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