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 2022-09-30 N 187730318.79 59042941.81 128687376.98 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 N/A N/A LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 1500000.00000000 PA USD 1413054.38000000 1.098052049207 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1490000.00000000 PA USD 1501198.87000000 1.166547104486 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 43289DAH6 3363291.00000000 PA USD 3257481.87000000 2.531314217793 Long LON CORP US N 2 2026-06-22 Floating 4.80900000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAP4 500000.00000000 PA USD 480194.85000000 0.373148370313 Long DBT CORP N/A N 2 2025-01-15 Fixed 3.12500000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 340000.00000000 PA USD 196810.70000000 0.152937067036 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1140000.00000000 PA USD 959788.80000000 0.745829795061 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAR5 2090000.00000000 PA USD 2062656.43000000 1.602842857167 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 210000.00000000 PA USD 188907.68000000 0.146795812016 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 1160000.00000000 PA USD 883357.40000000 0.686436712543 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEA5 2500000.00000000 PA USD 2404638.68000000 1.868589395814 Long DBT UST US N 2 2024-02-29 Fixed 1.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 140000.00000000 PA USD 131202.57000000 0.101954498629 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 170000.00000000 PA USD 148626.75000000 0.115494428037 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DH8 250000.00000000 PA USD 224111.50000000 0.174151890620 Long DBT CORP US N 2 2044-05-15 Fixed 4.62500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 250000.00000000 PA USD 247657.02000000 0.192448572511 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 400000.00000000 PA USD 270113.05000000 0.209898636788 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 220000.00000000 PA USD 195866.00000000 0.152202962401 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 1046000.00000000 PA USD 865423.79000000 0.672500916802 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 250000.00000000 PA USD 242266.25000000 0.188259529167 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 300000.00000000 PA USD 248702.42000000 0.193260928800 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 800000.00000000 PA USD 634247.46000000 0.492859109327 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 1610000.00000000 PA USD 1049864.90000000 0.815825860032 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 600000.00000000 PA USD 720401.38000000 0.559807338455 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 280000.00000000 PA USD 265038.37000000 0.205955219711 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CA2 300000.00000000 PA USD 281424.68000000 0.218688644220 Long DBT NUSS ID N 2 2027-07-18 Fixed 3.85000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 900000.00000000 PA USD 764064.00000000 0.593736555931 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 1340000.00000000 PA USD 963440.91000000 0.748667765720 Long DBT CORP KY N 2 2031-08-08 Variable 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HLL2 500000.00000000 PA USD 418885.52000000 0.325506300485 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 61630000.00000000 PA 337838.87000000 0.262526813373 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N Y N N N N Residential Asset Mortgage Pro N/A 76112BVB3 2087.20000000 PA USD 1682.98000000 0.001307805038 Long ABS-MBS CORP US N 2 2032-02-25 None 0.00000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 468826.80000000 PA USD 147094.41000000 0.114303681877 Long DBT NUSS AR N 2 2037-09-01 Variable 5.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 500000.00000000 PA USD 376639.27000000 0.292677711550 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AD2 400000.00000000 PA USD 302042.00000000 0.234709889258 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 710000.00000000 PA USD 686366.71000000 0.533359779418 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 490000.00000000 PA USD 496558.40000000 0.385864108549 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 000000000 920000.00000000 PA USD 807972.59000000 0.627856911036 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 2550000.00000000 PA USD 2120375.82000000 1.647695267212 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 260000.00000000 PA USD 263250.00000000 0.204565518528 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 360000.00000000 PA USD 297947.39000000 0.231528062030 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 30000.00000000 PA USD 34833.75000000 0.027068505720 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 269695.15000000 PA USD 277791.29000000 0.215865220442 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 98262PAA9 320000.00000000 PA USD 167853.18000000 0.130434844457 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 511000.00000000 PA USD 432947.31000000 0.336433393981 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AHOLD LEASE SERIES 2001- N/A 00868PAA3 151652.16000000 PA USD 155628.60000000 0.120935404584 Long DBT CORP US N 2 2025-01-02 Variable 8.62000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -3342500.00000000 PA USD -3342500.00000000 -2.59737985064 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 3500000.00000000 USD 3188281.25000000 USD UST N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 560000.00000000 PA USD 544260.66000000 0.422932437331 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 88165FAG7 575000.00000000 PA USD 570704.69000000 0.443481484659 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 196500.00000000 0.152695629215 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAB3 720000.00000000 PA USD 566397.20000000 0.440134233280 Long DBT CORP MX N 2 N/A Fixed 6.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 400000.00000000 PA USD 384250.00000000 0.298591834737 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABA6 280000.00000000 PA USD 279458.20000000 0.217160537854 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 05674XAA9 950000.00000000 PA USD 927451.75000000 0.720701417470 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 91823N2A0 200000.00000000 PA USD 103250.00000000 0.080233199574 Long DBT CORP NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 1540000.00000000 PA USD 1223203.98000000 0.950523671167 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 260000.00000000 PA USD 204569.88000000 0.158966547303 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 150000.00000000 PA USD 149808.58000000 0.116412800941 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N Structured Asset Securities Co N/A 86359ARF2 35792.01000000 PA USD 35151.36000000 0.027315313144 Long ABS-MBS CORP US N 2 2033-03-25 Variable 3.84483400 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 310000.00000000 PA USD 287554.16000000 0.223451722110 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 1080000.00000000 PA USD 1043577.00000000 0.810939677605 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 242000.00000000 PA USD 219697.16000000 0.170721608564 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 1500000.00000000 PA USD 1298760.00000000 1.009236516027 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 760000.00000000 PA USD 738917.60000000 0.574195867023 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZP6 1100000.00000000 PA USD 1090408.00000000 0.847330970285 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 230000.00000000 PA USD 213037.50000000 0.165546539994 Long DBT CORP GB N 2 N/A Fixed 7.75000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -991250.00000000 PA USD -991250.00000000 -0.77027756976 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 1000000.00000000 USD 968476.56000000 USD UST N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 750000.00000000 PA USD 590328.75000000 0.458730890203 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Regal Trust IV N/A 758842AA6 1250.14000000 PA USD 1207.05000000 0.000937970784 Long ABS-MBS CORP US N 2 2031-09-29 Floating 1.99300000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 720000.00000000 PA USD 506030.40000000 0.393224581831 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 2200000.00000000 PA USD 2092544.28000000 1.626068017786 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -2453125.00000000 PA USD -2453125.00000000 -1.90626699958 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 2500000.00000000 USD 2404638.68000000 USD UST N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 500000.00000000 PA USD 448609.91000000 0.348604440099 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1370000.00000000 PA USD 945985.00000000 0.735103179659 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N Morgan Stanley Capital Inc N/A 61746RCE9 5553.95000000 PA USD 5403.97000000 0.004199300760 Long ABS-MBS CORP US N 2 2033-03-25 Floating 4.08400000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 1000000.00000000 PA USD 784985.00000000 0.609993783711 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 780000.00000000 PA USD 641039.10000000 0.498136736518 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 1010000.00000000 PA USD 956043.91000000 0.742919727199 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 1750000.00000000 PA USD 1645446.25000000 1.278638424851 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 1320000.00000000 PA USD 1231759.27000000 0.957171790199 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 920000.00000000 PA USD 934480.80000000 0.726163530511 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 190000.00000000 PA USD 205944.03000000 0.160034367653 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BT5 1570000.00000000 PA USD 1238235.43000000 0.962204265141 Long DBT CORP US N 2 2028-03-09 Fixed 2.75000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 580000.00000000 PA USD 509025.40000000 0.395551927427 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 940000.00000000 PA USD 884703.80000000 0.687482969007 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AB7 50000.00000000 PA USD 46524.43000000 0.036153064186 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 188500.00000000 0.146479013267 Long DBT CORP VG N 2 2023-09-30 Fixed 2.12500000 N N N N N N Metropolitan Asset Funding, In N/A 591739BM8 128538.34000000 PA USD 103551.81000000 0.080467729182 Long ABS-MBS CORP US N 2 2024-11-20 Variable 5.61438900 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 130000.00000000 PA USD 130173.55000000 0.101154870862 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W71 1000000.00000000 PA USD 968476.56000000 0.752580853482 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 200000.00000000 PA USD 153522.00000000 0.119298414190 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 1000000.00000000 PA USD 1013004.11000000 0.787182188162 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AA6 280000.00000000 PA USD 240833.53000000 0.187146195416 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 280000.00000000 PA USD 206025.91000000 0.160097994717 Long DBT CORP CO N 2 2043-09-18 Fixed 7.37500000 N N N N N N Sequoia Mortgage Trust N/A 81743PAQ9 5383.64000000 PA USD 5145.67000000 0.003998581772 Long ABS-MBS CORP US N 2 2033-06-20 Floating 2.71314000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 550000.00000000 PA USD 483077.23000000 0.375388201497 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 1000000.00000000 PA USD 934921.05000000 0.726505638657 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Mileage Plus Holdings, LLC N/A 59921PAB2 1681500.00000000 PA USD 1693211.65000000 1.315755818275 Long LON CORP US N 2 2027-06-21 Floating 8.77714000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DS4 1960000.00000000 PA USD 1332907.35000000 1.035771636100 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 510000.00000000 PA USD 429458.57000000 0.333722374391 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BC3 229597.47000000 PA USD 228619.87000000 0.177655241225 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 24736CBS2 650000.00000000 PA USD 653503.50000000 0.507822534996 Long LON CORP KY N 2 2027-10-20 Floating 6.45986000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 000000000 540000.00000000 PA 476672.31000000 0.370411085520 Long DBT CORP GB N 2 2035-07-16 Floating 4.22659000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 560000.00000000 PA USD 359240.00000000 0.279157139130 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 2600000.00000000 PA USD 2541500.00000000 1.974941178881 Long DBT CORP US N 2 N/A Fixed 6.00000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LAP9 430000.00000000 PA USD 405152.45000000 0.314834647739 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N ANADARKO FINANCE CO N/A 032479AD9 570000.00000000 PA USD 558007.20000000 0.433614557305 Long DBT CORP CA N 2 2031-05-01 Fixed 7.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 230000.00000000 PA USD 185690.01000000 0.144295434686 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Prime Mortgage Trust N/A 74160MLU4 1317100.09000000 PA USD 42036.70000000 0.032665752451 Long ABS-MBS CORP US N 2 2034-07-25 Variable 1.09473900 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 110000.00000000 PA USD 101094.95000000 0.078558559800 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 1169999.00000000 PA USD 1178352.78000000 0.915670835518 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 39000.00000000 PA USD 45467.00000000 0.035331359661 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 1440000.00000000 PA USD 1014790.61000000 0.788570436211 Long DBT CORP CH N 2 N/A Fixed 5.25000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 170000.00000000 PA USD 131597.04000000 0.102261032191 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 260000.00000000 PA USD 244122.70000000 0.189702133751 Long DBT CORP US N 2 N/A Floating 6.62257000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 500000.00000000 PA USD 459720.32000000 0.357238084098 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 1000000.00000000 PA USD 1062819.93000000 0.825892915794 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 110000.00000000 PA USD 100031.80000000 0.077732410394 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 1150000.00000000 PA USD 847515.50000000 0.658584796651 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 1000000.00000000 PA USD 899446.06000000 0.698938840085 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N STONEMOR INC N/A 86184WAA4 430000.00000000 PA USD 363614.45000000 0.282556423584 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 900000.00000000 PA USD 815667.40000000 0.633836370856 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 1159000.00000000 PA USD 1159090.81000000 0.900702801783 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -901623.56000000 PA USD -901623.56000000 -0.70063092523 Short RA CORP US N 2 Reverse repurchase N 3.40000000 2029-02-01 1000000.00000000 USD 937515.00000000 USD CDS N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAL5 1220000.00000000 PA USD 1163377.71000000 0.904034053146 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 580000.00000000 PA USD 484917.70000000 0.376818388392 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 1850000.00000000 PA USD 1777208.62000000 1.381027931182 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 750000.00000000 PA USD 629041.49000000 0.488813669811 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 60000.00000000 PA USD 59455.67000000 0.046201633287 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAR2 260000.00000000 PA USD 235016.60000000 0.182625992941 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CH8 1330000.00000000 PA USD 1306734.72000000 1.015433487468 Long DBT CORP GB N 2 2024-05-28 Fixed 5.12500000 N N N N N N Impac CMB Trust N/A 45254NNK9 16375.40000000 PA USD 14679.45000000 0.011407062871 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.88400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 1310000.00000000 PA USD 1079497.80000000 0.838852904871 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 340000.00000000 PA USD 317125.96000000 0.246431287545 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 300000.00000000 PA USD 305887.50000000 0.237698138837 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 330000.00000000 PA USD 261485.03000000 0.203194000947 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 Y N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 880000.00000000 PA USD 655359.32000000 0.509264650022 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 602736AA8 810000.00000000 PA USD 672300.00000000 0.522428862703 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 670000.00000000 PA USD 626774.95000000 0.487052393722 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AM8 1050000.00000000 PA USD 715554.00000000 0.556040550978 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N N Merit Securities Corporation N/A 589962DH9 447002.58000000 PA USD 403342.81000000 0.313428418128 Long ABS-MBS CORP US N 2 2032-09-28 Floating 5.36314000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 2000000.00000000 PA USD 1453982.32000000 1.129856209771 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 400000.00000000 PA USD 345793.35000000 0.268708056776 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Countrywide Home Loans N/A 12669GNL1 214875.27000000 PA USD 193647.53000000 0.150479040403 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.62400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AU9 600000.00000000 PA USD 575407.11000000 0.447135627054 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 400000.00000000 PA 346153.66000000 0.268988045388 Long DBT CORP IT N 2 2029-09-23 Fixed 2.00000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 200000.00000000 PA USD 152600.00000000 0.118581949202 Long DBT NUSS AR N 2 2025-12-10 Variable 6.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 2070000.00000000 PA USD 1884852.29000000 1.464675350631 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBK5 500000.00000000 PA USD 471247.02000000 0.366195217479 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 732320.00000000 PA USD 684939.34000000 0.532250603030 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N EG ACQUISITION CORP-A N/A 26846A118 10040.00000000 NS USD 1255.00000000 0.000975231626 Long EC CORP US N 1 N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 1250000.00000000 PA USD 1177246.10000000 0.914810859951 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N Structured Asset Securities Co N/A 863572TZ6 67305.99000000 PA USD 67159.41000000 0.052188032405 Long ABS-MBS CORP US N 2 2027-07-15 Variable 4.73896000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1530000.00000000 PA USD 1043192.25000000 0.810640697231 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 320000.00000000 PA USD 297648.00000000 0.231295412949 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 930000.00000000 PA USD 927210.00000000 0.720513559106 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 390000.00000000 PA USD 256731.15000000 0.199499870169 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FSL3 19893.53000000 PA USD 19762.71000000 0.015357147269 Long ABS-MBS CORP US N 2 2044-05-25 Floating 3.92400000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAD8 200000.00000000 PA USD 138380.00000000 0.107531914355 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 270000.00000000 PA USD 178849.50000000 0.138979831742 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 730481AJ7 1020000.00000000 PA USD 944571.00000000 0.734004392790 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 1000000.00000000 PA USD 975787.37000000 0.758261915736 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 20000.00000000 PA USD 19691.93000000 0.015302145759 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 848577AB8 800000.00000000 PA USD 685200.00000000 0.532453155919 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N Y Spirit Airlines Inc USD XXXX N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 820000.00000000 PA USD 777934.00000000 0.604514613831 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 874000.00000000 PA USD 857079.36000000 0.666016652226 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 1813092.29000000 NS USD 1813092.29000000 1.408912305580 Long STIV RF US N 1 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 33080000.00000000 PA 1442990.68000000 1.121314859206 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1000000.00000000 PA USD 937515.00000000 0.728521337524 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AC3 45000.00000000 PA USD 44719.43000000 0.034750440213 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2000000.00000000 PA USD 1793281.24000000 1.393517594409 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 420000.00000000 PA USD 406530.60000000 0.315905576397 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 770000.00000000 PA USD 509632.20000000 0.396023457746 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 2150000.00000000 PA USD 1543968.75000000 1.199782594247 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 2089728.00000000 PA USD 1576031.06000000 1.224697477705 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 1000000.00000000 PA USD 890792.48000000 0.692214342156 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BF8 1200000.00000000 PA USD 1126762.04000000 0.875580858389 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Origen Manufactured Housing 5493001P8LORMOBBQA95 68620CAB6 484827.76000000 PA USD 449061.05000000 0.348955010614 Long ABS-O CORP US N 2 2037-04-15 Variable 4.86830000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 31394BZ72 55807.65000000 PA USD 57494.13000000 0.044677365682 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.50000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABE7 13808.80000000 PA USD 13650.11000000 0.010607186439 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.97000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -2521875.00000000 PA USD -2521875.00000000 -1.95969104288 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 2500000.00000000 USD 2467892.45000000 USD UST N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 750000.00000000 PA USD 679035.00000000 0.527662476254 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Bayview Financial Asset Trust N/A 07325QAB1 347042.05000000 PA USD 331299.91000000 0.257445537996 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.88400000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1050000.00000000 PA USD 957675.87000000 0.744187885769 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 134935.56000000 0.104855319275 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1524766.84000000 GBP 1838075.93000000 USD 2022-10-18 134935.56000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 100000.00000000 PA USD 100054.66000000 0.077750174374 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 420000.00000000 PA USD 432295.50000000 0.335926887426 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 630000.00000000 PA USD 445939.20000000 0.346529092802 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 248736.12000000 PA USD 247094.79000000 0.192011676513 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233835AQ0 1000000.00000000 PA USD 1193204.32000000 0.927211625570 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 750000.00000000 PA USD 627165.34000000 0.487355756810 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 79160000.00000000 PA 433933.55000000 0.337199778395 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N Y N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 1000000.00000000 PA USD 707244.98000000 0.549583802698 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N DISH DBS CORP N/A 25470XAY1 1890000.00000000 PA USD 1452531.15000000 1.128728538950 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 750000.00000000 PA USD 508774.01000000 0.395356578041 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAE8 920000.00000000 PA USD 896770.00000000 0.696859335426 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BT2 300000.00000000 PA USD 294876.43000000 0.229141689666 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BS0 180000.00000000 PA USD 144313.20000000 0.112142467572 Long DBT CORP PA N 2 2030-06-01 Fixed 10.50000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 430000.00000000 PA USD 427815.60000000 0.332445660203 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 92941PAC7 200000.00000000 PA USD 142001.00000000 0.110345710148 Long LON CORP US N 2 2028-04-13 Floating 0.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 560000.00000000 PA USD 419703.20000000 0.326141700801 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N Countrywide Asset-Backed Certi N/A 12671CAA4 1457.28000000 PA USD 1449.78000000 0.001126590683 Long ABS-MBS CORP US N 2 2047-08-25 Floating 5.08400000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 1000000.00000000 PA USD 896910.00000000 0.696968126205 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N CORPORATE BACKED TRUST CERTIFICATES N/A 21988G858 33900.00000000 NS USD 33.90000000 0.000026342910 Long EP CORP US N 2 N N N Sequoia Mortgage Trust N/A 81744FET0 4232.60000000 PA USD 3860.46000000 0.002999874650 Long ABS-MBS CORP US N 2 2034-11-20 Floating 3.61343000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 100000.00000000 PA USD 89478.75000000 0.069531878028 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 84546SAU7 744375.00000000 PA USD 735535.55000000 0.571567753777 Long LON CORP US N 2 2027-06-22 Floating 6.20320000 N N N N N N American Home Mortgage Investm N/A 026933AA9 438011.36000000 PA USD 135036.23000000 0.104933547616 Long ABS-MBS CORP US N 2 2046-07-25 Floating 3.98400000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAM3 2250000.00000000 PA USD 2162899.28000000 1.680739269661 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N Impac CMB Trust N/A 45254NLL9 55498.40000000 PA USD 50013.68000000 0.038864480086 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.72400000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 12201PAN6 450000.00000000 PA USD 506870.99000000 0.393877784981 Long DBT CORP US N 2 2031-12-01 Fixed 7.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 1750000.00000000 PA USD 1619264.43000000 1.258293134882 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N AAA Trust N/A 31738PAV0 157214.05000000 PA USD 143459.36000000 0.111478968152 Long ABS-MBS CORP US N 2 2035-02-27 Floating 3.52314000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAB1 1000000.00000000 PA USD 793729.30000000 0.616788778065 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 250000.00000000 PA USD 231232.67000000 0.179685587993 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 370000.00000000 PA USD 239160.60000000 0.185846200002 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 2510000.00000000 PA USD 1523770.80000000 1.184087231987 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 1300000.00000000 PA USD 956583.06000000 0.743338688260 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 500000.00000000 PA USD 653168.33000000 0.507562082100 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 210000.00000000 PA USD 185681.71000000 0.144288984947 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650AQ3 159735.94000000 PA USD 159763.79000000 0.124148765597 Long DBT CORP US N 2 2026-01-10 Fixed 5.78900000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 3390000.00000000 PA USD 2806841.72000000 2.181132124898 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 1870000.00000000 PA USD 1659194.90000000 1.289322184457 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 23670.78000000 0.018394018555 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -729027.73000000 EUR 739036.62000000 USD 2022-10-18 23670.78000000 N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 120000.00000000 PA USD 108801.60000000 0.084547220211 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 2940000.00000000 PA USD 2409844.50000000 1.872634718768 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 80000.00000000 PA USD 77480.00000000 0.060207925453 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N Origen Manufactured Housing 549300IF0XI4ZS5JC782 68620BAB8 374588.47450000 PA USD 385641.68000000 0.299673277247 Long ABS-O CORP US N 2 2037-10-15 Variable 4.06680000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 430000.00000000 PA USD 404559.05000000 0.314373530251 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 430000.00000000 PA USD 398777.70000000 0.309880976175 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAJ2 500000.00000000 PA USD 449034.35000000 0.348934262658 Long DBT CORP GB N 2 N/A Fixed 6.75000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 500000.00000000 PA 320339.14000000 0.248928175799 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 340000.00000000 PA USD 306579.60000000 0.238235953824 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Oakwood Mortgage Investors Inc N/A 67087TDP3 13424.85000000 PA USD 13423.29000000 0.010430929835 Long ABS-O CORP US N 2 2032-06-15 Variable 6.06000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 420000.00000000 PA USD 378007.50000000 0.293740931605 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 280000.00000000 PA USD 263261.60000000 0.204574532621 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 400000.00000000 PA USD 332400.00000000 0.258300392626 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2200000.00000000 PA USD 1886500.00000000 1.465955748164 Long DBT CORP US N 2 2030-02-01 Variable 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R69 1250000.00000000 PA USD 1229980.48000000 0.955789533414 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBE1 360000.00000000 PA USD 188974.80000000 0.146847969423 Long DBT CORP MX N 2 2044-06-27 Fixed 5.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 250000.00000000 PA USD 178875.50000000 0.139000035743 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1540000.00000000 PA USD 1389655.01000000 1.079868937118 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 1000000.00000000 PA USD 952280.50000000 0.739995267871 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AC1 700000.00000000 PA USD 770759.50000000 0.598939474941 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 92718WAE9 570000.00000000 PA USD 466782.52000000 0.362725957241 Long DBT CORP NL N 2 2023-02-13 Fixed 5.95000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 300000.00000000 PA USD 257893.31000000 0.200402957968 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AX6 1020000.00000000 PA USD 1003046.80000000 0.779444591644 Long DBT CORP CH N 2 N/A Fixed 9.75000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 250000.00000000 PA USD 236461.25000000 0.183748597220 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 1680000.00000000 PA USD 1358893.20000000 1.055964642290 Long DBT CORP US N 2 2050-02-01 Variable 5.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 310000.00000000 PA USD 308479.15000000 0.239712050427 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 443000.00000000 PA USD 476219.13000000 0.370058929769 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 400000.00000000 PA USD 303968.00000000 0.236206539548 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 1700000.00000000 PA USD 1227493.50000000 0.953856958472 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284X5 1400000.00000000 PA USD 1381412.72000000 1.073464043186 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 1000000.00000000 PA USD 1098642.83000000 0.853730067223 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 610000.00000000 PA USD 447586.43000000 0.347809117338 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HGG0 47452.53000000 PA USD 45439.98000000 0.035310363041 Long ABS-MBS CORP US N 2 2034-04-25 Floating 3.72400000 N N N N N N INTERGEN NV 549300E3XRGX2JMPEC79 45867XAG9 210000.00000000 PA USD 204435.00000000 0.158861735158 Long DBT CORP NL N 2 2023-06-30 Fixed 7.00000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 290929.00000000 PA USD 307777.47000000 0.239166791042 Long DBT CORP US N 2 2032-01-10 Fixed 7.50700000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CFG1 500000.00000000 PA USD 491015.63000000 0.381556949502 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 2500000.00000000 PA USD 2280776.25000000 1.772338751107 Long DBT CORP US N 2 N/A Fixed 5.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 500000.00000000 PA USD 326877.02000000 0.254008611933 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 440000.00000000 PA USD 441845.82000000 0.343348221378 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 100000.00000000 PA USD 82456.50000000 0.064075049111 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 12383.60000000 0.009623010656 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -360000.00000000 EUR 365637.24000000 USD 2022-10-18 12383.60000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAS0 920000.00000000 PA USD 819206.89000000 0.636586827103 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 380000.00000000 PA USD 287113.29000000 0.223109132175 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 161175BA1 1130000.00000000 PA USD 998847.01000000 0.776181031458 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 240000.00000000 PA USD 188130.85000000 0.146192155295 Long DBT CORP KY N 2 2030-06-18 Variable 4.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 130000.00000000 PA USD 98273.50000000 0.076366075916 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 15790000.00000000 PA 86556.48000000 0.067261049242 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N Y N N N N Prime Mortgage Trust N/A 74160MJA1 1055215.89000000 PA USD 73077.18000000 0.056786595325 Long ABS-MBS CORP US N 2 2032-10-25 Variable 1.74300000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AA7 1270000.00000000 PA USD 899361.68000000 0.698873270328 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N WI TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 3500000.00000000 PA USD 3188281.25000000 2.477540008058 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 760000.00000000 PA USD 769021.20000000 0.597588682003 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 486215.55600000 PA USD 468993.80000000 0.364444292055 Long LON CORP US N 2 2027-02-01 Floating 4.87000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1412250.00000000 PA USD -1412250.00000000 -1.09742698401 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 1400000.00000000 USD 1381412.72000000 USD UST N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 000000000 130000.00000000 PA 101606.68000000 0.078956213409 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N Morgan Stanley Capital Inc N/A 61744CGD2 872966.90000000 PA USD 828893.16000000 0.644113804673 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.98400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 420000.00000000 PA USD 386075.18000000 0.300010140124 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N NATWEST MARKETS NV X3CZP3CK64YBHON1LE12 00077TAA2 140000.00000000 PA USD 140744.04000000 0.109368955450 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 570000.00000000 PA USD 466818.60000000 0.362753994179 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N DISH DBS CORP N/A 25470XAW5 450000.00000000 PA USD 402261.75000000 0.312588351274 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 -1240625.00000000 PA USD -1240625.00000000 -0.96406114501 Short RA CORP US N 2 Reverse repurchase N 2.91000000 2022-11-23 1250000.00000000 USD 1229980.48000000 USD UST N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 500000.00000000 PA USD 378212.50000000 0.293900232389 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAY8 290000.00000000 PA USD 190849.67000000 0.148304887766 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 750000.00000000 PA USD 687820.63000000 0.534489587200 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 1040000.00000000 PA USD 804898.67000000 0.625468238524 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Bayview Financial Asset Trust N/A 07325QAE5 35900.90000000 PA USD 35837.46000000 0.027848465670 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.58400000 N N N N N N GSAMP Trust N/A 36228FYS9 431306.50000000 PA USD 391617.72000000 0.304317120443 Long ABS-MBS CORP US N 2 2033-07-25 Variable 5.42147000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 1240000.00000000 PA USD 974076.41000000 0.756932368084 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 000000000 250000.00000000 PA 218226.91000000 0.169579111115 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 800000.00000000 PA USD 723095.88000000 0.561901172414 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 350000.00000000 PA USD 303730.00000000 0.236021595223 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1260000.00000000 PA USD 1178177.48000000 0.915534613921 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Bear Stearns Asset Backed Secu N/A 073888AE9 179133.68000000 PA USD 151562.48000000 0.117775716279 Long ABS-MBS CORP US N 2 2036-08-25 None 0.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 720000.00000000 PA USD 686414.55000000 0.533396954781 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285D8 2500000.00000000 PA USD 2467892.45000000 1.917742445231 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 2720000.00000000 PA USD 2351100.00000000 1.826985719326 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 190000.00000000 PA USD 179364.75000000 0.139380220662 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 300000.00000000 PA 244363.67000000 0.189889385994 Long DBT CORP GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 290000.00000000 PA USD 184563.96000000 0.143420407138 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Z8 750000.00000000 PA USD 718212.89000000 0.558106713226 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 1670000.00000000 PA USD 1499926.68000000 1.165558514906 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 140000.00000000 PA 118411.53000000 0.092014875723 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N Banc of America Funding Corpor N/A 05946XJP9 151993.87000000 PA USD 126371.43000000 0.098200330883 Long ABS-MBS CORP US N 2 2034-12-20 Variable 2.22777400 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 2420000.00000000 PA USD 2203510.99000000 1.712297695167 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 3400000.00000000 PA USD 2402384.82000000 1.866837973061 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GT2 500000.00000000 PA USD 496616.92000000 0.385909583095 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 680000.00000000 PA USD 635165.56000000 0.493572543714 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 1560000.00000000 PA USD 1189286.50000000 0.924167177783 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAD9 350000.00000000 PA USD 299211.50000000 0.232510372828 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 410000.00000000 PA USD 305148.13000000 0.237123591420 Long DBT CORP KY N 2 2029-03-08 Variable 3.35000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 460000.00000000 PA 427413.33000000 0.332133065441 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 43393.99842000 PA USD 8399.55000000 0.006527097060 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 1500000.00000000 PA USD 1311081.66000000 1.018811394534 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 1130000.00000000 PA USD 948540.70000000 0.737089155331 Long DBT CORP GB N 2 N/A Fixed 6.50000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CV4 430000.00000000 PA USD 409448.12000000 0.318172714067 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N 2022-11-23 Western Asset Premier Bond Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX