FRANKLIN TEMPLETON > Legg Mason Partners Institutional Trust
Western Asset SMASh Series Core Plus Completion Fund
$2.60B
Avg Monthly Net Assets
$3.19B
Total Assets
$924.04M
Total Liabilities
$2.27B
Net Assets
Western Asset SMASh Series Core Plus Completion 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 $2.60B.
On August 20th, 2024 it reported 499 holdings, the largest
being MEX BONOS DESARR FIX RT (6.3%), Government National Mortgage A (5.6%) and Fannie Mae or Freddie Mac (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| SMASh Series Core Plus Completion Fund | C000040181 | LMECX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 28th, 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 | $-12M | – | -0.52 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.06 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $2M | – | 0.08 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $431K | – | 0.02 |
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-248K | – | -0.01 | |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $918K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $659K | – | 0.03 |
| Accredited Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $15M | – | 0.67 |
| Air Lease Corp | Long | Debt | US | $998K | – | 0.04 |
| Ali Group North America Corp (Ali Group North America Corporation) | Long | Loan | US | $3M | – | 0.13 |
| Allied Universal Holdco LLC | Long | Loan | US | $10M | – | 0.42 |
| Alternative Loan Trust 2007-OA8 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| ALTERRA MOUNTAIN CO (Alterra Mountain Company) | Long | Loan | US | $5M | – | 0.20 |
| Altice Financing SA | Long | Debt | LU | $1M | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $7M | – | 0.32 |
| Altria Group Inc | Long | Debt | US | $5M | – | 0.22 |
| Altria Group Inc | Long | Debt | US | $788K | – | 0.03 |
| American Airlines Inc | Long | Debt | US | $1M | – | 0.04 |
| AmWINS Group Inc | Long | Loan | US | $1M | – | 0.05 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $4M | – | 0.17 |
| AOA 2021-1177 Mortgage Trust (Avenue of Americas) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| Aon North America Inc | Long | Debt | US | $3M | – | 0.12 |
| Apache Corp | Long | Debt | US | $3M | – | 0.14 |
| API GROUP DE INC | Long | Loan | US | $3M | – | 0.11 |
| ArcelorMittal SA | Long | Debt | LU | $2M | – | 0.09 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $424K | – | 0.02 | |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $4M | – | 0.18 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $420K | – | 0.02 |
| Asplundh Tree Expert LLC | Long | Loan | US | $2M | – | 0.09 |
| Asurion LLC | Long | Loan | US | $6M | – | 0.26 |
| Asurion LLC | Long | Loan | US | $3M | – | 0.13 |
| Asurion LLC | Long | Loan | US | $615K | – | 0.03 |
| AthenaHealth Group Inc | Long | Loan | US | $9M | – | 0.42 |
| AUD CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3M | – | 0.11 | |
| AUD/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $39K | – | 0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| AUDUSD CRNCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-84K | – | -0.00 | |
| AVOLON TLB BORROWER 1 US | Long | Loan | US | $2M | – | 0.11 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $606K | – | 0.03 |
| Banc of America Funding 2014-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Banc of America Funding 2015-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $9M | – | 0.38 |
| Banc of America Funding Corp (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $20M | – | 0.89 |
| Bank of Nova Scotia/The | Long | Debt | CA | $3M | – | 0.14 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $23M | – | 1.00 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.11 |
| Bausch Health Americas Inc | Long | Debt | US | $578K | – | 0.03 |
| Bausch Health Americas Inc | Long | Debt | US | $490K | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $3M | – | 0.12 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.04 |
| Bausch Health Cos Inc | Long | Debt | CA | $326K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $146K | – | 0.01 |
| BCAP LLC 2013-RR3 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BCAP LLC 2014-RR5 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.73 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $2M | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.21 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.14 |
| BNY MELLON CASH RESERVE EOD FUND | Long | Short-term investment vehicle | US | $40M | 40M | 1.78 |
| Boeing Co/The | Long | Debt | US | $922K | – | 0.04 |
| Bravo Mortgage Asset Trust | Long | ABS-other | US | $22M | – | 0.96 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $23M | – | 1.00 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $22M | – | 0.99 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.10 |
| Bristol-Myers Squibb Co | Long | Debt | US | $823K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $454K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $323K | – | 0.01 |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $996K | – | 0.04 | |
| BRL/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-536K | – | -0.02 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-660K | – | -0.03 | |
| Brown Group Holding LLC | Long | Loan | US | $3M | – | 0.13 |
| Builders FirstSource Inc | Long | Debt | US | $947K | – | 0.04 |
| BX Commercial Mortgage Trust 2019-IMC (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| BX Trust 2021-BXMF | Long | ABS-mortgage backed security | US | $23M | – | 1.00 |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $246K | – | 0.01 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $208K | – | 0.01 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $97K | – | 0.00 | |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.06 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $945K | – | 0.04 |
| Caesars Entertainment Inc (Caesars Entertainment, Inc.) | Long | Loan | US | $731K | – | 0.03 |
| Cameron LNG LLC | Long | Debt | US | $4M | – | 0.18 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $7M | – | 0.29 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $4M | – | 0.19 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.08 |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $39K | – | 0.00 | |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-551.15 | – | -0.00 | |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $13M | – | 0.59 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-7M | – | -0.32 | |
| Charles Schwab Corp/The | Long | Debt | US | $3M | – | 0.13 |
| Charles Schwab Corp/The | Long | Debt | US | $615K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $581K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $24K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $3M | – | 0.14 |
| Cheniere Energy Partners LP | Long | Debt | US | $6M | – | 0.26 |
| CHF/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $144K | – | 0.01 | |
| CHF/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $110K | – | 0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-127K | – | -0.01 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-142K | – | -0.01 | |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $7M | – | 0.33 |
| CITADEL SECURITIES LP | Long | Loan | US | $8M | – | 0.36 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $13M | – | 0.59 |
| CLARIOS GLOBAL LP | Long | Loan | CA | $3M | – | 0.12 |
| CNH/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $659K | – | 0.03 | |
| COHERENT CORP (Coherent Corp (f/k/a II-VI Incorporated)) | Long | Loan | US | $6M | – | 0.27 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.25 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $384K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $4M | – | 0.17 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $105K | – | 0.00 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $704K | – | 0.03 |
| CommScope Inc | Long | Debt | US | $1M | – | 0.06 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $831K | – | 0.04 |
| Connecticut Avenue Securities Trust 2019-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10M | – | 0.46 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Continental Resources Inc/OK | Long | Debt | US | $10M | – | 0.46 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $665K | – | 0.03 |
| CoreCivic Inc | Long | Debt | US | $198K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $12M | – | 0.52 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.18 |
| CSC Holdings LLC | Long | Debt | US | $719K | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $421K | – | 0.02 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| CSMC Trust 2017-CHOP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Dcert Buyer Inc | Long | Loan | US | $9M | – | 0.41 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $6M | – | 0.27 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $5M | – | 0.23 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $3M | – | 0.13 | |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $723K | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $170K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $5M | – | 0.21 |
| DISH DBS Corp | Long | Debt | US | $2M | – | 0.08 |
| DISH DBS Corp | Long | Debt | US | $1M | – | 0.06 |
| DISH DBS Corp | Long | Debt | US | $759K | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $292K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $18M | – | 0.78 |
| Ecopetrol SA | Long | Debt | CO | $839K | – | 0.04 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $7M | – | 0.30 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.09 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.07 |
| Eli Lilly & Co | Long | Debt | US | $229K | – | 0.01 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $16M | – | 0.69 |
| Energy Transfer LP | Long | Debt | US | $8M | – | 0.35 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.14 |
| Energy Transfer LP | Long | Debt | US | $599K | – | 0.03 |
| Entain Holdings Gibraltar Ltd (Entain Holdings (Gibraltar) Limited) | Long | Loan | GI | $1M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.04 |
| EQT Corp | Long | Debt | US | $2M | – | 0.11 |
| EQT Corp | Long | Debt | US | $177K | – | 0.01 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-41K | – | -0.00 | |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $104M | – | 4.58 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $97M | – | 4.27 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $87M | – | 3.83 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $76M | – | 3.34 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $20M | – | 0.88 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $11M | – | 0.47 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 0.44 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 1.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $701K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $689K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| FIRST EAGLE HOLDINGS INC | Long | Loan | US | $2M | – | 0.09 |
| First Quantum Minerals Ltd | Long | Debt | CA | $1M | – | 0.06 |
| FOCUS FINANCIAL PARTNERS LLC | Long | Loan | US | $8M | – | 0.33 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $5M | – | 0.21 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $124K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $24M | – | 1.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $12M | – | 0.51 |
| Ford Motor Credit Co LLC | Long | Debt | US | $11M | – | 0.48 |
| Ford Motor Credit Co LLC | Long | Debt | US | $10M | – | 0.46 |
| Ford Motor Credit Co LLC | Long | Debt | US | $5M | – | 0.24 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.12 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $235K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $199K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $176K | – | 0.01 |
| Fox Corp | Long | Debt | US | $2M | – | 0.08 |
| Fox Corp | Long | Debt | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $582K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $12M | – | 0.53 |
| Freeport-McMoRan Inc | Long | Debt | US | $8M | – | 0.33 |
| Freeport-McMoRan Inc | Long | Debt | US | $2M | – | 0.09 |
| Fremont Home Loan Trust 2006-B | Long | ABS-other | US | $6M | – | 0.25 |
| Fresenius Medical Care US Finance II Inc (FRESENIUS MED CARE II) | Long | Debt | US | $5M | – | 0.22 |
| Gainwell Acquisition Corp | Long | Loan | US | $7M | – | 0.29 |
| Garda World Security Corp (Garda World Security Corporation) | Long | Loan | CA | $3M | – | 0.13 |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $414K | – | 0.02 | |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $37K | – | 0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-812K | – | -0.04 | |
| GFL Environmental Inc | Long | Debt | CA | $3M | – | 0.14 |
| GFL ENVIRONMENTAL INC | Long | Loan | CA | $3M | – | 0.15 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $2M | – | 0.08 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $127M | – | 5.59 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $103M | – | 4.54 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72M | – | 3.18 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53M | – | 2.33 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31M | – | 1.38 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 1.09 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21M | – | 0.94 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.53 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 1.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.53 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.48 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.39 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $904K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $800K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $308K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $4M | – | 0.18 |
| GS Mortgage Securities Corp Trust 2018-LUAU (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.43 |
| GSAMP Trust 2005-SEA1 | Long | ABS-other | US | $2M | – | 0.08 |
| GSMSC Resecuritization Trust 2014-2R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $7M | – | 0.33 |
| HCA Inc | Long | Debt | US | $7M | – | 0.30 |
| HCA Inc | Long | Debt | US | $176K | – | 0.01 |
| HCA Inc | Long | Debt | US | $11K | – | 0.00 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $3M | – | 0.11 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Home Equity Asset Trust 2005-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Honeywell International Inc | Long | Debt | US | $2M | – | 0.09 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $14M | – | 0.62 |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| Intel Corp | Long | Debt | US | $1M | – | 0.04 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $38M | – | 1.66 | |
| IRS BRL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-8M | – | -0.35 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7M | – | -0.30 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7M | – | -0.32 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $27M | – | 1.18 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $20M | – | 0.88 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $13M | – | 0.57 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.10 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4M | – | -0.18 | |
| Ivory Coast Government International Bond | Long | Debt | CI | $4M | – | 0.16 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $7M | – | 0.30 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $3M | – | 0.14 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $322K | – | 0.01 | |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $4M | – | 0.19 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $13M | – | 0.56 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $229K | – | 0.01 | |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $189K | – | 0.01 | |
| KazMunayGas National Co JSC | Long | Debt | KZ | $3M | – | 0.12 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $488K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $2M | – | 0.08 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $18M | – | 0.79 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $81.95 | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $1M | – | 0.06 |
| Kinder Morgan Inc | Long | Debt | US | $339K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.06 |
| Kraft Heinz Foods Co | Long | Debt | US | $805K | – | 0.04 |
| Kraft Heinz Foods Co | Long | Debt | US | $741K | – | 0.03 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Las Vegas Sands Corp | Long | Debt | US | $654K | – | 0.03 |
| LifePoint Health Inc | Long | Debt | US | $927K | – | 0.04 |
| LifePoint Health Inc | Long | Debt | US | $619K | – | 0.03 |
| LIGHT & WONDER INTERNATIONAL INC (Scientific Games International, Inc.) | Long | Loan | US | $9M | – | 0.39 |
| Lockheed Martin Corp | Long | Debt | US | $426K | – | 0.02 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $958K | – | 0.04 | |
| MDC Holdings Inc | Long | Debt | US | $2M | – | 0.08 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $4M | – | 0.16 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $3M | – | 0.15 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $143M | – | 6.30 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $81M | – | 3.57 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $70M | – | 3.07 |
| Micron Technology Inc | Long | Debt | US | $613K | – | 0.03 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $5M | – | 0.20 |
| Morgan Stanley ABS Capital I Inc Trust 2004-HE7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $11M | – | 0.47 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $497K | – | 0.02 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $419K | – | 0.02 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-179K | – | -0.01 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-763K | – | -0.03 | |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $5M | – | 0.20 |
| Netflix Inc | Long | Debt | US | $3M | – | 0.13 |
| Nexstar Media Inc | Long | Loan | US | $5M | – | 0.21 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $4M | – | 0.19 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| NOK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-187K | – | -0.01 | |
| NYO Commercial Mortgage Trust 2021-1290 | Long | ABS-mortgage backed security | US | $9M | – | 0.38 |
| Occidental Petroleum Corp | Long | Debt | US | $12M | – | 0.52 |
| Occidental Petroleum Corp | Long | Debt | US | $5M | – | 0.23 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $16M | – | 0.71 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $3M | – | 0.15 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $3M | – | 0.15 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.10 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $1M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $3M | – | 0.12 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.07 |
| ONEOK Inc | Long | Debt | US | $922K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.07 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $10M | – | 0.43 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $8M | – | 0.36 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $3M | – | 0.13 |
| PCI Gaming Authority | Long | Loan | US | $5M | – | 0.21 |
| Peraton Corp | Long | Loan | US | $4M | – | 0.16 |
| Petrobras Global Finance BV | Long | Debt | NL | $6M | – | 0.26 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $663K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $501K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $158K | – | 0.01 |
| PHOENIX GUARANTOR INC | Long | Loan | US | $11M | – | 0.47 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $751K | – | 0.03 |
| Prime Mortgage Trust 2006-DR1 | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| Prosus NV | Long | Debt | NL | $16M | – | 0.71 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $4M | – | 0.16 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $725K | – | 0.03 |
| QUIKRETE HOLDINGS INC | Long | Loan | US | $4M | – | 0.18 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Range Resources Corp | Long | Debt | US | $2M | – | 0.08 |
| Range Resources Corp | Long | Debt | US | $2M | – | 0.08 |
| RBSSP Resecuritization Trust 2013-4 | Long | ABS-mortgage backed security | US | $12M | – | 0.52 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $9M | – | 0.38 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $4M | – | 0.16 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $829K | – | 0.04 |
| Rogers Communications Inc | Long | Debt | CA | $1M | – | 0.06 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.05 |
| RTX Corp | Long | Debt | US | $2M | – | 0.10 |
| RTX Corp | Long | Debt | US | $1M | – | 0.05 |
| RTX Corp | Long | Debt | US | $836K | – | 0.04 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $1M | – | 0.06 |
| Service Properties Trust | Long | Debt | US | $3M | – | 0.12 |
| SETANTA AIRCRAFT LEASING (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $3M | – | 0.11 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| SkyMiles IP Ltd (Delta Air Lines Inc) | Long | Loan | KY | $841K | – | 0.04 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $9M | – | 0.42 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.09 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.07 |
| SOTERA HEALTH HOLDINGS LLC | Long | Loan | US | $8M | – | 0.33 |
| Southwestern Energy Co | Long | Debt | US | $7M | – | 0.31 |
| Southwestern Energy Co | Long | Debt | US | $1M | – | 0.06 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $4M | – | 0.16 |
| Sprint Capital Corp | Long | Debt | US | $7M | – | 0.29 |
| Sprint LLC | Long | Debt | US | $2M | – | 0.09 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $2M | – | 0.10 |
| STACR Trust 2018-HRP1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21M | – | 0.91 |
| Suzano Austria GmbH | Long | Debt | AT | $11M | – | 0.47 |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $859K | – | 0.04 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-759K | – | -0.03 | |
| T-Mobile USA Inc | Long | Debt | US | $8M | – | 0.36 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.17 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.16 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $885K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $716K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $3M | – | 0.15 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $852K | – | 0.04 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $505K | – | 0.02 |
| TBW Mortgage-Backed Trust Series 2006-3 (TBW Mortgage Backed Pass Throu) | Long | ABS-mortgage backed security | US | $821K | – | 0.04 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $237K | – | 0.01 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $34M | – | 1.49 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $29M | – | 1.29 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $5M | – | 0.20 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $4M | – | 0.17 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1M | – | 0.05 | |
| 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 | $-92K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-276K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-288K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2M | – | -0.09 | |
| Time Warner Cable LLC | Long | Debt | US | $3M | – | 0.11 |
| TRANS UNION LLC6/06/2031 | Long | Loan | US | $3M | – | 0.12 |
| TransDigm Inc | Long | Debt | US | $4M | – | 0.18 |
| TransDigm Inc | Long | Debt | US | $2M | – | 0.08 |
| TransDigm Inc | Long | Debt | US | $2M | – | 0.07 |
| Triton Water Holdings Inc | Long | Loan | US | $4M | – | 0.18 |
| TRS JPEIFNTR INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.10 | |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.06 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.11 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $746K | – | 0.03 |
| UFC Holdings LLC | Long | Loan | US | $7M | – | 0.32 |
| Ukraine Government International Bond | Long | Debt | UA | $2M | – | 0.10 |
| United Airlines Inc | Long | Debt | US | $6M | – | 0.28 |
| United Airlines Inc | Long | Debt | US | $4M | – | 0.19 |
| United Rentals North America Inc | Long | Debt | US | $13M | – | 0.56 |
| United Rentals North America Inc | Long | Debt | US | $4M | – | 0.16 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.06 |
| United Rentals North America Inc | Long | Debt | US | $97K | – | 0.00 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $19M | – | 0.84 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $17M | – | 0.73 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $22M | – | 0.97 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $58M | – | 2.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $38M | – | 1.69 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $35M | – | 1.56 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $21M | – | 0.91 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $292K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $212K | – | 0.01 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $6M | – | 0.26 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $451K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-681K | – | -0.03 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $390K | – | 0.02 | |
| US Bancorp | Long | Debt | US | $1M | – | 0.06 |
| US Bancorp | Long | Debt | US | $243K | – | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $4M | – | 0.18 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.08 | |
| USD CALL VERSUS MXN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $4M | – | 0.16 | |
| USD CALL VERSUS MXN PUT (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-1M | – | -0.06 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $273K | – | 0.01 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-726K | – | -0.03 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-880K | – | -0.04 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-6M | – | -0.26 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $93K | – | 0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $150K | – | 0.01 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-119K | – | -0.01 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-175K | – | -0.01 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $184K | – | 0.01 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-32K | – | -0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2M | – | 0.07 | |
| USD/JPY FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-8M | – | -0.37 | |
| USD/MXN FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-259K | – | -0.01 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-501K | – | -0.02 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $1M | – | 0.04 | |
| USD/NOK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-118K | – | -0.01 | |
| Vale Canada Ltd | Long | Debt | CA | $1M | – | 0.06 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $1M | – | 0.06 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $3M | – | 0.15 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $1M | – | 0.05 |
| Virgin Media Bristol LLC | Long | Loan | US | $8M | – | 0.33 |
| Virgin Media Bristol LLC | Long | Loan | US | $2M | – | 0.08 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $3M | – | 0.13 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $617K | – | 0.03 |
| VOC Escrow Ltd | Long | Debt | BM | $3M | – | 0.15 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| Waste Connections Inc | Long | Debt | CA | $1M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $912K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $22M | – | 0.98 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.08 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3M | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $168K | – | 0.01 |
| Wynn Macau Ltd | Long | Debt | KY | $7M | – | 0.32 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $3M | – | 0.14 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $7M | – | 0.29 |
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
Virtu Financial, Inc.
S&P Global Inc.
THE CLEARING HOUSE PAYMENTS COMPANY L.L.C.
Bank of America Merill Lynch PriceServe
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
LSEG US FIN CORP.
Bloomberg L.P.
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.
BOFA SECURITIES, INC.
JEFFERIES LLC
R.J. O'Brien Securities, LLC
MORGAN STANLEY & CO. LLC
J.P. MORGAN SECURITIES LLC
UBS Securities LLC
WELLS FARGO SECURITIES, LLC
GOLDMAN SACHS & CO. LLC
Marex North America Securities LLC