0001752724-21-245259.txt : 20211118 0001752724-21-245259.hdr.sgml : 20211118 20211118120126 ACCESSION NUMBER: 0001752724-21-245259 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211118 PERIOD START: 20210930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WESTERN ASSET HIGH INCOME OPPORTUNITY FUND INC. CENTRAL INDEX KEY: 0000910068 IRS NUMBER: 133735236 STATE OF INCORPORATION: MD FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07920 FILM NUMBER: 211423229 BUSINESS ADDRESS: STREET 1: 620 EIGHTH AVENUE STREET 2: 47TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 888-777-0102 MAIL ADDRESS: STREET 1: 620 EIGHTH AVENUE STREET 2: 47TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 FORMER COMPANY: FORMER CONFORMED NAME: HIGH INCOME OPPORTUNITY FUND INC DATE OF NAME CHANGE: 19941230 FORMER COMPANY: FORMER CONFORMED NAME: SMITH BARNEY HIGH INCOME OPPORTUNITY FUND INC DATE OF NAME CHANGE: 19930913 FORMER COMPANY: FORMER CONFORMED NAME: SMITH BARNEY HIGH INCOME FUND INC DATE OF NAME CHANGE: 19930802 NPORT-P 1 primary_doc.xml NPORT-P false 0000910068 XXXXXXXX Western Asset High Income Opportunity Fund Inc. 811-07920 0000910068 549300S7N70O2ERKYG47 620 Eighth Avenue 47thFloor New York 10018 1-888-777-0102 Western Asset High Income Opportunity Fund Inc. 549300S7N70O2ERKYG47 2021-09-30 2021-09-30 N 524165679.86 6198885.13 517966794.73 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 440000.00000000 0.00000000 0.00000000 0.00000000 GBP MXN RUB USD N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AN9 1380000.00000000 PA USD 1617015.00000000 0.312185069863 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AJ3 1070000.00000000 PA USD 1235256.15000000 0.238481725579 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 Full House Resorts Inc 359678AC3 960000.00000000 PA USD 1033262.40000000 0.199484293300 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N METLIFE CAPITAL TRUST IV N/A MetLife Capital Trust IV 591560AA5 1010000.00000000 PA USD 1406334.10000000 0.271510474089 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N BLUE RACER MID LLC/FINAN N/A Blue Racer Midstream LLC / Blue Racer Finance Corp 095796AH1 730000.00000000 PA USD 790225.00000000 0.152562868515 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABH1 620000.00000000 PA USD 698306.00000000 0.134816750244 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A Clear Channel Outdoor Holdings Inc 18453HAD8 1680000.00000000 PA USD 1749300.00000000 0.337724351792 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BL5 670000.00000000 PA USD 716062.50000000 0.138244865749 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZJ0 2510000.00000000 PA USD 2532392.21000000 0.488910145547 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932RAJ3 2593500.00000000 PA USD 2617230.53000000 0.505289249548 Long LON CORP US N 2 2028-04-21 Floating 4.50000000 N N N N N N DIRECTV FINANCING LLC N/A Directv Financing LLC 25460HAB8 6390000.00000000 PA USD 6401310.30000000 1.235853410899 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 Sprint Capital Corp 852060AD4 2190000.00000000 PA USD 2805937.50000000 0.541721501947 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 670000.00000000 PA USD 723251.60000000 0.139632811863 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 2900000.00000000 PA USD 3208125.00000000 0.619368853880 Long DBT CORP US N 2 2030-02-01 Variable 5.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48126HAC4 2520000.00000000 PA USD 2740311.00000000 0.529051481268 Long DBT CORP US N 2 N/A Fixed 6.10000000 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 250000.00000000 PA USD 249532.50000000 0.048175385476 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 1000000.00000000 PA USD 988120.00000000 0.190768985590 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAK9 1500000.00000000 PA USD 2031375.00000000 0.392182475916 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAT4 3630000.00000000 PA USD 3920449.33000000 0.756892018926 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 1520000.00000000 PA USD 2182500.54000000 0.421359160897 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 000000000 300000.00000000 PA USD 325287.00000000 0.062800743852 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N EG ACQUISITION CORP-A N/A EG ACQUISITION CORP-A -CW28 26846A118 21426.00000000 NS USD 12643.48000000 0.002440982728 Long EC CORP US N 1 N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AK1 3750000.00000000 PA USD 3921618.75000000 0.757117790155 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BK2 3710000.00000000 PA USD 3960425.00000000 0.764609824470 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAG4 650000.00000000 PA USD 837492.50000000 0.161688453491 Long DBT CORP US N 2 2030-02-01 Variable 7.50000000 N N N N N N PARTY CITY HOLDINGS INC 5493005PYM1JS6EZN307 Party City Holdings Inc 702150AG8 1030000.00000000 PA USD 1078997.10000000 0.208313951971 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 198450000.00000000 PA 2687698.59000000 0.518893994237 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABG3 6445000.00000000 PA USD 7033428.50000000 1.357891774445 Long DBT CORP US N 2 2026-02-01 Fixed 9.25000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 74408DAD6 2660000.00000000 PA USD 1822126.60000000 0.351784442272 Long DBT NUSS AR N 2 2027-06-01 Variable 5.00000000 N N N N N N KCAD HOLDINGS I LIMITED N/A KCAD HOLDINGS I LIMITED 000000000 427421041.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 United Airlines Holdings Inc 910047AJ8 4850000.00000000 PA USD 4951546.88000000 0.955958360724 Long DBT CORP US N 2 2022-10-01 Fixed 4.25000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AL6 756000.00000000 PA USD 819723.24000000 0.158257874508 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAL5 3510000.00000000 PA USD 3698662.50000000 0.714073283776 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 TC Ziraat Bankasi AS 90014TAC5 2040000.00000000 PA USD 2078937.48000000 0.401365010489 Long DBT CORP TR N 2 2023-09-29 Fixed 5.12500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond 000000000 36017000000.00000000 PA 2547298.39000000 0.491787970950 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 Altice France Holding SA 02156TAB0 3590000.00000000 PA USD 3930511.50000000 0.758834647315 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 Park-Ohio Industries Inc 700677AR8 1000000.00000000 PA USD 1000000.00000000 0.193062568908 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAA3 3529000.00000000 PA USD 3617295.58000000 0.698364377177 Long DBT CORP JE N 2 2026-08-15 Fixed 4.87500000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AL4 1600000.00000000 PA USD 1336016.00000000 0.257934681063 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 74408DAC8 500000.00000000 PA USD 382950.00000000 0.073933310763 Long DBT NUSS AR N 2 2025-12-10 Variable 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A60 1650000.00000000 PA USD 1794375.00000000 0.346426647085 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 Magnetite XII Ltd 55953GCG8 3400000.00000000 PA USD 3366502.67000000 0.649945653708 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.80613000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91911KAP7 2200000.00000000 PA USD 2324795.00000000 0.448830894886 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BU3 530000.00000000 PA USD 547535.68000000 0.105708644949 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F 000000000 274000.00000000 PA 49067.38000000 0.009473074432 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DJ1 1070000.00000000 PA USD 1262145.25000000 0.243673004300 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 CHS/Community Health Systems Inc 12543DBC3 1300000.00000000 PA USD 1380242.50000000 0.266473162767 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50076QAE6 165000.00000000 PA USD 202697.84000000 0.039133365702 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAB4 1080000.00000000 PA USD 1154250.00000000 0.222842470162 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAD9 2061000.00000000 PA USD 1997789.13000000 0.385698301575 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 517000.00000000 PA USD 435577.67000000 0.084093743929 Long DBT NUSS EC N 2 2030-07-31 Variable 5.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAM9 1140000.00000000 PA USD 1267577.40000000 0.244721749134 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 Oasis Petroleum Inc 674215AL2 2000000.00000000 PA USD 2098250.00000000 0.405093535212 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 110080000.00000000 PA 1509487.10000000 0.291425457260 Long DBT NUSS RU N 2 2023-01-25 Fixed 7.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 Michaels Cos Inc/The 55916AAB0 910000.00000000 PA USD 946832.25000000 0.182797866510 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397WF6 1955000.00000000 PA USD 2001920.00000000 0.386495817949 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CW3 1330000.00000000 PA USD 1355469.50000000 0.261690423747 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AJ4 2290000.00000000 PA USD 2771445.02000000 0.535062295150 Long DBT CORP FR N 2 N/A Fixed 8.12500000 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 Spectrum Brands Inc 84762LAU9 1210000.00000000 PA USD 1241762.50000000 0.239737858224 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAW7 4610000.00000000 PA USD 5174459.69000000 0.998994480466 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 84859BAA9 3965999.00000000 PA USD 4452825.38000000 0.859673906764 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZH9 200000.00000000 PA USD 200350.00000000 0.038680085680 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565BT0 1975000.00000000 PA USD 2413341.38000000 0.465925886476 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCX6 2500000.00000000 PA USD 2596875.00000000 0.501359358634 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BL2 710000.00000000 PA USD 780112.50000000 0.150610523287 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCE1 380000.00000000 PA USD 392528.60000000 0.075782579886 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DAZ8 730000.00000000 PA USD 754053.50000000 0.145579505804 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 440000.00000000 PA USD 459302.80000000 0.088674178474 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 Huarong Finance 2019 Co Ltd 000000000 1090000.00000000 PA USD 1019150.00000000 0.196759717103 Long DBT CORP VG N 2 2023-09-30 Fixed 2.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AS6 1870000.00000000 PA USD 1956487.50000000 0.377724502787 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAD3 2460000.00000000 PA USD 2448413.40000000 0.472696980754 Long DBT CORP NL N 2 2023-07-21 Fixed 2.80000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EB7 4970000.00000000 PA USD 5576340.00000000 1.076582525508 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAA9 2573000.00000000 PA USD 2771764.25000000 0.535123926514 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 1250000.00000000 PA USD 966784.28000000 0.186649856677 Long DBT CORP KY N 2 2024-10-30 Fixed 8.37500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GBP/USD FORWARD 000000000 1.00000000 NC USD -11109.33000000 -0.00214479578 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -515805.90000000 USD 374562.23000000 GBP 2021-10-19 -11109.33000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BG6 1840000.00000000 PA USD 1884673.36000000 0.363859880435 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 Argentine Republic Government International Bond 040114HX1 280362.00193800 PA USD 107241.27000000 0.020704275079 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BN1 1820000.00000000 PA USD 1883700.00000000 0.363671961053 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N GMAC CAPITAL TRUST I N/A GMAC CAPITAL TRUST I 361860208 9501.00000000 NS USD 239805.24000000 0.046297415672 Long EP CORP US N 1 N N N WHEEL BIDCO LTD 213800GGDN5YSVU1G348 Wheel Bidco Ltd 000000000 3050000.00000000 PA 4137823.29000000 0.798858794057 Long DBT CORP JE N 2 2026-07-15 Fixed 6.75000000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 VEON Holdings BV 92718WAB5 940000.00000000 PA USD 965539.80000000 0.186409594171 Long DBT CORP NL N 2 2022-03-01 Fixed 7.50430000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAF0 2690000.00000000 PA USD 2936551.95000000 0.566938263200 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20337YAA5 60000.00000000 PA USD 60825.00000000 0.011743030753 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 ARD Finance SA 00191AAD8 2073000.00000000 PA USD 2204842.80000000 0.425672615007 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CW8 3280000.00000000 PA USD 3948398.40000000 0.762287938179 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 703000.00000000 PA USD 862334.95000000 0.166484600706 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AM3 640000.00000000 PA USD 685104.00000000 0.132267938209 Long DBT CORP US N 2 2025-04-01 Fixed 7.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAV2 380000.00000000 PA USD 445398.67000000 0.085989811418 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406PAU4 4523000.00000000 PA USD 4720881.25000000 0.911425461638 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 Russian Federal Bond - OFZ 000000000 315370000.00000000 PA 4450457.59000000 0.859216775144 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAG1 295000.00000000 PA USD 286548.25000000 0.055321741261 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBT9 3321000.00000000 PA USD 3462341.76000000 0.668448594625 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 Kinder Morgan Inc 28368EAE6 6920000.00000000 PA USD 9937029.07000000 1.918468359575 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 374422AG8 1000000.00000000 PA USD 952670.00000000 0.183924917522 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AC1 2951000.00000000 PA USD 3046907.50000000 0.588243789177 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CoreCivic Inc 21871NAA9 820000.00000000 PA USD 720107.60000000 0.139025823146 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AZ0 490000.00000000 PA USD 531258.00000000 0.102566034233 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AK4 4320000.00000000 PA USD 4789152.00000000 0.924605988014 Long DBT CORP CH N 2 N/A Fixed 7.25000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 Provincia de Buenos Aires/Government Bonds 000000000 926221.00000000 PA USD 422379.93000000 0.081545754341 Long DBT NUSS AR N 2 2037-09-01 Variable 3.90000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 Sprint Capital Corp 852060AT9 5910000.00000000 PA USD 8836100.10000000 1.705920184440 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AQ2 2270000.00000000 PA USD 2753881.96000000 0.531671525669 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAF4 5150000.00000000 PA USD 5216254.75000000 1.007063542117 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAY1 8126000.00000000 PA USD 9186239.85000000 1.773519064052 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HQ7 5510000.00000000 PA USD 5961820.00000000 1.151004284571 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond 000000000 1798000.00000000 PA USD 968690.48000000 0.187017872546 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings SA 45824TAR6 2910000.00000000 PA USD 2990025.00000000 0.577261907601 Long DBT CORP LU N 2 2024-02-15 Variable 8.00000000 Y N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAL4 4150000.00000000 PA USD 4253750.00000000 0.821239902495 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N INTERFACE SPECIAL HLDGS N/A Interface Special Holdings Inc 45875AAA2 2734286.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2023-11-01 Fixed 19.00000000 N N Y N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AN1 300000.00000000 PA USD 315615.00000000 0.060933442686 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EF8 800000.00000000 PA USD 961380.00000000 0.185606492497 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AS0 220000.00000000 PA USD 243650.00000000 0.047039694914 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZZ4 720000.00000000 PA USD 848612.79000000 0.163835365246 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 GBP/USD FORWARD 000000000 1.00000000 NC USD 35804.48000000 0.006912504887 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1050000.00000000 GBP 1450606.50000000 USD 2021-10-19 35804.48000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 1150000.00000000 PA USD 1102562.50000000 0.212863548632 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAB2 980000.00000000 PA USD 1053500.00000000 0.203391416345 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AQ4 1050000.00000000 PA USD 1177312.50000000 0.227294975658 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BW9 1030000.00000000 PA USD 1124073.45000000 0.217016507899 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AK1 2710000.00000000 PA USD 2760812.50000000 0.533009553525 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBN1 450000.00000000 PA USD 504776.25000000 0.097453399549 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBJ0 490000.00000000 PA USD 512356.25000000 0.098916813821 Long DBT CORP US N 2 2026-04-15 Fixed 5.87500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914906AT9 2070000.00000000 PA USD 2249324.10000000 0.434260289054 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 Huarong Finance II Co Ltd 000000000 650000.00000000 PA USD 629687.50000000 0.121569086359 Long DBT CORP VG N 2 2026-11-22 Fixed 4.87500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAR2 400000.00000000 PA USD 450580.00000000 0.086990132298 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742AS4 1050000.00000000 PA USD 1365426.55000000 0.263612757399 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 2620000.00000000 PA USD 2852420.20000000 0.550695571419 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAH3 640000.00000000 PA USD 720640.00000000 0.139128609658 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A Sally Holdings LLC / Sally Capital Inc 79546VAL0 1590000.00000000 PA USD 1630958.40000000 0.314877018487 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAE8 3620000.00000000 PA USD 3853490.00000000 0.743964678664 Long DBT CORP US N 2 2027-09-30 Fixed 5.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71645WAS0 5120000.00000000 PA USD 5794380.80000000 1.118678042483 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 Saga PLC 000000000 2640000.00000000 PA 3462373.90000000 0.668454799656 Long DBT CORP GB N 2 2024-05-12 Fixed 3.37500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 3180000.00000000 PA USD 3445895.70000000 0.665273476033 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAW5 9670000.00000000 PA USD 10410045.10000000 2.009790049461 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 120620000.00000000 PA 5960789.54000000 1.150805341316 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 750000.00000000 PA USD 596285.43000000 0.115120396918 Long DBT CORP KY N 2 2024-02-26 Fixed 8.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAE6 700000.00000000 PA USD 659036.00000000 0.127235183163 Long DBT CORP KY N 2 2029-12-15 Fixed 5.12500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAL5 670000.00000000 PA USD 734487.50000000 0.141802043581 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAZ2 7740000.00000000 PA USD 8650611.00000000 1.670109182290 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153BJ0 1580000.00000000 PA USD 1626128.10000000 0.313944468360 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N CARROLS RESTAURANT GROUP 529900HZEMNWQSAKFJ98 Carrols Restaurant Group Inc 14574XAF1 1400000.00000000 PA USD 1319633.00000000 0.254771736996 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 Spirit Airlines Inc 848577AB8 1880000.00000000 PA USD 1770801.72000000 0.341875529091 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 Western Asset Premier Institutional Government Reserves 549300WB3XRN9YTWFB76 Western Asset Premier Institutional Government Reserves 52470G494 498567.35000000 NS USD 498567.35000000 0.096254693365 Long STIV RF US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505EL4 1760000.00000000 PA USD 1973840.00000000 0.381074621014 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612G606 1250.00000000 NS USD 1351196.62000000 0.260865490558 Long EP CORP US N 2 N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 VEON Holdings BV 000000000 1530000.00000000 PA USD 1571570.10000000 0.303411360726 Long DBT CORP NL N 2 2022-03-01 Fixed 7.50430000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAH9 1100000.00000000 PA USD 1048781.25000000 0.202480402348 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABA6 750000.00000000 PA USD 779062.50000000 0.150407807590 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WAH4 1370000.00000000 PA USD 1453912.50000000 0.280696082218 Long DBT CORP KY N 2 2023-06-01 Fixed 4.75000000 N N N N N N TEVA PHARMACEUT FIN BV 549300Q840R30TDKVK53 Teva Pharmaceutical Finance Co BV 88165FAG7 3980000.00000000 PA USD 4014825.00000000 0.775112428219 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBX0 12669000.00000000 PA USD 13241005.35000000 2.556342507805 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BF0 750000.00000000 PA USD 788160.00000000 0.152164194311 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GFD1 1880000.00000000 PA USD 2695486.72000000 0.520397590622 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DC6 750000.00000000 PA USD 833475.00000000 0.160912824621 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CoreCivic Inc 21871NAB7 2970000.00000000 PA USD 3033439.20000000 0.585643564580 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 Sprint Communications Inc 852061AM2 3770000.00000000 PA USD 3817125.00000000 0.736943958345 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBR2 1000000.00000000 PA USD 851805.00000000 0.164451661509 Long DBT CORP MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 67054KAA7 4777000.00000000 PA USD 4962586.45000000 0.958089688468 Long DBT CORP FR N 2 2026-05-01 Fixed 7.37500000 N N N N N N CHINA SCE GRP HLDGS LTD 549300Q8UEI2ERAP6P49 China SCE Group Holdings Ltd 000000000 1230000.00000000 PA USD 1105463.53000000 0.213423628936 Long DBT CORP KY N 2 2026-02-04 Fixed 6.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 25550000.00000000 PA 1226053.44000000 0.236705026745 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GDE7 2050000.00000000 PA USD 2178125.00000000 0.420514407904 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A Global Aircraft Leasing Co Ltd 37960JAA6 6497928.00000000 PA USD 6392336.67000000 1.234120938839 Long DBT CORP KY N 2 2024-09-15 Fixed 6.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAD8 220000.00000000 PA USD 210436.60000000 0.040627430588 Long DBT CORP KY N 2 2027-10-01 Fixed 5.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 CAD/USD FORWARD 000000000 1.00000000 NC USD -3.13000000 -0.00000060428 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -374.08000000 USD 469.86000000 CAD 2021-10-19 -3.13000000 N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 IRB Holding Corp 44988MAC9 1230000.00000000 PA USD 1307459.25000000 0.252421441548 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N VOC ESCROW LTD N/A VOC Escrow Ltd 91832VAA2 1250000.00000000 PA USD 1235056.25000000 0.238443132371 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N PETSMART INC/PETSMART FI N/A PetSmart Inc / PetSmart Finance Corp 71677KAB4 500000.00000000 PA USD 546277.50000000 0.105465737487 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 ArcelorMittal SA 03938LAP9 2960000.00000000 PA USD 4180881.60000000 0.807171741999 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZU5 2580000.00000000 PA USD 2642688.99000000 0.510204325236 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BB5 620000.00000000 PA USD 864385.26000000 0.166880438822 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 2880000.00000000 PA USD 3027600.00000000 0.584516233628 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HAR2 3480000.00000000 PA USD 4110750.00000000 0.793631955141 Long DBT CORP BM N 2 2024-05-15 Fixed 12.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBG9 950000.00000000 PA USD 1073504.75000000 0.207253584770 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 Huarong Finance 2019 Co Ltd 000000000 1220000.00000000 PA USD 1162050.00000000 0.224348358200 Long DBT CORP VG N 2 2023-02-24 Fixed 2.50000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 Saga PLC 000000000 1150000.00000000 PA 1524290.18000000 0.294283377913 Long DBT CORP GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A Diversified Healthcare Trust 25525PAA5 700000.00000000 PA USD 766500.00000000 0.147982459068 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 Pampa Energia SA 697660AA6 1100000.00000000 PA USD 1015850.00000000 0.196122610625 Long DBT CORP AR N 2 2027-01-24 Fixed 7.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164Q6M5 600000.00000000 PA USD 650645.17000000 0.125615227968 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N CHINA AOYUAN GROUP LTD 549300YSOKQO5QD6MP25 China Aoyuan Group Ltd 000000000 1770000.00000000 PA USD 1531941.96000000 0.295760650216 Long DBT CORP KY N 2 2024-02-08 Fixed 6.35000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 NCL Corp Ltd 62886HAY7 2400000.00000000 PA USD 2757960.00000000 0.532458842547 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 197677AH0 6265000.00000000 PA USD 9522800.00000000 1.838496231204 Long DBT CORP US N 2 2095-11-15 Fixed 7.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JM4 2740000.00000000 PA USD 2996875.00000000 0.578584386198 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AD0 608000.00000000 PA USD 626373.76000000 0.120929327202 Long DBT CORP CA N 2 2025-01-15 Fixed 6.50000000 N N N N N N DIRECTV HOLDINGS/FING N/A DIRECTV Holdings LLC / DIRECTV Financing Co Inc 25461LAA0 1550000.00000000 PA USD 1619750.00000000 0.312713095989 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 Sunnova Energy Corp 86745GAF0 1230000.00000000 PA USD 1254667.65000000 0.242229359635 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N HUARONG FINANCE 2017 CO 5493006V07LYI3HE6G83 Huarong Finance 2017 Co Ltd 000000000 880000.00000000 PA USD 801900.00000000 0.154816874007 Long DBT CORP VG N 2 2023-07-03 Floating 1.46288000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAJ9 3110000.00000000 PA USD 3036137.50000000 0.586164505310 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAB5 2800000.00000000 PA USD 2917600.00000000 0.563279351048 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 BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 91831AAC5 5178000.00000000 PA USD 5291398.20000000 1.021570929611 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 USD/EUR FORWARD 000000000 1.00000000 NC USD 5192.40000000 0.001002458082 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -170000.00000000 EUR 202183.38000000 USD 2021-10-19 5192.40000000 N N N TITAN INTERNATIONAL INC N/A Titan International Inc 88830MAL6 850000.00000000 PA USD 896750.00000000 0.173128858668 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAW3 1040000.00000000 PA USD 1064819.60000000 0.205576807400 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZP6 4660000.00000000 PA USD 4852279.38000000 0.936793522165 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd 41984LAA5 460000.00000000 PA USD 481850.00000000 0.093027198828 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N HERCULES OFFSHORE INC ESCR N/A HERCULES OFFSHORE INC ESCROW 000000000 87452.00000000 NS USD 11309.47000000 0.002183435331 Long EC CORP US N 3 N N N ADIENT US LLC 213800SOTRCDGZUHL712 Adient US LLC 00688JAB3 1080000.00000000 PA USD 1167750.00000000 0.225448814843 Long DBT CORP US N 2 2025-04-15 Fixed 9.00000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAY5 405000.00000000 PA USD 412723.35000000 0.079681430199 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097AH4 1880000.00000000 PA USD 2731856.20000000 0.527419175861 Long DBT CORP GB N 2 N/A Fixed 7.64800000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAB7 1850000.00000000 PA USD 1995687.50000000 0.385292555489 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AA5 9585000.00000000 PA USD 11296928.93000000 2.181014120005 Long DBT CORP US N 2 2050-02-01 Variable 6.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAF5 3410000.00000000 PA USD 3559681.95000000 0.687241341765 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAS8 790000.00000000 PA USD 835069.50000000 0.161220662887 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06740L8C2 488000.00000000 PA USD 523240.54000000 0.101018162809 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 Huarong Finance II Co Ltd 000000000 700000.00000000 PA USD 670250.00000000 0.129400186811 Long DBT CORP VG N 2 2026-06-03 Fixed 4.62500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 4280000.00000000 PA USD 5275100.00000000 1.018424357250 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 USD/EUR FORWARD 000000000 1.00000000 NC USD 1456.73000000 0.000281240036 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -50174.05000000 EUR 59596.94000000 USD 2021-10-19 1456.73000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AAN3 1470000.00000000 PA USD 1706221.65000000 0.329407534876 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 6330000.00000000 PA USD 7384776.51000000 1.425723923837 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 USD/GBP FORWARD 000000000 1.00000000 NC USD 158848.54000000 0.030667707199 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4623809.59000000 GBP 6389110.61000000 USD 2021-10-19 158848.54000000 N N N MAGELLAN HEALTH SRVCS N/A Magellan Health Inc 559079AK4 2055000.00000000 PA USD 2260500.00000000 0.436417937018 Long DBT CORP US N 2 2024-09-22 Variable 4.90000000 N N N N N N YUZHOU GROUP 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 650000.00000000 PA USD 509730.85000000 0.098409947353 Long DBT CORP KY N 2 2023-10-25 Fixed 6.00000000 N N N N N N WYNN RESORTS FINANCE LLC N/A Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 983133AB5 2840000.00000000 PA USD 2999806.80000000 0.579150407037 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAJ7 1400000.00000000 PA USD 1546832.00000000 0.298635359590 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 YPF SA 984245AQ3 1530000.00000000 PA USD 1130998.95000000 0.218353562720 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 197677AG2 490000.00000000 PA USD 589989.40000000 0.113904869192 Long DBT CORP US N 2 2025-06-15 Fixed 7.69000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAA1 4760000.00000000 PA USD 4988361.00000000 0.963065789304 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LAM8 3480000.00000000 PA USD 4366132.51000000 0.842936758576 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAF2 360000.00000000 PA USD 402696.00000000 0.077745524249 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 Wynn Macau Ltd 98313RAC0 2270000.00000000 PA USD 2209425.05000000 0.426557275964 Long DBT CORP KY N 2 2024-10-01 Fixed 4.87500000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd 92676XAE7 1200000.00000000 PA USD 1383000.00000000 0.267005532800 Long DBT CORP BM N 2 2025-05-15 Fixed 13.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BV1 3190000.00000000 PA USD 4208842.65000000 0.812569974141 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411AW5 1480000.00000000 PA USD 1659420.40000000 0.320371965323 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N VERICAST CORP 549300J73P7FL8TVF308 Vericast Corp 92348BAA1 650000.00000000 PA USD 684937.50000000 0.132235793291 Long DBT CORP US N 2 2026-09-15 Fixed 11.00000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 Bausch Health Americas Inc 91911XAW4 1160000.00000000 PA USD 1237082.00000000 0.238834228870 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DAU9 550000.00000000 PA USD 552406.25000000 0.106648969706 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 LSB INDUSTRIES INC 502160AN4 440000.00000000 PA USD 444400.00000000 0.085797005623 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N STONEMOR INC N/A StoneMor Inc 86184WAA4 4320000.00000000 PA USD 4444264.80000000 0.858021179198 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAH6 2320000.00000000 PA USD 3094300.00000000 0.597393506974 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N ENDO LUX FIN CO I SARL N/A Endo Luxembourg Finance Co I Sarl / Endo US Inc 29280BAA3 1740000.00000000 PA USD 1742357.70000000 0.336384053519 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 Transportadora de Gas del Sur SA 893870AX3 1920000.00000000 PA USD 1794201.60000000 0.346393170036 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 Provincia de Cordoba 000000000 1500000.00000000 PA USD 1148850.00000000 0.221799932290 Long DBT NUSS AR N 2 2025-12-10 Variable 5.00000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 JB Poindexter & Co Inc 730481AJ7 2728000.00000000 PA USD 2874630.00000000 0.554983452462 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 United Airlines Holdings Inc 910047AH2 800000.00000000 PA USD 825408.00000000 0.159355388877 Long DBT CORP US N 2 2024-02-01 Fixed 5.00000000 N N N N N N 2021-11-17 Western Asset High Income Opportunity Fund Inc. Christopher Berarducci Christopher Berarducci Principal Financial Officer