# EDGAR Filing Document

**Accession Number:** 0001472341
**File Stem:** 0001752724-25-156084
**Filing Date:** 2025-6
**Character Count:** 135985
**Document Hash:** 2bd989f46124fd5f801f4daaa6d365ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156084.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156084

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET GLOBAL CORPORATE OPPORTUNITY FUND INC.
- **CENTRAL INDEX KEY:** 0001472341

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22334
- **FILM NUMBER:** 251073155

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET GLOBAL CORPORATE DEFINED OPPORTUNITY FUND INC.
- **DATE OF NAME CHANGE:** 20091002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Western Asset Global Credit Defined Opportunity Fund Inc.
- **DATE OF NAME CHANGE:** 20090916

## 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 Global Corporate Opportunity Fund Inc.

- **b. Investment Company Act file number:** 811-22334

- **c. CIK number of Registrant:** 0001472341

- **d. LEI of Registrant:** 5493006E69SZBMSGUS66

- **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 Global Corporate Opportunity Fund Inc.

- **c. LEI of Series:** 5493006E69SZBMSGUS66

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $141278899.78

**Total Liabilities:** $51819424.27

**Net Assets:** $89459475.51

**Cash Not Reported:** $955950.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -267.72000000 | **1-Year:** 5320.97000000 | **5-Year:** 19293.41000000 | **10-Year:** 15492.51000000 | **30-Year:** 644.88000000

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

- **3-Month:** 46.72000000 | **1-Year:** 4304.71000000 | **5-Year:** 11706.55000000 | **10-Year:** 1989.31000000 | **30-Year:** 19.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.33%                | 2.74%                | 0.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $322327.84               | $801221.13                                 |
| Month 2  | $68723.70                | $-1290939.97                               |
| Month 3  | $-129759.39              | $-910560.07                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America, National Association                      | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $193143.17    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                            | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      490000 | PA      | $453181.55    | 0.51%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      102000 | PA      | $98994.39     | 0.11%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      450000 | PA      | $465191.12    | 0.52%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $526639.30    | 0.59%             | 2048-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $794749.39    | 0.89%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2022-II Ltd                                                         | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      110000 | PA      | $105600.79    | 0.12%             | 2035-04-19      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                              | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      410000 | PA      | $432570.50    | 0.48%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      680000 | PA      | $674853.65    | 0.75%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2028650 | PA      | $2147554.82   | 2.40%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      600000 | PA      | $527232.54    | 0.59%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                               | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198645.74    | 0.22%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      610000 | PA      | $609831.52    | 0.68%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71520.89     | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      460000 | PA      | $456397.83    | 0.51%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                 | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      369056 | PA      | $358307.36    | 0.40%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      240000 | PA      | $231304.18    | 0.26%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                              | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137XAL7<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $145762.35    | 0.16%             | 2035-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      320000 | PA      | $304019.70    | 0.34%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $821948.45    | 0.92%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $364979.03    | 0.41%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                            | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |      150000 | PA      | $149434.05    | 0.17%             | 2037-07-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                              | GoldenTree Loan Management US CLO 16 Ltd                                         | CUSIP: 38090AAY4<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |      460000 | PA      | $445974.32    | 0.50%             | 2038-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141493.20    | 0.16%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                       | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1166759.17   | 1.30%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1110000 | PA      | $1088040.89   | 1.22%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      340000 | PA      | $354925.32    | 0.40%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $802729.85    | 0.90%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $593753.47    | 0.66%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $530985.60    | 0.59%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                              | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -2433839 | PA      | $-2433839.30  | -2.72%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246651.15    | 0.28%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                              | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NBG0<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $274687.64    | 0.31%             | 2034-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       90000 | PA      | $108073.16    | 0.12%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $499363.76    | 0.56%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      930000 | PA      | $871885.76    | 0.97%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $871339.25    | 0.97%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                          | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      370000 | PA      | $349639.83    | 0.39%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $182336.59    | 0.20%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                        | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      321957 | PA      | $325444.97    | 0.36%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $562610.26    | 0.63%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                   | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $233218.90    | 0.26%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                     | PAR PHARMACEUTICAL INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                             | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1000000 | PA      | $658826.98    | 0.74%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                          | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      700000 | PA      | $765550.10    | 0.86%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                   | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      750000 | PA      | $702538.88    | 0.79%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2490000.00   | 2.78%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                      | Vale Overseas Ltd                                                                | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      750000 | PA      | $796698.75    | 0.89%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                          | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      190000 | PA      | $205231.35    | 0.23%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      910000 | PA      | $901669.22    | 1.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407072.98    | 0.46%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                   | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    30000000 | PA      | $719385.93    | 0.80%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      320000 | PA      | $295716.80    | 0.33%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                          | Mountain View CLO XVI Ltd                                                        | CUSIP: 62432UAU5<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |      130000 | PA      | $129600.49    | 0.14%             | 2034-04-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2005-A5                                                 | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23401 | PA      | $22076.64     | 0.02%             | 2035-08-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2018-C15                                           | CUSIP: 90278LBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405000 | PA      | $381134.32    | 0.43%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                              | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -2895506 | PA      | $-2895506.06  | -3.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111901.24    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      360000 | PA      | $355875.05    | 0.40%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      410000 | PA      | $360173.11    | 0.40%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                   | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $106733.96    | 0.12%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      150000 | PA      | $127242.47    | 0.14%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $1341610.80   | 1.50%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      220000 | PA      | $216149.47    | 0.24%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      750000 | PA      | $678404.18    | 0.76%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1978667.24   | 2.21%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                   | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203530.05    | 0.23%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121918.68    | 0.14%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                   | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      798000 | PA      | $797333.67    | 0.89%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $426940.25    | 0.48%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40106.75     | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                      | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $248511.86    | 0.28%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                    | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205378.20    | 0.23%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                     | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181192.14    | 0.20%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $81344.24     | 0.09%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                     | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4800000 | PA      | $1063654.91   | 1.19%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $242362.06    | 0.27%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      238000 | PA      | $239418.03    | 0.27%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $391041.26    | 0.44%             | 2041-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $343448.50    | 0.38%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                       | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $661770.92    | 0.74%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $299827.23    | 0.34%             | N/A             | 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        |      750000 | PA      | $65265.00     | 0.07%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                       | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |         346 | NS      | $8549.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      300000 | PA      | $272933.15    | 0.31%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                   | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      270000 | PA      | $216508.95    | 0.24%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $517020.53    | 0.58%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233755.19    | 0.26%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $571390.47    | 0.64%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                        | SPIRIT AIRLINES LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7032 | NS      | $58717.20     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                             | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      480000 | PA      | $462000.00    | 0.52%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                            | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      158802 | PA      | $158889.34    | 0.18%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                      | CITADEL SECURITIES LP                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      711518 | PA      | $711393.91    | 0.80%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214659.13    | 0.24%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $437771.79    | 0.49%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      450000 | PA      | $431464.48    | 0.48%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200350.75    | 0.22%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      700000 | PA      | $560341.25    | 0.63%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      460000 | PA      | $483092.46    | 0.54%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $331115.16    | 0.37%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                            | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $429743.83    | 0.48%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                            | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169966.39    | 0.19%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                  | IQVIA INC                                                                        | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |      493762 | PA      | $494132.82    | 0.55%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                    | Warwick Capital CLO 3 Ltd                                                        | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      100000 | PA      | $100543.36    | 0.11%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $202960.80    | 0.23%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      560000 | PA      | $526013.26    | 0.59%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                    | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196002.86    | 0.22%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                                 | Nassau 2021-I Ltd                                                                | CUSIP: 631704AP8<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $340026.70    | 0.38%             | 2034-08-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                 | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      340000 | PA      | $259187.92    | 0.29%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      250000 | PA      | $201074.74    | 0.22%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      500000 | PA      | $471303.94    | 0.53%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9665.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                            | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $426855.50    | 0.48%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289981.73    | 0.32%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                             | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $174618.40    | 0.20%             | 2048-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                      | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1507041.54   | 1.68%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      860000 | PA      | $861010.50    | 0.96%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $514270.91    | 0.57%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                             | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      220000 | PA      | $217019.46    | 0.24%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      860000 | PA      | $799733.95    | 0.89%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195656.00    | 0.22%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                 | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      560000 | PA      | $547050.00    | 0.61%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      905000 | PA      | $856734.83    | 0.96%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                       | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      483794 | PA      | $483996.96    | 0.54%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $291579.52    | 0.33%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      180000 | PA      | $188624.16    | 0.21%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                           | Ocean Trails Clo XVI Ltd                                                         | CUSIP: 674914AA4<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $150581.68    | 0.17%             | 2038-01-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2180000 | PA      | $2159570.78   | 2.41%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                             | Apidos CLO L                                                                     | CUSIP: 03771LAA2<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |      190000 | PA      | $185950.71    | 0.21%             | 2038-01-20      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                       | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       80000 | PA      | $42086.45     | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | 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        |     3138291 | NS      | $3138291.28   | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |      100000 | PA      | $100185.99    | 0.11%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1333734.90   | 1.49%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                   | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          57 | NS      | $475.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp | TRANS UNION LLC                                                                  | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      495012 | PA      | $492940.87    | 0.55%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                             | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      500000 | PA      | $489994.75    | 0.55%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      500000 | PA      | $350629.73    | 0.39%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                    | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |         637 | NS      | $14752.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                              | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58500.82     | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                     | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $254116.20    | 0.28%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                         | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      470000 | PA      | $457561.17    | 0.51%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2250000 | PA      | $1569262.39   | 1.75%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      310000 | PA      | $311881.20    | 0.35%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      560000 | PA      | $567655.76    | 0.63%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      400000 | PA      | $351842.98    | 0.39%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                       | WW International Inc                                                             | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     1250000 | PA      | $303125.00    | 0.34%             | 2028-04-13      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      470000 | PA      | $414213.00    | 0.46%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                        | Ashtead Capital Inc                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      710000 | PA      | $604052.07    | 0.68%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $175991.47    | 0.20%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $464555.87    | 0.52%             | 2050-12-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      430000 | PA      | $429801.25    | 0.48%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396724.84    | 0.44%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                             | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      820000 | PA      | $803463.96    | 0.90%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                             | OCTAGON INVESTMENT PARTNERS 35 LTD                                               | CUSIP: 67591TAJ9<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250509.51    | 0.28%             | 2031-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293638.05    | 0.33%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200392.67    | 0.22%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                           | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      210000 | PA      | $172209.47    | 0.19%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                   | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $363087.72    | 0.41%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                         | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      690000 | PA      | $916031.88    | 1.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790000 | PA      | $815086.61    | 0.91%             | 2043-07-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                    | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |      100000 | PA      | $98349.88     | 0.11%             | 2037-01-20      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                        | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      460000 | PA      | $353787.61    | 0.40%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                   | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      560000 | PA      | $538305.60    | 0.60%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |      390000 | PA      | $381448.82    | 0.43%             | 2038-01-25      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205867.04    | 0.23%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46894.69     | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                          | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      250000 | PA      | $253743.75    | 0.28%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142786.54    | 0.16%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                             | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |      493731 | PA      | $493731.05    | 0.55%             | 2027-11-18      | Floating      | 6.57%                 | No            |                  3 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                   | Beacon Roofing Supply Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      560000 | PA      | $562848.41    | 0.63%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      850000 | PA      | $848427.50    | 0.95%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                    | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $464565.55    | 0.52%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      420000 | PA      | $451953.56    | 0.51%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $383552.94    | 0.43%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                   | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249895.10    | 0.28%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                       | WW International Inc                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |      750000 | PA      | $179036.89    | 0.20%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                     | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      660000 | PA      | $629155.86    | 0.70%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      900000 | PA      | $822272.13    | 0.92%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $406813.41    | 0.45%             | 2037-01-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $185041.10    | 0.21%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                                    | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $392000.00    | 0.44%             | 2034-04-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                      | Transportadora de Gas del Peru SA                                                | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |      438000 | PA      | $432197.81    | 0.48%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3500000 | PA      | $3010087.61   | 3.36%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                               | GUSAP III LP                                                                     | CUSIP: 36120PAC7<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |      840000 | PA      | $911646.12    | 1.02%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199505.27    | 0.22%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coherent Corp (f/k/a II-VI Incorporated)                   | COHERENT CORP                                                                    | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      837108 | PA      | $829435.51    | 0.93%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc                                           | ABE INVESTMENT HOLDINGS                                                          | CUSIP: 37427UAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       40000 | PA      | $39650.00     | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company               | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      886269 | PA      | $874915.74    | 0.98%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      520000 | PA      | $356870.06    | 0.40%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                              | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $163385.05    | 0.18%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                               | Carnival PLC                                                                     | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1140721.75   | 1.28%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                              | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      260000 | PA      | $266192.42    | 0.30%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $255889.91    | 0.29%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                   | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      150000 | PA      | $149127.70    | 0.17%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                              | PPM CLO 8 Ltd                                                                    | CUSIP: 69382DAJ3<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $334670.19    | 0.37%             | 2038-04-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $747908.17    | 0.84%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                        | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      355230 | PA      | $345311.34    | 0.39%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      600000 | PA      | $593238.24    | 0.66%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                          | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      560000 | PA      | $545687.59    | 0.61%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      140000 | PA      | $157146.48    | 0.18%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                          | Elevation CLO 2016-5 Ltd                                                         | CUSIP: 28623BAC7<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $285650.00    | 0.32%             | 2038-01-25      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                    | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1000000 | PA      | $831785.00    | 0.93%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      170000 | PA      | $164179.93    | 0.18%             | 2037-04-17      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136666.26    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173770.43    | 0.19%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      210000 | PA      | $205196.15    | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                        | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      260000 | PA      | $173409.18    | 0.19%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                    | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $347861.80    | 0.39%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                                | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      290000 | PA      | $287726.91    | 0.32%             | 2037-07-15      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225629.77    | 0.25%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                     | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $513820.40    | 0.57%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184491.75    | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2022-2 Ltd                                                           | CUSIP: 67402RBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      240000 | PA      | $239510.10    | 0.27%             | 2037-10-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1160554.70   | 1.30%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $45937.50     | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      220000 | PA      | $224026.00    | 0.25%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                   | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      252252 | PA      | $200067.07    | 0.22%             | 2030-03-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                     | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      620000 | PA      | $589607.60    | 0.66%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                    | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      339022 | PA      | $337878.30    | 0.38%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $229833.36    | 0.26%             | 2042-02-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                     | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      700000 | PA      | $655847.29    | 0.73%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                               | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9897 | NS      | $82639.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $916023.51    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      400000 | PA      | $345822.28    | 0.39%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                       | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |       90000 | PA      | $78756.50     | 0.09%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                   | Telefonica Emisiones SA                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $665011.94    | 0.74%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402592.37    | 0.45%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2020-3 Ltd                                               | CUSIP: 05684CBA2<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |      240000 | PA      | $241061.07    | 0.27%             | 2034-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      460000 | PA      | $475151.48    | 0.53%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      500000 | PA      | $507201.00    | 0.57%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $483353.11    | 0.54%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                              | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $469360.15    | 0.52%             | 2030-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                          | 720 East CLO VII Ltd                                                             | CUSIP: 81789NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      140000 | PA      | $135488.73    | 0.15%             | 2037-04-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55515.89     | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                           | Ocean Trails CLO XIV Ltd                                                         | CUSIP: 67515MAG3<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |      350000 | PA      | $338037.98    | 0.38%             | 2038-01-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                         | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      210000 | PA      | $208680.99    | 0.23%             | 2037-10-24      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63383.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                            | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $538196.58    | 0.60%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      550000 | PA      | $569087.92    | 0.64%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                             | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      110000 | PA      | $108075.00    | 0.12%             | 2037-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                            | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      160000 | PA      | $158970.05    | 0.18%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204915.76    | 0.23%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $561400.35    | 0.63%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1181809.00   | 1.32%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                              | DEUTSCHE BANK SECURIES                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -1034041 | PA      | $-1034041.10  | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      410000 | PA      | $412502.23    | 0.46%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317415.60    | 0.35%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      110000 | PA      | $118561.99    | 0.13%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $554305.86    | 0.62%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1419750.59   | 1.59%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                        | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $554063.70    | 0.62%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $118499.98    | 0.13%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1220000 | PA      | $1234640.00   | 1.38%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      300000 | PA      | $274330.77    | 0.31%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                   | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      360000 | PA      | $348372.00    | 0.39%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      530000 | PA      | $492437.70    | 0.55%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2418274.90   | 2.70%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                    | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $176220.64    | 0.20%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                   | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      450000 | PA      | $393784.43    | 0.44%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                       | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $235989.30    | 0.26%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                   | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $705564.42    | 0.79%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      550000 | PA      | $486785.66    | 0.54%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                        | Buckeye Partner 11/22/30                                                         | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      496256 | PA      | $496186.76    | 0.55%             | 2030-11-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      640000 | PA      | $639760.22    | 0.72%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $857935.60    | 0.96%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                              | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      588769 | PA      | $587461.83    | 0.66%             | 2030-12-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                        | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      980000 | PA      | $1042989.97   | 1.17%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      320000 | PA      | $292282.91    | 0.33%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                 | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      260000 | PA      | $272841.42    | 0.30%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                     | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199767.03    | 0.22%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      520000 | PA      | $474262.56    | 0.53%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                   | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $829432.95    | 0.93%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                           | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $99592.53     | 0.11%             | 2037-04-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $280449.96    | 0.31%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      260000 | PA      | $260929.24    | 0.29%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      700000 | PA      | $611688.42    | 0.68%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                   | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $62013.66     | 0.07%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                    | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REYNOLDS AMERICAN INC                                      | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131268.91    | 0.15%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $730360.33    | 0.82%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      740000 | PA      | $503943.45    | 0.56%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      790000 | PA      | $699926.02    | 0.78%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                   | MetLife Capital Trust IV                                                         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $108065.50    | 0.12%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $507684.46    | 0.57%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                       | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $267025.44    | 0.30%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                          | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $84177.82     | 0.09%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                        | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311071.90    | 0.35%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1320000 | PA      | $1314107.78   | 1.47%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $748604.27    | 0.84%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $471010.71    | 0.53%             | 2034-05-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                              | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -2292762 | PA      | $-2292761.67  | -2.56%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                               | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $193073.34    | 0.22%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $191077.83    | 0.21%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                     | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $445783.05    | 0.50%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                     | RB Global Holdings Inc                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      330000 | PA      | $346412.22    | 0.39%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                     | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      214000 | PA      | $176699.47    | 0.20%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1773125.70   | 1.98%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      640000 | PA      | $644644.79    | 0.72%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                      | Sycamore Tree CLO 2024-5 Ltd                                                     | CUSIP: 87122YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $291259.73    | 0.33%             | 2036-04-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                       | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17850000000 | PA      | $1085878.29   | 1.21%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      344000 | PA      | $55252.26     | 0.06%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                      | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      350000 | PA      | $346027.75    | 0.39%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**Name of Applicant:** Western Asset Global Corporate Defined Opportunity Fund Inc.

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer