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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Western Asset Global Corporate Opportunity Fund Inc | NYSE:GDO | NYSE | Common Stock |
| Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
|---|---|---|---|---|---|---|---|---|
| 0.00 | 0.00% | 11.27 | 1 | 14:10:16 |
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
Corporate Bonds & Notes — 116.3%
|
|||||
|
Communication Services — 13.8%
|
|||||
|
Diversified Telecommunication Services — 3.8%
|
|||||
|
Altice Financing SA, Senior Secured Notes
|
5.000%
|
1/15/28
|
700,000
|
$559,732
(a)
|
|
|
Altice Financing SA, Senior Secured Notes
|
5.750%
|
8/15/29
|
1,150,000
|
874,151
(a)
|
|
|
Altice France SA, Senior Secured Notes
|
5.500%
|
10/15/29
|
410,000
|
288,836
(a)
|
|
|
British Telecommunications PLC, Senior Notes
|
5.125%
|
12/4/28
|
500,000
|
506,785
|
|
|
Lumen Technologies Inc., Senior Notes
|
7.600%
|
9/15/39
|
870,000
|
372,543
|
|
|
Optics Bidco SpA, Senior Secured Notes
|
6.000%
|
9/30/34
|
403,000
|
382,850
(a)
|
|
|
Optics Bidco SpA, Senior Secured Notes
|
7.200%
|
7/18/36
|
200,000
|
205,306
(a)
|
|
|
Optics Bidco SpA, Senior Secured Notes
|
7.721%
|
6/4/38
|
200,000
|
214,422
(a)
|
|
|
Orange SA, Junior Subordinated Notes (2.375% to 4/15/25 then EUR 5
year Swap Rate + 2.359%)
|
2.375%
|
1/15/25
|
200,000
EUR
|
214,047
(b)(c)(d)
|
|
|
Telecom Italia Capital SA, Senior Notes
|
6.000%
|
9/30/34
|
27,000
|
25,447
|
|
|
Telefonica Emisiones SA, Senior Notes
|
7.045%
|
6/20/36
|
2,000,000
|
2,240,909
|
|
|
Verizon Communications Inc., Senior Notes
|
2.355%
|
3/15/32
|
1,500,000
|
1,255,296
(e)
|
|
|
Total Diversified Telecommunication Services
|
7,140,324
|
||||
|
Entertainment — 2.5%
|
|||||
|
Banijay Entertainment SAS, Senior Secured Notes
|
8.125%
|
5/1/29
|
490,000
|
507,801
(a)
|
|
|
Netflix Inc., Senior Notes
|
6.375%
|
5/15/29
|
510,000
|
547,916
(e)
|
|
|
Pinewood Finco PLC, Senior Secured Notes
|
6.000%
|
3/27/30
|
1,150,000
GBP
|
1,476,037
(a)
|
|
|
Walt Disney Co., Senior Notes
|
3.350%
|
3/24/25
|
700,000
|
691,976
|
|
|
Walt Disney Co., Senior Notes
|
2.650%
|
1/13/31
|
1,120,000
|
997,065
|
|
|
Warnermedia Holdings Inc., Senior Notes
|
3.638%
|
3/15/25
|
500,000
|
493,044
(e)
|
|
|
Total Entertainment
|
4,713,839
|
||||
|
Interactive Media & Services — 0.4%
|
|||||
|
Match Group Holdings II LLC, Senior Notes
|
3.625%
|
10/1/31
|
860,000
|
742,378
(a)
|
|
|
Media — 3.1%
|
|||||
|
Charter Communications Operating LLC/Charter Communications
Operating Capital Corp., Senior Secured Notes
|
6.484%
|
10/23/45
|
460,000
|
435,510
(e)
|
|
|
Charter Communications Operating LLC/Charter Communications
Operating Capital Corp., Senior Secured Notes
|
3.700%
|
4/1/51
|
500,000
|
315,793
|
|
|
Charter Communications Operating LLC/Charter Communications
Operating Capital Corp., Senior Secured Notes
|
3.850%
|
4/1/61
|
1,000,000
|
604,237
|
|
|
Comcast Corp., Senior Notes
|
4.200%
|
8/15/34
|
2,830,000
|
2,658,063
(e)
|
|
|
DirecTV Financing LLC/DirecTV Financing Co-Obligor Inc., Senior Secured
Notes
|
5.875%
|
8/15/27
|
590,000
|
568,610
(a)(e)
|
|
|
DISH DBS Corp., Senior Notes
|
5.875%
|
11/15/24
|
370,000
|
345,449
|
|
|
DISH DBS Corp., Senior Notes
|
7.375%
|
7/1/28
|
760,000
|
357,964
|
|
|
DISH DBS Corp., Senior Notes
|
5.125%
|
6/1/29
|
1,500,000
|
629,688
(e)
|
|
|
Total Media
|
5,915,314
|
||||
|
Wireless Telecommunication Services — 4.0%
|
|||||
|
America Movil SAB de CV, Senior Notes
|
6.125%
|
3/30/40
|
650,000
|
690,590
|
|
|
CSC Holdings LLC, Senior Notes
|
11.250%
|
5/15/28
|
200,000
|
181,015
(a)
|
|
|
CSC Holdings LLC, Senior Notes
|
11.750%
|
1/31/29
|
350,000
|
316,615
(a)
|
|
|
CSC Holdings LLC, Senior Notes
|
4.125%
|
12/1/30
|
520,000
|
360,549
(a)
|
|
|
CSC Holdings LLC, Senior Notes
|
4.500%
|
11/15/31
|
1,840,000
|
1,270,699
(a)(e)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
Wireless Telecommunication Services — continued
|
|||||
|
Millicom International Cellular SA, Senior Notes
|
4.500%
|
4/27/31
|
1,000,000
|
$879,185
(a)
|
|
|
Sprint Capital Corp., Senior Notes
|
8.750%
|
3/15/32
|
90,000
|
109,525
(e)
|
|
|
T-Mobile USA Inc., Senior Notes
|
3.500%
|
4/15/31
|
2,860,000
|
2,620,839
(e)
|
|
|
Vmed O2 UK Financing I PLC, Senior Secured Notes
|
4.500%
|
7/15/31
|
800,000
GBP
|
870,279
(a)
|
|
|
Vmed O2 UK Financing I PLC, Senior Secured Notes
|
4.750%
|
7/15/31
|
400,000
|
343,944
(a)
|
|
|
Total Wireless Telecommunication Services
|
7,643,240
|
||||
|
|
|||||
|
Total Communication Services
|
26,155,095
|
||||
|
Consumer Discretionary — 17.1%
|
|||||
|
Automobile Components — 2.8%
|
|||||
|
Adient Global Holdings Ltd., Senior Notes
|
4.875%
|
8/15/26
|
850,000
|
834,805
(a)
|
|
|
American Axle & Manufacturing Inc., Senior Notes
|
6.500%
|
4/1/27
|
1,211,000
|
1,215,655
(e)
|
|
|
American Axle & Manufacturing Inc., Senior Notes
|
5.000%
|
10/1/29
|
650,000
|
596,673
|
|
|
Garrett Motion Holdings Inc./Garrett LX I Sarl, Senior Notes
|
7.750%
|
5/31/32
|
400,000
|
406,976
(a)
|
|
|
JB Poindexter & Co. Inc., Senior Notes
|
8.750%
|
12/15/31
|
1,320,000
|
1,389,145
(a)(e)
|
|
|
ZF North America Capital Inc., Senior Notes
|
6.875%
|
4/14/28
|
400,000
|
410,284
(a)
|
|
|
ZF North America Capital Inc., Senior Notes
|
7.125%
|
4/14/30
|
430,000
|
446,746
(a)
|
|
|
Total Automobile Components
|
5,300,284
|
||||
|
Automobiles — 2.6%
|
|||||
|
Aston Martin Capital Holdings Ltd., Senior Secured Notes
|
10.375%
|
3/31/29
|
200,000
GBP
|
258,192
(a)
|
|
|
Ford Motor Credit Co. LLC, Senior Notes
|
7.350%
|
3/6/30
|
750,000
|
805,755
(e)
|
|
|
Ford Motor Credit Co. LLC, Senior Notes
|
3.625%
|
6/17/31
|
1,700,000
|
1,489,643
(e)
|
|
|
General Motors Co., Senior Notes
|
6.125%
|
10/1/25
|
220,000
|
222,309
(e)
|
|
|
General Motors Co., Senior Notes
|
6.600%
|
4/1/36
|
720,000
|
770,057
(e)
|
|
|
Nissan Motor Acceptance Co. LLC, Senior Notes
|
2.750%
|
3/9/28
|
1,520,000
|
1,376,012
(a)(e)
|
|
|
Total Automobiles
|
4,921,968
|
||||
|
Broadline Retail — 1.8%
|
|||||
|
Amazon.com Inc., Senior Notes
|
2.100%
|
5/12/31
|
1,550,000
|
1,335,864
(e)
|
|
|
Marks & Spencer PLC, Senior Notes
|
7.125%
|
12/1/37
|
1,500,000
|
1,630,272
(a)(e)
|
|
|
Prosus NV, Senior Notes
|
4.193%
|
1/19/32
|
600,000
|
536,363
(c)
|
|
|
Total Broadline Retail
|
3,502,499
|
||||
|
Distributors — 0.5%
|
|||||
|
Ritchie Bros Holdings Inc., Senior Notes
|
7.750%
|
3/15/31
|
930,000
|
979,061
(a)
|
|
|
Diversified Consumer Services — 1.5%
|
|||||
|
APCOA Parking Holdings GmbH, Senior Secured Notes
|
4.625%
|
1/15/27
|
210,000
EUR
|
223,114
(c)
|
|
|
APCOA Parking Holdings GmbH, Senior Secured Notes
|
4.625%
|
1/15/27
|
1,830,000
EUR
|
1,944,280
(a)
|
|
|
Carriage Services Inc., Senior Notes
|
4.250%
|
5/15/29
|
420,000
|
380,854
(a)
|
|
|
WW International Inc., Senior Secured Notes
|
4.500%
|
4/15/29
|
750,000
|
269,299
(a)
|
|
|
Total Diversified Consumer Services
|
2,817,547
|
||||
|
Hotels, Restaurants & Leisure — 6.9%
|
|||||
|
Caesars Entertainment Inc., Senior Secured Notes
|
6.500%
|
2/15/32
|
470,000
|
476,496
(a)
|
|
|
Carnival Corp., Senior Notes
|
7.625%
|
3/1/26
|
460,000
|
464,737
(a)
|
|
|
Carnival Holdings Bermuda Ltd., Senior Notes
|
10.375%
|
5/1/28
|
40,000
|
43,267
(a)
|
|
|
Carnival PLC, Senior Notes
|
1.000%
|
10/28/29
|
1,150,000
EUR
|
1,036,399
|
|
|
IRB Holding Corp., Senior Secured Notes
|
7.000%
|
6/15/25
|
690,000
|
690,513
(a)
|
|
|
Las Vegas Sands Corp., Senior Notes
|
3.900%
|
8/8/29
|
1,530,000
|
1,415,285
(e)
|
|
|
Marston’s Issuer PLC, Secured Notes (SONIA + 2.669%)
|
7.903%
|
7/16/35
|
1,768,000
GBP
|
1,722,240
(c)(d)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Hotels, Restaurants & Leisure — continued
|
|||||
|
NCL Corp. Ltd., Senior Notes
|
3.625%
|
12/15/24
|
762,000
|
$755,048
(a)(e)
|
|
|
NCL Corp. Ltd., Senior Notes
|
5.875%
|
3/15/26
|
320,000
|
318,770
(a)(e)
|
|
|
NCL Corp. Ltd., Senior Notes
|
7.750%
|
2/15/29
|
460,000
|
484,431
(a)(e)
|
|
|
NCL Corp. Ltd., Senior Secured Notes
|
8.125%
|
1/15/29
|
180,000
|
191,468
(a)
|
|
|
NCL Finance Ltd., Senior Notes
|
6.125%
|
3/15/28
|
960,000
|
961,610
(a)
|
|
|
Royal Caribbean Cruises Ltd., Senior Notes
|
5.375%
|
7/15/27
|
1,030,000
|
1,024,626
(a)(e)
|
|
|
Royal Caribbean Cruises Ltd., Senior Notes
|
5.500%
|
4/1/28
|
610,000
|
608,077
(a)(e)
|
|
|
Saga PLC, Senior Notes
|
5.500%
|
7/15/26
|
430,000
GBP
|
524,318
(c)
|
|
|
Sands China Ltd., Senior Notes
|
2.850%
|
3/8/29
|
1,070,000
|
944,194
|
|
|
Sands China Ltd., Senior Notes
|
3.250%
|
8/8/31
|
500,000
|
423,396
|
|
|
Wynn Macau Ltd., Senior Notes
|
5.625%
|
8/26/28
|
520,000
|
492,910
(a)
|
|
|
Wynn Macau Ltd., Senior Notes
|
5.125%
|
12/15/29
|
590,000
|
540,003
(a)
|
|
|
Total Hotels, Restaurants & Leisure
|
13,117,788
|
||||
|
Household Durables — 0.4%
|
|||||
|
Lennar Corp., Senior Notes
|
5.000%
|
6/15/27
|
738,000
|
741,460
(e)
|
|
|
Specialty Retail — 0.6%
|
|||||
|
Global Auto Holdings Ltd./AAG FH UK Ltd., Senior Notes
|
8.750%
|
1/15/32
|
420,000
|
401,553
(a)
|
|
|
Michaels Cos. Inc., Senior Secured Notes
|
5.250%
|
5/1/28
|
120,000
|
88,896
(a)
|
|
|
Sally Holdings LLC/Sally Capital Inc., Senior Notes
|
6.750%
|
3/1/32
|
610,000
|
608,281
|
|
|
Total Specialty Retail
|
1,098,730
|
||||
|
|
|||||
|
Total Consumer Discretionary
|
32,479,337
|
||||
|
Consumer Staples — 2.7%
|
|||||
|
Beverages — 1.4%
|
|||||
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide Inc., Senior
Notes
|
4.700%
|
2/1/36
|
2,630,000
|
2,570,899
(e)
|
|
|
Anheuser-Busch InBev Worldwide Inc., Senior Notes
|
4.750%
|
1/23/29
|
60,000
|
60,614
|
|
|
Total Beverages
|
2,631,513
|
||||
|
Food Products — 0.8%
|
|||||
|
JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, Senior
Notes
|
3.750%
|
12/1/31
|
1,000,000
|
888,940
|
|
|
Kraft Heinz Foods Co., Senior Notes
|
4.250%
|
3/1/31
|
180,000
|
175,110
|
|
|
Kraft Heinz Foods Co., Senior Notes
|
5.500%
|
6/1/50
|
550,000
|
538,259
(e)
|
|
|
Total Food Products
|
1,602,309
|
||||
|
Tobacco — 0.5%
|
|||||
|
Altria Group Inc., Senior Notes
|
2.450%
|
2/4/32
|
550,000
|
456,822
|
|
|
Reynolds American Inc., Senior Notes
|
5.850%
|
8/15/45
|
540,000
|
518,709
|
|
|
Total Tobacco
|
975,531
|
||||
|
|
|||||
|
Total Consumer Staples
|
5,209,353
|
||||
|
Energy — 17.9%
|
|||||
|
Energy Equipment & Services — 0.3%
|
|||||
|
Noble Finance II LLC, Senior Notes
|
8.000%
|
4/15/30
|
430,000
|
452,446
(a)
|
|
|
Oil, Gas & Consumable Fuels — 17.6%
|
|||||
|
Cheniere Energy Partners LP, Senior Notes
|
4.000%
|
3/1/31
|
750,000
|
694,776
|
|
|
Continental Resources Inc., Senior Notes
|
4.375%
|
1/15/28
|
640,000
|
624,642
(e)
|
|
|
Crescent Energy Finance LLC, Senior Notes
|
7.625%
|
4/1/32
|
530,000
|
543,879
(a)
|
|
|
Diamondback Energy Inc., Senior Notes
|
3.500%
|
12/1/29
|
1,120,000
|
1,053,393
(e)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Oil, Gas & Consumable Fuels — continued
|
|||||
|
Ecopetrol SA, Senior Notes
|
5.875%
|
5/28/45
|
3,000,000
|
$2,169,053
(f)
|
|
|
Ecopetrol SA, Senior Notes
|
5.875%
|
11/2/51
|
1,760,000
|
1,235,411
|
|
|
Energy Transfer LP, Junior Subordinated Notes (6.625% to 2/15/28 then 3
mo. USD LIBOR + 4.155%)
|
6.625%
|
2/15/28
|
740,000
|
728,279
(b)(d)
|
|
|
EQM Midstream Partners LP, Senior Notes
|
4.500%
|
1/15/29
|
410,000
|
393,187
(a)
|
|
|
EQM Midstream Partners LP, Senior Notes
|
7.500%
|
6/1/30
|
420,000
|
453,544
(a)
|
|
|
EQT Corp., Senior Notes
|
3.900%
|
10/1/27
|
1,300,000
|
1,259,403
(e)
|
|
|
EQT Corp., Senior Notes
|
5.000%
|
1/15/29
|
2,720,000
|
2,702,543
(e)
|
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., Senior Notes
|
8.375%
|
11/1/33
|
400,000
|
432,940
(a)
|
|
|
KazMunayGas National Co. JSC, Senior Notes
|
3.500%
|
4/14/33
|
2,130,000
|
1,762,226
(a)
|
|
|
NGPL PipeCo LLC, Senior Notes
|
7.768%
|
12/15/37
|
800,000
|
938,062
(a)
|
|
|
Occidental Petroleum Corp., Senior Notes
|
4.400%
|
8/15/49
|
1,060,000
|
804,951
(e)
|
|
|
Permian Resources Operating LLC, Senior Notes
|
6.250%
|
2/1/33
|
460,000
|
464,036
(a)(g)
|
|
|
Petrobras Global Finance BV, Senior Notes
|
6.750%
|
1/27/41
|
160,000
|
159,093
|
|
|
Petroleos del Peru SA, Senior Notes
|
4.750%
|
6/19/32
|
1,130,000
|
851,628
(a)
|
|
|
Petroleos Mexicanos, Senior Notes
|
6.500%
|
6/2/41
|
750,000
|
524,322
|
|
|
Petroleos Mexicanos, Senior Notes
|
5.500%
|
6/27/44
|
540,000
|
332,390
|
|
|
Puma International Financing SA, Senior Notes
|
7.750%
|
4/25/29
|
480,000
|
486,986
(a)
|
|
|
Range Resources Corp., Senior Notes
|
4.875%
|
5/15/25
|
290,000
|
288,300
(e)
|
|
|
Range Resources Corp., Senior Notes
|
8.250%
|
1/15/29
|
480,000
|
498,961
(e)
|
|
|
Rockies Express Pipeline LLC, Senior Notes
|
7.500%
|
7/15/38
|
330,000
|
346,026
(a)
|
|
|
Sabine Pass Liquefaction LLC, Senior Secured Notes
|
5.000%
|
3/15/27
|
1,940,000
|
1,946,230
(e)
|
|
|
Southern Natural Gas Co. LLC, Senior Notes
|
4.800%
|
3/15/47
|
1,200,000
|
1,021,008
(a)(e)
|
|
|
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.,
Secured Notes
|
9.500%
|
10/15/26
|
440,000
|
452,484
(a)
|
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp.,
Senior Notes
|
6.500%
|
7/15/27
|
430,000
|
434,599
|
|
|
Tengizchevroil Finance Co. International Ltd., Senior Secured Notes
|
3.250%
|
8/15/30
|
650,000
|
541,465
(a)
|
|
|
Transcontinental Gas Pipe Line Co. LLC, Senior Notes
|
7.850%
|
2/1/26
|
1,000,000
|
1,033,393
|
|
|
Transportadora de Gas del Peru SA, Senior Notes
|
4.250%
|
4/30/28
|
1,200,000
|
1,167,602
(a)(e)
|
|
|
Venture Global LNG Inc., Senior Secured Notes
|
9.875%
|
2/1/32
|
350,000
|
388,749
(a)
|
|
|
Western Midstream Operating LP, Senior Notes
|
4.050%
|
2/1/30
|
3,205,000
|
3,039,047
(e)
|
|
|
Western Midstream Operating LP, Senior Notes
|
5.300%
|
3/1/48
|
250,000
|
220,222
|
|
|
Western Midstream Operating LP, Senior Notes
|
5.250%
|
2/1/50
|
2,770,000
|
2,460,153
(f)
|
|
|
Williams Cos. Inc., Senior Notes
|
7.500%
|
1/15/31
|
340,000
|
382,878
|
|
|
Williams Cos. Inc., Senior Notes
|
5.750%
|
6/24/44
|
450,000
|
449,158
|
|
|
YPF SA, Senior Notes
|
8.500%
|
7/28/25
|
120,000
|
119,789
(a)
|
|
|
Total Oil, Gas & Consumable Fuels
|
33,404,808
|
||||
|
|
|||||
|
Total Energy
|
33,857,254
|
||||
|
Financials — 29.7%
|
|||||
|
Banks — 19.2%
|
|||||
|
Banco Mercantil del Norte SA, Junior Subordinated Notes (6.625% to
1/24/32 then 10 year Treasury Constant Maturity Rate + 5.034%)
|
6.625%
|
1/24/32
|
1,610,000
|
1,461,649
(a)(b)(d)
|
|
|
Bank of America Corp., Junior Subordinated Notes (5.875% to 3/15/28
then 3 mo. Term SOFR + 3.193%)
|
5.875%
|
3/15/28
|
3,910,000
|
3,860,457
(b)(d)(e)
|
|
|
Bank of America Corp., Subordinated Notes
|
4.250%
|
10/22/26
|
500,000
|
492,969
(e)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Banks — continued
|
|||||
|
Bank of Nova Scotia, Senior Notes
|
2.700%
|
8/3/26
|
750,000
|
$720,179
|
|
|
Barclays PLC, Subordinated Notes
|
5.200%
|
5/12/26
|
4,500,000
|
4,492,712
(e)
|
|
|
Barclays PLC, Subordinated Notes (5.088% to 6/20/29 then 3 mo. USD
LIBOR + 3.054%)
|
5.088%
|
6/20/30
|
680,000
|
665,518
(d)(e)
|
|
|
BBVA Bancomer SA, Subordinated Notes (5.125% to 1/17/28 then 5 year
Treasury Constant Maturity Rate + 2.650%)
|
5.125%
|
1/18/33
|
540,000
|
503,480
(a)(d)
|
|
|
BNP Paribas SA, Subordinated Notes (4.375% to 3/1/28 then USD 5 year
ICE Swap Rate + 1.483%)
|
4.375%
|
3/1/33
|
1,000,000
|
960,272
(a)(d)
|
|
|
Citigroup Inc., Junior Subordinated Notes (5.950% to 5/15/25 then 3 mo.
Term SOFR + 4.167%)
|
5.950%
|
5/15/25
|
2,100,000
|
2,087,598
(b)(d)(e)
|
|
|
Citigroup Inc., Subordinated Notes
|
4.125%
|
7/25/28
|
2,000,000
|
1,946,355
(e)
|
|
|
Credit Agricole SA, Junior Subordinated Notes (8.125% to 12/23/25 then
USD 5 year ICE Swap Rate + 6.185%)
|
8.125%
|
12/23/25
|
560,000
|
571,872
(a)(b)(d)
|
|
|
Credit Agricole SA, Subordinated Notes (4.000% to 1/10/28 then USD 5
year ICE Swap Rate + 1.644%)
|
4.000%
|
1/10/33
|
2,000,000
|
1,894,831
(a)(d)(e)
|
|
|
HSBC Holdings PLC, Junior Subordinated Notes (6.500% to 3/23/28 then
USD 5 year ICE Swap Rate + 3.606%)
|
6.500%
|
3/23/28
|
1,320,000
|
1,309,437
(b)(d)(e)
|
|
|
HSBC Holdings PLC, Senior Notes (3.973% to 5/22/29 then 3 mo. Term
SOFR + 1.872%)
|
3.973%
|
5/22/30
|
2,870,000
|
2,735,260
(d)(e)
|
|
|
Intesa Sanpaolo SpA, Subordinated Notes
|
5.710%
|
1/15/26
|
1,940,000
|
1,938,562
(a)(e)
|
|
|
JPMorgan Chase & Co., Junior Subordinated Notes (6.100% to 10/1/24
then 3 mo. Term SOFR + 3.592%)
|
6.100%
|
10/1/24
|
750,000
|
746,174
(b)(d)(e)
|
|
|
Lloyds Banking Group PLC, Junior Subordinated Notes (7.500% to 9/27/25
then USD 5 year ICE Swap Rate + 4.496%)
|
7.500%
|
9/27/25
|
500,000
|
503,009
(b)(d)
|
|
|
Lloyds Banking Group PLC, Junior Subordinated Notes (8.000% to 3/27/30
then 5 year Treasury Constant Maturity Rate + 3.913%)
|
8.000%
|
9/27/29
|
1,150,000
|
1,196,943
(b)(d)(f)
|
|
|
Lloyds Banking Group PLC, Subordinated Notes
|
4.650%
|
3/24/26
|
2,700,000
|
2,673,197
(e)
|
|
|
PNC Financial Services Group Inc., Senior Notes
|
2.550%
|
1/22/30
|
750,000
|
672,776
|
|
|
PNC Financial Services Group Inc., Senior Notes (5.812% to 6/12/25 then
SOFR + 1.322%)
|
5.812%
|
6/12/26
|
1,250,000
|
1,255,412
(d)(e)
|
|
|
Truist Financial Corp., Senior Notes (5.711% to 1/24/34 then SOFR +
1.922%)
|
5.711%
|
1/24/35
|
1,400,000
|
1,431,965
(d)(e)
|
|
|
UniCredit SpA, Subordinated Notes (2.000% to 9/23/24 then EUR 5 year
Swap Rate + 2.400%)
|
2.000%
|
9/23/29
|
600,000
EUR
|
647,037
(c)(d)
|
|
|
UniCredit SpA, Subordinated Notes (7.296% to 4/2/29 then USD 5 year
ICE Swap Rate + 4.914%)
|
7.296%
|
4/2/34
|
1,420,000
|
1,475,241
(a)(d)(e)
|
|
|
Wells Fargo & Co., Junior Subordinated Notes
|
5.875%
|
6/15/25
|
110,000
|
109,823
(b)(d)
|
|
|
Total Banks
|
36,352,728
|
||||
|
Capital Markets — 5.3%
|
|||||
|
Charles Schwab Corp., Junior Subordinated Notes (4.000% to 12/1/30
then 10 year Treasury Constant Maturity Rate + 3.079%)
|
4.000%
|
12/1/30
|
2,000,000
|
1,690,996
(b)(d)(e)
|
|
|
CME Group Inc., Senior Notes
|
3.000%
|
3/15/25
|
500,000
|
493,859
|
|
|
Credit Suisse AG AT1 Claim
|
—
|
—
|
3,900,000
|
117,000
*(h)(i)
|
|
|
UBS AG/Stamford CT, Senior Notes
|
7.500%
|
2/15/28
|
1,300,000
|
1,408,496
(e)
|
|
|
Daimler Truck Finance North America LLC, Senior Notes
|
5.200%
|
1/17/25
|
900,000
|
898,931
(a)
|
|
|
Goldman Sachs Group Inc., Senior Notes (2.640% to 2/24/27 then SOFR +
1.114%)
|
2.640%
|
2/24/28
|
2,500,000
|
2,360,564
(d)(f)
|
|
|
Morgan Stanley, Senior Notes (2.699% to 1/22/30 then SOFR + 1.143%)
|
2.699%
|
1/22/31
|
1,000,000
|
894,329
(d)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Capital Markets — continued
|
|||||
|
UBS Group AG, Junior Subordinated Notes (6.875% to 8/7/25 then USD 5
year ICE Swap Rate + 4.590%)
|
6.875%
|
8/7/25
|
860,000
|
$858,387
(b)(c)(d)
|
|
|
UBS Group AG, Senior Notes
|
4.875%
|
5/15/45
|
470,000
|
438,994
|
|
|
UBS Group AG, Senior Notes (6.537% to 8/12/32 then SOFR + 3.920%)
|
6.537%
|
8/12/33
|
870,000
|
935,043
(a)(d)(e)
|
|
|
Total Capital Markets
|
10,096,599
|
||||
|
Financial Services — 3.9%
|
|||||
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Senior Notes
|
3.400%
|
10/29/33
|
3,500,000
|
3,023,618
(f)
|
|
|
Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV, Senior
Secured Notes
|
8.500%
|
1/15/31
|
100,000
GBP
|
138,663
(a)
|
|
|
GE Capital International Funding Co. Unlimited Co., Senior Notes
|
3.373%
|
11/15/25
|
1,250,000
|
1,225,536
(e)
|
|
|
Global Aircraft Leasing Co. Ltd., Senior Notes (6.500% Cash or 7.250%
PIK)
|
6.500%
|
9/15/24
|
621,256
|
611,003
(a)(j)
|
|
|
Jane Street Group/JSG Finance Inc., Senior Secured Notes
|
7.125%
|
4/30/31
|
1,190,000
|
1,235,108
(a)(e)
|
|
|
VFH Parent LLC/Valor Co-Issuer Inc., Senior Secured Notes
|
7.500%
|
6/15/31
|
560,000
|
577,150
(a)
|
|
|
VistaJet Malta Finance PLC/Vista Management Holding Inc., Senior Notes
|
6.375%
|
2/1/30
|
610,000
|
486,518
(a)
|
|
|
Total Financial Services
|
7,297,596
|
||||
|
Insurance — 1.0%
|
|||||
|
MetLife Capital Trust IV, Junior Subordinated Notes
|
7.875%
|
12/15/37
|
300,000
|
325,145
(a)
|
|
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen,
Subordinated Notes (3.250% to 5/26/29 then 3 mo. Euribor + 3.400%)
|
3.250%
|
5/26/49
|
700,000
EUR
|
741,829
(c)(d)
|
|
|
Nuveen Finance LLC, Senior Notes
|
4.125%
|
11/1/24
|
850,000
|
846,699
(a)(e)
|
|
|
Total Insurance
|
1,913,673
|
||||
|
Mortgage Real Estate Investment Trusts (REITs) — 0.3%
|
|||||
|
Starwood Property Trust Inc., Senior Notes
|
7.250%
|
4/1/29
|
540,000
|
556,036
(a)
|
|
|
|
|||||
|
Total Financials
|
56,216,632
|
||||
|
Health Care — 10.5%
|
|||||
|
Biotechnology — 0.5%
|
|||||
|
Amgen Inc., Senior Notes
|
2.450%
|
2/21/30
|
1,100,000
|
981,475
|
|
|
Health Care Equipment & Supplies — 0.4%
|
|||||
|
Becton Dickinson and Co., Senior Notes
|
3.700%
|
6/6/27
|
750,000
|
730,587
|
|
|
Health Care Providers & Services — 6.5%
|
|||||
|
Centene Corp., Senior Notes
|
3.375%
|
2/15/30
|
3,360,000
|
3,030,907
(e)
|
|
|
CHS/Community Health Systems Inc., Senior Secured Notes
|
10.875%
|
1/15/32
|
690,000
|
742,602
(a)
|
|
|
CVS Health Corp., Senior Notes
|
3.250%
|
8/15/29
|
500,000
|
463,199
|
|
|
CVS Health Corp., Senior Notes
|
3.750%
|
4/1/30
|
2,000,000
|
1,882,872
(e)
|
|
|
CVS Health Corp., Senior Notes
|
5.250%
|
2/21/33
|
400,000
|
399,281
|
|
|
HCA Inc., Senior Notes
|
4.500%
|
2/15/27
|
1,000,000
|
988,913
(e)
|
|
|
HCA Inc., Senior Notes
|
3.500%
|
9/1/30
|
750,000
|
692,235
|
|
|
Humana Inc., Senior Notes
|
5.875%
|
3/1/33
|
600,000
|
623,556
|
|
|
Legacy LifePoint Health LLC, Senior Secured Notes
|
4.375%
|
2/15/27
|
580,000
|
561,115
(a)
|
|
|
Sotera Health Holdings LLC, Senior Secured Notes
|
7.375%
|
6/1/31
|
710,000
|
725,123
(a)
|
|
|
Tenet Healthcare Corp., Secured Notes
|
6.250%
|
2/1/27
|
480,000
|
481,325
(e)
|
|
|
Tenet Healthcare Corp., Senior Notes
|
6.125%
|
10/1/28
|
440,000
|
441,394
(e)
|
|
|
UnitedHealth Group Inc., Senior Notes
|
2.000%
|
5/15/30
|
1,500,000
|
1,305,635
(e)
|
|
|
Total Health Care Providers & Services
|
12,338,157
|
||||
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Pharmaceuticals — 3.1%
|
|||||
|
Endo Finance Holdings Inc., Senior Secured Notes
|
8.500%
|
4/15/31
|
730,000
|
$770,275
(a)
|
|
|
Par Pharmaceutical Inc., Escrow
|
—
|
—
|
500,000
|
0
*(a)(h)(i)(k)
|
|
|
Pfizer Inc., Senior Notes
|
3.000%
|
12/15/26
|
1,000,000
|
966,270
(e)
|
|
|
Pfizer Investment Enterprises Pte Ltd., Senior Notes
|
4.750%
|
5/19/33
|
2,000,000
|
1,994,372
(e)
|
|
|
Teva Pharmaceutical Finance Netherlands III BV, Senior Notes
|
3.150%
|
10/1/26
|
1,690,000
|
1,601,826
(e)
|
|
|
Teva Pharmaceutical Finance Netherlands III BV, Senior Notes
|
5.125%
|
5/9/29
|
450,000
|
437,179
|
|
|
Teva Pharmaceutical Finance Netherlands III BV, Senior Notes
|
4.100%
|
10/1/46
|
200,000
|
141,097
|
|
|
Total Pharmaceuticals
|
5,911,019
|
||||
|
|
|||||
|
Total Health Care
|
19,961,238
|
||||
|
Industrials — 12.6%
|
|||||
|
Aerospace & Defense — 1.8%
|
|||||
|
Avolon Holdings Funding Ltd., Senior Notes
|
3.250%
|
2/15/27
|
1,250,000
|
1,187,820
(a)
|
|
|
Avolon Holdings Funding Ltd., Senior Notes
|
2.750%
|
2/21/28
|
1,000,000
|
918,160
(a)
|
|
|
Boeing Co., Senior Notes
|
3.625%
|
2/1/31
|
1,100,000
|
987,427
(e)
|
|
|
Bombardier Inc., Senior Notes
|
7.500%
|
2/1/29
|
320,000
|
334,354
(a)
|
|
|
Total Aerospace & Defense
|
3,427,761
|
||||
|
Building Products — 1.7%
|
|||||
|
GUSAP LP, Senior Notes
|
7.250%
|
4/16/44
|
1,220,000
|
1,359,473
(a)(e)
|
|
|
Masterbrand Inc., Senior Notes
|
7.000%
|
7/15/32
|
240,000
|
246,745
(a)
|
|
|
Standard Industries Inc., Senior Notes
|
5.000%
|
2/15/27
|
1,575,000
|
1,542,313
(a)(e)
|
|
|
Total Building Products
|
3,148,531
|
||||
|
Commercial Services & Supplies — 1.2%
|
|||||
|
CoreCivic Inc., Senior Notes
|
4.750%
|
10/15/27
|
360,000
|
341,238
(e)
|
|
|
CoreCivic Inc., Senior Notes
|
8.250%
|
4/15/29
|
410,000
|
431,881
|
|
|
GEO Group Inc., Senior Notes
|
10.250%
|
4/15/31
|
700,000
|
750,930
|
|
|
GEO Group Inc., Senior Secured Notes
|
8.625%
|
4/15/29
|
510,000
|
531,492
|
|
|
GFL Environmental Inc., Senior Secured Notes
|
6.750%
|
1/15/31
|
280,000
|
288,278
(a)
|
|
|
Total Commercial Services & Supplies
|
2,343,819
|
||||
|
Machinery — 1.1%
|
|||||
|
Cellnex Finance Co. SA, Senior Notes
|
2.000%
|
2/15/33
|
2,000,000
EUR
|
1,894,470
(c)
|
|
|
Titan International Inc., Senior Secured Notes
|
7.000%
|
4/30/28
|
300,000
|
291,630
|
|
|
Total Machinery
|
2,186,100
|
||||
|
Passenger Airlines — 4.6%
|
|||||
|
American Airlines Group Inc., Senior Notes
|
3.750%
|
3/1/25
|
2,410,000
|
2,372,802
(a)(e)
|
|
|
American Airlines Inc., Senior Secured Notes
|
8.500%
|
5/15/29
|
1,430,000
|
1,473,094
(a)(e)
|
|
|
Delta Air Lines Inc., Senior Notes
|
2.900%
|
10/28/24
|
500,000
|
496,456
(e)
|
|
|
Delta Air Lines Inc., Senior Notes
|
7.375%
|
1/15/26
|
410,000
|
419,381
(e)
|
|
|
Delta Air Lines Inc., Senior Secured Notes
|
7.000%
|
5/1/25
|
2,490,000
|
2,511,857
(a)(f)
|
|
|
Delta Air Lines Inc./SkyMiles IP Ltd., Senior Secured Notes
|
4.750%
|
10/20/28
|
450,000
|
445,622
(a)(e)
|
|
|
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., Senior Secured Notes
|
8.000%
|
9/20/25
|
399,999
|
253,150
(a)
|
|
|
United Airlines Pass-Through Trust
|
4.875%
|
1/15/26
|
687,040
|
678,344
(e)
|
|
|
Total Passenger Airlines
|
8,650,706
|
||||
|
Trading Companies & Distributors — 2.2%
|
|||||
|
Air Lease Corp., Senior Notes
|
3.375%
|
7/1/25
|
900,000
|
883,499
(e)
|
|
|
Ashtead Capital Inc., Senior Notes
|
2.450%
|
8/12/31
|
2,110,000
|
1,753,820
(a)(e)
|
|
|
H&E Equipment Services Inc., Senior Notes
|
3.875%
|
12/15/28
|
820,000
|
750,027
(a)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Trading Companies & Distributors — continued
|
|||||
|
United Rentals North America Inc., Senior Notes
|
5.500%
|
5/15/27
|
647,000
|
$645,185
|
|
|
United Rentals North America Inc., Senior Notes
|
4.875%
|
1/15/28
|
140,000
|
137,035
|
|
|
Total Trading Companies & Distributors
|
4,169,566
|
||||
|
|
|||||
|
Total Industrials
|
23,926,483
|
||||
|
Information Technology — 2.2%
|
|||||
|
Communications Equipment — 0.5%
|
|||||
|
Viasat Inc., Senior Notes
|
7.500%
|
5/30/31
|
400,000
|
294,083
(a)
|
|
|
Viasat Inc., Senior Secured Notes
|
5.625%
|
4/15/27
|
700,000
|
658,500
(a)
|
|
|
Total Communications Equipment
|
952,583
|
||||
|
Electronic Equipment, Instruments & Components — 0.2%
|
|||||
|
EquipmentShare.com Inc., Secured Notes
|
8.625%
|
5/15/32
|
330,000
|
343,037
(a)
|
|
|
IT Services — 0.2%
|
|||||
|
Amentum Escrow Corp., Senior Notes
|
7.250%
|
8/1/32
|
450,000
|
460,151
(a)(g)
|
|
|
Software — 0.4%
|
|||||
|
Cloud Software Group Inc., Senior Secured Notes
|
8.250%
|
6/30/32
|
670,000
|
695,546
(a)
|
|
|
Technology Hardware, Storage & Peripherals — 0.9%
|
|||||
|
Seagate HDD Cayman, Senior Notes
|
4.750%
|
1/1/25
|
980,000
|
974,925
|
|
|
Western Digital Corp., Senior Notes
|
4.750%
|
2/15/26
|
670,000
|
658,875
(e)
|
|
|
Total Technology Hardware, Storage & Peripherals
|
1,633,800
|
||||
|
|
|||||
|
Total Information Technology
|
4,085,117
|
||||
|
Materials — 5.9%
|
|||||
|
Chemicals — 1.9%
|
|||||
|
OCP SA, Senior Notes
|
6.750%
|
5/2/34
|
1,780,000
|
1,855,375
(a)
|
|
|
Orbia Advance Corp. SAB de CV, Senior Notes
|
1.875%
|
5/11/26
|
650,000
|
611,050
(a)
|
|
|
Sasol Financing USA LLC, Senior Notes
|
8.750%
|
5/3/29
|
1,070,000
|
1,109,995
(a)(e)
|
|
|
Total Chemicals
|
3,576,420
|
||||
|
Construction Materials — 0.3%
|
|||||
|
Smyrna Ready Mix Concrete LLC, Senior Secured Notes
|
8.875%
|
11/15/31
|
620,000
|
668,617
(a)
|
|
|
Metals & Mining — 3.1%
|
|||||
|
ArcelorMittal SA, Senior Notes
|
7.000%
|
10/15/39
|
750,000
|
827,651
|
|
|
First Quantum Minerals Ltd., Secured Notes
|
9.375%
|
3/1/29
|
700,000
|
737,098
(a)
|
|
|
Freeport Indonesia PT, Senior Notes
|
5.315%
|
4/14/32
|
550,000
|
541,207
(a)
|
|
|
Freeport-McMoRan Inc., Senior Notes
|
5.400%
|
11/14/34
|
120,000
|
119,875
(e)
|
|
|
Freeport-McMoRan Inc., Senior Notes
|
5.450%
|
3/15/43
|
60,000
|
57,591
(e)
|
|
|
Southern Copper Corp., Senior Notes
|
5.250%
|
11/8/42
|
1,850,000
|
1,749,014
(e)
|
|
|
Teck Resources Ltd., Senior Notes
|
6.000%
|
8/15/40
|
600,000
|
611,415
|
|
|
Vale Overseas Ltd., Senior Notes
|
6.875%
|
11/21/36
|
340,000
|
366,306
|
|
|
Vale Overseas Ltd., Senior Notes
|
6.875%
|
11/10/39
|
750,000
|
806,948
|
|
|
Total Metals & Mining
|
5,817,105
|
||||
|
Paper & Forest Products — 0.6%
|
|||||
|
Suzano Austria GmbH, Senior Notes
|
5.750%
|
7/14/26
|
400,000
|
402,889
(a)
|
|
|
Suzano Austria GmbH, Senior Notes
|
3.750%
|
1/15/31
|
750,000
|
665,850
|
|
|
Total Paper & Forest Products
|
1,068,739
|
||||
|
|
|||||
|
Total Materials
|
11,130,881
|
||||
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Real Estate — 0.6%
|
|||||
|
Health Care REITs — 0.0%††
|
|||||
|
Diversified Healthcare Trust, Senior Notes
|
4.375%
|
3/1/31
|
120,000
|
$91,517
|
|
|
Hotel & Resort REITs — 0.4%
|
|||||
|
Service Properties Trust, Senior Notes
|
8.875%
|
6/15/32
|
780,000
|
743,893
|
|
|
Real Estate Management & Development — 0.2%
|
|||||
|
Country Garden Holdings Co. Ltd., Senior Secured Notes
|
—
|
1/27/24
|
750,000
|
64,462
*(c)(l)
|
|
|
Cushman & Wakefield US Borrower LLC, Senior Secured Notes
|
8.875%
|
9/1/31
|
210,000
|
226,047
(a)
|
|
|
Total Real Estate Management & Development
|
290,509
|
||||
|
|
|||||
|
Total Real Estate
|
1,125,919
|
||||
|
Utilities — 3.3%
|
|||||
|
Electric Utilities — 2.5%
|
|||||
|
Comision Federal de Electricidad, Senior Notes
|
3.348%
|
2/9/31
|
1,000,000
|
845,458
(a)
|
|
|
Electricite de France SA, Senior Notes
|
1.000%
|
11/29/33
|
1,300,000
EUR
|
1,114,166
(c)
|
|
|
Enel Finance International NV, Senior Notes
|
2.875%
|
4/11/29
|
1,000,000
GBP
|
1,184,177
(c)
|
|
|
Pacific Gas and Electric Co., First Mortgage Bonds
|
6.950%
|
3/15/34
|
1,000,000
|
1,103,765
|
|
|
Vistra Operations Co. LLC, Senior Notes
|
7.750%
|
10/15/31
|
460,000
|
486,395
(a)
|
|
|
Total Electric Utilities
|
4,733,961
|
||||
|
Gas Utilities — 0.5%
|
|||||
|
Suburban Propane Partners LP/Suburban Energy Finance Corp., Senior
Notes
|
5.875%
|
3/1/27
|
860,000
|
856,564
|
|
|
Independent Power and Renewable Electricity Producers — 0.3%
|
|||||
|
Minejesa Capital BV, Senior Secured Notes
|
4.625%
|
8/10/30
|
604,370
|
585,270
(a)
|
|
|
|
|||||
|
Total Utilities
|
6,175,795
|
||||
|
Total Corporate Bonds & Notes (Cost — $211,822,804)
|
220,323,104
|
||||
|
Sovereign Bonds — 14.3%
|
|||||
|
Angola — 0.7%
|
|||||
|
Angolan Government International Bond, Senior Notes
|
8.000%
|
11/26/29
|
1,400,000
|
1,269,870
(a)
|
|
|
Argentina — 0.2%
|
|||||
|
Provincia de Cordoba, Senior Notes
|
6.990%
|
6/1/27
|
480,000
|
422,400
(a)
|
|
|
Brazil — 0.6%
|
|||||
|
Brazil Letras do Tesouro Nacional, Bills
|
0.000%
|
1/1/26
|
344,000
BRL
|
52,011
|
|
|
Brazil Notas do Tesouro Nacional Serie F, Notes
|
10.000%
|
1/1/25
|
6,000,000
BRL
|
1,056,781
|
|
|
Total Brazil
|
1,108,792
|
||||
|
Colombia — 0.6%
|
|||||
|
Colombia Government International Bond, Senior Notes
|
3.250%
|
4/22/32
|
1,500,000
|
1,178,243
|
|
|
Dominican Republic — 0.3%
|
|||||
|
Dominican Republic International Bond, Senior Notes
|
4.875%
|
9/23/32
|
610,000
|
560,095
(a)
|
|
|
Indonesia — 2.5%
|
|||||
|
Indonesia Government International Bond, Senior Notes
|
3.850%
|
7/18/27
|
600,000
|
581,953
(a)
|
|
|
Indonesia Government International Bond, Senior Notes
|
3.500%
|
1/11/28
|
3,110,000
|
2,975,872
(e)
|
|
|
Indonesia Treasury Bond
|
6.875%
|
4/15/29
|
17,850,000,000
IDR
|
1,104,960
|
|
|
Total Indonesia
|
4,662,785
|
||||
|
Jordan — 0.1%
|
|||||
|
Jordan Government International Bond, Senior Notes
|
7.750%
|
1/15/28
|
250,000
|
251,616
(a)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Mexico — 4.3%
|
|||||
|
Mexican Bonos, Bonds
|
7.750%
|
5/29/31
|
105,960,000
MXN
|
$5,135,118
|
|
|
Mexico Government International Bond, Senior Notes
|
3.750%
|
1/11/28
|
600,000
|
576,255
|
|
|
Mexico Government International Bond, Senior Notes
|
2.659%
|
5/24/31
|
730,000
|
614,841
|
|
|
Mexico Government International Bond, Senior Notes
|
4.350%
|
1/15/47
|
2,250,000
|
1,724,968
(e)
|
|
|
Total Mexico
|
8,051,182
|
||||
|
Panama — 0.7%
|
|||||
|
Panama Government International Bond, Senior Notes
|
4.500%
|
5/15/47
|
1,810,000
|
1,291,107
|
|
|
Philippines — 0.2%
|
|||||
|
Philippine Government International Bond, Senior Notes
|
3.200%
|
7/6/46
|
500,000
|
360,215
|
|
|
Poland — 1.2%
|
|||||
|
Republic of Poland Government Bond
|
1.250%
|
10/25/30
|
11,800,000
PLN
|
2,361,365
|
|
|
Qatar — 0.3%
|
|||||
|
Qatar Government International Bond, Senior Notes
|
3.750%
|
4/16/30
|
500,000
|
481,600
(a)
|
|
|
Romania — 0.7%
|
|||||
|
Romanian Government International Bond, Senior Notes
|
3.875%
|
10/29/35
|
1,500,000
EUR
|
1,395,437
(c)
|
|
|
Saudi Arabia — 0.5%
|
|||||
|
Saudi Government International Bond, Senior Notes
|
4.000%
|
4/17/25
|
1,000,000
|
993,343
(a)
|
|
|
United Kingdom — 1.0%
|
|||||
|
United Kingdom Gilt, Bonds
|
4.125%
|
1/29/27
|
1,500,000
GBP
|
1,928,458
(c)
|
|
|
Uruguay — 0.4%
|
|||||
|
Uruguay Government International Bond, Senior Notes
|
9.750%
|
7/20/33
|
30,000,000
UYU
|
751,117
|
|
|
|
|||||
|
Total Sovereign Bonds (Cost — $26,265,392)
|
27,067,625
|
||||
|
Senior Loans — 11.1%
|
|||||
|
Consumer Discretionary — 3.3%
|
|||||
|
Diversified Consumer Services — 0.3%
|
|||||
|
WW International Inc., Initial Term Loan (1 mo. Term SOFR + 3.614%)
|
8.958%
|
4/13/28
|
1,250,000
|
477,738
(d)(m)(n)
|
|
|
Hotels, Restaurants & Leisure — 3.0%
|
|||||
|
Caesars Entertainment Inc., Incremental Term Loan B1 (3 mo. Term SOFR +
2.750%)
|
8.097%
|
2/6/31
|
598,500
|
600,583
(d)(m)(n)
|
|
|
Flutter Entertainment Public Ltd. Co., Term Loan B (3 mo. Term SOFR +
2.250%)
|
7.585%
|
11/25/30
|
1,393,000
|
1,396,775
(d)(m)(n)
|
|
|
Four Seasons Hotels Ltd., 2024 Repricing Term Loan (1 mo. Term SOFR +
2.000%)
|
7.344%
|
11/30/29
|
904,536
|
909,398
(d)(m)(n)
|
|
|
Hilton Worldwide Finance LLC, Term Loan B4 (1 mo. Term SOFR + 1.750%)
|
7.100%
|
11/8/30
|
1,350,000
|
1,354,435
(d)(m)(n)
|
|
|
Light and Wonder International Inc., Term Loan B2 (1 mo. Term SOFR +
2.250%)
|
7.585%
|
4/14/29
|
1,486,225
|
1,498,300
(d)(i)(m)(n)
|
|
|
Total Hotels, Restaurants & Leisure
|
5,759,491
|
||||
|
|
|||||
|
Total Consumer Discretionary
|
6,237,229
|
||||
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Energy — 0.3%
|
|||||
|
Oil, Gas & Consumable Fuels — 0.3%
|
|||||
|
Buckeye Partners LP, Term Loan B2 (1 mo. Term SOFR + 2.000%)
|
7.344%
|
11/22/30
|
498,750
|
$499,743
(d)(m)(n)
|
|
|
|
|||||
|
Financials — 3.4%
|
|||||
|
Consumer Finance — 0.6%
|
|||||
|
Blackhawk Network Holdings Inc., Term Loan B (1 mo. Term SOFR +
5.000%)
|
10.344%
|
3/12/29
|
160,000
|
161,020
(d)(m)(n)
|
|
|
TransUnion Intermediate Holdings Inc., Term Loan B7 (1 mo. Term SOFR +
2.000%)
|
7.347%
|
12/1/28
|
997,500
|
999,934
(d)(m)(n)
|
|
|
Total Consumer Finance
|
1,160,954
|
||||
|
Financial Services — 2.1%
|
|||||
|
Boost Newco Borrower LLC, Initial USD Term Loan (3 mo. Term SOFR +
3.000%)
|
8.335%
|
1/31/31
|
1,800,000
|
1,806,615
(d)(m)(n)
|
|
|
Citadel Securities LP, 2024 Term Loan B (1 mo. Term SOFR + 2.250%)
|
7.594%
|
7/29/30
|
2,216,358
|
2,226,065
(d)(m)(n)
|
|
|
Total Financial Services
|
4,032,680
|
||||
|
Insurance — 0.4%
|
|||||
|
Asurion LLC, New Term Loan B10 (1 mo. Term SOFR + 4.100%)
|
9.444%
|
8/19/28
|
746,202
|
740,957
(d)(m)(n)
|
|
|
Mortgage Real Estate Investment Trusts (REITs) — 0.3%
|
|||||
|
Starwood Property Mortgage LLC, First Lien Term Loan B (1 mo. Term SOFR
+ 2.750%)
|
8.094%
|
11/18/27
|
497,475
|
500,584
(d)(i)(m)(n)
|
|
|
|
|||||
|
Total Financials
|
6,435,175
|
||||
|
Health Care — 0.3%
|
|||||
|
Life Sciences Tools & Services — 0.3%
|
|||||
|
IQVIA Inc., Term Loan B4 (3 mo. Term SOFR + 2.000%)
|
7.335%
|
1/2/31
|
497,500
|
500,570
(d)(m)(n)
|
|
|
|
|||||
|
Industrials — 1.2%
|
|||||
|
Passenger Airlines — 0.8%
|
|||||
|
Delta Air Lines Inc., Initial Term Loan (3 mo. Term SOFR + 3.750%)
|
9.032%
|
10/20/27
|
418,544
|
428,675
(d)(m)(n)
|
|
|
United Airlines Inc., Term Loan B (3 mo. Term SOFR + 2.750%)
|
8.033%
|
2/22/31
|
1,206,975
|
1,213,227
(d)(m)(n)
|
|
|
Total Passenger Airlines
|
1,641,902
|
||||
|
Trading Companies & Distributors — 0.4%
|
|||||
|
United Rentals North America Inc., Restatement Term Loan (1 mo. Term
SOFR + 1.750%)
|
7.094%
|
2/14/31
|
698,250
|
705,843
(d)(m)(n)
|
|
|
|
|||||
|
Total Industrials
|
2,347,745
|
||||
|
Information Technology — 1.0%
|
|||||
|
Electronic Equipment, Instruments & Components — 0.5%
|
|||||
|
Coherent Corp., Term Loan B1 (1 mo. Term SOFR + 2.500%)
|
7.844%
|
7/2/29
|
927,408
|
931,349
(d)(m)(n)
|
|
|
Semiconductors & Semiconductor Equipment — 0.4%
|
|||||
|
MKS Instruments Inc., 2024 Dollar Term Loan B (1 mo. Term SOFR +
2.250%)
|
7.597%
|
8/17/29
|
714,504
|
718,302
(d)(m)(n)
|
|
|
Software — 0.1%
|
|||||
|
Modena Buyer LLC, Initial Term Loan (3 mo. Term SOFR + 4.500%)
|
9.832%
|
7/1/31
|
280,000
|
270,235
(d)(m)(n)
|
|
|
|
|||||
|
Total Information Technology
|
1,919,886
|
||||
|
Materials — 1.0%
|
|||||
|
Containers & Packaging — 0.5%
|
|||||
|
Berry Global Inc., Term Loan AA (3 mo. Term SOFR + 2.012%)
|
7.316%
|
7/1/29
|
994,987
|
999,306
(d)(m)(n)
|
|
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
|
|||||
|
Paper & Forest Products — 0.5%
|
|||||
|
Asplundh Tree Expert LLC, 2021 Refinancing Term Loan (1 mo. Term SOFR
+ 1.850%)
|
7.194%
|
9/7/27
|
974,425
|
$977,318
(d)(m)(n)
|
|
|
|
|||||
|
Total Materials
|
1,976,624
|
||||
|
Utilities — 0.6%
|
|||||
|
Electric Utilities — 0.6%
|
|||||
|
Vistra Operations Co. LLC, 2018 Incremental Term Loan (1 mo. Term SOFR
+ 2.000%)
|
7.344%
|
12/20/30
|
1,094,500
|
1,099,080
(d)(m)(n)
|
|
|
|
|||||
|
Total Senior Loans (Cost — $21,454,363)
|
21,016,052
|
||||
|
Collateralized Mortgage Obligations(o) — 2.7%
|
|||||
|
Citigroup Commercial Mortgage Trust, 2015-P1 D
|
3.225%
|
9/15/48
|
630,000
|
564,043
(a)
|
|
|
CSAIL Commercial Mortgage Trust, 2015-C3 C
|
4.348%
|
8/15/48
|
600,000
|
500,179
(d)
|
|
|
Federal Home Loan Mortgage Corp. (FHLMC) REMIC, Structured Agency
Credit Risk Debt Notes, 2020-DNA6 B1 (30 Day Average SOFR + 3.000%)
|
8.347%
|
12/25/50
|
440,000
|
474,222
(a)(d)
|
|
|
Federal Home Loan Mortgage Corp. (FHLMC) REMIC, Structured Agency
Credit Risk Debt Notes, 2022-DNA2 M1B (30 Day Average SOFR +
2.400%)
|
7.747%
|
2/25/42
|
225,000
|
231,390
(a)(d)
|
|
|
Federal National Mortgage Association (FNMA) — CAS, 2021-R03 1M2
(30 Day Average SOFR + 1.650%)
|
6.997%
|
12/25/41
|
390,000
|
393,750
(a)(d)
|
|
|
Federal National Mortgage Association (FNMA) — CAS, 2023-R06 1M2
(30 Day Average SOFR + 2.700%)
|
8.047%
|
7/25/43
|
790,000
|
826,343
(a)(d)
|
|
|
Federal National Mortgage Association (FNMA) — CAS, 2024-R02 1M2
(30 Day Average SOFR + 1.800%)
|
7.147%
|
2/25/44
|
730,000
|
735,907
(a)(d)
|
|
|
JPMorgan Mortgage Trust, 2005-A5 1A2
|
4.980%
|
8/25/35
|
30,497
|
28,897
(d)
|
|
|
Morgan Stanley Capital Trust, 2015-UBS8 C
|
4.558%
|
12/15/48
|
580,000
|
522,288
(d)
|
|
|
Morgan Stanley Capital Trust, 2016-BNK2 B
|
3.485%
|
11/15/49
|
610,000
|
499,833
|
|
|
UBS Commercial Mortgage Trust, 2018-C15 C
|
5.139%
|
12/15/51
|
405,000
|
369,922
(d)
|
|
|
|
|||||
|
Total Collateralized Mortgage Obligations (Cost — $4,868,298)
|
5,146,774
|
||||
|
Convertible Bonds & Notes — 1.0%
|
|||||
|
Communication Services — 1.0%
|
|||||
|
Media — 1.0%
|
|||||
|
DISH Network Corp., Senior Notes
|
0.000%
|
12/15/25
|
2,110,000
|
1,551,565
(e)
|
|
|
DISH Network Corp., Senior Notes
|
3.375%
|
8/15/26
|
560,000
|
342,948
|
|
|
|
|||||
|
Total Convertible Bonds & Notes (Cost — $2,204,877)
|
1,894,513
|
||||
|
U.S. Government & Agency Obligations — 0.1%
|
|||||
|
U.S. Government Obligations — 0.1%
|
|||||
|
U.S. Treasury Notes (Cost — $149,741)
|
3.250%
|
8/31/24
|
150,000
|
149,698
|
|
|
|
|
|
|
Shares
|
|
|
Common Stocks — 0.0%††
|
|||||
|
Health Care — 0.0%††
|
|||||
|
Pharmaceuticals — 0.0%††
|
|||||
|
Endo Inc.
|
|
2,899
|
83,766
*
|
||
|
Endo International PLC
|
|
97
|
2,803
*(h)
|
||
|
|
|||||
|
Total Common Stocks (Cost — $74,455)
|
86,569
|
||||
|
Total Investments before Short-Term Investments (Cost — $266,839,930)
|
275,684,335
|
||||
|
Security
|
|
Rate
|
Maturity
Date
|
Face
Amount†
|
Value
|
|
Short-Term Investments — 4.8%
|
|||||
|
U.S. Treasury Bills — 4.2%
|
|||||
|
U.S. Treasury Bills
|
0.000%
|
8/1/24
|
7,000,000
|
$7,000,000
(p)
|
|
|
U.S. Treasury Bills
|
5.344%
|
9/3/24
|
1,000,000
|
995,175
(g)(p)
|
|
|
|
|||||
|
Total U.S. Treasury Bills (Cost — $7,995,165)
|
7,995,175
|
||||
|
|
|
|
|
Shares
|
|
|
Money Market Funds — 0.6%
|
|||||
|
Western Asset Premier Institutional Government Reserves, Premium
Shares (Cost — $1,037,437)
|
5.272%
|
|
1,037,437
|
1,037,437
(q)(r)
|
|
|
|
|||||
|
Total Short-Term Investments (Cost — $9,032,602)
|
9,032,612
|
||||
|
Total Investments — 150.3% (Cost — $275,872,532)
|
284,716,947
|
||||
|
Liabilities in Excess of Other Assets — (50.3)%
|
(95,317,530
)
|
||||
|
Total Net Assets — 100.0%
|
$189,399,417
|
||||
|
†
|
Face amount denominated in U.S. dollars, unless otherwise noted.
|
|
††
|
Represents less than 0.1%.
|
|
*
|
Non-income producing security.
|
|
(a)
|
Security is exempt from registration under Rule 144A of the Securities Act of 1933.
This security may be resold in transactions that are exempt from
registration, normally to qualified institutional buyers. This security has been deemed
liquid pursuant to guidelines approved by the Board of Directors.
|
|
(b)
|
Security has no maturity date. The date shown represents the next call date.
|
|
(c)
|
Security is exempt from registration under Regulation S of the Securities Act of 1933.
Regulation S applies to securities offerings that are made outside of
the United States and do not involve direct selling efforts in the United States.
This security has been deemed liquid pursuant to guidelines approved by the
Board of Directors.
|
|
(d)
|
Variable rate security. Interest rate disclosed is as of the most recent information
available. Certain variable rate securities are not based on a published
reference rate and spread but are determined by the issuer or agent and are based
on current market conditions. These securities do not indicate a
reference rate and spread in their description above.
|
|
(e)
|
All or a portion of this security is pledged as collateral pursuant to the loan agreement.
|
|
(f)
|
All or a portion of this security is held by the counterparty as collateral for open
reverse repurchase agreements.
|
|
(g)
|
Securities traded on a when-issued or delayed delivery basis.
|
|
(h)
|
Security is fair valued in accordance with procedures approved by the Board of Directors (Note 1).
|
|
(i)
|
Security is valued using significant unobservable inputs (Note 1).
|
|
(j)
|
Payment-in-kind security for which the issuer has the option at each interest payment
date of making interest payments in cash or additional securities.
|
|
(k)
|
Value is less than $1.
|
|
(l)
|
The maturity principal is currently in default as of July 31, 2024.
|
|
(m)
|
Interest rates disclosed represent the effective rates on senior loans. Ranges in
interest rates are attributable to multiple contracts under the same loan.
|
|
(n)
|
Senior loans may be considered restricted in that the Fund ordinarily is contractually
obligated to receive approval from the agent bank and/or borrower
prior to the disposition of a senior loan.
|
|
(o)
|
Collateralized mortgage obligations are secured by an underlying pool of mortgages
or mortgage pass-through certificates that are structured to direct
payments on underlying collateral to different series or classes of the obligations.
The interest rate may change positively or inversely in relation to one or
more interest rates, financial indices or other financial indicators and may be subject
to an upper and/or lower limit.
|
|
(p)
|
Rate shown represents yield-to-maturity.
|
|
(q)
|
Rate shown is one-day yield as of the end of the reporting period.
|
|
(r)
|
In this instance, as defined in the Investment Company Act of 1940, an “Affiliated Company” represents Fund ownership of at least 5% of the outstanding
voting securities of an issuer, or a company which is under common ownership or control
with the Fund. At July 31, 2024, the total market value of
investments in Affiliated Companies was $1,037,437 and the cost was $1,037,437 (Note 2).
|
|
Abbreviation(s) used in this schedule:
|
||
|
BRL
|
—
|
Brazilian Real
|
|
CAS
|
—
|
Connecticut Avenue Securities
|
|
EUR
|
—
|
Euro
|
|
GBP
|
—
|
British Pound
|
|
ICE
|
—
|
Intercontinental Exchange
|
|
IDR
|
—
|
Indonesian Rupiah
|
|
JSC
|
—
|
Joint Stock Company
|
|
LIBOR
|
—
|
London Interbank Offered Rate
|
|
MXN
|
—
|
Mexican Peso
|
|
PIK
|
—
|
Payment-In-Kind
|
|
PLN
|
—
|
Polish Zloty
|
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
|
SONIA
|
—
|
Sterling Overnight Index Average
|
|
USD
|
—
|
United States Dollar
|
|
UYU
|
—
|
Uruguayan Peso
|
|
Counterparty
|
Rate
|
Effective
Date
|
Maturity
Date
|
Face Amount
of Reverse
Repurchase
Agreements
|
Asset Class
of Collateral*
|
Collateral
Value**
|
|
Deutsche Bank AG
|
5.720%
|
6/18/2024
|
9/18/2024
|
$5,073,000
|
Corporate Bonds & Notes
Cash
|
$5,437,295
45,357
|
|
Deutsche Bank AG
|
5.850%
|
5/14/2024
|
8/14/2024
|
992,597
|
Corporate Bonds & Notes
Cash
|
1,205,632
8,875
|
|
Goldman Sachs Group Inc.
|
5.700%
|
7/23/2024
|
8/23/2024
|
4,651,297
|
Corporate Bonds & Notes
Cash
|
5,088,297
41,586
|
|
Goldman Sachs Group Inc.
|
6.000%
|
12/14/2023
|
TBD***
|
1,586,174
|
Corporate Bonds & Notes
Cash
|
2,198,354
14,182
|
|
|
|
|
|
$12,303,068
|
|
$14,039,578
|
|
*
|
Refer to the Schedule of Investments for positions held at the counterparty as collateral
for reverse repurchase agreements.
|
|
**
|
Including accrued interest.
|
|
***
|
TBD — To Be Determined; These reverse repurchase agreements have no maturity dates because they are renewed daily and can be terminated by either
the Fund or the counterparty in accordance with the terms of the agreements. The rates
for these agreements are variable. The rate disclosed is the rate as
of July 31, 2024.
|
|
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
EUR
|
20,787,809
|
USD
|
22,613,187
|
Bank of America N.A.
|
10/18/24
|
$(30,876)
|
|
CAD
|
2,940,570
|
USD
|
2,155,775
|
Citibank N.A.
|
10/18/24
|
(21,059)
|
|
USD
|
1,031,511
|
GBP
|
803,447
|
Goldman Sachs Group Inc.
|
10/18/24
|
(1,993)
|
|
MXN
|
46,785,149
|
USD
|
2,474,907
|
JPMorgan Chase & Co.
|
10/18/24
|
5,082
|
|
USD
|
2,561,170
|
MXN
|
46,785,149
|
JPMorgan Chase & Co.
|
10/18/24
|
81,181
|
|
Net unrealized appreciation on open forward foreign currency contracts
|
$32,335
|
|||||
|
Abbreviation(s) used in this table:
|
||
|
CAD
|
—
|
Canadian Dollar
|
|
EUR
|
—
|
Euro
|
|
GBP
|
—
|
British Pound
|
|
MXN
|
—
|
Mexican Peso
|
|
USD
|
—
|
United States Dollar
|
|
ASSETS
|
||||
|
Description
|
Quoted Prices
(Level 1)
|
Other Significant
Observable Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
|
Long-Term Investments†:
|
|
|
|
|
|
Corporate Bonds & Notes:
|
|
|
|
|
|
Financials
|
—
|
$56,099,632
|
$117,000
|
$56,216,632
|
|
Health Care
|
—
|
19,961,238
|
0
*
|
19,961,238
|
|
Other Corporate Bonds & Notes
|
—
|
144,145,234
|
—
|
144,145,234
|
|
Sovereign Bonds
|
—
|
27,067,625
|
—
|
27,067,625
|
|
Senior Loans:
|
|
|
|
|
|
Consumer Discretionary
|
—
|
4,738,929
|
1,498,300
|
6,237,229
|
|
Financials
|
—
|
5,934,591
|
500,584
|
6,435,175
|
|
Other Senior Loans
|
—
|
8,343,648
|
—
|
8,343,648
|
|
Collateralized Mortgage Obligations
|
—
|
5,146,774
|
—
|
5,146,774
|
|
Convertible Bonds & Notes
|
—
|
1,894,513
|
—
|
1,894,513
|
|
U.S. Government & Agency Obligations
|
—
|
149,698
|
—
|
149,698
|
|
Common Stocks
|
—
|
86,569
|
—
|
86,569
|
|
Total Long-Term Investments
|
—
|
273,568,451
|
2,115,884
|
275,684,335
|
|
Short-Term Investments†:
|
|
|
|
|
|
U.S. Treasury Bills
|
—
|
7,995,175
|
—
|
7,995,175
|
|
Money Market Funds
|
$1,037,437
|
—
|
—
|
1,037,437
|
|
Total Short-Term Investments
|
1,037,437
|
7,995,175
|
—
|
9,032,612
|
|
Total Investments
|
$1,037,437
|
$281,563,626
|
$2,115,884
|
$284,716,947
|
|
Other Financial Instruments:
|
|
|
|
|
|
Forward Foreign Currency Contracts††
|
—
|
$86,263
|
—
|
$86,263
|
|
Total
|
$1,037,437
|
$281,649,889
|
$2,115,884
|
$284,803,210
|
|
LIABILITIES
|
||||
|
Description
|
Quoted Prices
(Level 1)
|
Other Significant
Observable Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
|
Other Financial Instruments:
|
|
|
|
|
|
Forward Foreign Currency Contracts††
|
—
|
$53,928
|
—
|
$53,928
|
|
†
|
See Schedule of Investments for additional detailed categorizations.
|
|
*
|
Amount represents less than $1.
|
|
††
|
Reflects the unrealized appreciation (depreciation) of the instruments.
|
|
|
Affiliate
Value at
October 31, 2023
|
Purchased
|
Sold
|
||
|
Cost
|
Shares
|
Proceeds
|
Shares
|
||
|
Western Asset Premier
Institutional Government
Reserves, Premium
Shares
|
$2,475,438
|
$75,701,539
|
75,701,539
|
$77,139,540
|
77,139,540
|
|
(cont’d)
|
Realized
Gain (Loss)
|
Dividend
Income
|
Net Increase
(Decrease) in
Unrealized
Appreciation
(Depreciation)
|
Affiliate
Value at
July 31,
2024
|
|
Western Asset Premier
Institutional Government
Reserves, Premium Shares
|
—
|
$65,805
|
—
|
$1,037,437
|
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