# EDGAR Filing Document

**Accession Number:** 0000863520
**File Stem:** 0001752724-23-010122
**Filing Date:** 2023-1
**Character Count:** 188603
**Document Hash:** 3a5f7b10b757c891cacda8cd3855cdfc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010122.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-010122

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET FUNDS INC
- **CENTRAL INDEX KEY:** 0000863520
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06110
- **FILM NUMBER:** 23549137

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-454-2760

**MAIL ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **STREET 2:** 7TH FLOOR
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LM INSTITUTIONAL FUND ADVISORS I INC
- **DATE OF NAME CHANGE:** 19980818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET TRUST INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Western Asset High Yield Fund (Series ID: S000000716)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002086 | Class I      | WAHYX           |
| C000066991 | Class IS     | WAHSX           |
| C000113710 | CLASS A      | WAYAX           |
| C000113711 | CLASS C      | WAYCX           |
| C000113712 | CLASS R      | WAYRX           |

## 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 Funds Inc

- **b. Investment Company Act file number:** 811-06110

- **c. CIK number of Registrant:** 0000863520

- **d. LEI of Registrant:** 5493004NC00X8WKL1P34

- **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:** 1-877-721-1926

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

- **a. Name of Series:** Western Asset High Yield Fund

- **b. EDGAR series identifier (if any):** S000000716

- **c. LEI of Series:** 549300HG2T246COYEU52

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $246460822.19

**Total Liabilities:** $2420907.25

**Net Assets:** $244039914.94

**Delayed Delivery Securities:** $770296.80

**Cash Not Reported:** $2254130.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 21.76000000 | **1-Year:** 17908.42000000 | **5-Year:** 68508.60000000 | **10-Year:** 16441.11000000 | **30-Year:** 655.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066991 | -4.42%               | 1.57%                | 2.58%                |
| Class ID C000113710 | -4.48%               | 1.40%                | 2.73%                |
| Class ID C000113712 | -4.40%               | 1.37%                | 2.56%                |
| Class ID C000113711 | -4.59%               | 1.33%                | 2.68%                |
| Class ID C000002086 | -4.51%               | 1.56%                | 2.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2403835.68             | $-3681669.07                               |
| Month 2  | $-1541894.95             | $2633048.01                                |
| Month 3  | $-195428.24              | $-12964199.00                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Corporate High Yield 2% Issuer Capped

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $163377.00    | 0.07%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO II-2 LTD                                                                | CUSIP: 87249TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $304631.80    | 0.12%             | 2028-04-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $985933.48    | 0.40%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    490000 | PA      | $464807.92    | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $403932.00    | 0.17%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $480554.25    | 0.20%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221624.55    | 0.09%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275956 | PA      | $190698.21    | 0.08%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| AIG CLO LTD                                             | AIG CLO 2018-1 LLC                                                               | CUSIP: 00141UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $266718.04    | 0.11%             | 2032-04-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                   | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    630000 | PA      | $606497.85    | 0.25%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $370895.80    | 0.15%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    790000 | PA      | $664291.25    | 0.27%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $320064.05    | 0.13%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3393942 | PA      | $2838946.38   | 1.16%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $731250.00    | 0.30%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2470000 | PA      | $1856205.00   | 0.76%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $302717.45    | 0.12%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289362.15    | 0.12%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                             | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    676000 | PA      | $423345.00    | 0.17%             | 2028-04-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $309617.00    | 0.13%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146434.56    | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244735.40    | 0.10%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $642530.85    | 0.26%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS MACY'S RETAIL HOLDINGS LLC                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $45636.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1495000.00   | 0.61%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252327.50    | 0.10%             | 2030-09-30      | Fixed         | 7.12%                 | 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        |    850000 | PA      | $678159.75    | 0.28%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARSTONS ISSUER PLC                                     | Marston's Issuer PLC                                                             | CUSIP: 000000000<br>LEI: 213800HQB746UJ9UWM15 | Long             | DBT              | CORP              | GB        |   1232000 | PA      | $1136361.82   | 0.47%             | 2035-07-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 25 Ltd                                        | CUSIP: 64131JAS5<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233765.09    | 0.10%             | 2029-10-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1979387.31   | 0.81%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $480630.00    | 0.20%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $402878.60    | 0.17%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $930600.00    | 0.38%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                                  | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                  | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $225199.50    | 0.09%             | 2029-04-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $405003.20    | 0.17%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1332098.91   | 0.55%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164004.20    | 0.07%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS BEAZER HOMES USA                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $11998.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1507424.30   | 0.62%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $829052.80    | 0.34%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139110.00    | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156654.02    | 0.06%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $252148.80    | 0.10%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $38364.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1792402.65   | 0.73%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $490389.00    | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6075000 | PA      | $5292054.00   | 2.17%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    820000 | PA      | $680723.00    | 0.28%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                  | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    790000 | PA      | $723841.45    | 0.30%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176625.00    | 0.07%             | 2023-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jay Park CLO, Ltd.                                      | Jay Park CLO Ltd                                                                 | CUSIP: 47206WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $320495.00    | 0.13%             | 2027-10-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                            | StoneMor Inc                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1510044.00   | 0.62%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $988539.75    | 0.41%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 12 Ltd                                                                 | CUSIP: 00140LAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $333447.22    | 0.14%             | 2032-01-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                   | Mountain View CLO IX Ltd                                                         | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $207442.58    | 0.09%             | 2031-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $967087.50    | 0.40%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                   | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794844 | PA      | $763320.96    | 0.31%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    560000 | PA      | $536236.40    | 0.22%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $182421.89    | 0.07%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241007.55    | 0.10%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                 | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $162452.03    | 0.07%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                        | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204450.00    | 0.08%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $279755.20    | 0.11%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $293971.20    | 0.12%             | 2026-01-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $728143.63    | 0.30%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     47191 | PA      | $12072.88     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1564774.67   | 0.64%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $296400.00    | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227650.80    | 0.09%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2312.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1276366.68   | 0.52%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                             | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    556619 | PA      | $485093.83    | 0.20%             | 2027-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $494122.05    | 0.20%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $551385.60    | 0.23%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $160273.00    | 0.07%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                            | Adtalem Global Education Inc                                                     | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    270430 | PA      | $267528.62    | 0.11%             | 2028-08-12      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1558005.05   | 0.64%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS GOODYEAR TIRE & RUBBER                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-17531.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $326100.25    | 0.13%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84977.55     | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $637701.64    | 0.26%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $578723.60    | 0.24%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                    | Rackspace Technology Global Inc                                                  | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    890000 | PA      | $611536.80    | 0.25%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFC GAMMA INC                                           | AFC Gamma Inc                                                                    | CUSIP: 00109KAA3<br>LEI: 5493005G0MGS3E0E7218 | Long             | DBT              | CORP              | US        |    660000 | PA      | $515004.38    | 0.21%             | 2027-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1604961.40   | 0.66%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    586653 | PA      | $151927.38    | 0.06%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                                 | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603945.00    | 0.25%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $350450.00    | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $266874.35    | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BED BATH & BEYOND INC                                   | Bed Bath & Beyond Inc                                                            | CUSIP: 075896AC4<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | DBT              | CORP              | US        |    660000 | PA      | $102538.94    | 0.04%             | 2044-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $123316.20    | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | Eyecare Partners LLC                                                             | CUSIP: 30233PAL4<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    290000 | PA      | $261000.00    | 0.11%             | 2028-11-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1658608.65   | 0.68%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1350000 | PA      | $1001558.25   | 0.41%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102496.80    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                         | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2313159.19   | 0.95%             | 2024-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62443.15     | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185560.00    | 0.08%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $333225.00    | 0.14%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $390732.30    | 0.16%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1443204.00   | 0.59%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                   | Sizzling Platter LLC / Sizzling Platter Finance Corp                             | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $287953.27    | 0.12%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                  | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    590000 | PA      | $484537.50    | 0.20%             | 2030-02-01      | Fixed         | 6.38%                 | 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        |   3012853 | NS      | $3012852.94   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1680000 | PA      | $1375718.40   | 0.56%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                           | Urban One Inc                                                                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152340.30    | 0.06%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $30708.60     | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $877959.00    | 0.36%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS                                | ARCTIC CANADIAN DIAMONDS                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565555 | PA      | $477151.47    | 0.20%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| PERMIAN PRODUCTION                                      | PERMIAN PRODUCTION                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21667 | NS      | $14083.55     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    620000 | PA      | $465066.34    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    700000 | PA      | $375767.00    | 0.15%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                            | CUSIP: 05580M835<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13400 | NS      | $287564.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                   | Earthstone Energy Holdings LLC                                                   | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183160.00    | 0.08%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $808800.00    | 0.33%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1260000 | PA      | $896200.20    | 0.37%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1310000 | PA      | $1124071.70   | 0.46%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153640.80    | 0.06%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW International Inc                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $933844.26    | 0.38%             | 2029-04-15      | 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        |    750000 | PA      | $619740.00    | 0.25%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                           | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |    249375 | PA      | $245634.38    | 0.10%             | 2029-04-02      | Floating      | 8.44%                 | No            |                  3 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                            | CUSIP: 05580M793<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15825 | NS      | $340554.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United AirLines Inc                                     | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    998348 | PA      | $988719.29    | 0.41%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    671000 | PA      | $631716.31    | 0.26%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1140000 | PA      | $1114122.00   | 0.46%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $316888.57    | 0.13%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                 | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $220452.02    | 0.09%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $449097.25    | 0.18%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $675460.50    | 0.28%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                                    | Grippen Park CLO Ltd                                                             | CUSIP: 39862DAA4<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $404105.60    | 0.17%             | 2030-01-20      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                       | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $231465.00    | 0.09%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $352223.16    | 0.14%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $286676.00    | 0.12%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $702709.20    | 0.29%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                            | CUSIP: 14919MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $107302.82    | 0.04%             | 2034-04-25      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $855049.50    | 0.35%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1999000.20   | 0.82%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $307270.45    | 0.13%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                    | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287747.10    | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $260639.60    | 0.11%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                   | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $60805.80     | 0.02%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    920000 | PA      | $498069.60    | 0.20%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-341828.28   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                                                       | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35911 | NS      | $323558.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1361172.00   | 0.56%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    930000 | PA      | $807997.95    | 0.33%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $476921.24    | 0.20%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    390000 | PA      | $327139.80    | 0.13%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    740000 | PA      | $663205.55    | 0.27%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1520000 | PA      | $1405908.80   | 0.58%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $414954.40    | 0.17%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $476484.38    | 0.20%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 19 Ltd                                                             | CUSIP: 05876AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    670000 | PA      | $573099.38    | 0.23%             | 2035-04-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $321404.00    | 0.13%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                          | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1139000 | PA      | $983458.16    | 0.40%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $248331.10    | 0.10%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS FORD MOTOR COMPANY                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $69354.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1470000 | PA      | $1178793.00   | 0.48%             | 2031-08-08      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                     | Marks & Spencer PLC                                                              | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $580787.56    | 0.24%             | 2026-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    470000 | PA      | $427947.61    | 0.18%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    980000 | PA      | $397537.65    | 0.16%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XX Ltd                                                             | CUSIP: 07134UAN7<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230784.38    | 0.09%             | 2034-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    820000 | PA      | $856465.40    | 0.35%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLD                                | Liberty TripAdvisor Holdings Inc                                                 | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49385.00     | 0.02%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143970.00    | 0.06%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1960000 | PA      | $1826748.38   | 0.75%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                    | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $278690.44    | 0.11%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER                                   | IIP Operating Partnership LP                                                     | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $857561.64    | 0.35%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                  | Par Pharmaceutical Inc                                                           | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $603468.00    | 0.25%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1214874.00   | 0.50%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XII Ltd                                                                | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $658091.02    | 0.27%             | 2031-10-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221448.00    | 0.09%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $385531.25    | 0.16%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $577332.06    | 0.24%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                   | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $172048.54    | 0.07%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | Pactiv LLC                                                                       | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9178.58      | 0.00%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165138.00    | 0.07%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EG ACQUISITION CORP-A                                   | EG ACQUISITION CORP-A -CW28                                                      | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17136 | NS      | $3684.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                        | StoneX Group Inc                                                                 | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253768.75    | 0.10%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1622397.54   | 0.66%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352418.50    | 0.14%             | 2029-12-15      | Fixed         | 6.00%                 | 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        |   5720000 | PA      | $4462829.80   | 1.83%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    390000 | PA      | $298993.50    | 0.12%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS NOVA CHEMICALS CORP                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15922.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                 | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $291600.00    | 0.12%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                | APCOA Parking Holdings GmbH                                                      | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |   1580000 | PA      | $1420404.12   | 0.58%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                       | ROCC Holdings LLC                                                                | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1352342.12   | 0.55%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamonds Holding Units                  | Arctic Canadian Diamonds Holding Units                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $250123.50    | 0.10%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1140000 | PA      | $911241.90    | 0.37%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4551.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110000 | PA      | $111615.35    | 0.05%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218363.89    | 0.09%             | 2035-04-15      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460531.20    | 0.19%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98171.50     | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117274.50    | 0.05%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                  | Berry Petroleum Co LLC                                                           | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1972432.80   | 0.81%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1033861.60   | 0.42%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                           | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    890000 | PA      | $761039.00    | 0.31%             | N/A             | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $357811.80    | 0.15%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $527914.50    | 0.22%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107436.09    | 0.04%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $274277.91    | 0.11%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1547554.79   | 0.63%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                  | Accelerate360 Holdings LLC                                                       | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724550 | PA      | $776087.24    | 0.32%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $271394.15    | 0.11%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336V308<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |     16051 | NS      | $577836.00    | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| Scientific Games International, Inc.                    | Scientific Games International Inc                                               | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    249375 | PA      | $245073.28    | 0.10%             | 2029-04-13      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77624.00     | 0.03%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544319.86    | 0.22%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $342772.50    | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                           | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $582975.00    | 0.24%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Global Tel Link Corp                                    | Global Tel*Link Corp                                                             | CUSIP: 37959JAB7<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |    266704 | PA      | $231387.22    | 0.09%             | 2025-11-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77284.54     | 0.03%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $416872.70    | 0.17%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $236582.60    | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $809654.50    | 0.33%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture XVII CLO Ltd                                                             | CUSIP: 92330CAD3<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $285424.65    | 0.12%             | 2027-04-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Spencer Spirit IH LLC                                   | Spencer Spirit IH LLC                                                            | CUSIP: 84823UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    699539 | PA      | $689811.63    | 0.28%             | 2026-06-19      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                    | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $432788.91    | 0.18%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203856.00    | 0.08%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1850000 | PA      | $1533206.00   | 0.63%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2149208.65   | 0.88%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1660519.18   | 0.68%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    920000 | PA      | $873066.20    | 0.36%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29939.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    720000 | PA      | $645663.00    | 0.26%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1180000 | PA      | $1060820.00   | 0.43%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $290041.34    | 0.12%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                 | Paysafe Finance PLC / Paysafe Holdings US Corp                                   | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    550000 | PA      | $410619.00    | 0.17%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                        | Colgate Energy Partners III LLC                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1473664.00   | 0.60%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| One Call Corporation                                    | One Call Corp                                                                    | CUSIP: 000000000<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |    770250 | PA      | $589241.25    | 0.24%             | 2027-04-22      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68821.65     | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $177144.00    | 0.07%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2018-1 Ltd                                                         | CUSIP: 05875HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1575000 | PA      | $1448955.70   | 0.59%             | 2031-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1109916.50   | 0.45%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                  | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc       | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    704387 | PA      | $656562.96    | 0.27%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                          | Carlyle US Clo 2017-2 Ltd                                                        | CUSIP: 14315JAJ8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226432.96    | 0.09%             | 2031-07-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ANA INTL/ANA HOLD                                       | Anagram International Inc / Anagram Holdings LLC                                 | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106509 | PA      | $95059.28     | 0.04%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16356.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1207324.22   | 0.49%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170241.79    | 0.07%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                           | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $207099.21    | 0.08%             | 2031-04-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                           | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1210410.00   | 0.50%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1860000 | PA      | $1493840.40   | 0.61%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371862.00    | 0.15%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49822.35     | 0.02%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                               | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181751.00    | 0.07%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $688816.41    | 0.28%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc                                     | US Renal Care Inc                                                                | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    952052 | PA      | $542374.77    | 0.22%             | 2026-06-26      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    347000 | PA      | $351840.65    | 0.14%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84693.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86579.00     | 0.04%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303185.60    | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $658796.05    | 0.27%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $842500.00    | 0.35%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239779.25    | 0.10%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                 | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp          | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $282656.25    | 0.12%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580000 | PA      | $263778.20    | 0.11%             | 2029-04-27      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                   | LD Holdings Group LLC                                                            | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $332382.30    | 0.14%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                     | PGT Innovations Inc                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202429.20    | 0.08%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS XEROX CORPORATION                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $18908.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    540000 | PA      | $478435.40    | 0.20%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    780000 | PA      | $682063.20    | 0.28%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MKS CLO Ltd                                             | MKS CLO 2017-2 Ltd                                                               | CUSIP: 12662CAG2<br>LEI: 549300JCIKT6NT8T1275 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223711.24    | 0.09%             | 2031-01-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                              | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $284037.93    | 0.12%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $73717.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc                                    | Equinox Holdings Inc                                                             | CUSIP: 29446CAR5<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    439875 | PA      | $354099.38    | 0.15%             | 2024-03-08      | Floating      | 12.67%                | No            |                  3 | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $509458.86    | 0.21%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $406665.30    | 0.17%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1410000 | PA      | $1173162.30   | 0.48%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $274608.00    | 0.11%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NEWS COMPANY                                   | American News Co LLC                                                             | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704765 | PA      | $786693.93    | 0.32%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1046969.00   | 0.43%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1134.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345046.65    | 0.14%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                   | Verscend Holding Corp                                                            | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249369 | PA      | $248144.29    | 0.10%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1583410.01   | 0.65%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170685.97    | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586542.00    | 0.24%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $300121.50    | 0.12%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $265193.60    | 0.11%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142159.80    | 0.06%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40852.80     | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $316177.86    | 0.13%             | 2031-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    687000 | PA      | $578539.19    | 0.24%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    840000 | PA      | $664245.55    | 0.27%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| XPO CNW INC                                             | XPO CNW Inc                                                                      | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $322604.46    | 0.13%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                       | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1129023.85   | 0.46%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                      | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1460000 | PA      | $1152538.60   | 0.47%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                             | Apache Corp                                                                      | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175598.44    | 0.07%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149551.50    | 0.06%             | 2023-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    770000 | PA      | $612684.46    | 0.25%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                      | XPO Escrow Sub LLC                                                               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121941.60    | 0.05%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    530000 | PA      | $456425.40    | 0.19%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $273153.40    | 0.11%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293724.75    | 0.12%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $885800.00    | 0.36%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                   | Marble Point CLO XIV Ltd                                                         | CUSIP: 56608KAG8<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $442379.31    | 0.18%             | 2032-01-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS KB HOME                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-45231.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $648702.90    | 0.27%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                        | Sculptor CLO XXVI Ltd                                                            | CUSIP: 81125HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $277678.33    | 0.11%             | 2034-07-20      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    330000 | PA      | $261930.90    | 0.11%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                             | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256047.14    | 0.10%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1230000 | PA      | $1020900.00   | 0.42%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $312289.01    | 0.13%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                       | Chord Energy Corp                                                                | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1925 | NS      | $293620.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $930750.00    | 0.38%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1231654.13   | 0.50%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $366708.02    | 0.15%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO V                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $270477.23    | 0.11%             | 2031-10-13      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    570000 | PA      | $482080.35    | 0.20%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                   | Carnival Holdings Bermuda Ltd                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $907209.90    | 0.37%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334900 | PA      | $325130.97    | 0.13%             | 2027-03-30      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                                   | B Riley Financial Inc                                                            | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9750 | NS      | $198997.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220371.00    | 0.09%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284273.50    | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAD8<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1397245.78   | 0.57%             | 2028-12-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Truck Hero Inc                                          | Truck Hero Inc                                                                   | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    364450 | PA      | $309600.28    | 0.13%             | 2028-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $935459.52    | 0.38%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $184040.03    | 0.08%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XI Ltd                                                             | CUSIP: 07132LAS8<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236553.26    | 0.10%             | 2034-04-24      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | NS      | $2072373.05   | 0.85%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1598128.50   | 0.65%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1270000 | PA      | $1009650.00   | 0.41%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    720000 | PA      | $524669.77    | 0.21%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $172295.86    | 0.07%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    200000 | PA      | $193583.00    | 0.08%             | 2028-04-07      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture XVII CLO Ltd                                                             | CUSIP: 92329YAS5<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $335261.18    | 0.14%             | 2027-04-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $294048.15    | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533325.00    | 0.22%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP                                                            | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    250000 | PA      | $248828.75    | 0.10%             | 2028-02-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $321573.10    | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                                | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $639914.53    | 0.26%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1543491.60   | 0.63%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $656217.50    | 0.27%             | 2029-01-15      | Fixed         | 5.25%                 | 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        |    391000 | PA      | $313404.10    | 0.13%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $574836.50    | 0.24%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     93946 | PA      | $22078.45     | 0.01%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174200.40    | 0.07%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1260000 | PA      | $955269.00    | 0.39%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                                   | Liberty Latin America Ltd                                                        | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $53437.50     | 0.02%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1831543.49   | 0.75%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                     | Eaton Vance CLO 2020-2 Ltd                                                       | CUSIP: 27830RAE9<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $368572.74    | 0.15%             | 2035-01-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    490221 | PA      | $483734.96    | 0.20%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39889.19     | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168611.01    | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114725.00    | 0.05%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                 | NMG Holding Co Inc / Neiman Marcus Group LLC                                     | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $443591.80    | 0.18%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAA7<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $322845.36    | 0.13%             | 2033-01-20      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                                      | Cook Park CLO Ltd                                                                | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $200461.59    | 0.08%             | 2030-04-17      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1160941.65   | 0.48%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438500.00    | 0.18%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1575745.88   | 0.65%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $466912.50    | 0.19%             | 2028-08-08      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                         | MEG Energy Corp                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $325683.20    | 0.13%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc                                                              | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1008940.00   | 0.41%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    860000 | PA      | $826260.22    | 0.34%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXXI Ltd                                                        | CUSIP: 09631DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $138934.30    | 0.06%             | 2034-04-19      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $166679.22    | 0.07%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    550000 | PA      | $505505.83    | 0.21%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS OCCIDENTAL PETROLEUM COR                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-232.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAG8<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231315.10    | 0.09%             | 2033-04-16      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $116437.55    | 0.05%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $385380.00    | 0.16%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1256823.75   | 0.52%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser Inc                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249370 | PA      | $227020.47    | 0.09%             | 2028-09-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                    | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    330000 | PA      | $292152.30    | 0.12%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    210000 | PA      | $204014.62    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAL9<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233545.30    | 0.10%             | 2031-08-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123347.00    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    340000 | PA      | $303218.80    | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $801162.00    | 0.33%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                           | Vericast Corp                                                                    | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |    720000 | PA      | $746100.00    | 0.31%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    770000 | PA      | $722452.50    | 0.30%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-III                                                         | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231551.30    | 0.09%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    530000 | PA      | $482739.37    | 0.20%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    970000 | PA      | $614553.03    | 0.25%             | 2031-11-15      | Fixed         | 5.00%                 | 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        |    140000 | PA      | $114612.17    | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                                  | Bristol Park CLO LTD                                                             | CUSIP: 11015DAE1<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $264882.45    | 0.11%             | 2029-04-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-2 Ltd                                                      | CUSIP: 095765AE3<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215042.89    | 0.09%             | 2032-08-20      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $124312.50    | 0.05%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                | Endeavor Energy Resources LP / EER Finance Inc                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $285825.45    | 0.12%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479750 | PA      | $477948.54    | 0.20%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KCAD HOLDINGS I LIMITED                                 | KCAD HOLDINGS I LIMITED                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 819262754 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $485316.00    | 0.20%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $4569608.10   | 1.87%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |    470000 | PA      | $433986.91    | 0.18%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1585700.00   | 0.65%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $240856.74    | 0.10%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1461542 | PA      | $492349.52    | 0.20%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $424326.00    | 0.17%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty Group LLC                                                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282562.50    | 0.12%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    338000 | PA      | $314689.83    | 0.13%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                 | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $553631.81    | 0.23%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207277.20    | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    249355 | PA      | $244095.26    | 0.10%             | 2028-02-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431056.92    | 0.18%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    950000 | PA      | $773651.50    | 0.32%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    450000 | PA      | $462892.50    | 0.19%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180383.00    | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $240854.40    | 0.10%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $133851.87    | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                     | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329984.00    | 0.14%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $926865.17    | 0.38%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    490000 | PA      | $472413.90    | 0.19%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                            | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $514385.23    | 0.21%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1030000 | PA      | $815626.10    | 0.33%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $376660.85    | 0.15%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $269016.30    | 0.11%             | 2031-04-15      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $144855.00    | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                      | Telecom Italia SpA/Milano                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $523737.90    | 0.21%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1246179.38   | 0.51%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206714.80    | 0.08%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115932.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    580000 | PA      | $491312.20    | 0.20%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        76 | NC      | $40250.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAGE INTL / FAGE USA                                    | FAGE International SA / FAGE USA Dairy Industry Inc                              | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    440000 | PA      | $403844.85    | 0.17%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    880000 | PA      | $591743.20    | 0.24%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $420085.00    | 0.17%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                    | Gannett Holdings LLC                                                             | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $311461.31    | 0.13%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1720000 | PA      | $1533672.40   | 0.63%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP                                | Carrols Restaurant Group Inc                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $872879.40    | 0.36%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd                                        | AB BSL CLO 2 Ltd                                                                 | CUSIP: 00037LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223996.41    | 0.09%             | 2034-04-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    310000 | PA      | $272573.70    | 0.11%             | 2028-08-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302274.00    | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                         | Cano Health LLC                                                                  | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    440000 | PA      | $224400.00    | 0.09%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** Western Asset Funds Inc

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer