0001752724-21-175982.txt : 20210819 0001752724-21-175982.hdr.sgml : 20210819 20210819124901 ACCESSION NUMBER: 0001752724-21-175982 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210819 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LEGG MASON PARTNERS VARIABLE INCOME TRUST CENTRAL INDEX KEY: 0000874835 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06310 FILM NUMBER: 211189486 BUSINESS ADDRESS: STREET 1: LEGG MASON & CO., LLC STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 1-877-721-1926 MAIL ADDRESS: STREET 1: LEGG MASON & CO., LLC STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 FORMER COMPANY: FORMER CONFORMED NAME: LEGG MASON PARTNERS VARIABLE PORTFOLIOS II DATE OF NAME CHANGE: 20060501 FORMER COMPANY: FORMER CONFORMED NAME: GREENWICH STREET SERIES FUND DATE OF NAME CHANGE: 19970902 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON SERIES FUND DATE OF NAME CHANGE: 19920929 0000874835 S000017004 Western Asset Variable Global High Yield Bond Portfolio C000047256 Class I QLMYIX C000047257 Class II QLMYTX NPORT-P 1 primary_doc.xml NPORT-P false 0000874835 XXXXXXXX S000017004 C000047257 C000047256 Legg Mason Partners Variable Income Trust 811-06310 0000874835 549300HMB5WZ1N3QY685 620 Eighth Avenue 47th Floor New York 10018 1-877-721-1926 Western Asset Variable Global High Yield Bond Portfolio S000017004 549300DNX2ZRYZEQYB09 2021-12-31 2021-06-30 N 171155168.00 4091517.75 167063650.25 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 510000.00000000 0.00000000 0.00000000 6577522.48000000 EUR GBP RUB USD N DIVERSIFIED HEALTHCARE T N/A Diversified Healthcare Trust 25525PAB3 590000.00000000 PA USD 566105.00000000 0.338855878674 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 EURO FOREIGN EXCHANGE CURRENCY 000000000 -27.00000000 NC USD 113838.75000000 0.068140944980 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE EURO CURRENCY 2PM 2021-09-13 -4118276.25000000 USD 113838.75000000 N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AE8 220000.00000000 PA USD 234966.60000000 0.140644957564 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 GFL Environmental Inc 36168QAF1 350000.00000000 PA USD 371343.00000000 0.222276359605 Long DBT CORP CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BD7 470000.00000000 PA USD 459284.00000000 0.274915578171 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724AT9 200000.00000000 PA USD 221312.60000000 0.132472024685 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N STONEMOR INC N/A StoneMor Inc 86184WAA4 340000.00000000 PA USD 344250.00000000 0.206059187312 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 EnLink Midstream LLC 29336TAC4 220000.00000000 PA USD 233077.90000000 0.139514430369 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N MASARIA INVESTMENTS SAU N/A MASARIA INVESTMENTS SAU 000000000 360000.00000000 PA 424195.66000000 0.253912601194 Long LON CORP US N 2 2024-09-15 Floating 4.88966700 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBQ3 750000.00000000 PA USD 738764.65000000 0.442205500056 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAF4 1030000.00000000 PA USD 1074640.20000000 0.643251957198 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond 81720TAD7 460000.00000000 PA USD 465846.60000000 0.278843781578 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 18765000000.00000000 PA 1334735.04000000 0.798938032302 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 H&E Equipment Services Inc 404030AJ7 1130000.00000000 PA USD 1113332.50000000 0.666412171848 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 Minejesa Capital BV 602736AA8 770000.00000000 PA USD 817316.50000000 0.489224615155 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AT2 600000.00000000 PA USD 654570.00000000 0.391808750150 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N NATWEST MARKETS NV X3CZP3CK64YBHON1LE12 NatWest Markets NV 00077TAA2 160000.00000000 PA USD 179419.61000000 0.107395959403 Long DBT CORP NL N 2 2023-05-15 Fixed 7.75000000 N N N N N N CIKARANG LISTRINDO PT N/A Cikarang Listrindo Tbk PT 536576AD3 350000.00000000 PA USD 359464.00000000 0.215165896029 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAC5 1530000.00000000 PA USD 1529770.50000000 0.915681237486 Long DBT CORP NL N 2 2021-07-21 Fixed 2.20000000 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 Marston's Issuer PLC 000000000 853000.00000000 PA 928920.82000000 0.556028087863 Long DBT CORP GB N 2 2035-07-16 Floating 2.63325000 N N N N N N LADDER CAP FIN LLLP/CORP N/A Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 505742AM8 465000.00000000 PA USD 465871.88000000 0.278858913535 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZQ6 250000.00000000 PA USD 233720.70000000 0.139899193900 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18452RAD7 1496192.89000000 PA USD 1462761.96000000 0.875571650572 Long LON CORP US N 2 2026-08-21 Floating 3.59150000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 000000000 300000.00000000 PA USD 318000.00000000 0.190346613116 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.58800000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global Inc 750098AB1 500000.00000000 PA USD 484450.00000000 0.289979297875 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 USD/CAD FORWARD 000000000 1.00000000 NC USD 5249.45000000 0.003142185623 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -390000.00000000 CAD 319863.26000000 USD 2021-07-19 5249.45000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599ED3 270000.00000000 PA USD 324337.50000000 0.194140077458 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JAA8 240000.00000000 PA USD 236469.60000000 0.141544614670 Long DBT NUSS EG N 2 2026-02-16 Fixed 3.87500000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 Renk AG/Frankfurt am Main 000000000 100000.00000000 PA 123322.45000000 0.073817643643 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XBC8 600000.00000000 PA USD 593208.00000000 0.355079036709 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AL9 730000.00000000 PA USD 748250.00000000 0.447883186366 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAA6 250000.00000000 PA USD 260000.00000000 0.155629306321 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 Boise Cascade Co 09739DAD2 780000.00000000 PA USD 830349.00000000 0.497025534134 Long DBT CORP US N 2 2030-07-01 Fixed 4.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GBP/USD FORWARD 000000000 1.00000000 NC USD -23941.87000000 -0.01433098700 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2578553.53000000 GBP 3543177.51000000 USD 2021-07-19 -23941.87000000 N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 Petroleos del Peru SA 716564AA7 1500000.00000000 PA USD 1576875.00000000 0.943876778485 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 136879.26000000 PA USD 137589.66000000 0.082357628241 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75000000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 Jamaica Government International Bond 470160CA8 400000.00000000 PA USD 468500.00000000 0.280432038506 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B69 740000.00000000 PA USD 755266.20000000 0.452082903055 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 Party City Holdings Inc 702150AG8 310000.00000000 PA USD 331312.50000000 0.198315132887 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AF5 270000.00000000 PA USD 281858.40000000 0.168713181819 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAY1 590000.00000000 PA USD 668912.50000000 0.400393801403 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAM8 190000.00000000 PA USD 236315.63000000 0.141452452191 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZZ4 590000.00000000 PA USD 692734.25000000 0.414652887664 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 Open Text Corp 683715AC0 170000.00000000 PA USD 172686.00000000 0.103365393813 Long DBT CORP CA N 2 2028-02-15 Fixed 3.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AX2 380000.00000000 PA USD 388417.00000000 0.232496416436 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N ACURIS FIN US/ACURIS FIN N/A Acuris Finance Us Inc / Acuris Finance SARL 00511BAA5 320000.00000000 PA USD 319988.80000000 0.191537057595 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N ENDO LUX FIN CO I SARL N/A Endo Luxembourg Finance Co I Sarl / Endo US Inc 29280BAA3 250000.00000000 PA USD 245312.50000000 0.146837746950 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N MAGIC MERGECO INC N/A Magic Mergeco Inc 55916AAA2 220000.00000000 PA USD 225979.60000000 0.135265570734 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 Cheniere Energy Partners LP 16411QAH4 380000.00000000 PA USD 397575.00000000 0.237978159465 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAN9 150000.00000000 PA USD 156759.00000000 0.093831901652 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411AW5 250000.00000000 PA USD 262187.50000000 0.156938687504 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AL4 200000.00000000 PA USD 158550.00000000 0.094903948143 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AQ3 690000.00000000 PA USD 488589.00000000 0.292456796717 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411RAJ8 220000.00000000 PA USD 232375.00000000 0.139093692525 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 Oasis Petroleum Inc 674215AL2 610000.00000000 PA USD 636827.80000000 0.381188726001 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 682051AH0 800000.00000000 PA USD 842901.60000000 0.504539197329 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BG6 560000.00000000 PA USD 587188.00000000 0.351475619694 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 30000.00000000 PA USD 33686.10000000 0.020163632214 Long DBT CORP US N 2 2030-02-01 Variable 5.30000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAD7 760000.00000000 PA USD 802180.00000000 0.480164295943 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 130000.00000000 PA USD 132860.00000000 0.079526575530 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 800000.00000000 PA USD 552000.00000000 0.330412988806 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 67054KAA7 337000.00000000 PA USD 350877.66000000 0.210026333960 Long DBT CORP FR N 2 2026-05-01 Fixed 7.37500000 N N N N N N ULTRAPAR INTERNATIONL SA 222100CXHWBP3H3SK244 Ultrapar International SA 90401CAA7 480000.00000000 PA USD 529478.40000000 0.316932138863 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CK4 700000.00000000 PA USD 686901.60000000 0.411161613535 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAJ7 210000.00000000 PA USD 234832.50000000 0.140564688757 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 Primo Water Holdings Inc 000000000 190000.00000000 PA 230195.99000000 0.137789393237 Long DBT CORP US N 2 2028-10-31 Fixed 3.87500000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AU4 419400.00000000 PA USD 352967.04000000 0.211276983037 Long DBT CORP AR N 2 2026-02-12 Variable 4.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BH9 540000.00000000 PA USD 543990.60000000 0.325618768167 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 510000.00000000 PA USD 567382.65000000 0.339620647071 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 035198AB6 400000.00000000 PA USD 418564.00000000 0.250541634504 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts Inc 98311AAB1 140000.00000000 PA USD 145775.00000000 0.087257162034 Long DBT CORP US N 2 2028-08-15 Fixed 4.37500000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 600000.00000000 PA USD 631248.00000000 0.377848801373 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 049362AA4 1170000.00000000 PA USD 1175686.20000000 0.703735491377 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAW5 280000.00000000 PA USD 301000.00000000 0.180170850780 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CoreCivic Inc 21871NAB7 420000.00000000 PA USD 436359.00000000 0.261193263374 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBJ0 250000.00000000 PA USD 263266.25000000 0.157584399482 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 000000000 260000.00000000 PA USD 276351.66000000 0.165416989025 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HAR2 750000.00000000 PA USD 906738.75000000 0.542750471837 Long DBT CORP BM N 2 2024-05-15 Fixed 12.25000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932RAJ3 3000000.00000000 PA USD 3042858.00000000 1.821376460676 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 193002.00314500 PA USD 73568.50000000 0.044036210085 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AZ0 570000.00000000 PA USD 632050.20000000 0.378328977640 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724AR3 250000.00000000 PA USD 273384.50000000 0.163640923438 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 INEOS Quattro Finance 2 Plc 45674GAA2 1140000.00000000 PA USD 1156507.20000000 0.692255435739 Long DBT CORP GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 BWX Technologies Inc 05605HAB6 840000.00000000 PA USD 858030.60000000 0.513595027234 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 Jordan Government International Bond 418097AG6 250000.00000000 PA USD 271723.75000000 0.162646841244 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.12500000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A Mileage Plus Holdings LLC 59921PAB2 470000.00000000 PA USD 502349.16000000 0.300693274239 Long LON CORP US N 2 2027-06-20 Floating 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EF8 500000.00000000 PA USD 588890.00000000 0.352494393076 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 Jazz Financing Lux Sarl 000000000 530000.00000000 PA USD 532602.83000000 0.318802342222 Long LON CORP LU N 2 2028-04-22 Floating 4.00000000 N N N N N N EG Acquisition Corp N/A EG Acquisition Corp 26846A209 19920.00000000 NS USD 199200.00000000 0.119235991612 Long EC CORP US N 1 N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 Fair Isaac Corp 303250AF1 510000.00000000 PA USD 527924.36000000 0.316001930527 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N AUTOMATION TOOLING SYSTE 5493005KP4RP3IU7HQ41 ATS Automation Tooling Systems Inc 001940AC9 710000.00000000 PA USD 729308.45000000 0.436545262185 Long DBT CORP CA N 2 2028-12-15 Fixed 4.12500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 GBP/USD FORWARD 000000000 1.00000000 NC USD 19529.20000000 0.011689676342 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -900000.00000000 GBP 1264571.20000000 USD 2021-07-19 19529.20000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AU8 400000.00000000 PA USD 414020.00000000 0.247821713089 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BM3 600000.00000000 PA USD 632478.60000000 0.378585406851 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAZ2 2550000.00000000 PA USD 2913757.50000000 1.744100225057 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 42307TAH1 560000.00000000 PA USD 820051.61000000 0.490861781586 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 246000.00000000 PA 52457.63000000 0.031399786800 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 78015EAM0 440000.00000000 PA USD 429000.00000000 0.256788355431 Long LON CORP LR N 3 2022-04-05 Floating 1.49490000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 USD/GBP FORWARD 000000000 1.00000000 NC USD 12873.38000000 0.007705673843 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -450000.00000000 GBP 635394.38000000 USD 2021-07-19 12873.38000000 N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 Turk Telekomunikasyon AS 90011QAC4 850000.00000000 PA USD 940593.00000000 0.563014754312 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABA6 441000.00000000 PA USD 457574.99000000 0.273892608784 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Kenya Government International Bond 491798AG9 300000.00000000 PA USD 332205.00000000 0.198849360410 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N SENSATA TECH INC N/A Sensata Technologies Inc 81728UAA2 810000.00000000 PA USD 854741.73000000 0.511626394323 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N MELCO RESORTS FINANCE N/A Melco Resorts Finance Ltd 58547DAD1 680000.00000000 PA USD 719525.00000000 0.430689140889 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 Cogent Communications Group Inc 19240CAA1 638000.00000000 PA USD 650948.21000000 0.389640839898 Long DBT CORP US N 2 2022-03-01 Fixed 5.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HAY7 520000.00000000 PA USD 605787.00000000 0.362608502264 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25000000 N N N N N N VOC ESCROW LTD N/A VOC Escrow Ltd 91832VAA2 1460000.00000000 PA USD 1478980.00000000 0.885279351784 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 Western Asset Premier Institutional Government Reserves 52470G494 4400128.47000000 NS USD 4400128.47000000 2.633803621203 Long STIV RF US N 1 N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAE6 890000.00000000 PA USD 919005.10000000 0.550092793150 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HS2 523917.00000000 PA USD 188982.10000000 0.113119819731 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 1300000.00000000 PA USD 1517975.32000000 0.908620946404 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N SRM ESCROW ISSUER LLC N/A SRM Escrow Issuer LLC 85236FAA1 370000.00000000 PA USD 392671.75000000 0.235043200248 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAH9 780000.00000000 PA USD 815591.40000000 0.488192014707 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N HAWAIIAN BRAND INTELLECT N/A Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd 41984LAA5 380000.00000000 PA USD 408446.80000000 0.244485739051 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAS8 560000.00000000 PA USD 580300.00000000 0.347352640225 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JW71 670000.00000000 PA USD 737904.50000000 0.441690636410 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 TopBuild Corp 89055FAB9 440000.00000000 PA USD 436211.60000000 0.261105033528 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 Magnetite XII Ltd 55953GCG8 600000.00000000 PA USD 591940.80000000 0.354320523413 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.86375000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 TC Ziraat Bankasi AS 90015JAA0 550000.00000000 PA USD 561660.00000000 0.336195216110 Long DBT CORP TR N 2 2022-05-03 Fixed 5.12500000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 IPD 3 BV 000000000 100000.00000000 PA 123697.44000000 0.074042103003 Long DBT CORP NL N 2 2025-12-01 Fixed 5.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 22020000.00000000 PA 1166615.93000000 0.698306261268 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBQ9 370000.00000000 PA USD 379927.98000000 0.227415107614 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N INEOS US PETROCHEM LLC N/A INEOS US Petrochem LLC 000000000 600000.00000000 PA USD 599437.20000000 0.358807675459 Long LON CORP US N 2 2026-01-29 Floating 3.25000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 MGM China Holdings Ltd 55300RAG6 870000.00000000 PA USD 888470.10000000 0.531815328271 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N INEOS QUATTRO FINANCE 1 213800QO23X11QXPVT49 INEOS Quattro Finance 1 Plc 000000000 130000.00000000 PA 158877.98000000 0.095100268527 Long DBT CORP GB N 2 2026-07-15 Fixed 3.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 1011778 BC ULC / New Red Finance Inc 68245XAP4 460000.00000000 PA USD 454825.00000000 0.272246535568 Long DBT CORP CA N 2 2029-02-15 Fixed 3.50000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 Costa Rica Government International Bond 221602AC9 350000.00000000 PA USD 363128.50000000 0.217359371387 Long DBT NUSS CR N 2 2044-04-04 Fixed 7.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 98650000.00000000 PA 1344054.82000000 0.804516612673 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N CIDRON AIDA FINCO SARL 98450036A07991DEBF10 Cidron Aida Finco Sarl 000000000 360000.00000000 PA 509192.73000000 0.304789659053 Long DBT CORP LU N 2 2028-04-01 Fixed 6.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AF1 620000.00000000 PA USD 663688.30000000 0.397266729780 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 1820000.00000000 PA USD 1951950.00000000 1.168387017211 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 El Salvador Government International Bond 283875AS1 300000.00000000 PA USD 272250.00000000 0.162961840946 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 Provincia de Buenos Aires/Government Bonds 744080AK8 890000.00000000 PA USD 402733.90000000 0.241066144189 Long DBT NUSS AR N 2 2024-03-16 Fixed 9.12500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AK4 500000.00000000 PA USD 565597.50000000 0.338552102239 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBD0 340000.00000000 PA USD 405790.00000000 0.242895446970 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 706451BR1 1350000.00000000 PA USD 1250775.00000000 0.748681713902 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397YT4 400000.00000000 PA USD 417150.68000000 0.249695657538 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 Cellnex Finance Co SA 000000000 200000.00000000 PA 235212.72000000 0.140792278660 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 Huarong Finance 2019 Co Ltd 000000000 250000.00000000 PA USD 193198.75000000 0.115643797864 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 Nigeria Government International Bond 65412JAA1 200000.00000000 PA USD 216013.00000000 0.129299820563 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 Transportadora de Gas del Sur SA 893870AX3 1310000.00000000 PA USD 1229775.60000000 0.736112013690 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAF5 2340000.00000000 PA USD 2444598.00000000 1.463273426829 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15137TAA8 550000.00000000 PA USD 575437.50000000 0.344442072909 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AJ7 450000.00000000 PA USD 490500.00000000 0.293600672118 Long DBT CORP CH N 2 N/A Fixed 7.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AT9 250000.00000000 PA USD 276478.75000000 0.165493061827 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N PETSMART INC N/A PetSmart Inc 000000000 470000.00000000 PA USD 470881.25000000 0.281857393451 Long LON CORP US N 2 2028-02-12 Floating 4.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAH3 150000.00000000 PA USD 167688.00000000 0.100373719686 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N KCAD HOLDINGS I LIMITED N/A KCAD HOLDINGS I LIMITED 000000000 75024286.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N VIKING OCEAN CRUISES SHI N/A Viking Ocean Cruises Ship VII Ltd 92682RAA0 320000.00000000 PA USD 324030.40000000 0.193956255304 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 Pactiv LLC 880394AB7 570000.00000000 PA USD 642675.00000000 0.384688709386 Long DBT CORP US N 2 2025-12-15 Fixed 7.95000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBG2 700000.00000000 PA USD 707920.50000000 0.423742985946 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HT0 2309180.00320000 PA USD 736651.51000000 0.440940628854 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 706451BG5 2050000.00000000 PA USD 1982350.00000000 1.186583674565 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 EUR/USD FORWARD 000000000 1.00000000 NC USD 12539.80000000 0.007506001443 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -513000.00000000 EUR 621070.62000000 USD 2021-07-19 12539.80000000 N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAA3 410000.00000000 PA USD 422496.80000000 0.252895707335 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612G606 380.00000000 NS USD 411445.62000000 0.246280755499 Long EP CORP US N 2 N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CoreCivic Inc 21871NAA9 160000.00000000 PA USD 146196.80000000 0.087509640655 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N CARRIAGE SERVICES INC N/A Carriage Services Inc 143905AP2 890000.00000000 PA USD 889830.90000000 0.532629868118 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AB5 600000.00000000 PA USD 647958.00000000 0.387850977175 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CV6 630000.00000000 PA USD 617622.64000000 0.369693011660 Long DBT NUSS ID N 2 2031-03-12 Fixed 1.85000000 N N N N N N SUMMER BC HOLDCO B SARL 984500NRF59D5DB9B654 Summer BC Holdco B SARL 000000000 330000.00000000 PA 410369.34000000 0.245636521999 Long DBT CORP LU N 2 2026-10-31 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBW0 500000.00000000 PA USD 497519.53000000 0.297802382059 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 5820000.00000000 PA USD 5543550.00000000 3.318226311770 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N HERCULES OFFSHORE INC ESCR N/A HERCULES OFFSHORE INC ESCROW 000000000 17554.00000000 NS USD 10486.76000000 0.006277104555 Long EC CORP US N 3 N N N PRIME SECSRVC BRW/FINANC N/A Prime Security Services Borrower LLC / Prime Finance Inc 74166MAC0 420000.00000000 PA USD 465066.00000000 0.278376534514 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N HELIOS SOFT/ION CORP SOL 2138002XO5EAYFHPPT53 Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 42329HAA6 820000.00000000 PA USD 805141.60000000 0.481937033457 Long DBT CORP US N 2 2028-05-01 Fixed 4.62500000 N N N N N N BOYNE USA INC N/A Boyne USA Inc 103557AC8 300000.00000000 PA USD 310384.50000000 0.185788170877 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 Bahrain Government International Bond 05674RAD6 510000.00000000 PA USD 485928.00000000 0.290863990624 Long DBT NUSS BH N 2 2044-09-19 Fixed 6.00000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH 16412EAA5 560000.00000000 PA USD 574700.00000000 0.344000624396 Long DBT CORP DE N 2 2028-01-15 Fixed 5.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 Ball Corp 058498AW6 1400000.00000000 PA USD 1376018.00000000 0.823648949332 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAB7 730000.00000000 PA USD 742086.61000000 0.444193939788 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BN3 1850000.00000000 PA USD 1777942.50000000 1.064230607519 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B51 1800000.00000000 PA USD 1793727.00000000 1.073678802848 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N TITAN INTERNATIONAL INC N/A Titan International Inc 88830MAL6 260000.00000000 PA USD 272368.20000000 0.163032592423 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 Level 3 Financing Inc 527298BS1 1160000.00000000 PA USD 1121047.20000000 0.671029992653 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 Provincia de Buenos Aires/Government Bonds 11943AAD6 910000.00000000 PA USD 434534.10000000 0.260100925216 Long DBT NUSS AR N 2 2022-06-09 Fixed 9.95000000 Y N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B36 1600000.00000000 PA USD 1678000.00000000 1.004407600030 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 2465000000.00000000 PA 170272.94000000 0.101920998221 Long DBT NUSS ID N 2 2021-07-15 Fixed 8.25000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 TK Elevator Midco GmbH 000000000 420000.00000000 PA 521249.89000000 0.312006764619 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAD8 110000.00000000 PA USD 114024.52000000 0.068252142120 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/GBP FORWARD 000000000 1.00000000 NC USD -8828.40000000 -0.00528445295 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -977194.40000000 USD 700000.00000000 GBP 2021-07-19 -8828.40000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAM1 160000.00000000 PA USD 164176.80000000 0.098272005762 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BH4 520000.00000000 PA USD 520000.00000000 0.311258612643 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N TENDAM BRANDS SAU 959800F8A7CLAN0C2203 Tendam Brands SAU 000000000 130000.00000000 PA 152472.69000000 0.091266226837 Long LON CORP ES N 2 2024-09-15 Floating 5.00000000 N N N N N N BLUE RACER MID LLC/FINAN N/A Blue Racer Midstream LLC / Blue Racer Finance Corp 095796AH1 110000.00000000 PA USD 119350.00000000 0.071439837344 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 84859BAA9 1038000.00000000 PA USD 1176054.00000000 0.703955646988 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 JB Poindexter & Co Inc 730481AJ7 1290000.00000000 PA USD 1365232.80000000 0.817193206276 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N BLUE RACER MID LLC/FINAN N/A Blue Racer Midstream LLC / Blue Racer Finance Corp 095796AE8 655000.00000000 PA USD 686905.05000000 0.411163678617 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N CRYSTAL ALMOND SARL 549300CMCWS54UGKRP88 Crystal Almond SARL 000000000 178000.00000000 PA 216310.75000000 0.129478046047 Long DBT CORP LU N 2 2024-10-15 Fixed 4.25000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 34070000.00000000 PA 492688.74000000 0.294910795533 Long DBT NUSS RU N 2 2027-02-03 Fixed 8.15000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 190000.00000000 PA USD 233455.85000000 0.139740661508 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Delta Air Lines, Inc. 2549008L7P4I8VB90936 SkyMiles IP Ltd 24736CBS2 380000.00000000 PA USD 401802.50000000 0.240508632128 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAB5 1320000.00000000 PA USD 1350360.00000000 0.808290731095 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp DISH Network Corp USD XXXX N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EUR/USD FORWARD 000000000 1.00000000 NC USD -16059.80000000 -0.00961298282 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1880594.25000000 USD 1571828.63000000 EUR 2021-07-19 -16059.80000000 N N N MAGIC MERGERCO INC N/A Magic Mergeco Inc 55916AAB0 540000.00000000 PA USD 557550.00000000 0.333735075922 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 374422AD5 290000.00000000 PA USD 367212.50000000 0.219803948645 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BW2 730000.00000000 PA USD 824973.00000000 0.493807598939 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 867000.00000000 PA 184036.82000000 0.110159702439 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A Frontier Communications Holdings LLC 35906ABF4 330000.00000000 PA USD 341576.40000000 0.204458839184 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 10 Year US Treasury Note 000000000 -100.00000000 NC USD -70485.00000000 -0.04219050636 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 -13179515.00000000 USD -70485.00000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAM2 2400000.00000000 PA USD 2350536.00000000 1.406970335248 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 Turkey Government International Bond 900123CJ7 1920000.00000000 PA USD 1849459.20000000 1.107038662948 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 240000.00000000 PA USD 261000.00000000 0.156227880576 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 MercadoLibre Inc 58733RAF9 2060000.00000000 PA USD 2024980.00000000 1.212100895059 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCE1 900000.00000000 PA USD 938217.51000000 0.561592847154 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638DP4 1370000.00000000 PA USD 1274572.65000000 0.762926374524 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.86200000 N N N N N N IPD 3 BV 724500RBP2J59JMQB629 IPD 3 BV 000000000 100000.00000000 PA 123697.44000000 0.074042103003 Long DBT CORP NL N 2 2025-12-01 Fixed 5.50000000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 JetBlue Airways Corp 47714FAL8 5250.00000000 PA USD 5367.31000000 0.003212733585 Long LON CORP US N 2 2024-06-17 Floating 6.25000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 900000.00000000 PA USD 792079.18000000 0.474118205136 Long DBT CORP KY N 2 2023-10-25 Fixed 6.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCK7 170000.00000000 PA USD 173400.00000000 0.103792775831 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 Pampa Energia SA 697660AA6 230000.00000000 PA USD 206452.60000000 0.123577211255 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond 000000000 200000.00000000 PA USD 211594.00000000 0.126654720930 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAH0 1650000.00000000 PA USD 1709812.50000000 1.023449743520 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABT1 340000.00000000 PA USD 337875.00000000 0.202243276436 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 03969AAL4 1380000.00000000 PA USD 1427230.50000000 0.854303433370 Long DBT CORP N/A N 2 2025-02-15 Fixed 6.00000000 N N N N N N OPEN TEXT HOLDINGS INC N/A Open Text Holdings Inc 683720AA4 90000.00000000 PA USD 91894.50000000 0.055005681883 Long DBT CORP US N 2 2030-02-15 Fixed 4.12500000 N N N N N N CDW LLC/CDW FINANCE N/A CDW LLC / CDW Finance Corp 12513GBF5 60000.00000000 PA USD 60867.00000000 0.036433419184 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AN7 770000.00000000 PA USD 789057.50000000 0.472309505280 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AK0 400000.00000000 PA USD 433418.00000000 0.259432856489 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 Bahamas Government International Bond 056732AG5 300000.00000000 PA USD 316878.00000000 0.189675012802 Long DBT NUSS BS N 2 2029-11-20 Fixed 6.95000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAB6 510000.00000000 PA USD 518925.00000000 0.310615145319 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BN1 540000.00000000 PA USD 566325.00000000 0.338987565010 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCN1 2480000.00000000 PA USD 2578493.20000000 1.543419646429 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N CASCADES INC/USA INC N/A Cascades Inc/Cascades USA Inc 14739LAB8 110000.00000000 PA USD 115775.00000000 0.069299934382 Long DBT CORP N/A N 2 2028-01-15 Fixed 5.37500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756CC2 1150000.00000000 PA USD 1161672.50000000 0.695347251339 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 02376CBJ3 750000.00000000 PA USD 782812.50000000 0.468571409057 Long LON CORP US N 2 2028-04-20 Floating 5.50000000 N N N N N N BRASKEM NETHERLANDS N/A Braskem Netherlands Finance BV 10554TAB1 500000.00000000 PA USD 527475.00000000 0.315732955200 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AH8 270000.00000000 PA USD 311040.00000000 0.186180536301 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 390000.00000000 PA USD 395892.90000000 0.236971297710 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAL3 460000.00000000 PA USD 513521.00000000 0.307380450044 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PCW6 600000.00000000 PA USD 680250.00000000 0.407180137020 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 Saga PLC 000000000 2560000.00000000 PA 3506047.71000000 2.098629896302 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 88573000.00000000 PA 1220157.42000000 0.730354818761 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N VIRGIN MEDIA VEND FIN IV N/A Virgin Media Vendor Financing Notes IV DAC 92770QAA5 1000000.00000000 PA USD 1023605.00000000 0.612703600375 Long DBT CORP IE N 2 2028-07-15 Fixed 5.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 70000.00000000 PA USD 76080.20000000 0.045539649041 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 WW International Inc 98262PAA9 690000.00000000 PA USD 696109.95000000 0.416673494777 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAE7 200000.00000000 PA USD 235688.00000000 0.141076769032 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 MXN/USD FORWARD 000000000 1.00000000 NC USD 502.82000000 0.000300975106 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -24298.48000000 USD 495545.55000000 MXN 2021-07-19 502.82000000 N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 TC Ziraat Bankasi AS 90014TAC5 560000.00000000 PA USD 574723.52000000 0.344014702863 Long DBT CORP TR N 2 2023-09-29 Fixed 5.12500000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 Carrols Restaurant Group Inc 14574XAF1 260000.00000000 PA USD 257075.00000000 0.153878476625 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PED6 800000.00000000 PA USD 820008.00000000 0.490835677762 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAD3 700000.00000000 PA USD 671015.63000000 0.401652680876 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AK6 1340000.00000000 PA USD 1309850.00000000 0.784042488021 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.73900000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABS3 1650000.00000000 PA USD 1631437.50000000 0.976536486278 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 74408DAD6 390000.00000000 PA USD 267153.90000000 0.159911446685 Long DBT NUSS AR N 2 2027-06-01 Variable 5.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AL8 90000.00000000 PA USD 98335.80000000 0.058861278233 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A Global Aircraft Leasing Co Ltd 37960JAA6 1562198.00000000 PA USD 1572000.79000000 0.940959201865 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N 2021-08-18 Legg Mason Partners Variable Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer