# EDGAR Filing Document

**Accession Number:** 0001228509
**File Stem:** 0000940400-26-002006
**Filing Date:** 2026-1
**Character Count:** 171810
**Document Hash:** 94466921e152448ff5e94d2455be1cb2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002006.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000940400-26-002006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260531

**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:** 26557550

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-28

**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:** $293286323.73

**Total Liabilities:** $88655652.82

**Net Assets:** $204630670.91

**Cash Not Reported:** $2355275.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2447.26000000 | **1-Year:** 2639.63000000 | **5-Year:** 16071.18000000 | **10-Year:** 16916.90000000 | **30-Year:** 1048.43000000

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

- **3-Month:** 510.75000000 | **1-Year:** 18527.19000000 | **5-Year:** 40105.18000000 | **10-Year:** 20063.17000000 | **30-Year:** 139.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.76%                | -2.58%               | 2.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $975926.78               | $601032.87                                 |
| Month 2  | $-1443819.99             | $1023290.11                                |
| Month 3  | $68290.74                | $-961576.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank, National Association | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-585.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership               | FLEETCOR TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    890000 | PA      | $876930.35    | 0.43%             | 2033-01-14      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $712273.25    | 0.35%             | 2033-10-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                       | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $340550.40    | 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      | $550391.50    | 0.27%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                         | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565017.04    | 0.28%             | 2030-10-01      | Fixed         | 6.00%                 | 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      | $598209.91    | 0.29%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266348.16    | 0.13%             | N/A             | 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        |     13656 | PA      | $170.70       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1890000 | PA      | $1547154.00   | 0.76%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                     | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    670000 | PA      | $663882.06    | 0.32%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                  | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1042138 | PA      | $1045525.07   | 0.51%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                       | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28104 | NS      | $8712.24      | 0.00%             |  |  |  | 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      | $847802.48    | 0.41%             | 2044-01-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                   | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    630000 | PA      | $664281.52    | 0.32%             | 2031-06-01      | Fixed         | 7.38%                 | 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      | $380784.24    | 0.19%             | 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        |   1198582 | PA      | $1203933.31   | 0.59%             | 2031-02-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     55664 | NS      | $1381580.48   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.             | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -1184175 | PA      | $-1184175.00  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                  | Saudi Government International Bond                                              | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    800000 | PA      | $794586.93    | 0.39%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                     | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $543539.81    | 0.27%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $216922.93    | 0.11%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.           | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    237009 | PA      | $238194.05    | 0.12%             | 2029-03-12      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                       | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693273.37    | 0.34%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $1162362.37   | 0.57%             | 2029-11-26      | Fixed         | 8.00%                 | 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      | $294030.65    | 0.14%             | 2040-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                   | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   1295974 | PA      | $861822.94    | 0.42%             | 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      | $656153.22    | 0.32%             | 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      | $443557.90    | 0.22%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                       | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1100000 | PA      | $1123951.90   | 0.55%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                  | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2260000 | PA      | $2374310.80   | 1.16%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.             | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -1417512 | PA      | $-1417512.50  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -827045 | PA      | $-827044.60   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                       | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1450000 | PA      | $1428529.34   | 0.70%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                       | LUXCO3 DUMMY EQUITY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18570 | NS      | $339516.33    | 0.17%             |  |  |  | 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        |    259000 | PA      | $230094.05    | 0.11%             | 2048-08-15      | Variable      | 4.19%                 | 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      | $505707.69    | 0.25%             | 2035-01-20      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAC9<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    476612 | PA      | $480110.64    | 0.23%             | 2065-03-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                   | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $827093.00    | 0.40%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                            | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    940000 | PA      | $975071.40    | 0.48%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR12                                                                 | CUSIP: 06644XAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $400699.85    | 0.20%             | 2057-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                   | GRANITE RIDGE RESOURCES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1660800.00   | 0.81%             | 2029-10-31      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040463.80   | 0.51%             | 2041-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                  | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2636320.25   | 1.29%             | 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      | $442200.26    | 0.22%             | 2038-01-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2023-BNK45                                                                  | CUSIP: 06541BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $371799.00    | 0.18%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                   | Bahamas Government International Bond                                            | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1000000 | PA      | $999500.00    | 0.49%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1129932 | PA      | $-1129931.78  | -0.55%            |  |  |  | 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      | $159208.94    | 0.08%             | 2035-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                     | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726307.40    | 0.35%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                    | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    700000 | PA      | $597641.01    | 0.29%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                            | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1200000 | PA      | $1192032.96   | 0.58%             | 2030-04-16      | Fixed         | 3.75%                 | 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      | $70.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                              | Obra CLO 1 Ltd                                                                   | CUSIP: 67443CAA5<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $622363.42    | 0.30%             | 2038-01-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $731288.02    | 0.36%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                     | Jamaica Government International Bond                                            | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    500000 | PA      | $601800.00    | 0.29%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc        | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    493762 | PA      | $495510.41    | 0.24%             | 2029-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                         | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    530000 | PA      | $561497.37    | 0.27%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                  | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459255 | PA      | $374456.30    | 0.18%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARCOSA INC                                | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273407.68    | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                          | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86479.08     | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410255.20    | 0.20%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                          | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $920901.21    | 0.45%             | 2030-10-15      | Fixed         | 7.75%                 | 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      | $586442.64    | 0.29%             | 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      | $327105.80    | 0.16%             | 2037-01-20      | Floating      | 8.73%                 | 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        |   1070000 | PA      | $1102983.21   | 0.54%             | 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      | $1112501.60   | 0.54%             | 2049-10-25      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123992.40    | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TRANSDIGM INC                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    492516 | PA      | $493862.64    | 0.24%             | 2031-02-28      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                               | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    736709 | PA      | $736823.08    | 0.36%             | 2028-08-19      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                        | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    490000 | PA      | $430616.34    | 0.21%             | 2032-02-12      | Fixed         | 3.25%                 | 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      | $533192.81    | 0.26%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                     | Costa Rica Government International Bond                                         | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    500000 | PA      | $545500.00    | 0.27%             | 2045-03-12      | Fixed         | 7.16%                 | 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      | $339053.64    | 0.17%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    456000 | PA      | $422342.64    | 0.21%             | 2029-05-01      | Fixed         | 9.12%                 | 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      | $3632598.96   | 1.78%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $687308.71    | 0.34%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                         | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712918.35    | 0.35%             | 2027-04-01      | Fixed         | 7.50%                 | 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      | $370922.63    | 0.18%             | 2035-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                        | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $217818.30    | 0.11%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                             | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304593.00    | 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        |    785857 | PA      | $788360.25    | 0.39%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317258.96    | 0.16%             | 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        |    670000 | PA      | $710896.80    | 0.35%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                     | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2274359.03   | 1.11%             | 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        |    860000 | PA      | $888433.32    | 0.43%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    500000 | PA      | $452325.44    | 0.22%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $385245.17    | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                           | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    190000 | PA      | $190178.60    | 0.09%             | 2031-07-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                             | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1140000 | PA      | $1297665.77   | 0.63%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                         | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157579.80    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                               | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1400000 | PA      | $1434514.63   | 0.70%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                    | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700203.48    | 0.34%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                     | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $514093.85    | 0.25%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    116412 | PA      | $2328.24      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust               | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200587.92    | 0.10%             | 2042-10-15      | Floating      | 5.26%                 | 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       |    730000 | PA      | $759382.50    | 0.37%             | 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        |   1022635 | PA      | $460185.65    | 0.22%             | 2030-03-12      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                    | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1442125.00   | 0.70%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $647541.64    | 0.32%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $287029.12    | 0.14%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                      | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $558652.38    | 0.27%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                            | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $706412.56    | 0.35%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                          | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349800.99    | 0.17%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc               | AUTOKINITON US HOLDINGS                                                          | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    736875 | PA      | $732637.97    | 0.36%             | 2028-04-06      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1251833.51   | 0.61%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMRT                                      | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $693782.95    | 0.34%             | 2039-01-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                  | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $850587.36    | 0.42%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                   | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $334008.18    | 0.16%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $628714.90    | 0.31%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                              | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    406000 | PA      | $406867.53    | 0.20%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                    | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                       | Turkiye Government International Bond                                            | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $2015500.10   | 0.98%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    620000 | PA      | $603725.00    | 0.30%             | 2030-01-30      | Fixed         | 4.50%                 | 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      | $577160.51    | 0.28%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $722827.93    | 0.35%             | 2030-09-17      | Fixed         | 4.81%                 | 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      | $223872.35    | 0.11%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                       | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    600000 | PA      | $371113.10    | 0.18%             | 2033-05-23      | Fixed         | 6.25%                 | 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      | $853561.52    | 0.42%             | 2034-04-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                   | RED PLANET BORROWER LLC                                                          | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    520000 | PA      | $520650.00    | 0.25%             | 2032-09-08      | Floating      | 7.92%                 | 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      | $1500556.52   | 0.73%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                           | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216907.95    | 0.11%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1321303.50   | 0.65%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                       | MKS INSTRUMENTS INC                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    423448 | PA      | $425552.50    | 0.21%             | 2029-08-17      | Floating      | 5.92%                 | 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      | $612844.19    | 0.30%             | 2038-01-25      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                   | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1163806.62   | 0.57%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership               | Ziggo Financing Partnership                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151890 | PA      | $152047.79    | 0.07%             | 2028-04-30      | Floating      | 6.71%                 | 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      | $1227293.38   | 0.60%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                  | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $352219.26    | 0.17%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                      | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438906.16    | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | 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      | $499500.00    | 0.24%             | 2034-10-23      | Floating      | 6.96%                 | 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      | $896290.20    | 0.44%             | 2030-02-01      | Fixed         | 6.38%                 | 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      | $806230.54    | 0.39%             | 2039-02-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1174450.95   | 0.57%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     88191 | PA      | $1763.81      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                       | Senegal Government International Bond                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    450000 | PA      | $278334.82    | 0.14%             | 2033-05-23      | Fixed         | 6.25%                 | 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      | $737148.01    | 0.36%             | 2038-01-20      | Floating      | 10.22%                | 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      | $445622.32    | 0.22%             | 2038-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                          | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $365847.84    | 0.18%             | 2037-10-24      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1910000 | PA      | $1826246.50   | 0.89%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    288000 | PA      | $298928.45    | 0.15%             | 2028-02-15      | Fixed         | 9.25%                 | 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      | $976777.00    | 0.48%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                       | Nigeria Government International Bond                                            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    920000 | PA      | $936717.77    | 0.46%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                         | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462592.35    | 0.23%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586763.87    | 0.29%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                           | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $642032.34    | 0.31%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| WW International Inc                      | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      1820 | NS      | $51633.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                     | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $763110.91    | 0.37%             | 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      | $538057.79    | 0.26%             | 2031-07-15      | Fixed         | 4.50%                 | 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      | $1733110.00   | 0.85%             | 2061-04-01      | Fixed         | 3.85%                 | 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      | $141870.60    | 0.07%             | 2031-01-15      | Fixed         | 8.50%                 | 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      | $640386.50    | 0.31%             | 2038-01-25      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                      | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    610000 | PA      | $595603.39    | 0.29%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                  | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1620810.26   | 0.79%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                            | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    980000 | PA      | $971013.24    | 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      | $772028.52    | 0.38%             | 2043-04-16      | Fixed         | 4.88%                 | 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      | $536821.52    | 0.26%             | 2030-03-06      | Fixed         | 7.35%                 | 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      | $225283.20    | 0.11%             | 2048-04-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2250000 | PA      | $2252729.32   | 1.10%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1432865.97   | 0.70%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                  | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $541183.38    | 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        |    390000 | PA      | $410259.72    | 0.20%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                          | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480574.06    | 0.23%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                          | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $181935.02    | 0.09%             | 2037-04-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| WW International Inc                      | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     93014 | PA      | $82981.72     | 0.04%             | 2030-06-24      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475874.73    | 0.23%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                          | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    326700 | PA      | $320984.38    | 0.16%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                           | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1410000 | PA      | $1440922.71   | 0.70%             | 2028-03-15      | Fixed         | 6.12%                 | 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        |   1401269 | PA      | $1456563.07   | 0.71%             | 2030-11-30      | Fixed         | 6.75%                 | 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      | $1021897.94   | 0.50%             | 2041-03-10      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    360000 | PA      | $341419.28    | 0.17%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $520586.78    | 0.25%             | 2032-08-01      | Fixed         | 9.38%                 | 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      | $519820.00    | 0.25%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                         | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $465196.60    | 0.23%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR Trust 2019-HQA3                                                | CUSIP: 35564XBE0<br>LEI: 549300EUJICRX5L38Y52 | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $930683.32    | 0.45%             | 2049-09-25      | Floating      | 11.69%                | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                         | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     66471 | NS      | $1574697.99   | 0.77%             |  |  |  | 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      | $300758.22    | 0.15%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                           | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    396012 | PA      | $391919.69    | 0.19%             | 2031-07-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                            | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $845392.83    | 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      | $724046.67    | 0.35%             | 2031-03-15      | Fixed         | 7.75%                 | 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      | $698572.00    | 0.34%             | 2035-10-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                    | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $912001.33    | 0.45%             | 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        |   2060000 | PA      | $2164316.34   | 1.06%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                             | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    119659 | PA      | $282584.76    | 0.14%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust               | HIT Trust 2022-HI32                                                              | CUSIP: 40442AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $404831.44    | 0.20%             | 2039-07-15      | Floating      | 13.08%                | 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        |    360000 | PA      | $389183.40    | 0.19%             | 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      | $2497976.25   | 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      | $1117421.93   | 0.55%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2360000 | PA      | $2551124.60   | 1.25%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679982 | PA      | $685543.01    | 0.34%             | 2040-04-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                       | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $697557.28    | 0.34%             | 2035-10-18      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                  | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1892480 | PA      | $1371707.24   | 0.67%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                             | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2609635.60   | 1.28%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                  | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   1090000 | PA      | $1131639.83   | 0.55%             | 2029-05-20      | Fixed         | 7.38%                 | 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      | $800750.32    | 0.39%             | 2037-10-20      | Floating      | 14.61%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    850000 | PA      | $876106.90    | 0.43%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179079 | PA      | $174669.45    | 0.09%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1292891.40   | 0.63%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    730000 | PA      | $708368.31    | 0.35%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $584548.80    | 0.29%             | 2031-10-15      | Fixed         | 7.75%                 | 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      | $407006.79    | 0.20%             | 2034-05-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                     | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $698100.47    | 0.34%             | 2029-05-01      | Fixed         | 8.12%                 | 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      | $190801.19    | 0.09%             | 2037-07-19      | Floating      | 6.73%                 | 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      | $765889.37    | 0.37%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                  | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    630000 | PA      | $656221.86    | 0.32%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    590000 | PA      | $622572.72    | 0.30%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                      | Provincia de Cordoba                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    166670 | PA      | $167503.35    | 0.08%             | 2025-12-10      | Variable      | 6.88%                 | 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      | $489369.99    | 0.24%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                          | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    870000 | PA      | $893640.61    | 0.44%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $581183.46    | 0.28%             | 2041-11-25      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| COREWEAVE INC                             | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1034387.61   | 0.51%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                | XAI CORP                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1685775 | PA      | $1739719.80   | 0.85%             | 2028-06-30      | Fixed         | 12.50%                | 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      | $641280.51    | 0.31%             | 2034-10-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                       | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1412277.21   | 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        |   1100000 | PA      | $1173065.30   | 0.57%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                       | BUCKEYE PARTNERS LP                                                              | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    493775 | PA      | $495688.34    | 0.24%             | 2032-11-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $327012.49    | 0.16%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                         | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1482378.19   | 0.72%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                     | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    696500 | PA      | $698147.22    | 0.34%             | 2032-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1077506.80   | 0.53%             | 2042-02-25      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                         | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1157195.52   | 0.57%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.              | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $544.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4242832.61   | 2.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344796.21    | 0.17%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABCTEC Second Out TL                      | ABCTEC Second Out TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    983015 | PA      | $983015.04    | 0.48%             | 2031-09-08      | None          | 0.00%                 | No            |                  3 | 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      | $239989.42    | 0.12%             | 2038-01-25      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                          | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    161721 | PA      | $159526.90    | 0.08%             | 2030-10-15      | Fixed         | 6.88%                 | 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      | $1035853.49   | 0.51%             | 2029-10-01      | Fixed         | 5.12%                 | 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      | $1014495.10   | 0.50%             | 2068-10-25      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1296975.00   | 0.63%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                         | Kinder Morgan Inc                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1620646.05   | 0.79%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                 | Alfa SAB de CV                                                                   | CUSIP: 015398AC4<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $449274.40    | 0.22%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                      | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155168.32    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                       | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    960000 | PA      | $641764.80    | 0.31%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                      | SPIRIT DIP NEWMONEY1ST DR                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242534 | PA      | $242231.04    | 0.12%             | 2040-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                    | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138384 | PA      | $146266.91    | 0.07%             | 2026-06-29      | Floating      | 13.98%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1001504.00   | 0.49%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                         | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $534195.38    | 0.26%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                    | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1440686.88   | 0.70%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                         | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1024144.10   | 0.50%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                      | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $39672.00     | 0.02%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                         | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $407626.18    | 0.20%             | 2034-07-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |     38203 | NS      | $462.97       | 0.00%             |  |  |  | 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      | $189230.30    | 0.09%             | 2032-01-15      | Fixed         | 8.75%                 | 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      | $483334.94    | 0.24%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                  | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    678870 | PA      | $607588.65    | 0.30%             | 2029-05-01      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc     | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    770000 | PA      | $759520.30    | 0.37%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                             | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503466.80    | 0.25%             | 2037-07-20      | Floating      | 9.73%                 | 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        |     25206 | PA      | $24470.45     | 0.01%             | 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      | $108858.67    | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1528896.40   | 0.75%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434211.12    | 0.21%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                         | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $580162.40    | 0.28%             | 2033-10-15      | Fixed         | 6.50%                 | 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      | $772941.41    | 0.38%             | 2030-02-03      | Fixed         | 7.88%                 | 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      | $768745.00    | 0.38%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                             | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290223.30    | 0.14%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509586.44    | 0.25%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1233039.36   | 0.60%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                      | SPIRI DIP NEWMONEY 2ND DR                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60011 | PA      | $53859.85     | 0.03%             | 2026-07-14      | None          | 0.00%                 | 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      | $100744.11    | 0.05%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                   | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    196410 | PA      | $166297.62    | 0.08%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                          | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    577575 | PA      | $563551.12    | 0.28%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                            | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    160000 | PA      | $160071.55    | 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      | $434917.61    | 0.21%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    840000 | PA      | $797423.64    | 0.39%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $123389.60    | 0.06%             | 2028-06-05      | Fixed         | 3.69%                 | 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      | $742629.33    | 0.36%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1171201.90   | 0.57%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    323695 | PA      | $189355.75    | 0.09%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980000 | PA      | $972752.90    | 0.48%             | 2029-10-26      | Fixed         | 9.50%                 | 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      | $275479.76    | 0.13%             | 2038-01-20      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                  | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    324000 | PA      | $309078.02    | 0.15%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.             | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3470000 | PA      | $-3470000.00  | -1.70%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1500000 | PA      | $1288312.50   | 0.63%             | 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        |    420000 | PA      | $397852.64    | 0.19%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    416180 | PA      | $239544.83    | 0.12%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | 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      | $160514.77    | 0.08%             | 2037-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                       | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    480000 | PA      | $360000.00    | 0.18%             | 2040-07-31      | Variable      | 5.00%                 | 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      | $1003360.00   | 0.49%             | 2041-11-15      | Floating      | 7.60%                 | 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      | $864032.04    | 0.42%             | 2032-07-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1165950.00   | 0.57%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                   | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     65267 | NS      | $1455454.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                  | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    710000 | PA      | $724523.05    | 0.35%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                    | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $413833.50    | 0.20%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.             | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -2167755 | PA      | $-2167754.92  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2022-BNK43                                                                  | CUSIP: 06541QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $376665.09    | 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      | $444734.28    | 0.22%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                         | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417390.40    | 0.20%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                       | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1243247.90   | 0.61%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'  | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1354 | NS      | $18853.37     | 0.01%             |  |  |  | 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      | $783998.78    | 0.38%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                            | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1593422.60   | 0.78%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                     | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316378.45    | 0.15%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     50520 | PA      | $28159.92     | 0.01%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $185155.00    | 0.09%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                       | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1880000 | PA      | $1258425.00   | 0.61%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                         | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    740000 | PA      | $735899.81    | 0.36%             | 2038-01-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                          | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    540000 | PA      | $566974.62    | 0.28%             | 2029-01-15      | Fixed         | 10.25%                | 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      | $534875.00    | 0.26%             | 2038-01-22      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC             | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    393000 | PA      | $395102.55    | 0.19%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                   | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $254051.00    | 0.12%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    260000 | PA      | $266712.68    | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    188784 | PA      | $87253.21     | 0.04%             | 2034-02-01      | Variable      | 0.01%                 | 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      | $322083.21    | 0.16%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                    | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1460952.80   | 0.71%             | 2029-08-01      | Fixed         | 9.50%                 | 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       |    470000 | PA      | $464573.69    | 0.23%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                     | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $545717.25    | 0.27%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2280000 | PA      | $2355477.83   | 1.15%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                              | Carnival PLC                                                                     | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   2760000 | PA      | $2971242.00   | 1.45%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                        | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $512112.27    | 0.25%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3022000 | PA      | $2416111.36   | 1.18%             | 2045-01-23      | Fixed         | 6.38%                 | 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      | $586550.80    | 0.29%             | 2031-02-15      | Fixed         | 10.00%                | 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      | $497788.95    | 0.24%             | 2032-07-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                      | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164795.04    | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                       | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    914755 | PA      | $916968.85    | 0.45%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    159535 | PA      | $90343.09     | 0.04%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                      | Provincia de Cordoba                                                             | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1370000 | PA      | $1317770.37   | 0.64%             | 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      | $438680.88    | 0.21%             | 2037-01-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                     | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1068292.50   | 0.52%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                          | Trestles CLO VIII Ltd                                                            | CUSIP: 89533EAA6<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $304662.78    | 0.15%             | 2035-06-11      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                     | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    790000 | PA      | $787461.89    | 0.38%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336386.16    | 0.16%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                     | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241581.75    | 0.12%             | 2044-06-01      | Fixed         | 4.90%                 | 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      | $597350.88    | 0.29%             | 2037-07-15      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                           | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1679090.64   | 0.82%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                    | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172763 | PA      | $70779.13     | 0.03%             | 2026-06-29      | Variable      | 10.98%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $613860.00    | 0.30%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                    | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517317 | PA      | $178474.23    | 0.09%             | 2027-03-30      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    132946 | PA      | $75035.56     | 0.04%             | 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      | $131316.70    | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                         | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    960000 | PA      | $966114.37    | 0.47%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                    | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459661.58    | 0.22%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                    | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $479646.29    | 0.23%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                  | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $123336.01    | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1500000 | PA      | $1454612.72   | 0.71%             | 2033-06-15      | Fixed         | 6.12%                 | 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      | $12261.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1361378.20   | 0.67%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                  | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $330458.24    | 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      | $331284.60    | 0.16%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    108284 | PA      | $6226.36      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                      | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   1220000 | PA      | $1278546.58   | 0.62%             | 2029-04-15      | Fixed         | 9.62%                 | 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      | $504963.61    | 0.25%             | 2038-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                  | Yinson Boronia Production BV                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    490545 | PA      | $533860.12    | 0.26%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                       | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $414180.39    | 0.20%             | 2032-08-15      | Fixed         | 7.25%                 | 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        |    541363 | PA      | $536970.65    | 0.26%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                    | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    910000 | PA      | $886363.02    | 0.43%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712876.97    | 0.35%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999544.40    | 0.49%             | 2036-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    486000 | PA      | $593591.88    | 0.29%             | 2032-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                        | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    494942 | PA      | $476825.00    | 0.23%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2020000 | PA      | $1807900.00   | 0.88%             | 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      | $380783.16    | 0.19%             | 2032-05-31      | Fixed         | 7.75%                 | 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      | $491426.62    | 0.24%             | 2048-12-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                    | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    982631 | PA      | $989592.65    | 0.48%             | 2030-04-30      | Floating      | 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        |    710000 | PA      | $748505.43    | 0.37%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                             | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1458884.94   | 0.71%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $835035.45    | 0.41%             | 2050-01-25      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1512086.40   | 0.74%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156109.80    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1036463.89   | 0.51%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                       | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370158.66    | 0.18%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                   | Bahamas Government International Bond                                            | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    425000 | PA      | $458362.50    | 0.22%             | 2029-06-16      | Fixed         | 9.00%                 | 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      | $691292.00    | 0.34%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681999.88    | 0.33%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $481253.46    | 0.24%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited             | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493633 | PA      | $492258.65    | 0.24%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                      | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1560145.05   | 0.76%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409032.95    | 0.20%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1604000 | PA      | $2028899.60   | 0.99%             | 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        |    378378 | PA      | $393513.53    | 0.19%             | 2029-09-30      | Floating      | 9.64%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1480676.40   | 0.72%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                  | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $610656.00    | 0.30%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                       | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690687.10    | 0.34%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557392.00    | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                     | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    960000 | PA      | $938098.27    | 0.46%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                       | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    560000 | PA      | $603262.40    | 0.29%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                         | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    720000 | PA      | $703896.55    | 0.34%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623914.68    | 0.30%             | 2031-03-15      | Fixed         | 5.62%                 | 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      | $644658.13    | 0.32%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                   | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $565450.05    | 0.28%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                | FERTITTA ENTERTAINMENT L                                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    982188 | PA      | $982168.67    | 0.48%             | 2029-01-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                    | Brazilian Government International Bond                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $470250.00    | 0.23%             | 2041-01-07      | Fixed         | 5.62%                 | 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      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                    | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $279769.41    | 0.14%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     42580 | PA      | $745.14       | 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      | $1333993.92   | 0.65%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                   | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $825521.56    | 0.40%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                         | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1137739.68   | 0.56%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    390000 | PA      | $385638.86    | 0.19%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                  | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2040000 | PA      | $2169032.04   | 1.06%             | 2029-09-15      | Fixed         | 9.00%                 | 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      | $332106.04    | 0.16%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $498422.37    | 0.24%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262609.00    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                    | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    960000 | PA      | $979416.96    | 0.48%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                  | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $608980.30    | 0.30%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                          | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    710000 | PA      | $759056.46    | 0.37%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                   | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $408261.60    | 0.20%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                  | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   2910000 | PA      | $2955558.96   | 1.44%             | 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      | $1550748.33   | 0.76%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $73812.64     | 0.04%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer