FRANKLIN TEMPLETON > Legg Mason Partners Institutional Trust
Western Asset SMASh Series Core Completion Fund
$323.04M
Avg Monthly Net Assets
$440.64M
Total Assets
$108.87M
Total Liabilities
$331.77M
Net Assets
Western Asset SMASh Series Core 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 $323.04M.
On July 29th, 2024 it reported 371 holdings, the largest
being Government National Mortgage A (5.7%), Government National Mortgage A (4.4%) and Fannie Mae (3.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| SMASh SERIES CORE COMPLETION FUND | C000220869 | WAADX |
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 | $4K | – | 0.00 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-80K | – | -0.02 | |
| 522 Funding CLO 2020-6 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 1.34 |
| AbbVie Inc | Long | Debt | US | $208K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $119K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $89K | – | 0.03 |
| AGL CLO 6 LTD | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.92 |
| AIMCO CLO 22 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.72 |
| Air Lease Corp | Long | Debt | US | $159K | – | 0.05 |
| Altria Group Inc | Long | Debt | US | $949K | – | 0.29 |
| AOA 2021-1177 Mortgage Trust (Avenue of Americas) | Long | ABS-mortgage backed security | US | $6M | – | 1.86 |
| Aon North America Inc | Long | Debt | US | $377K | – | 0.11 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.68 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.63 |
| AT&T Inc | Long | Debt | US | $121K | – | 0.04 |
| Ballyrock CLO 2019-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.62 |
| Banco Santander SA | Long | Debt | ES | $192K | – | 0.06 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $679K | – | 0.20 |
| Bank of Nova Scotia/The | Long | Debt | CA | $781K | – | 0.24 |
| BAT Capital Corp | Long | Debt | US | $425K | – | 0.13 |
| BF 2019-NYT Mortgage Trust (NYT Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $275K | – | 0.08 |
| Birch Grove CLO 8 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.59 |
| BNP Paribas SA | Long | Debt | FR | $467K | – | 0.14 |
| BNP Paribas SA | Long | Debt | FR | $257K | – | 0.08 |
| BNY MELLON CASH RESERVE EOD FUND | Long | Short-term investment vehicle | US | $11M | 11M | 3.39 |
| Bristol-Myers Squibb Co | Long | Debt | US | $298K | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $110K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $69K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $49K | – | 0.01 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 1.17 |
| BX Trust 2021-BXMF | Long | ABS-mortgage backed security | US | $6M | – | 1.82 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 1.74 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-1M | – | -0.33 | |
| Charles Schwab Corp/The | Long | Debt | US | $364K | – | 0.11 |
| Charles Schwab Corp/The | Long | Debt | US | $83K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.46 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $300K | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $105K | – | 0.03 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $758K | – | 0.23 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $9M | – | 2.74 |
| Columbia Cent CLO 33 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 1.24 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $479K | – | 0.14 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $11K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $624K | – | 0.19 |
| Comcast Corp | Long | Debt | US | $142K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $116K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $100K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $99K | – | 0.03 |
| Constellation Brands Inc | Long | Debt | US | $117K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $222K | – | 0.07 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $986K | – | 0.30 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $253K | – | 0.08 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $250K | – | 0.08 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $767K | – | 0.23 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $896K | – | 0.27 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.43 |
| Elevance Health Inc | Long | Debt | US | $554K | – | 0.17 |
| Elevance Health Inc | Long | Debt | US | $442K | – | 0.13 |
| Eli Lilly & Co | Long | Debt | US | $272K | – | 0.08 |
| Eli Lilly & Co | Long | Debt | US | $218K | – | 0.07 |
| Eli Lilly & Co | Long | Debt | US | $28K | – | 0.01 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.69 |
| Empower CLO 2024-1 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.60 |
| Enterprise Products Operating LLC | Long | Debt | US | $132K | – | 0.04 |
| EOG Resources Inc | Long | Debt | US | $278K | – | 0.08 |
| EQT Corp | Long | Debt | US | $1M | – | 0.32 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $13M | – | 3.81 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $11M | – | 3.19 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $8M | – | 2.42 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 1.69 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.97 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.60 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $749K | – | 0.23 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $385K | – | 0.12 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $351K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 3.85 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 1.57 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.83 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.82 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.82 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $624K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $618K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $596K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $529K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $289K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $190K | – | 0.06 |
| Fox Corp | Long | Debt | US | $146K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 1.71 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $955K | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $944K | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $936K | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $692K | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 1.58 |
| Freeport-McMoRan Inc | Long | Debt | US | $400K | – | 0.12 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 5.71 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 4.42 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 2.48 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 2.31 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 1.43 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.89 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $644K | – | 0.19 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 2.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $631K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $290K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $253K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $248K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| 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 | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Goldentree Loan Management US Clo 10 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 1.51 |
| Golub Capital Partners CLO 54M L.P (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 1.79 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $207K | – | 0.06 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $272K | – | 0.08 |
| Honeywell International Inc | Long | Debt | US | $267K | – | 0.08 |
| Intel Corp | Long | Debt | US | $120K | – | 0.04 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $6M | – | 1.67 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $3M | – | 0.85 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.53 | |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 1.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $6M | – | 1.79 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $1M | – | 0.37 |
| Kenvue Inc | Long | Debt | US | $216K | – | 0.07 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.60 |
| Las Vegas Sands Corp | Long | Debt | US | $90K | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $57K | – | 0.02 |
| Magnetite XVII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.42 |
| MEGlobal BV | Long | Debt | NL | $3M | – | 0.77 |
| MEGlobal BV | Long | Debt | NL | $2M | – | 0.58 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.56 |
| Micron Technology Inc | Long | Debt | US | $82K | – | 0.02 |
| Morgan Stanley Capital I Trust 2018-MP | Long | ABS-mortgage backed security | US | $9M | – | 2.77 |
| Morgan Stanley Capital I Trust 2018-SUN | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $876K | – | 0.26 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| Oaktree CLO 2024-25 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.77 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.96 |
| ONEOK Inc | Long | Debt | US | $334K | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $211K | – | 0.06 |
| ONEOK Inc | Long | Debt | US | $122K | – | 0.04 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $2M | – | 0.50 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $1M | – | 0.42 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.67 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.50 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $1M | – | 0.43 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $417K | – | 0.13 |
| Petroleos del Peru SA | Long | Debt | PE | $3M | – | 0.85 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $89K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $69K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $20K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $292K | – | 0.09 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $80K | – | 0.02 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.55 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 1.38 |
| Reliance Industries Ltd | Long | Debt | IN | $2M | – | 0.58 |
| Reliance Industries Ltd | Long | Debt | IN | $1M | – | 0.40 |
| Rogers Communications Inc | Long | Debt | CA | $176K | – | 0.05 |
| RTX Corp | Long | Debt | US | $270K | – | 0.08 |
| RTX Corp | Long | Debt | US | $156K | – | 0.05 |
| RTX Corp | Long | Debt | US | $102K | – | 0.03 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $940K | – | 0.28 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $2M | – | 0.62 |
| Solventum Corp | Long | Debt | US | $285K | – | 0.09 |
| Solventum Corp | Long | Debt | US | $231K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $219K | – | 0.07 |
| Solventum Corp | Long | Debt | US | $217K | – | 0.07 |
| Southern Copper Corp | Long | Debt | US | $2M | – | 0.56 |
| State of Israel | Long | Debt | IL | $1M | – | 0.35 |
| Suzano Austria GmbH | Long | Debt | AT | $2M | – | 0.60 |
| T-Mobile USA Inc | Long | Debt | US | $437K | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $127K | – | 0.04 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-32K | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $277K | – | 0.08 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-262.5 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-96K | – | -0.03 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-738K | – | -0.22 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1M | – | -0.35 | |
| Trinitas CLO XXV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.47 |
| Truist Financial Corp | Long | Debt | US | $171K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $303K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $227K | – | 0.07 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.50 |
| United States Treasury Bill- When Issued (WI TREASURY BILL) | Long | Debt | US | $803K | – | 0.24 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $4M | – | 1.25 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $193K | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 3.72 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 3.29 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 2.73 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 1.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $333K | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $30K | – | 0.01 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $5M | – | 1.40 |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $403K | – | 0.12 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $61K | – | 0.02 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $175K | – | 0.05 | |
| US Bancorp | Long | Debt | US | $212K | – | 0.06 |
| US Bancorp | Long | Debt | US | $71K | – | 0.02 |
| US Bancorp | Long | Debt | US | $28K | – | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-174K | – | -0.05 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-122K | – | -0.04 | |
| Verizon Communications Inc | Long | Debt | US | $281K | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $252K | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $150K | – | 0.05 |
| Waste Connections Inc | Long | Debt | CA | $166K | – | 0.05 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.86 |
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