M | – | 0.68 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $8M | – | 0.57 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $6M | – | 0.44 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $4M | – | 0.28 |
| HomeBanc Mortgage Trust 2004-2 | Long | ABS-mortgage backed security | US | $894K | – | 0.07 |
| Impac CMB Trust Series 2004-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | Long | ABS-mortgage backed security | US | $566K | – | 0.04 |
| JP Morgan Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JP Morgan Resecuritization Trust Series 2014-6 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $10M | – | 0.77 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.33 |
| MASTR Adjustable Rate Mortgages Trust 2005-7 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2007-NCW | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A1 | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $5M | – | 0.40 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.22 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| Morgan Stanley Mortgage Loan Trust 2007-2AX | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $12M | – | 0.88 |
| Navient Private Education Refi Loan Trust 2019-F (Navient Student Loan Trust) | Long | ABS-other | US | $7M | – | 0.56 |
| Navient Student Loan Trust 2017-2 | Long | ABS-other | US | $20M | – | 1.51 |
| Navient Student Loan Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.14 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $14M | – | 1.10 |
| New Residential Mortgage Loan Trust 2016-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $8M | – | 0.63 |
| New Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $11M | – | 0.82 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.15 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Origen Manufactured Housing Contract Trust 2007-A | Long | ABS-other | US | $149K | – | 0.01 |
| PFP 2021-8 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | KY | $858K | – | 0.07 |
| PRKCM 2021-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.95 |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $2M | – | 0.13 |
| RAAC Series 2006-SP1 Trust | Long | ABS-other | US | $453K | – | 0.03 |
| RALI Series 2006-QO7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| RAMP Series 2005-SL1 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2003-2 | Long | ABS-mortgage backed security | US | $497K | – | 0.04 |
| Renaissance Home Equity Loan Trust 2007-3 | Long | ABS-mortgage backed security | US | $570K | – | 0.04 |
| Renaissance Home Equity Loan Trust 2007-3 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Residential Asset Securitization Trust 2005-A15 | Long | ABS-mortgage backed security | US | $390K | – | 0.03 |
| RFSC Series 2002-RP2 Trust (Residential Funding Securities) | Long | ABS-other | US | $2K | – | 0.00 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 1.20 |
| SLM Student Loan Trust 2003-10 | Long | ABS-other | US | $6M | – | 0.47 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $9M | – | 0.69 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $11M | – | 0.86 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $7M | – | 0.55 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $3M | – | 0.25 |
| SMB Private Education Loan Trust 2023-B | Long | ABS-other | US | $6M | – | 0.43 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $24M | – | 1.87 |
| SREIT Trust 2021-PALM | Long | ABS-mortgage backed security | US | $12M | – | 0.96 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR7 | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Sunrun Vulcan Issuer 2021-1 LLC (SUNRUN VULCAN ISSUER LLC) | Long | ABS-other | US | $3M | – | 0.19 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.24 |
| Thrust Engine Leasing 2021 DAC | Long | ABS-other | US | $7M | – | 0.54 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| Towd Point Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39M | – | 2.99 |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $13K | – | 0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-520K | – | -0.04 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4M | – | -0.33 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-37K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $444K | – | 0.03 | |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.16 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.14 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
Address
Legg Mason Partners Institutional 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.
LSEG US FIN CORP.
THE CLEARING HOUSE PAYMENTS COMPANY L.L.C.
PricingDirect Inc.
Bloomberg L.P.
Virtu Financial, Inc.
Bank of America Merill Lynch PriceServe
ICE Data Pricing & Reference Data, LLC
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
CitiGroup Global Markets Inc.
BNP PARIBAS SECURITIES CORP.
RBC CAPITAL MARKETS, LLC
MORGAN STANLEY & CO. LLC
NOMURA SECURITIES INTERNATIONAL, INC.
J.P. MORGAN SECURITIES LLC
JEFFERIES LLC
BOFA SECURITIES, INC.
GOLDMAN SACHS & CO. LLC
UBS Securities LLC