# EDGAR Filing Document

**Accession Number:** 0001058239
**File Stem:** 0001752724-25-156126
**Filing Date:** 2025-6
**Character Count:** 183916
**Document Hash:** 2aea06ee52c390e5d4ff93bc4a5d3287
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156126.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156126

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250430

**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:** 251073200

**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:** 2025-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $582334797.35

**Total Liabilities:** $198670625.52

**Net Assets:** $383664171.83

**Delayed Delivery Securities:** $364272.00

**Cash Not Reported:** $927000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2099.84000000 | **1-Year:** 2929.31000000 | **5-Year:** 19468.00000000 | **10-Year:** 25081.06000000 | **30-Year:** 1579.85000000

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

- **3-Month:** 709.62000000 | **1-Year:** 46535.02000000 | **5-Year:** 98380.50000000 | **10-Year:** 27645.08000000 | **30-Year:** 297.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 3.71%                | -3.89%               | -1.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1405724.27              | $784847.02                                 |
| Month 2  | $948882.68               | $-9373037.35                               |
| Month 3  | $-257417.33              | $-6064249.83                               |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $179850.03    | 0.05%             |  |  |  | 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      | $4880303.39   | 1.27%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      790000 | PA      | $780948.02    | 0.20%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                     | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $982069.68    | 0.26%             | 2034-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                 | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     5620000 | PA      | $5453134.89   | 1.42%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2350000 | PA      | $1576392.69   | 0.41%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $1714757.47   | 0.45%             | 2033-10-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                   | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      990019 | PA      | $982207.50    | 0.26%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                      | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      630000 | PA      | $657479.97    | 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      | $1559508.48   | 0.41%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -3536744 | PA      | $-3536744.43  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |       37080 | PA      | $556.20       | 0.00%             | 2028-09-30      | None          | 0.00%                 | 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      | $3139341.44   | 0.82%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2110000 | PA      | $1547054.85   | 0.40%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                 | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1364774 | PA      | $1388862.63   | 0.36%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                 | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     1995000 | PA      | $1993334.18   | 0.52%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                 | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      190000 | PA      | $224444.17    | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | 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      | $2069292.80   | 0.54%             | 2044-01-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                  | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1540336.50   | 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      | $721930.14    | 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        |     1820000 | PA      | $1589999.32   | 0.41%             | 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        |     1211933 | PA      | $1210611.74   | 0.32%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                     | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |       51481 | NS      | $1272095.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2326614.81   | 0.61%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                     | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2670000 | PA      | $1630773.36   | 0.43%             | 2042-02-22      | Fixed         | 4.12%                 | 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        |     1477779 | PA      | $1472237.80   | 0.38%             | 2028-08-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1907061.34   | 0.50%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                 | Saudi Government International Bond                                              | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3000000 | PA      | $2957925.00   | 0.77%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $689360.70    | 0.18%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                          | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     1806373 | PA      | $1807366.25   | 0.47%             | 2029-03-12      | Floating      | 8.32%                 | 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      | $1393576.25   | 0.36%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                  | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      392000 | PA      | $192645.30    | 0.05%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                     | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     2460000 | PA      | $2792245.28   | 0.73%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                       | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2200000 | PA      | $1761072.50   | 0.46%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                      | SPIRIT AIRLINES LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51648 | NS      | $431260.80    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| Diamond Sports Net, LLC                                  | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     2373967 | PA      | $2130635.09   | 0.56%             | 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      | $2467972.35   | 0.64%             | 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      | $1087949.82   | 0.28%             | 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      | $849831.96    | 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      | $1603626.97   | 0.42%             | 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        |     4520000 | PA      | $4586914.08   | 1.20%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)    | OSAIC HOLDINGS INC                                                               | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      990031 | PA      | $987506.63    | 0.26%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                  | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     2261000 | PA      | $2215812.33   | 0.58%             | 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      | $879584.94    | 0.23%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                     | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     1759000 | PA      | $1758889.18   | 0.46%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                     | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     2233153 | PA      | $2234091.04   | 0.58%             | 2029-04-14      | Floating      | 6.57%                 | 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        |      790000 | PA      | $689742.68    | 0.18%             | 2048-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1001175.00   | 0.26%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                      | STATION CASINOS LLC                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     1485000 | PA      | $1476394.43   | 0.38%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                 | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $1817381.20   | 0.47%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      360000 | PA      | $352180.80    | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                          | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     1161168 | PA      | $1127140.07   | 0.29%             | 2026-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      760000 | PA      | $796413.12    | 0.21%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     5800000 | PA      | $5745647.04   | 1.50%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                             | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      540000 | PA      | $538182.93    | 0.14%             | 2034-04-15      | Floating      | 7.92%                 | 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        |     6630438 | NS      | $6630437.54   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      580000 | PA      | $591544.22    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $3523.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STATE OF QATAR                                           | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      500000 | PA      | $489994.75    | 0.13%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                  | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      500000 | PA      | $350629.73    | 0.09%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2510000 | PA      | $2544314.21   | 0.66%             | N/A             | Fixed         | 8.12%                 | 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      | $1812712.12   | 0.47%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2483625.00   | 0.65%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARCOSA INC                                               | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      640000 | PA      | $652758.84    | 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      | $975742.61    | 0.25%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      970000 | PA      | $949429.70    | 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      | $1064037.66   | 0.28%             | 2040-03-15      | Variable      | 8.28%                 | 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      | $1191988.08   | 0.31%             | 2038-04-15      | Floating      | 7.04%                 | 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      | $2128097.47   | 0.55%             | 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      | $619604.22    | 0.16%             | 2037-01-20      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                  | HCA Inc                                                                          | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2206945.91   | 0.58%             | 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      | $1441890.00   | 0.38%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TRANSDIGM INC                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2475047 | PA      | $2453501.58   | 0.64%             | 2031-02-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1974684 | PA      | $1911592.41   | 0.50%             | 2028-08-19      | Floating      | 8.42%                 | 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      | $1319589.00   | 0.34%             | 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      | $469906.85    | 0.12%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                     | WW International Inc                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |      770000 | PA      | $183811.20    | 0.05%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                 | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      845500 | PA      | $656057.27    | 0.17%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                            | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3485547.74   | 0.91%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                        | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1410401.30   | 0.37%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp (f/k/a II-VI Incorporated)                 | COHERENT CORP                                                                    | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     1321749 | PA      | $1309635.01   | 0.34%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc                                         | ABE INVESTMENT HOLDINGS                                                          | CUSIP: 37427UAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      160000 | PA      | $158600.00    | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                       | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      490000 | PA      | $494287.50    | 0.13%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                               | Pactiv LLC                                                                       | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1424380.86   | 0.37%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      330000 | PA      | $337859.61    | 0.09%             | 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        |     1971996 | PA      | $1959424.96   | 0.51%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                     | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      995006 | PA      | $978215.52    | 0.25%             | 2031-05-16      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                 | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1223654.85   | 0.32%             | 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      | $1889659.94   | 0.49%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                      | Turkiye Government International Bond                                            | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1400000 | PA      | $1353917.60   | 0.35%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                    | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3717626.30   | 0.97%             | 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      | $1459530.06   | 0.38%             | 2038-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2289938.98   | 0.60%             | 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        |     2500000 | PA      | $2569627.93   | 0.67%             | 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      | $875530.38    | 0.23%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                                 | FERTITTA ENTERTAINMENT LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     1973295 | PA      | $1927051.26   | 0.50%             | 2029-01-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                   | Oman Government International Bond                                               | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      800000 | PA      | $810065.20    | 0.21%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                   | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      650000 | PA      | $664416.35    | 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      | $1464484.95   | 0.38%             | 2039-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     3530000 | PA      | $3449249.52   | 0.90%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                      | MKS INSTRUMENTS INC                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     1293814 | PA      | $1287668.24   | 0.34%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                       | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1132191.00   | 0.30%             | 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      | $1124524.63   | 0.29%             | 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        |      890000 | PA      | $847480.87    | 0.22%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                                 | FIRST EAGLE HOLDINGS INC                                                         | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      990000 | PA      | $988693.20    | 0.26%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      301308 | PA      | $7532.70      | 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      | $1687403.78   | 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       |      910000 | PA      | $926653.00    | 0.24%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                 | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1852792 | PA      | $1469495.28   | 0.38%             | 2030-03-06      | Fixed         | 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      | $3532206.12   | 0.92%             | 2028-02-15      | Fixed         | 8.25%                 | 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      | $923692.92    | 0.24%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                    | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-234270.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $998750.65    | 0.26%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                     | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |     1110000 | PA      | $971330.14    | 0.25%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1910000 | PA      | $1969292.13   | 0.51%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                         | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1604790.99   | 0.42%             | 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        |     1973763 | PA      | $1946011.42   | 0.51%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $3153051.58   | 0.82%             | 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      | $1088787.95   | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | 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      | $1524998.61   | 0.40%             | 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      | $1135271.25   | 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      | $3107389.50   | 0.81%             | 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        |     1850000 | PA      | $1644897.29   | 0.43%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                 | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $259269.66    | 0.07%             | 2031-06-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2320000 | PA      | $2145675.90   | 0.56%             | 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      | $983749.71    | 0.26%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -3208237 | PA      | $-3208236.80  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                                     | WW International Inc                                                             | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     2250000 | PA      | $545625.00    | 0.14%             | 2028-04-13      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      520000 | PA      | $426423.45    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | 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      | $2019998.23   | 0.53%             | 2036-04-15      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4110000 | PA      | $2627996.06   | 0.68%             | 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      | $521885.00    | 0.14%             | 2032-07-15      | Fixed         | 7.00%                 | 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      | $1182000.00   | 0.31%             | 2038-01-25      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                    | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1290344.17   | 0.34%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                          | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2620000 | PA      | $2350125.07   | 0.61%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                           | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     1036250 | PA      | $33556.70     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                              | Ziggo Financing Partnership                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1500000 | PA      | $1479037.50   | 0.39%             | 2028-04-30      | Floating      | 6.94%                 | 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      | $2059125.31   | 0.54%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                     | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      710000 | PA      | $727717.47    | 0.19%             | 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      | $838619.03    | 0.22%             | 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        |     1150000 | PA      | $1155084.29   | 0.30%             | 2034-10-23      | Floating      | 7.38%                 | 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      | $1371468.36   | 0.36%             | 2038-01-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1287313.20   | 0.34%             | 2030-11-15      | Fixed         | 8.75%                 | 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      | $819298.51    | 0.21%             | 2038-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      800000 | PA      | $534800.44    | 0.14%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                        | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      230011 | PA      | $6612.81      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | RA               | CORP              | US        |    -6063465 | PA      | $-6063465.01  | -1.58%            |  |  |  | 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      | $1306210.92   | 0.34%             | 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        |     1030000 | PA      | $1042375.57   | 0.27%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     2485000 | PA      | $2307252.17   | 0.60%             | 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      | $583436.82    | 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        |     1300000 | PA      | $1336301.20   | 0.35%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                            | DEUTSCHE BANK SECURIES                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -3884398 | PA      | $-3884397.88  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                    | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      460000 | PA      | $462807.38    | 0.12%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3580000 | PA      | $2911399.20   | 0.76%             | 2028-06-01      | Fixed         | 4.88%                 | 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      | $272704.07    | 0.07%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1552057.97   | 0.40%             | 2030-03-06      | Fixed         | 7.35%                 | 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      | $639899.91    | 0.17%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                         | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2043321.00   | 0.53%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -3601691 | PA      | $-3601690.56  | -0.94%            |  |  |  | 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      | $498341.41    | 0.13%             | 2037-07-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                              | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1281410 | PA      | $1263791.06   | 0.33%             | 2031-02-06      | Floating      | 6.56%                 | 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      | $1265144.35   | 0.33%             | 2038-01-25      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                 | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2680529.00   | 0.70%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                 | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2957571.40   | 0.77%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                   | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1210000 | PA      | $1156155.00   | 0.30%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                       | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $939187.40    | 0.24%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                          | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $2980688.40   | 0.78%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                      | Turkiye Government International Bond                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2400000 | PA      | $1626332.40   | 0.42%             | 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      | $481440.00    | 0.13%             | 2048-04-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partner 11/22/30                                                         | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      496256 | PA      | $496186.76    | 0.13%             | 2030-11-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                      | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3050000 | PA      | $3048857.29   | 0.79%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                    | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1024268.29   | 0.27%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                            | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09259GAC7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |      353336 | PA      | $352893.86    | 0.09%             | 2026-04-23      | Floating      | 6.69%                 | No            |                  3 | 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      | $1222694.06   | 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      | $326311.38    | 0.09%             | 2064-06-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                         | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $288818.34    | 0.08%             | 2037-04-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                         | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      825850 | PA      | $785589.81    | 0.20%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                          | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |      646754 | PA      | $645722.49    | 0.17%             | 2031-07-31      | Floating      | 7.82%                 | 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        |     2821618 | PA      | $2632718.48   | 0.69%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1551220.20   | 0.40%             | 2041-03-10      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                  | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      740000 | PA      | $655626.90    | 0.17%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | Vale Overseas Ltd                                                                | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     2960000 | PA      | $3157926.32   | 0.82%             | 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      | $414375.00    | 0.11%             | 2029-02-19      | Floating      | 11.32%                | 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      | $867832.69    | 0.23%             | 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      | $1041700.54   | 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      | $995128.57    | 0.26%             | 2041-03-15      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                        | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |       28683 | NS      | $710191.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1518054.00   | 0.40%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2250000 | PA      | $2149625.57   | 0.56%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $555738.48    | 0.14%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                   | RB Global Holdings Inc                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1459130.26   | 0.38%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                   | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1610111.98   | 0.42%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                            | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1520000 | PA      | $953585.38    | 0.25%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1279339 | PA      | $1382453.83   | 0.36%             | 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      | $2253865.63   | 0.59%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                    | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      987113 | PA      | $974917.61    | 0.25%             | 2031-12-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                  | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     3331000 | PA      | $3253001.14   | 0.85%             | 2027-04-01      | Fixed         | 6.50%                 | 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      | $774453.00    | 0.20%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4320000 | PA      | $4439491.20   | 1.16%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $5954446.37   | 1.55%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                  | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      400000 | PA      | $406624.00    | 0.11%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1730000 | PA      | $1972826.81   | 0.51%             | 2033-11-03      | Fixed         | 8.11%                 | 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      | $1003740.32   | 0.26%             | 2037-04-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1391288.50   | 0.36%             | 2040-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| TANZANIA PRIVATE BL                                      | TANZANIA PRIVATE BL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TZ        |      700000 | PA      | $686875.00    | 0.18%             | 2031-04-30      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd                                         | CIFC Funding 2022-II Ltd                                                         | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $451203.38    | 0.12%             | 2035-04-19      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                 | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2015383 | PA      | $1357864.53   | 0.35%             | 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      | $2048594.98   | 0.53%             | 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      | $1675690.53   | 0.44%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1036890.96   | 0.27%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                     | Telecom Argentina SA                                                             | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      920000 | PA      | $965540.00    | 0.25%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5051707 | PA      | $5347801.59   | 1.39%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                 | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      360000 | PA      | $380230.56    | 0.10%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                             | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      202000 | PA      | $200632.20    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | 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      | $1487192.30   | 0.39%             | 2037-10-20      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1060000 | PA      | $1051699.35   | 0.27%             | 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        |     1536071 | PA      | $1491333.35   | 0.39%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                    | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     2660000 | PA      | $2728813.30   | 0.71%             | 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      | $1408379.87   | 0.37%             | 2034-05-15      | Floating      | 8.01%                 | 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      | $1486216.50   | 0.39%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                    | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-259983.42   | -0.07%            |  |  |  | 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      | $2014510.93   | 0.53%             | 2031-04-15      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                    | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1481161 | PA      | $1455618.26   | 0.38%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      161000 | PA      | $155627.12    | 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      | $3100377.06   | 0.81%             | 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      | $887877.56    | 0.23%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -7497007 | PA      | $-7497006.99  | -1.95%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $474577.53    | 0.12%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                  | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $691019.18    | 0.18%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $6208202.49   | 1.62%             | 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      | $1486402.25   | 0.39%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $131687.54    | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4640000 | PA      | $3992510.74   | 1.04%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1470000 | PA      | $1460699.75   | 0.38%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                        | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2274777.44   | 0.59%             | 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      | $2691552.90   | 0.70%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                   | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $351663.49    | 0.09%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                    | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1380000 | PA      | $1354670.10   | 0.35%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                        | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1760668.95   | 0.46%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| COTIVITI INC                                             | COTIVITI INC                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1485038 | PA      | $1458121.20   | 0.38%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                           | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      800000 | PA      | $739292.00    | 0.19%             | 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      | $2094571.19   | 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      | $980270.00    | 0.26%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                      | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     6740000 | PA      | $4979185.78   | 1.30%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                        | Kinder Morgan Inc                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2213017.95   | 0.58%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                  | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43923.55     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                 | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $362928.89    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1620000 | PA      | $1686016.20   | 0.44%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200533.75    | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     1838804 | PA      | $1828552.69   | 0.48%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                    | Guatemala Government Bond                                                        | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $481541.16    | 0.13%             | 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        |     1400000 | PA      | $1409272.20   | 0.37%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                    | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      890000 | PA      | $888516.66    | 0.23%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                      | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $999600.00    | 0.26%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                                     | Sunrise HoldCo IV BV                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2452469.25   | 0.64%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                     | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1450000 | PA      | $126179.00    | 0.03%             | 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      | $1611.79      | 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      | $353368.29    | 0.09%             | 2031-09-01      | Fixed         | 8.88%                 | 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      | $1988674.80   | 0.52%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                 | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     1364580 | PA      | $1056410.08   | 0.28%             | 2029-05-01      | Floating      | 10.21%                | 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        |     1040000 | PA      | $943247.76    | 0.25%             | 2048-09-15      | Fixed         | 3.23%                 | 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      | $513187.50    | 0.13%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       75885 | PA      | $38204.09     | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      350000 | PA      | $336875.00    | 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      | $2626630.74   | 0.68%             | 2029-05-09      | Fixed         | 5.12%                 | 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      | $1246950.00   | 0.33%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3739358.84   | 0.97%             | 2044-06-24      | Fixed         | 5.75%                 | 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      | $1699305.72   | 0.44%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | Goldman Sachs & Co                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |    -2220206 | PA      | $-2220206.42  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                             | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |       79911 | PA      | $79071.93     | 0.02%             | 2030-12-31      | Floating      | 8.03%                 | 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      | $1156248.63   | 0.30%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                    | Sycamore Tree CLO 2024-5 Ltd                                                     | CUSIP: 87122QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1009998.10   | 0.26%             | 2036-04-20      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc                                  | ACProducts Holdings Inc                                                          | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |      394872 | PA      | $268623.39    | 0.07%             | 2028-05-17      | Floating      | 8.81%                 | 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      | $486918.03    | 0.13%             | 2035-04-20      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1623736.06   | 0.42%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1238620.38   | 0.32%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                              | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1065756 | PA      | $1054674.02   | 0.27%             | 2038-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      132798 | PA      | $65736.85     | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                        | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     1496250 | PA      | $1471000.78   | 0.38%             | 2030-05-06      | Floating      | 6.82%                 | 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      | $690387.89    | 0.18%             | 2035-07-20      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                               | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2350000 | PA      | $2295656.25   | 0.60%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      394000 | PA      | $404005.01    | 0.11%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                  | TK Elevator Holdco GmbH                                                          | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |      990000 | PA      | $1123803.80   | 0.29%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                             | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      662415 | PA      | $529932.00    | 0.14%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  3 | On Loan: No      |
| MICHAELS COS INC/THE                                     | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $978509.95    | 0.26%             | 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      | $82915.47     | 0.02%             | 2036-02-01      | Variable      | 1.75%                 | 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      | $310576.57    | 0.08%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      868000 | PA      | $767204.39    | 0.20%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                        | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1000000 | PA      | $737850.00    | 0.19%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                     | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     1500000 | PA      | $1702588.59   | 0.44%             | 2027-07-15      | Fixed         | 7.56%                 | 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      | $924510.50    | 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      | $363866.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                            | DEUTSCHE BANK SECURITIES                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |    -6085883 | PA      | $-6085883.31  | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                            | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      220000 | PA      | $214503.01    | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                   | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1378091.70   | 0.36%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      460000 | PA      | $444505.14    | 0.12%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                  | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1025493.67   | 0.27%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                     | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1267646.18   | 0.33%             | 2030-06-14      | Fixed         | 6.00%                 | 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      | $939188.40    | 0.24%             | 2034-09-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK43                                                                  | CUSIP: 06541QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1626246.23   | 0.42%             | 2055-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     4720000 | PA      | $4717818.42   | 1.23%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                           | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3030000 | PA      | $2968897.32   | 0.77%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20726 | PA      | $10224.75     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                  | JAZZ FINANCING LUX SARL                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      710285 | PA      | $708761.10    | 0.18%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1079997.69   | 0.28%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXVI Ltd                                                               | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     1610000 | PA      | $1574698.98   | 0.41%             | 2038-01-25      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                         | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1091095.33   | 0.28%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $961323.20    | 0.25%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2022-BNK41                                                                  | CUSIP: 06540MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1201462.92   | 0.31%             | 2065-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                     | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1750000 | PA      | $1713510.75   | 0.45%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      670000 | PA      | $657409.51    | 0.17%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                        | Magnetite XXIV Ltd                                                               | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $295751.17    | 0.08%             | 2035-04-15      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1022275.91   | 0.27%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                 | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1709282.48   | 0.45%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                     | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1261956.25   | 0.33%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       77450 | PA      | $29812.33     | 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      | $2650080.73   | 0.69%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1750000 | PA      | $1290827.30   | 0.34%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2038000 | PA      | $1739687.75   | 0.45%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                             | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2009802.49   | 0.52%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                  | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $759571.73    | 0.20%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                         | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $1523560.65   | 0.40%             | 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      | $6933604.38   | 1.81%             | 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      | $1696455.30   | 0.44%             | 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      | $520201.02    | 0.14%             | 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      | $33205.96     | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1630138.29   | 0.42%             | 2036-10-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                     | Provincia de Cordoba                                                             | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1640000 | PA      | $1517000.00   | 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      | $973544.96    | 0.25%             | 2037-01-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1000000 | PA      | $616859.90    | 0.16%             | 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      | $234285.02    | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $949265.75    | 0.25%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                     | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $570307.49    | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | 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      | $1160829.25   | 0.30%             | 2037-07-15      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                          | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2143482.82   | 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      | $1493418.40   | 0.39%             | 2037-04-19      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                   | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1970226 | PA      | $1836004.26   | 0.48%             | 2027-03-30      | Floating      | 9.54%                 | 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      | $776640.58    | 0.20%             | 2037-07-30      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                       | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       54542 | PA      | $27475.28     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                    | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $203437.50    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                   | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      650000 | PA      | $618137.00    | 0.16%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                        | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2540000 | PA      | $2347874.40   | 0.61%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                   | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       98000 | PA      | $102261.81    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      540000 | PA      | $283570.20    | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Parent Inc                                      | Cardinal Parent Inc                                                              | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |      919873 | PA      | $892998.46    | 0.23%             | 2027-11-12      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2750000 | PA      | $2373277.50   | 0.62%             | 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      | $606978.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCLAREN FINANCE PLC                                      | Mclaren Finance PLC                                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1253398.44   | 0.33%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                    | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1972702.60   | 0.51%             | 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      | $2383977.08   | 0.62%             | 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      | $3449060.71   | 0.90%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                 | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $201544.38    | 0.05%             | 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      | $611500.85    | 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        |      282021 | PA      | $22561.65     | 0.01%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                              | Ivory Coast Government International Bond                                        | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      476945 | PA      | $439531.64    | 0.11%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     1484615 | PA      | $1484897.48   | 0.39%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3220000 | PA      | $1484742.00   | 0.39%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                                   | Venture 43 CLO Ltd                                                               | CUSIP: 92290CAG4<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1963869.96   | 0.51%             | 2034-04-15      | Floating      | 7.99%                 | 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      | $1188720.50   | 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      | $1005799.14   | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | 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      | $1148096.11   | 0.30%             | 2038-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                     | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1095896.00   | 0.29%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                 | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1295742.81   | 0.34%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                         | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $668080.00    | 0.17%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                     | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21000000000 | PA      | $1277503.87   | 0.33%             | 2029-04-15      | 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      | $6105535.38   | 1.59%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2500000 | PA      | $2129770.00   | 0.56%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                            | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485240.75    | 0.13%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                 | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1812000 | PA      | $1758606.29   | 0.46%             | 2029-01-15      | Fixed         | 4.50%                 | 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      | $839224.44    | 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      | $880758.84    | 0.23%             | 2048-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                  | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2404891.02   | 0.63%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                   | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     2468906 | PA      | $2462276.84   | 0.64%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      950000 | PA      | $945813.83    | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                            | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $4146346.50   | 1.08%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                            | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $151401.70    | 0.04%             | 2048-09-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                      | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2663748.86   | 0.69%             | 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      | $1941973.19   | 0.51%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                          | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1030000 | PA      | $1157845.03   | 0.30%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296300.83    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                  | Bahamas Government International Bond                                            | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     2060000 | PA      | $2102381.68   | 0.55%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                       | Seagate HDD Cayman                                                               | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      495000 | PA      | $490381.50    | 0.13%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      751000 | PA      | $723789.32    | 0.19%             | N/A             | Fixed         | 6.62%                 | 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      | $2417495.45   | 0.63%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                            | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1024371.59   | 0.27%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $547468.55    | 0.14%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | BANK 2021-BNK35                                                                  | CUSIP: 06540CCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1846154 | PA      | $574359.56    | 0.15%             | 2064-06-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                            | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1488342 | PA      | $1479724.47   | 0.39%             | 2031-09-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                       | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |      582703 | PA      | $573962.16    | 0.15%             | 2029-09-30      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2910000 | PA      | $2909196.26   | 0.76%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4320000 | PA      | $4451280.48   | 1.16%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      880000 | PA      | $892538.24    | 0.23%             | 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      | $986604.60    | 0.26%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                      | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2353700.05   | 0.61%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                 | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     2830000 | PA      | $880384.13    | 0.23%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                        | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $1982552.31   | 0.52%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                            | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      840000 | PA      | $767355.29    | 0.20%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                   | Brazilian Government International Bond                                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $1339752.39   | 0.35%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                 | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1408642.16   | 0.37%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                   | PAR PHARMACEUTICAL INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      480000 | PA      | $339583.68    | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                  | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1310368.95   | 0.34%             | 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      | $329413.49    | 0.09%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                      | Delta Air Lines Inc                                                              | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7670000.00   | 2.00%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                   | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      740000 | PA      | $701818.33    | 0.18%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                           | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $956854.90    | 0.25%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                   | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      112516 | PA      | $1594.35      | 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      | $1021344.00   | 0.27%             | 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      | $2134178.27   | 0.56%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                 | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1840000 | PA      | $572672.93    | 0.15%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                 | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      470000 | PA      | $478123.48    | 0.12%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer