0001752724-21-186406.txt : 20210826 0001752724-21-186406.hdr.sgml : 20210826 20210826105311 ACCESSION NUMBER: 0001752724-21-186406 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210826 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Western Asset Diversified Income Fund CENTRAL INDEX KEY: 0001819559 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23598 FILM NUMBER: 211209707 BUSINESS ADDRESS: STREET 1: LEGG MASON STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 2128056026 MAIL ADDRESS: STREET 1: LEGG MASON STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 NPORT-P 1 primary_doc.xml NPORT-P false 0001819559 XXXXXXXX Western Asset Diversified Income Fund 811-23598 0001819559 549300M67UHXW4GHZ644 620 EIGHTH AVENUE 49TH FLOOR NEW YORK 10018 212-805-6026 Western Asset Diversified Income Fund 549300M67UHXW4GHZ644 2021-12-31 2021-06-30 N 1335877695.46 336830889.39 999046806.07 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 22588469.18000000 0.00000000 0.00000000 USD N Freddie Mac - STACR N/A 35564KFH7 2000000.00000000 PA USD 2316067.20000000 0.231827696753 Long ABS-MBS CORP US N 2 2033-10-25 Floating 6.26800000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 1127000.00000000 PA USD 1171065.70000000 0.117218301773 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N LTR INTERMEDIATE HOLDING N/A 50219UAB1 5000000.00000000 PA USD 4977085.00000000 0.498183365359 Long LON CORP US N 2 2028-05-07 Floating 5.50000000 N N N N N N Babson CLO Ltd 549300Q89L7I93JSRH83 06762DAA4 1090000.00000000 PA USD 1071355.55000000 0.107237773394 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.90400000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149790AJ6 1250000.00000000 PA USD 1250625.00000000 0.125181822553 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 0.01000000 N N N N N N Freddie Mac - STACR N/A 35564KBE8 5500000.00000000 PA USD 5666107.70000000 0.567151375248 Long ABS-MBS CORP US N 2 2051-01-25 Floating 4.76800000 N N N N N N UNIQUIFY INC N/A 90915UAA6 5000000.00000000 PA USD 5022111.70000000 0.502690331372 Long DBT CORP US N 2 2024-06-15 Fixed 6.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CW5 7794705.11000000 PA USD 7554713.15000000 0.756192112731 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.81512800 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 78442FAZ1 10000000.00000000 PA USD 9680450.00000000 0.968968615002 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N Voya CLO Ltd N/A 92917TAA3 6750000.00000000 PA USD 6428983.50000000 0.643511741485 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.43375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 14842000.00000000 PA USD 15361470.00000000 1.537612643038 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAE0 3000000.00000000 PA USD 3216375.00000000 0.321944375424 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N Ballyrock Ltd N/A 05875GAG0 6300000.00000000 PA USD 6299748.00000000 0.630575861083 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 7.13375000 N N N N N N ONE CALL CORP 549300WUCCV86ZQHG041 000000000 7000000.00000000 PA USD 7087500.00000000 0.709426220767 Long LON CORP US N 3 2027-04-22 Floating 6.25000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 2500000.00000000 PA USD 2515687.50000000 0.251808772593 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AD3 3000000.00000000 PA USD 3430680.00000000 0.343395322336 Long DBT CORP US N 2 2029-07-15 Fixed 8.50000000 N N N N N N DISH DBS CORP N/A 25470XBC8 4000000.00000000 PA USD 3954720.00000000 0.395849321170 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 8000000.00000000 PA USD 8443680.00000000 0.845173614359 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N Symphony CLO Ltd 549300JQYSBIW1AM8R32 87154FAG2 3000000.00000000 PA USD 2970000.00000000 0.297283368702 Long ABS-CBDO CORP KY N 2 2033-07-23 Floating 0.01000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KBE7 3750000.00000000 PA USD 3735715.13000000 0.373927938841 Long ABS-MBS CORP US N 2 2050-02-25 Floating 4.89150000 N N N N N N MEDICAL SOLUTIONS HOLDIN 549300JH2XHZ7TIKYR39 58462QAC5 2000000.00000000 PA USD 2008124.00000000 0.201003995788 Long LON CORP US N 2 2024-06-14 Floating 5.50000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 3000000.00000000 PA USD 2657100.00000000 0.265963514807 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 702150AE3 5000000.00000000 PA USD 4756250.00000000 0.476078795417 Long DBT CORP US N 2 2025-07-15 Floating 5.75000000 N N N N N N STONEMOR INC N/A 86184WAA4 12000000.00000000 PA USD 12150000.00000000 1.216159235601 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N MONITRONICS INTERNATIONA SCAKOG18M6QWWML8YF46 60945HAB0 7000000.00000000 PA USD 6830831.00000000 0.683734831891 Long LON CORP US N 2 2024-03-29 Floating 7.75000000 N N N N N N BX Trust N/A 12433UAS4 5345000.00000000 PA USD 5343735.37000000 0.534883384595 Long ABS-MBS CORP US N 2 2035-05-15 Floating 2.99300000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBE9 20000000.00000000 PA USD 19811500.00000000 1.983040221902 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N FRANCHISE GROUP INC 549300MWCHSL8BSOMV77 000000000 5000000.00000000 PA USD 5018750.00000000 0.502353840631 Long LON CORP US N 2 2026-03-10 Floating 5.50000000 N N N N N N AMERICAN NEWS COMPANY N/A 02862PAA5 446396.00000000 PA USD 501758.03000000 0.050223675903 Long DBT CORP US N 2 2026-09-01 Fixed 8.50000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 2500000.00000000 PA USD 2630200.00000000 0.263270948269 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 500000.00000000 PA USD 505560.35000000 0.050604270683 Long ABS-MBS CORP US N 2 2039-10-25 Floating 3.49150000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAF8 2500000.00000000 PA USD 2766594.00000000 0.276923361667 Long ABS-MBS CORP US N 2 2050-03-25 Floating 7.59150000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 9546000.00000000 PA USD 9917816.70000000 0.992727932239 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N RV Retailer LLC N/A 75001CAB0 3000000.00000000 PA USD 3006564.00000000 0.300943257286 Long LON CORP US N 2 2028-02-08 Floating 4.75000000 N N N N N N BERRY PETROLEUM CO LLC DQ2XTZKV7SILNNV77403 08580BAA4 1400000.00000000 PA USD 1423828.00000000 0.142518647910 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 59408UAB3 3000000.00000000 PA USD 3016251.00000000 0.301912881526 Long LON CORP US N 2 2028-04-15 Floating 5.00000000 N N N N N N Mach I N/A 55446MAB3 868375.72000000 PA USD 843053.62000000 0.084385798030 Long ABS-O CORP KY N 2 2039-10-15 Fixed 4.33500000 N N N N N N REDSTONE HOLDCO 2 LP N/A 75774EAG0 5030900.00000000 PA USD 5034044.31000000 0.503884730866 Long LON CORP US N 2 2028-04-27 Floating 5.50000000 N N N N N N SYMPLR SOFTWARE INC N/A 87190HAC3 5000000.00000000 PA USD 5011250.00000000 0.501603125054 Long LON CORP US N 2 2027-12-22 Floating 5.25000000 N N N N N N Great Wolf Trust N/A 39152TAN0 3943000.00000000 PA USD 3879374.17000000 0.388307549399 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.80500000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 52470G494 973116043.80000000 NS USD 973116043.80000000 97.40444971021 Long STIV RF US N 1 N N N REDSTONE HOLDCO 2 LP N/A 75774EAH8 1969100.00000000 PA USD 1970330.69000000 0.197221058916 Long LON CORP US N 2 2028-04-27 Floating 5.50000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAZ3 5000000.00000000 PA USD 5047500.00000000 0.505231583678 Long LON CORP US N 2 2028-02-03 Floating 5.35030000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809HAA1 3000000.00000000 PA USD 2969337.00000000 0.297217005445 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.92575000 N N N N N N GEO GROUP INC/THE N/A 36162JAB2 6048000.00000000 PA USD 4906440.00000000 0.491112125096 Long DBT CORP US N 2 2026-04-15 Fixed 6.00000000 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 000000000 500000.00000000 PA USD 505250.00000000 0.050573206073 Long LON CORP US N 2 2029-02-16 Floating 7.09100000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -24.00000000 NC USD -18041.52000000 -0.00180587334 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-09-21 -3839958.48000000 USD -18041.52000000 N N N NMG HLDCO/NEIMAN MARCUS N/A 62929RAC2 3000000.00000000 PA USD 3206250.00000000 0.320930909394 Long DBT CORP US N 2 2026-04-01 Fixed 7.12500000 N N N N N N MIDCAP FINANCIAL N/A 59590AAA7 7500000.00000000 PA USD 7538325.00000000 0.754551734132 Long DBT CORP US N 2 2030-01-15 Fixed 5.62500000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 3330000.00000000 PA USD 3324058.91000000 0.332723040582 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 3000000.00000000 PA USD 3037785.00000000 0.304068336092 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N Sound Point CLO LTD N/A 83615BAJ7 3700000.00000000 PA USD 3663000.00000000 0.366649488066 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 0.01000000 N N N N N N Freddie Mac - SCRT N/A 35563PGW3 9646324.18000000 PA USD 4263434.13000000 0.426750188689 Long ABS-MBS CORP US N 2 2057-08-25 Variable 0.14074600 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 000000000 5000000.00000000 PA USD 5001250.00000000 0.500602170950 Long LON CORP US N 2 2028-02-12 Floating 5.25000000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 9100000.00000000 PA USD 9291646.00000000 0.930051119081 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N CSEMC 2020-1OTF A N/A 000000000 1140603.02000000 PA USD 1088819.64000000 0.108985848649 Long DBT CORP US N 3 2024-08-09 Fixed 5.02512500 N N N N N N KAYNE CLO N/A 48661BAA2 3000000.00000000 PA USD 2962137.00000000 0.296496318491 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.80375000 N N N N N N MAGIC MERGERCO INC N/A 55916AAB0 10000000.00000000 PA USD 10325000.00000000 1.033485111735 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N PAE HOLDING CORP N/A 69329HAB7 2000000.00000000 PA USD 2005750.00000000 0.200766369284 Long LON CORP US N 2 2027-10-19 Floating 5.25000000 N N N N N N GLOBALTRANZ ENTERPRISES N/A 37959BAC2 5000000.00000000 PA USD 4982810.00000000 0.498756411584 Long LON CORP US N 2 2026-05-15 Floating 5.15510000 N N N N N N PLAYA RESORTS HOLDING B.V. 5493005SPBUMPZZCIZ96 72812NAD8 5000000.00000000 PA USD 4815625.00000000 0.482021960406 Long LON CORP NL N 2 2024-04-27 Floating 3.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 3000000.00000000 PA USD 3109759.50000000 0.311272653203 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V308 501254.00000000 NS USD 16666695.50000000 1.668259725043 Long EP CORP US N 3 N N N MAGNOLIA FINANCE X DAC 2019-1 213800FNSN9L4EI3LC40 55960WAB7 2075800.00000000 PA USD 2002686.55000000 0.200459731999 Long ABS-O CORP IE N 2 2024-08-09 Floating 3.08550000 N N N N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAG4 4000000.00000000 PA USD 3999844.00000000 0.400366026466 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 0.01000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 1500000.00000000 PA USD 1159192.50000000 0.116029848947 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 000000000 5600000.00000000 PA USD 4928492.69000000 0.493319498151 Long DBT CORP KY N 2 2023-10-25 Fixed 6.00000000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAN4 3000000.00000000 PA USD 3016875.00000000 0.301975341062 Long LON CORP US N 2 2026-07-26 Floating 5.14730000 N N N N N N AUTOKINITON US HOLDINGS N/A 05278HAB2 2000000.00000000 PA USD 2017084.00000000 0.201900850665 Long LON CORP US N 2 2028-03-29 Floating 5.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 8375000.00000000 PA USD 8581904.38000000 0.859009240393 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N TRITON WATER HOLDINGS IN N/A 89680EAA7 4000000.00000000 PA USD 4015460.00000000 0.401929116394 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 5000000.00000000 PA USD 5467975.00000000 0.547319201340 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N MAGENTA BUYER LLC N/A 55910RAB9 5000000.00000000 PA USD 5005355.00000000 0.501013062610 Long LON CORP US N 2 2028-05-03 Floating 5.75000000 N N N N N N GEO GROUP INC/THE N/A 36162JAA4 5000000.00000000 PA USD 4492350.00000000 0.449663616629 Long DBT CORP US N 2 2024-10-15 Fixed 5.87500000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 7000000.00000000 PA USD 7481796.00000000 0.748893440681 Long LON CORP US N 2 2027-06-20 Floating 6.25000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 1250000.00000000 PA USD 1173450.00000000 0.117456959260 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAG3 7000000.00000000 PA USD 6421100.00000000 0.642722639318 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N 2021-08-18 Western Asset Diversified Income Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer