Gold Futures

NPORT-P false 0001254370 XXXXXXXX Western Asset Inflation-Linked Income Fund 811-21403 0001254370 549300BKG7Y2MQAORR48 620 Eighth Avenue 47th Floor New York 10018 1-888-777-0102 Western Asset Inflation-Linked Income Fund 549300BKG7Y2MQAORR48 2026-11-30 2026-05-29 N 286863656.13 75435005.08 211428651.05 0.00000000 17559991.81000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 474520.33000000 0.00000000 0.00000000 1602427.46000000 BRL USD N CME Group Inc. KJNXBSWZVIKEX4NFOL81 Gold Futures 000000000 7.00000000 NC USD -5375.39000000 -0.00254241323 N/A DCO CORP US N 1 CME Group Inc. KJNXBSWZVIKEX4NFOL81 Long GOLD GOLD 2026-12-29 3267025.39000000 USD -5375.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BRL/USD FORWARD 000000000 1.00000000 NC USD -36829.21000000 -0.01741921438 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3705834.00000000 BRL 697247.46000000 USD 2026-06-02 -36829.21000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 FN CB5156 3140QQWS0 60074.23000000 PA USD 63541.33000000 0.030053320439 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2023-R06 1M2 20754EAB1 320000.00000000 PA USD 328273.34000000 0.155264359096 Long ABS-O USGSE US N 2 2043-07-27 Floating 6.31210000 N N N N N N CRSO TRUST 2023-BRND N/A CRSO TRUST 2023-BRND 7.1207% MTG BDS 10/07/28 USD1000 A 144A 228925AA1 430000.00000000 PA USD 440721.02000000 0.208449052581 Long ABS-O CORP US N 2 2040-07-12 Variable 7.12070000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -42812203.59000000 PA USD -42812203.59000000 -20.2490075859 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 40173600.00000000 USD 43090827.77000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -3735767.69000000 PA USD -3735767.69000000 -1.76691648527 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 4169305.00000000 USD 3833244.37000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -4998450.07000000 PA USD -4998450.07000000 -2.36413089956 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 8733920.00000000 USD 4987907.95000000 USD UST N N N BANK5 2026-5YR20 N/A BANK5 2026-5YR22 A3 06211HAC8 460000.00000000 PA USD 476142.32000000 0.225202363840 Long ABS-O CORP US N 2 2059-06-17 Variable 5.71300000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 MUDI 4 11/30/28 S 000000000 29607142.55000000 PA 1710847.32000000 0.809184238514 Long DBT NUSS MX N 2 2028-11-30 Fixed 4.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG 4.375 04/15/30 26875PAU5 40000.00000000 PA USD 39828.94000000 0.018838005067 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.875 01/15/29 9128285W6 7846560.00000000 PA USD 7742778.18000000 3.662123435753 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Three-Month SOFR Futures, Mar-2026,ETH 000000000 51.00000000 NC USD -17957.10000000 -0.00849321977 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-17 12305132.10000000 USD -17957.10000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 OKE 5.8 11/01/30 682680BK8 410000.00000000 PA USD 425611.62000000 0.201302717435 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N Jane Street Group 5493002N1IVX6KHGYO08 Jane Street Group Term Loan B 200 2031-12-01 47077DAM2 219421.06000000 PA USD 218467.68000000 0.103329269195 Long LON CORP US N 2 2031-12-15 Floating 5.67274000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES N/A GNR 2012-152 IO 38378B2Q1 1080439.53000000 PA USD 31787.50000000 0.015034622716 Long ABS-O USGA US N 2 2054-01-16 Variable 0.69423000 N N N N N N MRCD 2019 - PARK MORTGAGE TRUST SERIES 2019 - PARK N/A MRCD 2019-PARK A 55348UAG3 850000.00000000 PA USD 769250.00000000 0.363834322443 Long ABS-O CORP US N 2 2036-12-15 Fixed 2.71752000 N N N N N N Focus Financial 5493007L0E0VKRC2CP39 Focus Financial Term Loan B-8 (add-on) 275 2031-09-01 34416DBD9 209473.68000000 PA USD 206378.71000000 0.097611515267 Long LON CORP US N 2 2031-09-15 Floating 6.15217000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A CAS 2021-R01 1B1 20754RAF3 330000.00000000 PA USD 332661.12000000 0.157339659666 Long ABS-O USGSE US N 2 2041-10-25 Floating 6.71210000 N N N N N N BX TRUST 2018-BILT N/A BX 2025-SPOT E 12433FAJ7 997306.32000000 PA USD 1001185.94000000 0.473533712213 Long ABS-O CORP US N 2 2040-04-16 Floating 7.31727000 N N N N N N COLUMBIA PIPELINES HOLDING CO LLC N/A CPGX 6.042 08/15/28 144A 19828AAB3 440000.00000000 PA USD 452537.56000000 0.214037954531 Long DBT CORP US N 2 2028-08-15 Fixed 6.04200000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 10/15/26 91282CDC2 10996713.00000000 PA USD 11026333.74000000 5.215155886035 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N PRKCM 2021-AFC1 TRUST N/A PRKCM 2021-AFC1 A1 69357TAA8 524590.98000000 PA USD 450136.73000000 0.212902427255 Long ABS-O CORP US N 2 2056-08-25 Variable 1.51000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.NA.HY.46.V1 000000000 1.00000000 NC USD 600072.52000000 0.283817976901 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.46.V1 Y Default Event 2031-06-20 250041.21000000 USD 0.00000000 USD 6450840.00000000 USD 350031.31000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.75 02/15/45 912810RL4 19211373.00000000 PA USD 13863886.56000000 6.557241173865 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 FR QF4924 3133BSPH9 48106.86000000 PA USD 49177.61000000 0.023259671646 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 3.625 04/15/28 912810FD5 2041630.00000000 PA USD 2125816.78000000 1.005453503790 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES N/A GNR 2014-47 IA 38378NK51 84610.22000000 PA USD 331.72000000 0.000156894535 Long ABS-O USGA US N 2 2048-02-16 Variable 0.16838000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 ANTOLN 2.375 10/14/30 144A 03718NAA4 550000.00000000 PA USD 496942.50000000 0.235040283108 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N Sedgwick CMS 549300BIN4DWJG5VWF64 Sedgwick CMS Term Loan B 250 2031-07-01 81527CAP2 219447.24000000 PA USD 219521.85000000 0.103827862926 Long LON CORP US N 2 2031-07-31 Floating 6.81000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.375 02/15/44 912810RF7 5667440.00000000 PA USD 4704508.17000000 2.225104377593 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 ECOPET 4.625 11/02/31 279158AP4 700000.00000000 PA USD 630039.69000000 0.297991633050 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 N/A CGCMT 2016-C3 A3 17325GAC0 78360.99000000 PA USD 78001.58000000 0.036892625295 Long ABS-O CORP US N 2 2049-11-18 Fixed 2.89600000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GD 4.25 04/01/50 369550BJ6 2560000.00000000 PA USD 2161897.19000000 1.022518556148 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 INR/USD FORWARD 000000000 1.00000000 NC USD -470.14000000 -0.00022236342 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -130003.74000000 USD 12366659.41000000 INR 2026-07-16 -470.14000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT 5 01/15/29 26884LAL3 440000.00000000 PA USD 443858.12000000 0.209932815536 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N BXMT 2020-FL2 LTD N/A BXMT 2020-FL2 A 12434LAA2 17042.28000000 PA USD 17075.78000000 0.008076379390 Long ABS-CBDO CORP KY N 2 2038-02-18 Floating 4.64157000 N N N N N N TOWD POINT MORTGAGE TRUST 2020-2 N/A TPMT 2020-2 A1A 89176UAN4 543665.33000000 PA USD 496992.42000000 0.235063893910 Long ABS-O CORP US N 2 2060-04-25 Variable 1.63600000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 CLYDESDALE ACQUISITION HOLDINGS INC 18972FAE2 408969.85000000 PA USD 387525.52000000 0.183289028272 Long LON CORP US N 2 2032-04-01 Floating 6.90217000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CEG 6.125 01/15/34 210385AD2 570000.00000000 PA USD 607773.52000000 0.287460340394 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N athenahealth 254900AA3KZN4Q7A5Z33 athenahealth Term Loan B 325 2032-02-01 04686RAF0 199496.22000000 PA USD 198654.35000000 0.093958103130 Long LON CORP US N 2 2032-02-01 Floating 6.89000000 N N N N N N ILFC E-CAPITAL TRUST II N/A ILFC E-Capital Trust II 44965UAA2 1010000.00000000 PA USD 887194.81000000 0.419619008868 Long DBT CORP US N 2 2065-12-21 Floating 6.81488000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OXY 6.2 03/15/40 674599DJ1 660000.00000000 PA USD 695618.22000000 0.329008493666 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETBRA 5.999 01/27/28 71647NAY5 510000.00000000 PA USD 519703.05000000 0.245805404054 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.625 04/15/30 91282CNB3 5186650.00000000 PA USD 5205025.83000000 2.461835614118 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 BRL/USD FORWARD 000000000 1.00000000 NC USD -4188.73000000 -0.00198115533 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -15867143.00000000 BRL 3069257.98000000 USD 2026-09-02 -4188.73000000 N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 5.4 08/08/28 80007RAE5 600000.00000000 PA USD 607533.60000000 0.287346864761 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N BENCHMARK 2021-B29 MORTGAGE TRUST N/A BMARK 2021-B29 XA 08163JAG9 4053138.79000000 PA USD 129223.39000000 0.061119147929 Long ABS-O CORP US N 2 2054-09-17 Variable 1.09836400 N N N N N N CWALT INC 549300NHEJTDVQUV3M53 CWALT 2007-12T1 A3 02150LAC1 1086195.37000000 PA USD 473604.10000000 0.224001854832 Long ABS-O CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N HOME RE 2023-1 LTD N/A HMIR 2023-1 M2 43731BAC5 290000.00000000 PA USD 310326.10000000 0.146775802834 Long ABS-O CORP BM N 2 2033-10-25 Floating 9.61210000 N N N N N N OBX 2025-NQM4 TRUST 254900IAVXYLOCPK6W54 OBX 2025-NQM4 A3 67120QAC0 456056.37000000 PA USD 457282.89000000 0.216282366523 Long ABS-O CORP US N 2 2055-02-25 Variable 5.75500000 N N N N N N VERUS SECURITIZATION TRUST 2022-1 N/A VERUS 2022-1 B1 92538WAE7 350000.00000000 PA USD 277953.06000000 0.131464235627 Long ABS-O CORP US N 2 2067-01-25 Variable 3.96410400 N N N N N N AmWINS Group 549300SJE7MUB8NMRG61 AmWINS Group Term Loan B 200 2032-01-01 03234TBB3 279292.93000000 PA USD 278984.31000000 0.131951988821 Long LON CORP US N 2 2032-01-30 Floating 5.66774000 N N N N N N Asurion 549300KNQVXGIOXWK278 Asurion First-lien Term Loan B-14 375 2033-02-09 04649VBF6 220000.00000000 PA USD 215026.90000000 0.101701873862 Long LON CORP US N 2 2033-02-23 Floating 7.41339000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2020-R01 1B1 20754CAF6 350000.00000000 PA USD 354525.71000000 0.167681015907 Long ABS-O USGSE US N 2 2040-01-25 Floating 6.97658000 N N N N N N VERUS SECURITIZATION TRUST 2024-8 213800RZ8QGNZ38DSP77 VERUS 2024-8 A3 92540PAC2 231992.33000000 PA USD 232871.44000000 0.110141855819 Long ABS-O CORP US N 2 2069-10-25 Variable 5.87200000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 10-Year T-Note Futures, Sep-2026,ETH 000000000 -15.00000000 NC USD -12443.10000000 -0.00588524778 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -1634978.85000000 USD -12443.10000000 N N N ANGEL OAK MORTGAGE TRUST 2023-1 N/A AOMT 2023-1 A1 03465WAA9 175919.22000000 PA USD 175589.67000000 0.083049136967 Long ABS-O CORP US N 2 2067-09-25 Variable 4.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.625 10/15/27 91282CFR7 5573600.00000000 PA USD 5621796.09000000 2.658956608804 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 BNTNB 6 08/15/50 NTNB 000000000 14152473.00000000 PA 2415463.52000000 1.142448531929 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.625 10/15/29 91282CLV1 5247200.00000000 PA USD 5292029.56000000 2.502986011459 Long DBT UST US N 2 2029-10-15 Fixed 1.62500000 N N N N N N GS MORTGAGE SECURITIES CORP CU46ESEFJB81SUVBJO28 GSR 2004-11 1A1 36242DFP3 17307.73000000 PA USD 17596.29000000 0.008322566460 Long ABS-O CORP US N 2 2034-09-25 Variable 6.28709000 N N N N N N VERUS SECURITIZATION TRUST 2023-8 213800DTJD5UKJR53O34 VERUS 2023-8 B1 92540DAE5 290000.00000000 PA USD 293525.94000000 0.138829784204 Long ABS-O CORP US N 2 2068-12-25 Variable 8.06586300 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 2.5 01/15/29 912810PZ5 13842180.00000000 PA USD 14237312.50000000 6.733861484379 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 4.375 06/18/30 80007RAL9 420000.00000000 PA USD 410596.16000000 0.194200813352 Long DBT CORP KY N 2 2030-06-18 Fixed 4.37500000 N N N N N N Cloudera 549300PGONC4JOI0RG62 Cloudera First-lien Term Loan 375 2028-07-24 74339VAB4 199479.17000000 PA USD 170704.30000000 0.080738489865 Long LON CORP US N 2 2028-10-10 Floating 7.50217000 N N N N N N EXTENDED STAY AMERICA INC 549300IESZBC3BJUJW64 ESA 2025-ESH A 30227TAA8 192626.67000000 PA USD 193105.42000000 0.091333610199 Long ABS-O CORP US N 2 2042-10-15 Floating 4.92709000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Australian Dollar Futures, Sep-2026,ETH 000000000 10.00000000 NC USD 2679.30000000 0.001267236009 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long AUSTRALIAN DOLLAR AUSTRALIAN DOLLAR 2026-09-14 714020.70000000 USD 2679.30000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES N/A GNR 2014-50 IO 38378NF99 473843.77000000 PA USD 10825.72000000 0.005120271044 Long ABS-O USGA US N 2 2055-09-16 Variable 0.58618000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 PERU 5.5 03/30/36 715638FC1 500000.00000000 PA USD 506125.00000000 0.239383355797 Long DBT NUSS PE N 2 2036-03-30 Fixed 5.50000000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 BHCCN 8.5 01/31/27 144A 91911XAW4 970000.00000000 PA USD 963439.61000000 0.455680725017 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BPLN 3.633 04/06/30 10373QBL3 190000.00000000 PA USD 184635.44000000 0.087327540086 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N TOWD POINT MORTGAGE TRUST 2020-2 N/A TPMT 2020-2 M1B 89176UAV6 250000.00000000 PA USD 198468.38000000 0.093870144379 Long ABS-O CORP US N 2 2060-04-25 Variable 3.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 TRS JPEIFNTR INDEX 000000000 1.00000000 NC USD 167037.23000000 0.079004065518 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Custom Basket JPEIFNTR_INDEX Custom Basket AO Republic 9 1/8% due 49 12431227.00000000 USD 11848513.23000000 USD AR Prov de Buenos Aires Step due 37 4768516.55100000 USD 3405225.99400000 USD AR Republic Step due 01/38 7303000.00000000 USD 5877655.23300000 USD AR Republic Step due 41 8269000.00000000 USD 5936232.41000000 USD BJ Benin Government 7.96% due 38 5468000.00000000 USD 5768029.16000000 USD BS Republic 8 1/4% due 36 6521000.00000000 USD 7288847.75000000 USD CI Republic 6 3/4% due 41 8650370.00000000 USD 8266509.83100000 USD CI Republic 7 5/8% due 33 5402221.00000000 USD 5764169.80700000 USD CR Republic 6.55% due 34 7054000.00000000 USD 7501929.00000000 USD DO Republic 4 1/2% due 30 9696025.00000000 USD 9376928.81700000 USD EC Republic 8 3/4% due 34 2617500.00000000 USD 2655427.57500000 USD EC Republic Step due 35 7778430.00000000 USD 7139374.41500000 USD EG Republic 5.8% due 27 3806000.00000000 USD 3813155.28000000 USD EG Republic 7.903% due 48 4478882.00000000 USD 3997850.07300000 USD ET Republic 6 5/8% due 24 6384935.00000000 USD 6503255.82700000 USD GH Republic Step due 29 2981000.00000000 USD 2561538.12400000 USD GH Republic Step due 35 4267000.00000000 USD 3993570.64000000 USD GT Republic 5 3/8% due 32 6704000.00000000 USD 6737520.00000000 USD JO Kingdom 7 1/2% due 29 3562465.00000000 USD 3727229.00600000 USD KE Republic 6.3% due 34 5530744.00000000 USD 4998299.27500000 USD LK Republic 4% due 28 730383.56180000 USD 370407.12850000 USD LK Republic Step due 30 2528000.00000000 USD 2477440.00000000 USD LK Republic Step due 33 2245000.00000000 USD 2059787.50000000 USD LK Republic Step due 35 3195000.00000000 USD 2544018.75000000 USD LK Republic Step due 36 1067000.00000000 USD 1037657.50000000 USD LK Republic Step due 38 1582000.00000000 USD 1540472.50000000 USD MZ Mozambique International 5% due 31 4420000.00000000 USD 3842261.80000000 USD NG Republic 7 3/8% due 33 11573319.00000000 USD 11895404.47000000 USD PY Republic 6.1% due 44 4634861.00000000 USD 4683434.34300000 USD SN Republic 6 1/4% due 33 3222000.00000000 USD 1683495.00000000 USD SN Republic 6 3/4% due 48 6888000.00000000 USD 3495660.00000000 USD SV Republic 7 1/8% due 50 6460563.00000000 USD 5881308.92100000 USD UA Republic Step due 02/34 2109000.00000000 USD 1120933.50000000 USD UA Republic Step due 02/35 1806000.00000000 USD 1043868.00000000 USD UA Republic Step due 02/36 1815000.00000000 USD 1047255.00000000 USD UA Republic Step due 34 3163000.00000000 USD 2166655.00000000 USD UA Republic Step due 35 3132788.00000000 USD 2114631.90000000 USD UA Republic Step due 36 1641000.00000000 USD 1091265.00000000 USD UZ Republic of Uzbekistan 3.9% due 31 6082293.00000000 USD 5651666.65600000 USD VE PDVSA 5 3/8% due 27 25262896.00000000 USD 9423937.33600000 USD ZA Republic 5% due 46 9040433.00000000 USD 7051537.74000000 USD ZM Republic 1/2% due 53 7139384.00000000 USD 5647609.71300000 USD Y Performance Leg 2026-07-09 0.00000000 USD 0.00000000 USD 2874000.00000000 USD 167037.23000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 2.125 02/15/40 912810QF8 7027788.00000000 PA USD 6901503.57000000 3.264223432219 Long DBT UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N Nexstar Broadcasting N/A Nexstar Broadcasting Term Loan B (Incremental) 275 2033-03-07 65336RBF4 273428.57000000 PA USD 273898.87000000 0.129546714052 Long LON CORP US N 2 2033-03-07 Floating 6.40217000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.NA.IG.46.V1 000000000 1.00000000 NC USD 207016.34000000 0.097913096910 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 136662.46000000 USD 0.00000000 USD 8471000.00000000 USD 70353.88000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 AVGO 3.137 11/15/35 144A 11135FBP5 370000.00000000 PA USD 315311.42000000 0.149133723567 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FMCN 7.25 02/15/34 144A 335934AX3 250000.00000000 PA USD 256919.00000000 0.121515697481 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 GD 4.25 04/01/40 369550BH0 10000.00000000 PA USD 8989.62000000 0.004251845696 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST 2025-28L N/A NYC 2025-28L F 67123JAL3 750000.00000000 PA USD 749192.55000000 0.354347694259 Long ABS-O CORP US N 2 2038-11-05 Variable 8.12980000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.25 04/15/28 91282CGW5 5504500.00000000 PA USD 5490901.79000000 2.597047165902 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N BDS 2026-FL17 LLC N/A BDS 2026-FL17 A 05494WAA9 320000.00000000 PA USD 320284.13000000 0.151485680114 Long ABS-CBDO CORP US N 2 2043-05-19 Variable 5.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.125 10/15/30 91282CPH8 7145950.00000000 PA USD 7047349.97000000 3.333204811647 Long DBT UST US N 2 2030-10-15 Fixed 1.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 STACR 2026-HQA1 M2 35564UFB8 570000.00000000 PA USD 570917.35000000 0.270028374661 Long ABS-O USGSE US N 2 2046-05-25 Floating 5.14285000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2025-DNA1 529900WZAMS87JCAOC53 STACR 2025-DNA1 M2 35564NGA5 340000.00000000 PA USD 340658.78000000 0.161122335269 Long ABS-O USGSE US N 2 2045-01-25 Floating 4.96210000 N N N N N N GLENCORE FINANCE (CANADA) LTD 5493005TTO0UJ33KCK70 GLENLN 5.55 10/25/42 144A 98417EAR1 950000.00000000 PA USD 930999.77000000 0.440337563228 Long DBT CORP CA N 2 2042-10-25 Fixed 5.55000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 INR/USD FORWARD 000000000 1.00000000 NC USD 9406.94000000 0.004449226702 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -78442678.04000000 INR 831048.61000000 USD 2026-07-16 9406.94000000 N N N Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) N/A Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03 59909TAC8 448815.79000000 PA USD 441859.15000000 0.208987357108 Long LON CORP US N 2 2027-10-01 Floating 7.79961000 N N N N N N CORE SCIENTIFIC FINANCE I LLC N/A CORZ 7.75 05/15/31 144A 21874LAA0 170000.00000000 PA USD 173943.36000000 0.082270477126 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2015-101 IO 38379KVU9 3025661.82000000 PA USD 16437.51000000 0.007774495045 Long ABS-O USGA US N 2 2052-03-16 Variable 0.21073000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 3.25 08/08/31 80007RAS4 400000.00000000 PA USD 367931.64000000 0.174021656087 Long DBT CORP KY N 2 2031-08-08 Fixed 3.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 04/15/27 91282CEJ6 22221070.00000000 PA USD 22003127.30000000 10.40688061467 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 01/15/30 912828Z37 1283460.00000000 PA USD 1223267.36000000 0.578572182116 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 ECUA 8.75 01/29/34 144A 27927WAQ5 250000.00000000 PA USD 254000.00000000 0.120135089893 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -6296614.53000000 PA USD -6296614.53000000 -2.97812737239 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 6651360.00000000 USD 6423761.22000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -7841826.77000000 PA USD -7841826.77000000 -3.70897072419 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 8186710.00000000 USD 8107729.45000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co 000000000 -7124924.22000000 PA USD -7124924.22000000 -3.36989532147 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-06-05 7371423.00000000 USD 7392461.91000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MXN/USD FORWARD 000000000 1.00000000 NC USD -32679.28000000 -0.01545641039 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -20214865.00000000 MXN 1128590.69000000 USD 2026-07-16 -32679.28000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 01/15/32 91282CDX6 8338610.00000000 PA USD 7662544.02000000 3.624174860855 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N PRPM 2024-NMQ4 TRUST N/A PRPM 2024-NQM4 A1 69381UAA5 187115.13000000 PA USD 187953.91000000 0.088897086117 Long ABS-O CORP US N 2 2069-12-25 Variable 5.67400000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 3.875 04/15/29 912810FH6 41177940.00000000 PA USD 43963193.21000000 20.79339436337 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 IADB 7.35 10/06/30 GMTN 000000000 61000000.00000000 PA 633186.64000000 0.299480054787 Long DBT NUSS US N 2 2030-10-06 Fixed 7.35000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 TLN 6.375 05/01/33 144A 87422VAP3 120000.00000000 PA USD 119632.47000000 0.056582903691 Long DBT CORP US N 2 2033-05-01 Fixed 6.37500000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 YRICN 4.625 12/15/27 98462YAD2 670000.00000000 PA USD 669860.71000000 0.316825892173 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A DTV 9.25 06/01/32 144A 25461LAE2 140000.00000000 PA USD 143821.93000000 0.068023860193 Long DBT CORP US N 2 2032-06-01 Fixed 9.25000000 N N N N N N Harbor Freight 549300Y48HLCFTTB4249 Harbor Freight Term Loan B 250 2031-05-27 41151PAR6 211604.77000000 PA USD 211419.62000000 0.099995728559 Long LON CORP US N 2 2031-06-11 Floating 7.84000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.75 02/15/42 912810QV3 4384110.00000000 PA USD 3397680.43000000 1.607010409008 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ET 5.25 04/15/29 29278NAG8 430000.00000000 PA USD 437608.28000000 0.206976811244 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ZAR/USD FORWARD 000000000 1.00000000 NC USD 47568.71000000 0.022498705716 N/A DFE CORP US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 -1043178.09000000 USD 17756412.00000000 ZAR 2026-07-16 47568.71000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 SCRT 2022-1 M 35563PC80 460000.00000000 PA USD 429316.76000000 0.203055147856 Long ABS-O USGSE US N 2 2061-11-25 Variable 4.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 N/A NRZT 2014-1A A 64828AAA1 186909.59000000 PA USD 181317.11000000 0.085758060272 Long ABS-O CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.875 07/15/35 91282CNS6 6478857.00000000 PA USD 6436427.74000000 3.044255217084 Long DBT UST US N 2 2035-07-15 Fixed 1.87500000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 N/A CAS 2019-R05 1B1 20754HAD0 462280.32000000 PA USD 464419.57000000 0.219657822009 Long ABS-O USGSE US N 2 2039-07-25 Floating 7.82658000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 WMB 5.75 06/24/44 969457BV1 1340000.00000000 PA USD 1328231.12000000 0.628217185042 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A MERIDI 6.25 04/30/31 144A 58990CAA1 260000.00000000 PA USD 261477.34000000 0.123671668291 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 2.85 03/08/29 80007RAQ8 200000.00000000 PA USD 190576.78000000 0.090137632271 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2024-DNA1 529900N6M839KA246662 STACR 2024-DNA1 M2 35564NBA0 460000.00000000 PA USD 464921.45000000 0.219895197595 Long ABS-O USGSE US N 2 2044-02-25 Floating 5.56210000 N N N N N N CD 2017-CD5 MORTGAGE TRUST N/A CD 2017-CD5 A4 12515HAZ8 300000.00000000 PA USD 296300.64000000 0.140142141818 Long ABS-O CORP US N 2 2050-08-17 Fixed 3.43100000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA3 5493000IS4M3TZMRB410 STACR 2022-DNA3 M1B 35564KUX5 600000.00000000 PA USD 609856.26000000 0.288445419753 Long ABS-O USGSE US N 2 2042-04-25 Floating 6.51210000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Ultra U.S. Treasury Bond Futures, Sep-2026,ETH 000000000 -45.00000000 NC USD -79095.15000000 -0.03740985415 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -5069186.10000000 USD -79095.15000000 N N N PRKCM 2023-AFC1 TRUST N/A PRKCM 2023-AFC1 A1 693981AA0 301876.05000000 PA USD 301527.38000000 0.142614247644 Long ABS-O CORP US N 2 2058-02-25 Variable 6.59800000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.5 01/15/28 9128283R9 6693550.00000000 PA USD 6605047.21000000 3.124007639077 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 SCRT 2016-1 M2 35563PAE9 228309.74000000 PA USD 211450.60000000 0.100010381256 Long ABS-O USGSE US N 2 2055-09-25 Variable 3.75000000 N N N N N N CHASE MORTGAGE FINANCE TRUST N/A CHASE 2007-A1 2A3 161630AJ7 909.30000000 PA USD 868.85000000 0.000410942412 Long ABS-O CORP US N 2 2037-02-25 Variable 5.70661000 N N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 NGERIA 6.5 11/28/27 144A 65412JAC7 200000.00000000 PA USD 202894.99000000 0.095963810482 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N Cloud Software Group (Citrix/TIBCO) 04EEB871XLHVNY4RZJ65 Cloud Software Group (Citrix/TIBCO) Term Loan B 325 2031-03-01 88632NBK5 218897.24000000 PA USD 206310.65000000 0.097579324739 Long LON CORP US N 2 2031-03-24 Floating 6.94961000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 2.125 01/15/35 91282CML2 9312515.00000000 PA USD 9441465.58000000 4.465556362920 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES N/A GNR 2014-169 IO 38378XYD7 5406037.66000000 PA USD 114469.60000000 0.054141006638 Long ABS-O USGA US N 2 2056-10-16 Variable 0.58261000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.25 02/15/50 912810SM1 14385280.00000000 PA USD 8204847.14000000 3.880669483181 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2025-BCAT N/A BOCA 2025-BOCA A 05619RAA0 390000.00000000 PA USD 391099.18000000 0.184979272230 Long ABS-O CORP US N 2 2042-12-15 Fixed 5.35012000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 5-Year T-Note Futures, Sep-2026,ETH 000000000 41.00000000 NC USD 17025.35000000 0.008052527372 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 4378623.19000000 USD 17025.35000000 N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 MEX 5.85 07/02/32 91087BBE9 1480000.00000000 PA USD 1488436.00000000 0.703989734886 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N J P MORGAN MTG TR 2025-NQM1 N/A JPMMT 2025-NQM5 A1 46664DAE1 557011.82000000 PA USD 553228.26000000 0.261661916326 Long ABS-O CORP US N 2 2066-05-25 Variable 4.87900000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 CAPCOP 6.75 03/31/33 144A 14071LAA6 700000.00000000 PA USD 714308.00000000 0.337848251148 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A CGCMT 2023-SMRT A 17291NAA9 200000.00000000 PA USD 203617.72000000 0.096305642110 Long ABS-O CORP US N 2 2040-06-12 Variable 6.01468600 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FMCN 8 03/01/33 144A 335934AW5 640000.00000000 PA USD 671495.68000000 0.317599188504 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OXY 3 02/15/27 674599CM5 810000.00000000 PA USD 804977.68000000 0.380732543107 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N UKG 529900FKHWSTQ1GXK240 UKG Term Loan B 350 2031-01-20 89841EAB1 219448.62000000 PA USD 212381.28000000 0.100450567576 Long LON CORP US N 2 2031-02-10 Floating 6.16339000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 0.125 02/15/52 912810TE8 8659406.00000000 PA USD 4536138.82000000 2.145470255555 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 CFELEC 6.045 01/28/34 144A 200447AQ3 530000.00000000 PA USD 520592.50000000 0.246226089706 Long DBT CORP MX N 2 2034-01-28 Fixed 6.04500000 N N N N N N Hub International 549300JQT6ATTUNS5E06 Hub International Term Loan B 250 2030-06-01 44332EAZ9 29911.39000000 PA USD 30011.74000000 0.014194736546 Long LON CORP US N 2 2030-06-20 Floating 6.80000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/BRL FORWARD 000000000 1.00000000 NC USD 4791.15000000 0.002266083606 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -3138279.87000000 USD 15867143.00000000 BRL 2026-06-02 4791.15000000 N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 PERU 3.3 03/11/41 715638DS8 200000.00000000 PA USD 155260.00000000 0.073433756129 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N LEGG MASON PARTNERS INSTITUTIONAL TRUST 54930003LJE4ZPPMRV82 LEGG MASON PARTNERS INSTITUTIONAL TRUST GVT RSEVS PRM 52470G494 5726353.10000000 NS USD 5726353.10000000 2.708409230046 Long STIV RF US N 1 N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 CDEL 5.529 01/30/37 144A 21987BBQ0 330000.00000000 PA USD 326881.50000000 0.154606056642 Long DBT CORP CL N 2 2037-01-30 Fixed 5.52900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 GLENLN 3.875 10/27/27 144A 378272AQ1 800000.00000000 PA USD 794435.44000000 0.375746350390 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N Truist Insurance Holdings N/A Truist Insurance Holdings Term Loan B 275 2031-05-01 89788VAG7 20000.00000000 PA USD 19856.70000000 0.009391678895 Long LON CORP US N 2 2031-05-01 Floating 6.44961000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 EPD 3.125 07/31/29 29379VBV4 1170000.00000000 PA USD 1126377.80000000 0.532746056131 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 2.125 02/15/41 912810QP6 2261820.00000000 PA USD 2197228.80000000 1.039229446476 Long DBT UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS INC N/A RAMP 2004-SL4 A5 76112BGP9 28170.48000000 PA USD 7308.08000000 0.003456523022 Long ABS-O CORP US N 2 2032-07-25 Fixed 7.50000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 BNTNB 6 05/15/29 NTNB 000000000 12430588.78500000 PA 2355628.17000000 1.114148039209 Long DBT NUSS BR N 2 2029-05-15 Fixed 6.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 GLENLN 4 03/27/27 144A 378272AN8 200000.00000000 PA USD 199572.90000000 0.094392552290 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 USD/BRL FORWARD 000000000 1.00000000 NC USD -107590.39000000 -0.05088732745 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -12161309.00000000 BRL 2301403.97000000 USD 2026-06-02 -107590.39000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 GNR 2015-183 IO 38379RAJ2 4766073.95000000 PA USD 102589.74000000 0.048522156051 Long ABS-O USGA US N 2 2057-09-16 Variable 0.43433000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 TRGP 4.2 02/01/33 87612GAA9 470000.00000000 PA USD 447305.21000000 0.211563195327 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N CoreLogic 54930086CD8K2UIL0516 CoreLogic Term Loan B 350 2028-03-28 21870FBA6 29921.67000000 PA USD 29697.26000000 0.014045996061 Long LON CORP US N 2 2028-06-02 Floating 3.70000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.125 01/15/33 91282CGK1 13302720.00000000 PA USD 12790884.81000000 6.049740537281 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2024-R02 1M2 20754GAE0 250000.00000000 PA USD 251969.10000000 0.119174529444 Long ABS-O USGSE US N 2 2044-02-25 Floating 5.41210000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 TII 1.75 01/15/34 91282CJY8 11172096.00000000 PA USD 11093144.92000000 5.246755756568 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A SCRT 2019-1 M 35563PJQ3 327818.37000000 PA USD 329001.89000000 0.155608943426 Long ABS-O USGSE US N 2 2058-07-25 Variable 4.75000000 N N N N N N BANK 2021-BNK32 N/A BANK 2021-BN32 XA 06542BBN6 2465497.79000000 PA USD 63676.41000000 0.030117209604 Long ABS-O CORP US N 2 2054-04-17 Variable 0.81165900 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PRXNA 3.061 07/13/31 144A 74365PAF5 700000.00000000 PA USD 638007.20000000 0.301760048522 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 3.75 04/15/27 87264ABD6 40000.00000000 PA USD 39849.09000000 0.018847535469 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N 2026-07-22 Western Asset Inflation-Linked Income Fund Christopher Berarducci Christopher Berarducci Principal Financial Officer