# EDGAR Filing Document

**Accession Number:** 0000910068
**File Stem:** 0000940400-26-020719
**Filing Date:** 2026-5
**Character Count:** 180011
**Document Hash:** 706efa96a1ba73afac5aba7ede93582c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020719.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET HIGH INCOME OPPORTUNITY FUND INC.
- **CENTRAL INDEX KEY:** 0000910068

**ORGANIZATION NAME:**
- **EIN:** 133735236
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07920
- **FILM NUMBER:** 261008645

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 888-777-0102

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIGH INCOME OPPORTUNITY FUND INC
- **DATE OF NAME CHANGE:** 19941230

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BARNEY HIGH INCOME OPPORTUNITY FUND INC
- **DATE OF NAME CHANGE:** 19930913

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BARNEY HIGH INCOME FUND INC
- **DATE OF NAME CHANGE:** 19930802

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07920

- **c. CIK number of Registrant:** 0000910068

- **d. LEI of Registrant:** 549300S7N70O2ERKYG47

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

  - **Street Address 1:** One Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 1-800-691-6960

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

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

- **c. LEI of Series:** 549300S7N70O2ERKYG47

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $379708135.38

**Total Liabilities:** $8078240.72

**Net Assets:** $371629894.66

**Delayed Delivery Securities:** $710000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 35.65000000 | **1-Year:** 1413.22000000 | **5-Year:** 12782.93000000 | **10-Year:** 17020.47000000 | **30-Year:** 1932.58000000

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

- **3-Month:** 518.45000000 | **1-Year:** 31860.61000000 | **5-Year:** 57295.34000000 | **10-Year:** 20158.01000000 | **30-Year:** 1449.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.58%                | 0.41%                | -2.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2142334.33             | $3190398.65                                |
| Month 2  | $1358660.11              | $-2433871.41                               |
| Month 3  | $384462.16               | $-6925188.55                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Starwood Property Trust, Inc.                                                        | STWD 6 04/15/30 144A                                                                                                                                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9986.06      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO I LTD                                                            | C4US 2021-1A DR                                                                                                                                        | CUSIP: 14016TAS8<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $738979.13    | 0.20%             | 2035-01-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 6 01/15/36 144A                                                                                                                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1814448.84   | 0.49%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                                       | RIVENT 6.25 10/15/30 144A                                                                                                                              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1447188.74   | 0.39%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                          | FMCN 8 03/01/33 144A                                                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3410000 | PA      | $3558686.23   | 0.96%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                    | ABEGET 10.5 11/15/30 144A                                                                                                                              | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    610000 | PA      | $547645.43    | 0.15%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                 | VIKCRU 7 02/15/29 144a                                                                                                                                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2080000 | PA      | $2084875.52   | 0.56%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                      | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    249375 | PA      | $242205.47    | 0.07%             | 2031-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                                                 | CWK 8.875 09/01/31 144A                                                                                                                                | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $445149.63    | 0.12%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                  | AXON 6.25 03/15/33 144A                                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194102.29    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                           | BHCCN 8.5 01/31/27 144A                                                                                                                                | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9914.60      | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                               | TRICGR L 06/29/26 1                                                                                                                                    | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    154906 | PA      | $37758.38     | 0.01%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| ARC FALCON I INC                                                                     | NEWARC 9.75 03/01/33 144A                                                                                                                              | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1859883.10   | 0.50%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                                         | SABHLD 11.125 06/15/29 144A                                                                                                                            | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512164.00    | 0.14%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                         | Spirit Aviation Holdings Inc. COM                                                                                                                      | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59529 | NS      | $14882.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                             | SNEX 6.875 07/15/32 144A                                                                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $667475.82    | 0.18%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                             | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236948.00   | 0.33%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                             | BLURAC 7.25 07/15/32 144A                                                                                                                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519724.00    | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC                                                         | CYH 10.875 01/15/32 144A                                                                                                                               | CUSIP: 12543DBN9<br>LEI: 549300BQWM4WENQ3YW73 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2182593.55   | 0.59%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 7 02/15/29 144A                                                                                                                                    | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550735.74    | 0.15%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                              | ZIGGO 7.5 01/15/33 144A                                                                                                                                | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $500054.42    | 0.13%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING, INC                                                           | TEAM Services Term Loan B 525 2033-01-21                                                                                                               | CUSIP: 87821RAB0<br>LEI: 254900SLCOEZGQJACP02 | Long             | LON              | CORP              | US        |    910000 | PA      | $866206.25    | 0.23%             | 2033-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                               | China Aoyuan Group Ltd HKD0.01                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |    112573 | NS      | $859.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                        | MIDCAP F 01/15/56 144a                                                                                                                                 | CUSIP: 59590AAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1794482.05   | 0.48%             | 2056-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                               | FAIRIC 6.25 09/15/34 144A                                                                                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836729.46    | 0.23%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                              | DIAMOND SPORTS NET LLC                                                                                                                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   1740069 | PA      | $348013.80    | 0.09%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1725080.10   | 0.46%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Voc Escrow Ltd                                                                       | VIKCRU 5 02/15/28 144A                                                                                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    140000 | PA      | $139490.06    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                              | BLKPRL 6.125 02/15/31 144A                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $366856.92    | 0.10%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC                                                                | CLVR 2021-3A DR                                                                                                                                        | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $473538.53    | 0.13%             | 2035-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V9.25 PERP 144a                                                                                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2010000 | PA      | $2143574.99   | 0.58%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.2 03/15/40                                                                                                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1093603.13   | 0.29%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Valor                                                                                | Valor                                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    394218 | NS      | $394218.00    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| MOUNTAIN VIEW CLO XIX LTD                                                            | MVEW 2025-1A D1                                                                                                                                        | CUSIP: 623910AN6<br>LEI: 254900L6WFB2NIQTBG86 | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $518838.64    | 0.14%             | 2038-10-18      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                            | TIBX 9 09/30/29 144A                                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    920000 | PA      | $888378.31    | 0.24%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz Gmbh                                                                   | PLATIN 9.375 10/03/31 144A                                                                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1820000 | PA      | $1811864.60   | 0.49%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2021-2 LTD                                                           | APEXC 2021-2A CR                                                                                                                                       | CUSIP: 03755QAJ2<br>LEI: 254900H6CNZLCIDMYC58 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $318072.05    | 0.09%             | 2034-10-20      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                     | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1415373.17   | 0.38%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                              | LVLT 6.875 06/30/33 144A                                                                                                                               | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438217.79    | 0.12%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                       | ZFFNGR 6.75 04/23/30 144A                                                                                                                              | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1181060.41   | 0.32%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pm General Purchaser Llc                                                             | AMGENE 9.5 10/01/28 144A                                                                                                                               | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3622735.20   | 0.97%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Gee Automotive Holdings LLC                                                          | GEEATO 7.25 03/01/31 144A                                                                                                                              | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $903385.80    | 0.24%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                            | TIBX 8.25 06/30/32 144A                                                                                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1775069.28   | 0.48%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VCI Asset Holdings 1 LLC                                                             | VCI ASSET HOLDINGS 1 LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2201197.75   | 0.59%             | 2030-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cordoba (Province Of)                                                                | PDCAR 6.99 06/01/27 144A                                                                                                                               | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1020000 | PA      | $1018612.80   | 0.27%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| RR LTD 2021-18                                                                       | RRAM 2021-18A DR                                                                                                                                       | CUSIP: 749737AJ1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $776891.28    | 0.21%             | 2040-07-16      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Cordoba (Province Of)                                                                | PDCAR 6.875 02/01/29 144A                                                                                                                              | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    340000 | PA      | $330650.00    | 0.09%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO VII LTD                                                                 | NWML 2025-7A E                                                                                                                                         | CUSIP: 81789NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $855998.18    | 0.23%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                             | WYNFIN 7.125 02/15/31 144A                                                                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1814415.35   | 0.49%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-26 Ltd / OCP CLO 2023-26 LLC                                            | OCP 2023-26A ER                                                                                                                                        | CUSIP: 67351PAG3<br>LEI: 254900Y4WANLHOK54N29 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $580383.48    | 0.16%             | 2037-04-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                             | Ascensus Term Loan B 300 2028-08-01                                                                                                                    | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    589010 | PA      | $580543.19    | 0.16%             | 2032-11-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                             | GLOBAU 11.5 08/15/29 144A                                                                                                                              | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1991536.00   | 0.54%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Chimera Investment Corporation                                                       | Chimera Investment Corporation 7.75% SER C FIXED TO FLOAT CUM RED PFD STOCK                                                                            | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     10320 | NS      | $203510.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                                      | FPH 8 10/01/30 144A                                                                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1826846.54   | 0.49%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bahamas (Commonwealth of)                                                            | BAHAMA 6.95 11/20/29 144A                                                                                                                              | CUSIP: 056732AG5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1630000 | PA      | $1636520.00   | 0.44%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc.                                                        | Spirit Aviation Holdings Inc. WT EXP                                                                                                                   | CUSIP: 84863V135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42296 | NS      | $10574.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                 | Spirit Airlines, LLC DIP New Money Term Loan 10/25                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181757 | PA      | $179939.47    | 0.05%             | 2040-01-02      | None          | 11.68%                | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437899.02    | 0.12%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                 | CCL 6.125 02/15/33 144A                                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    980000 | PA      | $990319.40    | 0.27%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                     | CYH 6.875 04/15/29 144A                                                                                                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1723175.36   | 0.46%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                 | YPFDAR 6.95 07/21/27 144A                                                                                                                              | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    530000 | PA      | $532413.38    | 0.14%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                             | TPC 11.875 04/30/29 144A                                                                                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2268924.93   | 0.61%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                 | NCLH 7.75 02/15/29 144A                                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1871000 | PA      | $1949063.73   | 0.52%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                      | BBDBCN 7.5 02/01/29 144A                                                                                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2990000 | PA      | $3106870.13   | 0.84%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                             | IHEARTCOMMUNICATIONS INC                                                                                                                               | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | N/A       |   1350900 | PA      | $1188157.08   | 0.32%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                | RGCARE 9.875 08/15/30 144A                                                                                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1821070.64   | 0.49%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                               | LHOME 2025-RTL1 M1                                                                                                                                     | CUSIP: 50205UAC5<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $535919.25    | 0.14%             | 2040-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                     | CYH 9.75 01/15/34 144A                                                                                                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1091074.03   | 0.29%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Apld Computeco 2 LLC                                                                 | PFORGE 6.75 03/15/31 144A                                                                                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $476802.77    | 0.13%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XVIII LTD                                                        | MIDO 2025-18A E                                                                                                                                        | CUSIP: 59803MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $904036.59    | 0.24%             | 2035-10-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC              | AQUARI 7.875 11/01/29 144A                                                                                                                             | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $823709.25    | 0.22%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                      | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    691281 | PA      | $666653.73    | 0.18%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 7.75 01/15/32 GMTN                                                                                                                                 | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $6790495.39   | 1.83%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN V7.875 PERP 144A                                                                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $2013940.21   | 0.54%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Contingent                                                           | SPIRIT FUNDED ROLL UP TL                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1128941 | PA      | $790258.38    | 0.21%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WULF Compute LLC                                                                     | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1448521.55   | 0.39%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXVIII LTD / LLC                                                        | TRNTS 2024-27A D1                                                                                                                                      | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $279858.57    | 0.08%             | 2037-04-20      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                                        | PLMRS 2022-3A D1R                                                                                                                                      | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |    310000 | PA      | $307031.38    | 0.08%             | 2037-07-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                           | VMED 4.75 07/15/31 144A                                                                                                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $430715.64    | 0.12%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                      | COGARD 5 12/31/32 REG                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    730790 | PA      | $102310.59    | 0.03%             | 2032-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEO Group Inc                                                                        | GEO 10.25 04/15/31                                                                                                                                     | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3373343.58   | 0.91%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V7.75 PERP 144A                                                                                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1470000 | PA      | $1517632.41   | 0.41%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                                               | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1593267.40   | 0.43%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                 | Spirit Airlines, LLC Second DIP New Money Delayed TL                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45077 | PA      | $44626.24     | 0.01%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                 | HOWARD 6.625 01/15/34 144A                                                                                                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $883974.96    | 0.24%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                             | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      4046 | NS      | $59626.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                                            | Electronic Arts Term Loan B 350 2033-03-14                                                                                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1180000 | PA      | $1174100.00   | 0.32%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                      | ACRISU 6.75 07/01/32 144A                                                                                                                              | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356899.45    | 0.10%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                      | WYNMAC 5.625 08/26/28 144A                                                                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1970000 | PA      | $1936585.86   | 0.52%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                             | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476902.44    | 0.13%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 7.5 01/15/31 A                                                                                                                                     | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    620000 | PA      | $693285.12    | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WBI Operations LLC                                                                   | WBI 6.5 10/15/33 144A                                                                                                                                  | CUSIP: 92944BAB7<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1002985.55   | 0.27%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                                                   | New Generation Gas Gathering LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    889189 | PA      | $924771.92    | 0.25%             | 2029-09-30      | Floating      | 9.41%                 | No            |                  3 | On Loan: No      |
| Spirit Airlines, LLC                                                                 | Spirit Airlines, LLC Third DIP New Money TL                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89029 | PA      | $88138.28     | 0.02%             | 2026-07-14      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-3 LTD                                                                  | VOYA 2020-3A D1RR                                                                                                                                      | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $424229.23    | 0.11%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IVR-R LTD                                                               | GWOLF 2019-1A CR2                                                                                                                                      | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $386131.90    | 0.10%             | 2034-04-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                        | PETBRA 6.75 01/27/41                                                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4370000 | PA      | $4258377.09   | 1.15%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERICAST CORPORATION                                                                 | VERICAST CORP                                                                                                                                          | CUSIP: 92342KAD1<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |     31817 | PA      | $30912.57     | 0.01%             | 2030-06-14      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                              | NBR 8.875 08/15/31 144A                                                                                                                                | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1980582.80   | 0.53%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEO Group Inc                                                                        | GEO 8.625 04/15/29                                                                                                                                     | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1257459.10   | 0.34%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 7.75 05/01/35 144A                                                                                                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $717697.92    | 0.19%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD 2016-9                                                             | JTWN 2016-9A CR3                                                                                                                                       | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $546535.44    | 0.15%             | 2034-07-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 7.25 02/15/28 144A                                                                                                                                 | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3442104.66   | 0.93%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD                                                                   | MAGNE 2020-26A ER2                                                                                                                                     | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $999993.12    | 0.27%             | 2038-01-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                      | AMMC 2021-24A DR                                                                                                                                       | CUSIP: 00177LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    480000 | PA      | $475757.42    | 0.13%             | 2035-01-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                     | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    745000 | PA      | $736014.63    | 0.20%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                    | CLARIOS GLOBAL LP                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | N/A       |    987500 | PA      | $985648.44    | 0.27%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                    | ABEGET 11.25 02/21/30 144A                                                                                                                             | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108185.40    | 0.03%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                              | EQMSRM 8.625 05/15/32 144A                                                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627005.40    | 0.17%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 8.125 09/15/31                                                                                                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $548393.30    | 0.15%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                               | First Brands (Trico Group) Term Loan B (Add-on) 500 2027-03-01                                                                                         | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    346158 | PA      | $1010.78      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                 | Spirit Contingent TL                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430111 | PA      | $53763.84     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3502798.28   | 0.94%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                  | AXON 6.125 03/15/30 144A                                                                                                                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387237.48    | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Legg Mason Partners Institutional Trust                                              | Legg Mason Partners Institutional Trust GVT RSEVS PRM                                                                                                  | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |   5422075 | NS      | $5422075.42   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating, LLC                                                     | PR 6.25 02/01/33 144A                                                                                                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1977492.44   | 0.53%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 4.1 10/01/46                                                                                                                                      | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2550000 | PA      | $1893365.06   | 0.51%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2022-I INV LTD                                                          | CIFC 2022-2A ER                                                                                                                                        | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $276003.48    | 0.07%             | 2035-04-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                                     | ABR 8.5 12/15/28 144A                                                                                                                                  | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1809047.19   | 0.49%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                                                                  | AVAV 0 07/15/30                                                                                                                                        | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51012.00     | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                         | DBD 7.75 03/31/30 144A                                                                                                                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    610000 | PA      | $635826.18    | 0.17%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD                                                             | GLOBAU 8.75 01/15/32 144A                                                                                                                              | CUSIP: 00033GAB1<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $668564.36    | 0.18%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                                  | Country Garden Holdings Co Ltd. HKD0.10                                                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |      6048 | NS      | $247.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                               | CVT 8 06/15/30 144A                                                                                                                                    | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $392132.16    | 0.11%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kodiak BP LLC                                                                        | Kodiak Building Partners Term Loan B 375 2031-11-18                                                                                                    | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    580000 | PA      | $580771.40    | 0.16%             | 2031-12-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                         | BHCCN 6.25 02/15/29 144A                                                                                                                               | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $157762.50    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                              | MRP 6.375 08/01/30 144A                                                                                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1520553.13   | 0.41%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                                       | AGL 2022-17A ER                                                                                                                                        | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1127838.65   | 0.30%             | 2035-01-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $718691.58    | 0.19%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                     | TKCHOL 8.5 08/15/30 144A                                                                                                                               | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $988864.10    | 0.27%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 7.75 10/15/31 144A                                                                                                                                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    920000 | PA      | $964124.71    | 0.26%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                           | ACA 6.875 08/15/32 144A                                                                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635756.06    | 0.17%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                       | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2023595.50   | 0.54%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                          | CRGYFN 7.375 01/15/33 144A                                                                                                                             | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2531250.58   | 0.68%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                    | SFRFP 10 01/15/33 144A                                                                                                                                 | CUSIP: 020956AA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    968077 | PA      | $880938.17    | 0.24%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                         | ROCKIE 6.875 04/15/40 144A                                                                                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1135709.68   | 0.31%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                 | RKT 6.125 08/01/30 144A                                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1040142.41   | 0.28%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                       | SATS 6.75 11/30/30                                                                                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2111367 | PA      | $2134608.93   | 0.57%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                            | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15                                                                            | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    940000 | PA      | $942641.40    | 0.25%             | 2031-03-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET V6.625 PERP B                                                                                                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1911705.63   | 0.51%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carnival PLC                                                                         | CCL 1 10/28/29                                                                                                                                         | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   5780000 | PA      | $6071790.69   | 1.63%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                              | NXST 6.5 09/15/33 144A                                                                                                                                 | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1068717.44   | 0.29%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                             | BroadStreet Partners Term Loan B-4 300 2031-06-01                                                                                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    578698 | PA      | $565425.07    | 0.15%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                           | STENOR 7.375 06/01/31 144A                                                                                                                             | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1023880.77   | 0.28%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 7.5 11/15/95                                                                                                                                       | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $6428772.46   | 1.73%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                             | MET 7.875 12/15/37                                                                                                                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1092886.66   | 0.29%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                                 | WW International Inc COM NEW                                                                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      4997 | NS      | $68658.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning Power LLC                                                                  | LIGPLL 7.25 08/15/32 144A                                                                                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    940000 | PA      | $977832.89    | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLESLEY PARK CLO LTD                                                               | WELPK 2025-1A E                                                                                                                                        | CUSIP: 94949BAA0<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $380992.52    | 0.10%             | 2039-01-24      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VST 6.875 04/15/32 144A                                                                                                                                | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $890562.14    | 0.24%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                      | COGARD 0 12/31/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   1514007 | PA      | $169417.38    | 0.05%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                               | athenahealth Term Loan B 300 2029-02-01                                                                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    578539 | PA      | $568776.19    | 0.15%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Corecivic Inc                                                                        | CXW 8.25 04/15/29                                                                                                                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3478661.19   | 0.94%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                            | TIBX 6.625 08/15/33 144A                                                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    680000 | PA      | $605186.20    | 0.16%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                  | CCO 7.125 02/15/31 144A                                                                                                                                | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    840000 | PA      | $880580.61    | 0.24%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                     | CHTR 4.25 01/15/34 144A                                                                                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3297230.86   | 0.89%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                         | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $751612.01    | 0.20%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                             | VSNT 7.25 01/30/31 144A                                                                                                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737439.12    | 0.20%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                         | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $213533.88    | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $499129.28    | 0.13%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                              | XPO 7.125 02/01/32                                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516055.50    | 0.14%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                          | FMCN 8.625 06/01/31 144A                                                                                                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2120000 | PA      | $2200759.28   | 0.59%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                       | SATS 3.875 11/30/30                                                                                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    160068 | PA      | $572177.61    | 0.15%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.5 11/15/31 144a                                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $3370240.06   | 0.91%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                | ALTICE 5 01/15/28 144A                                                                                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2540000 | PA      | $1786336.53   | 0.48%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2021-3 LTD                                                           | INVCO 2021-3A DR                                                                                                                                       | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $515987.60    | 0.14%             | 2034-10-22      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                                 | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | N/A       |   1668802 | PA      | $1231576.07   | 0.33%             | 2030-06-24      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                                             | SPIRIT AVIA HOL RESTRICT                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $86.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                            | TWI 7 04/30/28                                                                                                                                         | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    960000 | PA      | $958657.15    | 0.26%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670958.25    | 0.18%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                       | ECOPET 5.875 05/28/45                                                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2470000 | PA      | $1820514.76   | 0.49%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                              | ZIGGO 5 01/15/32 144a                                                                                                                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $583556.28    | 0.16%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                 | ALPGEN 6.75 10/15/32 144A                                                                                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    940000 | PA      | $954440.93    | 0.26%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728170.32    | 0.20%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Magnetite Xxiv Ltd/Llc                                                               | MAGNE 2019-24A ER                                                                                                                                      | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $184830.64    | 0.05%             | 2035-04-16      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Corecivic Inc                                                                        | CXW 4.75 10/15/27                                                                                                                                      | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277672.72    | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                      | NCLH 6.125 03/15/28 144A                                                                                                                               | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1510000 | PA      | $1523721.37   | 0.41%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 5.125 05/09/29                                                                                                                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    880000 | PA      | $877716.05    | 0.24%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistajet Malta Finance Plc/Vista Management Holding Inc.                             | VSTJET 9.5 06/01/28 144A                                                                                                                               | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    380000 | PA      | $371559.17    | 0.10%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                                                      | Blackhawk Network Holdings Term Loan B 350 2029-03-01                                                                                                  | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    462974 | PA      | $457707.20    | 0.12%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                       | ZFFNGR 7.5 03/24/31 144A                                                                                                                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $953597.49    | 0.26%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                 | NSANY 4.81 09/17/30 144A                                                                                                                               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    630000 | PA      | $572630.43    | 0.15%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VCI ASSET HOLDINGS 2 LLC                                                             | Valor                                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2183600.00   | 0.59%             | 2031-02-06      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                            | RRD 10.875 08/01/29 144A                                                                                                                               | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635971.08    | 0.17%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                           | PKOH 8.5 08/01/30 144A                                                                                                                                 | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1323288.45   | 0.36%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PIXLEY PARK CLO LTD                                                                  | PXLY 2024-1A E                                                                                                                                         | CUSIP: 72583VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $502756.28    | 0.14%             | 2038-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)          | PRIME SECURITY SERVICES BOR                                                                                                                            | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    884481 | PA      | $881717.37    | 0.24%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                          | CRGYFN 8.375 01/15/34 144A                                                                                                                             | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    430000 | PA      | $449896.10    | 0.12%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                    | VIKCRU 5.625 02/15/29 144A                                                                                                                             | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1440000 | PA      | $1438602.34   | 0.39%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                     | CYH 4.75 02/15/31 144A                                                                                                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1761924.90   | 0.47%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                                                | Black Diamond CLO 2021-1 Ltd                                                                                                                           | CUSIP: 09204WAM6<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $763599.53    | 0.21%             | 2034-11-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                                              | CREDIT SUISSE ESCROW CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10560000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier Inc.                                                                      | BBDBCN 7.25 07/01/31 144A                                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $524583.50    | 0.14%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-1 LLC                                                                | FTGPK 2025-2A ER                                                                                                                                       | CUSIP: 18914KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1009521.79   | 0.27%             | 2034-04-24      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 113 CLO LTD                                                                   | DRSLF 2022-113A D1R3                                                                                                                                   | CUSIP: 26253EBR8<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $668325.00    | 0.18%             | 2037-10-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                       | ZFFNGR 6.875 04/23/32 144A                                                                                                                             | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1626266.43   | 0.44%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-1 LTD                                                   | BOBA 2023-1A ERR                                                                                                                                       | CUSIP: 05766HAF2<br>LEI: 549300M8J7UGFY6KJG66 | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $962603.53    | 0.26%             | 2036-04-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes Inc                                                              | DFH 6.875 09/15/30 144A                                                                                                                                | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $507684.30    | 0.14%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.3 03/01/48                                                                                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    570000 | PA      | $482241.22    | 0.13%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                 | ANGOL 8 11/26/29 144A                                                                                                                                  | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1584299.58   | 0.43%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                              | EQMSRM 8 03/15/33 144A                                                                                                                                 | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2273689.99   | 0.61%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 7.125 12/01/31 144A                                                                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    875000 | PA      | $904230.25    | 0.24%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC /XO Management Holding Inc.                               | VSTJET 6.375 02/01/30 144A                                                                                                                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    880000 | PA      | $760947.70    | 0.20%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 3.692 06/05/28                                                                                                                                     | CUSIP: 55342UAL8<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    140000 | PA      | $162920.68    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                 | NEFINA 8 04/15/30 144A                                                                                                                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $875594.95    | 0.24%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                                     | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    790000 | PA      | $711766.30    | 0.19%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                               | TRICGR L 06/29/26 2                                                                                                                                    | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    442686 | PA      | $1686.63      | 0.00%             | 2026-06-29      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                             | SFRFP 9.5 11/01/29 144A                                                                                                                                | CUSIP: 02090DAA6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     39590 | PA      | $40033.84     | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                                                          | GRNT 8.875 11/05/29                                                                                                                                    | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2193075.00   | 0.59%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 16 Ltd. / Goldentree Loan Management Clo 16 LLC    | GLM 2022-16A DRR                                                                                                                                       | CUSIP: 38090AAY4<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |   1260000 | PA      | $1223284.10   | 0.33%             | 2038-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    571646 | PA      | $542145.63    | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                | DTV 10 02/15/31 144A                                                                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1481347.91   | 0.40%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 11.75 01/31/29 144A                                                                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1121843.50   | 0.30%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                | ALTICE 5.75 08/15/29 144a                                                                                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3200000 | PA      | $2243874.88   | 0.60%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                       | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3795850 | PA      | $4102804.33   | 1.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                              | FLL 8.25 02/15/28 144A                                                                                                                                 | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3011250.00   | 0.81%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                          | Hexion Term Loan B 400 2029-03-01                                                                                                                      | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    909830 | PA      | $872490.58    | 0.23%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                               | CAPG 0 PERP REGS                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    450290 | PA      | $3377.17      | 0.00%             | N/A             | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                   | SBH 6.75 04/01/32                                                                                                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1741230.10   | 0.47%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                               | CAPG 5.5 09/30/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    125474 | PA      | $941.06       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                       | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    550000 | PA      | $334812.50    | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $7030382.22   | 1.89%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 16 LTD                                                              | SPCLO 2026-16A E                                                                                                                                       | CUSIP: 82810KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1140000 | PA      | $1114155.52   | 0.30%             | 2039-04-18      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| ABC TECHNOLOGIES INC                                                                 | ABC TECHNOLOGIES INC/CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1340754 | PA      | $1290547.56   | 0.35%             | 2031-09-08      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| TK Elevator Midco Gmbh                                                               | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B 300 2030-04-01                                                                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    980174 | PA      | $983374.40    | 0.26%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Buenos Aires (Province Of)                                                           | BUENOS 6.625 09/01/37 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    334611 | PA      | $253049.54    | 0.07%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                         | DHC 7.25 10/15/30 144A                                                                                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $807874.40    | 0.22%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VIII LTD                                                                | TREST 2025-8A E                                                                                                                                        | CUSIP: 89533EAA6<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $384733.21    | 0.10%             | 2035-06-11      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                           | NOG 7.875 10/15/33 144A                                                                                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    890000 | PA      | $921424.12    | 0.25%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                     | CYH 6.125 04/01/30 144A                                                                                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    410000 | PA      | $356935.59    | 0.10%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                            | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 225 2028-03-01                                                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1224809 | PA      | $1227460.79   | 0.33%             | 2028-03-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                         | ROCKIE 6.75 03/15/33 144A                                                                                                                              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329589.76    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2715414.24   | 0.73%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                                | VETCN 6.875 05/01/30 144A                                                                                                                              | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | RF                | CA        |    730000 | PA      | $739006.01    | 0.20%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 7 01/15/30 144A                                                                                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398407.62    | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                         | Cloudera First-lien Term Loan 375 2028-07-24                                                                                                           | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    480000 | PA      | $429900.00    | 0.12%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 3 LTD                                                            | WWICK 2024-3A D                                                                                                                                        | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    140000 | PA      | $139177.18    | 0.04%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                        | TransDigm Term Loan J 250 2031-02-01                                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    980044 | PA      | $981278.61    | 0.26%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Add Hero Holdings Ltd.                                                               | ADHERH 8.5 09/30/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    319090 | PA      | $16688.39     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 6.5 06/02/41                                                                                                                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $844204.90    | 0.23%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                          | Asurion First-lien Term Loan B-14 375 2033-02-09                                                                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    700000 | PA      | $677691.00    | 0.18%             | 2033-03-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                     | NGPLCO 7.768 12/15/37 144A                                                                                                                             | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1181854.30   | 0.32%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC /XO Management Holding Inc.                               | VSTJET 7.875 05/01/27 144A                                                                                                                             | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    770000 | PA      | $760737.98    | 0.20%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                 | CAPCOP 6.75 03/31/33 144A                                                                                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $646323.60    | 0.17%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                   | CHRD 6.75 03/15/33 144A                                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1900852.81   | 0.51%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                               | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556812.85    | 0.15%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                   | BURLN 9.25 07/01/31 144A                                                                                                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    530000 | PA      | $478958.35    | 0.13%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                       | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2285643.84   | 0.62%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                            | JBLU 9.875 09/20/31 144A                                                                                                                               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1788730.66   | 0.48%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                      | BBDBCN 7 06/01/32 144A                                                                                                                                 | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83127.36     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.875 07/15/32 144A                                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1440550 | PA      | $1366265.84   | 0.37%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 11 LTD                                                            | OAKC 2022-11A D1R                                                                                                                                      | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $219160.66    | 0.06%             | 2037-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                                | VETCN 7.25 02/15/33 144A                                                                                                                               | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | RF                | CA        |    680000 | PA      | $686395.28    | 0.18%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                             | EA 8.75 07/01/34 144A                                                                                                                                  | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261886.67    | 0.07%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc.                                                                   | MFA Financial Inc. 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     18881 | NS      | $399710.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 B.C. LTD                                                                     | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3693000 | PA      | $3784176.48   | 1.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                   | NWL 8.5 06/01/28 144A                                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547357.50    | 0.15%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                        | STWD 7.25 04/01/29 144A                                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773159.25    | 0.21%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                          | ARI 4.625 06/15/29 144A                                                                                                                                | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416854.83    | 0.11%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agnc Investment Corp                                                                 | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.125% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRE | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     32708 | NS      | $793823.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174434.28    | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/ Canadas Wonderland Company/ Millennium Operations LLC  | FUN 8.625 01/15/32 144A                                                                                                                                | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751723.76    | 0.20%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                          | FMCN 6.375 02/15/36 144A                                                                                                                               | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $645067.16    | 0.17%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                                | WOOF 8.25 02/01/31 144A                                                                                                                                | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    920000 | PA      | $919369.17    | 0.25%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    780000 | PA      | $801994.44    | 0.22%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1250493.07   | 0.34%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BEAR MOUNTAIN PARK CLO LTD                                                           | BRMTN 2022-1A ER                                                                                                                                       | CUSIP: 07403KAE3<br>LEI: 549300UHUALXUXTG2K29 | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $692693.93    | 0.19%             | 2037-07-15      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4166754.29   | 1.12%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rb Global Holdings Inc.                                                              | RBACN 7.75 03/15/31 144A                                                                                                                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296313.75   | 0.35%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 44 LTD                                                                       | AGL 2025-44A E                                                                                                                                         | CUSIP: 00122AAA8<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $732504.26    | 0.20%             | 2037-10-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Apex Credit Clo 2019-II Ltd.                                                         | APEXC 2019-2A ERR                                                                                                                                      | CUSIP: 03755DAE2<br>LEI: 549300OKB854VBBC1981 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $689259.86    | 0.19%             | 2038-01-25      | Variable      | 11.34%                | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                              | CMCO 7.125 02/01/33 144A                                                                                                                               | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410194.75    | 0.11%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                              | MRP 6.25 09/15/32 144A                                                                                                                                 | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $432490.43    | 0.12%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                             | IHRT 9.125 05/01/29 144A                                                                                                                               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    760000 | PA      | $690919.80    | 0.19%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                    | PETRPE 4.75 06/19/32 144A                                                                                                                              | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1190497.50   | 0.32%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                | DTV 8.875 02/01/30 144a                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449561.39    | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                | NLSN 10.375 05/15/31 144A                                                                                                                              | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1908735.57   | 0.51%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                  | Red Rock Resorts (Station Casinos) Term Loan B 225 2031-03-03                                                                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    735000 | PA      | $735599.03    | 0.20%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 7.5 04/01/27                                                                                                                                       | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1126493.30   | 0.30%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.85 04/01/61                                                                                                                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   8520000 | PA      | $4980382.53   | 1.34%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                        | MPEL 6.5 09/24/33 144A                                                                                                                                 | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $403485.91    | 0.11%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD /LLC                                                             | CARVL 2024-3A E                                                                                                                                        | CUSIP: 14688TAA4<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $988863.17    | 0.27%             | 2037-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| MAGNETITE LTD 2022-32                                                                | MAGNE 2022-32A ER                                                                                                                                      | CUSIP: 55953XAE8<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $795580.81    | 0.21%             | 2037-10-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                            | RRD 9.5 08/01/29 144A                                                                                                                                  | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2208370.52   | 0.59%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $561695.06    | 0.15%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                | NLSN 9.5 02/15/33 144A                                                                                                                                 | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    510000 | PA      | $495459.39    | 0.13%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                | Quikrete Term Loan B-3 (Incremental) 225 2032-01-23                                                                                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    891000 | PA      | $890443.13    | 0.24%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                 | URI 6.125 03/15/34 144A                                                                                                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013837.00   | 0.27%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                             | CE 7 02/15/31                                                                                                                                          | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421299.19    | 0.11%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                 | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2035044.46   | 0.55%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $1002740.90   | 0.27%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc.                                                              | MIK 11 03/15/34 144A                                                                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3785269.54   | 1.02%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                      | WYNMAC 5.125 12/15/29 144A                                                                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1054000 | PA      | $1011493.24   | 0.27%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MasterBrand Inc                                                                      | MASBRA 7 07/15/32 144A                                                                                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488931.65    | 0.13%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                    | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1338556.39   | 0.36%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Add Hero Holdings Ltd.                                                               | ADHERH 9 09/30/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    259874 | PA      | $3898.10      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                     | SNEX 7.875 03/01/31 144A                                                                                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665127.68    | 0.18%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                        | SUMMPL 8.625 10/31/29 144A                                                                                                                             | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $421933.87    | 0.11%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                            | TEAPUB 9 02/15/33 144A                                                                                                                                 | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $824287.59    | 0.22%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GALAXY XXV CLO LTD                                                                   | GALXY 2018-25A D1RR                                                                                                                                    | CUSIP: 36319XBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $504084.87    | 0.14%             | 2036-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                      | BTHREE 4.125 09/20/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $921875.00    | 0.25%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 4.05 02/01/30                                                                                                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330274.61    | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.25 02/01/50                                                                                                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3005321.17   | 0.81%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.625 03/01/32 144A                                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    910000 | PA      | $929219.20    | 0.25%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                 | LifePoint Health Term Loan B 375 2031-05-01                                                                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2462578 | PA      | $2466124.21   | 0.66%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                       | UNIT 8.625 06/15/32 Feb                                                                                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1274000.96   | 0.34%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 6.75 05/01/33 144A                                                                                                                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015278.00   | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.75 06/24/44                                                                                                                                      | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2617187.05   | 0.70%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V8 PERP                                                                                                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1840000 | PA      | $1933012.00   | 0.52%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                   | PURGYM 10 10/11/28 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1236903.53   | 0.33%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                                                               | CAPG 0 09/30/28 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     40243 | PA      | $957.39       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 5.625 03/15/31 144A                                                                                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747088.73    | 0.20%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                      | GEN 6.25 04/01/33 144A                                                                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    560000 | PA      | $544827.14    | 0.15%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER TECHNOLOGIES INC                                                             | VOYG 0.75 11/15/30                                                                                                                                     | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124680.00    | 0.03%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                              | LVLT 8.5 01/15/36 144A                                                                                                                                 | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1723196.82   | 0.46%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                  | AXL 7.75 10/15/33 144A                                                                                                                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3029491.43   | 0.82%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                                               | PSLOGI 7.875 10/15/29 144A                                                                                                                             | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1930737.41   | 0.52%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund 2024-1 Ltd/Apidos Loan Fund 2024-1 LLC                              | APID 2024-1A D1R                                                                                                                                       | CUSIP: 037986AW6<br>LEI: 549300092LX0NPUDVC76 | Long             | ABS-CBDO         | CORP              | JE        |    610000 | PA      | $601027.51    | 0.16%             | 2038-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                        | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2476686.79   | 0.67%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                        | MPEL 5.375 12/04/29 144A                                                                                                                               | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1367000 | PA      | $1314135.03   | 0.35%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V8.113 11/03/33                                                                                                                                   | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1650427.66   | 0.44%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                               | MPW 4.625 08/01/29                                                                                                                                     | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1557499.62   | 0.42%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                              | TLN 6.5 02/01/36 144A                                                                                                                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $614563.25    | 0.17%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Add Hero Holdings Ltd.                                                               | ADHERH 9.8 09/30/31 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    343038 | PA      | $4716.78      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                                | Petco Animal Supplies Term Loan B 425 2031-01-11                                                                                                       | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    870000 | PA      | $852304.20    | 0.23%             | 2031-01-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                          | FMCN 7.25 02/15/34 144A                                                                                                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $804893.08    | 0.22%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 6 12/01/32                                                                                                                                        | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1070000 | PA      | $1098868.60   | 0.30%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apld Computeco LLC                                                                   | APLD 9.25 12/15/30 144A                                                                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $711529.38    | 0.19%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO X                                                                   | OCTR 2020-10A ER                                                                                                                                       | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921450.10    | 0.25%             | 2034-10-16      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                                                                  | LUXCO3 DUMMY EQUITY                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54456 | NS      | $926835.20    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                              | ISATLN 9 09/15/29 144A                                                                                                                                 | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |   3490000 | PA      | $3670747.10   | 0.99%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer