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 2023-12-31 2023-12-29 N 184853606.18 48761681.35 136091924.83 0.00000000 0.00000000 47500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1.29000000 EUR GBP MXN USD N HILCORP ENERGY I/HILCORP N/A 431318BC7 280000.00000000 PA USD 297075.80000000 0.218290541757 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 620000.00000000 PA USD 298346.67000000 0.219224373799 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 1000000.00000000 PA USD 816118.43000000 0.599681745275 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAP4 500000.00000000 PA USD 489407.69000000 0.359615525029 Long DBT CORP N/A N 2 2025-01-15 Fixed 3.12500000 N N N N N N Bayview Financial Asset Trust N/A 07325QAE5 30886.84000000 PA USD 31602.58000000 0.023221495352 Long ABS-MBS CORP US N 2 2037-03-25 Floating 6.97043000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BM8 550000.00000000 PA USD 567085.75000000 0.416693165820 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAS0 920000.00000000 PA USD 920966.52000000 0.676723854960 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N COMERICA BANK 70WY0ID1N53Q4254VH70 20034DJA8 410000.00000000 PA USD 401682.11000000 0.295154992114 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAD1 370000.00000000 PA USD 367687.50000000 0.270175839205 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 250000.00000000 PA USD 253456.25000000 0.186239007433 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 540000.00000000 PA USD 482695.74000000 0.354683601251 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 1000000.00000000 PA USD 982373.75000000 0.721845731278 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAQ9 3397.32000000 PA USD 3250.35000000 0.002388348907 Long ABS-MBS CORP US N 2 2033-06-20 Floating 6.48327000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 500000.00000000 PA USD 431273.95000000 0.316899000832 Long DBT CORP N/A N 2 2031-12-01 Fixed 3.75000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 150000.00000000 PA USD 62577.75000000 0.045981971434 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 330000.00000000 PA USD 211534.95000000 0.155435342886 Long DBT CORP US N 2 2027-04-01 Variable 7.50000000 Y N N N N N Countrywide Home Loans N/A 12669GNL1 172100.00000000 PA USD 157035.54000000 0.115389315123 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.01043000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 1500000.00000000 PA USD 1471959.45000000 1.081592057602 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 17288YAK8 2232953.25000000 PA USD 2240857.90000000 1.646576681753 Long LON CORP US N 2 2030-07-29 Floating 7.96283000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 770000.00000000 PA USD 813600.48000000 0.597831562024 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 750000.00000000 PA USD 682515.38000000 0.501510564166 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 39000.00000000 PA USD 47337.82000000 0.034783709657 Long DBT CORP US N 2 2032-03-15 Variable 8.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 1500000.00000000 PA USD 1445639.34000000 1.062252107761 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 700000.00000000 PA USD 809362.65000000 0.594717615325 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11300000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 780000.00000000 PA USD 722774.99000000 0.531093223130 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LAP9 430000.00000000 PA USD 466373.83000000 0.342690303324 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 31394BZ72 45063.34000000 PA USD 45961.39000000 0.033772312396 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.50000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 250000.00000000 PA USD 196562.50000000 0.144433624732 Long DBT CORP US N 2 2031-05-30 Fixed 7.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VES9 1670000.00000000 PA USD 1620228.41000000 1.190539712054 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CD6 1670000.00000000 PA USD 1603746.47000000 1.178428824490 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AB7 50000.00000000 PA USD 50787.25000000 0.037318342042 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650AQ3 102643.10000000 PA USD 102697.37000000 0.075461766102 Long DBT CORP US N 2 2026-01-10 Fixed 5.78900000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FSL3 3595.31000000 PA USD 3590.69000000 0.002638429873 Long ABS-MBS CORP US N 2 2044-05-25 Floating 6.31043000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 250000.00000000 PA USD 249702.44000000 0.183480717398 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N Structured Asset Securities Co N/A 86359ARF2 21080.73000000 PA USD 20290.66000000 0.014909525326 Long ABS-MBS CORP US N 2 2033-03-25 Variable 6.59778500 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 500000.00000000 PA USD 426070.00000000 0.313075151616 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N Delta Air Lines Inc 2549008L7P4I8VB90936 24736CBS2 520000.00000000 PA USD 533270.40000000 0.391845732703 Long LON CORP KY N 2 2027-10-20 Floating 9.16582000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 750000.00000000 PA USD 732810.48000000 0.538467275641 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 000000000 910000.00000000 PA 947942.40000000 0.696545662929 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 500000.00000000 PA USD 669879.00000000 0.492225384303 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAC5 1000000.00000000 PA USD 1167053.32000000 0.857547809289 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 880000.00000000 PA USD 905842.70000000 0.665610910516 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAB6 1750000.00000000 PA USD 1414141.93000000 1.039107891057 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 250000.00000000 PA USD 249040.93000000 0.182994641534 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 310000.00000000 PA USD 301977.05000000 0.221891967783 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 730000.00000000 PA USD 765890.45000000 0.562774353406 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N RITCHIE BROS HLDGS INC N/A 76774LAC1 610000.00000000 PA USD 651089.60000000 0.478418981003 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 380000.00000000 PA USD 346902.00000000 0.254902706706 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 130000.00000000 PA USD 131785.26000000 0.096835473643 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 700000.00000000 PA USD 769802.01000000 0.565648557738 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 30000.00000000 PA USD 37063.14000000 0.027233900943 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 190000.00000000 PA USD 150352.68000000 0.110478766604 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N DISH DBS CORP N/A 25470XBB0 620000.00000000 PA USD 371226.78000000 0.272776493141 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1050000.00000000 PA USD 1005134.90000000 0.738570566369 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 1080000.00000000 PA USD 1104042.96000000 0.811247957128 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 1010000.00000000 PA USD 1013927.89000000 0.745031633042 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 1020000.00000000 PA USD 637500.00000000 0.468433377510 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 1230000.00000000 PA USD 1002402.99000000 0.736563165854 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 3001621.50000000 NS USD 3001621.50000000 2.205583838827 Long STIV RF US N 1 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 720000.00000000 PA USD 711276.34000000 0.522644044375 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 2500000.00000000 PA USD 2148235.18000000 1.578517742829 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 2940000.00000000 PA USD 2641546.49000000 1.941001637900 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N DISH DBS CORP N/A 25470XAW5 70000.00000000 PA USD 65698.34000000 0.048274973024 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Countrywide Asset-Backed Certi N/A 12671CAA4 286.38000000 PA USD 286.27000000 0.000210350467 Long ABS-O CORP US N 2 2047-08-25 Floating 7.47043000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 20000.00000000 PA USD 9519.70000000 0.006995051331 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 400000.00000000 PA USD 398055.28000000 0.292490006660 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 700000.00000000 PA USD 603887.75000000 0.443735181756 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 770000.00000000 PA USD 822188.57000000 0.604142068698 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 630000.00000000 PA USD 608812.72000000 0.447354037177 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 1000000.00000000 PA USD 889419.42000000 0.653543126170 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 1000000.00000000 PA USD 991627.49000000 0.728645355878 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 500000.00000000 PA USD 416036.38000000 0.305702473177 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Morgan Stanley Capital I Trust N/A 61690YBY7 430000.00000000 PA USD 321014.87000000 0.235880909466 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.48500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 1680000.00000000 PA USD 1508363.81000000 1.108341888678 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 000000000 1210000.00000000 PA 972113.53000000 0.714306547735 Long DBT CORP GB N 2 2029-10-28 Fixed 1.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 443000.00000000 PA USD 501888.01000000 0.368786032401 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 2400000.00000000 PA USD 1818564.00000000 1.336276198805 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N CORPORATE BACKED TRUST CERTIFICATES N/A 21988G858 33900.00000000 NS USD 10.17000000 0.000007472890 Long EP CORP US N 3 N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 12201PAN6 450000.00000000 PA USD 525995.81000000 0.386500382485 Long DBT CORP US N 2 2031-12-01 Fixed 7.40000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 1340000.00000000 PA USD 1124063.96000000 0.825959336973 Long DBT CORP KY N 2 2031-08-08 Variable 3.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278LBD0 285000.00000000 PA USD 236506.62000000 0.173784462447 Long ABS-MBS CORP US N 2 2051-12-15 Variable 5.14045500 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 280000.00000000 PA USD 301324.52000000 0.221412490400 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17324DAA2 440000.00000000 PA USD 332173.51000000 0.244080249739 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.22500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBE1 360000.00000000 PA USD 222789.64000000 0.163705260454 Long DBT CORP MX N 2 2044-06-27 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967BL4 1000000.00000000 PA USD 1088923.61000000 0.800138297228 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N CREDIT SUISSE ESCROW CL N/A 000000000 2560000.00000000 PA USD 307200.00000000 0.225729778150 Long DBT CORP US N 2 2050-01-01 None 0.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 1260000.00000000 PA USD 1254630.96000000 0.921899636269 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 550000.00000000 PA USD 547593.42000000 0.402370251345 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 430000.00000000 PA USD 430335.40000000 0.316209356681 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 14574XAF1 150000.00000000 PA USD 132659.15000000 0.097477605791 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -1468977.22000000 PA USD -1468977.22000000 -1.07940072258 Short RA CORP US N 2 Reverse repurchase N 5.70000000 2024-01-05 1490000.00000000 USD 1517304.67000000 USD CDS N N N ANADARKO FINANCE CO N/A 032479AD9 570000.00000000 PA USD 607460.40000000 0.446360355883 Long DBT CORP CA N 2 2031-05-01 Fixed 7.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 200000.00000000 PA USD 155871.84000000 0.114534231325 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N Prime Mortgage Trust N/A 74160MLU4 1124471.38000000 PA USD 31253.89000000 0.022965278828 Long ABS-MBS CORP US N 2 2034-07-25 Variable 1.09633000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 230000.00000000 PA USD 143414.20000000 0.105380389159 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1140000.00000000 PA USD 1043527.16000000 0.766781101305 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Origen Manufactured Housing 549300IF0XI4ZS5JC782 68620BAB8 257776.42350000 PA USD 233282.09000000 0.171415086009 Long ABS-O CORP US N 2 2037-10-15 Variable 6.96230000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 1150000.00000000 PA USD 1139128.25000000 0.837028538925 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 846000.00000000 PA USD 808878.67000000 0.594361988053 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 130000.00000000 PA USD 130907.27000000 0.096190328826 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N Impac CMB Trust N/A 45254NLL9 44818.49000000 PA USD 40789.61000000 0.029972101615 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.11043000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGG0 1450000.00000000 PA USD 1441249.02000000 1.059026111799 Long DBT UST US N 2 2025-01-31 Fixed 4.12500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BT5 1570000.00000000 PA USD 1386486.42000000 1.018786692694 Long DBT CORP US N 2 2028-03-09 Fixed 2.75000000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 000000000 540000.00000000 PA 509935.33000000 0.374699182656 Long DBT CORP GB N 2 2035-07-16 Floating 7.88498000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 580000.00000000 PA USD 565195.56000000 0.415304259019 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 500000.00000000 PA USD 523190.00000000 0.384438680438 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N Bayview Financial Asset Trust N/A 07325QAB1 298572.76000000 PA USD 292538.81000000 0.214956773052 Long ABS-MBS CORP US N 2 2037-03-25 Floating 6.27043000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 92941PAC7 200000.00000000 PA USD 142583.00000000 0.104769625514 Long LON CORP US N 2 2028-04-13 Floating 8.97044000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 80000.00000000 PA USD 80232.24000000 0.058954445754 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 340000.00000000 PA USD 350916.56000000 0.257852595176 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 300000.00000000 PA USD 310866.74000000 0.228424089370 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 190000.00000000 PA USD 187774.15000000 0.137975967519 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1130000.00000000 PA USD 681808.55000000 0.500991187281 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 620000.00000000 PA USD 551584.92000000 0.405303195387 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 280000.00000000 PA USD 248999.80000000 0.182964419315 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 1229999.00000000 PA USD 886015.13000000 0.651041662542 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 1510000.00000000 PA USD 1393211.92000000 1.023728572977 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 140000.00000000 PA 166040.80000000 0.122006357252 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 400000.00000000 PA USD 426326.30000000 0.313263480204 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BM5 1000000.00000000 PA USD 955253.00000000 0.701917473202 Long DBT CORP US N 2 2027-11-15 Fixed 3.87500000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 98262PAA9 320000.00000000 PA USD 210126.12000000 0.154400138187 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N Prime Mortgage Trust N/A 74160MJA1 876406.81000000 PA USD 50843.08000000 0.037359365784 Long ABS-MBS CORP US N 2 2032-10-25 Variable 1.74300000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AZ8 750000.00000000 PA USD 656414.04000000 0.482331365964 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 630000.00000000 PA USD 619641.40000000 0.455310923681 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 510000.00000000 PA USD 330805.92000000 0.243075348087 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 310000.00000000 PA USD 187897.20000000 0.138066384346 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N SUMMIT MID HLDS LLC / FI N/A 86614WAE6 280000.00000000 PA USD 278063.72000000 0.204320513761 Long DBT CORP US N 2 2026-10-15 Variable 9.00000000 N N N N N N SILVERBOW RESOURCES INC 5493007QR70AVQSNF619 82836GAA0 460000.00000000 PA USD 455400.00000000 0.334626760969 Long DBT CORP US N 3 2028-12-15 Floating 13.13463000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 60000.00000000 PA USD 59689.05000000 0.043859362026 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 240000.00000000 PA USD 250143.36000000 0.183804704292 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 490000.00000000 PA USD 546419.09000000 0.401507356650 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CV4 430000.00000000 PA USD 431671.98000000 0.317191472263 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAY8 290000.00000000 PA USD 225479.93000000 0.165682078699 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 210000.00000000 PA USD 203494.93000000 0.149527556652 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 250000.00000000 PA USD 258448.75000000 0.189907483726 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 415000.00000000 PA USD 222025.00000000 0.163143404928 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 SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 700000.00000000 PA USD 714925.59000000 0.525325503987 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 300000.00000000 PA USD 272053.50000000 0.199904219401 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N CSAIL Commercial Mortgage Trus 549300ZAGI6FKGY8O078 12635FAZ7 310000.00000000 PA USD 234230.05000000 0.172111644605 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.35090100 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAD9 350000.00000000 PA USD 353881.50000000 0.260031225542 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N AAA Trust N/A 31738PAV0 153214.94000000 PA USD 141020.24000000 0.103621313443 Long ABS-MBS CORP US N 2 2035-02-27 Floating 5.88142000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 1540000.00000000 PA USD 1535851.59000000 1.128539839464 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N GSAMP Trust N/A 36228FYS9 367839.63000000 PA USD 357303.42000000 0.262545643649 Long ABS-O CORP US N 2 2033-07-25 Variable 5.42147000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1490000.00000000 PA USD 1517304.67000000 1.114911609851 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61746RCE9 4364.11000000 PA USD 4268.35000000 0.003136372716 Long ABS-MBS CORP US N 2 2033-03-25 Floating 6.47043000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 760000.00000000 PA USD 758145.90000000 0.557083677776 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 500000.00000000 PA 552870.51000000 0.406247843647 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAM3 2250000.00000000 PA USD 2207055.06000000 1.621738440952 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CGD2 775077.44000000 PA USD 759033.65000000 0.557735994217 Long ABS-MBS CORP US N 2 2034-08-25 Floating 6.37043000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 900000.00000000 PA USD 882051.75000000 0.648129381006 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N SOUTHERN NATURAL GAS N/A 84346LAA8 800000.00000000 PA USD 672960.74000000 0.494489839011 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N GTCR W-2 MERGER SUB LLC 254900HJTH4LRJB6QF88 36268NAA8 220000.00000000 PA USD 232621.91000000 0.170929987426 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAT8 962307.05000000 PA USD 966517.14000000 0.710194334606 Long LON CORP US N 2 2029-04-16 Floating 8.46483000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 2000000.00000000 PA USD 1854837.82000000 1.362930109421 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAP7 300000.00000000 PA USD 311801.70000000 0.229111095599 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 680000.00000000 PA USD 670330.40000000 0.492557071874 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 1700000.00000000 PA USD 1414606.60000000 1.039449329390 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 205115.85000000 PA USD 207247.72000000 0.152285097193 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N AHOLD LEASE SERIES 2001- N/A 00868PAA3 43860.44000000 PA USD 44950.08000000 0.033029204382 Long DBT CORP US N 2 2025-01-02 Variable 8.62000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAN9 400000.00000000 PA USD 371753.50000000 0.273163525656 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2M2 400000.00000000 PA USD 438323.29000000 0.322078837923 Long DBT CORP CH N 2 2028-02-15 Fixed 7.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAR2 260000.00000000 PA USD 255231.57000000 0.187543508050 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 220000.00000000 PA USD 221770.12000000 0.162956119752 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 1750000.00000000 PA USD 1394625.73000000 1.024767436967 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N Impac CMB Trust N/A 45254NNK9 11503.65000000 PA USD 10651.63000000 0.007826790614 Long ABS-MBS CORP US N 2 2035-04-25 Floating 6.27043000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 340000.00000000 PA USD 304791.48000000 0.223960003784 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N 888 ACQUISITIONS LTD 254900RFD0BP3JOPZU89 000000000 600000.00000000 PA 637153.57000000 0.468178821628 Long DBT CORP GI N 2 2027-07-15 Fixed 7.55800000 N N N N N N Asplundh Tree Expert LLC N/A 04538FAD1 989769.84000000 PA USD 992110.65000000 0.729000380617 Long LON CORP US N 2 2027-09-07 Floating 7.20215500 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 100000.00000000 PA USD 87167.61000000 0.064050537979 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 140000.00000000 PA USD 150029.96000000 0.110241632769 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 140000.00000000 PA 144545.31000000 0.106211525908 Long DBT CORP GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 750000.00000000 PA USD 637050.90000000 0.468103379973 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBW0 850000.00000000 PA USD 786482.42000000 0.577905280553 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 1130000.00000000 PA USD 1056447.03000000 0.776274588899 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CA2 300000.00000000 PA USD 293530.00000000 0.215685096942 Long DBT NUSS ID N 2 2027-07-18 Fixed 3.85000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -16393.97000000 -0.01204624743 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -430877.21000000 EUR 459684.80000000 USD 2024-01-19 -16393.97000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 400000.00000000 PA USD 383024.36000000 0.281445324899 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 940000.00000000 PA USD 1033066.58000000 0.759094693745 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 210000.00000000 PA USD 213640.19000000 0.156982267880 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 83283WAE3 440000.00000000 PA USD 463001.44000000 0.340212279735 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N APCOA PARKING HOLDINGS G 529900H8FIYAOV5FUW68 000000000 130000.00000000 PA 135420.34000000 0.099506521176 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 1560000.00000000 PA USD 1322612.93000000 0.971852614805 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 000000000 920000.00000000 PA USD 712421.78000000 0.523485710772 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAS8 360000.00000000 PA USD 332754.84000000 0.244507409543 Long DBT CORP US N 2 2027-02-15 Fixed 4.37500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 1000000.00000000 PA USD 877960.00000000 0.645122773519 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N SAMHALLSBYGGNADSBOLAGET 549300HX9MRFY47AH564 000000000 600000.00000000 PA 480200.50000000 0.352850105250 Long DBT CORP SE N 2 2026-09-04 Variable 2.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFG1 3495000.00000000 PA USD 3453744.32000000 2.537802536274 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N Origen Manufactured Housing 5493001P8LORMOBBQA95 68620CAB6 329500.95000000 PA USD 309448.18000000 0.227381735093 Long ABS-O CORP US N 2 2037-04-15 Variable 7.80010000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDS6 670000.00000000 PA USD 673756.02000000 0.495074208731 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N MARKS & SPENCER PLC 213800CN1RI3UCIZWB95 57069PAA0 650000.00000000 PA USD 657688.30000000 0.483267688969 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N American Home Mortgage Investm N/A 026933AA9 437069.84000000 PA USD 113205.15000000 0.083182856103 Long ABS-O CORP US N 2 2046-07-25 Floating 6.37043000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 300000.00000000 PA USD 251621.91000000 0.184891139069 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700AM8 1050000.00000000 PA USD 298840.50000000 0.219587238826 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 930000.00000000 PA USD 947021.23000000 0.695868789557 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAB3 490000.00000000 PA USD 417480.00000000 0.306763241479 Long DBT CORP MX N 2 N/A Fixed 6.62500000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 120000.00000000 PA USD 127263.00000000 0.093512528505 Long DBT CORP US N 2 2031-09-01 Fixed 8.87500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 468826.80000000 PA USD 180716.62000000 0.132790112437 Long DBT NUSS AR N 2 2037-09-01 Variable 6.37500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 700000.00000000 PA USD 670706.33000000 0.492833304281 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAL1 600000.00000000 PA USD 740546.41000000 0.544151617316 Long DBT CORP FR N 2 2031-03-01 Variable 9.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 43393.99842000 PA USD 17444.39000000 0.012818093374 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 280000.00000000 PA USD 291591.44000000 0.214260647987 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 400000.00000000 PA USD 354899.97000000 0.260779594706 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 500000.00000000 PA USD 388579.55000000 0.285527264373 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KU4 800000.00000000 PA USD 768827.66000000 0.564932607838 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AC1 700000.00000000 PA USD 826649.60000000 0.607420022189 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 750000.00000000 PA USD 694233.98000000 0.510121361621 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 2500000.00000000 PA USD 2479893.75000000 1.822219615967 Long DBT CORP US N 2 N/A Variable 5.90000000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 210000.00000000 PA USD 210297.36000000 0.154525964904 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FX9 880000.00000000 PA USD 783288.12000000 0.575558117043 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 2049728.00000000 PA USD 1929132.25000000 1.417521467500 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -51095.11000000 -0.03754455678 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -971806.28000000 GBP 1187766.85000000 USD 2024-01-19 -51095.11000000 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAK6 230000.00000000 PA USD 217496.33000000 0.159815749738 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 420000.00000000 PA USD 381049.83000000 0.279994445281 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AQ4 250000.00000000 PA USD 202487.00000000 0.148786932254 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 190000.00000000 PA USD 216274.05000000 0.158917621504 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 34280000.00000000 PA 1884118.11000000 1.384445191993 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 1120000.00000000 PA USD 1108754.21000000 0.814709771637 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 1540000.00000000 PA USD 1344912.80000000 0.988238502526 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 1000000.00000000 PA USD 906794.86000000 0.666310555260 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 500000.00000000 PA USD 437402.69000000 0.321402383386 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 570000.00000000 PA USD 556001.26000000 0.408548310779 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 400000.00000000 PA USD 409044.71000000 0.300565011855 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 1000000.00000000 PA USD 988811.71000000 0.726576327901 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 1000000.00000000 PA USD 1047713.58000000 0.769857272067 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 140000.00000000 PA USD 146346.48000000 0.107535021040 Long DBT CORP BM N 2 2029-01-15 Fixed 8.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 500000.00000000 PA USD 479600.78000000 0.352409432520 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 602736AA8 810000.00000000 PA USD 770512.50000000 0.566170623982 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 407360.00000000 PA USD 394893.77000000 0.290166937159 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 420000.00000000 PA USD 455370.72000000 0.334605246100 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 820000.00000000 PA USD 820259.53000000 0.602724615016 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N DISH DBS CORP N/A 25470XBD6 990000.00000000 PA USD 511260.75000000 0.375673097899 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 720000.00000000 PA USD 652708.36000000 0.479608441731 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 1278000.00000000 PA USD 1175227.33000000 0.863554051034 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAB7 700000.00000000 PA USD 504236.66000000 0.370511814444 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 560000.00000000 PA USD 520393.85000000 0.382384076535 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N FLYEXCLUSIVE INC N/A 343928115 8795.00000000 NS USD 1934.90000000 0.001421759595 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 310000.00000000 PA USD 337370.52000000 0.247898999460 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAA0 200000.00000000 PA USD 172991.00000000 0.127113346523 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HGG0 31638.20000000 PA USD 30122.33000000 0.022133811420 Long ABS-MBS CORP US N 2 2034-04-25 Floating 6.11043000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AA7 1270000.00000000 PA USD 912746.97000000 0.670684150540 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 590000.00000000 PA USD 573557.59000000 0.421448657381 Long DBT CORP BM N 2 2024-12-15 Fixed 3.62500000 N N N N N N Merit Securities Corporation N/A 589962DH9 440913.67000000 PA USD 395758.38000000 0.290802250386 Long ABS-MBS CORP US N 2 2032-09-28 Floating 7.71984000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 260000.00000000 PA USD 268949.19000000 0.197623180314 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AB2 340000.00000000 PA USD 350375.10000000 0.257454731746 Long DBT CORP FR N 2 2029-05-01 Fixed 8.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2200000.00000000 PA USD 2059926.66000000 1.513628867086 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AD2 400000.00000000 PA USD 356396.80000000 0.261879461580 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 1260000.00000000 PA USD 1249424.57000000 0.918073994148 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 500000.00000000 PA USD 416251.54000000 0.305860572197 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAL5 1220000.00000000 PA USD 1210846.34000000 0.889726808928 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 660000.00000000 PA USD 620661.95000000 0.456060821224 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 500000.00000000 PA 472212.96000000 0.346980881187 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -130092.26000000 -0.09559146155 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2910037.54000000 EUR 3085225.35000000 USD 2024-01-19 -130092.26000000 N N N STONEMOR INC N/A 86184WAA4 280000.00000000 PA USD 220070.20000000 0.161707022863 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N GTCR W DUT/W-2 MERGER SU N/A 36268NAB6 100000.00000000 PA 138203.93000000 0.101551896023 Long DBT CORP NL N 2 2031-01-15 Fixed 8.50000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAD6 560000.00000000 PA USD 478295.79000000 0.351450529190 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 310000.00000000 PA USD 315405.78000000 0.231759364410 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 20000.00000000 PA USD 20673.20000000 0.015190614745 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797HX8 750000.00000000 PA USD 750000.00000000 0.551098091188 Long DBT UST US N 2 2024-01-02 None 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023AU9 600000.00000000 PA USD 647555.06000000 0.475821810007 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 710000.00000000 PA USD 722285.13000000 0.530733275249 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 260000.00000000 PA USD 243848.07000000 0.179178941222 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HLL2 500000.00000000 PA USD 478631.43000000 0.351697156607 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 232769.30000000 PA USD 237871.60000000 0.174787446277 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 740000.00000000 PA USD 743645.24000000 0.546428629714 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 10000.00000000 PA USD 6723.46000000 0.004940381296 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Indymac Manufactured Housing C N/A 22540ABE7 6460.12000000 PA USD 6402.97000000 0.004704886059 Long ABS-O CORP US N 2 2028-02-25 Fixed 6.97000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BQ7 750000.00000000 PA USD 754959.95000000 0.554742649825 Long DBT CORP US N 2 2026-06-12 Fixed 5.81200000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAB1 1000000.00000000 PA USD 806002.72000000 0.592248747313 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 750000.00000000 PA USD 739001.55000000 0.543016458120 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 560000.00000000 PA USD 555777.00000000 0.408383525102 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Residential Asset Mortgage Pro N/A 76112BVB3 1801.64000000 PA USD 1486.25000000 0.001092092717 Long ABS-MBS CORP US N 2 2032-02-25 None 0.00000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 261761.29000000 PA USD 275418.06000000 0.202376489526 Long DBT CORP US N 2 2032-01-10 Fixed 7.50700000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 280000.00000000 PA USD 298748.52000000 0.219519652156 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 1000000.00000000 PA USD 994113.58000000 0.730472128483 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 500000.00000000 PA USD 490895.25000000 0.360708580331 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 233835AQ0 1000000.00000000 PA USD 1255587.50000000 0.922602499427 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BG8 1650000.00000000 PA USD 1176351.26000000 0.864379911937 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 500000.00000000 PA USD 455233.83000000 0.334504659676 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 000000000 250000.00000000 PA 273794.82000000 0.201183736905 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBB5 350000.00000000 PA USD 309683.96000000 0.227554985636 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 644000.00000000 PA USD 646298.44000000 0.474898448829 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 05674XAA9 950000.00000000 PA USD 959442.05000000 0.704995576481 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 2000000.00000000 PA USD 1582119.60000000 1.162537455456 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N ORANGE SA 969500MCOONR8990S771 000000000 500000.00000000 PA 537833.40000000 0.395198613489 Long DBT CORP FR N 2 N/A Fixed 2.37500000 N N N N N N Metropolitan Asset Funding, In N/A 591739BM8 110922.32000000 PA USD 92354.22000000 0.067861645806 Long ABS-MBS CORP US N 2 2024-11-20 Variable 5.18315200 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 848577AB8 90000.00000000 PA USD 62820.00000000 0.046159976117 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 WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 430000.00000000 PA USD 422134.57000000 0.310183407668 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AJ8 390000.00000000 PA USD 308495.81000000 0.226681936040 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 500000.00000000 PA USD 483016.70000000 0.354919441842 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 750000.00000000 PA USD 701856.59000000 0.515722436049 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Structured Asset Securities Co N/A 863572TZ6 57278.45000000 PA USD 57184.39000000 0.042018944233 Long ABS-MBS CORP US N 2 2027-07-15 Variable 4.73896000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBM2 920000.00000000 PA USD 879974.15000000 0.646602765813 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 465965AC5 1270000.00000000 PA USD 1296987.50000000 0.953023114060 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 200000.00000000 PA USD 185414.90000000 0.136242396623 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BC3 181895.92000000 PA USD 180095.59000000 0.132333781173 Long DBT CORP US N 2 2028-01-10 Fixed 5.88000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 290000.00000000 PA USD 313570.33000000 0.230410680421 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 190000.00000000 PA USD 195990.89000000 0.144013607159 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 590000.00000000 PA USD 524358.61000000 0.385297372092 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 580000.00000000 PA USD 567522.75000000 0.417014272308 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 2600000.00000000 PA USD 2629250.00000000 1.931966208343 Long DBT CORP US N 2 N/A Floating 8.93873000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 1120000.00000000 PA USD 933595.04000000 0.686003259316 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 1850000.00000000 PA USD 1858796.38000000 1.365838849235 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 1000000.00000000 PA USD 941034.63000000 0.691469851113 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N 2024-02-21 Western Asset Premier Bond Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer