# EDGAR Filing Document

**Accession Number:** 0001228509
**File Stem:** 0001752724-25-174658
**Filing Date:** 2025-7
**Character Count:** 170956
**Document Hash:** 39251c7ee90a57e245c2edf8701c3344
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174658.hdr.sgml**: 20250723

**ACCESSION NUMBER**: 0001752724-25-174658

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250723

**DATE AS OF CHANGE**: 20250723

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET GLOBAL HIGH INCOME FUND INC.
- **CENTRAL INDEX KEY:** 0001228509

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21337
- **FILM NUMBER:** 251142285

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 8887770102

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS GLOBAL HIGH INCOME FUND INC
- **DATE OF NAME CHANGE:** 20030617

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS GLOBAL HIGH YIELD FUND INC
- **DATE OF NAME CHANGE:** 20030422

## 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 High Income Fund Inc.

- **b. Investment Company Act file number:** 811-21337

- **c. CIK number of Registrant:** 0001228509

- **d. LEI of Registrant:** 549300JWVV1XIQ66WD13

- **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 High Income Fund Inc.

- **c. LEI of Series:** 549300JWVV1XIQ66WD13

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-30

**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:** $292239332.63

**Total Liabilities:** $89843571.46

**Net Assets:** $202395761.17

**Delayed Delivery Securities:** $1360000.00

**Cash Not Reported:** $886501.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2256.81000000 | **1-Year:** 3082.72000000 | **5-Year:** 18629.59000000 | **10-Year:** 18374.16000000 | **30-Year:** 1056.26000000

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

- **3-Month:** 131.55000000 | **1-Year:** 17891.09000000 | **5-Year:** 43984.50000000 | **10-Year:** 13755.95000000 | **30-Year:** 73.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.89%               | -1.98%               | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-836.22                 | $-4281652.98                               |
| Month 2  | $635312.19               | $-4269736.29                               |
| Month 3  | $41053.62                | $1930616.71                                |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $160915.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SMRT                                                     | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $681672.25    | 0.34%             | 2039-01-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                         | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    328350 | PA      | $319064.26    | 0.16%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                 | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $320958.08    | 0.16%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                  | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    389403 | PA      | $243863.63    | 0.12%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    103870 | PA      | $7530.61      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    152810 | PA      | $1146.07      | 0.00%             | N/A             | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1401270 | PA      | $1205967.96   | 0.60%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    746134 | PA      | $748059.05    | 0.37%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $1010829.04   | 0.50%             | 2041-03-10      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $473750.02    | 0.23%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    840000 | PA      | $382968.60    | 0.19%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    240000 | PA      | $240294.00    | 0.12%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $506535.39    | 0.25%             | 2038-12-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                     | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498610.00    | 0.25%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                 | Yinson Boronia Production BV                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    495590 | PA      | $516657.53    | 0.26%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                        | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464772.53    | 0.23%             | 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        |    390000 | PA      | $409141.49    | 0.20%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR Trust 2019-HQA3                                                | CUSIP: 35564XBE0<br>LEI: 549300EUJICRX5L38Y52 | Long             | ABS-MBS          | USGSE             | US        |    830000 | PA      | $941163.56    | 0.47%             | 2049-09-25      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                            | New Residential Mortgage Loan Trust 2022-NQM4                                    | CUSIP: 64831UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571949 | PA      | $565945.99    | 0.28%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                        | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     66471 | NS      | $1608598.20   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                  | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $291999.42    | 0.14%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                 | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $871005.98    | 0.43%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $820005.71    | 0.41%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                   | RB Global Holdings Inc                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    690000 | PA      | $723156.25    | 0.36%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1013161.12   | 0.50%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                              | Balboa Bay Loan Funding 2020-1 Ltd                                               | CUSIP: 05766CAG1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $705199.46    | 0.35%             | 2035-10-20      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                   | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $839567.57    | 0.41%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2260000 | PA      | $2282197.72   | 1.13%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    665926 | PA      | $640802.91    | 0.32%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986940.10    | 0.49%             | 2036-10-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                    | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $493819.55    | 0.24%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust                              | HIT Trust 2022-HI32                                                              | CUSIP: 40442AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455020 | PA      | $460516.08    | 0.23%             | 2039-07-15      | Floating      | 13.45%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $824463.15    | 0.41%             | 2050-01-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                       | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    559587 | PA      | $503768.20    | 0.25%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    486000 | PA      | $579491.84    | 0.29%             | 2032-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2020000 | PA      | $1718818.00   | 0.85%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                  | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $367682.04    | 0.18%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $493256.54    | 0.24%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2465044.89   | 1.22%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1085915.22   | 0.54%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $746680.73    | 0.37%             | 2040-04-15      | Floating      | 8.02%                 | 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        |    510000 | PA      | $463534.77    | 0.23%             | 2048-12-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| TANZANIA PRIVATE BL                                      | TANZANIA PRIVATE BL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TZ        |   1000000 | PA      | $982500.00    | 0.49%             | 2031-04-30      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    846000 | PA      | $818505.00    | 0.40%             | 2036-07-18      | Fixed         | 7.20%                 | 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        |   1040000 | PA      | $1087099.52   | 0.54%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1136411.13   | 0.56%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                   | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    987562 | PA      | $991038.58    | 0.49%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                 | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1938844 | PA      | $1408085.41   | 0.70%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                            | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1459527.81   | 0.72%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                 | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   1090000 | PA      | $1106677.00   | 0.55%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2378184.88   | 1.18%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                 | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222323.64    | 0.11%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1000755.57   | 0.49%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                  | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $783016.16    | 0.39%             | 2037-10-20      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                          | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $614199.75    | 0.30%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152561.70    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                            | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    425000 | PA      | $443487.50    | 0.22%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1280000 | PA      | $1283960.87   | 0.63%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                       | Seagate HDD Cayman                                                               | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $633499.52    | 0.31%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                               | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787985 | PA      | $781361.68    | 0.39%             | 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        |    680000 | PA      | $672276.63    | 0.33%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                    | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    870000 | PA      | $903626.82    | 0.45%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404673 | PA      | $404406.57    | 0.20%             | 2034-05-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    730000 | PA      | $690646.47    | 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        |    700000 | PA      | $684942.02    | 0.34%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    620000 | PA      | $583823.00    | 0.29%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                 | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $755573.77    | 0.37%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $458376.15    | 0.23%             | 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        |    190000 | PA      | $191047.58    | 0.09%             | 2037-07-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                            | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496114 | PA      | $495493.84    | 0.24%             | 2031-09-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                     | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1463580.90   | 0.72%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                         | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1604000 | PA      | $1941401.40   | 0.96%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                       | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    345946 | PA      | $340756.76    | 0.17%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1459840.20   | 0.72%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    333340 | PA      | $336994.67    | 0.17%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                   | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    590000 | PA      | $620982.08    | 0.31%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $582955.90    | 0.29%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |    530000 | PA      | $463786.15    | 0.23%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698527.71    | 0.35%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $589895.13    | 0.29%             | 2041-11-25      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526968.00    | 0.26%             | 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        |    650000 | PA      | $640962.92    | 0.32%             | 2034-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $497267.18    | 0.25%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1390015.31   | 0.69%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1961751.90   | 0.97%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    560000 | PA      | $599202.63    | 0.30%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                 | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $168426.85    | 0.08%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2190000 | PA      | $2018151.03   | 1.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                        | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1025139.22   | 0.51%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                   | Brazilian Government International Bond                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $438450.00    | 0.22%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $317429.15    | 0.16%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                 | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $731000.10    | 0.36%             | 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        |    310000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GEO GROUP INC/THE                                        | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1481026.69   | 0.73%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1093858.60   | 0.54%             | 2042-02-25      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159833.68    | 0.08%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                    | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    700000 | PA      | $697900.00    | 0.34%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                   | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    380000 | PA      | $377258.66    | 0.19%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1170000 | PA      | $1173563.16   | 0.58%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                        | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1158077.44   | 0.57%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                 | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316346.84    | 0.16%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     41440 | PA      | $518.00       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                 | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  47500000 | PA      | $1169635.34   | 0.58%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                           | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $238509.48    | 0.12%             | 2038-01-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $252933.30    | 0.12%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1005121.28   | 0.50%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                 | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1150000 | PA      | $419842.92    | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                       | Angolan Government International Bond                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $451375.24    | 0.22%             | 2028-05-09      | Fixed         | 8.25%                 | 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        |    345000 | PA      | $325794.61    | 0.16%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                             | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2862.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214201.27    | 0.11%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust 2023-7                                                | CUSIP: 92539YAE2<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000892.90   | 0.49%             | 2068-10-25      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                 | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257799.25    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1235025.00   | 0.61%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185085.36    | 0.09%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1579310.22   | 0.78%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                    | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    945000 | PA      | $1039763.98   | 0.51%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                                | Alfa SAB de CV                                                                   | CUSIP: 015398AC4<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $418277.20    | 0.21%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                 | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   2910000 | PA      | $2814556.95   | 1.39%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2050000 | PA      | $1381885.12   | 0.68%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $698384.98    | 0.35%             | 2033-10-25      | Floating      | 10.57%                | 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       |   2420000 | PA      | $2309550.72   | 1.14%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                 | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $73209.33     | 0.04%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                      | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337154.24    | 0.17%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $545352.00    | 0.27%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300353.29    | 0.15%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                  | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    600000 | PA      | $549378.75    | 0.27%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -1369355 | PA      | $-1369354.89  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     13656 | PA      | $199.06       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $456961.56    | 0.23%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1890000 | PA      | $1395292.50   | 0.69%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                           | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1042000 | PA      | $988837.16    | 0.49%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3309150 | PA      | $-3309149.78  | -1.63%            |  |  |  | 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      | $203835.96    | 0.10%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                 | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1047375 | PA      | $1050485.70   | 0.52%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                        | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $446250.00    | 0.22%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90229.38     | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $999074.60    | 0.49%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    943522 | PA      | $943668.22    | 0.47%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $829117.92    | 0.41%             | 2044-01-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -738381 | PA      | $-738381.29   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                  | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    630000 | PA      | $655182.36    | 0.32%             | 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        |   1210000 | PA      | $1201027.37   | 0.59%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                  | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $641331.86    | 0.32%             | 2028-07-15      | Fixed         | 4.88%                 | 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        |    360000 | PA      | $369280.44    | 0.18%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                   | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1204666 | PA      | $1209635.07   | 0.60%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                     | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $31776.00     | 0.02%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |     38203 | NS      | $536.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                     | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     57564 | NS      | $1421830.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    830000 | PA      | $519787.50    | 0.26%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                   | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192651.30    | 0.10%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc) | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394767 | PA      | $394166.75    | 0.19%             | 2028-08-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    520000 | PA      | $539104.80    | 0.27%             | 2029-05-15      | Fixed         | 8.50%                 | 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        |    200000 | PA      | $155391.00    | 0.08%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -1142934 | PA      | $-1142934.36  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                              | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $987380.61    | 0.49%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $176927.65    | 0.09%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                 | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    682290 | PA      | $562036.39    | 0.28%             | 2029-05-01      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                            | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504902.45    | 0.25%             | 2037-07-20      | Floating      | 10.12%                | 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        |    200000 | PA      | $184470.50    | 0.09%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    184969 | PA      | $91883.19     | 0.05%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                          | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    238203 | PA      | $239338.04    | 0.12%             | 2029-03-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1041483 | PA      | $-1041482.61  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1438311.90   | 0.71%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                     | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |   2010000 | PA      | $2295206.29   | 1.13%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                      | SPIRIT AIRLINES LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28104 | NS      | $168342.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426736.39    | 0.21%             | 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        |   1200000 | PA      | $1025665.90   | 0.51%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                   | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $752410.16    | 0.37%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                     | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAC5<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $289543.28    | 0.14%             | 2040-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                   | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $816870.80    | 0.40%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                      | VOYAGERPARENTLLC                                                                 | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    710000 | PA      | $698295.65    | 0.35%             | 2032-05-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                  | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   1202533 | PA      | $1089423.04   | 0.54%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    930000 | PA      | $872406.22    | 0.43%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                          | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435849.29    | 0.22%             | 2033-04-01      | Fixed         | 6.25%                 | 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      | $100527.92    | 0.05%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                      | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    600000 | PA      | $432900.00    | 0.21%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2950715.20   | 1.46%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                      | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1100000 | PA      | $1009459.46   | 0.50%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                                  | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    197436 | PA      | $146980.17    | 0.07%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1450000 | PA      | $1194076.16   | 0.59%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    840000 | PA      | $671230.05    | 0.33%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                           | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    160000 | PA      | $157921.07    | 0.08%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404132.02    | 0.20%             | 2048-03-01      | Fixed         | 5.30%                 | 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        |    419000 | PA      | $364961.15    | 0.18%             | 2048-08-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $600809.25    | 0.30%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    323695 | PA      | $158089.49    | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $850253.96    | 0.42%             | 2034-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                           | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $511433.97    | 0.25%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                 | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAC9<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $562748.70    | 0.28%             | 2065-03-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                               | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1190000 | PA      | $1186001.60   | 0.59%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                          | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    631223 | PA      | $624516.49    | 0.31%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $200170.13    | 0.10%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank5                                                    | BANK5 2024-5YR12                                                                 | CUSIP: 06644XAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $389443.30    | 0.19%             | 2057-12-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails Clo XVI Ltd                                                         | CUSIP: 674914AA4<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $278074.03    | 0.14%             | 2038-01-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1050384.20   | 0.52%             | 2041-11-25      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3040000 | PA      | $3020527.43   | 1.49%             | 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        |    440000 | PA      | $437498.64    | 0.22%             | 2038-01-20      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2023-BNK45                                                                  | CUSIP: 06541BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $375175.00    | 0.19%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    284000 | PA      | $295892.78    | 0.15%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1500000 | PA      | $1172812.50   | 0.58%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                     | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    590000 | PA      | $405148.81    | 0.20%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                            | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1000000 | PA      | $974000.00    | 0.48%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    416180 | PA      | $198907.80    | 0.10%             | 2036-02-01      | Variable      | 1.75%                 | 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        |   4886584 | NS      | $4886583.63   | 2.41%             |  |  |  | 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        |    160000 | PA      | $160305.46    | 0.08%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                               | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001051.20   | 0.49%             | 2041-11-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                           | AGL CLO 16 Ltd                                                                   | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $159524.29    | 0.08%             | 2035-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $865546.83    | 0.43%             | 2032-07-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                     | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    496256 | PA      | $496380.31    | 0.25%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                        | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1095000.00   | 0.54%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                   | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    700000 | PA      | $572957.00    | 0.28%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                 | SPIRIT AVIA HOL RESTRICT                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $1371.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                           | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1500000 | PA      | $1465161.18   | 0.72%             | 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        |   1000000 | PA      | $690851.13    | 0.34%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                             | Obra CLO 1 Ltd                                                                   | CUSIP: 67443CAA5<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $626743.34    | 0.31%             | 2038-01-20      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                  | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     65267 | NS      | $1485476.92   | 0.73%             |  |  |  | No            |                  1 | 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        |    410000 | PA      | $405986.17    | 0.20%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1490392.63   | 0.74%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    640000 | PA      | $647280.65    | 0.32%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                    | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-96409.31    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                                     | WW International Inc                                                             | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    324000 | PA      | $103761.00    | 0.05%             | 2028-04-13      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                    | Jamaica Government International Bond                                            | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    500000 | PA      | $582260.00    | 0.29%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2160000 | PA      | $2191687.20   | 1.08%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK43                                                                  | CUSIP: 06541QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $355876.57    | 0.18%             | 2055-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK44                                                                  | CUSIP: 06540KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $426926.16    | 0.21%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                               | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266789.64    | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                        | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414819.54    | 0.20%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                | Towd Point Mortgage Trust 2016-4                                                 | CUSIP: 89172UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $732434.45    | 0.36%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1810000 | PA      | $1812772.63   | 0.90%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                           | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1525588.56   | 0.75%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89408.70     | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $637800.53    | 0.32%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     50520 | PA      | $24681.21     | 0.01%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395002.88    | 0.20%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |    560000 | PA      | $569526.16    | 0.28%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                  | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    330000 | PA      | $326358.45    | 0.16%             | 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        |    750000 | PA      | $587934.38    | 0.29%             | 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        |   1270000 | PA      | $1179156.90   | 0.58%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR Trust 2019-DNA4                                                | CUSIP: 35565ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1115951.00   | 0.55%             | 2049-10-25      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    740000 | PA      | $724020.00    | 0.36%             | 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        |    540000 | PA      | $572942.70    | 0.28%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TRANSDIGM INC                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    495009 | PA      | $495551.40    | 0.24%             | 2031-02-28      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296496.05    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    740506 | PA      | $737884.96    | 0.36%             | 2028-08-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167454.87    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                       | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1230193.97   | 0.61%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47                           | Octagon Investment Partners 47 Ltd                                               | CUSIP: 67576YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $559862.77    | 0.28%             | 2038-01-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $553886.45    | 0.27%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    500000 | PA      | $499875.00    | 0.25%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    260000 | PA      | $255769.15    | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                 | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    870000 | PA      | $882124.32    | 0.44%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                    | Costa Rica Government International Bond                                         | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    500000 | PA      | $513415.00    | 0.25%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    188784 | PA      | $71619.80     | 0.04%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                            | Goldentree Loan Management US Clo 7 Ltd                                          | CUSIP: 38138MAJ5<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $330760.47    | 0.16%             | 2034-04-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                      | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $345847.84    | 0.17%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                   | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1424952.72   | 0.70%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $180959.73    | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | 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        |    500000 | PA      | $322156.27    | 0.16%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    456000 | PA      | $379043.25    | 0.19%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                  | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $445437.32    | 0.22%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |   4000000 | PA      | $3446690.64   | 1.70%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $486448.56    | 0.24%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                        | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    770000 | PA      | $799067.26    | 0.39%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp (f/k/a II-VI Incorporated)                 | COHERENT CORP                                                                    | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    528700 | PA      | $530793.18    | 0.26%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                  | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518626.69   | 0.75%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2280000 | PA      | $2056837.52   | 1.02%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                       | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $216305.04    | 0.11%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                             | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415432.09    | 0.21%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                             | Carnival PLC                                                                     | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   2760000 | PA      | $2819407.18   | 1.39%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312020.40    | 0.15%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    789816 | PA      | $790953.61    | 0.39%             | 2028-03-31      | Floating      | 6.55%                 | 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        |    590000 | PA      | $574673.16    | 0.28%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289253.90    | 0.14%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                  | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1009600.25   | 0.50%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                             | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492708.60    | 0.24%             | 2032-07-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                          | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209104.67    | 0.10%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2890957.02   | 1.43%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                     | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163264.96    | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    159535 | PA      | $78172.39     | 0.04%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2435862.05   | 1.20%             | 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        |   1190000 | PA      | $1182741.48   | 0.58%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1370000 | PA      | $1283811.46   | 0.63%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXXIX Ltd                                                              | CUSIP: 559923AE7<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $435126.25    | 0.21%             | 2037-01-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $383169.46    | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                  | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    500000 | PA      | $420851.25    | 0.21%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                                 | FERTITTA ENTERTAINMENT LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    987277 | PA      | $982854.34    | 0.49%             | 2029-01-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                               | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $364048.62    | 0.18%             | 2035-01-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $914446.50    | 0.45%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                         | Trestles CLO VIII Ltd                                                            | CUSIP: 89533EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301919.40    | 0.15%             | 2035-06-11      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                               | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1600000 | PA      | $1618956.80   | 0.80%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    790000 | PA      | $773026.39    | 0.38%             | 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        |    680000 | PA      | $713933.08    | 0.35%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230034.35    | 0.11%             | 2044-06-01      | Fixed         | 4.90%                 | 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        |   1000000 | PA      | $993323.74    | 0.49%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                    | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $488070.27    | 0.24%             | 2029-12-04      | Fixed         | 5.38%                 | 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        |    600000 | PA      | $610329.00    | 0.30%             | 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        |   1430000 | PA      | $1583393.84   | 0.78%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                            | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1140000 | PA      | $1237460.07   | 0.61%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                             | AGL CLO 11 Ltd                                                                   | CUSIP: 00851RAA8<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650351.72    | 0.32%             | 2034-04-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    110974 | PA      | $2774.35      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $595519.26    | 0.29%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $787750.00    | 0.39%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                   | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990921 | PA      | $960450.43    | 0.47%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    132946 | PA      | $65082.16     | 0.03%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $104607.46    | 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       |    470000 | PA      | $479049.85    | 0.24%             | 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        |   1008185 | PA      | $785123.89    | 0.39%             | 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        |    460000 | PA      | $433920.30    | 0.21%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                        | Elevation CLO 2016-5 Ltd                                                         | CUSIP: 28623BAC7<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $602358.59    | 0.30%             | 2038-01-25      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                        | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    960000 | PA      | $902131.92    | 0.45%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1500000 | PA      | $1333215.00   | 0.66%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                   | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1589359.03   | 0.79%             | 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        |     39554 | NS      | $236928.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERMILION ENERGY INC                                     | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $519332.24    | 0.26%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $642185.63    | 0.32%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1332115.42   | 0.66%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                              | Ziggo Financing Partnership                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $487605.00    | 0.24%             | 2028-04-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                           | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1739.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   1250000 | PA      | $1210100.00   | 0.60%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                     | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441999.58    | 0.22%             | 2029-01-15      | Fixed         | 8.25%                 | 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       |    930000 | PA      | $836014.39    | 0.41%             | 2030-02-01      | 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        |    500000 | PA      | $502155.70    | 0.25%             | 2034-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                              | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824109 | PA      | $802949.43    | 0.40%             | 2039-02-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                      | Senegal Government International Bond                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    450000 | PA      | $324675.00    | 0.16%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                      | Turkiye Government International Bond                                            | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1943999.00   | 0.96%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                      | MKS INSTRUMENTS INC                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    485180 | PA      | $487120.93    | 0.24%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails CLO XIV Ltd                                                         | CUSIP: 67515MAG3<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |    730000 | PA      | $742265.39    | 0.37%             | 2038-01-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                              | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765BAA7<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $445735.80    | 0.22%             | 2038-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                    | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24980.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                       | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $362173.68    | 0.18%             | 2037-10-24      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $617095.58    | 0.30%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     84393 | PA      | $2320.79      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521022.71    | 0.26%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413355.83    | 0.20%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1910000 | PA      | $1746504.00   | 0.86%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                          | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1830000 | PA      | $1842784.38   | 0.91%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                          | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    398002 | PA      | $398824.38    | 0.20%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                   | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $943674.80    | 0.47%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                        | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465222.60    | 0.23%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                         | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347811.42    | 0.17%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    920000 | PA      | $847529.30    | 0.42%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2360000 | PA      | $2486545.56   | 1.23%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                    | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363121.20    | 0.18%             | 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        |    550000 | PA      | $583529.63    | 0.29%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719825.82    | 0.36%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $686343.00    | 0.34%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $540666.83    | 0.27%             | 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        |   3480000 | PA      | $3285609.15   | 1.62%             | 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        |   2090000 | PA      | $1599200.49   | 0.79%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                 | Herc Holdings Escrow Inc                                                         | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $545848.02    | 0.27%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                   | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $452209.39    | 0.22%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                 | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 36268NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $144677.10    | 0.07%             | 2031-01-15      | Fixed         | 8.50%                 | 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        |   2830000 | PA      | $1745797.65   | 0.86%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -2121298 | PA      | $-2121298.19  | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                 | Republic of South Africa Government International Bond                           | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $420879.44    | 0.21%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643296 | PA      | $644439.58    | 0.32%             | 2038-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278046.52    | 0.14%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                              | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    690515 | PA      | $689434.41    | 0.34%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                      | Apex Credit CLO 2019-II Ltd                                                      | CUSIP: 03755DAE2<br>LEI: 549300OKB854VBBC1981 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $657800.46    | 0.33%             | 2038-01-25      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900672.27    | 0.45%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                     | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    750000 | PA      | $731439.30    | 0.36%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                              | AUTOKINITON US HOLDINGS                                                          | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    740625 | PA      | $717480.47    | 0.35%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1182634.74   | 0.58%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                  | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $606350.00    | 0.30%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                 | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1133562.50   | 0.56%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                   | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    980000 | PA      | $948150.00    | 0.47%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                      | Turkiye Government International Bond                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $677685.50    | 0.33%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                  | Beechwood Park CLO Ltd                                                           | CUSIP: 07355VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290818.06    | 0.14%             | 2035-01-17      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                            | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $229195.20    | 0.11%             | 2048-04-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partner 11/22/30                                                         | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    496256 | PA      | $497075.06    | 0.25%             | 2030-11-22      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                      | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2250000 | PA      | $2255425.20   | 1.11%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    480000 | PA      | $258206.40    | 0.13%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1496008.23   | 0.74%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   1424500 | PA      | $1051429.15   | 0.52%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                 | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $518077.44    | 0.26%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                    | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521699.00    | 0.26%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                            | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    395000 | PA      | $396001.33    | 0.20%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                      | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1177753.43   | 0.58%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                 | Herc Holdings Escrow Inc                                                         | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $546350.83    | 0.27%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $182239.79    | 0.09%             | 2037-04-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3022000 | PA      | $2029184.15   | 1.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                 | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $116012.81    | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826398.86    | 0.41%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

**Name of Applicant:** Western Asset Global High Income Fund Inc.

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer