0001752724-24-141898.txt : 20240624
0001752724-24-141898.hdr.sgml : 20240624
20240624152530
ACCESSION NUMBER: 0001752724-24-141898
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240624
DATE AS OF CHANGE: 20240624
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BrandywineGLOBAL-Global Income Opportunities Fund Inc
CENTRAL INDEX KEY: 0001504545
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22491
FILM NUMBER: 241063878
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: (888) 777-0102
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: Legg Mason BW Global Income Opportunities Fund Inc.
DATE OF NAME CHANGE: 20101028
NPORT-P
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BrandywineGLOBAL-Global Income Opportunities Fund Inc
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New York
10018
1-888-777-0102
BrandywineGLOBAL-Global Income Opportunities Fund Inc
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2024-04-30
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Colombia Telecomunicaciones SA ESP
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Long
DBT
CORP
CO
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2030-07-17
Fixed
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HUGHES SATELLITE SYSTEMS
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Hughes Satellite Systems Corp
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2026-08-01
Fixed
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GAP INC/THE
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Gap Inc/The
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USD
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CORP
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2031-10-01
Fixed
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2029-01-15
Fixed
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BRASKEM IDESA SAPI
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Braskem Idesa SAPI
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DBT
CORP
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2029-11-15
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Grupo Axo SAPI de CV
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TITULOS DE TESORERIA
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Colombian TES
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PA
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DBT
NUSS
CO
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2050-10-26
Fixed
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CITIGROUP GLOBAL MARKETS INC.
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USD
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CITIGROUP GLOBAL MARKETS INC.
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USD
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N
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ALLY FINANCIAL INC
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Ally Financial Inc
02005NBM1
3150000.00000000
PA
USD
2683944.90000000
1.773153088823
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
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N
N
N
N
N
BANK OF AMERICA CORP
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Bank of America Corp
59023VAA8
6345000.00000000
PA
USD
7413971.59000000
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Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75000000
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N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
1840000.00000000
PA
USD
1403144.62000000
0.926990049989
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
100000.00000000
PA
USD
99479.25000000
0.065721147781
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-326409.43000000
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N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-10937369.85000000
USD
8490000.00000000
GBP
2024-06-10
-326409.43000000
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
1450000.00000000
PA
USD
1378529.50000000
0.910728026107
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
GPS HOSPITALITY HOLDING
N/A
GPS Hospitality Holding Co LLC / GPS Finco Inc
36262BAA0
1225000.00000000
PA
USD
931967.51000000
0.615706033696
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
76356.80000000
0.050445259056
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-22127456.00000000
USD
20800000.00000000
EUR
2024-05-07
76356.80000000
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
725000.00000000
PA
USD
402324.59000000
0.265796473492
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-180336.92000000
-0.11913991480
N/A
DFE
CORP
US
N
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HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
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USD
7640000000.00000000
CLP
2024-05-17
-180336.92000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
2600000.00000000
PA
USD
2533977.68000000
1.674076971662
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAS3
8405335.35000000
PA
USD
8251469.38000000
5.451348281582
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
628000.00000000
PA
USD
607541.02000000
0.401373081913
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
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N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YKS2
1584273.71000000
PA
USD
1555024.85000000
1.027330000692
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
5.50000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1000000.00000000
PA
USD
940773.00000000
0.621523396710
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
1115000.00000000
PA
USD
963155.63000000
0.636310522005
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
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N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
1800000.00000000
PA
USD
1841634.36000000
1.216679095728
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
7.73002000
N
N
N
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
Turning Point Brands Inc
90041LAF2
1480000.00000000
PA
USD
1449039.73000000
0.957310738039
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YMK7
1955867.48000000
PA
USD
1919758.25000000
1.268291786013
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2
35564LAH0
782403.47000000
PA
USD
787192.09000000
0.520059888666
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Floating
7.89450000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
1620000.00000000
PA
USD
1456993.66000000
0.962565516387
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AB6
2500000.00000000
PA
USD
2392697.50000000
1.580739963307
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
1000000.00000000
PA
USD
991467.60000000
0.655014876575
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2200000.00000000
PA
USD
2132598.16000000
1.408904860387
Long
DBT
CORP
N/A
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAH8
2000000.00000000
PA
USD
2034342.00000000
1.343991749243
Long
DBT
CORP
NL
N
2
2031-01-12
Fixed
8.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
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PA
6915903.86000000
4.569004487150
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
NAVIOS SA LOGIST/FIN US
N/A
Navios South American Logistics Inc / Navios Logistics Finance US Inc
63938NAF1
1140000.00000000
PA
USD
1148703.90000000
0.758893324683
Long
DBT
CORP
N/A
N
2
2025-07-01
Fixed
10.75000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAD8
3700000.00000000
PA
USD
3066402.75000000
2.025824564333
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
4000000.00000000
PA
USD
3571259.96000000
2.359359400062
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
166.00000000
NC
USD
-493239.12000000
-0.32585932339
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
18327864.12000000
USD
-493239.12000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2276.02000000
0.001503656760
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-659568.40000000
USD
620000.00000000
EUR
2024-05-07
2276.02000000
N
N
N
GREENFIRE RESOURCES LTD
254900MTS0G2VGMJW059
Greenfire Resources Ltd
39525UAA5
2000000.00000000
PA
USD
2121790.44000000
1.401764720476
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
12.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
1370000.00000000
PA
USD
1226150.00000000
0.810058231769
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
1180744.78000000
PA
1208855.54000000
0.798632615256
Long
ABS-MBS
CORP
GB
N
2
2044-06-12
Floating
4.82000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3C6
3500000.00000000
PA
USD
3498246.92000000
2.311123202143
Long
DBT
CORP
US
N
2
2024-06-14
Floating
5.65434300
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
5290000.00000000
PA
USD
4628114.14000000
3.057572039861
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
1310000.00000000
PA
USD
1270408.66000000
0.839297796145
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
1420000.00000000
PA
USD
1230391.80000000
0.812860584668
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAG0
3000000.00000000
PA
USD
2224800.00000000
1.469818173992
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.12500000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-403141.62000000
-0.26633624585
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-22372106.40000000
USD
20580000.00000000
EUR
2024-05-07
-403141.62000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-180144.70000000
-0.11901292431
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
LUMEN TECHNOLOGIES INC
LUMEN TECHNOLOGIES INC
Y
Default Event
2025-06-20
0.00000000
USD
-38763.67000000
USD
1625000.00000000
USD
-141381.03000000
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAM8
1425000.00000000
PA
USD
1424646.46000000
0.941195279765
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
1000000.00000000
PA
USD
999925.00000000
0.660602273296
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
70715000.00000000
PA
12600441.73000000
8.324504789233
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
4000000.00000000
PA
USD
4227263.72000000
2.792749479465
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
206300000.00000000
PA
7748889.42000000
5.119317915216
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
580000.00000000
PA
USD
521231.44000000
0.344352500614
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
7000000.00000000
PA
USD
7391515.11000000
4.883217926113
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAC4
236463.27000000
PA
USD
236983.56000000
0.156563620741
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
7.38002000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBY7
2740000.00000000
PA
USD
2618042.44000000
1.729614508537
Long
DBT
CORP
FR
N
2
2055-01-19
Fixed
7.13200000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
-38727.63000000
-0.02558547932
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-43560000000.00000000
COP
10906496.08000000
USD
2024-07-30
-38727.63000000
N
N
N
Freddie Mac - STACR
5493000IRHY5YZIPQD14
Freddie Mac STACR REMIC Trust 2023-HQA1
35564KX79
1295339.87000000
PA
USD
1310376.69000000
0.865702747994
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Floating
7.33002000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAC4
1500000.00000000
PA
USD
999672.60000000
0.660435524776
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.00000000
N
N
N
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
Teine Energy Ltd
879068AB0
4000000.00000000
PA
USD
3889768.00000000
2.569782317068
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
2000000.00000000
PA
USD
2010314.00000000
1.328117607259
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAL4
1300000.00000000
PA
USD
1190951.19000000
0.786804073804
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YHS6
986363.30000000
PA
USD
968153.06000000
0.639612083240
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
5.50000000
N
N
N
N
N
N
IEA ENERGY SERVICES LLC
N/A
IEA Energy Services LLC
45174AAA0
1880000.00000000
PA
USD
1793893.14000000
1.185138771742
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.62500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
43770000000.00000000
PA
9422295.60000000
6.224856757285
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
1410000.00000000
PA
USD
1308067.34000000
0.864177071708
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
565000.00000000
PA
USD
508805.16000000
0.336143056090
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
4120000.00000000
PA
USD
2526483.79000000
1.669126119578
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
2200000.00000000
PA
USD
1862074.50000000
1.230182911465
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
00216DAA9
300000.00000000
PA
USD
279232.85000000
0.184475691165
Long
DBT
CORP
N/A
N
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
Western Asset Premier Institutional US Treasury Reserves
549300FS1J68EF5THY28
Western Asset Premier Institutional US Treasury Reserves
52470G478
9044387.51000000
NS
USD
9044387.51000000
5.975191089009
Long
STIV
RF
US
N
1
N
N
N
WORLD ACCEPTANCE CORP
N/A
World Acceptance Corp
981419AC8
3800000.00000000
PA
USD
3535807.13000000
2.335937423321
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
94100000.00000000
PA
4437172.80000000
2.931426295660
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
2315000.00000000
PA
USD
2286121.79000000
1.510330526295
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AM3
1920000.00000000
PA
USD
1915928.45000000
1.265761621664
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
Western Alliance Bank
SI7YQSVPFZBSQ878IC17
Western Alliance Bank
95758BAA7
491342.57000000
PA
USD
507667.77000000
0.335391637313
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Floating
7.58002000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
4855000.00000000
PA
USD
2669293.71000000
1.763473753452
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AF6
630000.00000000
PA
USD
512793.67000000
0.338778072489
Long
DBT
CORP
LU
N
2
2031-03-18
Fixed
4.37500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
1000000.00000000
PA
USD
1008897.05000000
0.666529674477
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
BLUE OWL TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Blue Owl Technology Finance Corp
691205AC2
3385000.00000000
PA
USD
3248336.82000000
2.146019639196
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
2920000.00000000
PA
USD
2811713.26000000
1.857563488674
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
1400000.00000000
PA
USD
1186523.80000000
0.783879110533
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAC1
645000.00000000
PA
USD
643412.40000000
0.425071574475
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-28043.73000000
-0.01852714132
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7654819.20000000
USD
11760000.00000000
AUD
2024-06-06
-28043.73000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YFL3
1571871.20000000
PA
USD
1542851.31000000
1.019287529308
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
5.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAW9
1000000.00000000
PA
USD
1022886.58000000
0.675771882963
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.25000000
N
N
N
N
N
N
GRUPO POSADAS SAB CV
529900NRFIXN5G8NUX35
Grupo Posadas SAB de CV
000000000
3000000.00000000
PA
USD
2771250.00000000
1.830831362224
Long
DBT
CORP
MX
N
2
2027-12-30
Variable
7.00000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
1583810.76000000
PA
USD
1585616.62000000
1.047540509286
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.38002000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
2500000.00000000
PA
USD
2224615.00000000
1.469695953405
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
AFFINITY INTERACTIVE
N/A
Affinity Interactive
00842XAA7
3000000.00000000
PA
USD
2687398.32000000
1.775434597039
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAJ1
2000000.00000000
PA
USD
1771351.40000000
1.170246530136
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
8.62500000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
2000000.00000000
PA
USD
1820396.40000000
1.202648198755
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
625000.00000000
PA
USD
615114.01000000
0.406376191556
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
495000.00000000
PA
USD
166088.64000000
0.109726762659
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2000000.00000000
PA
USD
2014774.00000000
1.331064114386
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
000000000
898461.54000000
PA
USD
906160.46000000
0.598656559089
Long
DBT
CORP
AR
N
2
2026-02-12
Variable
9.00000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics Inc
87157DAG4
285000.00000000
PA
USD
250576.50000000
0.165543821321
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
3070000.00000000
PA
USD
1888044.29000000
1.247339900550
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
55800000.00000000
PA
10523080.92000000
6.952092584775
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FBB4
3786956.77000000
PA
USD
115222.33000000
0.076121842270
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.49551800
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
287.00000000
NC
USD
-595479.08000000
-0.39340433927
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
30656487.61000000
USD
-595479.08000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
438989.49000000
0.290019206487
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-22410000.00000000
EUR
24361462.80000000
USD
2024-05-07
438989.49000000
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
850000.00000000
PA
USD
776607.35000000
0.513067060898
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
1323582.65000000
PA
USD
1324122.94000000
0.874784233105
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.33002000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAC5
2700000.00000000
PA
USD
2603796.89000000
1.720203159972
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
2486721.89000000
PA
USD
2358963.25000000
1.558453369574
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
170400000.00000000
PA
8151885.47000000
5.385557989981
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
890000.00000000
PA
USD
739753.05000000
0.488719200447
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAH0
2470000.00000000
PA
USD
2461189.31000000
1.625989202388
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-75549.18000000
-0.04991170343
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-20580000.00000000
EUR
21893415.60000000
USD
2024-05-07
-75549.18000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
1350000.00000000
PA
USD
521644.46000000
0.344625363030
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAF8
1420000.00000000
PA
USD
1495421.88000000
0.987953189954
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
9.83002000
N
N
N
N
N
N
ANYWHERE REAL EST/CO-ISS
N/A
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp
75606DAS0
437600.00000000
PA
USD
384427.29000000
0.253972589635
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YDK7
2786483.53000000
PA
USD
2735039.47000000
1.806908809597
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
5.50000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
06427DAT0
38230563.94000000
PA
USD
833032.52000000
0.550344452275
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.15564100
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
1000000.00000000
PA
USD
892234.63000000
0.589456434124
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X5H5
535344.86000000
PA
USD
525544.97000000
0.347202242069
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.50000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AA8
445000.00000000
PA
USD
439903.70000000
0.290623180989
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
1931596.53000000
PA
USD
1906816.66000000
1.259741900997
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAJ6
2500000.00000000
PA
USD
2408589.75000000
1.591239207228
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAG2
3464248.86000000
PA
USD
34.64000000
0.000022884979
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
0.01000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
92158.67000000
0.060884793265
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-40880000.00000000
BRL
7902876.59000000
USD
2024-07-19
92158.67000000
N
N
N
2024-06-24
BrandywineGLOBAL-Global Income Opportunities Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer