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SNZ2OJLFK8MNNCLQOF39 Long NA 90 DAY EURO DOLLAR TIME DEPOSIT 2023-12-18 67525280.55000000 USD -1343255.55000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 352959.86000000 PA USD 328836.10000000 0.050241155423 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFR1 1133584.45000000 PA USD 1085604.34000000 0.165863834213 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 71323.22000000 PA USD 72691.24000000 0.011106116046 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 508472.21000000 PA USD 486426.94000000 0.074318639268 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGKD2 962306.98000000 PA USD 134112.78000000 0.020490393312 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382EDP9 631335.17000000 PA USD 95250.55000000 0.014552835551 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HXEV8 400000.00000000 PA USD 382760.11000000 0.058479924121 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.68000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381D6B1 2566418.59000000 PA USD 207734.65000000 0.031738695469 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.90468000 N N N N N N 2022-05-20 Legg Mason Partners Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX