NPORT-P false 0001163792 XXXXXXXX Western Asset Premier Bond Fund 811-10603 0001163792 5493007UP8PFRNTX0546 620 Eighth Avenue 47thFloor New York 10018 1-888-777-0102 Western Asset Premier Bond Fund 5493007UP8PFRNTX0546 2021-12-31 2021-09-30 N 232769048.44 59751001.14 173018047.30 0.00000000 0.00000000 57500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 200000.00000000 0.00000000 0.00000000 289967.15000000 GBP RUB USD N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 370000.00000000 PA USD 403688.50000000 0.233321613727 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AN4 200000.00000000 PA USD 202000.00000000 0.116750826374 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1490000.00000000 PA USD 1738280.73000000 1.004681741082 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 310000.00000000 PA USD 392537.50000000 0.226876621326 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 4863291.00000000 PA USD 4827983.51000000 2.790450814433 Long LON CORP US N 2 2026-06-21 Floating 1.87840000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 750000.00000000 PA USD 816075.00000000 0.471670448681 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1696626.00000000 PA USD 1669055.83000000 0.964671521870 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N Merit Securities Corporation N/A 589962DH9 466776.54000000 PA USD 428860.56000000 0.247870419700 Long ABS-MBS CORP US N 2 2032-09-28 Floating 2.33513000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 110000.00000000 PA USD 116437.20000000 0.067297719409 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N AAA Trust N/A 31738PAV0 202527.53000000 PA USD 185746.34000000 0.107356627183 Long ABS-MBS CORP US N 2 2035-02-27 Floating 0.49675000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 1000000.00000000 PA USD 1075754.45000000 0.621758519869 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 2425955.82000000 NS USD 2425955.82000000 1.402140330363 Long STIV RF US N 1 N N N Morgan Stanley Capital Inc N/A 61746RCE9 6662.68000000 PA USD 6644.24000000 0.003840200547 Long ABS-MBS CORP US N 2 2033-03-25 Floating 1.08600000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 1380000.00000000 PA USD 1450725.00000000 0.838481894021 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 130000.00000000 PA USD 126012.90000000 0.072832228756 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 420000.00000000 PA USD 464079.00000000 0.268225776005 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Origen Manufactured Housing 5493001P8LORMOBBQA95 68620CAB6 662755.08000000 PA USD 637937.55000000 0.368711565039 Long ABS-O CORP US N 2 2037-04-15 Variable 2.73080000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 1130000.00000000 PA USD 1538821.33000000 0.889399316437 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 1750000.00000000 PA USD 1900482.50000000 1.098430209829 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 300000.00000000 PA USD 280344.00000000 0.162031651827 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 800000.00000000 PA USD 893670.83000000 0.516518851036 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 500000.00000000 PA USD 541000.00000000 0.312684143904 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 510000.00000000 PA USD 591954.45000000 0.342134510958 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 340000.00000000 PA USD 449413.01000000 0.259749209410 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BM1 39000.00000000 PA USD 59726.35000000 0.034520300588 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDK9 500000.00000000 PA USD 540196.94000000 0.312219995792 Long DBT CORP US N 2 2026-02-13 Fixed 3.00000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BVB3 2276.26000000 PA USD 2038.34000000 0.001178108314 Long ABS-MBS CORP US N 2 2032-02-25 None 0.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2200000.00000000 PA USD 2433750.00000000 1.406645166778 Long DBT CORP US N 2 2030-02-01 Variable 5.30000000 N N N N N N LUKOIL INTL FINANCE BV 724500LG1GUKJ5TOIW61 549876AL4 1000000.00000000 PA USD 1110748.00000000 0.641983895514 Long DBT CORP NL N 2 2026-11-02 Fixed 4.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 400000.00000000 PA USD 439500.00000000 0.254019743523 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 100000.00000000 PA USD 104387.00000000 0.060333012439 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 297019.33000000 PA USD 359505.36000000 0.207784890426 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CV4 430000.00000000 PA USD 499083.80000000 0.288457653862 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Metropolitan Asset Funding, In N/A 591739BM8 160204.38000000 PA USD 138303.61000000 0.079935944347 Long ABS-MBS CORP US N 2 2024-11-20 Variable 6.23942700 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 602736AA8 810000.00000000 PA USD 841071.60000000 0.486117843268 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 000000000 920000.00000000 PA USD 1190250.00000000 0.687934015308 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAL5 1220000.00000000 PA USD 1337425.00000000 0.772997395861 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 540000.00000000 PA USD 653056.60000000 0.377449988709 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAD9 350000.00000000 PA USD 397827.50000000 0.229934105839 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 1340000.00000000 PA USD 1329414.00000000 0.768367243039 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 150000.00000000 PA USD 166249.86000000 0.096088161087 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 440000.00000000 PA USD 490173.58000000 0.283307774910 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 560000.00000000 PA USD 607152.00000000 0.350918305618 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 220000.00000000 PA USD 264550.00000000 0.152903124343 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 550000.00000000 PA USD 621502.75000000 0.359212671567 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 187000.00000000 0.108081210554 Long DBT CORP VG N 2 2023-09-30 Fixed 2.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 280000.00000000 PA USD 287000.00000000 0.165878649354 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 190500.00000000 0.110104120912 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N Structured Asset Securities Co N/A 863572TZ6 78317.08000000 PA USD 77984.84000000 0.045073240171 Long ABS-MBS CORP US N 2 2027-07-15 Variable 4.73896000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 750000.00000000 PA USD 792735.74000000 0.458180954166 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CV6 1000000.00000000 PA USD 959759.09000000 0.554716172663 Long DBT NUSS ID N 2 2031-03-12 Fixed 1.85000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 92718WAE9 570000.00000000 PA USD 605758.95000000 0.350113158397 Long DBT CORP NL N 2 2023-02-13 Fixed 5.95000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 190000.00000000 PA USD 200839.50000000 0.116080087097 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N Impac CMB Trust N/A 45254NNK9 25821.93000000 PA USD 25603.77000000 0.014798323296 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.88600000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 260000.00000000 PA USD 312446.27000000 0.180585941684 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Prime Mortgage Trust N/A 74160MJA1 1135189.40000000 PA USD 83802.24000000 0.048435548376 Long ABS-MBS CORP US N 2 2032-10-25 Variable 1.74300000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAP0 250000.00000000 PA USD 240907.50000000 0.139238364875 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBT7 2000000.00000000 PA USD 1986250.00000000 1.148001628151 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 780000.00000000 PA USD 864887.28000000 0.499882696341 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAC7 750000.00000000 PA USD 743827.50000000 0.429913244085 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -2668750.00000000 PA USD -2668750.00000000 -1.54246914795 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 2500000.00000000 USD 2628808.60000000 USD UST N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 1000000.00000000 PA USD 1145785.00000000 0.662234384146 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 1270000.00000000 PA USD 1270749.30000000 0.734460548960 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1464375.00000000 PA USD -1464375.00000000 -0.84637124441 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 1500000.00000000 USD 1449433.59000000 USD UST N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CH8 1330000.00000000 PA USD 1465897.67000000 0.847251308678 Long DBT CORP GB N 2 2024-05-28 Fixed 5.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 1250000.00000000 PA USD 1340486.48000000 0.774766852891 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 86964WAK8 350000.00000000 PA USD 338450.00000000 0.195615431616 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 1500000.00000000 PA USD 1582500.00000000 0.914644468999 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 1750000.00000000 PA USD 1891951.32000000 1.093499406289 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 170000.00000000 PA USD 178155.75000000 0.102969460573 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AU9 600000.00000000 PA USD 761069.68000000 0.439878782518 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 250000.00000000 PA USD 287523.12000000 0.166180999315 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 260000.00000000 PA USD 306443.51000000 0.177116500146 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N LEHMAN ESCROW RECEIPT N/A 000000000 59562.50000000 PA USD 670.08000000 0.000387289077 Long DBT CORP US N 3 2021-12-31 None 0.00000000 Y N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 920000.00000000 PA USD 979340.00000000 0.566033437137 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 740000.00000000 PA USD 897741.26000000 0.518871455324 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AC1 700000.00000000 PA USD 957992.00000000 0.553694839902 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AG5 210000.00000000 PA USD 217384.74000000 0.125642812060 Long DBT CORP GB N 2 2022-09-27 Fixed 4.12500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 1000000.00000000 PA USD 1449768.57000000 0.837929101977 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 730481AJ7 790000.00000000 PA USD 832462.50000000 0.481142003964 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2000000.00000000 PA USD 1999062.50000000 1.155406924997 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91831AAC5 1214000.00000000 PA USD 1240586.60000000 0.717027280887 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 1570000.00000000 PA USD 1766760.28000000 1.021142191563 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 80000.00000000 PA USD 82776.00000000 0.047842407940 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 1500000.00000000 PA USD 1633912.50000000 0.944359577221 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Bayview Financial Asset Trust N/A 07325QAE5 41060.90000000 PA USD 40913.90000000 0.023647186312 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.58600000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 770000.00000000 PA USD 862584.80000000 0.498551921872 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 1159000.00000000 PA USD 1242696.29000000 0.718246627674 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W71 1500000.00000000 PA USD 1564160.16000000 0.904044511199 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 1350000.00000000 PA USD 1496610.00000000 0.865002248814 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N GSAMP Trust N/A 36228FYS9 495275.13000000 PA USD 498805.85000000 0.288297005881 Long ABS-MBS CORP US N 2 2033-07-25 Variable 5.42147000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABA6 280000.00000000 PA USD 290850.00000000 0.168103850747 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 500000.00000000 PA USD 875569.15000000 0.506056543616 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 500000.00000000 PA USD 483615.00000000 0.279517083649 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 250000.00000000 PA USD 269870.00000000 0.155977948087 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 281318.27000000 PA USD 328434.36000000 0.189826648216 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 580000.00000000 PA USD 714850.00000000 0.413164991256 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 94950000.00000000 PA 1285951.03000000 0.743246759553 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284X5 1400000.00000000 PA USD 1466554.68000000 0.847631043631 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650AQ3 203278.71000000 PA USD 222149.65000000 0.128396808001 Long DBT CORP US N 2 2026-01-10 Fixed 5.78900000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 1870000.00000000 PA USD 1930775.00000000 1.115938498977 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 760000.00000000 PA USD 850136.00000000 0.491356834311 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -2005000.00000000 PA USD -2005000.00000000 -1.15883864792 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 2000000.00000000 USD 1986250.00000000 USD UST N N N Banc of America Funding Corpor N/A 05946XJP9 167222.77000000 PA USD 151415.45000000 0.087514252046 Long ABS-MBS CORP US N 2 2034-12-20 Variable 2.15017000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 1000000.00000000 PA USD 1247367.88000000 0.720946687045 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 500000.00000000 PA USD 505657.29000000 0.292256962722 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 750000.00000000 PA USD 765053.90000000 0.442181559634 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 430000.00000000 PA USD 463217.50000000 0.267727851070 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DS8 230000.00000000 PA USD 223778.50000000 0.129338241583 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 490000.00000000 PA USD 703569.25000000 0.406645006679 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1580625.00000000 PA USD -1580625.00000000 -0.91356076702 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 1500000.00000000 USD 1564160.16000000 USD UST N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CA2 300000.00000000 PA USD 333106.68000000 0.192527129509 Long DBT NUSS ID N 2 2027-07-18 Fixed 3.85000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1287500.00000000 PA USD -1287500.00000000 -0.74414202454 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 1250000.00000000 USD 1279370.11000000 USD UST N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 840000.00000000 PA USD 860394.36000000 0.497285903653 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 760000.00000000 PA USD 800850.00000000 0.462870788624 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 648375.00000000 PA USD 654307.63000000 0.378173052008 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N EG ACQUISITION CORP-A N/A 26846A118 10040.00000000 NS USD 5924.60000000 0.003424267059 Long EC CORP US N 1 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 560000.00000000 PA USD 589148.00000000 0.340512454737 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N HERCULES OFFSHORE INC ESCR N/A 000000000 16942.00000000 NS USD 2190.97000000 0.001266324544 Long EC CORP US N 3 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 450000.00000000 PA USD 492682.50000000 0.284757866412 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAS0 920000.00000000 PA USD 1041177.80000000 0.601774101747 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FSL3 41911.74000000 PA USD 42425.13000000 0.024520638547 Long ABS-MBS CORP US N 2 2044-05-25 Floating 0.92600000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAR6 1500000.00000000 PA USD 1450440.00000000 0.838317171320 Long DBT CORP KY N 2 2031-08-08 Fixed 3.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 580000.00000000 PA USD 698192.40000000 0.403537325091 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 310000.00000000 PA USD 331312.50000000 0.191490139422 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 1000000.00000000 PA USD 1344479.28000000 0.777074589027 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DH8 250000.00000000 PA USD 321045.14000000 0.185555868309 Long DBT CORP US N 2 2044-05-15 Fixed 4.62500000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 430000.00000000 PA USD 424891.60000000 0.245576462473 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 100000.00000000 PA USD 115444.50000000 0.066723964234 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 500000.00000000 PA USD 574611.24000000 0.332110579773 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 2510000.00000000 PA USD 2538927.75000000 1.467435212465 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -2030000.00000000 PA USD -2030000.00000000 -1.17328800762 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 2000000.00000000 USD 1999062.50000000 USD UST N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 930000.00000000 PA USD 949864.80000000 0.548997526456 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 260000.00000000 PA USD 255075.15000000 0.147426903713 Long DBT CORP US N 2 N/A Floating 3.44600000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 859510.00000000 PA USD 911496.60000000 0.526821689542 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 1418663.92000000 PA USD 1403079.90000000 0.810944246508 Long LON CORP US N 2 2027-03-01 Floating 1.83240000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 852061AM2 280000.00000000 PA USD 283500.00000000 0.163855738996 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 910000.00000000 PA 1193469.79000000 0.689794971463 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 250000.00000000 PA USD 294893.75000000 0.170441034679 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 350000.00000000 PA USD 364896.00000000 0.210900542281 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N Countrywide Asset-Backed Certi N/A 12671CAA4 3613.86000000 PA USD 3635.17000000 0.002101035156 Long ABS-MBS CORP US N 2 2047-08-25 Floating 1.08600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 760000.00000000 PA USD 856672.00000000 0.495134474910 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAR2 920000.00000000 PA USD 1086750.00000000 0.628113666151 Long DBT CORP BM N 2 2024-05-15 Fixed 12.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 400000.00000000 PA USD 428039.96000000 0.247396133917 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 754000.00000000 PA USD 783292.90000000 0.452723234496 Long DBT CORP FR N 2 2026-05-01 Fixed 7.37500000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 848577AB8 880000.00000000 PA USD 828885.91000000 0.479074826548 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N Y Spirit Airlines Inc USD XXXX N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 560000.00000000 PA USD 383605.60000000 0.221714211890 Long DBT NUSS AR N 2 2027-06-01 Variable 5.00000000 N N N N N N Origen Manufactured Housing 549300IF0XI4ZS5JC782 68620BAB8 502719.05050000 PA USD 484165.37000000 0.279835183413 Long ABS-O CORP US N 2 2037-10-15 Variable 2.02190000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 2070000.00000000 PA USD 2323455.87000000 1.342897984492 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 840000.00000000 PA USD 965286.00000000 0.557910585088 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25000000 N N N N N N UNITED AIR 2014-1 B PTT N/A 90932PAB4 159595.58000000 PA USD 161384.14000000 0.093275899548 Long DBT CORP US N 2 2022-04-11 Fixed 4.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 43393.99842000 PA USD 16598.64000000 0.009593588795 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 30000.00000000 PA USD 44853.30000000 0.025924058616 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8560000.00000000 PA 410763.89000000 0.237411007932 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAP6 230000.00000000 PA USD 236887.39000000 0.136914844258 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233835AQ0 1000000.00000000 PA USD 1514996.66000000 0.875629267375 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 600000.00000000 PA USD 934630.52000000 0.540192502796 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N Bayview Financial Asset Trust N/A 07325QAB1 396921.99000000 PA USD 375300.46000000 0.216914053682 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.88600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 1500000.00000000 PA USD 1449433.59000000 0.837735492117 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DP4 1500000.00000000 PA USD 1366125.00000000 0.789585260797 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86200000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HGG0 67200.60000000 PA USD 67847.61000000 0.039214180866 Long ABS-MBS CORP US N 2 2034-04-25 Floating 0.72600000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 580000.00000000 PA USD 594511.60000000 0.343612478164 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 14227000000.00000000 PA 1017634.32000000 0.588166573302 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N Impac CMB Trust N/A 45254NLL9 70660.04000000 PA USD 68520.93000000 0.039603342581 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.72600000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 310000.00000000 PA USD 317532.40000000 0.183525594558 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GN9 700000.00000000 PA USD 732255.33000000 0.423224826211 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N MAGELLAN HEALTH SRVCS N/A 559079AK4 515000.00000000 PA USD 566500.00000000 0.327422490798 Long DBT CORP US N 2 2024-09-22 Variable 4.90000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BC3 265318.91000000 PA USD 307328.73000000 0.177628134634 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 511000.00000000 PA USD 530801.25000000 0.306789527614 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 210000.00000000 PA USD 232575.00000000 0.134422393287 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AV8 500000.00000000 PA USD 666009.27000000 0.384936300226 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 1500000.00000000 PA USD 1573125.00000000 0.909225959111 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 61630000.00000000 PA 869713.99000000 0.502672411099 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 1500000.00000000 PA USD 1913799.15000000 1.106126892463 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 468826.80000000 PA USD 213796.74000000 0.123569039956 Long DBT NUSS AR N 2 2037-09-01 Variable 3.90000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 420000.00000000 PA USD 538125.00000000 0.311022467538 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 000000000 380000.00000000 PA 515532.08000000 0.297964338428 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LAP9 430000.00000000 PA USD 607357.80000000 0.351037252747 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AT9 470000.00000000 PA USD 510716.10000000 0.295180825335 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 91823N2A0 600000.00000000 PA USD 609036.00000000 0.352007209365 Long DBT CORP NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 23740000.00000000 PA 1173181.43000000 0.678068819009 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAQ9 6318.91000000 PA USD 6262.32000000 0.003619460569 Long ABS-MBS CORP US N 2 2033-06-20 Floating 0.86375000 N N N N N N TEVA PHARM FIN IV BV 549300P1YOE2RRPSGG38 88166JAA1 330000.00000000 PA USD 331282.05000000 0.191472540101 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 60000.00000000 PA USD 65480.01000000 0.037845768705 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 1130000.00000000 PA USD 1275018.55000000 0.736928066116 Long DBT CORP GB N 2 N/A Fixed 6.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 57020.17000000 0.032956197859 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1639766.84000000 GBP 2266492.02000000 USD 2021-10-19 57020.17000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 100000.00000000 PA USD 109090.95000000 0.063051775061 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAD3 1046000.00000000 PA USD 1041073.34000000 0.601713726542 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 500000.00000000 PA USD 600534.35000000 0.347093473410 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 920000.00000000 PA USD 1001613.20000000 0.578906776275 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 1169999.00000000 PA USD 1313616.38000000 0.759236623288 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1050000.00000000 PA USD 1137795.75000000 0.657616802267 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 550000.00000000 PA USD 614793.64000000 0.355334977821 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AG8 480000.00000000 PA USD 502833.60000000 0.290624942222 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 443000.00000000 PA USD 617617.21000000 0.356966928963 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 250000.00000000 PA USD 280312.50000000 0.162013445634 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 330000.00000000 PA USD 347193.00000000 0.200668661690 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 250000.00000000 PA USD 249337.50000000 0.144110688966 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 410000.00000000 PA USD 428511.50000000 0.247668671960 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1475250.00000000 PA USD -1475250.00000000 -0.85265671588 Short RA CORP US N 2 Reverse repurchase N 0.09000000 2021-11-26 1400000.00000000 USD 1466554.68000000 USD UST N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 1250000.00000000 PA USD 1255271.79000000 0.725514944590 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 240000.00000000 PA USD 262800.00000000 0.151891669164 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 88165FAG7 575000.00000000 PA USD 580031.25000000 0.335243206735 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 600000.00000000 PA USD 626250.00000000 0.361956460480 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 200000.00000000 PA USD 153180.00000000 0.088534116752 Long DBT NUSS AR N 2 2025-12-10 Variable 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 900000.00000000 PA USD 984375.00000000 0.568943538180 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 750000.00000000 PA USD 771896.25000000 0.446136262688 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 610000.00000000 PA USD 622233.55000000 0.359635055250 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1000000.00000000 PA USD 1117650.00000000 0.645973074740 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 2600000.00000000 PA USD 2746575.00000000 1.587450004702 Long DBT CORP US N 2 N/A Fixed 6.00000000 N N N N N N STONEMOR INC N/A 86184WAA4 150000.00000000 PA USD 154314.75000000 0.089189973189 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAM3 2250000.00000000 PA USD 2404939.79000000 1.389993603285 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 1200000.00000000 PA USD 1339994.98000000 0.774482778479 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 410000.00000000 PA USD 502926.50000000 0.290678636043 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 500000.00000000 PA USD 575252.67000000 0.332481309884 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Structured Asset Securities Co N/A 86359ARF2 40838.14000000 PA USD 42874.55000000 0.024780391796 Long ABS-MBS CORP US N 2 2033-03-25 Variable 2.21732100 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BT2 300000.00000000 PA USD 328849.47000000 0.190066571165 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G606 580.00000000 NS USD 626955.23000000 0.362364065358 Long EP CORP US N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 1000000.00000000 PA USD 1126362.51000000 0.651008682375 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 1000000.00000000 PA USD 1105377.66000000 0.638879976539 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 420000.00000000 PA USD 552967.69000000 0.319601162207 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 1000000.00000000 PA USD 953231.42000000 0.550943346590 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 491228.07880000 PA USD 488634.39000000 0.282418162512 Long LON CORP US N 2 2027-02-01 Floating 1.83510000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 630000.00000000 PA USD 526056.30000000 0.304047068042 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N DISH DBS CORP N/A 25470XAW5 1160000.00000000 PA USD 1248774.80000000 0.721759850771 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 2200000.00000000 PA USD 2478144.53000000 1.432304068085 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1370000.00000000 PA USD 1427540.00000000 0.825081557835 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 987.94000000 0.000571004016 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -34027.73000000 EUR 40418.27000000 USD 2021-10-19 987.94000000 N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 1770000.00000000 PA USD 1882288.80000000 1.087914717206 Long LON CORP US N 2 2027-06-20 Floating 6.25000000 N N N N N N Prime Mortgage Trust N/A 74160MLU4 1564458.25000000 PA USD 51761.51000000 0.029916827063 Long ABS-MBS CORP US N 2 2034-07-25 Variable 1.10673000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 430000.00000000 PA USD 476771.10000000 0.275561484735 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 1000000.00000000 PA USD 1155366.44000000 0.667772211066 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285D8 2500000.00000000 PA USD 2628808.60000000 1.519384041736 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -922500.00000000 PA USD -922500.00000000 -0.53318137292 Short RA CORP US N 2 Reverse repurchase N 0.75000000 2021-10-21 1000000.00000000 USD 1117650.00000000 USD CDS N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAR2 260000.00000000 PA USD 292877.00000000 0.169275404832 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N DISH DBS CORP N/A 25470XAY1 1180000.00000000 PA USD 1333960.50000000 0.770995003594 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WF6 200000.00000000 PA USD 204800.00000000 0.118369154661 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 210000.00000000 PA USD 213937.50000000 0.123650395631 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 000000000 540000.00000000 PA 589373.41000000 0.340642735944 Long DBT CORP GB N 2 2035-07-16 Floating 2.62813000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HLL2 500000.00000000 PA USD 654344.33000000 0.378194263668 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 340000.00000000 PA USD 379310.10000000 0.219231522907 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 240000.00000000 PA USD 251496.00000000 0.145358246682 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBW0 350000.00000000 PA USD 347375.00000000 0.200773853029 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AL4 1000000.00000000 PA USD 1129327.63000000 0.652722445793 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AB7 50000.00000000 PA USD 56396.25000000 0.032595588078 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 160000.00000000 PA USD 168140.80000000 0.097181075976 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 2420000.00000000 PA USD 2630674.02000000 1.520462206719 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 1080000.00000000 PA USD 1307057.04000000 0.755445492766 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BC9 1050000.00000000 PA USD 1074202.50000000 0.620861532518 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 180000.00000000 PA USD 172575.00000000 0.099743930007 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R69 1250000.00000000 PA USD 1279370.11000000 0.739443156344 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 3420000.00000000 PA USD 3426053.40000000 1.980171117097 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N ANADARKO FINANCE CO N/A 032479AD9 570000.00000000 PA USD 658424.10000000 0.380552266237 Long DBT CORP CA N 2 2031-05-01 Fixed 7.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 1680000.00000000 PA USD 1980056.40000000 1.144421885982 Long DBT CORP US N 2 2050-02-01 Variable 6.50000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAP4 500000.00000000 PA USD 529904.03000000 0.306270957434 Long DBT CORP N/A N 2 2025-01-15 Fixed 3.12500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 1320000.00000000 PA USD 1425617.94000000 0.823970656383 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 1650000.00000000 PA USD 1718189.50000000 0.993069524718 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CGD2 991771.96000000 PA USD 989927.66000000 0.572152833446 Long ABS-MBS CORP US N 2 2034-08-25 Floating 0.98600000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 1460000.00000000 PA USD 1648705.00000000 0.952909263356 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N DIRECTV HOLDINGS/FING N/A 25461LAA0 730000.00000000 PA USD 762850.00000000 0.440907761880 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 510000.00000000 PA USD 497887.50000000 0.287766223101 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78015EAM0 690000.00000000 PA USD 675051.15000000 0.390162275285 Long LON CORP LR N 2 2022-04-05 Floating 1.48010000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 430000.00000000 PA USD 457079.25000000 0.264180099783 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 750000.00000000 PA USD 834252.12000000 0.482176358489 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 1250000.00000000 PA USD 1364568.75000000 0.788685788155 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 210000.00000000 PA USD 273085.31000000 0.157836314917 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 440000.00000000 PA USD 484523.56000000 0.280042208059 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAH8 680000.00000000 PA USD 683229.55000000 0.394889181020 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 312385.55000000 PA USD 393439.32000000 0.227397850189 Long DBT CORP US N 2 2032-01-10 Fixed 7.50700000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -75.00000000 NC USD 151650.15000000 0.087649902635 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-12-21 -10022353.65000000 USD 151650.15000000 N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 1000000.00000000 PA USD 941480.00000000 0.544151326807 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687CP9 400000.00000000 PA USD 453217.68000000 0.261948211225 Long DBT CORP US N 2 2023-04-26 Fixed 8.87500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAB1 1000000.00000000 PA USD 1297612.72000000 0.749986917694 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 1500000.00000000 PA USD 1686651.83000000 0.974841559201 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 460000.00000000 PA USD 464103.75000000 0.268240080871 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 1360000.00000000 PA USD 1517572.56000000 0.877118071601 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 980000.00000000 PA USD 968284.10000000 0.559643410101 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABE7 16407.73000000 PA USD 16577.03000000 0.009581098768 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.97000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AC3 45000.00000000 PA USD 48521.25000000 0.028044039773 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 500000.00000000 PA USD 543108.24000000 0.313902652628 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 950000.00000000 PA USD 991700.25000000 0.573177345066 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 1850000.00000000 PA USD 2127966.50000000 1.229910135507 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 20000.00000000 PA USD 22434.50000000 0.012966566407 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 140000.00000000 PA USD 188172.63000000 0.108758960661 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Sequoia Mortgage Trust N/A 81744FET0 5622.65000000 PA USD 5609.04000000 0.003241881461 Long ABS-MBS CORP US N 2 2034-11-20 Floating 0.70738000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 1000000.00000000 PA USD 1117686.32000000 0.645994066770 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 28368EAE6 190000.00000000 PA USD 272837.50000000 0.157693087084 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GW2 312000.00000000 PA USD 347880.00000000 0.201065730095 Long DBT CORP US N 2 2025-03-07 Fixed 5.25000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AL6 450000.00000000 PA USD 487930.50000000 0.282011332120 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 1000000.00000000 PA USD 1038170.00000000 0.600035670382 Long DBT CORP BM N 2 2022-11-01 Fixed 5.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 2750000.00000000 PA USD 2731657.50000000 1.578828071769 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 540000.00000000 PA USD 541269.00000000 0.312839619014 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAD8 200000.00000000 PA USD 191306.00000000 0.110569968269 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N AHOLD LEASE SERIES 2001- N/A 00868PAA3 218086.66000000 PA USD 245934.67000000 0.142143940379 Long DBT CORP US N 2 2025-01-02 Variable 8.62000000 N N N N N N NATWEST MARKETS NV X3CZP3CK64YBHON1LE12 00077TAA2 140000.00000000 PA USD 155273.63000000 0.089744181270 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 130000.00000000 PA USD 152373.23000000 0.088067824355 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AB5 990000.00000000 PA USD 1045707.30000000 0.604392036737 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 1900000.00000000 PA USD 1792308.00000000 1.035908119395 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 250000.00000000 PA USD 239726.29000000 0.138555655748 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 650000.00000000 PA USD 692211.00000000 0.400080229087 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZP6 1100000.00000000 PA USD 1145387.84000000 0.662004835838 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBW8 2399332.16510000 PA USD 2398732.33000000 1.386405850391 Long LON CORP US N 2 2025-04-30 Floating 1.83510000 N N N N N N Bear Stearns Asset Backed Secu N/A 073888AE9 202251.85000000 PA USD 166169.15000000 0.096041512774 Long ABS-MBS CORP US N 2 2036-08-25 None 0.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 720000.00000000 PA USD 1034417.48000000 0.597866809932 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GT2 500000.00000000 PA USD 523970.84000000 0.302841725575 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AL2 330000.00000000 PA USD 346211.25000000 0.200101235335 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AA6 280000.00000000 PA USD 258580.00000000 0.149452617247 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TDP3 32543.60000000 PA USD 33588.62000000 0.019413362088 Long ABS-O CORP US N 2 2032-06-15 Variable 6.06000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 940000.00000000 PA USD 1272995.00000000 0.735758506043 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 31394BZ72 69640.41000000 PA USD 80943.49000000 0.046783264094 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.50000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAK5 250000.00000000 PA USD 262775.00000000 0.151877219804 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 12201PAN6 450000.00000000 PA USD 657634.90000000 0.380096128850 Long DBT CORP US N 2 2031-12-01 Fixed 7.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 400000.00000000 PA USD 434970.00000000 0.251401519545 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 05674XAA9 950000.00000000 PA USD 1101525.00000000 0.636653237734 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N CORPORATE BACKED TRUST CERTIFICATES N/A 21988G858 33900.00000000 NS USD 1210.23000000 0.000699481943 Long EP CORP US N 3 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 1750000.00000000 PA USD 1816622.50000000 1.049961277652 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N Countrywide Home Loans N/A 12669GNL1 266748.54000000 PA USD 262336.20000000 0.151623604643 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.62600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 350000.00000000 PA USD 399910.00000000 0.231137737502 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABH1 300000.00000000 PA USD 337890.00000000 0.195291765959 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAB3 360000.00000000 PA USD 389250.00000000 0.224976530526 Long DBT CORP US N 2 2025-04-15 Fixed 9.00000000 N N N N N N Regal Trust IV N/A 758842AA6 1406.46000000 PA USD 1381.70000000 0.000798587211 Long ABS-MBS CORP US N 2 2031-09-29 Floating 1.80600000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 920000.00000000 PA USD 982100.00000000 0.567628646448 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 14574XAF1 680000.00000000 PA USD 640964.60000000 0.370461122410 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABG3 1645000.00000000 PA USD 1795188.50000000 1.037572974619 Long DBT CORP US N 2 2026-02-01 Fixed 9.25000000 N N N N N N American Home Mortgage Investm N/A 026933AA9 445034.35000000 PA USD 177645.65000000 0.102674635838 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.98600000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 250000.00000000 PA USD 290020.00000000 0.167624132005 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N 2021-11-17 Western Asset Premier Bond Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX