Form NPORT-P WESTERN ASSET PREMIER For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0001163792
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      Western Asset Premier Bond Fund
      811-10603
      0001163792
      5493007UP8PFRNTX0546
      620 Eighth Avenue
      47thFloor
      New York
      
      10018
      1-888-777-0102
      Western Asset Premier Bond Fund
      5493007UP8PFRNTX0546
      2022-12-31
      2022-06-30
      N
    
    
      193798207.11
      58835000.81
      134963206.30
      0.00000000
      0.00000000
      57500000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          GBP
          
          
        
        
          MXN
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AS0
        
          
          
        
        210000.00000000
        PA
        USD
        197794.80000000
        0.146554609528
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        
        37960JAA6
        
          
          
        
        1696626.00000000
        PA
        USD
        1289868.40000000
        0.955718551271
        Long
        DBT
        CORP
        KY
        N
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        
        000000000
        
          
        
        -1417500.00000000
        PA
        USD
        -1417500.00000000
        -1.05028625123
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              1400000.00000000
              USD
              1397046.87000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        
        64110LAX4
        
          
          
        
        310000.00000000
        PA
        USD
        313647.15000000
        0.232394560412
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AC1
        
          
          
        
        370000.00000000
        PA
        USD
        307100.00000000
        0.227543497534
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2027-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AC1
        
          
          
        
        2200000.00000000
        PA
        USD
        1909149.00000000
        1.414569979729
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-01
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY LIFEPOINT HEALTH
        N/A
        
        53219LAT6
        
          
          
        
        330000.00000000
        PA
        USD
        319461.45000000
        0.236702623446
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JM4
        
          
          
        
        900000.00000000
        PA
        USD
        836641.29000000
        0.619903240991
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967GT2
        
          
          
        
        500000.00000000
        PA
        USD
        499984.71000000
        0.370460011811
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT US LLC
        213800SOTRCDGZUHL712
        
        00688JAB3
        
          
          
        
        360000.00000000
        PA
        USD
        375854.40000000
        0.278486567045
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        
        035198AF7
        
          
          
        
        400000.00000000
        PA
        USD
        321201.60000000
        0.237991974854
        Long
        DBT
        NUSS
        AO
        N
        2
        
          2032-04-14
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBG9
        
          
          
        
        550000.00000000
        PA
        USD
        541750.00000000
        0.401405697783
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        -901623.56000000
        PA
        USD
        -901623.56000000
        -0.66805137838
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.90000000
          2029-02-01
          
            
              1000000.00000000
              USD
              971000.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBL5
        
          
          
        
        250000.00000000
        PA
        USD
        256506.25000000
        0.190056428734
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Asset Trust
        N/A
        
        07325QAB1
        
          
        
        357475.43000000
        PA
        USD
        340685.02000000
        0.252428072316
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Floating
          2.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BW9
        
          
          
        
        60000.00000000
        PA
        USD
        60529.39000000
        0.044848808545
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BS8
        
          
          
        
        296444.61000000
        PA
        USD
        323405.57000000
        0.239624990296
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-01-10
          Fixed
          7.50700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merit Securities Corporation
        N/A
        
        589962DH9
        
          
        
        455148.94000000
        PA
        USD
        407084.03000000
        0.301625932845
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-09-28
          Floating
          3.88271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        
        05533UAF5
        
          
          
        
        660000.00000000
        PA
        USD
        559990.20000000
        0.414920640485
        Long
        DBT
        CORP
        MX
        N
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Home Mortgage Investm
        N/A
        
        026933AA9
        
          
        
        439176.47000000
        PA
        USD
        144242.81000000
        0.106875654450
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-07-25
          Floating
          2.52357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Origen Manufactured Housing
        549300IF0XI4ZS5JC782
        
        68620BAB8
        
          
        
        405284.35450000
        PA
        USD
        409239.90000000
        0.303223308944
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2037-10-15
          Variable
          2.70540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CD5
        
          
          
        
        750000.00000000
        PA
        USD
        649649.59000000
        0.481353109347
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BQ5
        
          
          
        
        260000.00000000
        PA
        USD
        228787.00000000
        0.169518053306
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Floating
          5.15886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BK2
        
          
          
        
        690000.00000000
        PA
        USD
        466158.66000000
        0.345396847614
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        
        000000000
        
          
        
        -1962500.00000000
        PA
        USD
        -1962500.00000000
        -1.45410001273
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              2000000.00000000
              USD
              1948593.76000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAR6
        
          
          
        
        1340000.00000000
        PA
        USD
        887495.40000000
        0.657583221628
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2031-08-08
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHOLD LEASE SERIES 2001-
        N/A
        
        00868PAA3
        
          
          
        
        151652.16000000
        PA
        USD
        161236.35000000
        0.119466893548
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-01-02
          Variable
          8.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        
        44988MAC9
        
          
          
        
        430000.00000000
        PA
        USD
        421572.00000000
        0.312360688188
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HX1
        
          
          
        
        43393.99842000
        PA
        USD
        9976.05000000
        0.007391681239
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCP6
        
          
          
        
        2150000.00000000
        PA
        USD
        1668346.25000000
        1.236148944395
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAJ0
        
          
          
        
        750000.00000000
        PA
        USD
        653600.22000000
        0.484280299733
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAQ4
        
          
          
        
        1046000.00000000
        PA
        USD
        864341.18000000
        0.640427271769
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2029-05-09
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BF0
        
          
          
        
        80000.00000000
        PA
        USD
        78584.00000000
        0.058226239694
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZP6
        
          
          
        
        1100000.00000000
        PA
        USD
        1090798.50000000
        0.808219165729
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-04-19
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DC6
        
          
          
        
        2550000.00000000
        PA
        USD
        2203642.99000000
        1.632773146409
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
          
        
        1300000.00000000
        PA
        USD
        1002300.00000000
        0.742646849817
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORP
        529900U350CWHH15G169
        
        25470MAB5
        
          
          
        
        1370000.00000000
        PA
        USD
        928860.00000000
        0.688232019277
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          3.37500000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corp
              
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780BT2
        
          
          
        
        300000.00000000
        PA
        USD
        299239.23000000
        0.221719117531
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2025-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        
        852060AT9
        
          
          
        
        30000.00000000
        PA
        USD
        36202.20000000
        0.026823755149
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAE0
        
          
          
        
        500000.00000000
        PA
        USD
        479861.25000000
        0.355549681394
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2028-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAN0
        
          
          
        
        280000.00000000
        PA
        USD
        269432.80000000
        0.199634261356
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        
        073888AE9
        
          
        
        189668.77000000
        PA
        USD
        159385.02000000
        0.118095164133
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300KIT83OL5QXFU28
        
        31394BZ72
        
          
        
        57590.31000000
        PA
        USD
        61485.70000000
        0.045557379441
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2044-08-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AK4
        
          
          
        
        1770000.00000000
        PA
        USD
        1538128.46000000
        1.139665025874
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DJ6
        
          
          
        
        1000000.00000000
        PA
        USD
        936366.50000000
        0.693793905517
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE CORDOBA
        5299006CLM2Z97AATT29
        
        74408DAC8
        
          
          
        
        200000.00000000
        PA
        USD
        153250.00000000
        0.113549465962
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2025-12-10
          Variable
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNNOVA ENERGY CORP
        549300TH3GCD8YQUDR46
        
        86745GAF0
        
          
          
        
        570000.00000000
        PA
        USD
        496736.33000000
        0.368053148423
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        
        05973KAB3
        
          
          
        
        360000.00000000
        PA
        USD
        294660.00000000
        0.218326170574
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG ACQUISITION CORP-A
        N/A
        
        26846A118
        
          
          
        
        10040.00000000
        NS
        USD
        1454.80000000
        0.001077923413
        Long
        EC
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABA6
        
          
          
        
        280000.00000000
        PA
        USD
        278364.80000000
        0.206252361388
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CD6
        
          
          
        
        2420000.00000000
        PA
        USD
        2317008.60000000
        1.716770565490
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2028-01-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CP1
        
          
          
        
        242000.00000000
        PA
        USD
        233792.65000000
        0.173226953041
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZZ4
        
          
          
        
        260000.00000000
        PA
        USD
        260284.70000000
        0.192856043610
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AC1
        
          
          
        
        700000.00000000
        PA
        USD
        787300.50000000
        0.583344543734
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAK6
        
          
          
        
        140000.00000000
        PA
        USD
        141984.33000000
        0.105202250222
        Long
        DBT
        CORP
        US
        N
        2
        
          2036-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON RESOURCES LLC
        0FJ5X7MVCTSE8OEPQE56
        
        12201PAN6
        
          
          
        
        450000.00000000
        PA
        USD
        541866.17000000
        0.401491773095
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-12-01
          Fixed
          7.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397WF6
        
          
          
        
        200000.00000000
        PA
        USD
        199947.00000000
        0.148149266367
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-09-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        549300TPZNMN50BJ3745
        
        16117LBX6
        
          
          
        
        487468.68600000
        PA
        USD
        465968.88000000
        0.345256231512
        Long
        LON
        CORP
        US
        N
        2
        
          2027-02-01
          Floating
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        
        85207UAF2
        
          
          
        
        760000.00000000
        PA
        USD
        785840.00000000
        0.582262396947
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746RG8
        
          
          
        
        2500000.00000000
        PA
        USD
        2266750.00000000
        1.679531823630
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAGA PLC
        2138004WWUJN94K2LH95
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        319300.22000000
        0.236583161258
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENNAR CORP
        529900G61XVRLX5TJX09
        
        526057CD4
        
          
          
        
        250000.00000000
        PA
        USD
        242950.43000000
        0.180012343112
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        
        780153BK7
        
          
          
        
        1150000.00000000
        PA
        USD
        838706.50000000
        0.621433443227
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2027-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE SERVICES INC
        N/A
        
        143905AP2
        
          
          
        
        800000.00000000
        PA
        USD
        651811.49000000
        0.482954953330
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        28368EAE6
        
          
          
        
        190000.00000000
        PA
        USD
        221898.54000000
        0.164414099281
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAH7
        
          
          
        
        1500000.00000000
        PA
        USD
        1375065.00000000
        1.018844348543
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        
        00687YAA3
        
          
          
        
        580000.00000000
        PA
        USD
        509886.70000000
        0.377796818835
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        79160000.00000000
        PA
        
        129534.55000000
        0.095977676843
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2028-01-19
          Fixed
          7.05000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        
        000000000
        
          
        
        -1492500.00000000
        PA
        USD
        -1492500.00000000
        -1.10585695236
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              1500000.00000000
              USD
              1478261.72000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        
        984245AL4
        
          
          
        
        630000.00000000
        PA
        USD
        428113.35000000
        0.317207453599
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-07-28
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        -1256414.47000000
        PA
        USD
        -1256414.47000000
        -0.93093110666
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              1250000.00000000
              USD
              1235742.19000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBC8
        
          
          
        
        580000.00000000
        PA
        USD
        537822.40000000
        0.398495571307
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        
        77340RAD9
        
          
          
        
        350000.00000000
        PA
        USD
        309534.75000000
        0.229347507728
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-07-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAJ9
        
          
          
        
        610000.00000000
        PA
        USD
        451486.35000000
        0.334525506897
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        
        21871NAB7
        
          
          
        
        930000.00000000
        PA
        USD
        908665.80000000
        0.673269274575
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NAC5
        
          
          
        
        1000000.00000000
        PA
        USD
        1200942.78000000
        0.889829763921
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-03-15
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINEJESA CAPITAL BV
        549300KS7ERCP10BKC35
        
        602736AA8
        
          
          
        
        810000.00000000
        PA
        USD
        729729.00000000
        0.540687362137
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2030-08-10
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        
        893647BK2
        
          
          
        
        920000.00000000
        PA
        USD
        932139.42000000
        0.690661881526
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        
        02156TAA2
        
          
          
        
        420000.00000000
        PA
        USD
        298895.10000000
        0.221464136926
        Long
        DBT
        CORP
        LU
        N
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BL5
        
          
          
        
        1160000.00000000
        PA
        USD
        901175.00000000
        0.667719021135
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        
        203372AV9
        
          
          
        
        170000.00000000
        PA
        USD
        129455.00000000
        0.095918734852
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-07-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BK9
        
          
          
        
        1000000.00000000
        PA
        USD
        935309.19000000
        0.693010499410
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSPORT DE GAS PERU
        529900SKHHNI5HVI0Y66
        
        89388AAA0
        
          
          
        
        1750000.00000000
        PA
        USD
        1656348.75000000
        1.227259484572
        Long
        DBT
        CORP
        PE
        N
        2
        
          2028-04-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        190600.00000000
        0.141223675122
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2023-09-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAL3
        
          
          
        
        1260000.00000000
        PA
        USD
        1221771.60000000
        0.905262725667
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Company
        EFWMP121W54QV9MGOP87
        
        84546SAU7
        
          
          
        
        746250.00000000
        PA
        USD
        727593.75000000
        0.539105264276
        Long
        LON
        CORP
        US
        N
        2
        
          2027-06-22
          Floating
          4.70444000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WAL5
        
          
          
        
        1220000.00000000
        PA
        USD
        1195731.15000000
        0.885968244813
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-01-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        02156LAF8
        
          
          
        
        760000.00000000
        PA
        USD
        576190.20000000
        0.426923911928
        Long
        DBT
        CORP
        FR
        N
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NLL9
        
          
          
        
        57554.85000000
        PA
        USD
        53064.42000000
        0.039317693655
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-03-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AN1
        
          
          
        
        560000.00000000
        PA
        USD
        553417.20000000
        0.410050424239
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Asset Funding, In
        N/A
        
        591739BM8
        
          
        
        130300.11000000
        PA
        USD
        107429.05000000
        0.079598768394
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2024-11-20
          Variable
          5.64519600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        
        07386HGG0
        
          
          
        
        52693.58000000
        PA
        USD
        51015.56000000
        0.037799605832
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-04-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BX6
        
          
          
        
        550000.00000000
        PA
        USD
        502008.55000000
        0.371959561248
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81744FET0
        
          
          
        
        4466.00000000
        PA
        USD
        4118.48000000
        0.003051557615
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-20
          Floating
          2.21514000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APCOA PARKING HOLDINGS G
        529900H8FIYAOV5FUW68
        
        000000000
        
          
          
        
        130000.00000000
        PA
        
        111387.64000000
        0.082531856684
        Long
        DBT
        CORP
        DE
        N
        2
        
          2027-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097AZ4
        
          
          
        
        150000.00000000
        PA
        USD
        152781.97000000
        0.113202682559
        Long
        DBT
        CORP
        GB
        N
        2
        
          2023-12-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAZ2
        
          
          
        
        1000000.00000000
        PA
        USD
        971000.00000000
        0.719455343882
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BC3
        
          
          
        
        238725.21000000
        PA
        USD
        251271.49000000
        0.186177771622
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-10
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAH0
        
          
          
        
        80000.00000000
        PA
        USD
        68135.60000000
        0.050484574179
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        N/A
        
        459745GN9
        
          
          
        
        700000.00000000
        PA
        USD
        701354.91000000
        0.519663787803
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        
        549876AL4
        
          
          
        
        600000.00000000
        PA
        USD
        366456.00000000
        0.271522891346
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2026-11-02
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL
        2EULGUTUI56JI9SAL165
        
        03938LAP9
        
          
          
        
        430000.00000000
        PA
        USD
        434590.25000000
        0.322006465253
        Long
        DBT
        CORP
        LU
        N
        2
        
          2039-10-15
          Variable
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP Trust
        N/A
        
        36228FYS9
        
          
        
        441914.72000000
        PA
        USD
        418517.55000000
        0.310097515814
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-07-25
          Variable
          5.42147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM AMERICA FINANCE
        254900QMQAJ26H49CL75
        
        000000000
        
          
          
        
        920000.00000000
        PA
        USD
        864080.50000000
        0.640234122831
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2041-07-22
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAN8
        
          
          
        
        720000.00000000
        PA
        USD
        753078.74000000
        0.557988181109
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSTONS ISSUER PLC
        213800HQB746UJ9UWM15
        
        000000000
        
          
          
        
        540000.00000000
        PA
        
        526047.18000000
        0.389770808223
        Long
        DBT
        CORP
        GB
        N
        2
        
          2035-07-16
          Floating
          3.57034000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967BL4
        
          
          
        
        1000000.00000000
        PA
        USD
        1094831.75000000
        0.811207572800
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        
        156700BD7
        
          
          
        
        1050000.00000000
        PA
        USD
        784465.50000000
        0.581243971231
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        
        168863DS4
        
          
          
        
        1960000.00000000
        PA
        USD
        1496166.67000000
        1.108573744665
        Long
        DBT
        NUSS
        CL
        N
        2
        
          2041-05-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JB POINDEXTER & CO INC
        549300W6P81HOZZGPQ16
        
        730481AJ7
        
          
          
        
        790000.00000000
        PA
        USD
        759438.85000000
        0.562700658068
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAH4
        
          
          
        
        1500000.00000000
        PA
        USD
        1415897.04000000
        1.049098549757
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAF0
        
          
          
        
        1250000.00000000
        PA
        USD
        1220777.93000000
        0.904526473153
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48126HAA8
        
          
          
        
        2600000.00000000
        PA
        USD
        2443922.00000000
        1.810806120423
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Origen Manufactured Housing
        5493001P8LORMOBBQA95
        
        68620CAB6
        
          
        
        515790.73000000
        PA
        USD
        482477.87000000
        0.357488446834
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2037-04-15
          Variable
          3.48510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        
        59156RAV0
        
          
          
        
        500000.00000000
        PA
        USD
        664182.50000000
        0.492121162654
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HQ7
        
          
          
        
        500000.00000000
        PA
        USD
        468510.00000000
        0.347139055779
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAJ1
        
          
          
        
        1000000.00000000
        PA
        USD
        810210.00000000
        0.600319170099
        Long
        DBT
        CORP
        AT
        
        N
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        02156LAA9
        
          
          
        
        430000.00000000
        PA
        USD
        396524.50000000
        0.293801926369
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAV2
        
          
          
        
        130000.00000000
        PA
        USD
        134583.57000000
        0.099718711261
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAB9
        
          
          
        
        1000000.00000000
        PA
        USD
        1000789.27000000
        0.741527485480
        Long
        DBT
        CORP
        FR
        N
        2
        
          2024-07-21
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        86359ARF2
        
          
          
        
        36881.87000000
        PA
        USD
        36529.58000000
        0.027066324964
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-03-25
          Variable
          2.33963400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBN1
        
          
          
        
        20000.00000000
        PA
        USD
        20443.40000000
        0.015147387618
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CA2
        
          
          
        
        300000.00000000
        PA
        USD
        294728.06000000
        0.218376599133
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2027-07-18
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAL5
        
          
          
        
        760000.00000000
        PA
        USD
        750500.00000000
        0.556077482578
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        
        91823N2A0
        
          
          
        
        200000.00000000
        PA
        USD
        105800.00000000
        0.078391735718
        Long
        DBT
        CORP
        NL
        N
        2
        
          2027-11-25
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAN9
        
          
          
        
        400000.00000000
        PA
        USD
        366761.53000000
        0.271749271564
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEMOR INC
        N/A
        
        86184WAA4
        
          
          
        
        430000.00000000
        PA
        USD
        382783.85000000
        0.283620892311
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAH3
        
          
          
        
        1540000.00000000
        PA
        USD
        1477848.74000000
        1.095001208488
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AS5
        
          
          
        
        1850000.00000000
        PA
        USD
        1858245.60000000
        1.376853478028
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128284X5
        
          
          
        
        1400000.00000000
        PA
        USD
        1397046.87000000
        1.035131654248
        Long
        DBT
        UST
        US
        N
        2
        
          2023-08-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        
        62886HBG5
        
          
          
        
        130000.00000000
        PA
        USD
        99643.70000000
        0.073830270287
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74160MJA1
        
          
        
        1076615.85000000
        PA
        USD
        75674.04000000
        0.056070126128
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-10-25
          Variable
          1.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAGA PLC
        2138004WWUJN94K2LH95
        
        000000000
        
          
          
        
        460000.00000000
        PA
        
        492522.26000000
        0.364930764096
        Long
        DBT
        CORP
        GB
        N
        2
        
          2024-05-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        
        68245XAK5
        
          
          
        
        250000.00000000
        PA
        USD
        251875.00000000
        0.186624937940
        Long
        DBT
        CORP
        CA
        N
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BN3
        
          
          
        
        3400000.00000000
        PA
        USD
        2659334.85000000
        1.970414695164
        Long
        DBT
        NUSS
        PA
        N
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        
        98313RAD8
        
          
          
        
        200000.00000000
        PA
        USD
        129727.00000000
        0.096120271262
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        53944YAB9
        
          
          
        
        1500000.00000000
        PA
        USD
        1472242.83000000
        1.090847550500
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-03-24
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN DIGITAL CORP
        549300QQXOOYEF89IC56
        
        958102AM7
        
          
          
        
        430000.00000000
        PA
        USD
        411533.65000000
        0.304922846220
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        
        92718WAE9
        
          
          
        
        570000.00000000
        PA
        USD
        468540.00000000
        0.347161284060
        Long
        DBT
        CORP
        NL
        N
        2
        
          2023-02-13
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZU5
        
          
          
        
        310000.00000000
        PA
        USD
        287080.15000000
        0.212709936189
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Asset Premier Institutional Government Reserves
        549300WB3XRN9YTWFB76
        
        52470G494
        
          
          
        
        3257020.94000000
        NS
        USD
        3257020.94000000
        2.413265829473
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650AQ3
        
          
          
        
        170753.89000000
        PA
        USD
        175514.89000000
        0.130046473266
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-10
          Fixed
          5.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        
        702150AG8
        
          
          
        
        480000.00000000
        PA
        USD
        323474.40000000
        0.239675989381
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEC1
        
          
          
        
        3500000.00000000
        PA
        USD
        3322607.44000000
        2.461861666663
        Long
        DBT
        UST
        US
        N
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        
        81180WAR2
        
          
          
        
        260000.00000000
        PA
        USD
        246772.50000000
        0.182844277907
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        06740L8C2
        
          
          
        
        1159000.00000000
        PA
        USD
        1170638.78000000
        0.867376236896
        Long
        DBT
        CORP
        GB
        N
        2
        
          2022-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        
        852060AD4
        
          
          
        
        420000.00000000
        PA
        USD
        442894.20000000
        0.328159216235
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        
        84859BAA9
        
          
          
        
        1169999.00000000
        PA
        USD
        1202911.07000000
        0.891288153992
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indymac Manufactured Housing C
        N/A
        
        22540ABE7
        
          
        
        16407.74000000
        PA
        USD
        16296.13000000
        0.012074498262
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2028-02-25
          Fixed
          6.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370CW8
        
          
          
        
        580000.00000000
        PA
        USD
        623137.50000000
        0.461709170286
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        
        000000000
        
          
        
        -2528125.00000000
        PA
        USD
        -2528125.00000000
        -1.87319571704
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              2500000.00000000
              USD
              2498486.33000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EAP0
        
          
          
        
        1000000.00000000
        PA
        USD
        997846.00000000
        0.739346691113
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-05-12
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AQ4
        
          
          
        
        250000.00000000
        PA
        USD
        197306.25000000
        0.146192621981
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780099CH8
        
          
          
        
        1330000.00000000
        PA
        USD
        1337184.47000000
        0.990777047062
        Long
        DBT
        CORP
        GB
        N
        2
        
          2024-05-28
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BM5
        
          
          
        
        1000000.00000000
        PA
        USD
        931790.00000000
        0.690402981334
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BL2
        
          
          
        
        400000.00000000
        PA
        USD
        359500.00000000
        0.266368894053
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEU1
        
          
          
        
        750000.00000000
        PA
        USD
        747070.31000000
        0.553536278872
        Long
        DBT
        UST
        US
        N
        2
        
          2025-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        
        780153AW2
        
          
          
        
        710000.00000000
        PA
        USD
        452028.60000000
        0.334927283066
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2028-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        349277.54000000
        0.258794637127
        Long
        DBT
        CORP
        ES
        N
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBJ4
        
          
          
        
        340000.00000000
        PA
        USD
        327166.25000000
        0.242411438620
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BB5
        
          
          
        
        443000.00000000
        PA
        USD
        510072.64000000
        0.377934589717
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBQ9
        
          
          
        
        400000.00000000
        PA
        USD
        293356.76000000
        0.217360544434
        Long
        DBT
        CORP
        IT
        N
        2
        
          2032-06-01
          Fixed
          4.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        
        000000000
        
          
        
        -3360000.00000000
        PA
        USD
        -3360000.00000000
        -2.48956741034
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.43000000
          2022-08-24
          
            
              3500000.00000000
              USD
              3322607.44000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAW5
        
          
          
        
        1840000.00000000
        PA
        USD
        1551604.86000000
        1.149650265829
        Long
        DBT
        CORP
        IE
        N
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        
        00253XAA9
        
          
          
        
        430000.00000000
        PA
        USD
        396589.00000000
        0.293849717172
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        
        02406PAU4
        
          
          
        
        900000.00000000
        PA
        USD
        797598.00000000
        0.590974400998
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBJ3
        
          
          
        
        220000.00000000
        PA
        USD
        215145.70000000
        0.159410631903
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        
        58547DAD1
        
          
          
        
        240000.00000000
        PA
        USD
        145208.34000000
        0.107591056837
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-12-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBK5
        
          
          
        
        500000.00000000
        PA
        USD
        498164.71000000
        0.369111496130
        Long
        DBT
        CORP
        GB
        N
        2
        
          2028-05-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        2549008L7P4I8VB90936
        
        24736CBS2
        
          
          
        
        650000.00000000
        PA
        USD
        647562.50000000
        0.479806695285
        Long
        LON
        CORP
        KY
        
        N
        2
        
          2027-10-20
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        
        98313RAC0
        
          
          
        
        1010000.00000000
        PA
        USD
        752450.00000000
        0.557522320807
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2024-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABJ7
        
          
          
        
        300000.00000000
        PA
        USD
        306356.25000000
        0.226992421415
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        61630000.00000000
        PA
        
        100849.09000000
        0.074723395186
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2026-09-16
          Fixed
          7.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        
        225313AJ4
        
          
          
        
        1080000.00000000
        PA
        USD
        1109997.00000000
        0.822444153803
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FIN LLC/COINC
        N/A
        
        25461LAA0
        
          
          
        
        3060000.00000000
        PA
        USD
        2620293.30000000
        1.941487144411
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACE3
        
          
          
        
        1140000.00000000
        PA
        USD
        986630.10000000
        0.731036352090
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828R69
        
          
          
        
        1250000.00000000
        PA
        USD
        1235742.19000000
        0.915614132086
        Long
        DBT
        UST
        US
        N
        2
        
          2023-05-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74160MLU4
        
          
        
        1342364.18000000
        PA
        USD
        42479.52000000
        0.031474889464
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-07-25
          Variable
          1.09632000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DS1
        
          
          
        
        750000.00000000
        PA
        USD
        554282.19000000
        0.410691332249
        Long
        DBT
        NUSS
        CO
        N
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1004.56000000
        -0.00074432138
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -141036.95000000
            USD
            115000.00000000
            GBP
            2022-07-19
            -1004.56000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAW0
        
          
          
        
        100000.00000000
        PA
        USD
        101543.40000000
        0.075237839099
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        
        02156TAB0
        
          
          
        
        510000.00000000
        PA
        USD
        428940.60000000
        0.317820398432
        Long
        DBT
        CORP
        LU
        N
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        
        36164QNA2
        
          
          
        
        500000.00000000
        PA
        USD
        467635.48000000
        0.346491086585
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBW0
        
          
          
        
        1670000.00000000
        PA
        USD
        1557904.79000000
        1.154318152857
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        
        61746RCE9
        
          
        
        5780.85000000
        PA
        USD
        5640.61000000
        0.004179368699
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-03-25
          Floating
          2.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DH8
        
          
          
        
        250000.00000000
        PA
        USD
        246976.85000000
        0.182995689544
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AF4
        
          
          
        
        3390000.00000000
        PA
        USD
        2772433.63000000
        2.054214408508
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-08
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        
        404030AJ7
        
          
          
        
        750000.00000000
        PA
        USD
        608445.00000000
        0.450822869936
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BU2
        
          
          
        
        1000000.00000000
        PA
        USD
        962259.48000000
        0.712979119554
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BA4
        
          
          
        
        270000.00000000
        PA
        USD
        197162.10000000
        0.146085815093
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAR1
        
          
          
        
        1560000.00000000
        PA
        USD
        1292443.09000000
        0.957626248984
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS NV
        X3CZP3CK64YBHON1LE12
        
        00077TAA2
        
          
          
        
        140000.00000000
        PA
        USD
        142906.94000000
        0.105885851349
        Long
        DBT
        CORP
        NL
        N
        2
        
          2023-05-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV LLC
        549300O4WTC6DL4JIE57
        
        880394AB7
        
          
          
        
        50000.00000000
        PA
        USD
        44312.75000000
        0.032833207816
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669GNL1
        
          
        
        220516.83000000
        PA
        USD
        203582.64000000
        0.150843067218
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-03-25
          Floating
          2.16357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        
        05946XJP9
        
          
        
        153583.50000000
        PA
        USD
        130099.00000000
        0.096395901939
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-12-20
          Variable
          2.12521400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANADARKO FINANCE CO
        N/A
        
        032479AD9
        
          
          
        
        570000.00000000
        PA
        USD
        545649.60000000
        0.404295077865
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2031-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE BACKED TRUST CERTIFICATES
        N/A
        
        21988G858
        
          
          
        
        33900.00000000
        NS
        USD
        508.50000000
        0.000376769353
        Long
        EP
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        853496AD9
        
          
          
        
        511000.00000000
        PA
        USD
        438315.36000000
        0.324766558246
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
          
        
        1000000.00000000
        PA
        USD
        754140.99000000
        0.558775247472
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAF6
        
          
          
        
        1050000.00000000
        PA
        USD
        978825.75000000
        0.725253776073
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        863572TZ6
        
          
          
        
        72978.81000000
        PA
        USD
        72802.13000000
        0.053942205432
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2027-07-15
          Variable
          4.73896000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAB1
        
          
          
        
        1000000.00000000
        PA
        USD
        916430.45000000
        0.679022435168
        Long
        DBT
        CORP
        GB
        N
        2
        
          2045-09-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81743PAQ9
        
          
        
        5627.22000000
        PA
        USD
        5391.53000000
        0.003994814696
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2033-06-20
          Floating
          2.71314000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233835AQ0
        
          
          
        
        1000000.00000000
        PA
        USD
        1266699.86000000
        0.938551991114
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-01-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BP3
        
          
          
        
        1130000.00000000
        PA
        USD
        1026137.65000000
        0.760309182132
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38145GAH3
        
          
          
        
        1750000.00000000
        PA
        USD
        1680378.09000000
        1.245063848190
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAP0
        
          
          
        
        410000.00000000
        PA
        USD
        290804.80000000
        0.215469688348
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-03-08
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Asset Trust
        N/A
        
        07325QAE5
        
          
        
        36980.22000000
        PA
        USD
        37017.68000000
        0.027427979087
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Floating
          3.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFL8
        
          
          
        
        2200000.00000000
        PA
        USD
        2170664.32000000
        1.608337842222
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUT FIN BV
        549300Q840R30TDKVK53
        
        88165FAG7
        
          
          
        
        575000.00000000
        PA
        USD
        567165.63000000
        0.420237222831
        Long
        DBT
        CORP
        CW
        
        N
        2
        
          2022-12-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        195500.00000000
        0.144854294262
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2023-02-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAX3
        
          
          
        
        500000.00000000
        PA
        USD
        400760.17000000
        0.296940315058
        Long
        DBT
        CORP
        IE
        N
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AS4
        
          
          
        
        210000.00000000
        PA
        USD
        211008.98000000
        0.156345559493
        Long
        DBT
        CORP
        CA
        N
        2
        
          2040-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AL3
        
          
          
        
        750000.00000000
        PA
        USD
        695700.00000000
        0.515473823623
        Long
        DBT
        CORP
        CO
        N
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CQ6
        
          
          
        
        500000.00000000
        PA
        USD
        353769.72000000
        0.262123085023
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        
        983133AB5
        
          
          
        
        990000.00000000
        PA
        USD
        964759.95000000
        0.714831824501
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        25735.13000000
        0.019068256234
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -729027.73000000
            EUR
            790664.80000000
            USD
            2022-07-19
            25735.13000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        
        25525PAA5
        
          
          
        
        120000.00000000
        PA
        USD
        118548.00000000
        0.087837273024
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AJ5
        
          
          
        
        440000.00000000
        PA
        USD
        449113.98000000
        0.332767716707
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FSL3
        
          
          
        
        22331.51000000
        PA
        USD
        22258.11000000
        0.016491983711
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2044-05-25
          Floating
          2.46357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZX9
        
          
          
        
        1490000.00000000
        PA
        USD
        1510177.98000000
        1.118955322269
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAA Trust
        N/A
        
        31738PAV0
        
          
          
        
        157214.05000000
        PA
        USD
        145203.70000000
        0.107587618863
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-02-27
          Floating
          2.06229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QBE1
        
          
          
        
        360000.00000000
        PA
        USD
        206690.40000000
        0.153145739247
        Long
        DBT
        CORP
        MX
        N
        2
        
          2044-06-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAE1
        
          
          
        
        780000.00000000
        PA
        USD
        642138.90000000
        0.475788118557
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281AAS8
        
          
          
        
        190000.00000000
        PA
        USD
        185660.40000000
        0.137563714652
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370DA5
        
          
          
        
        1250000.00000000
        PA
        USD
        939218.75000000
        0.695907259280
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AG5
        
          
          
        
        210000.00000000
        PA
        USD
        210057.86000000
        0.155640834090
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2022-09-27
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BQ2
        
          
          
        
        276704.55000000
        PA
        USD
        294797.39000000
        0.218427968690
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-10
          Fixed
          6.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        
        62912XAC8
        
          
          
        
        490000.00000000
        PA
        USD
        534071.47000000
        0.395716347174
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-12-15
          Fixed
          7.76800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Mortgage Pro
        N/A
        
        76112BVB3
        
          
        
        2091.16000000
        PA
        USD
        1738.16000000
        0.001287876931
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2032-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        15790000.00000000
        PA
        
        25838.18000000
        0.019144610378
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2029-05-23
          Variable
          0.01000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        PAMPA ENERGIA SA
        254900QNIK0CVURGML24
        
        697660AA6
        
          
          
        
        280000.00000000
        PA
        USD
        232873.20000000
        0.172545693292
        Long
        DBT
        CORP
        AR
        N
        2
        
          2027-01-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AB3
        
          
          
        
        340000.00000000
        PA
        USD
        321433.45000000
        0.238163762415
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XAY1
        
          
          
        
        1890000.00000000
        PA
        USD
        1479879.45000000
        1.096505848201
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638DF6
        
          
          
        
        1540000.00000000
        PA
        USD
        1313079.63000000
        0.972916742272
        Long
        DBT
        NUSS
        PE
        N
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oakwood Mortgage Investors Inc
        N/A
        
        67087TDP3
        
          
        
        17676.97000000
        PA
        USD
        17580.97000000
        0.013026491057
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2032-06-15
          Variable
          6.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        
        35177PAL1
        
          
          
        
        600000.00000000
        PA
        USD
        775092.37000000
        0.574299019154
        Long
        DBT
        CORP
        FR
        N
        2
        
          2031-03-01
          Variable
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        05674XAA9
        
          
          
        
        950000.00000000
        PA
        USD
        961989.00000000
        0.712778709377
        Long
        DBT
        CORP
        AT
        
        N
        2
        
          2026-07-14
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIRLINES INC
        549300DCAFIXFNFR3304
        
        848577AB8
        
          
          
        
        800000.00000000
        PA
        USD
        725200.00000000
        0.537331632732
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-05-15
          Fixed
          1.00000000
          N
          N
          N
          N
          Y
          
            
              Spirit Airlines Inc
              
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DJ1
        
          
          
        
        250000.00000000
        PA
        USD
        246767.50000000
        0.182840573194
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAW7
        
          
          
        
        2070000.00000000
        PA
        USD
        1975149.99000000
        1.463472930251
        Long
        DBT
        CORP
        IT
        N
        2
        
          2026-01-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAM3
        
          
          
        
        2250000.00000000
        PA
        USD
        2214556.04000000
        1.640859090941
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        
        11134LAP4
        
          
          
        
        500000.00000000
        PA
        USD
        492581.52000000
        0.364974672360
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2025-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BP4
        
          
          
        
        257066.48000000
        PA
        USD
        263932.25000000
        0.195558669088
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-10
          Fixed
          6.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AA5
        
          
          
        
        1680000.00000000
        PA
        USD
        1354094.55000000
        1.003306447084
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-02-01
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW INTERNATIONAL INC
        SGT8R1MU6ESIC7UJC518
        
        98262PAA9
        
          
          
        
        600000.00000000
        PA
        USD
        400494.00000000
        0.296743098344
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MID HLDS LLC / FI
        N/A
        
        86614WAE6
        
          
          
        
        280000.00000000
        PA
        USD
        252044.80000000
        0.186750750007
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAY5
        
          
          
        
        1460000.00000000
        PA
        USD
        1453743.90000000
        1.077140903698
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2028-01-27
          Fixed
          5.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AQ2
        
          
          
        
        740000.00000000
        PA
        USD
        680716.48000000
        0.504371894134
        Long
        DBT
        CORP
        IT
        N
        2
        
          2034-04-02
          Fixed
          7.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        33080000.00000000
        PA
        
        1464025.70000000
        1.084759128162
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        
        651229BB1
        
          
          
        
        420000.00000000
        PA
        USD
        414399.30000000
        0.307046128615
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE CORDOBA
        5299006CLM2Z97AATT29
        
        74408DAD6
        
          
          
        
        560000.00000000
        PA
        USD
        366100.00000000
        0.271259115752
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2027-06-01
          Variable
          6.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARROLS RESTAURANT GROUP
        529900HZEMNWQSAKFJ98
        
        14574XAF1
        
          
          
        
        550000.00000000
        PA
        USD
        402385.50000000
        0.298144591427
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-07-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BN1
        
          
          
        
        570000.00000000
        PA
        USD
        413654.70000000
        0.306494422695
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AC3
        
          
          
        
        45000.00000000
        PA
        USD
        45196.43000000
        0.033487964045
        Long
        DBT
        CORP
        CO
        N
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAN5
        
          
          
        
        770000.00000000
        PA
        USD
        693585.20000000
        0.513906878040
        Long
        DBT
        CORP
        KZ
        N
        2
        
          2027-04-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        
        91832VAA2
        
          
          
        
        510000.00000000
        PA
        USD
        410488.80000000
        0.304148672259
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        145639.28000000
        0.107910358676
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -1639766.84000000
            GBP
            2142338.98000000
            USD
            2022-07-19
            145639.28000000
          
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        
        72147KAE8
        
          
          
        
        920000.00000000
        PA
        USD
        882606.60000000
        0.653960901045
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        
        25714PEF1
        
          
          
        
        380000.00000000
        PA
        USD
        293336.07000000
        0.217345214330
        Long
        DBT
        NUSS
        DO
        N
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BA1
        
          
          
        
        1130000.00000000
        PA
        USD
        1100897.31000000
        0.815701805092
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-10-23
          Fixed
          6.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        5493003RFFE030RC9167
        
        57667JAA0
        
          
          
        
        500000.00000000
        PA
        USD
        394725.00000000
        0.292468600014
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN ESCROW RECEIPT
        N/A
        
        000000000
        
          
        
        59562.50000000
        PA
        USD
        297.81000000
        0.000220660140
        Long
        DBT
        CORP
        US
        N
        3
        
          2022-12-31
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        
        69888XAA7
        
          
          
        
        330000.00000000
        PA
        USD
        251839.50000000
        0.186598634475
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023AU9
        
          
          
        
        600000.00000000
        PA
        USD
        604777.63000000
        0.448105558974
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-02-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AX6
        
          
        
        620000.00000000
        PA
        USD
        634725.00000000
        0.470294843610
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        9128285D8
        
          
          
        
        2500000.00000000
        PA
        USD
        2498486.33000000
        1.851235161415
        Long
        DBT
        UST
        US
        N
        2
        
          2023-09-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HLL2
        
          
          
        
        500000.00000000
        PA
        USD
        478347.51000000
        0.354428086819
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        
        92858RAB6
        
          
          
        
        1040000.00000000
        PA
        USD
        842400.00000000
        0.624170115021
        Long
        DBT
        CORP
        GB
        N
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BM1
        
          
          
        
        39000.00000000
        PA
        USD
        48731.81000000
        0.036107477983
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        "Mileage Plus Holdings, LLC"
        N/A
        
        59921PAB2
        
          
          
        
        1770000.00000000
        PA
        USD
        1753185.00000000
        1.299009595328
        Long
        LON
        CORP
        US
        N
        2
        
          2027-06-21
          Floating
          7.31343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BD8
        
          
          
        
        840000.00000000
        PA
        USD
        564291.00000000
        0.418107286770
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        
        98313RAE6
        
          
          
        
        1000000.00000000
        PA
        USD
        622270.00000000
        0.461066402510
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AJ8
        
          
          
        
        2510000.00000000
        PA
        USD
        1713075.00000000
        1.269290384367
        Long
        DBT
        CORP
        CO
        N
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AE9
        
          
          
        
        280000.00000000
        PA
        USD
        228972.80000000
        0.169655720456
        Long
        DBT
        CORP
        CO
        N
        2
        
          2043-09-18
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XAW5
        
          
          
        
        450000.00000000
        PA
        USD
        380664.00000000
        0.282050204967
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AD3
        
          
          
        
        1570000.00000000
        PA
        USD
        1396264.22000000
        1.034551755458
        Long
        DBT
        CORP
        JP
        N
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BG8
        
          
          
        
        110000.00000000
        PA
        USD
        104245.35000000
        0.077239829178
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAY8
        
          
          
        
        290000.00000000
        PA
        USD
        193925.90000000
        0.143687976387
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAN0
        
          
          
        
        750000.00000000
        PA
        USD
        712256.27000000
        0.527741070715
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAV3
        
          
          
        
        2440000.00000000
        PA
        USD
        2076232.60000000
        1.538369350373
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        
        88033GCX6
        
          
          
        
        670000.00000000
        PA
        USD
        618075.00000000
        0.457958147960
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BF8
        
          
          
        
        1200000.00000000
        PA
        USD
        1178101.52000000
        0.872905699484
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        
        853496AC1
        
          
          
        
        1870000.00000000
        PA
        USD
        1671736.43000000
        1.238660873456
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL BIDCO LTD
        213800GGDN5YSVU1G348
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        244549.48000000
        0.181197147507
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          2026-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        
        12671CAA4
        
          
          
        
        2375.08000000
        PA
        USD
        2361.27000000
        0.001749565725
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-08-25
          Floating
          3.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAK9
        
          
          
        
        940000.00000000
        PA
        USD
        1002434.80000000
        0.742746728891
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2039-11-10
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAT4
        
          
          
        
        1320000.00000000
        PA
        USD
        1260733.81000000
        0.934131490028
        Long
        DBT
        CORP
        IT
        N
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        
        000000000
        
          
          
        
        468826.80000000
        PA
        USD
        140500.16000000
        0.104102565322
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2037-09-01
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828W71
        
          
          
        
        1500000.00000000
        PA
        USD
        1478261.72000000
        1.095307202997
        Long
        DBT
        UST
        US
        N
        2
        
          2024-03-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713BB1
        
          
          
        
        260000.00000000
        PA
        USD
        218609.92000000
        0.161977420360
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2045-08-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828M56
        
          
          
        
        2000000.00000000
        PA
        USD
        1948593.76000000
        1.443796285980
        Long
        DBT
        UST
        US
        N
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958254AJ3
        
          
          
        
        100000.00000000
        PA
        USD
        80807.50000000
        0.059873725747
        Long
        DBT
        CORP
        US
        N
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DEL PERU SA
        549300ZMGDLC9JT2OR80
        
        716564AA7
        
          
          
        
        1270000.00000000
        PA
        USD
        983773.75000000
        0.728919960461
        Long
        DBT
        CORP
        PE
        N
        2
        
          2032-06-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175AZ7
        
          
          
        
        420000.00000000
        PA
        USD
        423047.04000000
        0.313453608281
        Long
        DBT
        CORP
        US
        N
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        
        61744CGD2
        
          
        
        890415.95000000
        PA
        USD
        854021.62000000
        0.632781069309
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-08-25
          Floating
          2.52357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        
        90932VAA3
        
          
          
        
        763600.00000000
        PA
        USD
        726262.56000000
        0.538118928788
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        05565AAN3
        
          
          
        
        510000.00000000
        PA
        USD
        505227.80000000
        0.374344840976
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        
        893574AH6
        
          
          
        
        1000000.00000000
        PA
        USD
        1105541.25000000
        0.819142698449
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          7.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NNK9
        
          
        
        24633.01000000
        PA
        USD
        22415.89000000
        0.016608889648
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-04-25
          Floating
          2.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KU4
        
          
          
        
        800000.00000000
        PA
        USD
        768213.09000000
        0.569201866983
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-07-25
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        
        000000000
        
          
          
        
        140000.00000000
        PA
        
        132929.16000000
        0.098492888279
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSPORT DE GAS DEL SUR
        5299002TRC7IFQYSW596
        
        893870AX3
        
          
          
        
        300000.00000000
        PA
        USD
        264639.00000000
        0.196082330329
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-05-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance LLC
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
          
        
        3363291.00000000
        PA
        USD
        3241220.35000000
        2.401558497947
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-22
          Floating
          3.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71645WAS0
        
          
          
        
        920000.00000000
        PA
        USD
        857085.80000000
        0.635051451056
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2041-01-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        
        00253XAB7
        
          
          
        
        570000.00000000
        PA
        USD
        488586.90000000
        0.362014887905
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regal Trust IV
        N/A
        
        758842AA6
        
          
        
        1288.13000000
        PA
        USD
        1247.37000000
        0.000924229672
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2031-09-29
          Floating
          1.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48126HAC4
        
          
          
        
        400000.00000000
        PA
        USD
        373770.00000000
        0.276942146120
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        
        599191AA1
        
          
          
        
        920000.00000000
        PA
        USD
        906959.00000000
        0.672004633606
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAM2
        
          
          
        
        1660000.00000000
        PA
        USD
        1428681.54000000
        1.058571131471
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENNAR CORP
        529900G61XVRLX5TJX09
        
        526057CV4
        
          
          
        
        430000.00000000
        PA
        USD
        426803.21000000
        0.316236714954
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-08-18
      Western Asset Premier Bond Fund
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer