# EDGAR Filing Document

**Accession Number:** 0001497186
**File Stem:** 0001752724-23-010123
**Filing Date:** 2023-1
**Character Count:** 111547
**Document Hash:** e965f3fad611befb0deb12005245956e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010123.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-010123

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Western Asset High Yield Defined Opportunity Fund Inc.
- **CENTRAL INDEX KEY:** 0001497186
- **IRS NUMBER:** 273075810
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22444
- **FILM NUMBER:** 23549136

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 888-777-0102

**MAIL ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Western Asset High Yield Defined Opportunity Fund Inc.

- **b. Investment Company Act file number:** 811-22444

- **c. CIK number of Registrant:** 0001497186

- **d. LEI of Registrant:** 549300MT3R4UXA0DZF65

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-888-777-0102

**Item A.2. Information about the Series.**

- **a. Name of Series:** Western Asset High Yield Defined Opportunity Fund Inc.

- **c. LEI of Series:** 549300MT3R4UXA0DZF65

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $291912896.96

**Total Liabilities:** $2888027.26

**Net Assets:** $289024869.70

**Cash Not Reported:** $596191.86

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 347.85000000 | **1-Year:** 23954.71000000 | **5-Year:** 57732.34000000 | **10-Year:** 27173.30000000 | **30-Year:** 1214.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -9.31%               | 8.23%                | 3.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1089004.69             | $-13504665.65                              |
| Month 2  | $-4000937.36             | $8820906.28                                |
| Month 3  | $-911708.61              | $7144570.71                                |

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TIMES CHINA HLDG LTD                                    | Times China Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $18814.56     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                               | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4540000 | PA      | $4139920.90   | 1.43%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10500.00     | 0.00%             | 2024-02-26      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                    | Huarong Finance 2019 Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    690000 | PA      | $683100.00    | 0.24%             | 2023-02-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                         | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    810000 | PA      | $928574.02    | 0.32%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                          | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    327000 | PA      | $323007.33    | 0.11%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                            | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $449718.75    | 0.16%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                             | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $2634295.04   | 0.91%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                              | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1241000 | PA      | $1019619.54   | 0.35%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                 | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2390000 | PA      | $1934705.00   | 0.67%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                             | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1082233.51   | 0.37%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $324703.52    | 0.11%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                    | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3048270.75   | 1.05%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                            | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6023333 | PA      | $5038365.24   | 1.74%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                              | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1380000 | PA      | $952200.00    | 0.33%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                         | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $766035.00    | 0.27%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FAGE INTL / FAGE USA                                    | FAGE International SA / FAGE USA Dairy Industry Inc                       | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $642480.44    | 0.22%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                     | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959440.00    | 0.33%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                            | StoneMor Inc                                                              | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4281000 | PA      | $3494323.44   | 1.21%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                       | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    130000 | PA      | $155606.75    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                           | Vericast Corp                                                             | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |    650000 | PA      | $673562.50    | 0.23%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $360695.25    | 0.12%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1580000 | PA      | $1291357.70   | 0.45%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  91110000 | PA      | $641987.71    | 0.22%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                           | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2020000 | PA      | $1560223.03   | 0.54%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                      | Telecom Italia SpA/Milano                                                 | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1430000 | PA      | $1386935.55   | 0.48%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                        | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2282026.25   | 0.79%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                            | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2340000 | PA      | $1870443.90   | 0.65%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $466007.24    | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                            | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160645.50    | 0.06%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1290000 | PA      | $1268005.50   | 0.44%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                  | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1091112.83   | 0.38%             | 2024-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                             | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1365835.20   | 0.47%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                   | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070799.46   | 0.37%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   1750000 | PA      | $1106875.00   | 0.38%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | Netflix Inc                                                               | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774720.00    | 0.27%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                        | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $935126.50    | 0.32%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    530000 | PA      | $558077.81    | 0.19%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                       | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2410000 | PA      | $2329269.72   | 0.81%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                    | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   3610000 | PA      | $2857224.75   | 0.99%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                 | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92736.06     | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                    | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1380000 | PA      | $1046247.00   | 0.36%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282500 | PA      | $1277684.21   | 0.44%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                              | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1550000 | PA      | $1530625.00   | 0.53%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3070000 | PA      | $2592476.85   | 0.90%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                      | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $364730.68    | 0.13%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                               | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $511821.00    | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                        | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $757725.00    | 0.26%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Bancomer SA/Texas                                                    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $694640.00    | 0.24%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                          | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    610000 | PA      | $585755.55    | 0.20%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                       | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1840000 | PA      | $1506739.20   | 0.52%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                 | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    520000 | PA      | $457639.00    | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                        | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1071842.40   | 0.37%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H&E Equipment Services Inc                                                | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    940000 | PA      | $813941.30    | 0.28%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                    | Amkor Technology Inc                                                      | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996110.70    | 0.34%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261734.20    | 0.09%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                              | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4400000 | PA      | $3847536.00   | 1.33%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                             | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1382304.00   | 0.48%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2080000 | PA      | $1641411.20   | 0.57%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                 | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507770.00   | 0.52%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3232490.40   | 1.12%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    230000 | PA      | $195880.48    | 0.07%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | GBP/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-260453.77   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                  | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   4440000 | PA      | $2985613.44   | 1.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                             | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1810229.52   | 0.63%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                      | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    350000 | PA      | $281786.63    | 0.10%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                 | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1322240.38   | 0.46%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT FIN BV                                  | Teva Pharmaceutical Finance Co BV                                         | CUSIP: 88165FAG7<br>LEI: 549300Q840R30TDKVK53 | Long             | DBT              | CORP              | CW        |   1840000 | PA      | $1837486.76   | 0.64%             | 2022-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                  | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $832291.59    | 0.29%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                      | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378873.30    | 0.13%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                       | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $436726.30    | 0.15%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                  | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222124.69    | 0.08%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                  | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493987.25    | 0.17%             | 2023-05-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                              | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $241345.38    | 0.08%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                 | Legacy LifePoint Health LLC                                               | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $440197.91    | 0.15%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                  | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1306875.00   | 0.45%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | Pactiv LLC                                                                | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $376321.73    | 0.13%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                | United Airlines Holdings Inc                                              | CUSIP: 910047AH2<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1246689.15   | 0.43%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                          | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402630.00    | 0.14%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |   1540000 | PA      | $1346793.22   | 0.47%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5520000 | PA      | $4962480.00   | 1.72%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        | 183580000 | PA      | $1293558.38   | 0.45%             | 2026-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                      | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   4075000 | PA      | $2692910.12   | 0.93%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    670000 | PA      | $575987.92    | 0.20%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $263588.18    | 0.09%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                     | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $1091700.00   | 0.38%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                          | CUSIP: 697660AA6<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    340000 | PA      | $300519.20    | 0.10%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                 | American Airlines Group Inc                                               | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2884278.52   | 1.00%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                      | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459566.80    | 0.16%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                      | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524703.13    | 0.18%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                          | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    440000 | PA      | $446461.40    | 0.15%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc                                                       | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1091640.00   | 0.38%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                         | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1171112.25   | 0.41%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                           | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    790000 | PA      | $828695.56    | 0.29%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| ANA INTL/ANA HOLD                                       | Anagram International Inc / Anagram Holdings LLC                          | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551670 | PA      | $492365.48    | 0.17%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                             | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2777470.65   | 0.96%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                             | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1623600.00   | 0.56%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                  | Berry Petroleum Co LLC                                                    | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |    900000 | PA      | $853456.50    | 0.30%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                      | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717078.50    | 0.25%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1220000 | PA      | $1012418.60   | 0.35%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves                   | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |   2914471 | NS      | $2914471.06   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                              | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $996166.76    | 0.34%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    430000 | PA      | $417744.23    | 0.14%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                       | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382737.25    | 0.13%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                      | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $463117.50    | 0.16%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198941.96    | 0.07%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $461693.60    | 0.16%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    740000 | PA      | $685907.23    | 0.24%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                     | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $450900.00    | 0.16%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $795825.00    | 0.28%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                     | Mclaren Finance PLC                                                       | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $611550.00    | 0.21%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                         | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2220000 | PA      | $2297016.24   | 0.79%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  86380000 | PA      | $4073962.58   | 1.41%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                     | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $857459.24    | 0.30%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    540000 | PA      | $528516.90    | 0.18%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                              | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573933.30    | 0.20%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10537.62     | 0.00%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                  | Par Pharmaceutical Inc                                                    | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226300.50    | 0.08%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                          | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $3992525.70   | 1.38%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ArcelorMittal SA                                                          | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2020000 | PA      | $2036133.24   | 0.70%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $449296.20    | 0.16%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                  | China Aoyuan Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $21424.03     | 0.01%             | 2024-06-21      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                        | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1550000 | PA      | $1648640.30   | 0.57%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                        | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $537328.46    | 0.19%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                      | CUSIP: 90014TAC5<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |   1080000 | PA      | $1072791.00   | 0.37%             | 2023-09-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                          | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1746000 | PA      | $1767641.67   | 0.61%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                       | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896400.00    | 0.31%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                           | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $783675.20    | 0.27%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WHEEL BIDCO LTD                                         | Wheel Bidco Ltd                                                           | CUSIP: 000000000<br>LEI: 213800GGDN5YSVU1G348 | Long             | DBT              | CORP              | JE        |   1590000 | PA      | $1537389.78   | 0.53%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                | Summit Midstream Holdings LLC / Summit Midstream Finance Corp             | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $951391.49    | 0.33%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $893254.50    | 0.31%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1046289.21   | 0.36%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                 | Allen Media LLC / Allen Media Co-Issuer Inc                               | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $421611.91    | 0.15%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2114675.00   | 0.73%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2775000 | PA      | $2103866.25   | 0.73%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                              | Mileage Plus Holdings LLC                                                 | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1083000 | PA      | $1115490.00   | 0.39%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                   | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1474650.10   | 0.51%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                             | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    940000 | PA      | $808400.00    | 0.28%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                      | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407526.00    | 0.14%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5620000 | PA      | $4384808.30   | 1.52%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                              | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667933.00    | 0.23%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                         | CUSIP: 36162JAD8<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717763.25    | 0.25%             | 2028-12-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                     | Spectrum Brands Inc                                                       | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    915000 | PA      | $901650.19    | 0.31%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    946687 | PA      | $798708.45    | 0.28%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                              | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    570000 | PA      | $517965.46    | 0.18%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3137184.00   | 1.09%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                           | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1430000 | PA      | $1168145.55   | 0.40%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1130056.35   | 0.39%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1798875.00   | 0.62%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                      | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    750000 | PA      | $772500.00    | 0.27%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                              | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $414944.75    | 0.14%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                   | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $572362.64    | 0.20%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                          | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1420468.88   | 0.49%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                 | NMG Holding Co Inc / Neiman Marcus Group LLC                              | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $472521.70    | 0.16%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp       | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123436.20    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                             | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1379962.50   | 0.48%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    164491 | PA      | $42081.77     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                      | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1465197.60   | 0.51%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   3780000 | PA      | $3534054.30   | 1.22%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                         | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    520000 | PA      | $466036.33    | 0.16%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW International Inc                                                      | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $723237.50    | 0.25%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119694.58    | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                        | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $196916.85    | 0.07%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1170000 | PA      | $970139.56    | 0.34%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                       | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3200792.69   | 1.11%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                    | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1244032.50   | 0.43%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                    | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2100000 | PA      | $1795710.00   | 0.62%             | N/A             | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                      | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1582388.07   | 0.55%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                      | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |   2000000 | PA      | $1846752.82   | 0.64%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                     | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219177.50    | 0.08%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                              | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $501800.00    | 0.17%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                  | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429056.09    | 0.15%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                         | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435988.40    | 0.15%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp       | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $563768.80    | 0.20%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamonds Holding Units                  | Arctic Canadian Diamonds Holding Units                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       906 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1740000 | PA      | $1717885.91   | 0.59%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                      | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1005564.00   | 0.35%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | NS      | $1611845.71   | 0.56%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                          | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1469858.78   | 0.51%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                              | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $731233.90    | 0.25%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                            | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2225685.00   | 0.77%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                      | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2340463.13   | 0.81%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $428339.85    | 0.15%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                        | IRB Holding Corp                                                          | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622628.80    | 0.22%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                         | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $186599.30    | 0.06%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                | APCOA Parking Holdings GmbH                                               | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |   1080000 | PA      | $970909.14    | 0.34%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                  | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1440000 | PA      | $1140292.80   | 0.39%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                        | Bellis Finco PLC                                                          | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $648851.76    | 0.22%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                    | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1660000 | PA      | $975582.00    | 0.34%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                             | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1056286.21   | 0.37%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                   | Sizzling Platter LLC / Sizzling Platter Finance Corp                      | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $719883.17    | 0.25%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                    | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $325156.60    | 0.11%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                       | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $2023976.39   | 0.70%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                       | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3283695.34   | 1.14%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535459.00    | 0.19%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/EUR FORWARD                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-192882.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                         | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2664317.65   | 0.92%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                | APCOA Parking Holdings GmbH                                               | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    860000 | PA      | $773131.36    | 0.27%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $289758.00    | 0.10%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/MXN FORWARD                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49296.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERGEN NV                                             | InterGen NV                                                               | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $284530.06    | 0.10%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                              | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4679000 | PA      | $3748112.95   | 1.30%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4549182.08   | 1.57%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                            | Yuzhou Group Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $15618.00     | 0.01%             | 2024-10-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  90000000 | PA      | $634166.33    | 0.22%             | 2027-02-03      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                  | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $477279.00    | 0.17%             | 2026-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                      | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $2319118.75   | 0.80%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                    | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1284229.20   | 0.44%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440585.20    | 0.15%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                      | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   1350000 | PA      | $845437.50    | 0.29%             | 2028-04-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                 | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1110000 | PA      | $882450.00    | 0.31%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                             | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2127000 | PA      | $2024053.20   | 0.70%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                     | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2457728.50   | 0.85%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                         | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   6660000 | PA      | $4329000.00   | 1.50%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                     | CUSIP: 056732AG5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1500000 | PA      | $1092909.44   | 0.38%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                              | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $492257.65    | 0.17%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                      | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    390000 | PA      | $245700.00    | 0.09%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1555963.40   | 0.54%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                               | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1240000 | PA      | $1220618.03   | 0.42%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                               | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    770000 | PA      | $553599.20    | 0.19%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EG ACQUISITION CORP-A                                   | EG ACQUISITION CORP-A -CW28                                               | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14866 | NS      | $3196.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                        | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $248096.73    | 0.09%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        | 137820000 | PA      | $971120.03    | 0.34%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                             | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1658984.30   | 0.57%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                | Garda World Security Corp                                                 | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    776000 | PA      | $719153.28    | 0.25%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $429660.00    | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                  | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1177743.63   | 0.41%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1580000 | PA      | $1311400.00   | 0.45%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                   | Carnival Holdings Bermuda Ltd                                             | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1720570.50   | 0.60%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                                  | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    760000 | PA      | $742953.20    | 0.26%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                               | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $493808.95    | 0.17%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    790000 | PA      | $682939.20    | 0.24%             | 2030-06-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                    | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    610000 | PA      | $391803.00    | 0.14%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                              | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $365750.00    | 0.13%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                | Scientific Games International Inc                                        | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992310.00    | 0.34%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                               | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1033208.30   | 0.36%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                  | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    420000 | PA      | $306057.36    | 0.11%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1330000 | PA      | $1355808.65   | 0.47%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                      | CUSIP: 75281ABA6<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597666.00    | 0.21%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP                                | Carrols Restaurant Group Inc                                              | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351967.50    | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                                       | Guitar Center Inc                                                         | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $446877.30    | 0.15%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                        | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $713205.75    | 0.25%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                               | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1040078.33   | 0.36%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                             | Apache Corp                                                               | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    760000 | PA      | $626118.40    | 0.22%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                    | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1372540.40   | 0.47%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                          | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295207.03    | 0.10%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                              | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175354.93    | 0.06%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                     | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $88149.35     | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    993000 | PA      | $811688.13    | 0.28%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                 | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    690000 | PA      | $663524.70    | 0.23%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                          | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |   1970000 | PA      | $1805505.00   | 0.62%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                 | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535300.00    | 0.19%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                 | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1104035.80   | 0.38%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Western Asset High Yield Defined Opportunity Fund Inc.

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer