# EDGAR Filing Document

**Accession Number:** 0001058239
**File Stem:** 0000940400-25-013943
**Filing Date:** 2025-12
**Character Count:** 187812
**Document Hash:** e3388cf242fbdc79e6254f15c0a9b832
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013943.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013943

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET HIGH INCOME FUND II INC.
- **CENTRAL INDEX KEY:** 0001058239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08709
- **FILM NUMBER:** 251587225

**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 HIGH INCOME FUND II INC
- **DATE OF NAME CHANGE:** 19980421

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS HIGH YIELD BOND FUND IN
- **DATE OF NAME CHANGE:** 19980319

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Western Asset High Income Fund II Inc.

- **b. Investment Company Act file number:** 811-08709

- **c. CIK number of Registrant:** 0001058239

- **d. LEI of Registrant:** 549300LH0LPNF7USIA77

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

- **a. Name of Series:** Western Asset High Income Fund II Inc.

- **c. LEI of Series:** 549300LH0LPNF7USIA77

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**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:** $589839594.14

**Total Liabilities:** $195891213.90

**Net Assets:** $393948380.24

**Delayed Delivery Securities:** $370000.00

**Cash Not Reported:** $758738.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1991.65000000 | **1-Year:** 2455.82000000 | **5-Year:** 16906.46000000 | **10-Year:** 23897.24000000 | **30-Year:** 1981.24000000

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

- **3-Month:** 1291.24000000 | **1-Year:** 46976.87000000 | **5-Year:** 89577.99000000 | **10-Year:** 35333.93000000 | **30-Year:** 547.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 3.04%                | 1.83%                | -1.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $424401.39               | $4191087.55                                |
| Month 2  | $2537251.82              | $538824.91                                 |
| Month 3  | $-5414226.74             | $4009967.76                                |

### 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      | $1271.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                            | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1262611.03   | 0.32%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    680000 | PA      | $688189.92    | 0.17%             | 2033-09-15      | Fixed         | 6.25%                 | 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        |   2220000 | PA      | $2239481.63   | 0.57%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                 | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $492509.24    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2591351.14   | 0.66%             | 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        |   1180000 | PA      | $1226369.28   | 0.31%             | 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        |   1410000 | PA      | $1516807.50   | 0.39%             | 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        |    800000 | PA      | $816085.54    | 0.21%             | 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        |   5620000 | PA      | $5713134.64   | 1.45%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                   | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    985031 | PA      | $983538.93    | 0.25%             | 2030-09-20      | Floating      | 5.71%                 | 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        |   1430000 | PA      | $1781396.76   | 0.45%             | 2033-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                              | FLEETCOR TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1770000 | PA      | $1739025.00   | 0.44%             | 2033-01-14      | Floating      | 7.03%                 | No            |                  3 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2350000 | PA      | $1805322.64   | 0.46%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                      | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    630000 | PA      | $668715.39    | 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        |   1440000 | PA      | $1571220.00   | 0.40%             | 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        |   1120000 | PA      | $1123365.48   | 0.29%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     37080 | PA      | $463.50       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546665.32    | 0.14%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2110000 | PA      | $1737268.50   | 0.44%             | 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        |   1210000 | PA      | $1218917.70   | 0.31%             | 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        |   1985025 | PA      | $1992468.84   | 0.51%             | 2031-01-31      | Floating      | 6.00%                 | 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        |   2000000 | PA      | $2122133.20   | 0.54%             | 2044-01-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2447499.33   | 0.62%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                  | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1578228.00   | 0.40%             | 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        |    710000 | PA      | $744547.18    | 0.19%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                  | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1620000 | PA      | $1472995.38   | 0.37%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                   | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1205812 | PA      | $1210659.23   | 0.31%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                     | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     49756 | NS      | $1236934.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3324000 | PA      | $-3324000.00  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc) | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1469943 | PA      | $1473390.43   | 0.37%             | 2028-08-02      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                              | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    700000 | PA      | $694951.81    | 0.18%             | 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        |   1870000 | PA      | $1952106.09   | 0.50%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $881263.90    | 0.22%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                      | SPIRIT AIRLINES LLC                                                              | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51648 | NS      | $18593.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                          | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1797318 | PA      | $1806727.18   | 0.46%             | 2029-03-12      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                  | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1426385.68   | 0.36%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                       | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2200000 | PA      | $2108862.01   | 0.54%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                  | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   2558432 | PA      | $1957200.57   | 0.50%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2350000 | PA      | $2489521.85   | 0.63%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $909173.33    | 0.23%             | 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        |    850000 | PA      | $877151.55    | 0.22%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                  | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1717672.06   | 0.44%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1593789.92   | 0.40%             | 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        |  -3661125 | PA      | $-3661125.00  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                      | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1414884.75   | 0.36%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                  | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1736272.18   | 0.44%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1130000 | PA      | $1068137.53   | 0.27%             | 2038-02-23      | Fixed         | 7.70%                 | 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        |    490000 | PA      | $434497.55    | 0.11%             | 2048-08-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3984556 | PA      | $-3984555.82  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                      | STATION CASINOS LLC                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1477500 | PA      | $1480395.90   | 0.38%             | 2031-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                 | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1410412.50   | 0.36%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                  | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1623406.65   | 0.41%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $316210.68    | 0.08%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                           | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    980000 | PA      | $985989.03    | 0.25%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5800000 | PA      | $6171391.40   | 1.57%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                                      | LUXCO3 DUMMY EQUITY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54680 | NS      | $917356.56    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves  | Western Asset Premier Institutional Government Reserves                          | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |   7054843 | NS      | $7054842.97   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | GOLDMAN SACHS & CO                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -3333315 | PA      | $-3333315.20  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                    | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1717109.03   | 0.44%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                           | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $199049.60    | 0.05%             | 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        |       422 | NS      | $151.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                  | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $147639.35    | 0.04%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1118372.08   | 0.28%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2060000 | PA      | $1908221.05   | 0.48%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                 | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901373 | PA      | $781950.09    | 0.20%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                            | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170328.42   | 0.30%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                       | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   2221931 | PA      | $2231652.19   | 0.57%             | 2029-04-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                               | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $672624.64    | 0.17%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                            | CUSIP: 056732AG5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1030000 | PA      | $1043905.00   | 0.26%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158970.79    | 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        |    970000 | PA      | $987907.17    | 0.25%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                             | WB Commercial Mortgage Trust 2024-HQ                                             | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1054390.68   | 0.27%             | 2040-03-15      | Variable      | 8.01%                 | 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        |   2110000 | PA      | $2198286.62   | 0.56%             | 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        |    630000 | PA      | $624526.88    | 0.16%             | 2037-01-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                          | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2432202.83   | 0.62%             | 2095-11-15      | Fixed         | 7.50%                 | 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        |   1500000 | PA      | $1539581.40   | 0.39%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TRANSDIGM INC                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2462578 | PA      | $2468697.62   | 0.63%             | 2031-02-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597132.05    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1964557 | PA      | $1969468.36   | 0.50%             | 2028-08-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                        | Republic of Kenya Government International Bond                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1500000 | PA      | $1540531.61   | 0.39%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                    | Costa Rica Government International Bond                                         | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    460000 | PA      | $505310.00    | 0.13%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1014216.75   | 0.26%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    845500 | PA      | $778959.15    | 0.20%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                        | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1417347.20   | 0.36%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                       | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    490000 | PA      | $512938.65    | 0.13%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1142278.20   | 0.29%             | 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        |   1962112 | PA      | $1969518.71   | 0.50%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                     | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    990019 | PA      | $991919.59    | 0.25%             | 2031-05-16      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                            | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3200000 | PA      | $3617557.12   | 0.92%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1363360.39   | 0.35%             | 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        |   1820000 | PA      | $1919124.48   | 0.49%             | 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        |   3760000 | PA      | $3849572.52   | 0.98%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                     | KIND Trust 2021-KIND                                                             | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487782 | PA      | $1470125.00   | 0.37%             | 2038-08-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2401735.25   | 0.61%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                    | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1967687.20   | 0.50%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    780000 | PA      | $885397.83    | 0.22%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1110179.34   | 0.28%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                          | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    390000 | PA      | $391316.25    | 0.10%             | 2031-07-31      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                               | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $822303.43    | 0.21%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                            | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1201097.52   | 0.30%             | 2038-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656780.15    | 0.17%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SMRT                                                     | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494428.25   | 0.38%             | 2039-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1220202.00   | 0.31%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                    | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1240000 | PA      | $1226707.50   | 0.31%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                 | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20708.56     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    316072 | PA      | $6321.44      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                         | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2119000 | PA      | $1734637.77   | 0.44%             | 2041-07-15      | Fixed         | 2.85%                 | 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       |   1450000 | PA      | $1504186.50   | 0.38%             | 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        |   1879348 | PA      | $1000752.56   | 0.25%             | 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        |   3770000 | PA      | $3350136.34   | 0.85%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                             | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $106421.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                   | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $554164.20    | 0.14%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                  | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $940670.07    | 0.24%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1910000 | PA      | $1991147.42   | 0.51%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                     | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1057560.71   | 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        |   1520000 | PA      | $1568872.56   | 0.40%             | 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        |   1540000 | PA      | $1632341.48   | 0.41%             | 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        |   1963769 | PA      | $1892582.16   | 0.48%             | 2028-04-06      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $2841607.82   | 0.72%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                 | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1108137.41   | 0.28%             | 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        |    670000 | PA      | $673798.90    | 0.17%             | 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        |   1300000 | PA      | $1251801.98   | 0.32%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                      | Turkiye Government International Bond                                            | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1400000 | PA      | $1406082.54   | 0.36%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                 | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1533469.12   | 0.39%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1176000 | PA      | $1194216.24   | 0.30%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                       | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3330000 | PA      | $3262567.50   | 0.83%             | 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        |    910000 | PA      | $810063.53    | 0.21%             | 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        |   2320000 | PA      | $2177511.93   | 0.55%             | 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        |   1190000 | PA      | $1063498.62   | 0.27%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                  | RED PLANET BORROWER LLC                                                          | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1341864.40   | 0.34%             | 2032-09-08      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                  | Dryden 119 CLO Ltd                                                               | CUSIP: 26254LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2057492.20   | 0.52%             | 2036-04-15      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4110000 | PA      | $3027117.75   | 0.77%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                          | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540274.28    | 0.14%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                      | MKS INSTRUMENTS INC                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   1129195 | PA      | $1133129.77   | 0.29%             | 2029-08-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2660611.10   | 0.68%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                        | Elevation CLO 2016-5 Ltd                                                         | CUSIP: 28623BAC7<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1205694.96   | 0.31%             | 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        |   2280000 | PA      | $2311670.59   | 0.59%             | 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        |    455669 | PA      | $455776.54    | 0.12%             | 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        |   2150000 | PA      | $2108737.85   | 0.54%             | 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        |   1000000 | PA      | $1035514.00   | 0.26%             | 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        |    710000 | PA      | $724775.81    | 0.18%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                  | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    970000 | PA      | $937681.15    | 0.24%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                           | Bain Capital Credit CLO 2020-3 Ltd                                               | CUSIP: 05684CBA2<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $652141.30    | 0.17%             | 2034-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2332557.70   | 0.59%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                 | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $265540.92    | 0.07%             | 2031-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails CLO XIV Ltd                                                         | CUSIP: 67515MAG3<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |   1420000 | PA      | $1433981.75   | 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        |    850000 | PA      | $860929.39    | 0.22%             | 2038-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1295702.40   | 0.33%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $485020.88    | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1301994.15   | 0.33%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    272000 | PA      | $282086.03    | 0.07%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1585000 | PA      | $1500690.05   | 0.38%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                  | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $609259.48    | 0.15%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                        | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773044.50    | 0.20%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                     | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     16972 | NS      | $590965.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2620000 | PA      | $2483890.21   | 0.63%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3580000 | PA      | $3260538.70   | 0.83%             | 2028-06-01      | Fixed         | 4.88%                 | 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        |   1080000 | PA      | $665254.34    | 0.17%             | 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        |    190000 | PA      | $266255.97    | 0.07%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503967.15    | 0.13%             | 2037-07-25      | Floating      | 7.01%                 | 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        |   1260000 | PA      | $1241387.78   | 0.32%             | 2038-01-25      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                 | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3279479.08   | 0.83%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                           | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1210000 | PA      | $1196419.19   | 0.30%             | 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        |   2400000 | PA      | $1832480.95   | 0.47%             | 2043-04-16      | Fixed         | 4.88%                 | 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        |    600000 | PA      | $423006.00    | 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        |   3050000 | PA      | $3055833.06   | 0.78%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    239445 | PA      | $4788.90      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                           | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3267323.41   | 0.83%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                            | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAC7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    353336 | PA      | $353888.50    | 0.09%             | 2026-04-23      | Floating      | 6.33%                 | 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        |   1190000 | PA      | $1246416.71   | 0.32%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2021-BNK35                                                                  | CUSIP: 06540CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $348248.01    | 0.09%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                     | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    867246 | PA      | $774381.64    | 0.20%             | 2030-06-25      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    920000 | PA      | $928463.84    | 0.24%             | 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        |    290000 | PA      | $293140.87    | 0.07%             | 2037-04-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                  | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    930000 | PA      | $963785.27    | 0.24%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $819778.46    | 0.21%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                         | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    821700 | PA      | $804855.15    | 0.20%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1016476.21   | 0.26%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    414893 | PA      | $3111.70      | 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        |   2926369 | PA      | $3022880.65   | 0.77%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                 | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1046066.40   | 0.27%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    740000 | PA      | $699617.21    | 0.18%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1564806.60   | 0.40%             | 2041-03-10      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | Vale Overseas Ltd                                                                | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2960000 | PA      | $3367858.40   | 0.85%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                          | Dcert Buyer Inc                                                                  | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    500000 | PA      | $452605.00    | 0.11%             | 2029-02-19      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                     | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $945078.68    | 0.24%             | 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        |    990000 | PA      | $1045923.12   | 0.27%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                           | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996813.60    | 0.25%             | 2041-03-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                          | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3065302.77   | 0.78%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                        | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     28683 | NS      | $681221.25    | 0.17%             |  |  |  | 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        |    480000 | PA      | $573568.98    | 0.15%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2250000 | PA      | $2249232.53   | 0.57%             | 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        |   1390000 | PA      | $1452381.81   | 0.37%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -4120200 | PA      | $-4120200.00  | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                   | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1826451.12   | 0.46%             | 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        |   2380000 | PA      | $2486012.34   | 0.63%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                            | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1313936.20   | 0.33%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    241173 | PA      | $580322.53    | 0.15%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                       | Bahrain Government International Bond                                            | CUSIP: 05674RAD6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2750000 | PA      | $2560266.34   | 0.65%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                          | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    643520 | PA      | $640212.59    | 0.16%             | 2031-07-31      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                    | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    981959 | PA      | $974039.26    | 0.25%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                  | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2611000.00   | 0.66%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                  | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    400000 | PA      | $419350.00    | 0.11%             | 2034-06-30      | Fixed         | 7.00%                 | 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        |    750000 | PA      | $805974.75    | 0.20%             | 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        |   3060000 | PA      | $3302596.80   | 0.84%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397664 | PA      | $1409151.23   | 0.36%             | 2040-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                          | OHA Credit Funding 18 Ltd                                                        | CUSIP: 67706JAL8<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1013000.90   | 0.26%             | 2037-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $2029770.72   | 0.52%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                      | MidOcean Credit CLO XVIII LLC                                                    | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $757046.26    | 0.19%             | 2035-10-18      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| TANZANIA PRIVATE BL                                      | TANZANIA PRIVATE BL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TZ        |    400000 | PA      | $394000.00    | 0.10%             | 2031-04-30      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1567105.58   | 0.40%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2022-II Ltd                                                         | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $468883.99    | 0.12%             | 2035-04-19      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                 | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1967189 | PA      | $1448342.84   | 0.37%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2043189.10   | 0.52%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                 | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   1670000 | PA      | $1730098.11   | 0.44%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5051707 | PA      | $5564982.96   | 1.41%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                     | Telecom Argentina SA                                                             | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    920000 | PA      | $958732.00    | 0.24%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                  | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1521592.96   | 0.39%             | 2037-10-20      | Floating      | 14.61%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    202000 | PA      | $205257.45    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1440000 | PA      | $1485885.36   | 0.38%             | 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        |    328312 | PA      | $320514.61    | 0.08%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                            | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493540.74    | 0.13%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4320000 | PA      | $4684468.16   | 1.19%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2535700.65   | 0.64%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                    | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1360000 | PA      | $1412557.20   | 0.36%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431159 | PA      | $1442085.39   | 0.37%             | 2034-05-15      | Floating      | 7.72%                 | 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        |   1500000 | PA      | $1499460.00   | 0.38%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                    | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1473737 | PA      | $1477752.45   | 0.38%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                 | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1300557.21   | 0.33%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    161000 | PA      | $165146.39    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                   | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3123798.48   | 0.79%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |   1020000 | PA      | $935149.36    | 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        |    930000 | PA      | $948437.50    | 0.24%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717881.71    | 0.18%             | 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        |   3321675 | PA      | $3481530.61   | 0.88%             | 2028-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $6291603.53   | 1.60%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1540871.50   | 0.39%             | 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      | $494510.68    | 0.13%             | 2032-11-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                     | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |   1100000 | PA      | $1121092.50   | 0.28%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $136648.33    | 0.03%             | 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        |   2080000 | PA      | $2279655.04   | 0.58%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                       | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2631432.96   | 0.67%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                    | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1373100 | PA      | $1376319.92   | 0.35%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                        | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2311816.47   | 0.59%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1040705.12   | 0.26%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                             | COTIVITI INC                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1477575 | PA      | $1427093.65   | 0.36%             | 2031-05-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ABCTEC Second Out TL                                     | ABCTEC Second Out TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1867250.00   | 0.47%             | 2031-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $787520.00    | 0.20%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2170878.72   | 0.55%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $994531.83    | 0.25%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2258040.64   | 0.57%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                 | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $376695.02    | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                     | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    540000 | PA      | $476550.00    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $691268.16    | 0.18%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                    | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308551.99    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                           | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000056.20   | 0.51%             | 2031-04-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                   | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125202 | PA      | $133183.12    | 0.03%             | 2026-06-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                        | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $203144.00    | 0.05%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                   | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2765959.68   | 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        |   1990000 | PA      | $2096281.92   | 0.53%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $1002244.06   | 0.25%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1925250 | PA      | $1845097.88   | 0.47%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                        | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $579907.55    | 0.15%             | 2034-07-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                     | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   1450000 | PA      | $143811.00    | 0.04%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | CN        |    103724 | NS      | $1359.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                   | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $353784.87    | 0.09%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4444222.55   | 1.13%             | N/A             | Fixed         | 9.00%                 | 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        |   2480000 | PA      | $2356023.06   | 0.60%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                 | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   1357740 | PA      | $1216589.35   | 0.31%             | 2029-05-01      | Floating      | 9.85%                 | 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        |   1552257 | PA      | $1532931.48   | 0.39%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                 | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526299.00    | 0.13%             | 2032-07-15      | Fixed         | 7.25%                 | 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        |     51616 | PA      | $50109.57     | 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        |     75885 | PA      | $42776.40     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    350000 | PA      | $343731.50    | 0.09%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2718886.50   | 0.69%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3958473.36   | 1.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                        | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1520965.20   | 0.39%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                     | Arini US Clo III Ltd                                                             | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370925.00    | 0.09%             | 2039-01-15      | Floating      | 0.01%                 | 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       |   1700000 | PA      | $1749274.50   | 0.44%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                   | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1023285.42   | 0.26%             | 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        |   2410000 | PA      | $2415876.57   | 0.61%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                             | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     79511 | PA      | $79627.53     | 0.02%             | 2030-12-31      | Floating      | 7.59%                 | 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        |   1150000 | PA      | $1158633.17   | 0.29%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                    | Sycamore Tree CLO 2024-5 Ltd                                                     | CUSIP: 87122QAA0<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.25%             | 2036-04-20      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                                  | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    392821 | PA      | $344372.00    | 0.09%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                      | Apex Credit CLO 2020 LTD                                                         | CUSIP: 03756ABL0<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |    490000 | PA      | $491735.68    | 0.12%             | 2035-04-20      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400452 | PA      | $384811.78    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1331077.09   | 0.34%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                      | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4500000 | PA      | $3279420.00   | 0.83%             | 2029-08-15      | Fixed         | 5.75%                 | 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        |    220000 | PA      | $245401.26    | 0.06%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2001326.27   | 0.51%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2310880.66   | 0.59%             | 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        |    132798 | PA      | $74045.81     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                         | Ocean Trails CLO XII Ltd                                                         | CUSIP: 67515FAE3<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $698879.02    | 0.18%             | 2035-07-20      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                        | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1491079.89   | 0.38%             | 2030-05-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                               | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1960000 | PA      | $1968575.00   | 0.50%             | 2029-10-26      | Fixed         | 9.50%                 | 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        |    934000 | PA      | $879188.60    | 0.22%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    394000 | PA      | $429802.78    | 0.11%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                             | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    659103 | PA      | $624981.16    | 0.16%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                                     | Sunrise HoldCo IV BV                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    459000 | PA      | $457310.97    | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                     | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1239191.26   | 0.31%             | 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        |    170740 | PA      | $94159.39     | 0.02%             | 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        |    310000 | PA      | $311085.00    | 0.08%             | 2037-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                        | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $619800.00    | 0.16%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                 | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963304.71    | 0.24%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                  | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     15711 | NS      | $347998.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                 | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1420037.90   | 0.36%             | 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        |   1410000 | PA      | $1453399.80   | 0.37%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                  | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055065.00   | 0.27%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK43                                                                  | CUSIP: 06541QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1667665.58   | 0.42%             | 2055-08-15      | Fixed         | 3.00%                 | 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        |   1500000 | PA      | $1439587.68   | 0.37%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -6131380 | PA      | $-6131380.17  | -1.56%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                        | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    820000 | PA      | $843301.92    | 0.21%             | 2028-06-01      | Fixed         | 8.50%                 | 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        |      3904 | NS      | $58888.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC LTD                                           | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3030000 | PA      | $3170211.83   | 0.80%             | 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        |    610000 | PA      | $622982.02    | 0.16%             | 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        |     20726 | PA      | $10987.19     | 0.00%             | 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        |    370000 | PA      | $372220.00    | 0.09%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                  | JAZZ FINANCING LUX SARL                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    704591 | PA      | $707085.61    | 0.18%             | 2028-05-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                      | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2240000 | PA      | $1671747.10   | 0.42%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $844795.09    | 0.21%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                           | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974622.70    | 0.25%             | 2034-09-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1610000 | PA      | $1601097.99   | 0.41%             | 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        |   1060000 | PA      | $1113617.98   | 0.28%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK41                                                                  | CUSIP: 06540MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1416680.37   | 0.36%             | 2065-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    670000 | PA      | $669300.92    | 0.17%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                        | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     77000 | PA      | $107723.00    | 0.03%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXIV Ltd                                                               | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $302995.05    | 0.08%             | 2035-04-15      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     77450 | PA      | $32415.95     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                   | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2852752.60   | 0.72%             | 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       |    930000 | PA      | $915003.33    | 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        |   1750000 | PA      | $1502488.75   | 0.38%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1007391.53   | 0.26%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                     | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    850000 | PA      | $843416.65    | 0.21%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2038000 | PA      | $2083302.29   | 0.53%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1368199.54   | 0.35%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                             | Carnival PLC                                                                     | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   6990000 | PA      | $7476791.64   | 1.90%             | 2029-10-28      | Fixed         | 1.00%                 | 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        |   1790000 | PA      | $1784841.76   | 0.45%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                     | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $524546.23    | 0.13%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     65450 | PA      | $33604.34     | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1782741 | PA      | $1786155.09   | 0.45%             | 2028-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1650382.14   | 0.42%             | 2036-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1640000 | PA      | $1562100.00   | 0.40%             | 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        |    990000 | PA      | $987034.65    | 0.25%             | 2037-01-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                     | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $600613.20    | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $721055.00    | 0.18%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                    | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239139.13    | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                              | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1170000 | PA      | $1164828.83   | 0.30%             | 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        |   1900000 | PA      | $2222159.50   | 0.56%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Aimco                                                    | AIMCO CLO 22 Ltd                                                                 | CUSIP: 00901VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1525380.60   | 0.39%             | 2037-04-19      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     54542 | PA      | $27972.07     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                  | HalseyPoint CLO 3 Ltd                                                            | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $783121.64    | 0.20%             | 2037-07-30      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                   | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1370187 | PA      | $456272.26    | 0.12%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $254587.50    | 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        |   2540000 | PA      | $2575230.94   | 0.65%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    540000 | PA      | $369225.00    | 0.09%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                   | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647767.25    | 0.16%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Parent Inc                                      | Cardinal Parent Inc                                                              | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |    915082 | PA      | $905743.13    | 0.23%             | 2027-11-12      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     98000 | PA      | $109726.86    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2750000 | PA      | $2681634.12   | 0.68%             | 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        |     72692 | NS      | $26169.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2034425.12   | 0.52%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                      | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   2240000 | PA      | $2480366.76   | 0.63%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5220000 | PA      | $4244283.34   | 1.08%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666303.30    | 0.17%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                 | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $228429.31    | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                 | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $631241.22    | 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        |  14780000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    294006 | PA      | $16905.32     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                   | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1764483.21   | 0.45%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                        | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    446945 | PA      | $449892.96    | 0.11%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                     | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   2120000 | PA      | $2230765.76   | 0.57%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                                   | Venture 43 CLO Ltd                                                               | CUSIP: 92290CAG4<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1209526.50   | 0.31%             | 2034-04-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                 | MetLife Capital Trust IV                                                         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1237998.30   | 0.31%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                      | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1030118.66   | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                     | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1103852.56   | 0.28%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                            | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1176000 | PA      | $1164150.15   | 0.30%             | 2038-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1395502.29   | 0.35%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1313882.50   | 0.33%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7627000 | PA      | $6584763.43   | 1.67%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                    | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $657042.52    | 0.17%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1344450.00   | 0.34%             | 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        |    840000 | PA      | $884801.40    | 0.22%             | 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        |    970000 | PA      | $926176.37    | 0.24%             | 2048-12-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                   | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   2456577 | PA      | $2474497.47   | 0.63%             | 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        |   2330000 | PA      | $2446856.49   | 0.62%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                            | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $4149863.85   | 1.05%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $955295.30    | 0.24%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2961000 | PA      | $3009160.67   | 0.76%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                      | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1008545.60   | 0.26%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2019145.24   | 0.51%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $361053.94    | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                            | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   2060000 | PA      | $2218620.00   | 0.56%             | 2029-06-16      | Fixed         | 9.00%                 | 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        |    750000 | PA      | $750332.63    | 0.19%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2463123.93   | 0.63%             | 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        |    751000 | PA      | $750915.21    | 0.19%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                            | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038877.65   | 0.26%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2021-BNK35                                                                  | CUSIP: 06540CCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846154 | PA      | $661315.44    | 0.17%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $578370.64    | 0.15%             | 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        |   1480900 | PA      | $1472274.01   | 0.37%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                       | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    927027 | PA      | $964108.10    | 0.24%             | 2029-09-30      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4320000 | PA      | $4558779.36   | 1.16%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                  | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $3208595.72   | 0.81%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                 | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1203427.96   | 0.31%             | 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        |    880000 | PA      | $882522.28    | 0.22%             | 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        |    960000 | PA      | $1083938.88   | 0.28%             | 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        |   1920000 | PA      | $1826360.45   | 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        |   2200000 | PA      | $2364072.11   | 0.60%             | 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        |   2098000 | PA      | $2035760.52   | 0.52%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1451841.50   | 0.37%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    840000 | PA      | $800367.88    | 0.20%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                  | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1111747.84   | 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        |   1963124 | PA      | $1963624.42   | 0.50%             | 2029-01-27      | Floating      | 7.21%                 | 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       |   5210000 | PA      | $5523454.44   | 1.40%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                   | Brazilian Government International Bond                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1500000 | PA      | $1420050.00   | 0.36%             | 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        |   1050000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                  | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1307389.52   | 0.33%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $400850.00    | 0.10%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -6111134 | PA      | $-6111133.75  | -1.55%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                   | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    740000 | PA      | $765682.44    | 0.19%             | 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        |    115611 | PA      | $2023.19      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020977.00   | 0.26%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                 | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  89000000 | PA      | $2479676.41   | 0.63%             | 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        |   1580000 | PA      | $1615960.80   | 0.41%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer