0001752724-22-183520.txt : 20220819
0001752724-22-183520.hdr.sgml : 20220819
20220819123031
ACCESSION NUMBER: 0001752724-22-183520
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220819
DATE AS OF CHANGE: 20220819
PERIOD START: 20221231
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: 221179790
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
2022-12-31
2022-06-30
N
131262584.78
200263.01
131062321.77
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
914146.27000000
EUR
GBP
MXN
USD
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
330000.00000000
PA
USD
254430.00000000
0.194129019358
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME EURO FOREIGN EXCHANGE CURRENCY
000000000
-27.00000000
NC
USD
78232.50000000
0.059691068297
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-09-19
-3634807.50000000
USD
78232.50000000
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
390000.00000000
PA
USD
254962.50000000
0.194535314617
Long
DBT
NUSS
AR
N
2
2027-06-01
Variable
6.99000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
1650000.00000000
PA
USD
1393395.17000000
1.063154651300
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
630000.00000000
PA
USD
425623.12000000
0.324748649537
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
193002.00314500
PA
USD
44370.14000000
0.033854230110
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
280000.00000000
PA
USD
236857.60000000
0.180721352102
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
400000.00000000
PA
USD
371368.30000000
0.283352450181
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
1800000.00000000
PA
USD
1453311.00000000
1.108870177464
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
240000.00000000
PA
USD
230942.40000000
0.176208079393
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
MARKS & SPENCER PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
000000000
400000.00000000
PA
428647.85000000
0.327056505798
Long
DBT
CORP
GB
N
2
2026-05-19
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
940000.00000000
PA
USD
805739.80000000
0.614776076845
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
WHEEL BIDCO LTD
213800GGDN5YSVU1G348
Wheel Bidco Ltd
000000000
760000.00000000
PA
743430.43000000
0.567234289733
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
700000.00000000
PA
USD
618625.00000000
0.472008271824
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
INEOS QUATTRO FINANCE 1
213800QO23X11QXPVT49
INEOS Quattro Finance 1 Plc
000000000
130000.00000000
PA
109646.03000000
0.083659459499
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
700000.00000000
PA
USD
562668.40000000
0.429313621490
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
2028277.99700000
PA
USD
607843.62000000
0.463782124252
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
98262PAA9
1440000.00000000
PA
USD
961185.60000000
0.733380568129
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
880000.00000000
PA
USD
797720.00000000
0.608657003192
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
Y
Spirit Airlines Inc
Spirit Airlines Inc
USD
XXXX
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
523917.00000000
PA
USD
124264.51000000
0.094813298224
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
88573000.00000000
PA
144937.64000000
0.110586809422
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
Y
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
600000.00000000
PA
USD
531732.00000000
0.405709278470
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
2020000.00000000
PA
2162815.13000000
1.650218843059
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
3.37500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1770000.00000000
PA
USD
1507500.15000000
1.150216270886
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
560000.00000000
PA
USD
468578.88000000
0.357523713659
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
920000.00000000
PA
USD
655201.00000000
0.499915605912
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
810000.00000000
PA
USD
681258.60000000
0.519797445062
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
700000.00000000
PA
USD
586299.00000000
0.447343669852
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AT9
200000.00000000
PA
USD
52664.00000000
0.040182410389
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
710000.00000000
PA
USD
593890.15000000
0.453135685359
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 YEAR US TREASURY NOTE
000000000
75.00000000
NC
USD
-88491.75000000
-0.06751883287
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
8978335.50000000
USD
-88491.75000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
131389.00000000
PA
USD
114229.60000000
0.087156704121
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
SPDR Bloomberg High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
25000.00000000
NS
USD
2267750.00000000
1.730283707303
Long
EC
RF
US
N
1
N
N
N
IDEAL STANDARD INTL SA
5299004EW24BCHXOHD09
Ideal Standard International SA
000000000
360000.00000000
PA
232999.65000000
0.177777752487
Long
DBT
CORP
LU
N
2
2026-07-30
Fixed
6.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
480000.00000000
PA
USD
442800.00000000
0.337854536696
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
1160000.00000000
PA
USD
896607.05000000
0.684107406225
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
380000.00000000
PA
USD
260433.00000000
0.198709283097
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
1020000.00000000
PA
926248.13000000
0.706723425536
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
400000.00000000
PA
USD
333440.00000000
0.254413316883
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2309180.00320000
PA
USD
500223.72000000
0.381668593417
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
560000.00000000
PA
USD
536760.00000000
0.409545621312
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
500000.00000000
PA
USD
404307.50000000
0.308484921173
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
MARSTONS ISSUER PLC
213800HQB746UJ9UWM15
Marston's Issuer PLC
000000000
853000.00000000
PA
830959.71000000
0.634018762049
Long
DBT
CORP
GB
N
2
2035-07-16
Floating
3.57034000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
670000.00000000
PA
USD
490724.75000000
0.374420919279
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
410000.00000000
PA
USD
330282.89000000
0.252004455238
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
200000.00000000
PA
USD
139850.00000000
0.106704961510
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
530000.00000000
PA
USD
343776.55000000
0.262300061037
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
SAMHALLSBYGGNADSBOLAGET
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
1000000.00000000
PA
357778.51000000
0.272983497597
Long
DBT
CORP
SE
N
2
N/A
Fixed
2.62400000
N
N
N
N
N
N
EG ACQUISITION CORP-A
N/A
EG ACQUISITION CORP-A -CW28
26846A118
6640.00000000
NS
USD
962.14000000
0.000734108771
Long
EC
CORP
US
N
2
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
260000.00000000
PA
USD
198775.20000000
0.151664641153
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1920000.00000000
PA
USD
1597593.60000000
1.218957194122
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
160000.00000000
PA
USD
126363.90000000
0.096415123960
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
430000.00000000
PA
USD
347577.60000000
0.265200246192
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
CIKARANG LISTRINDO PT
254900NPCIO562Z7FN53
Cikarang Listrindo Tbk PT
536576AD3
350000.00000000
PA
USD
324868.25000000
0.247873107703
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
780000.00000000
PA
USD
533406.90000000
0.406987220122
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
170000.00000000
PA
166587.51000000
0.127105569129
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
780000.00000000
PA
USD
729300.00000000
0.556452831104
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
100000.00000000
PA
93984.98000000
0.071710144251
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
5.50000000
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
2016450.80000000
1.538543475171
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
150000.00000000
PA
116675.19000000
0.089022679000
Long
DBT
CORP
NL
N
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
34070000.00000000
PA
55750.91000000
0.042537709730
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
Y
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
2360000.00000000
PA
USD
1702810.99000000
1.299237619937
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
690000.00000000
PA
USD
580628.10000000
0.443016797015
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
810000.00000000
PA
USD
690899.75000000
0.527153601942
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
1870000.00000000
PA
USD
1541347.50000000
1.176041656506
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1090000.00000000
PA
USD
938110.17000000
0.715774112140
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BR1
1350000.00000000
PA
USD
892181.25000000
0.680730539449
Long
DBT
CORP
MX
N
2
2038-06-15
Fixed
6.62500000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
640000.00000000
PA
USD
468230.40000000
0.357257824885
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
980000.00000000
PA
USD
592934.04000000
0.452406177452
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
790000.00000000
PA
840823.92000000
0.641545112771
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8140000.00000000
PA
354149.40000000
0.270214501938
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
5570000.00000000
PA
USD
4585530.35000000
3.498740361129
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
560000.00000000
PA
USD
571865.00000000
0.436330588590
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
690000.00000000
PA
USD
392520.30000000
0.299491337173
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
300000.00000000
PA
USD
283702.70000000
0.216463966278
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
150000.00000000
PA
USD
115790.55000000
0.088347702403
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
780000.00000000
PA
USD
482652.30000000
0.368261673898
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
1000000.00000000
PA
USD
715765.00000000
0.546125683059
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
780000.00000000
PA
USD
638430.00000000
0.487119403485
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
218250.00000000
0.166523831603
Long
DBT
NUSS
EG
N
2
2028-02-21
Fixed
6.58800000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
870000.00000000
PA
USD
705787.50000000
0.538512892544
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
130000.00000000
PA
USD
96218.40000000
0.073414234312
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAA8
240000.00000000
PA
USD
175898.40000000
0.134209739019
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
670000.00000000
PA
USD
583883.06000000
0.445500317798
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
830000.00000000
PA
USD
669906.65000000
0.511135954981
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
570000.00000000
PA
USD
515918.40000000
0.393643568214
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
71555.43000000
0.054596491984
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2196171.37000000
EUR
2375880.18000000
USD
2022-07-19
71555.43000000
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
850000.00000000
PA
USD
761651.00000000
0.581136507971
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
200000.00000000
PA
139711.02000000
0.106598920355
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
850000.00000000
PA
USD
83257.70000000
0.063525274751
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
1030000.00000000
PA
USD
750751.55000000
0.572820273485
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
500000.00000000
PA
USD
386325.00000000
0.294764349343
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.40000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
590000.00000000
PA
USD
526203.30000000
0.401490903635
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
400000.00000000
PA
USD
45885.24000000
0.035010245034
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.50000000
Y
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
1420000.00000000
PA
USD
1151989.20000000
0.878962912027
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1760000.00000000
PA
USD
1285204.80000000
0.980605854255
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
310000.00000000
PA
USD
208910.55000000
0.159397870553
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
410000.00000000
PA
USD
398110.00000000
0.303756254752
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
220000.00000000
PA
USD
198832.70000000
0.151708513411
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
250000.00000000
PA
185149.19000000
0.141268052861
Long
DBT
CORP
DE
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
United AirLines Inc
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAJ3
1972518.89000000
PA
USD
1841849.38000000
1.405323326434
Long
LON
CORP
US
N
2
2028-04-21
Floating
5.39157000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
600000.00000000
PA
USD
446028.00000000
0.340317487113
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
970000.00000000
PA
USD
823015.90000000
0.627957668447
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
440000.00000000
PA
USD
344522.20000000
0.262868988849
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
740000.00000000
PA
USD
610659.10000000
0.465930323645
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
1000000.00000000
PA
593972.82000000
0.453198762221
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
650000.00000000
PA
USD
180375.00000000
0.137625365981
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
6.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
2100000.00000000
PA
USD
1717436.76000000
1.310397020902
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1480000.00000000
PA
USD
1003440.00000000
0.765620497522
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
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
690000.00000000
PA
USD
491041.95000000
0.374662941544
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
APCOA PARKING HOLDINGS G
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
000000000
1390000.00000000
PA
1190990.95000000
0.908721083157
Long
DBT
CORP
DE
N
2
2027-01-15
Fixed
4.62500000
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
189477.50000000
0.144570535178
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
22020000.00000000
PA
988909.83000000
0.754534038955
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
710000.00000000
PA
USD
626312.30000000
0.477873649376
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
280000.00000000
PA
USD
238502.60000000
0.181976480180
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
1010000.00000000
PA
USD
864868.05000000
0.659890682783
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
790000.00000000
PA
USD
772845.15000000
0.589677597316
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
150000.00000000
PA
USD
118693.73000000
0.090562816526
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
NATWEST MARKETS NV
X3CZP3CK64YBHON1LE12
NatWest Markets NV
00077TAA2
160000.00000000
PA
USD
163322.21000000
0.124614158969
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
7.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
400000.00000000
PA
USD
340794.00000000
0.260024387938
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
620000.00000000
PA
USD
497862.48000000
0.379866977233
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
590000.00000000
PA
USD
401964.05000000
0.306696878684
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
810000.00000000
PA
USD
656100.00000000
0.500601539129
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
350000.00000000
PA
USD
302134.21000000
0.230527130848
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
130000.00000000
PA
130573.00000000
0.099626649548
Long
LON
CORP
ES
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
450000.00000000
PA
USD
416250.00000000
0.317596998419
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1400000.00000000
PA
USD
1166876.40000000
0.890321782981
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
530000.00000000
PA
USD
323724.00000000
0.247000049768
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
150000.00000000
PA
USD
139737.07000000
0.106618796396
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAP0
