0001752724-22-183521.txt : 20220819 0001752724-22-183521.hdr.sgml : 20220819 20220819123031 ACCESSION NUMBER: 0001752724-22-183521 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220819 DATE AS OF CHANGE: 20220819 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WESTERN ASSET PREMIER BOND FUND CENTRAL INDEX KEY: 0001163792 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-10603 FILM NUMBER: 221179789 BUSINESS ADDRESS: STREET 1: 620 EIGHTH AVENUE STREET 2: 47TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 8887770102 MAIL ADDRESS: STREET 1: 620 EIGHTH AVENUE STREET 2: 47TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 FORMER COMPANY: FORMER CONFORMED NAME: WESTERN ASSET CORE PLUS BOND TRUST I DATE OF NAME CHANGE: 20011218 NPORT-P 1 primary_doc.xml 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 2022-12-31 2022-06-30 N 193798207.11 58835000.81 134963206.30 0.00000000 0.00000000 57500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 GBP MXN USD N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AS0 210000.00000000 PA USD 197794.80000000 0.146554609528 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N GLOBAL AIR LEASE CO LTD N/A Global Aircraft Leasing Co Ltd 37960JAA6 1696626.00000000 PA USD 1289868.40000000 0.955718551271 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Deutsche Bank Securities 000000000 -1417500.00000000 PA USD -1417500.00000000 -1.05028625123 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 1400000.00000000 USD 1397046.87000000 USD UST N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAX4 310000.00000000 PA USD 313647.15000000 0.232394560412 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AC1 370000.00000000 PA USD 307100.00000000 0.227543497534 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 2200000.00000000 PA USD 1909149.00000000 1.414569979729 Long DBT CORP US N 2 2030-02-01 Variable 4.55000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A Legacy LifePoint Health LLC 53219LAT6 330000.00000000 PA USD 319461.45000000 0.236702623446 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JM4 900000.00000000 PA USD 836641.29000000 0.619903240991 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967GT2 500000.00000000 PA USD 499984.71000000 0.370460011811 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 Adient US LLC 00688JAB3 360000.00000000 PA USD 375854.40000000 0.278486567045 Long DBT CORP US N 2 2025-04-15 Fixed 9.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 035198AF7 400000.00000000 PA USD 321201.60000000 0.237991974854 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBG9 550000.00000000 PA USD 541750.00000000 0.401405697783 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co 000000000 -901623.56000000 PA USD -901623.56000000 -0.66805137838 Short RA CORP US N 2 Reverse repurchase N 1.90000000 2029-02-01 1000000.00000000 USD 971000.00000000 USD CDS N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 250000.00000000 PA USD 256506.25000000 0.190056428734 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N Bayview Financial Asset Trust N/A Bayview Financial Asset Trust 2007-SSR1 07325QAB1 357475.43000000 PA USD 340685.02000000 0.252428072316 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.42357000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BW9 60000.00000000 PA USD 60529.39000000 0.044848808545 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N CVS PASS-THROUGH TRUST N/A CVS Pass-Through Trust 126650BS8 296444.61000000 PA USD 323405.57000000 0.239624990296 Long DBT CORP US N 2 2032-01-10 Fixed 7.50700000 N N N N N N Merit Securities Corporation N/A MERIT Securities Corp 589962DH9 455148.94000000 PA USD 407084.03000000 0.301625932845 Long ABS-MBS CORP US N 2 2032-09-28 Floating 3.88271000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAF5 660000.00000000 PA USD 559990.20000000 0.414920640485 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N American Home Mortgage Investm N/A American Home Mortgage Investment Trust 2007-A 026933AA9 439176.47000000 PA USD 144242.81000000 0.106875654450 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.52357000 N N N N N N Origen Manufactured Housing 549300IF0XI4ZS5JC782 Origen Manufactured Housing Contract Trust 2006-A 68620BAB8 405284.35450000 PA USD 409239.90000000 0.303223308944 Long ABS-O CORP US N 2 2037-10-15 Variable 2.70540000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CD5 750000.00000000 PA USD 649649.59000000 0.481353109347 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BQ5 260000.00000000 PA USD 228787.00000000 0.169518053306 Long DBT CORP US N 2 N/A Floating 5.15886000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BK2 690000.00000000 PA USD 466158.66000000 0.345396847614 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Deutsche Bank Securities 000000000 -1962500.00000000 PA USD -1962500.00000000 -1.45410001273 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 2000000.00000000 USD 1948593.76000000 USD UST N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAR6 1340000.00000000 PA USD 887495.40000000 0.657583221628 Long DBT CORP KY N 2 2031-08-08 Variable 3.25000000 N N N N N N AHOLD LEASE SERIES 2001- N/A Ahold Lease Series 2001-A-2 Pass Through Trust 00868PAA3 151652.16000000 PA USD 161236.35000000 0.119466893548 Long DBT CORP US N 2 2025-01-02 Variable 8.62000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 IRB Holding Corp 44988MAC9 430000.00000000 PA USD 421572.00000000 0.312360688188 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 43393.99842000 PA USD 9976.05000000 0.007391681239 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCP6 2150000.00000000 PA USD 1668346.25000000 1.236148944395 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAJ0 750000.00000000 PA USD 653600.22000000 0.484280299733 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAQ4 1046000.00000000 PA USD 864341.18000000 0.640427271769 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BF0 80000.00000000 PA USD 78584.00000000 0.058226239694 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZP6 1100000.00000000 PA USD 1090798.50000000 0.808219165729 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DC6 2550000.00000000 PA USD 2203642.99000000 1.632773146409 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BJ3 1300000.00000000 PA USD 1002300.00000000 0.742646849817 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAB5 1370000.00000000 PA USD 928860.00000000 0.688232019277 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp DISH Network Corp USD XXXX N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780BT2 300000.00000000 PA USD 299239.23000000 0.221719117531 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 Sprint Capital Corp 852060AT9 30000.00000000 PA USD 36202.20000000 0.026823755149 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAE0 500000.00000000 PA USD 479861.25000000 0.355549681394 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAN0 280000.00000000 PA USD 269432.80000000 0.199634261356 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Bear Stearns Asset Backed Secu N/A Bear Stearns Asset Backed Securities Trust 2006-SD3 073888AE9 189668.77000000 PA USD 159385.02000000 0.118095164133 Long ABS-MBS CORP US N 2 2036-08-25 None 0.00000000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 Fannie Mae Trust 2004-W15 31394BZ72 57590.31000000 PA USD 61485.70000000 0.045557379441 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AK4 1770000.00000000 PA USD 1538128.46000000 1.139665025874 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 1000000.00000000 PA USD 936366.50000000 0.693793905517 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 74408DAC8 200000.00000000 PA USD 153250.00000000 0.113549465962 Long DBT NUSS AR N 2 2025-12-10 Variable 6.87500000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 Sunnova Energy Corp 86745GAF0 570000.00000000 PA USD 496736.33000000 0.368053148423 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 Banco Mercantil del Norte SA/Grand Cayman 05973KAB3 360000.00000000 PA USD 294660.00000000 0.218326170574 Long DBT CORP MX N 2 N/A Fixed 6.62500000 N N N N N N EG ACQUISITION CORP-A N/A EG ACQUISITION CORP-A -CW28 26846A118 10040.00000000 NS USD 1454.80000000 0.001077923413 Long EC CORP US N 2 N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABA6 280000.00000000 PA USD 278364.80000000 0.206252361388 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CD6 2420000.00000000 PA USD 2317008.60000000 1.716770565490 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CP1 242000.00000000 PA USD 233792.65000000 0.173226953041 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZZ4 260000.00000000 PA USD 260284.70000000 0.192856043610 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AC1 700000.00000000 PA USD 787300.50000000 0.583344543734 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAK6 140000.00000000 PA USD 141984.33000000 0.105202250222 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 Burlington Resources LLC 12201PAN6 450000.00000000 PA USD 541866.17000000 0.401491773095 Long DBT CORP US N 2 2031-12-01 Fixed 7.40000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397WF6 200000.00000000 PA USD 199947.00000000 0.148149266367 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 Charter Communications Operating LLC 16117LBX6 487468.68600000 PA USD 465968.88000000 0.345256231512 Long LON CORP US N 2 2027-02-01 Floating 3.42000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAF2 760000.00000000 PA USD 785840.00000000 0.582262396947 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746RG8 2500000.00000000 PA USD 2266750.00000000 1.679531823630 Long DBT CORP US N 2 N/A Fixed 5.90000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 Saga PLC 000000000 300000.00000000 PA 319300.22000000 0.236583161258 Long DBT CORP GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 Lennar Corp 526057CD4 250000.00000000 PA USD 242950.43000000 0.180012343112 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BK7 1150000.00000000 PA USD 838706.50000000 0.621433443227 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N CARRIAGE SERVICES INC N/A Carriage Services Inc 143905AP2 800000.00000000 PA USD 651811.49000000 0.482954953330 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 28368EAE6 190000.00000000 PA USD 221898.54000000 0.164414099281 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAH7 1500000.00000000 PA USD 1375065.00000000 1.018844348543 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAA3 580000.00000000 PA USD 509886.70000000 0.377796818835 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 79160000.00000000 PA 129534.55000000 0.095977676843 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N Y N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Deutsche Bank Securities 000000000 -1492500.00000000 PA USD -1492500.00000000 -1.10585695236 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 1500000.00000000 USD 1478261.72000000 USD UST N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AL4 630000.00000000 PA USD 428113.35000000 0.317207453599 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Deutsche Bank Securities 000000000 -1256414.47000000 PA USD -1256414.47000000 -0.93093110666 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 1250000.00000000 USD 1235742.19000000 USD UST N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 580000.00000000 PA USD 537822.40000000 0.398495571307 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAD9 350000.00000000 PA USD 309534.75000000 0.229347507728 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAJ9 610000.00000000 PA USD 451486.35000000 0.334525506897 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CoreCivic Inc 21871NAB7 930000.00000000 PA USD 908665.80000000 0.673269274575 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NAC5 1000000.00000000 PA USD 1200942.78000000 0.889829763921 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 Minejesa Capital BV 602736AA8 810000.00000000 PA USD 729729.00000000 0.540687362137 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BK2 920000.00000000 PA USD 932139.42000000 0.690661881526 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAA2 420000.00000000 PA USD 298895.10000000 0.221464136926 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 1160000.00000000 PA USD 901175.00000000 0.667719021135 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AV9 170000.00000000 PA USD 129455.00000000 0.095918734852 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BK9 1000000.00000000 PA USD 935309.19000000 0.693010499410 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 Transportadora de Gas del Peru SA 89388AAA0 1750000.00000000 PA USD 1656348.75000000 1.227259484572 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 Huarong Finance 2019 Co Ltd 000000000 200000.00000000 PA USD 190600.00000000 0.141223675122 Long DBT CORP VG N 2 2023-09-30 Fixed 2.12500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAL3 1260000.00000000 PA USD 1221771.60000000 0.905262725667 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Co 84546SAU7 746250.00000000 PA USD 727593.75000000 0.539105264276 Long LON CORP US N 2 2027-06-22 Floating 4.70444000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAL5 1220000.00000000 PA USD 1195731.15000000 0.885968244813 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAF8 760000.00000000 PA USD 576190.20000000 0.426923911928 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2004-10 45254NLL9 57554.85000000 PA USD 53064.42000000 0.039317693655 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.26357000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AN1 560000.00000000 PA USD 553417.20000000 0.410050424239 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Metropolitan Asset Funding, In N/A MAFI II Remic Trust 1998-B 591739BM8 130300.11000000 PA USD 107429.05000000 0.079598768394 Long ABS-MBS CORP US N 2 2024-11-20 Variable 5.64519600 N N N N N N Bear Stearns Alt-A Trust N/A Bear Stearns ALT-A Trust 2004-3 07386HGG0 52693.58000000 PA USD 51015.56000000 0.037799605832 Long ABS-MBS CORP US N 2 2034-04-25 Floating 2.26357000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BX6 550000.00000000 PA USD 502008.55000000 0.371959561248 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2004-10 81744FET0 4466.00000000 PA USD 4118.48000000 0.003051557615 Long ABS-MBS CORP US N 2 2034-11-20 Floating 2.21514000 N N N N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH 000000000 130000.00000000 PA 111387.64000000 0.082531856684 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097AZ4 150000.00000000 PA USD 152781.97000000 0.113202682559 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAZ2 1000000.00000000 PA USD 971000.00000000 0.719455343882 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N CVS PASS-THROUGH TRUST N/A CVS Pass-Through Trust 126650BC3 238725.21000000 PA USD 251271.49000000 0.186177771622 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAH0 80000.00000000 PA USD 68135.60000000 0.050484574179 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N INTL LEASE FINANCE CORP N/A International Lease Finance Corp 459745GN9 700000.00000000 PA USD 701354.91000000 0.519663787803 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N LUKOIL INTL FINANCE BV 724500LG1GUKJ5TOIW61 Lukoil International Finance BV 549876AL4 600000.00000000 PA USD 366456.00000000 0.271522891346 Long DBT CORP NL N 2 2026-11-02 Fixed 4.75000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 ArcelorMittal SA 03938LAP9 430000.00000000 PA USD 434590.25000000 0.322006465253 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N GSAMP Trust N/A GSAMP Trust 2003-SEA2 36228FYS9 441914.72000000 PA USD 418517.55000000 0.310097515814 Long ABS-MBS CORP US N 2 2033-07-25 Variable 5.42147000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 Braskem America Finance Co 000000000 920000.00000000 PA USD 864080.50000000 0.640234122831 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAN8 720000.00000000 PA USD 753078.74000000 0.557988181109 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 Marston's Issuer PLC 000000000 540000.00000000 PA 526047.18000000 0.389770808223 Long DBT CORP GB N 2 2035-07-16 Floating 3.57034000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967BL4 1000000.00000000 PA USD 1094831.75000000 0.811207572800 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BD7 1050000.00000000 PA USD 784465.50000000 0.581243971231 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 Chile Government International Bond 168863DS4 1960000.00000000 PA USD 1496166.67000000 1.108573744665 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 JB Poindexter & Co Inc 730481AJ7 790000.00000000 PA USD 759438.85000000 0.562700658068 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAH4 1500000.00000000 PA USD 1415897.04000000 1.049098549757 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAF0 1250000.00000000 PA USD 1220777.93000000 0.904526473153 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48126HAA8 2600000.00000000 PA USD 2443922.00000000 1.810806120423 Long DBT CORP US N 2 N/A Fixed 6.00000000 N N N N N N Origen Manufactured Housing 5493001P8LORMOBBQA95 Origen Manufactured Housing Contract Trust 2007-A 68620CAB6 515790.73000000 PA USD 482477.87000000 0.357488446834 Long ABS-O CORP US N 2 2037-04-15 Variable 3.48510000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RAV0 500000.00000000 PA USD 664182.50000000 0.492121162654 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HQ7 500000.00000000 PA USD 468510.00000000 0.347139055779 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAJ1 1000000.00000000 PA USD 810210.00000000 0.600319170099 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAA9 430000.00000000 PA USD 396524.50000000 0.293801926369 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAV2 130000.00000000 PA USD 134583.57000000 0.099718711261 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAB9 1000000.00000000 PA USD 1000789.27000000 0.741527485480 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N Structured Asset Securities Co N/A Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A 86359ARF2 36881.87000000 PA USD 36529.58000000 0.027066324964 Long ABS-MBS CORP US N 2 2033-03-25 Variable 2.33963400 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBN1 20000.00000000 PA USD 20443.40000000 0.015147387618 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CA2 300000.00000000 PA USD 294728.06000000 0.218376599133 Long DBT NUSS ID N 2 2027-07-18 Fixed 3.85000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAL5 760000.00000000 PA USD 750500.00000000 0.556077482578 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 VEON Holdings BV 91823N2A0 200000.00000000 PA USD 105800.00000000 0.078391735718 Long DBT CORP NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAN9 400000.00000000 PA USD 366761.53000000 0.271749271564 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N STONEMOR INC N/A StoneMor Inc 86184WAA4 430000.00000000 PA USD 382783.85000000 0.283620892311 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAH3 1540000.00000000 PA USD 1477848.74000000 1.095001208488 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AS5 1850000.00000000 PA USD 1858245.60000000 1.376853478028 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284X5 1400000.00000000 PA USD 1397046.87000000 1.035131654248 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HBG5 130000.00000000 PA USD 99643.70000000 0.073830270287 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N Prime Mortgage Trust N/A Prime Mortgage Trust 2005-2 74160MJA1 1076615.85000000 PA USD 75674.04000000 0.056070126128 Long ABS-MBS CORP US N 2 2032-10-25 Variable 1.74300000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 Saga PLC 000000000 460000.00000000 PA 492522.26000000 0.364930764096 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAK5 250000.00000000 PA USD 251875.00000000 0.186624937940 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BN3 3400000.00000000 PA USD 2659334.85000000 1.970414695164 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAD8 200000.00000000 PA USD 129727.00000000 0.096120271262 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAB9 1500000.00000000 PA USD 1472242.83000000 1.090847550500 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 Western Digital Corp 958102AM7 430000.00000000 PA USD 411533.65000000 0.304922846220 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 VEON Holdings BV 92718WAE9 570000.00000000 PA USD 468540.00000000 0.347161284060 Long DBT CORP NL N 2 2023-02-13 Fixed 5.95000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZU5 310000.00000000 PA USD 287080.15000000 0.212709936189 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 Western Asset Premier Institutional Government Reserves 52470G494 3257020.94000000 NS USD 3257020.94000000 2.413265829473 Long STIV RF US N 1 N N N CVS PASS-THROUGH TRUST N/A CVS Pass-Through Trust 126650AQ3 170753.89000000 PA USD 175514.89000000 0.130046473266 Long DBT CORP US N 2 2026-01-10 Fixed 5.78900000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 Party City Holdings Inc 702150AG8 480000.00000000 PA USD 323474.40000000 0.239675989381 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CEC1 3500000.00000000 PA USD 3322607.44000000 2.461861666663 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAR2 260000.00000000 PA USD 246772.50000000 0.182844277907 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06740L8C2 1159000.00000000 PA USD 1170638.78000000 0.867376236896 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 Sprint Capital Corp 852060AD4 420000.00000000 PA USD 442894.20000000 0.328159216235 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 84859BAA9 1169999.00000000 PA USD 1202911.07000000 0.891288153992 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N Indymac Manufactured Housing C N/A Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1 22540ABE7 16407.74000000 PA USD 16296.13000000 0.012074498262 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.97000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CW8 580000.00000000 PA USD 623137.50000000 0.461709170286 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Deutsche Bank Securities 000000000 -2528125.00000000 PA USD -2528125.00000000 -1.87319571704 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 2500000.00000000 USD 2498486.33000000 USD UST N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAP0 1000000.00000000 PA USD 997846.00000000 0.739346691113 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AQ4 250000.00000000 PA USD 197306.25000000 0.146192621981 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780099CH8 1330000.00000000 PA USD 1337184.47000000 0.990777047062 Long DBT CORP GB N 2 2024-05-28 Fixed 5.12500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BM5 1000000.00000000 PA USD 931790.00000000 0.690402981334 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BL2 400000.00000000 PA USD 359500.00000000 0.266368894053 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CEU1 750000.00000000 PA USD 747070.31000000 0.553536278872 Long DBT UST US N 2 2025-06-15 Fixed 2.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AW2 710000.00000000 PA USD 452028.60000000 0.334927283066 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 Cellnex Finance Co SA 000000000 500000.00000000 PA 349277.54000000 0.258794637127 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBJ4 340000.00000000 PA USD 327166.25000000 0.242411438620 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BB5 443000.00000000 PA USD 510072.64000000 0.377934589717 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBQ9 400000.00000000 PA USD 293356.76000000 0.217360544434 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Deutsche Bank Securities 000000000 -3360000.00000000 PA USD -3360000.00000000 -2.48956741034 Short RA CORP US N 2 Reverse repurchase N 1.43000000 2022-08-24 3500000.00000000 USD 3322607.44000000 USD UST N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAW5 1840000.00000000 PA USD 1551604.86000000 1.149650265829 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAA9 430000.00000000 PA USD 396589.00000000 0.293849717172 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406PAU4 900000.00000000 PA USD 797598.00000000 0.590974400998 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBJ3 220000.00000000 PA USD 215145.70000000 0.159410631903 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N MELCO RESORTS FINANCE N/A Melco Resorts Finance Ltd 58547DAD1 240000.00000000 PA USD 145208.34000000 0.107591056837 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBK5 500000.00000000 PA USD 498164.71000000 0.369111496130 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 SkyMiles IP Ltd 24736CBS2 650000.00000000 PA USD 647562.50000000 0.479806695285 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAC0 1010000.00000000 PA USD 752450.00000000 0.557522320807 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABJ7 300000.00000000 PA USD 306356.25000000 0.226992421415 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 61630000.00000000 PA 100849.09000000 0.074723395186 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N Y N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AJ4 1080000.00000000 PA USD 1109997.00000000 0.822444153803 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N DIRECTV FIN LLC/COINC N/A Directv Financing LLC / Directv Financing Co-Obligor Inc 25461LAA0 3060000.00000000 PA USD 2620293.30000000 1.941487144411 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ACE3 1140000.00000000 PA USD 986630.10000000 0.731036352090 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828R69 1250000.00000000 PA USD 1235742.19000000 0.915614132086 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N Prime Mortgage Trust N/A Prime Mortgage Trust 2005-5 74160MLU4 1342364.18000000 PA USD 42479.52000000 0.031474889464 Long ABS-MBS CORP US N 2 2034-07-25 Variable 1.09632000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DS1 750000.00000000 PA USD 554282.19000000 0.410691332249 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/GBP FORWARD 000000000 1.00000000 NC USD -1004.56000000 -0.00074432138 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -141036.95000000 USD 115000.00000000 GBP 2022-07-19 -1004.56000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAW0 100000.00000000 PA USD 101543.40000000 0.075237839099 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 510000.00000000 PA USD 428940.60000000 0.317820398432 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164QNA2 500000.00000000 PA USD 467635.48000000 0.346491086585 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBW0 1670000.00000000 PA USD 1557904.79000000 1.154318152857 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust Series 2003-SD1 61746RCE9 5780.85000000 PA USD 5640.61000000 0.004179368699 Long ABS-MBS CORP US N 2 2033-03-25 Floating 2.62357000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122DH8 250000.00000000 PA USD 246976.85000000 0.182995689544 Long DBT CORP US N 2 2044-05-15 Fixed 4.62500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AF4 3390000.00000000 PA USD 2772433.63000000 2.054214408508 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 H&E Equipment Services Inc 404030AJ7 750000.00000000 PA USD 608445.00000000 0.450822869936 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BU2 1000000.00000000 PA USD 962259.48000000 0.712979119554 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 270000.00000000 PA USD 197162.10000000 0.146085815093 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAR1 1560000.00000000 PA USD 1292443.09000000 0.957626248984 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N NATWEST MARKETS NV X3CZP3CK64YBHON1LE12 NatWest Markets NV 00077TAA2 140000.00000000 PA USD 142906.94000000 0.105885851349 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 Pactiv LLC 880394AB7 50000.00000000 PA USD 44312.75000000 0.032833207816 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 2005-7 12669GNL1 220516.83000000 PA USD 203582.64000000 0.150843067218 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.16357000 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding 2004-B Trust 05946XJP9 153583.50000000 PA USD 130099.00000000 0.096395901939 Long ABS-MBS CORP US N 2 2034-12-20 Variable 2.12521400 N N N N N N ANADARKO FINANCE CO N/A Anadarko Finance Co 032479AD9 570000.00000000 PA USD 545649.60000000 0.404295077865 Long DBT CORP CA N 2 2031-05-01 Fixed 7.50000000 N N N N N N CORPORATE BACKED TRUST CERTIFICATES N/A CORP-BACKED TRUST CERTS 21988G858 33900.00000000 NS USD 508.50000000 0.000376769353 Long EP CORP US N 3 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AD9 511000.00000000 PA USD 438315.36000000 0.324766558246 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 1000000.00000000 PA USD 754140.99000000 0.558775247472 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 1050000.00000000 PA USD 978825.75000000 0.725253776073 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Structured Asset Securities Co N/A Structured Asset Securities Corp 863572TZ6 72978.81000000 PA USD 72802.13000000 0.053942205432 Long ABS-MBS CORP US N 2 2027-07-15 Variable 4.73896000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAB1 1000000.00000000 PA USD 916430.45000000 0.679022435168 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2003-2 81743PAQ9 5627.22000000 PA USD 5391.53000000 0.003994814696 Long ABS-MBS CORP US N 2 2033-06-20 Floating 2.71314000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233835AQ0 1000000.00000000 PA USD 1266699.86000000 0.938551991114 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BP3 1130000.00000000 PA USD 1026137.65000000 0.760309182132 Long DBT CORP GB N 2 N/A Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38145GAH3 1750000.00000000 PA USD 1680378.09000000 1.245063848190 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAP0 410000.00000000 PA USD 290804.80000000 0.215469688348 Long DBT CORP KY N 2 2029-03-08 Variable 3.10000000 N N N N N N Bayview Financial Asset Trust N/A Bayview Financial Asset Trust 2007-SSR1 07325QAE5 36980.22000000 PA USD 37017.68000000 0.027427979087 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.12357000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFL8 2200000.00000000 PA USD 2170664.32000000 1.608337842222 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 Teva Pharmaceutical Finance Co BV 88165FAG7 575000.00000000 PA USD 567165.63000000 0.420237222831 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 Huarong Finance 2019 Co Ltd 000000000 200000.00000000 PA USD 195500.00000000 0.144854294262 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAX3 500000.00000000 PA USD 400760.17000000 0.296940315058 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742AS4 210000.00000000 PA USD 211008.98000000 0.156345559493 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AL3 750000.00000000 PA USD 695700.00000000 0.515473823623 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CQ6 500000.00000000 PA USD 353769.72000000 0.262123085023 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AB5 990000.00000000 PA USD 964759.95000000 0.714831824501 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 EUR/USD FORWARD 000000000 1.00000000 NC USD 25735.13000000 0.019068256234 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -729027.73000000 EUR 790664.80000000 USD 2022-07-19 25735.13000000 N N N DIVERSIFIED HEALTHCARE T N/A Diversified Healthcare Trust 25525PAA5 120000.00000000 PA USD 118548.00000000 0.087837273024 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AJ5 440000.00000000 PA USD 449113.98000000 0.332767716707 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A WaMu Mortgage Pass-Through Certificates Series 2004-AR6 Trust 92922FSL3 22331.51000000 PA USD 22258.11000000 0.016491983711 Long ABS-MBS CORP US N 2 2044-05-25 Floating 2.46357000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 1490000.00000000 PA USD 1510177.98000000 1.118955322269 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N AAA Trust N/A Financial Asset Securities Corp AAA Trust 2005-1 31738PAV0 157214.05000000 PA USD 145203.70000000 0.107587618863 Long ABS-MBS CORP US N 2 2035-02-27 Floating 2.06229000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBE1 360000.00000000 PA USD 206690.40000000 0.153145739247 Long DBT CORP MX N 2 2044-06-27 Fixed 5.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 780000.00000000 PA USD 642138.90000000 0.475788118557 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAS8 190000.00000000 PA USD 185660.40000000 0.137563714652 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370DA5 1250000.00000000 PA USD 939218.75000000 0.695907259280 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AG5 210000.00000000 PA USD 210057.86000000 0.155640834090 Long DBT CORP GB N 2 2022-09-27 Fixed 4.12500000 N N N N N N CVS PASS-THROUGH TRUST N/A CVS Pass-Through Trust 126650BQ2 276704.55000000 PA USD 294797.39000000 0.218427968690 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 490000.00000000 PA USD 534071.47000000 0.395716347174 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Residential Asset Mortgage Pro N/A RAMP Series 2005-SL2 Trust 76112BVB3 2091.16000000 PA USD 1738.16000000 0.001287876931 Long ABS-MBS CORP US N 2 2032-02-25 None 0.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 15790000.00000000 PA 25838.18000000 0.019144610378 Long DBT NUSS RU N 2 2029-05-23 Variable 0.01000000 N Y N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 Pampa Energia SA 697660AA6 280000.00000000 PA USD 232873.20000000 0.172545693292 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AB3 340000.00000000 PA USD 321433.45000000 0.238163762415 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAY1 1890000.00000000 PA USD 1479879.45000000 1.096505848201 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638DF6 1540000.00000000 PA USD 1313079.63000000 0.972916742272 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Oakwood Mortgage Investors Inc N/A Oakwood Mortgage Investors Inc 67087TDP3 17676.97000000 PA USD 17580.97000000 0.013026491057 Long ABS-O CORP US N 2 2032-06-15 Variable 6.06000000 N N N N N N ORANGE SA 969500MCOONR8990S771 Orange SA 35177PAL1 600000.00000000 PA USD 775092.37000000 0.574299019154 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 05674XAA9 950000.00000000 PA USD 961989.00000000 0.712778709377 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 Spirit Airlines Inc 848577AB8 800000.00000000 PA USD 725200.00000000 0.537331632732 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N Y Spirit Airlines Inc Spirit Airlines Inc USD XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DJ1 250000.00000000 PA USD 246767.50000000 0.182840573194 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAW7 2070000.00000000 PA USD 1975149.99000000 1.463472930251 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAM3 2250000.00000000 PA USD 2214556.04000000 1.640859090941 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAP4 500000.00000000 PA USD 492581.52000000 0.364974672360 Long DBT CORP N/A N 2 2025-01-15 Fixed 3.12500000 N N N N N N CVS PASS-THROUGH TRUST N/A CVS Pass-Through Trust 126650BP4 257066.48000000 PA USD 263932.25000000 0.195558669088 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AA5 1680000.00000000 PA USD 1354094.55000000 1.003306447084 Long DBT CORP US N 2 2050-02-01 Variable 5.75000000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 WW International Inc 98262PAA9 600000.00000000 PA USD 400494.00000000 0.296743098344 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A Summit Midstream Holdings LLC / Summit Midstream Finance Corp 86614WAE6 280000.00000000 PA USD 252044.80000000 0.186750750007 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAY5 1460000.00000000 PA USD 1453743.90000000 1.077140903698 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AQ2 740000.00000000 PA USD 680716.48000000 0.504371894134 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 33080000.00000000 PA 1464025.70000000 1.084759128162 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229BB1 420000.00000000 PA USD 414399.30000000 0.307046128615 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 74408DAD6 560000.00000000 PA USD 366100.00000000 0.271259115752 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 Carrols Restaurant Group Inc 14574XAF1 550000.00000000 PA USD 402385.50000000 0.298144591427 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BN1 570000.00000000 PA USD 413654.70000000 0.306494422695 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AC3 45000.00000000 PA USD 45196.43000000 0.033487964045 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 48667QAN5 770000.00000000 PA USD 693585.20000000 0.513906878040 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N VOC ESCROW LTD N/A VOC Escrow Ltd 91832VAA2 510000.00000000 PA USD 410488.80000000 0.304148672259 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/GBP FORWARD 000000000 1.00000000 NC USD 145639.28000000 0.107910358676 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1639766.84000000 GBP 2142338.98000000 USD 2022-07-19 145639.28000000 N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAE8 920000.00000000 PA USD 882606.60000000 0.653960901045 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEF1 380000.00000000 PA USD 293336.07000000 0.217345214330 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BA1 1130000.00000000 PA USD 1100897.31000000 0.815701805092 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 Match Group Holdings II LLC 57667JAA0 500000.00000000 PA USD 394725.00000000 0.292468600014 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N LEHMAN ESCROW RECEIPT N/A LEHMAN ESCROW RECEIPT 000000000 59562.50000000 PA USD 297.81000000 0.000220660140 Long DBT CORP US N 3 2022-12-31 None 0.00000000 Y N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 Par Pharmaceutical Inc 69888XAA7 330000.00000000 PA USD 251839.50000000 0.186598634475 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023AU9 600000.00000000 PA USD 604777.63000000 0.448105558974 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AX6 620000.00000000 PA USD 634725.00000000 0.470294843610 Long DBT CORP CH N 2 N/A Fixed 9.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285D8 2500000.00000000 PA USD 2498486.33000000 1.851235161415 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HLL2 500000.00000000 PA USD 478347.51000000 0.354428086819 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAB6 1040000.00000000 PA USD 842400.00000000 0.624170115021 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BM1 39000.00000000 PA USD 48731.81000000 0.036107477983 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N "Mileage Plus Holdings, LLC" N/A Mileage Plus Holdings LLC 59921PAB2 1770000.00000000 PA USD 1753185.00000000 1.299009595328 Long LON CORP US N 2 2027-06-21 Floating 7.31343000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BD8 840000.00000000 PA USD 564291.00000000 0.418107286770 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAE6 1000000.00000000 PA USD 622270.00000000 0.461066402510 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AJ8 2510000.00000000 PA USD 1713075.00000000 1.269290384367 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AE9 280000.00000000 PA USD 228972.80000000 0.169655720456 Long DBT CORP CO N 2 2043-09-18 Fixed 7.37500000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAW5 450000.00000000 PA USD 380664.00000000 0.282050204967 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AD3 1570000.00000000 PA USD 1396264.22000000 1.034551755458 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BG8 110000.00000000 PA USD 104245.35000000 0.077239829178 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 44106MAY8 290000.00000000 PA USD 193925.90000000 0.143687976387 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAN0 750000.00000000 PA USD 712256.27000000 0.527741070715 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAV3 2440000.00000000 PA USD 2076232.60000000 1.538369350373 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCX6 670000.00000000 PA USD 618075.00000000 0.457958147960 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BF8 1200000.00000000 PA USD 1178101.52000000 0.872905699484 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AC1 1870000.00000000 PA USD 1671736.43000000 1.238660873456 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 Wheel Bidco Ltd 000000000 250000.00000000 PA 244549.48000000 0.181197147507 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N Countrywide Asset-Backed Certi N/A CWABS Asset Backed Notes Trust 2007-Sea2 12671CAA4 2375.08000000 PA USD 2361.27000000 0.001749565725 Long ABS-MBS CORP US N 2 2047-08-25 Floating 3.62357000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAK9 940000.00000000 PA USD 1002434.80000000 0.742746728891 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAT4 1320000.00000000 PA USD 1260733.81000000 0.934131490028 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 Provincia de Buenos Aires/Government Bonds 000000000 468826.80000000 PA USD 140500.16000000 0.104102565322 Long DBT NUSS AR N 2 2037-09-01 Variable 3.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828W71 1500000.00000000 PA USD 1478261.72000000 1.095307202997 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713BB1 260000.00000000 PA USD 218609.92000000 0.161977420360 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828M56 2000000.00000000 PA USD 1948593.76000000 1.443796285980 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AJ3 100000.00000000 PA USD 80807.50000000 0.059873725747 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 Petroleos del Peru SA 716564AA7 1270000.00000000 PA USD 983773.75000000 0.728919960461 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AZ7 420000.00000000 PA USD 423047.04000000 0.313453608281 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Morgan Stanley Capital Inc N/A Morgan Stanley ABS Capital I Inc Trust 2004-HE7 61744CGD2 890415.95000000 PA USD 854021.62000000 0.632781069309 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.52357000 N N N N N N UNITED AIR 2020-1 B PTT N/A United Airlines 2020-1 Class B Pass Through Trust 90932VAA3 763600.00000000 PA USD 726262.56000000 0.538118928788 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AAN3 510000.00000000 PA USD 505227.80000000 0.374344840976 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AH6 1000000.00000000 PA USD 1105541.25000000 0.819142698449 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust Series 2005-2 45254NNK9 24633.01000000 PA USD 22415.89000000 0.016608889648 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.42357000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KU4 800000.00000000 PA USD 768213.09000000 0.569201866983 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 Bellis Acquisition Co PLC 000000000 140000.00000000 PA 132929.16000000 0.098492888279 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 Transportadora de Gas del Sur SA 893870AX3 300000.00000000 PA USD 264639.00000000 0.196082330329 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC 43289DAH6 3363291.00000000 PA USD 3241220.35000000 2.401558497947 Long LON CORP US N 2 2026-06-22 Floating 3.37357000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71645WAS0 920000.00000000 PA USD 857085.80000000 0.635051451056 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAB7 570000.00000000 PA USD 488586.90000000 0.362014887905 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N Regal Trust IV N/A Regal Trust IV 758842AA6 1288.13000000 PA USD 1247.37000000 0.000924229672 Long ABS-MBS CORP US N 2 2031-09-29 Floating 1.74200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48126HAC4 400000.00000000 PA USD 373770.00000000 0.276942146120 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 920000.00000000 PA USD 906959.00000000 0.672004633606 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 1660000.00000000 PA USD 1428681.54000000 1.058571131471 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 Lennar Corp 526057CV4 430000.00000000 PA USD 426803.21000000 0.316236714954 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N 2022-08-18 Western Asset Premier Bond Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer