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
2022-03-31
N
154228116.94
1347290.72
152880826.22
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
2923698.98000000
EUR
GBP
USD
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
370000.00000000
PA
USD
354493.30000000
0.231875578360
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-10227.86000000
-0.00669008681
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-309080.21000000
USD
270000.00000000
EUR
2022-04-19
-10227.86000000
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1920000.00000000
PA
USD
1798128.00000000
1.176163188320
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
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
925505.00000000
0.605376764950
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAD6
510000.00000000
PA
USD
446167.38000000
0.291839984798
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
560000.00000000
PA
USD
551285.28000000
0.360598051194
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
419400.00000000
PA
USD
376042.43000000
0.245970956134
Long
DBT
CORP
AR
N
2
2026-02-12
Variable
4.00000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
2360000.00000000
PA
USD
2061955.60000000
1.348733945899
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
250000.00000000
PA
262734.37000000
0.171855671176
Long
DBT
CORP
DE
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
690000.00000000
PA
USD
517679.40000000
0.338616301860
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
EG ACQUISITION CORP-A
N/A
EG ACQUISITION CORP-A -CW28
26846A118
6640.00000000
NS
USD
1527.20000000
0.000998948028
Long
EC
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
780000.00000000
PA
USD
720720.00000000
0.471426023668
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
560000.00000000
PA
USD
542889.14000000
0.355106100237
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
900000.00000000
PA
USD
137250.00000000
0.089775809951
Long
DBT
CORP
KY
N
2
2023-10-25
Fixed
6.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
90000.00000000
PA
USD
89037.00000000
0.058239481170
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
300000.00000000
PA
USD
291000.00000000
0.190344340225
Long
DBT
CORP
VG
N
2
2023-09-30
Fixed
2.12500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
760000.00000000
PA
USD
698728.80000000
0.457041486022
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
2028277.99700000
PA
USD
871672.75000000
0.570164860795
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
3.90000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
1766750.00000000
PA
USD
1767094.52000000
1.155864056789
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
600000.00000000
PA
USD
576770.85000000
0.377268271149
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
5.92129000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
900000.00000000
PA
USD
894694.50000000
0.585223485587
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
400000.00000000
PA
USD
367308.53000000
0.240258074921
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
570000.00000000
PA
USD
575625.90000000
0.376519354475
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
790000.00000000
PA
USD
754450.00000000
0.493488960423
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1770000.00000000
PA
USD
1685438.25000000
1.102452342568
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
NATWEST MARKETS NV
X3CZP3CK64YBHON1LE12
NatWest Markets NV
00077TAA2
160000.00000000
PA
USD
166740.37000000
0.109065586655
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
7.75000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
250000.00000000
PA
275687.18000000
0.180328159401
Long
DBT
CORP
ES
N
2
2024-09-15
Floating
5.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
810000.00000000
PA
USD
848637.00000000
0.555097078543
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
1870000.00000000
PA
USD
1686927.00000000
1.103426140288
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.12500000
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
2271928.00000000
1.486077787629
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
60000.00000000
PA
USD
55203.90000000
0.036109106265
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO FOREIGN EXCHANGE CURRENCY
000000000
-27.00000000
NC
USD
-38221.88000000
-0.02500109460
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-06-13
-3707690.63000000
USD
-38221.88000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
500000.00000000
PA
USD
486607.50000000
0.318292039643
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
500000.00000000
PA
USD
563277.50000000
0.368442213407
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
ULTRAPAR INTERNATIONL SA
222100CXHWBP3H3SK244
Ultrapar International SA
90401CAA7
480000.00000000
PA
USD
488064.00000000
0.319244742501
Long
DBT
CORP
LU
N
2
2026-10-06
Fixed
5.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AT9
200000.00000000
PA
USD
87030.00000000
0.056926693916
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
850000.00000000
PA
USD
133875.00000000
0.087568208067
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
1460000.00000000
PA
USD
1360924.40000000
0.890186450223
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
700000.00000000
PA
USD
645731.80000000
0.422375922452
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
1020000.00000000
PA
1116765.15000000
0.730480844205
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
690000.00000000
PA
USD
596494.65000000
0.390169692791
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
MARSTONS ISSUER PLC
213800HQB746UJ9UWM15
Marston's Issuer PLC
000000000
853000.00000000
PA
901226.61000000
0.589496166578
Long
DBT
CORP
GB
N
2
2035-07-16
Floating
3.06020000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
1690000.00000000
PA
USD
1720276.35000000
1.125240092256
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
510000.00000000
PA
USD
481437.45000000
0.314910287904
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
98650000.00000000
PA
60707.69000000
0.039709158761
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
460000.00000000
PA
USD
475442.20000000
0.310988769327
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57667JAA0
490000.00000000
PA
USD
439040.00000000
0.287177935163
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
2020000.00000000
PA
2497012.19000000
1.633306315604
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
3.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
670000.00000000
PA
USD
638349.20000000
0.417546932328
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
870000.00000000
PA
USD
745546.50000000
0.487665143127
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
170000.00000000
PA
214615.24000000
0.140380743162
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
193002.00314500
PA
USD
66406.20000000
0.043436578439
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
370000.00000000
PA
USD
327671.29000000
0.214331187305
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
34070000.00000000
PA
20966.15000000
0.013714048071
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
870000.00000000
PA
USD
767105.10000000
0.501766715268
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
600000.00000000
PA
USD
254697.00000000
0.166598393204
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
175000.00000000
PA
USD
163026.86000000
0.106636563937
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
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
1107276.12000000
0.724274029240
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
510000.00000000
PA
USD
502388.25000000
0.328614295475
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
2350000.00000000
PA
USD
2445786.00000000
1.599799046402
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
260000.00000000
PA
USD
247962.00000000
0.162193001000
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
540000.00000000
PA
USD
529070.40000000
0.346067203508
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
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
294684.80000000
0.192754583610
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
830000.00000000
PA
USD
745340.00000000
0.487530070597
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
460000.00000000
PA
USD
456308.50000000
0.298473334611
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
730000.00000000
PA
USD
529158.75000000
0.346124993619
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
600000.00000000
PA
USD
549714.00000000
0.359570270250
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
1500000.00000000
PA
USD
1346062.50000000
0.880465218092
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
730000.00000000
PA
USD
685360.50000000
0.448297224017
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
770000.00000000
PA
USD
653345.00000000
0.427355749019
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAB8
110000.00000000
PA
USD
110013.75000000
0.071960462747
Long
DBT
CORP
N/A
N
2
2028-01-15
Fixed
5.37500000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
570000.00000000
PA
USD
582084.00000000
0.380743625209
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1270000.00000000
PA
USD
709625.20000000
0.464168867702
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
650000.00000000
PA
USD
315250.00000000
0.206206368577
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
6.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
440000.00000000
PA
USD
400745.40000000
0.262129274094
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
5570000.00000000
PA
USD
5053104.00000000
3.305256862445
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
430000.00000000
PA
USD
367411.35000000
0.240325329921
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
740000.00000000
PA
USD
737358.20000000
0.482309141199
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
150000.00000000
PA
USD
143475.75000000
0.093848099560
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
710000.00000000
PA
USD
668252.00000000
0.437106481252
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
18765000000.00000000
PA
1313321.36000000
0.859049098877
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
1820000.00000000
PA
USD
1817415.60000000
1.188779289683
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
1650000.00000000
PA
USD
1508256.75000000
0.986557168280
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
560000.00000000
PA
USD
614499.14000000
0.401946506434
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
780000.00000000
PA
USD
758959.50000000
0.496438643592
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
1190.33000000
0.000778599926
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-23641.31000000
USD
495545.55000000
MXN
2022-04-19
1190.33000000
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
320000.00000000
PA
USD
292700.00000000
0.191456317470
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
310000.00000000
PA
USD
296050.00000000
0.193647566748
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
TENDAM BRANDS SAU
959800F8A7CLAN0C2203
Tendam Brands SAU
000000000
130000.00000000
PA
143560.97000000
0.093903842325
Long
LON
CORP
ES
N
2
2024-09-15
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
1421287.74000000
0.929670368182
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
130000.00000000
PA
USD
128089.02000000
0.083783573890
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
35387.79000000
0.023147304259
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1421171.37000000
EUR
1608426.33000000
USD
2022-04-19
35387.79000000
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
850000.00000000
PA
USD
839681.00000000
0.549238920773
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AA6
230000.00000000
PA
USD
202170.00000000
0.132240258637
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBB5
1110000.00000000
PA
USD
1042700.70000000
0.682034971801
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
1030000.00000000
PA
USD
949598.20000000
0.621136229754
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
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
425362.00000000
0.278231097068
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
350000.00000000
PA
USD
274505.00000000
0.179554890424
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
5.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
1920000.00000000
PA
USD
1733788.80000000
1.134078643390
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
1100000.00000000
PA
USD
1038037.00000000
0.678984425755
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
980000.00000000
PA
USD
913350.20000000
0.597426258467
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612G606
380.00000000
NS
USD
410220.91000000
0.268327245569
Long
EP
CORP
US
N
2
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
340000.00000000
PA
USD
338359.50000000
0.221322391019
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
620000.00000000
PA
USD
636281.20000000
0.416194244714
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
930000.00000000
PA
USD
959527.50000000
0.627631027202
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
450000.00000000
PA
USD
457987.50000000
0.299571575667
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
1160000.00000000
PA
USD
1017064.80000000
0.665266420353
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8140000.00000000
PA
381773.78000000
0.249719856596
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
1110000.00000000
PA
USD
1011315.45000000
0.661505746014
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
810000.00000000
PA
USD
776344.50000000
0.507810246186
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
30000.00000000
PA
USD
29905.35000000
0.019561216889
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.55000000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
790000.00000000
PA
983299.87000000
0.643180635735
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
480000.00000000
PA
USD
475200.00000000
0.310830345275
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
370000.00000000
PA
USD
370053.65000000
0.242053669612
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1320000.00000000
PA
USD
1190640.00000000
0.778802698440
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
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
600000.00000000
PA
USD
596256.00000000
0.390013590809
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Mileage Plus Holdings, LLC
N/A
Mileage Plus Holdings LLC
59921PAB2
470000.00000000
PA
USD
489255.90000000
0.320024369371
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
1000000.00000000
PA
806002.69000000
0.527209794667
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
1.00000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
490000.00000000
PA
USD
427992.95000000
0.279952012676
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
300000.00000000
PA
USD
291414.00000000
0.190615139390
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1050000.00000000
PA
USD
1019993.10000000
0.667181833863
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
29273VAM2
1090000.00000000
PA
USD
1065475.00000000
0.696931738494
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
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
1095178.50000000
0.716360924439
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
4.62500000
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
154495.15000000
0.101055936064
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
500000.00000000
PA
USD
505700.00000000
0.330780525265
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
940000.00000000
PA
USD
882420.30000000
0.577194879055
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAP0
200000.00000000
PA
USD
171000.00000000
0.111851828792
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
3.10000000
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
1315996.50000000
0.860798919353
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
150000.00000000
PA
USD
156914.25000000
0.102638279684
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
380000.00000000
PA
USD
332745.10000000
0.217649988050
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
700000.00000000
PA
USD
633177.30000000
0.414163970496
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
780000.00000000
PA
USD
679091.40000000
0.444196578989
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
590000.00000000
PA
USD
506370.45000000
0.331219069467
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
200000.00000000
PA
189145.30000000
0.123720746856
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
400000.00000000
PA
USD
402642.00000000
0.263369848237
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
345397A86
500000.00000000
PA
USD
489345.00000000
0.320082650060
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
300000.00000000
PA
USD
314565.00000000
0.205758307158
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
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
623667.00000000
0.407943242733
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
800000.00000000
PA
USD
827576.00000000
0.541320988682
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
22020000.00000000
PA
1059329.17000000
0.692911724898
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
480000.00000000
PA
USD
392133.60000000
0.256496259011
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
1850000.00000000
PA
USD
1661485.00000000
1.086784419655
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
200000.00000000
PA
USD
171343.00000000
0.112076186554
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
670000.00000000
PA
USD
666449.00000000
0.435927131268
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2309180.00320000
PA
USD
706978.55000000
0.462437682657
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
270000.00000000
PA
USD
274226.85000000
0.179372951324
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
380000.00000000
PA
USD
393417.80000000
0.257336259704
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
280000.00000000
PA
USD
279682.20000000
0.182941319009
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
MARKS & SPENCER PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
000000000
400000.00000000
PA
515356.98000000
0.337097197040
Long
DBT
CORP
GB
N
2
2026-05-19
Fixed
3.75000000
N
N
N
N
N
N
CIKARANG LISTRINDO PT
254900NPCIO562Z7FN53
Cikarang Listrindo Tbk PT
536576AD3
350000.00000000
PA
USD
347299.75000000
0.227170246647
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
590000.00000000
PA
USD
641389.00000000
0.419535278463
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AL2
610000.00000000
PA
USD
626033.85000000
0.409491409406
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1000000.00000000
PA
USD
910490.00000000
0.595555389457
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 1
213800QO23X11QXPVT49
INEOS Quattro Finance 1 Plc
000000000
130000.00000000
PA
135604.40000000
0.088699415978
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
400000.00000000
PA
USD
408922.00000000
0.267477623002
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
500000.00000000
PA
USD
448350.00000000
0.293267645842
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
30120.00000000
0.019701620369
Long
DBT
CORP
KY
N
2
2023-02-04
Fixed
8.50000000
Y
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
890000.00000000
PA
USD
756014.95000000
0.494512600888
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.12500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
440000.00000000
PA
USD
401808.00000000
0.262824325283
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
470000.00000000
PA
USD
451764.00000000
0.295500757792
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
MASARIA INVESTMENTS SAU
N/A
MASARIA INVESTMENTS SAU
000000000
360000.00000000
PA
396989.54000000
0.259672550061
Long
LON
CORP
US
N
2
2024-09-15
Floating
4.88966700
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AG5
300000.00000000
PA
USD
245853.00000000
0.160813495111
Long
DBT
NUSS
BS
N
2
2029-11-20
Fixed
6.95000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
700000.00000000
PA
USD
656390.00000000
0.429347496497
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAA8
240000.00000000
PA
USD
215661.12000000
0.141064857727
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
250000.00000000
PA
USD
252371.25000000
0.165077110217
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
980000.00000000
PA
USD
835450.00000000
0.546471405640
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
870000.00000000
PA
USD
932582.47000000
0.610006168241
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
290000.00000000
PA
USD
307501.50000000
0.201138041704
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
2488.38000000
0.001627659963
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-384912.82000000
USD
350000.00000000
EUR
2022-04-19
2488.38000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
520000.00000000
PA
USD
484624.40000000
0.316994885481
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
1040000.00000000
PA
USD
986050.00000000
0.644979507489
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
230000.00000000
PA
USD
234151.50000000
0.153159494090
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
1390000.00000000
PA
USD
1295897.00000000
0.847651750740
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1580000.00000000
PA
USD
1419851.20000000
0.928730721246
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
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
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
300000.00000000
PA
USD
279237.60000000
0.182650504254
Long
DBT
NUSS
EG
N
2
2028-02-21
Fixed
6.58800000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
390000.00000000
PA
USD
259353.90000000
0.169644491341
Long
DBT
NUSS
AR
N
2
2027-06-01
Variable
5.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
131389.00000000
PA
USD
129327.64000000
0.084593760511
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
1120000.00000000
PA
USD
1093400.00000000
0.715197600009
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
800000.00000000
PA
USD
525208.00000000
0.343540791207
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/GBP FORWARD
000000000
1.00000000
NC
USD
199735.15000000
0.130647612874
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4748553.53000000
GBP
6436859.85000000
USD
2022-04-19
199735.15000000
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
1320000.00000000
PA
USD
1231936.20000000
0.805814718862
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
523917.00000000
PA
USD
176827.23000000
0.115663444770
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
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
722100.00000000
0.472328687549
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAJ3
1970000.00000000
PA
USD
1950162.10000000
1.275609341091
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-173.96000000
-0.00011378797
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-5708.26000000
USD
5000.00000000
EUR
2022-04-19
-173.96000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
630000.00000000
PA
USD
529011.00000000
0.346028349715
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Western Asset Premier Institutional Government Reserves
549300WB3XRN9YTWFB76
Western Asset Premier Institutional Government Reserves
52470G494
1907250.81000000
NS
USD
1907250.81000000
1.247540883416
Long
STIV
RF
US
N
1
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
42307TAH1
560000.00000000
PA
USD
710376.80000000
0.464660492466
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
140000.00000000
PA
USD
134911.70000000
0.088246317956
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
590000.00000000
PA
USD
569043.20000000
0.372213582350
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
WHEEL BIDCO LTD
213800GGDN5YSVU1G348
Wheel Bidco Ltd
000000000
760000.00000000
PA
941057.35000000
0.615549623368
Long
DBT
CORP
JE
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
280000.00000000
PA
USD
282112.60000000
0.184531054008
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
1340000.00000000
PA
USD
1190925.00000000
0.778989118155
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
200000.00000000
PA
USD
222603.00000000
0.145605571021
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577AB8
930000.00000000
PA
USD
838860.00000000
0.548701901174
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
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
150000.00000000
PA
155675.26000000
0.101827851045
Long
DBT
CORP
NL
N
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
500000.00000000
PA
USD
492610.00000000
0.322218300476
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
160000.00000000
PA
USD
155588.80000000
0.101771297190
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
400000.00000000
PA
USD
379694.00000000
0.248359463634
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
1800000.00000000
PA
USD
1630611.00000000
1.066589604672
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
88573000.00000000
PA
54506.46000000
0.035652907789
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221602AC9
350000.00000000
PA
USD
346503.50000000
0.226649416128
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
CIDRON AIDA FINCO SARL
98450036A07991DEBF10
Cidron Aida Finco Sarl
000000000
360000.00000000
PA
442765.73000000
0.289614951035
Long
DBT
CORP
LU
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
2880000.00000000
PA
USD
2577052.80000000
1.685661219734
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
410000.00000000
PA
USD
377204.10000000
0.246730809432
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
460000.00000000
PA
USD
398631.40000000
0.260746497684
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AG9
300000.00000000
PA
USD
290043.00000000
0.189718362446
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1360000.00000000
PA
USD
1212746.00000000
0.793262327255
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
400000.00000000
PA
USD
63000.00000000
0.041208568502
Long
DBT
CORP
KY
N
2
2022-01-23
Fixed
8.50000000
Y
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
530000.00000000
PA
USD
452037.00000000
0.295679328256
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
98262PAA9
690000.00000000
PA
USD
560048.85000000
0.366330339681
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
200000.00000000
PA
USD
190077.00000000
0.124330175797
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
760000.00000000
PA
USD
711018.00000000
0.465079904118
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
740000.00000000
PA
USD
706452.10000000
0.462093329469
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
250000.00000000
PA
USD
224400.00000000
0.146780996380
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
400000.00000000
PA
USD
413586.00000000
0.270528365280
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
APCOA PARKING HOLDINGS G
529900H8FIYAOV5FUW68
APCOA Parking Holdings GmbH
000000000
1050000.00000000
PA
1094610.04000000
0.715989092330
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
228426.25000000
0.149414583664
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BR1
1350000.00000000
PA
USD
1158381.00000000
0.757701949054
Long
DBT
CORP
MX
N
2
2038-06-15
Fixed
6.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
9153.86000000
0.005987578839
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-600000.00000000
EUR
673270.20000000
USD
2022-04-19
9153.86000000
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAR6
730000.00000000
PA
USD
598600.00000000
0.391546811199
Long
DBT
CORP
KY
N
2
2031-08-08
Fixed
3.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
590000.00000000
PA
USD
586899.55000000
0.383893496987
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
IDEAL STANDARD INTL SA
5299004EW24BCHXOHD09
Ideal Standard International SA
000000000
360000.00000000
PA
333251.62000000
0.217981304941
Long
DBT
CORP
LU
N
2
2026-07-30
Fixed
6.37500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
970000.00000000
PA
USD
917265.95000000
0.599987567230
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
530000.00000000
PA
USD
459480.85000000
0.300548382266
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
270000.00000000
PA
USD
310162.50000000
0.202878613145
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
000000000
100000.00000000
PA
110910.97000000
0.072547338173
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
220000.00000000
PA
USD
221017.50000000
0.144568488714
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
430000.00000000
PA
USD
385237.00000000
0.251985163558
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
2022-05-19
Legg Mason Partners Variable Income Trust
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer
XXXX