200000.00000000
PA
USD
141856.00000000
0.108235531069
Long
DBT
CORP
KY
N
2
2029-03-08
Variable
3.10000000
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
584703.00000000
0.446125928568
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
1690000.00000000
PA
USD
1334170.50000000
1.017966477307
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
DirectV Financing LLC
N/A
Directv Financing LLC
25460HAB8
748685.21000000
PA
USD
691444.48000000
0.527569228640
Long
LON
CORP
US
N
2
2027-08-02
Floating
6.66614000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
580000.00000000
PA
USD
575072.90000000
0.438778202792
Long
DBT
CORP
N/A
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
1850000.00000000
PA
USD
1267398.00000000
0.967019340786
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
790000.00000000
PA
USD
573310.90000000
0.437433804206
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
440000.00000000
PA
USD
347200.24000000
0.264912322100
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
3110000.00000000
PA
USD
2336776.25000000
1.782950445590
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
1460000.00000000
PA
USD
1175124.80000000
0.896615277472
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1562198.00000000
PA
USD
1187668.84000000
0.906186327207
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
300000.00000000
PA
USD
250363.50000000
0.191026296969
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
250000.00000000
PA
251583.19000000
0.191956915307
Long
DBT
CORP
ES
N
2
2024-09-15
Floating
5.25000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
2220000.00000000
PA
USD
1628130.00000000
1.242256338825
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
350000.00000000
PA
USD
268187.50000000
0.204625933966
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.87500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
900000.00000000
PA
USD
806521.50000000
0.615372510655
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEU1
200000.00000000
PA
USD
199218.75000000
0.152003067937
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
600000.00000000
PA
USD
521258.77000000
0.397718248052
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.72429000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBB5
1110000.00000000
PA
USD
903222.26000000
0.689154783618
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
500000.00000000
PA
USD
392500.00000000
0.299475848359
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
390000.00000000
PA
USD
325867.97000000
0.248635889856
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
340000.00000000
PA
USD
304529.50000000
0.232354727039
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
730000.00000000
PA
USD
355334.80000000
0.271118957150
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
270000.00000000
PA
USD
247007.02000000
0.188465316853
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
770000.00000000
PA
USD
659843.80000000
0.503458042775
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
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
139021.75000000
0.106073010246
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
160000.00000000
PA
USD
137100.80000000
0.104607333479
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
1340000.00000000
PA
USD
1000196.48000000
0.763145705411
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
500000.00000000
PA
USD
372700.00000000
0.284368531677
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1050000.00000000
PA
USD
826528.50000000
0.630637767466
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
1120000.00000000
PA
USD
938771.18000000
0.716278459989
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
560000.00000000
PA
USD
462142.80000000
0.352613011702
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
421752.59000000
0.321795451434
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4748553.53000000
GBP
6203937.70000000
USD
2022-07-19
421752.59000000
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
1140000.00000000
PA
USD
997853.40000000
0.761357945230
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
500000.00000000
PA
USD
441692.50000000
0.337009518857
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAB8
110000.00000000
PA
USD
93701.33000000
0.071493720494
Long
DBT
CORP
N/A
N
2
2028-01-15
Fixed
5.37500000
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
1067198.94000000
0.814268300444
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAR6
730000.00000000
PA
USD
483486.30000000
0.368898012388
Long
DBT
CORP
KY
N
2
2031-08-08
Variable
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
200000.00000000
PA
USD
189863.28000000
0.144864883694
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
250000.00000000
PA
USD
189536.25000000
0.144615361181
Long
DBT
CORP
FR
N
2
2029-07-15
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
621938.10000000
0.474536153183
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
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
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
890000.00000000
PA
USD
553820.30000000
0.422562558423
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
800000.00000000
PA
USD
387643.90000000
0.295770664493
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-688.55000000
-0.00052536075
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-126253.73000000
USD
119671.78000000
EUR
2022-07-19
-688.55000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
18600.00000000
0.014191721731
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
Y
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
200000.00000000
PA
USD
205233.95000000
0.156592640225
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
830000.00000000
PA
USD
644059.25000000
0.491414497547
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
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
690000.00000000
PA
USD
559466.92000000
0.426870905722
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-65.28000000
-0.00004980836
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-24623.01000000
USD
495545.55000000
MXN
2022-07-19
-65.28000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAD6
510000.00000000
PA
USD
380057.61000000
0.289982357146
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
480000.00000000
PA
USD
419035.23000000
0.319722117188
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
210000.00000000
PA
USD
193683.00000000
0.147779313981
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
500000.00000000
PA
USD
476285.00000000
0.363403450791
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AG5
300000.00000000
PA
USD
218564.57000000
0.166763847189
Long
DBT
NUSS
BS
N
2
2029-11-20
Fixed
6.95000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
470000.00000000
PA
USD
402023.01000000
0.306741864916
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
1040000.00000000
PA
USD
771976.40000000
0.589014744721
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
760000.00000000
PA
USD
586400.80000000
0.447421342824
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
430000.00000000
PA
USD
242739.61000000
0.185209300981
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
98650000.00000000
PA
161427.27000000
0.123168327723
Long
DBT
NUSS
RU
N
2
2029-05-23
Variable
0.01000000
N
Y
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
600000.00000000
PA
USD
150326.64000000
0.114698593745
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
870000.00000000
PA
USD
616038.30000000
0.470034630609
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
740000.00000000
PA
USD
582990.50000000
0.444819298274
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
MASARIA INVESTMENTS SAU
N/A
MASARIA INVESTMENTS SAU
000000000
360000.00000000
PA
362279.79000000
0.276417955295
Long
LON
CORP
US
N
2
2024-09-15
Floating
4.88966700
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
780000.00000000
PA
USD
683295.60000000
0.521351667490
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
2200000.00000000
PA
USD
1911798.09000000
1.458693897819
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
570000.00000000
PA
USD
505165.35000000
0.385439036313
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
570000.00000000
PA
USD
583537.50000000
0.445236656973
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.75000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
1500000.00000000
PA
USD
1161937.50000000
0.886553423064
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
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
266185.60000000
0.203098492690
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1580000.00000000
PA
USD
1211836.30000000
0.924625997490
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
600000.00000000
PA
USD
476159.94000000
0.363308030538
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
360000.00000000
PA
360442.53000000
0.275016133647
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
930000.00000000
PA
USD
908665.80000000
0.693308181732
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1270000.00000000
PA
USD
530755.57000000
0.404964266489
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
960000.00000000
PA
USD
854587.20000000
0.652046437495
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
1690000.00000000
PA
USD
1624622.35000000
1.239580016635
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1000000.00000000
PA
USD
805335.00000000
0.614467216148
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
290000.00000000
PA
USD
250915.25000000
0.191447279898
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
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
390199.60000000
0.297720652839
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
900000.00000000
PA
USD
67500.00000000
0.051502215959
Long
DBT
CORP
KY
N
2
2023-10-25
Fixed
6.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
6352.75000000
0.004847121517
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-260000.00000000
EUR
279156.80000000
USD
2022-07-19
6352.75000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
750000.00000000
PA
USD
556477.50000000
0.424589990841
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
460000.00000000
PA
USD
294183.80000000
0.224461001473
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
1100000.00000000
PA
USD
776633.00000000
0.592567710926
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
1840000.00000000
PA
USD
1499166.42000000
1.143857669964
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
270000.00000000
PA
USD
278591.40000000
0.212564065886
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
1520000.00000000
PA
USD
1225793.36000000
0.935275175539
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
500000.00000000
PA
USD
507810.00000000
0.387456893134
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AG9
300000.00000000
PA
USD
217701.00000000
0.166104946913
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
2022-08-18
Legg Mason Partners Variable Income Trust
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer