NPORT-P false 0000874835 XXXXXXXX S000017004 C000047257 C000047256 Legg Mason Partners Variable Income Trust 811-06310 0000874835 549300HMB5WZ1N3QY685 620 Eighth Avenue 47th Floor New York 10018 1-877-721-1926 Western Asset Variable Global High Yield Bond Portfolio S000017004 549300DNX2ZRYZEQYB09 2020-12-31 2020-12-31 N 155367234.40 1112150.17 154255084.23 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 571563.58000000 0.00000000 0.00000000 1883163.08000000 USD N CRYSTAL ALMOND SARL 549300CMCWS54UGKRP88 000000000 178000.00000000 PA 219660.86000000 0.142401050245 Long DBT CORP LU N 2 2024-10-15 Fixed 4.25000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -13965.69000000 -0.00905363351 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -360000.00000000 EUR 426037.08000000 USD 2021-01-19 -13965.69000000 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1300000.00000000 PA USD 1502055.69000000 0.973747930253 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N DISH DBS CORP N/A 25470XAY1 590000.00000000 PA USD 661552.25000000 0.428869008306 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 90000.00000000 PA USD 88793.10000000 0.057562511111 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 525000.00000000 PA 111656.05000000 0.072384032304 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 730481AJ7 1290000.00000000 PA USD 1367400.00000000 0.886453763793 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 1650000.00000000 PA USD 1743637.50000000 1.130359824898 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AP4 620000.00000000 PA USD 690345.20000000 0.447534811216 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 420000.00000000 PA USD 460425.00000000 0.298482868359 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 2340000.00000000 PA USD 2524860.00000000 1.636808285836 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411AW5 250000.00000000 PA USD 267031.25000000 0.173110177426 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 90014TAC5 260000.00000000 PA USD 260861.90000000 0.169110730646 Long DBT CORP TR N 2 2023-09-29 Fixed 5.12500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 510000.00000000 PA USD 537731.25000000 0.348598720544 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 450000.00000000 PA USD 492261.75000000 0.319121896342 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 170000.00000000 PA USD 179368.70000000 0.116280575707 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 370000.00000000 PA USD 377751.50000000 0.244887552255 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1357550.00000000 PA USD 1215007.25000000 0.787661071960 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DAZ8 540000.00000000 PA USD 564462.00000000 0.365927646934 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AS3 280000.00000000 PA USD 304441.20000000 0.197362181946 Long DBT CORP US N 2 2025-07-01 Fixed 6.87500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 867000.00000000 PA 193090.22000000 0.125175919460 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 47714FAL8 409500.00000000 PA USD 422370.18000000 0.273812809547 Long LON CORP US N 2 2024-06-17 Floating 6.25000000 N N N N N N VIRGIN MEDIA VEND FIN IV N/A 92770QAA5 1000000.00000000 PA USD 1041000.00000000 0.674856200167 Long DBT CORP IE N 2 2028-07-15 Fixed 5.00000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 420000.00000000 PA USD 444412.50000000 0.288102335309 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N MAGELLAN HEALTH SRVCS N/A 559079AK4 930000.00000000 PA USD 982214.85000000 0.636747148337 Long DBT CORP US N 2 2024-09-22 Variable 4.90000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 2050000.00000000 PA USD 2032687.75000000 1.317744410271 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N MASARIA INVESTMENTS SAU N/A 000000000 130000.00000000 PA 147498.97000000 0.095620167553 Long DBT CORP ES N 2 2024-09-15 Floating 5.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 200000.00000000 PA USD 154250.00000000 0.099996704011 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 620000.00000000 PA USD 632012.50000000 0.409719072246 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 346000.00000000 PA USD 354252.10000000 0.229653435261 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW30 400000.00000000 PA USD 423342.40000000 0.274443077265 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.57700000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAB7 430000.00000000 PA USD 456555.08000000 0.295974088814 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 34070000.00000000 PA 524058.25000000 0.339734831183 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 240000.00000000 PA USD 250954.08000000 0.162687720312 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 400000.00000000 PA USD 437600.00000000 0.283685949273 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -27.00000000 NC USD -25683.75000000 -0.01665018052 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE EURO CURRENCY 2PM 2021-03-15 -4107341.25000000 USD -25683.75000000 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AH4 200000.00000000 PA USD 217875.00000000 0.141243318550 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 620000.00000000 PA USD 710118.66000000 0.460353487565 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAT3 300000.00000000 PA USD 343499.62000000 0.222682851404 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 000000000 660000.00000000 PA 945503.26000000 0.612947874437 Long DBT CORP GB N 2 N/A Fixed 7.37500000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 345000.00000000 PA USD 389074.38000000 0.252227913227 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 510000.00000000 PA USD 573431.25000000 0.371742204065 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N H&E EQUIPMENT SERVICES N/A 404030AJ7 500000.00000000 PA USD 505975.00000000 0.328011878847 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 460000.00000000 PA USD 486137.20000000 0.315151492365 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N NATWEST MARKETS NV X3CZP3CK64YBHON1LE12 00077TAA2 160000.00000000 PA USD 181146.39000000 0.117433010979 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N ARCHES BUYER INC N/A 039524AA1 260000.00000000 PA USD 263789.50000000 0.171008625950 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 590000.00000000 PA USD 674524.88000000 0.437278864010 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26907YAB0 410000.00000000 PA USD 420762.50000000 0.272770587822 Long DBT CORP US N 2 2027-10-01 Fixed 4.62500000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAV6 470000.00000000 PA USD 524661.00000000 0.340125580053 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 410000.00000000 PA USD 421787.50000000 0.273435071592 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 270000.00000000 PA USD 311180.40000000 0.201731049289 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48126PAA0 340000.00000000 PA USD 372268.72000000 0.241333192911 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2465000000.00000000 PA 179935.99000000 0.116648336680 Long DBT NUSS ID N 2 2021-07-15 Fixed 8.25000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 260000.00000000 PA USD 284511.50000000 0.184442218822 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BR1 700000.00000000 PA USD 675150.00000000 0.437684114834 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 340000.00000000 PA USD 334900.00000000 0.217107916845 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 840000.00000000 PA USD 877275.00000000 0.568717073008 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAR2 750000.00000000 PA USD 900937.50000000 0.584056923956 Long DBT CORP BM N 2 2024-05-15 Fixed 12.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 390000.00000000 PA USD 433623.45000000 0.281108043967 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N CASCADES INC/USA INC N/A 14739LAA0 10000.00000000 PA USD 10593.75000000 0.006867682872 Long DBT CORP N/A N 2 2026-01-15 Fixed 5.12500000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 1200000.00000000 PA USD 1584426.00000000 1.027146695299 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 720000.00000000 PA USD 823202.02000000 0.533662811899 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAL4 1380000.00000000 PA USD 1431405.00000000 0.927946723536 Long DBT CORP N/A N 2 2025-02-15 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 400000.00000000 PA USD 436500.00000000 0.282972844738 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 1000000.00000000 PA USD 975156.25000000 0.632171221368 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N BERRY PETROLEUM CO LLC DQ2XTZKV7SILNNV77403 08580BAA4 90000.00000000 PA USD 76820.40000000 0.049800886877 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1090000.00000000 PA USD 1084904.25000000 0.703318309030 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAT9 480000.00000000 PA USD 495300.00000000 0.321091523480 Long DBT CORP US N 2 2029-03-01 Fixed 5.12500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 600000.00000000 PA USD 734256.00000000 0.476001166292 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAC9 250000.00000000 PA USD 281364.00000000 0.182401767438 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 380000.00000000 PA USD 380315.40000000 0.246549669269 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 540000.00000000 PA USD 592350.30000000 0.384006986192 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 360000.00000000 PA 409602.14000000 0.265535584803 Long DBT CORP NL N 2 2024-10-15 Fixed 1.12500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 11943AAD6 910000.00000000 PA USD 377650.00000000 0.244821752154 Long DBT NUSS AR N 2 2021-06-09 Fixed 9.95000000 N N N N N N PINNACLE BIDCO PLC 2138006Z5V8OBL2A2Q06 000000000 280000.00000000 PA 379741.07000000 0.246177344426 Long DBT CORP GB N 2 2025-02-15 Fixed 6.37500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 730000.00000000 PA USD 831652.50000000 0.539141062449 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCV8 200000.00000000 PA USD 225752.00000000 0.146349795293 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 42307TAH1 560000.00000000 PA USD 804111.25000000 0.521286707672 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N CARRIAGE SERVICES INC N/A 143905AN7 320000.00000000 PA USD 343139.20000000 0.222449199462 Long DBT CORP US N 2 2026-06-01 Fixed 6.62500000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAA5 40000.00000000 PA USD 43574.00000000 0.028248015433 Long DBT CORP US N 2 2026-05-15 Fixed 7.00000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AS1 300000.00000000 PA USD 284628.00000000 0.184517743075 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAJ8 220000.00000000 PA USD 231275.00000000 0.149930228332 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N NEW COTAI CLASS B SHARES N/A 000000000 2.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 770000.00000000 PA USD 792029.70000000 0.513454518503 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 280000.00000000 PA USD 324534.00000000 0.210387879025 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAB1 500000.00000000 PA USD 526975.00000000 0.341625692683 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 30000.00000000 PA USD 33634.35000000 0.021804370447 Long DBT CORP US N 2 2030-02-01 Variable 5.05000000 N N N N N N MATCH GROUP HLD II LLC N/A 57665RAG1 180000.00000000 PA USD 191952.00000000 0.124438037785 Long DBT CORP US N 2 2027-12-15 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 500000.00000000 PA USD 536350.00000000 0.347703288145 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 2309180.00320000 PA USD 847469.06000000 0.549394572133 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 740000.00000000 PA USD 761524.57000000 0.493678748938 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 700000.00000000 PA USD 690894.53000000 0.447890929137 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAW3 220000.00000000 PA USD 228387.50000000 0.148058328929 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N ULTRAPAR INTERNATIONL SA 222100CXHWBP3H3SK244 90401CAA7 480000.00000000 PA USD 535713.60000000 0.347290724759 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 450000.00000000 PA USD 491625.00000000 0.318709106059 Long DBT CORP CH N 2 N/A Fixed 7.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAS8 870000.00000000 PA USD 1078443.30000000 0.699129824720 Long DBT CORP NL N 2 2027-01-17 Fixed 7.37500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBJ0 490000.00000000 PA USD 520426.55000000 0.337380484149 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 370000.00000000 PA USD 402763.50000000 0.261102252810 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Party City Holdings N/A 000000000 12845.89800000 NS USD 79002.27000000 0.051215342686 Long EC CORP US N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3066.76000000 0.001988109510 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -21781.46000000 USD 495545.55000000 MXN 2021-01-19 3066.76000000 N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 780000.00000000 PA USD 822412.50000000 0.533150984361 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 270000.00000000 PA USD 293557.50000000 0.190306531201 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AF1 620000.00000000 PA USD 652171.80000000 0.422787879735 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 900000.00000000 PA USD 897046.88000000 0.581534725080 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 390000.00000000 PA USD 424719.75000000 0.275335981384 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAC5 740000.00000000 PA USD 739537.50000000 0.479425040472 Long DBT CORP NL N 2 2021-07-21 Fixed 2.20000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBA3 770000.00000000 PA USD 830701.68000000 0.538524667855 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5888.95000000 -0.00381766995 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -140000.00000000 EUR 165223.24000000 USD 2021-01-19 -5888.95000000 N N N SENSATA TECH INC N/A 81728UAA2 810000.00000000 PA USD 873281.25000000 0.566128017341 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 150000.00000000 PA USD 169117.50000000 0.109634960069 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAE6 1140000.00000000 PA USD 1166248.50000000 0.756051903132 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AB5 600000.00000000 PA USD 650979.00000000 0.422014615109 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 90015JAA0 550000.00000000 PA USD 554953.30000000 0.359763376857 Long DBT CORP TR N 2 2022-05-03 Fixed 5.12500000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 948626AA4 190000.00000000 PA USD 198146.25000000 0.128453626659 Long DBT CORP US N 2 2025-12-01 Fixed 8.62500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 470000.00000000 PA USD 576828.65000000 0.373944659833 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 270000.00000000 PA USD 310844.25000000 0.201513131026 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 200000.00000000 PA USD 210537.00000000 0.136486263030 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 200000.00000000 PA USD 220536.00000000 0.142968383247 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N 99 ESCROW ISSUER INC N/A 65442QAA9 90000.00000000 PA USD 89662.50000000 0.058126123004 Long DBT CORP US N 2 2026-01-15 Fixed 7.50000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 570000.00000000 PA USD 613818.75000000 0.397924485318 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AH4 700000.00000000 PA USD 813750.00000000 0.527535286154 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AD5 290000.00000000 PA USD 389003.10000000 0.252181704053 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 750000.00000000 PA USD 907132.50000000 0.588072999038 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556MAF9 720000.00000000 PA USD 754207.20000000 0.488935067368 Long DBT CORP BR N 2 2022-03-19 Fixed 5.65000000 N N N N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056AY7 400000.00000000 PA USD 417006.00000000 0.270335335837 Long DBT CORP US N 2 2025-01-15 Fixed 7.37500000 N N N N N N MELCO RESORTS FINANCE N/A 58547DAD1 380000.00000000 PA USD 395940.50000000 0.256679059867 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AM3 140000.00000000 PA USD 155225.00000000 0.100628773939 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 10000.00000000 PA USD 11260.15000000 0.007299694565 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AB7 570000.00000000 PA USD 654727.65000000 0.424444778120 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AM2 600000.00000000 PA USD 574500.00000000 0.372435049948 Long DBT CORP AR N 2 2021-03-23 Fixed 8.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAD8 200000.00000000 PA USD 207960.00000000 0.134815653589 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 650000.00000000 PA USD 635578.13000000 0.412030587628 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AL6 880000.00000000 PA USD 957000.00000000 0.620400944822 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 000000000 190000.00000000 PA 238842.47000000 0.154836043941 Long DBT CORP US N 2 2028-10-31 Fixed 3.87500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 960000.00000000 PA USD 1088358.84000000 0.705557839751 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZM3 70000.00000000 PA USD 70462.74000000 0.045679363083 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAB1 140000.00000000 PA USD 145729.50000000 0.094473061116 Long DBT CORP US N 2 2028-08-15 Fixed 4.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 24736CBM5 1758662.50000000 PA USD 1790263.91000000 1.160586647070 Long LON CORP US N 2 2023-04-29 Floating 5.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 380000.00000000 PA USD 423893.09000000 0.274800076844 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCJ0 2670000.00000000 PA USD 2854149.90000000 1.850279304729 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAM8 190000.00000000 PA USD 226249.77000000 0.146672488060 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 340000.00000000 PA USD 431800.00000000 0.279925943546 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 890000.00000000 PA USD 644137.50000000 0.417579429044 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 430000.00000000 PA USD 443190.25000000 0.287309978930 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 1110000.00000000 PA USD 1021211.10000000 0.662027514423 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 380000.00000000 PA USD 403751.90000000 0.261743009648 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CASCADES INC/USA INC N/A 14739LAB8 110000.00000000 PA USD 117115.63000000 0.075923351625 Long DBT CORP N/A N 2 2028-01-15 Fixed 5.37500000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 470000.00000000 PA USD 490594.93000000 0.318041335524 Long LON CORP US N 2 2027-06-20 Floating 6.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAD3 2870000.00000000 PA USD 2846867.80000000 1.845558487884 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 210000.00000000 PA USD 229472.87000000 0.148761949173 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 60273000.00000000 PA 880780.31000000 0.570989484331 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABA6 561000.00000000 PA USD 548026.88000000 0.355273139122 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N AUTOMATION TOOLING SYSTE 5493005KP4RP3IU7HQ41 001940AC9 710000.00000000 PA USD 724200.00000000 0.469482094295 Long DBT CORP CA N 2 2028-12-15 Fixed 4.12500000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 674215207 11403.00000000 NS USD 422595.18000000 0.273958671838 Long EC CORP US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 940000.00000000 PA USD 990525.00000000 0.642134426196 Long DBT CORP FR N 2 2026-05-01 Fixed 7.37500000 N N N N N N LHC THREE PLC 213800Q3UJN3YFW7VT63 000000000 220000.00000000 PA 274138.26000000 0.177717487477 Long DBT CORP JE N 2 2024-08-15 Fixed 4.12500000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAG7 500000.00000000 PA USD 533125.00000000 0.345612595306 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N PETSMART INC N/A 716768AC0 500000.00000000 PA USD 514687.50000000 0.333659990897 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AC1 450000.00000000 PA USD 483468.75000000 0.313421598006 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N KCAD HOLDINGS I LIMITED N/A 000000000 75024286.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 550000.00000000 PA USD 619907.75000000 0.401871843054 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 70215EAN3 868.74800000 PA USD 806.85000000 0.000523062175 Long LON CORP US N 2 2022-08-19 Floating 3.25000000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAC4 750000.00000000 PA USD 829987.50000000 0.538061681495 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CK4 700000.00000000 PA USD 709541.70000000 0.459979457754 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 000000000 100000.00000000 PA 126440.77000000 0.081968624004 Long DBT CORP NL N 2 2025-12-01 Fixed 5.50000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAA9 160000.00000000 PA USD 142600.00000000 0.092444278716 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CA8 400000.00000000 PA USD 488504.00000000 0.316685834012 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 310000.00000000 PA USD 339227.95000000 0.219913626635 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 650000.00000000 PA USD 698218.07000000 0.452638610575 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABF4 330000.00000000 PA USD 344643.75000000 0.223424564396 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AR3 250000.00000000 PA USD 278551.00000000 0.180578164661 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N CIKARANG LISTRINDO PT N/A 536576AD3 350000.00000000 PA USD 365750.00000000 0.237107257647 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 160000.00000000 PA USD 175400.00000000 0.113707759375 Long DBT CORP US N 2 2025-07-01 Fixed 6.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZP6 270000.00000000 PA USD 277376.99000000 0.179817081157 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 750000.00000000 PA USD 790312.50000000 0.512341297497 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N LEGACY LIFEPOINT HEALTH N/A 53219LAT6 200000.00000000 PA USD 215262.00000000 0.139549371143 Long DBT CORP US N 2 2025-04-15 Fixed 6.75000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 000000000 330000.00000000 PA 426365.62000000 0.276402960802 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 16412EAA5 560000.00000000 PA USD 585900.00000000 0.379825406030 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABE7 330000.00000000 PA USD 357431.25000000 0.231714404607 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 220000.00000000 PA USD 224994.00000000 0.145858401441 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 9471.00000000 NS USD 285834.78000000 0.185300070611 Long EC CORP US N 1 N N N 1011778 BC / NEW RED FIN N/A 68245XAK5 650000.00000000 PA USD 696520.50000000 0.451538115243 Long DBT CORP CA N 2 2025-04-15 Fixed 5.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAP4 460000.00000000 PA USD 460287.50000000 0.298393730292 Long DBT CORP CA N 2 2029-02-15 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAE9 730000.00000000 PA USD 736843.75000000 0.477678744709 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 910047AJ8 1770000.00000000 PA USD 1781062.50000000 1.154621585985 Long DBT CORP US N 2 2022-10-01 Fixed 4.25000000 N N N N N N BONCER 549300KPBYGYF7HCHO27 000000000 3041220.97770427 PA 21390.12000000 0.013866719600 Long DBT NUSS AR N 2 2021-08-05 Fixed 1.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 161000.00000000 PA USD 162918.15000000 0.105616064983 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBD7 70000.00000000 PA USD 78117.89000000 0.050642019606 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAU9 250000.00000000 PA USD 258462.50000000 0.167555255173 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 600000.00000000 PA USD 651750.00000000 0.422514436560 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BM3 600000.00000000 PA USD 661125.00000000 0.428592032022 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 490000.00000000 PA USD 509663.70000000 0.330403177661 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 870000.00000000 PA USD 823424.55000000 0.533807072946 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WF6 280000.00000000 PA USD 289464.00000000 0.187652809918 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1320000.00000000 PA USD 1261565.78000000 0.817843889099 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 PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 744080AK8 890000.00000000 PA USD 372687.50000000 0.241604678290 Long DBT NUSS AR N 2 2024-03-16 Fixed 9.12500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 440000.00000000 PA USD 465275.80000000 0.301627529700 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 570000.00000000 PA USD 644627.25000000 0.417896922631 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 1460000.00000000 PA USD 1452429.90000000 0.941576679465 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 11454.57000000 0.007425732550 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -355214.40000000 USD 300000.00000000 EUR 2021-01-19 11454.57000000 N N N PINNACLE BIDCO PLC 2138006Z5V8OBL2A2Q06 000000000 150000.00000000 PA 203432.72000000 0.131880722775 Long DBT CORP GB N 2 2025-02-15 Fixed 6.37500000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 600000.00000000 PA USD 641250.00000000 0.415707529642 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N MASARIA INVESTMENTS SAU N/A 000000000 360000.00000000 PA 410107.90000000 0.265863457303 Long DBT CORP US N 2 2024-09-15 Floating 4.88966700 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 400000.00000000 PA USD 417000.00000000 0.270331446176 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 1730000.00000000 PA USD 1946250.00000000 1.261708818036 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 300000.00000000 PA USD 319875.00000000 0.207367557184 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AC4 770000.00000000 PA USD 904757.70000000 0.586533471176 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 150000.00000000 PA USD 153851.25000000 0.099738203617 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAA1 740000.00000000 PA USD 763876.10000000 0.495203191397 Long DBT CORP US N 2 2022-03-01 Fixed 5.37500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 170000.00000000 PA USD 177092.40000000 0.114804903114 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 09739DAD2 780000.00000000 PA USD 845812.50000000 0.548320662636 Long DBT CORP US N 2 2030-07-01 Fixed 4.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 370000.00000000 PA USD 444158.82000000 0.287937880438 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 900000.00000000 PA USD 954140.63000000 0.618547281448 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 54493.36000000 0.035326783730 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1839963.00000000 USD 1550000.00000000 EUR 2021-01-19 54493.36000000 N N N PBF HOLDING CO LLC N/A 69318FAK4 170000.00000000 PA USD 167845.25000000 0.108810189847 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N SKYMILES IP LTD N/A 24736CBS2 380000.00000000 PA USD 394772.50000000 0.255921872507 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AH0 800000.00000000 PA USD 818076.80000000 0.530340250425 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N HERCULES OFFSHORE INC ESCR N/A 000000000 17554.00000000 NS USD 11508.65000000 0.007460791362 Long EC CORP US N 3 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 200000.00000000 PA USD 209750.00000000 0.135976069150 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 55953GCG8 600000.00000000 PA USD 590362.80000000 0.382718535954 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.91688000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAJ7 210000.00000000 PA USD 228506.25000000 0.148135311805 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -167935.32000000 -0.10886858014 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2268553.53000000 GBP 2934810.69000000 USD 2021-01-19 -167935.32000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15137TAA8 550000.00000000 PA USD 580778.00000000 0.376504932008 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AT9 450000.00000000 PA USD 502875.00000000 0.326002220614 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 350000.00000000 PA USD 358225.00000000 0.232228974356 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 190000.00000000 PA USD 228101.65000000 0.147873018992 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AA6 230000.00000000 PA USD 202026.25000000 0.130968940834 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 1400000.00000000 PA USD 1398250.00000000 0.906453104595 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AE8 655000.00000000 PA USD 661550.00000000 0.428867549683 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AT1 550000.00000000 PA USD 602918.25000000 0.390857943522 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 700000.00000000 PA USD 766223.40000000 0.496724891646 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 000000000 853000.00000000 PA 661571.82000000 0.428881695084 Long DBT CORP GB N 2 2035-07-16 Floating 2.59575000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 790000.00000000 PA USD 839394.75000000 0.544160183886 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 200000.00000000 PA USD 239375.00000000 0.155181270811 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 350000.00000000 PA USD 372785.00000000 0.241667885282 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 1190000.00000000 PA USD 1257083.35000000 0.814938033501 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 520000.00000000 PA USD 550420.00000000 0.356824543416 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAK0 640000.00000000 PA USD 657200.00000000 0.426047545389 Long DBT CORP CA N 2 2025-08-01 Fixed 3.75000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 500000.00000000 PA USD 562964.32000000 0.364956735662 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 670000.00000000 PA USD 682944.40000000 0.442737043909 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AC2 213000.00000000 PA USD 215662.50000000 0.139809006021 Long DBT CORP CA N 2 2024-03-31 Fixed 7.00000000 N N N N N N WA Premier Institutional Government Reserves - Premium Shares 549300WB3XRN9YTWFB76 52470G494 672007.65000000 NS USD 672007.65000000 0.435647002077 Long STIV RF US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 130000.00000000 PA USD 153630.75000000 0.099595258572 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 000000000 470000.00000000 PA 591890.71000000 0.383709044635 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 960000.00000000 PA USD 1062048.00000000 0.688501131292 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1043917.00000000 PA USD 424874.22000000 0.275436120709 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 2490000.00000000 PA USD 2398206.15000000 1.554701527000 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SRM ESCROW ISSUER LLC N/A 85236FAA1 370000.00000000 PA USD 387401.10000000 0.251143164540 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CJ7 2120000.00000000 PA USD 2106947.16000000 1.365885066620 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 240000.00000000 PA USD 261927.60000000 0.169801599284 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 1150000.00000000 PA USD 1225468.75000000 0.794443020220 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N BLUE RACER MID LLC/FINAN N/A 095796AH1 520000.00000000 PA USD 555100.00000000 0.359858479071 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 246000.00000000 PA 55954.65000000 0.036274104208 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AT9 200000.00000000 PA USD 226375.00000000 0.146753671770 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 70000.00000000 PA USD 76125.00000000 0.049350075156 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 30000.00000000 PA USD 29620.13000000 0.019202044553 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 13269000000.00000000 PA 984172.59000000 0.638016305856 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 260000.00000000 PA USD 280806.50000000 0.182040353095 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 800000.00000000 PA USD 841000.00000000 0.545200830298 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -10549.99000000 -0.00683931427 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -258171.37000000 EUR 304994.78000000 USD 2021-01-19 -10549.99000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1680000.00000000 PA USD 1960980.00000000 1.271257936027 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 193002.00314500 PA USD 84102.55000000 0.054521736135 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221602AC9 350000.00000000 PA USD 323753.50000000 0.209881898944 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 910047AH2 180000.00000000 PA USD 178987.50000000 0.116033452572 Long DBT CORP US N 2 2024-02-01 Fixed 5.00000000 N N N N N N DISH DBS CORP N/A 25470XAW5 280000.00000000 PA USD 294000.00000000 0.190593393707 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 602736AA8 770000.00000000 PA USD 831646.20000000 0.539136978305 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N VERTICAL MIDCO GMBH 254900K869UN2ZWVB351 000000000 420000.00000000 PA 542218.72000000 0.351507843457 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDG2 220000.00000000 PA USD 230862.50000000 0.149662814131 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 88165FAG7 910000.00000000 PA USD 909431.25000000 0.589563225445 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AA4 300000.00000000 PA USD 319692.00000000 0.207248922520 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 520000.00000000 PA USD 609700.00000000 0.395254395045 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 200000.00000000 PA USD 225899.80000000 0.146445610611 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N 2021-02-18 Legg Mason Partners Variable Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer